Radian Group, Inc.

NPORT-P false 0000763852 XXXXXXXX S000003899 C000070648 C000173567 C000010893 C000173568 C000010896 C000010897 C000010894 C000033524 JPMorgan Trust II 811-04236 0000763852 549300IMXLYKELY96B40 277 Park Avenue New York 10172 800-480-4111 JPMorgan Small Cap Value Fund S000003899 549300V4YKXS0HHDUK18 2021-06-30 2021-06-30 N 1610527986.93 99032706.93 1511495280.00 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 851430.91000000 N Radian Group, Inc. 54930005OUP720S5U385 Radian Group, Inc. 750236101 319200.00000000 NS USD 7102200.00000000 0.469879072331 Long EC CORP US N 1 N N N Green Plains, Inc. VJ5WLTHARBSDR14KIZ98 Green Plains, Inc. 393222104 149200.00000000 NS USD 5016104.00000000 0.331863689313 Long EC CORP US N 1 N N N Werner Enterprises, Inc. 549300P6XRGOCHHJST37 Werner Enterprises, Inc. 950755108 23000.00000000 NS USD 1023960.00000000 0.067744836093 Long EC CORP US N 1 N N Agree Realty Corp. N/A Agree Realty Corp. 008492100 116400.00000000 NS USD 8205036.00000000 0.542842317046 Long EC CORP US N 1 N N Thermon Group Holdings, Inc. 529900ZNZBBLDE77MZ38 Thermon Group Holdings, Inc. 88362T103 26900.00000000 NS USD 458376.00000000 0.030325996122 Long EC CORP US N 1 N N N Renasant Corp. 549300OVE6OZHW2UUH81 Renasant Corp. 75970E107 7400.00000000 NS USD 296000.00000000 0.019583256654 Long EC CORP US N 1 N N Corporate Office Properties Trust YY1J47X6LF9TYY8JY420 Corporate Office Properties Trust 22002T108 193800.00000000 NS USD 5424462.00000000 0.358880512018 Long EC CORP US N 1 N N N New Senior Investment Group, Inc. 549300H8A719CGNNEW69 New Senior Investment Group, Inc. 648691103 387400.00000000 NS USD 3401372.00000000 0.225033583961 Long EC CORP US N 1 N N N Wolverine World Wide, Inc. 549300OVC7PK14LQ8D87 Wolverine World Wide, Inc. 978097103 86700.00000000 NS USD 2916588.00000000 0.192960443779 Long EC CORP US N 1 N N N Chesapeake Utilities Corp. 254900WW0FDCKAOCKE74 Chesapeake Utilities Corp. 165303108 3800.00000000 NS USD 457254.00000000 0.030251764993 Long EC CORP US N 1 N N N GMS, Inc. 52990057RENOQO4U0D72 GMS, Inc. 36251C103 128100.00000000 NS USD 6166734.00000000 0.407988968381 Long EC CORP US N 1 N N N Realogy Holdings Corp. 5493004HBTOTE9DI9P12 Realogy Holdings Corp. 75605Y106 205000.00000000 NS USD 3735100.00000000 0.247112911923 Long EC CORP US N 1 N N N Liberty Latin America Ltd. 213800YWQHEAX7CAVO83 Liberty Latin America Ltd., Class C N/A 189631.00000000 NS USD 2673797.10000000 0.176897482604 Long EC CORP BM N 1 N N N West BanCorp, Inc. 549300GKFOINCHIYU666 West BanCorp, Inc. 95123P106 6650.00000000 NS USD 184537.50000000 0.012208936570 Long EC CORP US N 1 N N N Douglas Dynamics, Inc. 529900CDFLKNQ0QT6580 Douglas Dynamics, Inc. 25960R105 21100.00000000 NS USD 858559.00000000 0.056801963681 Long EC CORP US N 1 N N N Hancock Whitney Corp. 549300GRNBWY8HIICT41 Hancock Whitney Corp. 410120109 35112.00000000 NS USD 1560377.28000000 0.103234016053 Long EC CORP US N 1 N N N Louisiana-Pacific Corp. 549300C7E2UAO5BVRR75 Louisiana-Pacific Corp. 546347105 20100.00000000 NS USD 1211829.00000000 0.080174183540 Long EC CORP US N 1 N N N Talos Energy, Inc. 549300OKFHZ84SFJFT95 Talos Energy, Inc. 87484T108 46900.00000000 NS USD 733516.00000000 0.048529162459 Long EC CORP US N 1 N N N Equity Bancshares, Inc. 549300BPQ2EJNU4WF694 Equity Bancshares, Inc., Class A 29460X109 49500.00000000 NS USD 1509255.00000000 0.099851783857 Long EC CORP US N 1 N N N Koppers Holdings, Inc. N/A Koppers Holdings, Inc. 50060P106 62100.00000000 NS USD 2008935.00000000 0.132910438198 Long EC CORP US N 1 N N Hawaiian Holdings, Inc. 529900TQUS2JVPSSPP86 Hawaiian Holdings, Inc. 419879101 46400.00000000 NS USD 1130768.00000000 0.074811216082 Long EC CORP US N 1 N N TrueBlue, Inc. N/A TrueBlue, Inc. 89785X101 303500.00000000 NS USD 8531385.00000000 0.564433452944 Long EC CORP US N 1 N N N Kosmos Energy Ltd. 213800YDFJ3OT9B5P157 Kosmos Energy Ltd. 500688106 172100.00000000 NS USD 595466.00000000 0.039395822658 Long EC CORP US N 1 N N N Urstadt Biddle Properties, Inc. 549300XXD0YL0AER3Z82 Urstadt Biddle Properties, Inc., Class A 917286205 39500.00000000 NS USD 765510.00000000 0.050645874329 Long EC CORP US N 1 N N N Sykes Enterprises, Inc. 549300JJ24XHULP7Q562 Sykes Enterprises, Inc. 871237103 95200.00000000 NS USD 5112240.00000000 0.338224013508 Long EC CORP US N 1 N N N Ares Commercial Real Estate Corp. 549300ZNO5IWXS443S81 Ares Commercial Real Estate Corp. 04013V108 108800.00000000 NS USD 1598272.00000000 0.105741117497 Long EC CORP US N 1 N N N Artisan Partners Asset Management, Inc. 549300T1FUI6JF63XU51 Artisan Partners Asset Management, Inc., Class A 04316A108 15900.00000000 NS USD 808038.00000000 0.053459511960 Long EC CORP US N 1 N N N Meritage Homes Corp. 52990044W9UMFJO2FB97 Meritage Homes Corp. 59001A102 31600.00000000 NS USD 2972928.00000000 0.196687878509 Long EC CORP US N 1 N N N American National Bankshares, Inc. 5493001AQ734BV16EM88 American National Bankshares, Inc. 027745108 12100.00000000 NS USD 376189.00000000 0.024888532897 Long EC CORP US N 1 N N N SpartanNash Co. 549300TV3QCCSQLF5X16 SpartanNash Co. 847215100 25500.00000000 NS USD 492405.00000000 0.032577342881 Long EC CORP US N 1 N N Ovintiv, Inc. N/A Ovintiv, Inc. 69047Q102 406800.00000000 NS USD 12801996.00000000 0.846975585659 Long EC CORP US N 1 N N N Bloom Energy Corp. 549300XB5J9BFW5JXV97 Bloom Energy Corp., Class A 093712107 18100.00000000 NS USD 486347.00000000 0.032176547716 Long EC CORP US N 1 N N New Jersey Resources Corp. 549300QKBSQBIX4DQ583 New Jersey Resources Corp. 646025106 136500.00000000 NS USD 5401305.00000000 0.357348452983 Long EC CORP US N 1 N N N Cadence BanCorp 54930022CKKXKBR5CK30 Cadence BanCorp 12739A100 184800.00000000 NS USD 3858624.00000000 0.255285216636 Long EC CORP US N 1 N N Mercantile Bank Corp. P16VZZCKTJ5IONL6XE37 Mercantile Bank Corp. 587376104 9600.00000000 NS USD 289920.00000000 0.019181005977 Long EC CORP US N 1 N N N Brookline Bancorp, Inc. N/A Brookline Bancorp, Inc. 11373M107 160300.00000000 NS USD 2396485.00000000 0.158550610889 Long EC CORP US N 1 N N N Integer Holdings Corp. 549300SUD2ED5XG6X569 Integer Holdings Corp. 45826H109 72500.00000000 NS USD 6829500.00000000 0.451837335542 Long EC CORP US N 1 N N N Glacier Bancorp, Inc. 549300SMJAUKZB5D7V74 Glacier Bancorp, Inc. 37637Q105 30100.00000000 NS USD 1657908.00000000 0.109686614436 Long EC CORP US N 1 N N Investors Bancorp, Inc. N/A Investors Bancorp, Inc. 46146L101 494100.00000000 NS USD 7045866.00000000 0.466152034560 Long EC CORP US N 1 N N N Northwest Natural Holding Co. N/A Northwest Natural Holding Co. 66765N105 15800.00000000 NS USD 829816.00000000 0.054900336837 Long EC CORP US N 1 N N Varex Imaging Corp. 549300CWYWPVCT8E9W67 Varex Imaging Corp. 92214X106 57100.00000000 NS USD 1531422.00000000 0.101318344837 Long EC CORP US N 1 N N Option Care Health, Inc. 549300DI3Q5ACSYJRI17 Option Care Health, Inc. 68404L201 128000.00000000 NS USD 2799360.00000000 0.185204680228 Long EC CORP US N 1 N N N Financial Institutions, Inc. N/A Financial Institutions, Inc. 317585404 35300.00000000 NS USD 1059000.00000000 0.070063070259 Long EC CORP US N 1 N N N 89bio, Inc. N/A 89bio, Inc. 282559103 68200.00000000 NS USD 1275340.00000000 0.084376049126 Long EC CORP US N 1 N N Hilltop Holdings, Inc. 54930010TA543US0PM65 Hilltop Holdings, Inc. 432748101 239800.00000000 NS USD 8728720.00000000 0.577489067646 Long EC CORP US N 1 N N N Utah Medical Products, Inc. 5493002R27BBGV8DID60 Utah Medical Products, Inc. 917488108 17500.00000000 NS USD 1488200.00000000 0.098458792408 Long EC CORP US N 1 N N American Axle & Manufacturing Holdings, Inc. N/A American Axle & Manufacturing Holdings, Inc. 024061103 44600.00000000 NS USD 461610.00000000 0.030539956433 Long EC CORP US N 1 N N N REX American Resources Corp. N/A REX American Resources Corp. 761624105 21400.00000000 NS USD 1929852.00000000 0.127678334529 Long EC CORP US N 1 N N N United Natural Foods, Inc. 549300GKGW6WPZ282D40 United Natural Foods, Inc. 911163103 35500.00000000 NS USD 1312790.00000000 0.086853728051 Long EC CORP US N 1 N N N Regional Management Corp. 549300S5O87W87JW4146 Regional Management Corp. 75902K106 16800.00000000 NS USD 781872.00000000 0.051728378536 Long EC CORP US N 1 N N Brookfield Renewable Corp. N/A Brookfield Renewable Corp. 11284V105 51600.00000000 NS USD 2164104.00000000 0.143176365062 Long EC CORP CA N 1 N N N Allegheny Technologies, Inc. ZW1LRE7C3H17O2ZN9B45 Allegheny Technologies, Inc. 01741R102 132000.00000000 NS USD 2752200.00000000 0.182084591094 Long EC CORP US N 1 N N Solaris Oilfield Infrastructure, Inc. 529900MTK3C8Y8TIIC10 Solaris Oilfield Infrastructure, Inc., Class A 83418M103 76300.00000000 NS USD 743162.00000000 0.049167338451 Long EC CORP