0001398344-22-013769.txt : 20220721 0001398344-22-013769.hdr.sgml : 20220721 20220721144107 ACCESSION NUMBER: 0001398344-22-013769 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20220531 FILED AS OF DATE: 20220721 DATE AS OF CHANGE: 20220721 PERIOD START: 20220831 FILER: COMPANY DATA: COMPANY CONFORMED NAME: SHELTON FUNDS CENTRAL INDEX KEY: 0000778206 IRS NUMBER: 000000000 FISCAL YEAR END: 0831 FILING VALUES: FORM TYPE: NPORT-P SEC ACT: 1940 Act SEC FILE NUMBER: 811-04417 FILM NUMBER: 221096814 BUSINESS ADDRESS: STREET 1: 1875 LAWRENCE STREET STREET 2: SUITE 300 CITY: DENVER STATE: CO ZIP: 80202-1805 BUSINESS PHONE: 4153982727 MAIL ADDRESS: STREET 1: 1875 LAWRENCE STREET STREET 2: SUITE 300 CITY: DENVER STATE: CO ZIP: 80202-1805 FORMER COMPANY: FORMER CONFORMED NAME: CALIFORNIA INVESTMENT TRUST DATE OF NAME CHANGE: 19920703 FORMER COMPANY: FORMER CONFORMED NAME: CALIFORNIA INVESTMENT TRUST I DATE OF NAME CHANGE: 19870115 0000778206 S000016024 S&P SmallCap Index Fund C000044033 Direct Shares SMCIX C000044034 K Shares SMLKX NPORT-P 1 primary_doc.xml NPORT-P false 0000778206 XXXXXXXX S000016024 C000044033 C000044034 SHELTON FUNDS 811-04417 0000778206 254900S73SCF59AAL583 1875 Lawrence Street, Suite 300 Denver 80202-1805 800-955-9888 S&P SmallCap Index Fund S000016024 2549002RI5FMDTBNMS81 2022-08-31 2022-05-31 N 59400264.17 143509.88 59256754.29 0 0 0 0 0 0 0 0 0 0 0 0 0 312155.38 1ST Bancorp NC 549300QGC3EY3EV0NS72 1ST Bancorp NC COM NPV 318910106 2219 NS USD 83145.93 0.1403146882 Long EC CORP US N 1 N N N 3D Systems Corporation 5493003HHDOCCW4OP744 3D Systems Corporation COM USD0.001 88554D205 8262 NS USD 89312.22 0.1507207424 Long EC CORP US N 1 N N N 8X8 Inc New 254900XWSOC5U1BRW939 8X8 Inc New COM USD0.001 282914100 6972 NS USD 50547 0.0853016683 Long EC CORP US N 1 N N N A10 Networks Inc 549300UQD4IWUML81Q35 A10 Networks Inc COM USD0.00001 002121101 3745 NS USD 57710.45 0.0973905012 Long EC CORP US N 1 N N N Aaon Inc N/A Aaon Inc COM STK USD0.004 000360206 2637 NS USD 141290.46 0.2384377303 Long EC CORP US N 1 N N AAR Corp. 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COM STK USD0.00001 218352102 5978 NS USD 124581.52 0.2102402021 Long EC CORP US N 1 N N N Core Laboratories 724500MDYY5VBSAF5W50 Core Laboratories ORD EUR0.02 N22717107 2961 NS USD 83440.98 0.1408126061 Long EC CORP NL N 1 N N N Corecivic Inc 529900JFA3K6PTLT8B15 Corecivic Inc COM USD0.01 21871N101 7761 NS USD 99884.07 0.1685614934 Long EC CORP US N 1 N N N Corsair Gaming Inc 549300Y7YT18L8G0H525 Corsair Gaming Inc COM 22041X102 2073 NS USD 33271.65 0.0561482828 Long EC CORP US N 1 N N N Corvel Corp N/A Corvel Corp COM USD0.0001 221006109 591 NS USD 88153.56 0.148765421 Long EC CORP US N 1 N N Covetrus Inc 5493009S30DUFCF75V87 Covetrus Inc COM USD0.01 22304C100 6600 NS USD 137412 0.2318925524 Long EC CORP US N 1 N N Cross Country Healthcare Inc. 54930037L0NBIPZ5S663 Cross Country Healthcare Inc. COM USD0.0001 227483104 2325 NS USD 41036.25 0.0692515992 Long EC CORP US N 1 N N N CSG Systems International Inc. 549300D7FJZUOHHXUA81 CSG Systems International Inc. COM USD0.01 126349109 2056 NS USD 127862.64 0.2157773262 Long EC CORP US N 1 N N N CTS Corporation 549300YV1HQLBVHOI649 CTS Corporation COM NPV 126501105 2147 NS USD 87318.49 0.1473561808 Long EC CORP US N 1 N N N Customers Bancorp, Inc. 549300WLBCHYKZ53FN68 Customers Bancorp, Inc. COM USD1 23204G100 1891 NS USD 78098.3 0.1317964525 Long EC CORP US N 1 N N N Cutera Inc 529900NPKPEWJWR21Z42 Cutera Inc COM USD0.001 232109108 1019 NS USD 45844.81 0.0773663873 Long EC CORP US N 1 N N N CVB Financial N/A CVB Financial COM NPV 126600105 8024 NS USD 198834.72 0.3355477741 Long EC CORP US N 1 N N N Cytokinetics Inc 549300BE5DY1HW7IHA64 Cytokinetics Inc COM USD0.001 23282W605 5392 NS USD 215140.8 0.3630654473 Long EC CORP US N 1 N N Dave & Buster's Entertainment Inc 529900WTVU85QZLYHR86 Dave & Buster's Entertainment Inc COM USD0.01 238337109 2448 NS USD 92754.72 0.1565302067 Long EC CORP US N 1 N N N Deluxe Corporation KWGNKB8TX9LE5TV29231 Deluxe Corporation COM USD1 248019101 2788 NS USD 66716.84 0.1125894268 Long EC CORP US N 1 N N N Designer Brands Inc 549300X8J6FI8PPRK859 Designer Brands Inc COM NPV CL A 250565108 3952 NS USD 61374.56 0.1035739482 Long EC CORP US N 1 N N N DiamondRock Hospitality Co. 529900KKD4BPVBUAQ734 DiamondRock Hospitality Co. COM USD0.01 252784301 13438 NS USD 138277.02 0.2333523354 Long EC CORP US N 1 N N N Diebold Nixdorf Incorporated 549300XZK6EWDBAZSY16 Diebold Nixdorf Incorporated COM USD1.25 253651103 5500 NS USD 17105 0.0288659077 Long EC CORP US N 1 N N N Digi International Inc. 529900KG656HGROI4N27 Digi International Inc. COM USD0.01 253798102 2028 NS USD 44818.8 0.0756349222 Long EC CORP US N 1 N N N Dime Community Bancshares Inc. N/A Dime Community Bancshares Inc. COM 25432X102 1639 NS USD 51530.16 0.086960821 Long EC CORP US N 1 N N N DineEquity, Inc 529900HKM8OWSHLKJY75 DineEquity, Inc COM USD0.01 254423106 1098 NS USD 80692.02 0.13617354 Long EC CORP US N 1 N N N Diodes Incorporated 549300XP2X1ARVH3BX23 Diodes Incorporated COM USD0.66 2/3 254543101 2808 NS USD 216244.08 0.364927311 Long EC CORP US N 1 N N N Diversified Healthcare Trust N/A Diversified Healthcare Trust COM SH BEN INT 25525P107 15727 NS USD 35700.29 0.0602467861 Long EC CORP US N 1 N N N DMC Global Inc. 549300CBDXD1Z5MRNG02 DMC