US N 1 N N N Arena Pharmaceuticals, Inc. 529900CVGQMPJ3A3NI85 Arena Pharmaceuticals, Inc. 040047607 240200.00000000 NS USD 16381640.00000000 1.083803582899 Long EC CORP US N 1 N N DiamondRock Hospitality Co. 529900KKD4BPVBUAQ734 DiamondRock Hospitality Co. 252784301 449276.00000000 NS USD 4357977.20000000 0.288322250003 Long EC CORP US N 1 N N N Piedmont Office Realty Trust, Inc. N/A Piedmont Office Realty Trust, Inc., Class A 720190206 235700.00000000 NS USD 4353379.00000000 0.288018034697 Long EC CORP US N 1 N N N Old National Bancorp 549300MMK90CL5KMVX16 Old National Bancorp 680033107 248300.00000000 NS USD 4372563.00000000 0.289287241439 Long EC CORP US N 1 N N N Trustmark Corp. 5493000HPQ4D2RZ79739 Trustmark Corp. 898402102 262500.00000000 NS USD 8085000.00000000 0.534900777195 Long EC CORP US N 1 N N N Centerspace 5493002LG2SH9EEHT720 Centerspace 15202L107 22700.00000000 NS USD 1791030.00000000 0.118493919478 Long EC CORP US N 1 N N N Abercrombie & Fitch Co. 5493000J7LL72TOGT983 Abercrombie & Fitch Co., Class A 002896207 27500.00000000 NS USD 1276825.00000000 0.084474296208 Long EC CORP US N 1 N N N CONTRA BMTECHNOLOGIES N/A CONTRA BMTECHNOLOGIES 232CNT014 10572.00000000 NS USD 131515.68000000 0.008701031471 Long EC CORP US N 1 N N N Navistar International Corp. WNDD3CRVXJGC8I7GX671 Navistar International Corp. 63934E108 12300.00000000 NS USD 547350.00000000 0.036212484897 Long EC CORP US N 1 N N N Washington Federal, Inc. N/A Washington Federal, Inc. 938824109 175800.00000000 NS USD 5586924.00000000 0.369628941216 Long EC CORP US N 1 N N N Northfield Bancorp, Inc. N/A Northfield Bancorp, Inc. 66611T108 315900.00000000 NS USD 5180760.00000000 0.342757272784 Long EC CORP US N 1 N N N TriState Capital Holdings, Inc. 5493003JKSPN0881WX29 TriState Capital Holdings, Inc. 89678F100 13000.00000000 NS USD 265070.00000000 0.017536938653 Long EC CORP US N 1 N N N Vishay Intertechnology, Inc. 5493009O8F3QQJTCQR75 Vishay Intertechnology, Inc. 928298108 229900.00000000 NS USD 5184245.00000000 0.342987839168 Long EC CORP US N 1 N N N Glatfelter Corp. 549300LDQLQBT38QDY28 Glatfelter Corp. 377320106 166300.00000000 NS USD 2323211.00000000 0.153702828632 Long EC CORP US N 1 N N N SunPower Corp. 549300TXO070764WUH65 SunPower Corp. 867652406 23100.00000000 NS USD 674982.00000000 0.044656573456 Long EC CORP US N 1 N N Navient Corp. 54930067J0ZNOEBRW338 Navient Corp. 63938C108 308600.00000000 NS USD 5965238.00000000 0.394658063371 Long EC CORP US N 1 N N N Comtech Telecommunications Corp. 529900FTEZ8MGM0Y8F73 Comtech Telecommunications Corp. 205826209 17900.00000000 NS USD 432464.00000000 0.028611667249 Long EC CORP US N 1 N N Warrior Met Coal, Inc. 549300152B1S9YKBYV79 Warrior Met Coal, Inc. 93627C101 163200.00000000 NS USD 2807040.00000000 0.185712786347 Long EC CORP US N 1 N N N Gladstone Commercial Corp. 529900EVVV534W8R0T32 Gladstone Commercial Corp. 376536108 158700.00000000 NS USD 3580272.00000000 0.236869545500 Long EC CORP US N 1 N N N Cohu, Inc. 529900FJPORJ3JJ2XS33 Cohu, Inc. 192576106 90300.00000000 NS USD 3322137.00000000 0.219791424026 Long EC CORP US N 1 N N N Stifel Financial Corp. 549300E5F07FE5GHJX84 Stifel Financial Corp. 860630102 73800.00000000 NS USD 4786668.00000000 0.316684283658 Long EC CORP US N 1 N N Nelnet, Inc. 549300T6B0Q52I6OM558 Nelnet, Inc., Class A 64031N108 46000.00000000 NS USD 3460580.00000000 0.228950764570 Long EC CORP US N 1 N N Virtus Investment Partners, Inc. 549300HWF93HB8BDM648 Virtus Investment Partners, Inc. 92828Q109 12700.00000000 NS USD 3527679.00000000 0.233390010983 Long EC CORP US N 1 N N N Vonage Holdings Corp. 529900W7N0N4WLN1JY21 Vonage Holdings Corp. 92886T201 255300.00000000 NS USD 3678873.00000000 0.243392953235 Long EC CORP US N 1 N N Spectrum Brands Holdings, Inc. 549300JM0MJETDD30O20 Spectrum Brands Holdings, Inc. 84790A105 13100.00000000 NS USD 1114024.00000000 0.073703438888 Long EC CORP US N 1 N N N Argo Group International Holdings Ltd. 549300M4T8Y5TTWI6O03 Argo Group International Holdings Ltd. N/A 58516.00000000 NS USD 3032884.28000000 0.200654565060 Long EC CORP BM N 1 N N N Berry Corp. N/A Berry Corp. 08579X101 345600.00000000 NS USD 2322432.00000000 0.153651290264 Long EC CORP US N 1 N N N MGIC Investment Corp. 254900S8483WM4M98R28 MGIC Investment Corp. 552848103 155400.00000000 NS USD 2113440.00000000 0.139824452511 Long EC CORP US N 1 N N N DigitalBridge Group, Inc. 549300XG87L902AGBO89 DigitalBridge Group, Inc. 25401T108 326400.00000000 NS USD 2578560.00000000 0.170596629319 Long EC CORP US N 1 N N Children's Place, Inc. (The) 549300BGVK2OO5O7TC19 Children's Place, Inc. (The) 168905107 14000.00000000 NS USD 1302840.00000000 0.086195439525 Long EC CORP US N 1 N N Industrial Logistics Properties Trust 5493004XH9PJW009HR47 Industrial Logistics Properties Trust 456237106 35500.00000000 NS USD 927970.00000000 0.061394171207 Long EC CORP US N 1 N N N GP Strategies Corp. 5493006GWK1B65HI6Q32 GP Strategies Corp. 36225V104 61900.00000000 NS USD 973068.00000000 0.064377839142 Long EC CORP US N 1 N N N American Finance Trust, Inc. 549300GN4H0K3IUS8983 American Finance Trust, Inc. 02607T109 91300.00000000 NS USD 774224.00000000 0.051222389526 Long EC CORP US N 1 N N N Myriad Genetics, Inc. 52990044IHUOUMETT163 Myriad Genetics, Inc. 62855J104 188100.00000000 NS USD 5752098.00000000 0.380556795387 Long EC CORP US N 1 N N N Intra-Cellular Therapies, Inc. 5299002U2KGF193IJA20 Intra-Cellular Therapies, Inc. 46116X101 55100.00000000 NS USD 2249182.00000000 0.148805095838 Long EC CORP US N 1 N N Healthcare Realty Trust, Inc. 549300CB86LH2IOKHH22 Healthcare Realty Trust, Inc. 421946104 113200.00000000 NS USD 3418640.00000000 0.226176028813 Long EC CORP US N 1 N N N Bryn Mawr Bank Corp. 4NOIGQXI7NPP6IUQF087 Bryn Mawr Bank Corp. 117665109 15700.00000000 NS USD 662383.00000000 0.043823028015 Long EC CORP US N 1 N N N Taylor Morrison Home Corp. 5299009UDLLGLKOOJE30 Taylor Morrison Home Corp. 87724P106 166800.00000000 NS USD 4406856.00000000 0.291556054346 Long EC CORP US N 1 N N N Range Resources Corp. H3Y3WLYCX0BTO1TRW162 Range Resources Corp. 75281A109 371400.00000000 NS USD 6224664.00000000 0.411821596955 Long EC CORP US N 1 N N N Central Garden & Pet Co. 5493004DVZLD37DJ0H83 Central Garden & Pet Co., Class A 153527205 91800.00000000 NS USD 4433940.00000000 0.293347922330 Long EC CORP US N 1 N N N Team, Inc. 549300DEKHQ3OEQJWU96 Team, Inc. 878155100 75400.00000000 NS USD 505180.00000000 0.033422532421 Long EC CORP US N 1 N N N Korn Ferry 549300FOD20OM0GT5G40 Korn Ferry 500643200 93900.00000000 NS USD 6812445.00000000 0.450708982696 Long EC CORP US N 1 N N N Bluebird Bio, Inc. N/A Bluebird Bio, Inc. 09609G100 204800.00000000 NS USD 6549504.00000000 0.433312897940 Long EC CORP US N 1 N N N Allscripts Healthcare Solutions, Inc. Y68YJHVB1GU4TAU3C223 Allscripts Healthcare Solutions, Inc. 01988P108 978500.00000000 NS USD 18112035.00000000 1.198285911948 Long EC CORP US N 1 N N ALLETE, Inc. 549300NNLSIMY6Z8OT86 ALLETE, Inc. 018522300 15900.00000000 NS USD 1112682.00000000 0.073614652637 Long EC CORP US N 1 N N N Barrett Business Services, Inc. 529900HXB6TMG0SR9Y34 Barrett Business Services, Inc. 068463108 71924.00000000 NS USD 5222401.64000000 0.345512269148 Long EC CORP US N 1 N N N Kelly Services, Inc. N/A Kelly Services, Inc., Class A 488152208 221700.00000000 NS USD 5314149.00000000 0.351582242453 Long EC CORP US N 1 N N N Ping Identity Holding Corp. N/A Ping Identity Holding Corp. 72341T103 189700.00000000 NS USD 4344130.00000000 0.287406124086 Long EC CORP US N 1 N N ACCO Brands Corp. JCT8P4Y190IH4I1NX328 ACCO Brands Corp. 00081T108 571950.00000000 NS USD 4935928.50000000 0.326559306225 Long EC CORP US N 1 N N N Cathay General Bancorp 549300K1SLJ8C97H5L68 Cathay General Bancorp 149150104 295900.00000000 NS USD 11646624.00000000 0.770536577527 Long EC CORP US N 1 N N N Essential Properties Realty Trust, Inc. N/A Essential Properties Realty Trust, Inc. 29670E107 64000.00000000 NS USD 1730560.00000000 0.114493245390 Long EC CORP US N 1 N N N New York Mortgage Trust, Inc. 549300JFGR0M7ULHWG48 New York Mortgage Trust, Inc. 649604501 166300.00000000 NS USD 743361.00000000 0.049180504222 Long EC CORP US N 1 N N N Core-Mark Holding Co., Inc. 529900CI5YANWVE54N57 Core-Mark Holding Co., Inc. 218681104 110000.00000000 NS USD 4951100.00000000 0.327563047368 Long EC CORP US N 1 N N Boise Cascade Co. 549300Z8B8LSRHC7XA55 Boise Cascade Co. 09739D100 39600.00000000 NS USD 2310660.00000000 0.152872458854 Long EC CORP US N 1 N N N Ellington Financial, Inc. 60GS1D1R1YY5G1W7IT74 Ellington Financial, Inc. 28852N109 157500.00000000 NS USD 3016125.00000000 0.199545776947 Long EC CORP US N 1 N N N Gray Television, Inc. 529900TM5726KDN7UU35 Gray Television, Inc. 389375106 333600.00000000 NS USD 7806240.00000000 0.516458112922 Long EC CORP US N 1 N N N National HealthCare Corp. N/A National HealthCare Corp. 635906100 12500.00000000 NS USD 873750.00000000 0.057806994938 Long EC CORP US N 1 N N Essent Group Ltd. 254900QUO860OUT6ZF83 Essent Group Ltd. N/A 184900.00000000 NS USD 8311255.00000000 0.549869729001 Long EC CORP BM N 1 N N N eGain Corp. N/A eGain Corp. 28225C806 230500.00000000 NS USD 2646140.00000000 0.175067698524 Long EC CORP US N 1 N N N Lions Gate Entertainment Corp. 5493000JSMHPHZURLM72 Lions Gate Entertainment Corp., Class A 535919401 116200.00000000 NS USD 2405340.00000000 0.159136454597 Long EC CORP CA N 1 N N ManTech International Corp. 5299007N03CAU4SWNR02 ManTech International Corp., Class A 564563104 157100.00000000 NS USD 13595434.00000000 0.899469166718 Long EC CORP US N 1 N N N City Office REIT, Inc. 5493003J7157VP25NL57 City Office REIT, Inc. 178587101 160400.00000000 NS USD 1993772.00000000 0.131907259412 Long EC CORP US N 1 N N N United Insurance Holdings Corp. 5299002P9105LJQA8G51 United Insurance Holdings Corp. 910710102 57700.00000000 NS USD 328890.00000000 0.021759247571 Long EC CORP US N 1 N N N Clearway Energy, Inc. 549300LHAZ9HA9G3XC48 Clearway Energy, Inc. 18539C105 130800.00000000 NS USD 3298776.00000000 0.218245868422 Long EC CORP US N 1 N N N Healthcare Services Group, Inc. 529900GVZ1D2FBYMS719 Healthcare Services Group, Inc. 421906108 83800.00000000 NS USD 2645566.00000000 0.175029722884 Long EC CORP US N 1 N N Rite Aid Corp. 529900W353T1JY1DKT44 Rite Aid Corp. 767754872 119420.00000000 NS USD 1946546.00000000 0.128782803741 Long EC CORP US N 1 N N Pinnacle Financial Partners, Inc. 54930098EZ8JMSAZGS24 Pinnacle Financial Partners, Inc. 72346Q104 25100.00000000 NS USD 2216079.00000000 0.146615012916 Long EC CORP US N 1 N N N Terex Corp. YAWJZJYEQ7M1SYMOS462 Terex Corp. 880779103 101500.00000000 NS USD 4833430.00000000 0.319778041251 Long EC CORP US N 1 N N N Tronox Holdings plc 549300NRVC84SGJSXV06 Tronox Holdings plc, Class A N/A 292600.00000000 NS USD 6554240.00000000 0.433626230046 Long EC CORP GB N 1 N N N Greif, Inc. 54930070FVGKR0Z1FI24 Greif, Inc., Class A 397624107 10700.00000000 NS USD 647885.00000000 0.042863845396 Long EC CORP US N 1 N N N Fate Therapeutics, Inc. 549300L14Q4UHOODLA90 Fate Therapeutics, Inc. 31189P102 72100.00000000 NS USD 6257559.00000000 0.413997918670 Long EC CORP US N 1 N N N Premier Financial Corp. N/A Premier Financial Corp. 74052F108 42696.00000000 NS USD 1212993.36000000 0.080251217192 Long EC CORP US N 1 N N N Wabash National Corp. 5299004ZAWHQZI5XO485 Wabash National Corp. 929566107 281100.00000000 NS USD 4497600.00000000 0.297559645703 Long EC CORP US N 1 N N N Retail Properties of America, Inc. 549300OVTYLM7DH6CM14 Retail Properties of America, Inc., Class A 76131V202 185700.00000000 NS USD 2126265.00000000 0.140672950033 Long EC CORP US N 1 N N N SecureWorks Corp. N/A SecureWorks Corp., Class A 81374A105 42772.00000000 NS USD 792565.16000000 0.052435834268 Long EC CORP US N 1 N N N Bed Bath & Beyond, Inc. 529900ZBUWWUV7BKGX39 Bed Bath & Beyond, Inc. 075896100 106600.00000000 NS USD 3548714.00000000 0.234781679238 Long EC CORP US N 1 N N N Enanta Pharmaceuticals, Inc. 529900SSN4DODDQSN594 Enanta Pharmaceuticals, Inc. 29251M106 14500.00000000 NS USD 638145.00000000 0.042219450397 Long EC CORP US N 1 N N Eastern Bankshares, Inc. 549300J245MBQU3DO403 Eastern Bankshares, Inc. 27627N105 260000.00000000 NS USD 5348200.00000000 0.353835044724 Long EC CORP US N 1 N N N ArcBest Corp. 5493006S3KBNE8ZS3J23 ArcBest Corp. 03937C105 141200.00000000 NS USD 8216428.00000000 0.543596007789 Long EC CORP US N 1 N N N Flushing Financial Corp. N/A Flushing Financial Corp. 343873105 74400.00000000 NS USD 1594392.00000000 0.105484418052 Long EC CORP US N 1 N N N Great Southern Bancorp, Inc. 5493000ZL7DLNMN1AB26 Great Southern Bancorp, Inc. 390905107 18500.00000000 NS USD 997150.00000000 0.065971095854 Long EC CORP US N 1 N N N Apollo Commercial Real Estate Finance, Inc. 549300E0AN7M2AQHSY29 Apollo Commercial Real Estate Finance, Inc. 03762U105 82400.00000000 NS USD 1314280.00000000 0.086952305931 Long EC CORP US N 1 N N N Luther Burbank Corp. 5493007YRUZ4ZDZM0J48 Luther Burbank Corp. 550550107 77000.00000000 NS USD 913220.00000000 0.060418316357 Long EC CORP US N 1 N N N Honest Co., Inc. (The) N/A Honest Co., Inc. (The) 438333106 94887.00000000 NS USD 1536220.53000000 0.101635813907 Long EC CORP US N 1 N N Hope Bancorp, Inc. 549300UTF4QGMBHIZ219 Hope Bancorp, Inc. 43940T109 789233.00000000 NS USD 11191323.94000000 0.740414084521 Long EC CORP US N 1 N N N Arconic Corp. 549300B4YFWH3U74B152 Arconic Corp. 03966V107 166900.00000000 NS USD 5944978.00000000 0.393317668845 Long EC CORP US N 1 N N N Ambac Financial Group, Inc. 5493000UC0RBBNDHI717 Ambac Financial Group, Inc. 023139884 43600.00000000 NS USD 682776.00000000 0.045172221774 Long EC CORP US N 1 N N N Frequency Therapeutics, Inc. N/A Frequency Therapeutics, Inc. 35803L108 327500.00000000 NS USD 3261900.00000000 0.215806165137 Long EC CORP US N 1 N N HNI Corp. 549300SKRADLC4O5HV93 HNI Corp. 404251100 33300.00000000 NS USD 1464201.00000000 0.096871026947 Long EC CORP US N 1 N N N NexTier Oilfield Solutions, Inc. 529900L27H2D4QT0IT24 NexTier Oilfield Solutions, Inc. 65290C105 453724.00000000 NS USD 2159726.24000000 0.142886733989 Long EC CORP US N 1 N N Independent Bank Corp. N/A Independent Bank Corp. 453838609 27900.00000000 NS USD 605709.00000000 0.040073495962 Long EC CORP US N 1 N N N Veritiv Corp. 529900VQARHWQROHAS58 Veritiv Corp. 923454102 49500.00000000 NS USD 3040290.00000000 0.201144524910 Long EC CORP US N 1 N N N Cross Country Healthcare, Inc. 54930037L0NBIPZ5S663 Cross Country Healthcare, Inc. 227483104 192000.00000000 NS USD 3169920.00000000 0.209720800451 Long EC CORP US N 1 N N N Astronics Corp. 549300NNXCF8H4MSMK17 Astronics Corp. 046433108 195100.00000000 NS USD 3416201.00000000 0.226014665424 Long EC CORP US N 1 N N N UMB Financial Corp. 549300MGEH3N3CUCV828 UMB Financial Corp. 902788108 113200.00000000 NS USD 10534392.00000000 0.696951696733 Long EC CORP US N 1 N N N Eagle Pharmaceuticals, Inc. 549300TN20OLYTJVP152 Eagle Pharmaceuticals, Inc. 269796108 86900.00000000 NS USD 3719320.00000000 0.246068912633 Long EC CORP US N 1 N N Bristow Group, Inc. 5493005Q24EN3UC1PV68 Bristow Group, Inc. 11040G103 14166.00000000 NS USD 362791.26000000 0.024002143096 Long EC CORP US N 1 N N N Horace Mann Educators Corp. 254900G5YAV3A2YK8T32 Horace Mann Educators Corp. 440327104 24100.00000000 NS USD 901822.00000000 0.059664228657 Long EC CORP US N 1 N N N Meridian Bancorp, Inc. N/A Meridian Bancorp, Inc. 58958U103 157200.00000000 NS USD 3216312.00000000 0.212790078973 Long EC CORP US N 1 N N N Blackstone Mortgage Trust, Inc. 549300OLDJ20R2Y2UW20 Blackstone Mortgage Trust, Inc., Class A 09257W100 125800.00000000 NS USD 4011762.00000000 0.265416773249 Long EC CORP US N 1 N N Consolidated Communications Holdings, Inc. 529900F6S64KOO8CXH48 Consolidated Communications Holdings, Inc. 209034107 130104.00000000 NS USD 1143614.16000000 0.075661113543 Long EC CORP US N 1 N N UFP Industries, Inc. 5493007KB485C9OV5572 UFP Industries, Inc. 90278Q108 18300.00000000 NS USD 1360422.00000000 0.090005044541 Long EC CORP US N 1 N N N Darling Ingredients, Inc. L1N0SPPKS7EXZYUMZ898 Darling Ingredients, Inc. 237266101 204500.00000000 NS USD 13803750.00000000 0.913251280546 Long EC CORP US N 1 N N N Seneca Foods Corp. N/A Seneca Foods Corp., Class A 817070501 17200.00000000 NS USD 878576.00000000 0.058126281413 Long EC CORP US N 1 N N N Manitowoc Co., Inc. (The) 2RTSLGQ89VMY18RHX631 Manitowoc Co., Inc. (The) 563571405 73900.00000000 NS USD 1810550.00000000 0.119785355862 Long EC CORP US N 1 N N Moog, Inc. 549300WM2I4U7OBAHG07 Moog, Inc., Class A 615394202 30600.00000000 NS USD 2572236.00000000 0.170178235687 Long EC CORP US N 1 N N N Community Bank System, Inc. 5299008N6YHE6GCP1E80 Community Bank System, Inc. 203607106 64100.00000000 NS USD 4849165.00000000 0.320819063358 Long EC CORP US N 1 N N Cars.com, Inc. 5493002G6J07LNGX4M98 Cars.com, Inc. 14575E105 235300.00000000 NS USD 3371849.00000000 0.223080352589 Long EC CORP US N 1 N N N Westamerica BanCorp N/A Westamerica BanCorp 957090103 83600.00000000 NS USD 4851308.00000000 0.320960843490 Long EC CORP US N 1 N N N First Commonwealth Financial Corp. 549300ZHLQ42NXDETL24 First Commonwealth Financial Corp. 319829107 489400.00000000 NS USD 6885858.00000000 0.455565961145 Long EC CORP US N 1 N N N Zumiez, Inc. 549300J0PDF58P6HZD25 Zumiez, Inc. 989817101 69900.00000000 NS USD 3424401.00000000 0.226557174561 Long EC CORP US N 1 N N N Lexicon Pharmaceuticals, Inc. N/A Lexicon Pharmaceuticals, Inc. 