Global Inc. COM 23291C103 786 NS USD 21748.62 0.0367023477 Long EC CORP US N 1 N N N Donnelley Financial Solutions Inc 549300O1NPY4J56QCU04 Donnelley Financial Solutions Inc COM USD0.01 25787G100 1960 NS USD 60975.6 0.1029006748 Long EC CORP US N 1 N N N Dorian LPG Ltd. 549300WP1W2WGMC7F395 Dorian LPG Ltd. COM USD0.01 Y2106R110 2072 NS USD 35224 0.0594430127 Long EC CORP MH N 1 N N N Dorman Products Inc. N/A Dorman Products Inc. COM USD0.01 258278100 1852 NS USD 187144.6 0.3158198626 Long EC CORP US N 1 N N N Douglas Elliman Inc N/A Douglas Elliman Inc COM 25961D105 4243 NS USD 24397.25 0.0411720998 Long EC CORP US N 1 N N N Dril Quip Inc 5299007REICYIJNMW197 Dril Quip Inc COM USD0.01 262037104 2345 NS USD 73726.8 0.1244192344 Long EC CORP US N 1 N N N DXP Enterprises Inc. N/A DXP Enterprises Inc. COM USD0.01 233377407 1147 NS USD 35189.96 0.0593855678 Long EC CORP US N 1 N N N Dynavax Technologies Corp. 549300T5URIXWDILX594 Dynavax Technologies Corp. COM USD0.001 268158201 7524 NS USD 89234.64 0.1505898206 Long EC CORP US N 1 N N N E L F Beauty Inc 549300U2K9TCON25C029 E L F Beauty Inc COM USD0.01 26856L103 2547 NS USD 67801.14 0.1144192604 Long EC CORP US N 1 N N N E.W. Scripps Company 549300U1OW41QPKYW028 E.W. Scripps Company COM USD0.01 CL'A' 811054402 3903 NS USD 61940.61 0.104529198 Long EC CORP US N 1 N N N Eagle Bancorp Inc 549300B47NZODRMG3D47 Eagle Bancorp Inc COM USD0.01 268948106 2012 NS USD 99714.72 0.1682757032 Long EC CORP US N 1 N N N Eagle Pharmaceuticals Inc 549300TN20OLYTJVP152 Eagle Pharmaceuticals Inc COM USD0.001 269796108 724 NS USD 33810.8 0.0570581369 Long EC CORP US N 1 N N N Easterly Government Properties Inc 549300ERMCEFC6S8HL77 Easterly Government Properties Inc COM USD0.01 27616P103 5311 NS USD 104254.93 0.1759376315 Long EC CORP US N 1 N N N Ebix Inc 549300DHXVZR5SW5QR44 Ebix Inc COM USD0.10 278715206 1594 NS USD 46465.1 0.0784131709 Long EC CORP US N 1 N N N Edgewell Personal Care Co 549300CY8QZDL4Z3RU59 Edgewell Personal Care Co COM USD0.01 28035Q102 3507 NS USD 127654.8 0.2154265814 Long EC CORP US N 1 N N N Ehealth Inc. 5299003O8Y5OKXUZQ421 Ehealth Inc. COM STK USD0.001 28238P109 1677 NS USD 17608.5 0.0297155999 Long EC CORP US N 1 N N N El Pollo Loco Holdings Inc 549300EZCBNF4G707K90 El Pollo Loco Holdings Inc COM USD0.01 268603107 1399 NS USD 14493.64 0.0244590514 Long EC CORP US N 1 N N N Ellington Financial Inc 60GS1D1R1YY5G1W7IT74 Ellington Financial Inc COM NPV 28852N109 3507 NS USD 54323.43 0.0916746633 Long EC CORP US N 1 N N N Embecta Corp. N/A Embecta Corp. COMMON STOCK 29082K105 3576 NS USD 88613.28 0.1495412313 Long EC CORP US N 1 N N N Emergent Biosolutions Inc 549300YW6TUOX8BE5103 