528872302 652400.00000000 NS USD 2994516.00000000 0.198116133052 Long EC CORP US N 1 N N Axos Financial, Inc. 529900D8M56422GK9O25 Axos Financial, Inc. 05465C100 81900.00000000 NS USD 3799341.00000000 0.251363074054 Long EC CORP US N 1 N N N Kraton Corp. N/A Kraton Corp. 50077C106 7800.00000000 NS USD 251862.00000000 0.016663101984 Long EC CORP US N 1 N N N Byline Bancorp, Inc. 549300W7ODP4YL2H4823 Byline Bancorp, Inc. 124411109 99700.00000000 NS USD 2256211.00000000 0.149270132024 Long EC CORP US N 1 N N Lexington Realty Trust 549300S4MH2ICXDBFV43 Lexington Realty Trust 529043101 576300.00000000 NS USD 6886785.00000000 0.455627291141 Long EC CORP US N 1 N N Xenia Hotels & Resorts, Inc. 54930075IWIPHF5IQL62 Xenia Hotels & Resorts, Inc. 984017103 197600.00000000 NS USD 3701048.00000000 0.244860043492 Long EC CORP US N 1 N N N Great Ajax Corp. 5493004ID2QQWNGDYC18 Great Ajax Corp. 38983D300 17100.00000000 NS USD 221958.00000000 0.014684663785 Long EC CORP US N 1 N N N W&T Offshore, Inc. 549300Q7EOY2YIO3YK85 W&T Offshore, Inc. 92922P106 205400.00000000 NS USD 996190.00000000 0.065907582589 Long EC CORP US N 1 N N Heritage-Crystal Clean, Inc. N/A Heritage-Crystal Clean, Inc. 42726M106 38100.00000000 NS USD 1130808.00000000 0.074813862468 Long EC CORP US N 1 N N N Adient plc 5493002QLDY8O75RTR78 Adient plc N/A 114400.00000000 NS USD 5170880.00000000 0.342103615434 Long EC CORP IE N 1 N N N Fresh Del Monte Produce, Inc. 529900I72V9F0FEZR228 Fresh Del Monte Produce, Inc. N/A 36400.00000000 NS USD 1196832.00000000 0.079181987257 Long EC CORP KY N 1 N N Insperity, Inc. 5299000Q0KW7HY5DB751 Insperity, Inc. 45778Q107 5400.00000000 NS USD 487998.00000000 0.032285777299 Long EC CORP US N 1 N N N Redwood Trust, Inc. DRBV4N1ERQLEMIF11G78 Redwood Trust, Inc. 758075402 478900.00000000 NS USD 5780323.00000000 0.382424151532 Long EC CORP US N 1 N N N Herc Holdings, Inc. 549300TP80QLITMSBP82 Herc Holdings, Inc. 42704L104 33400.00000000 NS USD 3743138.00000000 0.247644703197 Long EC CORP US N 1 N N Neenah, Inc. 8SR38IKUT3O1F1I6VH65 Neenah, Inc. 640079109 25200.00000000 NS USD 1264284.00000000 0.083644588026 Long EC CORP US N 1 N N N PennyMac Mortgage Investment Trust 549300BSSOQO1ZWDUJ97 PennyMac Mortgage Investment Trust 70931T103 222100.00000000 NS USD 4677426.00000000 0.309456871079 Long EC CORP US N 1 N N N Brookfield Infrastructure Corp. N/A Brookfield Infrastructure Corp., Class A 11275Q107 13200.00000000 NS USD 995280.00000000 0.065847377307 Long EC CORP CA N 1 N N N Allovir, Inc. N/A Allovir, Inc. 019818103 151400.00000000 NS USD 2988636.00000000 0.197727114304 Long EC CORP US N 1 N N CNO Financial Group, Inc. 11XPYHB76MPM4Y4P2897 CNO Financial Group, Inc. 12621E103 260000.00000000 NS USD 6141200.00000000 0.406299647855 Long EC CORP US N 1 N N N Bioventus, Inc. N/A Bioventus, Inc., Class A 09075A108 147700.00000000 NS USD 2599520.00000000 0.171983335601 Long EC CORP US N 1 N N N Magnolia Oil & Gas Corp. N/A Magnolia Oil & Gas Corp., Class A 559663109 257500.00000000 NS USD 4024725.00000000 0.266274400803 Long EC CORP US N 1 N N MFA Financial, Inc. YW72IMH2RRC8Z1TGLG58 MFA Financial, Inc. 55272X102 250100.00000000 NS USD 1147959.00000000 0.075948566640 Long EC CORP US N 1 N N BellRing Brands, Inc. N/A BellRing Brands, Inc., Class A 079823100 461100.00000000 NS USD 14450874.00000000 0.956064778449 Long EC CORP US N 1 N N Iovance Biotherapeutics, Inc. 549300220Z2GHH33XL82 Iovance Biotherapeutics, Inc. 462260100 99300.00000000 NS USD 2583786.00000000 0.170942379654 Long EC CORP US N 1 N N N Altra Industrial Motion Corp. NQ0NIXPGW4YKG4MWM571 Altra Industrial Motion Corp. 02208R106 128100.00000000 NS USD 8329062.00000000 0.551047833903 Long EC CORP US N 1 N N N KKR Real Estate Finance Trust, Inc. 549300K23AYZDZ2REL62 KKR Real Estate Finance Trust, Inc. 48251K100 134900.00000000 NS USD 2917887.00000000 0.193046385166 Long EC CORP US N 1 N N SP Plus Corp. 0IDE18EMH1CUKQCUYE69 SP Plus Corp. 78469C103 52400.00000000 NS USD 1602916.00000000 0.106048362916 Long EC CORP US N 1 N N N AAR Corp. MP76T5YQX3YK5VVAQ802 AAR Corp. 000361105 39400.00000000 NS USD 1526750.00000000 0.101009246949 Long EC CORP US N 1 N N N Pactiv Evergreen, Inc. 894500GNKGJRUSH1F791 Pactiv Evergreen, Inc. 69526K105 35600.00000000 NS USD 536492.00000000 0.035494123408 Long EC CORP US N 1 N N Associated Banc-Corp. 549300N3CIN473IW5094 Associated Banc-Corp. 045487105 358200.00000000 NS USD 7335936.00000000 0.485342964484 Long EC CORP US N 1 N N N Four Corners Property Trust, Inc. 549300SVTPZPBDVNER42 Four Corners Property Trust, Inc. 35086T109 101900.00000000 NS USD 2813459.00000000 0.186137465146 Long EC CORP US N 1 N N N Great Western Bancorp, Inc. 5493004X4OTHDTFBHI90 Great Western Bancorp, Inc. 391416104 232300.00000000 NS USD 7617117.00000000 0.503945801273 Long EC CORP US N 1 N N Gogo, Inc. 549300VL3DIHSFHYTO04 Gogo, Inc. 38046C109 355500.00000000 NS USD 4045590.00000000 0.267654821919 Long EC CORP US N 1 N N Signet Jewelers Ltd. 549300N3XPGE91WV7M22 Signet Jewelers Ltd. N/A 56100.00000000 NS USD 4532319.00000000 0.299856642622 Long EC CORP BM N 1 N N Marriott Vacations Worldwide Corp. 549300WA6BT5H4F7IO94 Marriott Vacations Worldwide Corp. 57164Y107 22400.00000000 NS USD 3568320.00000000 0.236078805353 Long EC CORP US N 1 N N N Sleep Number Corp. 529900W0TZQLBT2DSS66 Sleep Number Corp. 83125X103 25200.00000000 NS USD 2770740.00000000 0.183311191021 Long EC CORP US N 1 N N N Genesco, Inc. 549300VY2Q511P1K5P56 Genesco, Inc. 371532102 22400.00000000 NS USD 1426432.00000000 0.094372243094 Long EC CORP US N 1 N N N SkyWest, Inc. 529900UYS2KGS6Z42P09 SkyWest, Inc. 830879102 113500.00000000 NS USD 4888445.00000000 0.323417814443 Long EC CORP US N 1 N N N First Merchants Corp. TZTBT0OTGQ2FEK6XMX94 First Merchants Corp. 320817109 97700.00000000 NS USD 4071159.00000000 0.269346458031 Long EC CORP US N 1 N N N AdvanSix, Inc. 5493009TPRODMCAZLF67 AdvanSix, Inc. 00773T101 14900.00000000 NS USD 444914.00000000 0.029435354902 Long EC CORP US N 1 N N N Federated Hermes, Inc. R05X5UQ874RGFF7HHD84 Federated Hermes, Inc. 314211103 79300.00000000 NS USD 2689063.00000000 0.177907469218 Long EC CORP US N 1 N N N Avista Corp. Q0IK63NITJD6RJ47SW96 Avista Corp. 05379B107 112600.00000000 NS USD 4804642.00000000 0.317873437223 Long EC CORP US N 1 N N N First Bancorp N/A First Bancorp 318910106 15500.00000000 NS USD 634105.00000000 0.041952165408 Long EC CORP US N 1 N N N Ladder Capital Corp. 549300Q6LLV2QCV67C06 Ladder Capital Corp. 505743104 270400.00000000 NS USD 3120416.00000000 0.206445633095 Long EC CORP US N 1 N N N Sunstone Hotel Investors, Inc. 529900ZQ2V52V96ATF67 Sunstone Hotel Investors, Inc. 867892101 619438.00000000 NS USD 7693419.96000000 0.508993978466 Long EC CORP US N 1 N N N Kaiser Aluminum Corp. N/A Kaiser Aluminum Corp. 483007704 30100.00000000 NS USD 3717049.00000000 0.245918664066 Long EC CORP US N 1 N N N Unitil Corp. N/A Unitil Corp. 913259107 31800.00000000 NS USD 1684446.00000000 0.111442359251 Long EC CORP US N 1 N N Black Hills Corp. 3MGELCRSTNSAMJ962671 Black Hills Corp. 092113109 81500.00000000 NS USD 5348845.00000000 0.353877717699 Long EC CORP US N 1 N N Antero Resources Corp. APVBKPOULHUX7YZLKU17 Antero Resources Corp. 03674X106 457700.00000000 NS USD 6879231.00000000 0.455127521139 Long EC CORP US N 1 N N N Natus Medical, Inc. 549300ZW3JLSJGT2D838 Natus Medical, Inc. 639050103 196600.00000000 NS USD 5107668.00000000 0.337921531584 Long EC CORP US N 1 N N N International Seaways, Inc. 549300YUFDGFRNGBWF46 International Seaways, Inc. N/A 40500.00000000 NS USD 776790.00000000 0.051392155190 Long EC CORP MH N 1 N N N/A N/A Russell 2000 E-Mini Index N/A 490.00000000 NC USD -588514.70000000 -0.03893592707 N/A DE US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Long Russell 2000 E-Mini Index US1248351090 2021-09-17 56497000.00000000 USD -588514.70000000 N N N Tenet Healthcare Corp. 0W9AIBT6U6ADJ2I8HK17 Tenet Healthcare Corp. 88033G407 133700.00000000 NS USD 8956563.00000000 0.592563080977 Long EC CORP US N 1 N N Atlantic Capital Bancshares, Inc. 5493005URKIOUNJO6097 Atlantic Capital Bancshares, Inc. 048269203 38900.00000000 NS USD 990394.00000000 0.065524121252 Long EC CORP US N 1 N N N MRC Global, Inc. 529900TSBPOLCLI2L582 MRC Global, Inc. 55345K103 285955.00000000 NS USD 2687977.00000000 0.177835619837 Long EC CORP US N 1 N N N American States Water Co. 529900L26LIS2V8PWM23 American States Water Co. 029899101 106700.00000000 NS USD 8489052.00000000 0.561632716444 Long EC CORP US N 1 N N N Macy's, Inc. 529900NZQ81TIOW3CW52 Macy's, Inc. 55616P104 403900.00000000 NS USD 7657944.00000000 0.506646901338 Long EC CORP US N 1 N N N Urban Edge Properties N/A Urban Edge Properties 91704F104 91100.00000000 NS USD 1740010.00000000 0.115118454091 Long EC CORP US N 1 N N Liberty Latin America Ltd. 213800YWQHEAX7CAVO83 Liberty Latin America Ltd., Class A N/A 98000.00000000 NS USD 1358280.00000000 0.089863330568 Long EC CORP BM N 1 N N N Dana, Inc. KVWHW7YLZPFJM8QYNJ51 Dana, Inc. 235825205 114700.00000000 NS USD 2725272.00000000 0.180303044016 Long EC CORP US N 1 N N N Alexander & Baldwin, Inc. N/A Alexander & Baldwin, Inc. 014491104 167261.00000000 NS USD 3064221.52000000 0.202727825918 Long EC CORP US N 1 N N N Stewart Information Services Corp. 529900TV1XI0PLKENU10 Stewart Information Services Corp. 860372101 44200.00000000 NS USD 2505698.00000000 0.165776104838 Long EC CORP US N 1 N N N Goodyear Tire & Rubber Co. (The) 5493002BI0S2ZQUY3437 Goodyear Tire & Rubber Co. (The) 382550101 181775.00000000 NS USD 3117441.25000000 0.206248824673 Long EC CORP US N 1 N N N KBR, Inc. 254900OFQDXZRKRCV808 KBR, Inc. 48242W106 61300.00000000 NS USD 2338595.00000000 0.154720628700 Long EC CORP US N 1 N N Materion Corp. 549300CJ5RI351SUYT02 Materion Corp. 576690101 21200.00000000 NS USD 1597420.00000000 0.105684749475 Long EC CORP US N 1 N N N Cleveland-Cliffs, Inc. 549300TM2WLI2BJMDD86 Cleveland-Cliffs, Inc. 185899101 185000.00000000 NS USD 3988600.00000000 0.263884383416 Long EC CORP US N 1 N N Lannett Co., Inc. 5299001DJ6C90XX17G45 Lannett Co., Inc. 516012101 615102.00000000 NS USD 2872526.34000000 0.190045339738 Long EC CORP US N 1 N N CSG Systems International, Inc. 549300D7FJZUOHHXUA81 CSG Systems International, Inc. 126349109 109200.00000000 NS USD 5152056.00000000 0.340858226166 Long EC CORP US N 1 N N N First Industrial Realty Trust, Inc. N/A First Industrial Realty Trust, Inc. 32054K103 44400.00000000 NS USD 2319012.00000000 0.153425024258 Long EC CORP US N 1 N N N Arcus Biosciences, Inc. N/A Arcus Biosciences, Inc. 03969F109 137746.00000000 NS USD 3782505.16000000 0.250249220758 Long EC CORP US N 1 N N Worthington Industries, Inc. 1WRCIANKYOIK6KYE5E82 Worthington Industries, Inc. 981811102 14900.00000000 NS USD 911582.00000000 0.060309946849 Long EC CORP US N 1 N N N Global Net Lease, Inc. 549300NUYANCT5SU8Z65 Global Net Lease, Inc. 379378201 84100.00000000 NS USD 1555850.00000000 0.102934492789 Long EC CORP US N 1 N N N CNX Resources Corp. 549300JK3KH8PWM3B226 CNX Resources Corp. 12653C108 117800.00000000 NS USD 1609148.00000000 0.106460669860 Long EC CORP US N 1 N N N Steelcase, Inc. GIE4CCPBJDI8SMV1OX95 Steelcase, Inc., Class A 858155203 293700.00000000 NS USD 4437807.00000000 0.293603761700 Long EC CORP US N 1 N N N Acadia Realty Trust N/A Acadia Realty Trust 004239109 46500.00000000 NS USD 1021140.00000000 0.067558265878 Long EC CORP US N 1 N N N Fulton Financial Corp. 5493005QLZ6O1BNC0C11 Fulton Financial Corp. 360271100 190300.00000000 NS USD 3002934.00000000 0.198673064992 Long EC CORP US N 1 N N N Schweitzer-Mauduit International, Inc. 549300Z1FU4IDULG1R21 Schweitzer-Mauduit International, Inc. 808541106 87300.00000000 NS USD 3525174.00000000 0.233224281057 Long EC CORP US N 1 N N N Covenant Logistics Group, Inc. N/A Covenant Logistics Group, Inc. 22284P105 21700.00000000 NS USD 448756.00000000 0.029689540280 Long EC CORP US N 1 N N N 1st Source Corp. N/A 1st Source Corp. 336901103 54800.00000000 NS USD 2546008.00000000 0.168443000364 Long EC CORP US N 1 N N N JPMorgan U.S. Government Money Market Fund 549300NQ5E5B7ZV4T516 JPMorgan U.S. Government Money Market Fund, Share Class IM 4812C2270 8507350.00000000 NS USD 8507350.00000000 0.562843305736 Long STIV RF US N 1 N N AMC Entertainment Holdings, Inc. 549300ZO77UNR6NRBR11 AMC Entertainment Holdings, Inc., Class A 00165C104 269600.00000000 NS USD 15280928.00000000 1.010980861283 Long EC CORP US N 1 N N AGCO Corp. LYOM0B2GCF1JWXK5ZG04 AGCO Corp. 001084102 48400.00000000 NS USD 6310392.00000000 0.417493331504 Long EC CORP US N 1 N N N Sanmina Corp. X5K24XLM8QYRXF00EB42 Sanmina Corp. 801056102 109600.00000000 NS USD 4270016.00000000 0.282502767722 Long EC CORP US N 1 N N Hub Group, Inc. N/A Hub Group, Inc., Class A 443320106 152000.00000000 NS USD 10028960.00000000 0.663512492080 Long EC CORP US N 1 N N N Deluxe Corp. KWGNKB8TX9LE5TV29231 Deluxe Corp. 248019101 42500.00000000 NS USD 2030225.00000000 0.134318977165 Long EC CORP US N 1 N N N REGENXBIO, Inc. 549300EOES47LATSET33 REGENXBIO, Inc. 75901B107 86900.00000000 NS USD 3376065.00000000 0.223359281677 Long EC CORP US N 1 N N N Innovative Industrial Properties, Inc. 5493008BQ0545EZXRR30 Innovative Industrial Properties, Inc. 45781V101 7200.00000000 NS USD 1375344.00000000 0.090992278851 Long EC CORP US N 1 N N Pacific Premier Bancorp, Inc. 549300Q1KIC3KLI0XG98 Pacific Premier Bancorp, Inc. 69478X105 51400.00000000 NS USD 2173706.00000000 0.143811630030 Long EC CORP US N 1 N N N Sabra Health Care REIT, Inc. 549300E3BC7GU7TAZ621 Sabra Health Care REIT, Inc. 78573L106 372400.00000000 NS USD 6777680.00000000 0.448408942434 Long EC CORP US N 1 N N N CVR Energy, Inc. 529900SOYZIXZBTXB558 CVR Energy, Inc. 12662P108 152100.00000000 NS USD 2731716.00000000 0.180729376806 Long EC CORP US N 1 N N WSFS Financial Corp. 549300SU7VQHD6QRG886 WSFS Financial Corp. 929328102 42831.00000000 NS USD 1995496.29000000 0.132021337837 Long EC CORP US N 1 N N N Dillard's, Inc. 529900FGYKMWL6019P91 Dillard's, Inc., Class A 254067101 23400.00000000 NS USD 4232592.00000000 0.280026808949 Long EC CORP US N 1 N N Computer Programs and Systems, Inc. 5493005Q6CJC78TGL805 Computer Programs and Systems, Inc. 205306103 15600.00000000 NS USD 518388.00000000 0.034296369089 Long EC CORP US N 1 N N Turning Point Therapeutics, Inc. N/A Turning Point Therapeutics, Inc. 90041T108 77000.00000000 NS USD 6007540.00000000 0.397456748922 Long EC CORP US N 1 N N Physicians Realty Trust 549300ITOVH0OY7PZC34 Physicians Realty Trust 71943U104 247700.00000000 NS USD 4575019.00000000 0.302681659713 Long EC CORP US N 1 N N N RBB Bancorp 549300A23FBFZNGET525 RBB Bancorp 74930B105 19500.00000000 NS USD 472290.00000000 0.031246541504 Long EC CORP US N 1 N N N A10 Networks, Inc. 549300UQD4IWUML81Q35 A10 Networks, Inc. 002121101 269200.00000000 NS USD 3031192.00000000 0.200542604406 Long EC CORP US N 1 N N Independence Realty Trust, Inc. 549300Z3L8NU44NQEB29 Independence Realty Trust, Inc. 45378A106 142300.00000000 NS USD 2594129.00000000 0.171626668923 Long EC CORP US N 1 N N N First Financial Corp. N/A First Financial Corp. 320218100 10500.00000000 NS USD 428610.00000000 0.028356687954 Long EC CORP US N 1 N N UMH Properties, Inc. 529900OM5K3PJ11F0Q09 UMH Properties, Inc. 903002103 106200.00000000 NS USD 2317284.00000000 0.153310700381 Long EC CORP US N 1 N N N PQ Group Holdings, Inc. N/A PQ Group Holdings, Inc. 73943T103 58800.00000000 NS USD 903168.00000000 0.059753279547 Long EC CORP US N 1 N N N Banner Corp. N/A Banner Corp. 06652V208 21300.00000000 NS USD 1154673.00000000 0.076392762536 Long EC CORP US N 1 N N N John Wiley & Sons, Inc. 5493003XM719UN7E8P64 John Wiley & Sons, Inc., Class A 968223206 97000.00000000 NS USD 5837460.00000000 0.386204315504 Long EC CORP US N 1 N N NMI Holdings, Inc. 529900KNNGFXJX1C3Z08 NMI Holdings, Inc., Class A 629209305 68000.00000000 NS USD 1528640.00000000 0.101134288689 Long EC CORP US N 1 N N N Cornerstone Building Brands, Inc. 549300IW41QEWQ6T0H29 Cornerstone Building Brands, Inc. 21925D109 70900.00000000 NS USD 1288962.00000000 0.085277275890 Long EC CORP US N 1 N N N Myers Industries, Inc. 549300I2H9XMVTCW4Q51 Myers Industries, Inc. 628464109 18300.00000000 NS USD 384300.00000000 0.025425153825 Long EC CORP US N 1 N N N Commercial Metals Co. 549300OQS2LO07ZJ7N73 Commercial Metals Co. 201723103 110800.00000000 NS USD 3403776.00000000 0.225192631762 Long EC CORP US N 1 N N Meritor, Inc. 5LTG829X630QFHTFBO82 Meritor, Inc. 59001K100 59800.00000000 NS USD 1400516.00000000 0.092657649582 Long EC CORP US N 1 N N N Community Trust Bancorp, Inc. N/A Community Trust Bancorp, Inc. 204149108 61960.00000000 NS USD 2501944.80000000 0.165527794436 Long EC CORP US N 1 N N N MYR Group, Inc. 529900G1IMMZHOQ17I54 MYR Group, Inc. 55405W104 24000.00000000 NS USD 2182080.00000000 0.144365650946 Long EC CORP US N 1 N N N Easterly Government Properties, Inc. 549300ERMCEFC6S8HL77 Easterly Government Properties, Inc. 27616P103 84000.00000000 NS USD 1770720.00000000 0.117150216969 Long EC CORP US N 1 N N N NexPoint Residential Trust, Inc. 549300U2J6XVYBF87166 NexPoint Residential Trust, Inc. 65341D102 5748.00000000 NS USD 316025.04000000 0.020908106309 Long EC CORP US N 1 N N N QuinStreet, Inc. 549300TP8MFBFPOS4Y78 QuinStreet, Inc. 74874Q100 145200.00000000 NS USD 2697816.00000000 0.178486564642 Long EC CORP US N 1 N N N Primoris Services Corp. 549300UF3OLBJ8D5K349 Primoris Services Corp. 74164F103 89000.00000000 NS USD 2619270.00000000 