Emergent Biosolutions Inc COM STK USD0.001 29089Q105 3037 NS USD 100099.52 0.1689250807 Long EC CORP US N 1 N N N Employers Holdings Inc. N/A Employers Holdings Inc. COM STK USD0.01 292218104 1761 NS USD 72923.01 0.1230627814 Long EC CORP US N 1 N N N Enanta Pharmaceuticals Inc 529900SSN4DODDQSN594 Enanta Pharmaceuticals Inc COM USD0.01 29251M106 1144 NS USD 45679.92 0.0770881236 Long EC CORP US N 1 N N N Encore Capital Group Inc. 5493000UVC6H49CIH830 Encore Capital Group Inc. COM USD0.01 292554102 1562 NS USD 95453.82 0.1610851305 Long EC CORP US N 1 N N N Encore Wire Corp N/A Encore Wire Corp COM USD0.01 292562105 1275 NS USD 159400.5 0.2689997147 Long EC CORP US N 1 N N N Endo International PLC 5493007TBMWZWGZIB256 Endo International PLC COM USD0.0001 G30401106 14456 NS USD 7628.43 0.0128735198 Long EC CORP IE N 1 N N N Enerpac Tool Group Corp IZW37BPZKUJE1QXGB081 Enerpac Tool Group Corp CL A COM 292765104 3859 NS USD 75327.68 0.1271208336 Long EC CORP US N 1 N N N Enova International, Incorporation 549300O8XOCQSB49UO63 Enova International, Incorporation COM USD0.00001 29357K103 2136 NS USD 67454.88 0.113834922 Long EC CORP US N 1 N N N EnPro Industries Inc. 549300Y5CFT2LKCFDN54 EnPro Industries Inc. COM USD0.01 29355X107 1297 NS USD 124200.72 0.209597575 Long EC CORP US N 1 N N N Ensign Group Inc 5493003K4HEEA8Q0BC72 Ensign Group Inc COM USD0.001 29358P101 3306 NS USD 268348.02 0.4528564266 Long EC CORP US N 1 N N N Eplus Inc 529900FFY8AAFJ21NE91 Eplus Inc COM USD0.01 294268107 1798 NS USD 102018.52 0.1721635301 Long EC CORP US N 1 N N N ESCO Technologies Inc. 5493007JJLP5MEWVDH10 ESCO Technologies Inc. COM USD0.01 296315104 1684 NS USD 110824.04 0.1870234732 Long EC CORP US N 1 N N N Essential Properties Realty Trust Inc. N/A Essential Properties Realty Trust Inc. USD0.01 29670E107 7581 NS USD 173453.28 0.2927147835 Long EC CORP US N 1 N N N Ethan Allen Interiors Inc. N/A Ethan Allen Interiors Inc. COM USD0.01 297602104 1450 NS USD 33727 0.0569167184 Long EC CORP US N 1 N N N Evertec Inc N/A Evertec Inc USD0.01 30040P103 3795 NS USD 143982.3 0.2429804024 Long EC CORP PR N 1 N N N Exlservice Holdings Inc 81E3DTNF6OSH489ZOV15 Exlservice Holdings Inc COM STK USD0.001 302081104 2097 NS USD 298172.43 0.503187246 Long EC CORP US N 1 N N N Exponent Inc 529900NY3F5Q2NWPUZ42 Exponent Inc COM USD0.001 30214U102 3308 NS USD 299010.12 0.5046009077 Long EC CORP US N 1 N N N Extreme Networks 549300WRECW11X94UB57 Extreme Networks COM USD0.001 30226D106 7992 NS USD 79280.64 0.1337917356 Long EC CORP US N 1 N N N EZCORP Inc. 5493003K6PG3ZQ7TUQ63 EZCORP Inc. CL'A'COM NON VTG USD0.01 302301106 4257 NS USD 32268.06 0.0544546531 Long EC CORP US N 