0.173289988705 Long EC CORP US N 1 N N N IBEX Holdings Ltd. N/A IBEX Holdings Ltd. N/A 119200.00000000 NS USD 2326784.00000000 0.153939217064 Long EC CORP BM N 1 N N N Retail Opportunity Investments Corp. N/A Retail Opportunity Investments Corp. 76131N101 103200.00000000 NS USD 1822512.00000000 0.120576757606 Long EC CORP US N 1 N N N Ready Capital Corp. 549300MYWGZUG7ZUYO87 Ready Capital Corp. 75574U101 58900.00000000 NS USD 934743.00000000 0.061842270523 Long EC CORP US N 1 N N N Granite Point Mortgage Trust, Inc. 529900VX2HQZ76AYIE02 Granite Point Mortgage Trust, Inc. 38741L107 47500.00000000 NS USD 700625.00000000 0.046353105383 Long EC CORP US N 1 N N N Hooker Furniture Corp. N/A Hooker Furniture Corp. 439038100 40800.00000000 NS USD 1413312.00000000 0.093504228474 Long EC CORP US N 1 N N N Kearny Financial Corp. N/A Kearny Financial Corp. 48716P108 152100.00000000 NS USD 1817595.00000000 0.120251450603 Long EC CORP US N 1 N N N HomeTrust Bancshares, Inc. N/A HomeTrust Bancshares, Inc. 437872104 80900.00000000 NS USD 2257110.00000000 0.149329609550 Long EC CORP US N 1 N N N Spire, Inc. 549300NXSY15DRY2R511 Spire, Inc. 84857L101 25800.00000000 NS USD 1864566.00000000 0.123359035563 Long EC CORP US N 1 N N N Orion Engineered Carbons SA N/A Orion Engineered Carbons SA N/A 62100.00000000 NS USD 1179279.00000000 0.078020686905 Long EC CORP LU N 1 N N N Trinseo SA 222100SZ6J5ZF05ZTR58 Trinseo SA N/A 52700.00000000 NS USD 3153568.00000000 0.208638957840 Long EC CORP LU N 1 N N N Renewable Energy Group, Inc. 549300HPU3BD8ZI0X358 Renewable Energy Group, Inc. 75972A301 46400.00000000 NS USD 2892576.00000000 0.191371818243 Long EC CORP US N 1 N N Sinclair Broadcast Group, Inc. 529900879GWQV880PQ28 Sinclair Broadcast Group, Inc., Class A 829226109 133700.00000000 NS USD 4441514.00000000 0.293849015525 Long EC CORP US N 1 N N Sonic Automotive, Inc. 549300NTLRGJ2JCBZU03 Sonic Automotive, Inc., Class A 83545G102 66400.00000000 NS USD 2970736.00000000 0.196542856554 Long EC CORP US N 1 N N HB Fuller Co. JSMX3Z5FOYM8V0Q52357 HB Fuller Co. 359694106 17600.00000000 NS USD 1119536.00000000 0.074068110884 Long EC CORP US N 1 N N N FutureFuel Corp. 529900WYQZSMWFXLA845 FutureFuel Corp. 36116M106 112300.00000000 NS USD 1078080.00000000 0.071325396398 Long EC CORP US N 1 N N N BancorpSouth Bank Q7C315HKI8VX0SSKBS64 BancorpSouth Bank 05971J102 39600.00000000 NS USD 1121868.00000000 0.074222395190 Long EC CORP US N 1 N N N Tompkins Financial Corp. 254900QDQ6V0QJ0Z2348 Tompkins Financial Corp. 890110109 11400.00000000 NS USD 884184.00000000 0.058497304735 Long EC CORP US N 1 N N Falcon Minerals Corp. 549300OILIONON7XK623 Falcon Minerals Corp. 30607B109 256500.00000000 NS USD 1303020.00000000 0.086207348262 Long EC CORP US N 1 N N N Costamare, Inc. 5299003L6NPTZ25LN818 Costamare, Inc. N/A 113700.00000000 NS USD 1342797.00000000 0.088838980694 Long EC CORP MH N 1 N N EchoStar Corp. 549300EE20907QZ9GT38 EchoStar Corp., Class A 278768106 171500.00000000 NS USD 4165735.00000000 0.275603573171 Long EC CORP US N 1 N N N Protagonist Therapeutics, Inc. N/A Protagonist Therapeutics, Inc. 74366E102 237200.00000000 NS USD 10645536.00000000 0.704304944968 Long EC CORP US N 1 N N N PennyMac Financial Services, Inc. 549300W1D516HBDEU871 PennyMac Financial Services, Inc. 70932M107 53900.00000000 NS USD 3326708.00000000 0.220093839790 Long EC CORP US N 1 N N N Farmers National Banc Corp. N/A Farmers National Banc Corp. 309627107 56000.00000000 NS USD 868560.00000000 0.057463626350 Long EC CORP US N 1 N N N Huron Consulting Group, Inc. 549300NGVB9H6TKTLE36 Huron Consulting Group, Inc. 447462102 63500.00000000 NS USD 3121025.00000000 0.206485924322 Long EC CORP US N 1 N N N ChampionX Corp. 549300EP2909K6DYYP38 ChampionX Corp. 15872M104 104400.00000000 NS USD 2677860.00000000 0.177166282649 Long EC CORP US N 1 N N N CatchMark Timber Trust, Inc. 54930027IT0GQOYYOW30 CatchMark Timber Trust, Inc., Class A 14912Y202 38100.00000000 NS USD 445770.00000000 0.029491987563 Long EC CORP US N 1 N N N Travere Therapeutics, Inc. N/A Travere Therapeutics, Inc. 89422G107 288800.00000000 NS USD 4213592.00000000 0.278769775582 Long EC CORP US N 1 N N Clearway Energy, Inc. 549300LHAZ9HA9G3XC48 Clearway Energy, Inc., Class C 18539C204 130200.00000000 NS USD 3447696.00000000 0.228098363628 Long EC CORP US N 1 N N N Verso Corp. 549300FODXCTQ8DGT594 Verso Corp., Class A 92531L207 132600.00000000 NS USD 2347020.00000000 0.155278023759 Long EC CORP US N 1 N N N First Midwest Bancorp, Inc. 7XRS7ORI584PF41IVU88 First Midwest Bancorp, Inc. 320867104 289700.00000000 NS USD 5744751.00000000 0.380070720432 Long EC CORP US N 1 N N N ABM Industries, Inc. QF02R89VEIOROM77J447 ABM Industries, Inc. 000957100 166800.00000000 NS USD 7397580.00000000 0.489421310002 Long EC CORP US N 1 N N N Delek US Holdings, Inc. 5493003O53JMENV1N385 Delek US Holdings, Inc. 24665A103 130313.00000000 NS USD 2817367.06000000 0.186396021031 Long EC CORP US N 1 N N N Fiesta Restaurant Group, Inc. N/A Fiesta Restaurant Group, Inc. 31660B101 49400.00000000 NS USD 663442.00000000 0.043893091085 Long EC CORP US N 1 N N N ProPetro Holding Corp. N/A ProPetro Holding Corp. 74347M108 251300.00000000 NS USD 2301908.00000000 0.152293429589 Long EC CORP US N 1 N N N Spark Energy, Inc. 549300U656GZMTWR1T03 Spark Energy, Inc., Class A 846511103 47700.00000000 NS USD 540441.00000000 0.035755387869 Long EC CORP US N 1 N N PROG Holdings, Inc. 549300DHYTLBOVRXIG52 PROG Holdings, Inc. 74319R101 181400.00000000 NS USD 8730782.00000000 0.577625488847 Long EC CORP US N 1 N N N Service Properties Trust 529900IS770AG1K9QG27 Service Properties Trust 81761L102 101800.00000000 NS USD 1282680.00000000 0.084861660963 Long EC CORP US N 1 N N N Kennedy-Wilson Holdings, Inc. 549300MOI1T78144X610 Kennedy-Wilson Holdings, Inc. 489398107 216000.00000000 NS USD 4291920.00000000 0.283951928715 Long EC CORP US N 1 N N N Terreno Realty Corp. N/A Terreno Realty Corp. 88146M101 67500.00000000 NS USD 4355100.00000000 0.288131895456 Long EC CORP US N 1 N N N Washington Trust Bancorp, Inc. J66MZFCNJPP3PERHZW54 Washington Trust Bancorp, Inc. 940610108 19200.00000000 NS USD 985920.00000000 0.065228122975 Long EC CORP US N 1 N N N Kite Realty Group Trust N/A Kite Realty Group Trust 49803T300 111900.00000000 NS USD 2462919.00000000 0.162945861134 Long EC CORP US N 1 N N N Preferred Bank 5493007K6HGI9G0ECX16 Preferred Bank 740367404 8900.00000000 NS USD 563103.00000000 0.037254697877 Long EC CORP US N 1 N N N First Community Bankshares, Inc. N/A First Community Bankshares, Inc. 31983A103 30600.00000000 NS USD 913410.00000000 0.060430886691 Long EC CORP US N 1 N N N OFG Bancorp 549300Q4QEXJ37LEXQ06 OFG Bancorp 67103X102 52800.00000000 NS USD 1167936.00000000 0.077270237985 Long EC CORP PR N 1 N N City Holding Co. N/A City Holding Co. 177835105 32700.00000000 NS USD 2460348.00000000 0.162775764671 Long EC CORP US N 1 N N N Edgewell Personal Care Co. 549300CY8QZDL4Z3RU59 Edgewell Personal Care Co. 28035Q102 44400.00000000 NS USD 1949160.00000000 0.128955745068 Long EC CORP US N 1 N N ADTRAN, Inc. 549300XWTHXJVGKWU616 ADTRAN, Inc. 00738A106 47700.00000000 NS USD 985005.00000000 0.065167586894 Long EC CORP US N 1 N N N Comfort Systems USA, Inc. 5299009DT1ZA5HTU6R38 Comfort Systems USA, Inc. 199908104 44300.00000000 NS USD 3490397.00000000 0.230923446879 Long EC CORP US N 1 N N N Tivity Health, Inc. U5UKZMHGMOP0CPFG4B24 Tivity Health, Inc. 88870R102 19800.00000000 NS USD 520938.00000000 0.034465076199 Long EC CORP US N 1 N N Columbia Banking System, Inc. N/A Columbia Banking System, Inc. 197236102 114600.00000000 NS USD 4418976.00000000 0.292357909314 Long EC CORP US N 1 N N N Columbia Property Trust, Inc. 549300J5GYF2C9BGCC39 Columbia Property Trust, Inc. 198287203 27800.00000000 NS USD 483442.00000000 0.031984353930 Long EC CORP US N 1 N N N Alcoa Corp. 549300T12EZ1F6PWWU29 Alcoa Corp. 013872106 74400.00000000 NS USD 2740896.00000000 0.181336722401 Long EC CORP US N 1 N N N Benchmark Electronics, Inc. 549300W18RHYZOZKOP53 Benchmark Electronics, Inc. 08160H101 224700.00000000 NS USD 6394962.00000000 0.423088453177 Long EC CORP US N 1 N N N Diebold Nixdorf, Inc. 549300XZK6EWDBAZSY16 Diebold Nixdorf, Inc. 253651103 140800.00000000 NS USD 1807872.00000000 0.119608180317 Long EC CORP US N 1 N N Domtar Corp. XYSIJOU3HNVROZWNA008 Domtar Corp. 257559203 73200.00000000 NS USD 4023072.00000000 0.266165038901 Long EC CORP US N 1 N N N Sandy Spring Bancorp, Inc. N/A Sandy Spring Bancorp, Inc. 800363103 79600.00000000 NS USD 3512748.00000000 0.232402181236 Long EC CORP US N 1 N N N Selective Insurance Group, Inc. 549300R3WGJWLE40R258 Selective Insurance Group, Inc. 816300107 18100.00000000 NS USD 1468815.00000000 0.097176287576 Long