1 N N N Fabrinet 5493004TETZ6IYF7CV44 Fabrinet COM USD0.01 G3323L100 2343 NS USD 203536.41 0.3434822113 Long EC CORP KY N 1 N N N FARO Technologies Inc. 529900MFEFNOFP3YR823 FARO Technologies Inc. COM USD0.001 311642102 1177 NS USD 37922.94 0.0639976665 Long EC CORP US N 1 N N N FB Financial Corp. 5493000B2LD2C2A6C435 FB Financial Corp. COM USD1.00 30257X104 2073 NS USD 87107.46 0.1470000526 Long EC CORP US N 1 N N N FED Signal Corp 549300RTXZRPTNP6G884 FED Signal Corp COM USD1 313855108 3821 NS USD 134117.1 0.2263321736 Long EC CORP US N 1 N N N First Bancorp Puerto Rico N/A First Bancorp Puerto Rico COM USD1 318672706 12629 NS USD 188550.97 0.3181932123 Long EC CORP PR N 1 N N N First Commonwealth Financial Corp PA 549300ZHLQ42NXDETL24 First Commonwealth Financial Corp PA COM USD1 319829107 5896 NS USD 82602.96 0.1393983876 Long EC CORP US N 1 N N N First Financial Bancorp. 549300D3F5B3EZMY7P77 First Financial Bancorp. COM NPV 320209109 5905 NS USD 123886.9 0.2090679813 Long EC CORP US N 1 N N N First Hawaiian Inc. 5493002DJSH46F5OLV06 First Hawaiian Inc. COM USD0.01 32051X108 7746 NS USD 198375.06 0.334772065 Long EC CORP US N 1 N N N Flagstar Bancorp, Inc. 549300Q22V2Y3J4R2715 Flagstar Bancorp, Inc. COM USD0.01 337930705 3398 NS USD 130924.94 0.2209451759 Long EC CORP US N 1 N N N Formfactor Inc 549300YCEEO6SZD1ZR61 Formfactor Inc COM USD0.001 346375108 4926 NS USD 202261.56 0.341330811 Long EC CORP US N 1 N N N Forrester Research Inc. 549300UUSFXYLJ80Z897 Forrester Research Inc. COM USD0.01 346563109 760 NS USD 39770.8 0.0671160621 Long EC CORP US N 1 N N N Forward Air Corp. N/A Forward Air Corp. COM USD0.01 349853101 1722 NS USD 160473.18 0.2708099388 Long EC CORP US N 1 N N N Fossil Group Inc DDMY8YZ6L8UEMS1FDM73 Fossil Group Inc COM USD0.01 34988V106 3328 NS USD 24427.52 0.0412231826 Long EC CORP US N 1 N N N Four Corners Property Trust Inc. 549300SVTPZPBDVNER42 Four Corners Property Trust Inc. COM USD0.0001 35086T109 4936 NS USD 136085.52 0.2296540228 Long EC CORP US N 1 N N N Franklin Bsp Realty Trust Inc 549300LH3QNZK9Y1KC93 Franklin Bsp Realty Trust Inc COMMON STOCK 35243J101 2227 NS USD 34473.96 0.0581772667 Long EC CORP US N 1 N N N Franklin Electric Co Inc RR6AURIKMXUE4Q24G284 Franklin Electric Co Inc COM USD0.10 353514102 2481 NS USD 182899.32 0.3086556498 Long EC CORP US N 1 N N N Franklin Street Properties Corp MA 549300STLK2T6QY5WO82 Franklin Street Properties Corp MA COM USD0.0001 35471R106 6376 NS USD 28819.52 0.0486349959 Long EC CORP US N 1 N N N Fresh Del Monte Produce Inc. 529900I72V9F0FEZR228 Fresh Del Monte Produce Inc. COM USD0.01 G36738105 1961 NS USD 50083.94 0.0845202215 Long EC CORP KY N 1 N N N Fulgent Genetics Inc 549300CL6P01M68QJ404 Fulgent Genetics Inc COM 359664109 1246 NS USD 67919.46 0.1146189338 Long EC CORP US N 1 N N N FutureFuel Corp. 529900WYQZSMWFXLA845 FutureFuel Corp. COM USD0.0001 36116M106 1848 NS USD 13287.12 0.0224229628 Long EC CORP US N 1 N N N G-III Apparel Group Ltd. 529900O5KABM3R3SFM87 G-III Apparel Group Ltd. COM USD0.01 36237H101 2872 NS USD 71972.32 0.1214584242 Long EC CORP US N 1 N N N Gannett Co Inc 549300JQ2PU0RI3ZBA32 Gannett Co Inc COM 36472T109 9383 NS USD 36875.19 0.0622295137 Long EC CORP US N 1 N N N GCP Applied Technologies Inc. 5493007G654QKQVEKV09 GCP Applied Technologies Inc. COM USD0.01 36164Y101 3238 NS USD 100766.56 0.1700507583 Long EC CORP US N 1 N N N Genesco Inc 549300VY2Q511P1K5P56 Genesco Inc COM USD1 371532102 894 NS USD 50341.14 0.0849542649 Long EC CORP US N 1 N N N Gentherm Inc HKM6YX1U5JS60TCUB219 Gentherm Inc COM NPV 37253A103 2093 NS USD 144291.42 0.2435020644 Long EC CORP US N 1 N N N Genworth Financial Inc. 549300EMCG286BDNKJ33 Genworth Financial Inc. COM USD0.001 CLASS A 37247D106 32702 NS USD 132443.1 0.2235071792 Long EC CORP US N 1 N N N GEO Group Inc N/A GEO Group Inc COM USD0.01 NEW 36162J106 6097 NS USD 43349.67 0.0731556605 Long EC CORP US N 1 N N Getty Realty Corp N/A Getty Realty Corp COM USD0.01 374297109 2449 NS USD 68425.06 0.1154721699 Long EC CORP US N 1 N N N Gibraltar Industries, Inc. 549300AE5O3GN0YBLM57 Gibraltar Industries, Inc. 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COM USD0.01 398905109 1100 NS USD 197549 0.3333780298 Long EC CORP US N 1 N N N Guess Inc 549300QVH3ZK2DW0KP86 Guess Inc COM USD0.01 401617105 2510 NS USD 52358.6 0.0883588725 Long EC CORP US N 1 N N N H.B. Fuller Co. JSMX3Z5FOYM8V0Q52357 H.B. Fuller Co. COM USD1 359694106 3369 NS USD 239468.52 0.4041202102 Long EC CORP US N 1 N N N Hanger Inc 254900ZJJJYVLHJXSZ60 Hanger Inc COM USD0.01 41043F208 2316 NS USD 36569.64 0.0617138762 Long EC CORP US N 1 N N N Hanmi Financial Corp. 549300MSZ7RCG7EA6587 Hanmi Financial Corp. COM USD0.001 410495204 1915 NS USD 44696.1 0.0754278572 Long EC CORP US N 1 N N N Harmonic Inc 549300LRGRD8XC9BTL66 Harmonic Inc COM USD0.001 413160102 6868 NS USD 66138.84 0.1116140106 Long EC CORP US N 1 N N N Harmony Biosciences Holdings Inc N/A Harmony Biosciences Holdings Inc COM 413197104 1410 NS USD 61476 0.1037451354 Long EC CORP US N 1 N N N Harsco Corporation KAO98FK89NPNNPQGUZ43 Harsco Corporation COM USD1.25 415864107 5252 NS USD 43591.6 0.0735639346 Long EC CORP US N 1 N N N Haverty Furniture Cos Inc 529900CVFMMIRXZVPD70 Haverty Furniture Cos Inc COM USD1 419596101 1111 NS USD 31396.86 0.052984441 Long EC CORP US N 1 N N N Hawaiian Holdings