EC CORP US N 1 N N N Ryman Hospitality Properties, Inc. 529900GCCWW9SRMPJR11 Ryman Hospitality Properties, Inc. 78377T107 6200.00000000 NS USD 489552.00000000 0.032388589397 Long EC CORP US N 1 N N N Otter Tail Corp. N/A Otter Tail Corp. 689648103 18800.00000000 NS USD 917628.00000000 0.060709948098 Long EC CORP US N 1 N N N JPMorgan Prime Money Market Fund N/A JPMorgan Prime Money Market Fund, Class IM 46637K844 52722237.31000000 NS USD 52748598.43000000 3.489828855436 Long STIV RF US N 1 N N N Cimpress plc 549300X1IFD75XISOR81 Cimpress plc N/A 5300.00000000 NS USD 574573.00000000 0.038013549073 Long EC CORP IE N 1 N N Minerals Technologies, Inc. 549300D3I1QU67GP6403 Minerals Technologies, Inc. 603158106 51700.00000000 NS USD 4067239.00000000 0.269087112200 Long EC CORP US N 1 N N Heidrick & Struggles International, Inc. 5493006284N2J367VB57 Heidrick & Struggles International, Inc. 422819102 70400.00000000 NS USD 3136320.00000000 0.207497836182 Long EC CORP US N 1 N N N Global Medical REIT, Inc. 549300HFRIPQDYU3GU60 Global Medical REIT, Inc. 37954A204 26800.00000000 NS USD 395568.00000000 0.026170640771 Long EC CORP US N 1 N N N Knowles Corp. 5493003EO323TDZQU148 Knowles Corp. 49926D109 376200.00000000 NS USD 7426188.00000000 0.491314005294 Long EC CORP US N 1 N N N Enterprise Financial Services Corp. 5493001XTU5DLD632129 Enterprise Financial Services Corp. 293712105 107500.00000000 NS USD 4986925.00000000 0.329933216860 Long EC CORP US N 1 N N N Chatham Lodging Trust N/A Chatham Lodging Trust 16208T102 42600.00000000 NS USD 548262.00000000 0.036272822499 Long EC CORP US N 1 N N N Echo Global Logistics, Inc. 549300WRZ9Y84GWVYR04 Echo Global Logistics, Inc. 27875T101 319300.00000000 NS USD 9815282.00000000 0.649375630203 Long EC CORP US N 1 N N EZCORP, Inc. 5493003K6PG3ZQ7TUQ63 EZCORP, Inc., Class A 302301106 134700.00000000 NS USD 812241.00000000 0.053737580973 Long EC CORP US N 1 N N N TriMas Corp. 75G1WUQ8QK4P5MZOYD78 TriMas Corp. 896215209 17600.00000000 NS USD 533808.00000000 0.035316550905 Long EC CORP US N 1 N N N ScanSource, Inc. 7FHBAN017QDY4K2KP156 ScanSource, Inc. 806037107 167300.00000000 NS USD 4706149.00000000 0.311357174730 Long EC CORP US N 1 N N N Powell Industries, Inc. 549300V08RO7MX2UBN26 Powell Industries, Inc. 739128106 100300.00000000 NS USD 3104285.00000000 0.205378411767 Long EC CORP US N 1 N N N AMC Networks, Inc. 549300VGG9K75226LR46 AMC Networks, Inc., Class A 00164V103 185100.00000000 NS USD 12364680.00000000 0.818042911784 Long EC CORP US N 1 N N NetScout Systems, Inc. 5493005HZXZ3SPNVCV76 NetScout Systems, Inc. 64115T104 242700.00000000 NS USD 6926658.00000000 0.458265274900 Long EC CORP US N 1 N N American Assets Trust, Inc. N/A American Assets Trust, Inc. 024013104 64900.00000000 NS USD 2420121.00000000 0.160114360396 Long EC CORP US N 1 N N N Evolent Health, Inc. 549300CZOCFHQ2BBTR11 Evolent Health, Inc., Class A 30050B101 119500.00000000 NS USD 2523840.00000000 0.166976373224 Long EC CORP US N 1 N N N SMART Global Holdings, Inc. 529900RDGHQY8XKXPN14 SMART Global Holdings, Inc. N/A 231500.00000000 NS USD 11037920.00000000 0.730264933410 Long EC CORP KY N 1 N N Epizyme, Inc. 549300TNFWF88O4U4605 Epizyme, Inc. 29428V104 97900.00000000 NS USD 813549.00000000 0.053824117796 Long EC CORP US N 1 N N NexImmune, Inc. 5493005RDYAV26LAQ930 NexImmune, Inc. 65344D109 150800.00000000 NS USD 2461056.00000000 0.162822605704 Long EC CORP US N 1 N N N Arcosa, Inc. 549300WFHLTCZV7D6V29 Arcosa, Inc. 039653100 88900.00000000 NS USD 5221986.00000000 0.345484770551 Long EC CORP US N 1 N N Blucora, Inc. 5299001IO03J69IP6L77 Blucora, Inc. 095229100 68400.00000000 NS USD 1184004.00000000 0.078333291255 Long EC CORP US N 1 N N N Harmonic, Inc. 549300LRGRD8XC9BTL66 Harmonic, Inc. 413160102 421300.00000000 NS USD 3589476.00000000 0.237478478927 Long EC CORP US N 1 N N Oceaneering International, Inc. 549300L6PH74701W0R30 Oceaneering International, Inc. 675232102 175400.00000000 NS USD 2730978.00000000 0.180680550983 Long EC CORP US N 1 N N N United States Steel Corp. JNLUVFYJT1OZSIQ24U47 United States Steel Corp. 912909108 38100.00000000 NS USD 914400.00000000 0.060496384745 Long EC CORP US N 1 N N Yelp, Inc. 5299007OU2DOSXPQBO35 Yelp, Inc. 985817105 96300.00000000 NS USD 3848148.00000000 0.254592128134 Long EC CORP US N 1 N N N LiveRamp Holdings, Inc. 254900GXS75LG1X7RF88 LiveRamp Holdings, Inc. 53815P108 161000.00000000 NS USD 7542850.00000000 0.499032322482 Long EC CORP US N 1 N N N Argan, Inc. 529900E4KZWBV9KGBS83 Argan, Inc. 04010E109 107200.00000000 NS USD 5123088.00000000 0.338941713400 Long EC CORP US N 1 N N JPMorgan Securities Lending Money Market Fund 5493002FD4HXUJXMRO62 JPMorgan Securities Lending Money Market Fund, Class Agency SL Shares 46645V642 89301395.11000000 NS USD 89301395.11000000 5.908149121709 Long STIV RF US N 1 N N Getty Realty Corp. N/A Getty Realty Corp. 374297109 149335.00000000 NS USD 4651785.25000000 0.307760488011 Long EC CORP US N 1 N N N Summit Materials, Inc. N/A Summit Materials, Inc., Class A 86614U100 28700.00000000 NS USD 1000195.00000000 0.066172551991 Long EC CORP US N 1 N N Hemisphere Media Group, Inc. 549300PUEQ0HSP3IRZ09 Hemisphere Media Group, Inc. 42365Q103 127100.00000000 NS USD 1499780.00000000 0.099224921165 Long EC CORP US N 1 N N Endo International plc 5493007TBMWZWGZIB256 Endo International plc N/A 680400.00000000 NS USD 3184272.00000000 0.210670323760 Long EC CORP IE N 1 N N S&T Bancorp, Inc. N/A S&T Bancorp, Inc. 783859101 11600.00000000 NS USD 363080.00000000 0.024021246033 Long EC CORP US N 1 N N N Central Pacific Financial Corp. 549300W3YEAOZ4KGG849 Central Pacific Financial Corp. 154760409 227500.00000000 NS USD 5928650.00000000 0.392237414065 Long EC CORP US N 1 N N N Del Taco Restaurants, Inc. 5299004IBCSPGYGOI790 Del Taco Restaurants, Inc. 245496104 200500.00000000 NS USD 2007005.00000000 0.132782750072 Long EC CORP US N 1 N N N Mr Cooper Group, Inc. 549300KD8C6DPXYC2M26 Mr Cooper Group, Inc. 62482R107 83000.00000000 NS USD 2743980.00000000 0.181540758764 Long EC CORP US N 1 N N N IDACORP, Inc. N134NUJDWN8UEFA8B673 IDACORP, Inc. 451107106 7900.00000000 NS USD 770250.00000000 0.050959471074 Long EC CORP US N 1 N N N Broadstone Net Lease, Inc. N/A Broadstone Net Lease, Inc. 11135E203 125300.00000000 NS USD 2933273.00000000 0.194064317554 Long EC CORP US N 1 N N Southwest Gas Holdings, Inc. N/A Southwest Gas Holdings, Inc. 844895102 76200.00000000 NS USD 5043678.00000000 0.333687975525 Long EC CORP US N 1 N N N Summit Hotel Properties, Inc. 254900OBQWJK6X20LS71 Summit Hotel Properties, Inc. 866082100 36300.00000000 NS USD 338679.00000000 0.022406884393 Long EC CORP US N 1 N N N Marathon Digital Holdings, Inc. 549300M8ISKPTX2W7F94 Marathon Digital Holdings, Inc. 565788106 8014.00000000 NS USD 251399.18000000 0.016632481975 Long EC CORP US N 1 N N Helmerich & Payne, Inc. 254900NAOGHJ88RZ4C73 Helmerich & Payne, Inc. 423452101 80300.00000000 NS USD 2620189.00000000 0.173350789424 Long EC CORP US N 1 N N N TPG RE Finance Trust, Inc. N/A TPG RE Finance Trust, Inc. 87266M107 173000.00000000 NS USD 2326850.00000000 0.153943583601 Long EC CORP US N 1 N N N First Interstate BancSystem, Inc. 549300WRWYTYX0RCNJ43 First Interstate BancSystem, Inc., Class A 32055Y201 34156.00000000 NS USD 1428745.48000000 0.094525302123 Long EC CORP US N 1 N N N Lifetime Brands, Inc. 549300GS38DC0OHLYK32 Lifetime Brands, Inc. 53222Q103 41300.00000000 NS USD 618261.00000000 0.040903931899 Long EC CORP US N 1 N N Veeco Instruments, Inc. 5493004201F72ADDZW04 Veeco Instruments, Inc. 922417100 21300.00000000 NS USD 512052.00000000 0.033877181541 Long EC CORP US N 1 N N OSI Systems, Inc. DDX3MPX1Y8YD30050X33 OSI Systems, Inc. 671044105 46100.00000000 NS USD 4685604.00000000 0.309997924704 Long EC CORP US N 1 N N N FirstCash, Inc. 549300V2X3UU7K0DG350 FirstCash, Inc. 33767D105 27900.00000000 NS USD 2132676.00000000 0.141097099555 Long EC CORP US N 1 N N NOW, Inc. 549300AVH5SOCFVVDW91 NOW, Inc. 67011P100 664600.00000000 NS USD 6307054.00000000 0.417272490589 Long EC CORP US N 1 N N N CIT Group, Inc. N8O96ZZJQRFYQUJY7K79 CIT Group, Inc. 125581801 301400.00000000 NS USD 15549226.00000000 1.028731363289 Long EC CORP US N 1 N N N Cowen, Inc. 5493008QI0EFC5WBED75 Cowen, Inc., Class A 223622606 102200.00000000 NS USD 4195310.00000000 0.277560244845 Long EC CORP US N 1 N N STAG Industrial, Inc. 549300QWYX2W6FASVQ07 STAG Industrial, Inc. 85254J102 235500.00000000 NS USD 8814765.00000000 0.583181774805 Long EC CORP US N 1 N N N Caleres, Inc. JFU6RQQJ8Z1CPOLBXQ18 Caleres, Inc. 129500104 156800.00000000 NS USD 4279072.00000000 0.283101909521 Long EC CORP US N 1 N N N Highwoods Properties, Inc. ZIIGTYKL9T0X3HLTDX53 Highwoods Properties, Inc. 431284108 