Inc. 529900TQUS2JVPSSPP86 Hawaiian Holdings Inc. COM USD0.01 419879101 3036 NS USD 53889 0.0909415317 Long EC CORP US N 1 N N N Hawkins Inc 549300VL3IJ23OWX1Y34 Hawkins Inc COM USD0.05 420261109 1183 NS USD 42777.28 0.0721897116 Long EC CORP US N 1 N N N Haynes International Inc. 549300I9MS5UZLRFDO40 Haynes International Inc. COM STK USD0.001 420877201 896 NS USD 34272 0.0578364448 Long EC CORP US N 1 N N N HCI Group, Inc. 549300CZF7EZJH0MPH74 HCI Group, Inc. COM NPV 40416E103 459 NS USD 31198.23 0.0526492387 Long EC CORP US N 1 N N N Healthcare Services Group Inc. 529900GVZ1D2FBYMS719 Healthcare Services Group Inc. COM USD0.01 421906108 4744 NS USD 81454.48 0.1374602456 Long EC CORP US N 1 N N N HealthStream Inc. 529900OJ88H8635JNH64 HealthStream Inc. COM NPV 42222N103 1832 NS USD 37317.84 0.0629765171 Long EC CORP US N 1 N N N Heartland Express Inc. 5299005V45FZIQGLOG39 Heartland Express Inc. COM USD0.01 422347104 3348 NS USD 47809.44 0.0806818405 Long EC CORP US N 1 N N N Heidrick & Struggles International Inc 5493006284N2J367VB57 Heidrick & Struggles International Inc COM USD0.01 422819102 1373 NS USD 47450.88 0.080076745 Long EC CORP US N 1 N N N Helix Energy Solutions Group, Inc. 416AP2JOUTCWEGSOZW41 Helix Energy Solutions Group, Inc. COM NPV 42330P107 9162 NS USD 42511.68 0.0717414926 Long EC CORP US N 1 N N N Helmerich & Payne Inc 254900NAOGHJ88RZ4C73 Helmerich & Payne Inc COM USD0.10 423452101 6602 NS USD 332410.7 0.5609667691 Long EC CORP US N 1 N N N Heritage Financial N/A Heritage Financial COM NPV 42722X106 2370 NS USD 61857 0.1043881001 Long EC CORP US N 1 N N N Hersha Hospitality Trust 549300DNC58BIN1VO064 Hersha Hospitality Trust BEN INTEREST USD0.01 CL 'A' 427825500 2572 NS USD 28240.56 0.0476579596 Long EC CORP US N 1 N N N Heska Corp 529900O1OR2EB7L0HY27 Heska Corp COM RESTRICTED USD0.001 42805E306 688 NS USD 68655.52 0.1158610876 Long EC CORP US N 1 N N N Hibbett Inc 529900RD6P643J1CZM55 Hibbett Inc COM USD0.01 428567101 956 NS USD 48517 0.0818758985 Long EC CORP US N 1 N N N Hillenbrand, Inc. U246OE781574J2BUD366 Hillenbrand, Inc. COM STK NPV 431571108 4641 NS USD 194179.44 0.327691657 Long EC CORP US N 1 N N N Hilltop Holdings Inc 54930010TA543US0PM65 Hilltop Holdings Inc COM STK USD0.01 432748101 3970 NS USD 119139.7 0.2010567427 Long EC CORP US N 1 N N N HNI Corp 549300SKRADLC4O5HV93 HNI Corp COM USD1 404251100 2445 NS USD 93227.85 0.1573286474 Long EC CORP US N 1 N N N HomeStreet Inc. N/A HomeStreet Inc. COM NPV 43785V102 1321 NS USD 53249.51 0.0898623467 Long EC CORP US N 1 N N N Hope Bancorp Inc 549300UTF4QGMBHIZ219 Hope Bancorp Inc COM USD0.001 43940T109 7571.0002 NS USD 110385.18 0.1862828657 Long EC CORP