15100.00000000 NS USD 682067.00000000 0.045125314582 Long EC CORP US N 1 N N N Kontoor Brands, Inc. 549300M0CPXV65RFF271 Kontoor Brands, Inc. 50050N103 73000.00000000 NS USD 4117930.00000000 0.272440811062 Long EC CORP US N 1 N N N Simmons First National Corp. 549300IVR5AJKUVOGN05 Simmons First National Corp., Class A 828730200 190900.00000000 NS USD 5601006.00000000 0.370560601419 Long EC CORP US N 1 N N N Patterson-UTI Energy, Inc. 254900XGFBKIXD6G0697 Patterson-UTI Energy, Inc. 703481101 327500.00000000 NS USD 3255350.00000000 0.215372819424 Long EC CORP US N 1 N N G-III Apparel Group Ltd. 529900O5KABM3R3SFM87 G-III Apparel Group Ltd. 36237H101 171500.00000000 NS USD 5635490.00000000 0.372842050820 Long EC CORP US N 1 N N N Hecla Mining Co. 5493009Y6HOBZD1QD537 Hecla Mining Co. 422704106 99200.00000000 NS USD 738048.00000000 0.048828997997 Long EC CORP US N 1 N N N Portland General Electric Co. GJOUP9M7C39GLSK9R870 Portland General Electric Co. 736508847 131300.00000000 NS USD 6050304.00000000 0.400286000231 Long EC CORP US N 1 N N N ONE Gas, Inc. 549300HXDWI0LATTX840 ONE Gas, Inc. 68235P108 50500.00000000 NS USD 3743060.00000000 0.247639542744 Long EC CORP US N 1 N N N TTM Technologies, Inc. 549300SC4BDOIS008048 TTM Technologies, Inc. 87305R109 183100.00000000 NS USD 2618330.00000000 0.173227798633 Long EC CORP US N 1 N N N Two Harbors Investment Corp. 549300ZUIBT6KH4HU823 Two Harbors Investment Corp. 90187B408 101044.00000000 NS USD 763892.64000000 0.050538870356 Long EC CORP US N 1 N N Atlantic Union Bankshares Corp. N/A Atlantic Union Bankshares Corp. 04911A107 4400.00000000 NS USD 159368.00000000 0.010543731238 Long EC CORP US N 1 N N N Sprouts Farmers Market, Inc. 529900P8F4G77Q52XE24 Sprouts Farmers Market, Inc. 85208M102 214900.00000000 NS USD 5340265.00000000 0.353310067895 Long EC CORP US N 1 N N N AZZ, Inc. 549300HD1X2NFLWPYC83 AZZ, Inc. 002474104 33800.00000000 NS USD 1750164.00000000 0.115790239186 Long EC CORP US N 1 N N N NGM Biopharmaceuticals, Inc. 5493008V5DSDZIGQOP17 NGM Biopharmaceuticals, Inc. 62921N105 200100.00000000 NS USD 3945972.00000000 0.261064129819 Long EC CORP US N 1 N N N Tutor Perini Corp. 549300FHXYVPW8LJ6D98 Tutor Perini Corp. 901109108 161300.00000000 NS USD 2234005.00000000 0.147800990817 Long EC CORP US N 1 N N N Donnelley Financial Solutions, Inc. 549300O1NPY4J56QCU04 Donnelley Financial Solutions, Inc. 25787G100 49200.00000000 NS USD 1623600.00000000 0.107416809134 Long EC CORP US N 1 N N N MasTec, Inc. 549300TMDIT8WREDOF45 MasTec, Inc. 576323109 77900.00000000 NS USD 8265190.00000000 0.546822084684 Long EC CORP US N 1 N N N Webster Financial Corp. KMRURHT0VWKYS6Z5KU67 Webster Financial Corp. 947890109 56600.00000000 NS USD 3019044.00000000 0.199738896968 Long EC CORP US N 1 N N N First Hawaiian, Inc. 5493002DJSH46F5OLV06 First Hawaiian, Inc. 32051X108 48200.00000000 NS USD 1365988.00000000 0.090373289157 Long EC CORP US N 1 N N N Select Energy Services, Inc. 54930094OK8LA3QDW486 Select Energy Services, Inc., Class A 81617J301 199600.00000000 NS USD 1205584.00000000 0.079761016521 Long EC CORP US N 1 N N N Quanex Building Products Corp. 5493000TL30VL5WOAW87 Quanex Building Products Corp. 747619104 68700.00000000 NS USD 1706508.00000000 0.112901973468 Long EC CORP US N 1 N N American Equity Investment Life Holding Co. 549300RK5RZQ740FPL83 American Equity Investment Life Holding Co. 025676206 106200.00000000 NS USD 3432384.00000000 0.227085327054 Long EC CORP US N 1 N N N EnPro Industries, Inc. 549300Y5CFT2LKCFDN54 EnPro Industries, Inc. 29355X107 23800.00000000 NS USD 2312170.00000000 0.152972359926 Long EC CORP US N 1 N N Matrix Service Co. 529900VYBKSX6HD2YW58 Matrix Service Co. 576853105 357600.00000000 NS USD 3754800.00000000 0.248416257045 Long EC CORP US N 1 N N Ennis, Inc. N/A Ennis, Inc. 293389102 35700.00000000 NS USD 768264.00000000 0.050828078007 Long EC CORP US N 1 N N N Avient Corp. SM8L9RZYIB34LNTWO040 Avient Corp. 05368V106 101100.00000000 NS USD 4970076.00000000 0.328818492903 Long EC CORP US N 1 N N N Oil States International, Inc. 5493004TF4KQJGMYL777 Oil States International, Inc. 678026105 162400.00000000 NS USD 1274840.00000000 0.084342969301 Long EC CORP US N 1 N N Dorian LPG Ltd. 549300WP1W2WGMC7F395 Dorian LPG Ltd. N/A 117300.00000000 NS USD 1656276.00000000 0.109578641886 Long EC CORP MH N 1 N N N Valley National Bancorp 549300ET52S1UBIB9762 Valley National Bancorp 919794107 23380.00000000 NS USD 313993.40000000 0.020773693716 Long EC CORP US N 1 N N N CorePoint Lodging, Inc. 549300VM1I60JN1Z8171 CorePoint Lodging, Inc. 21872L104 28300.00000000 NS USD 302810.00000000 0.020033803876 Long EC CORP US N 1 N N N Heritage Insurance Holdings, Inc. 9845008CCYDD87F66B45 Heritage Insurance Holdings, Inc. 42727J102 74600.00000000 NS USD 640068.00000000 0.042346675406 Long EC CORP US N 1 N N N Gibraltar Industries, Inc. N/A Gibraltar Industries, Inc. 374689107 16200.00000000 NS USD 1236222.00000000 0.081788015904 Long EC CORP US N 1 N N N Houghton Mifflin Harcourt Co. N/A Houghton Mifflin Harcourt Co. 44157R109 154900.00000000 NS USD 1710096.00000000 0.113139354295 Long EC CORP US N 1 N N N Barnes Group, Inc. G1MSYD2DQZX30V5DMX12 Barnes Group, Inc. 067806109 29600.00000000 NS USD 1517000.00000000 0.100364190353 Long EC CORP US N 1 N N N RLJ Lodging Trust N/A RLJ Lodging Trust 74965L101 68253.00000000 NS USD 1039493.19000000 0.068772506520 Long EC CORP US N 1 N N N Home BancShares, Inc. N/A Home BancShares, Inc. 436893200 195300.00000000 NS USD 4820004.00000000 0.318889781779 Long EC CORP US N 1 N N N EMCOR Group, Inc. 529900X0SQJB2J7YDU43 EMCOR Group, Inc. 29084Q100 126100.00000000 NS USD 15534259.00000000 1.027741151795 Long EC CORP US N 1 N N N Tri Pointe Homes, Inc. N/A Tri Pointe Homes, Inc. 87265H109 778500.00000000 NS USD 16683255.00000000 1.103758325993 Long EC CORP US N 1 N N N QTS Realty Trust, Inc. 5493006PA4CJK4OG2J54 QTS Realty Trust, Inc., Class A 74736A103 24700.00000000 NS USD 1909310.00000000 0.126319282981 Long EC CORP US N 1 N N Arch Resources, Inc. W47HVZ7Q6FXL86RELH91 Arch Resources, Inc. 03940R107 46400.00000000 NS USD 2643872.00000000 0.174917648436 Long EC CORP US N 1 N N SITE Centers Corp. W2AVA6SODOQ1LCYJQR54 SITE Centers Corp. 82981J109 178700.00000000 NS USD 2691222.00000000 0.178050307904 Long EC CORP US N 1 N N N Andersons, Inc. (The) L38MWB8MVRFV7HVJPU11 Andersons, Inc. (The) 034164103 16000.00000000 NS USD 488480.00000000 0.032317666251 Long EC CORP US N 1 N N N Customers Bancorp, Inc. 549300WLBCHYKZ53FN68 Customers Bancorp, Inc. 23204G100 57100.00000000 NS USD 2226329.00000000 0.147293149337 Long EC CORP US N 1 N N Akebia Therapeutics, Inc. 549300CBQEHMKEEGNX42 Akebia Therapeutics, Inc. 00972D105 1251000.00000000 NS USD 4741290.00000000 0.313682091021 Long EC CORP US N 1 N N AngioDynamics, Inc. 549300W3VKC5ZKMO8C28 AngioDynamics, Inc. 03475V101 89800.00000000 NS USD 2436274.00000000 0.161183037237 Long EC CORP US N 1 N N N Piper Sandler Cos. QUQDBTUSOAKFEVMRMF78 Piper Sandler Cos. 724078100 19200.00000000 NS USD 2487552.00000000 0.164575571813 Long EC CORP US N 1 N N N PDC Energy, Inc. 5493008W8H2T511J5Y59 PDC Energy, Inc. 69327R101 142300.00000000 NS USD 6515917.00000000 0.431090793746 Long EC CORP US N 1 N N N ProAssurance Corp. 54930015E5J57R675E89 ProAssurance Corp. 74267C106 50700.00000000 NS USD 1153425.00000000 0.076310195292 Long EC CORP US N 1 N N SunCoke Energy, Inc. 1KF1J2NXQE2PI0QOB943 SunCoke Energy, Inc. 86722A103 446900.00000000 NS USD 3190866.00000000 0.211106580498 Long EC CORP US N 1 N N N CareTrust REIT, Inc. 5493001NVXE2B9GPLU96 CareTrust REIT, Inc. 14174T107 110400.00000000 NS USD 2564592.00000000 0.169672511316 Long EC CORP US N 1 N N N Hannon Armstrong Sustainable Infrastructure Capital, Inc. N/A Hannon Armstrong Sustainable Infrastructure Capital, Inc. 41068X100 81200.00000000 NS USD 4559380.00000000 0.301646988934 Long EC CORP US N 1 N N PotlatchDeltic Corp. 54930084YA8UJOTXDM59 PotlatchDeltic Corp. 737630103 72500.00000000 NS USD 3853375.00000000 0.254937944629 Long EC CORP US N 1 N N N Owens & Minor, Inc. 549300LMT5KQQXCEZ733 Owens & Minor, Inc. 690732102 32800.00000000 NS USD 1388424.00000000 0.091857647084 Long EC CORP US N 1 N N N HomeStreet, Inc. N/A HomeStreet, Inc. 43785V102 71400.00000000 NS USD 2908836.00000000 0.192447574166 Long EC CORP US N 1 N N N Plymouth Industrial REIT, Inc. N/A Plymouth Industrial REIT, Inc. 729640102 31400.00000000 NS USD 628628.00000000 0.041589809000 Long EC CORP US N 1 N N N Herman Miller, Inc. U98HXD3PNK7HYU2MU887 Herman Miller, Inc. 600544100 148300.00000000 NS USD 6990862.00000000 0.462512989124 Long EC CORP US N 1 N N N 2021-07-30 JPMorgan Trust II Timothy J. Clemens Timothy J. Clemens Treasurer and Principal Financial Officer