US N 1 N N N Horace Mann Educators Corporation 254900G5YAV3A2YK8T32 Horace Mann Educators Corporation COM USD0.001 440327104 2613 NS USD 105721.98 0.178413383 Long EC CORP US N 1 N N N Hostess Brands Inc N/A Hostess Brands Inc COM USD0.0001 CL A 44109J106 8716 NS USD 185215 0.312563525 Long EC CORP US N 1 N N HUB Group Inc N/A HUB Group Inc CL'A' COM USD0.01 443320106 2139 NS USD 156104.22 0.2634370071 Long EC CORP US N 1 N N N Ichor Holdings Ltd 529900PS8R2JVLJ2H892 Ichor Holdings Ltd COM USD0.0001 G4740B105 1611 NS USD 48716.64 0.0822128052 Long EC CORP KY N 1 N N N Independent Bank Corp. 549300C5K3W8THR3GE10 Independent Bank Corp. COM USD0.01 453836108 3019 NS USD 251482.7 0.424394996 Long EC CORP US N 1 N N N Independent Bank Group Inc N/A Independent Bank Group Inc COM USD0.01 45384B106 2326 NS USD 169984.08 0.286860261 Long EC CORP US N 1 N N N Industrial Logistics Properties Trust 5493004XH9PJW009HR47 Industrial Logistics Properties Trust COM SHS OF BEN INT USD0.01 456237106 4361 NS USD 66548.86 0.1123059486 Long EC CORP US N 1 N N N Innospec Inc 213800SQBACNY5IWJO68 Innospec Inc COM USD0.01 45768S105 1552 NS USD 158350.56 0.2672278661 Long EC CORP US N 1 N N N Innovative Industrial Propertes Inc 5493008BQ0545EZXRR30 Innovative Industrial Propertes Inc COM USD0.001 45781V101 1708 NS USD 227249.4 0.3834995735 Long EC CORP US N 1 N N N Innoviva Inc 549300ACOX4QTBES6535 Innoviva Inc COM USD0.01 45781M101 4184 NS USD 63471.28 0.1071123128 Long EC CORP US N 1 N N N Inogen Inc 549300J8WJIVTOJ8IH97 Inogen Inc COM USD0.001 45780L104 1194 NS USD 30661.92 0.0517441773 Long EC CORP US N 1 N N N Insight Enterprises Inc. 529900S8991TYW6YP792 Insight Enterprises Inc. COM USD0.01 45765U103 2197 NS USD 217107.54 0.3663844613 Long EC CORP US N 1 N N Installed Building Products Inc 549300I95Y9P9YM5FI86 Installed Building Products Inc COM USD0.01 45780R101 1478 NS USD 141208.12 0.2382987757 Long EC CORP US N 1 N N N Insteel Industries Inc. 52990026LKY4MOX3L174 Insteel Industries Inc. COM NPV 45774W108 1310 NS USD 54247.1 0.091545851 Long EC CORP US N 1 N N N Integer Holdings Corporation 549300SUD2ED5XG6X569 Integer Holdings Corporation COM NPV 45826H109 2079 NS USD 165862.62 0.2799050032 Long EC CORP US N 1 N N N Inter Parfums Inc N/A Inter Parfums Inc COM USD0.001 458334109 1165 NS USD 85977 0.1450923207 Long EC CORP US N 1 N N N InterDigital, Inc. 529900HQAUTC3VI47G64 InterDigital, Inc. COM STK USD0.01 45867G101 1985 NS USD 129600.65 0.2187103421 Long EC CORP US N 1 N N N Interface, Inc. 549300VXZWQOIDFPU355 Interface, Inc. COM USD0.10 458665304 4184 NS USD 60207.76 0.10160489 Long EC CORP US N 1 N N N Invesco Mortgage Capital Inc. PV3BDP2HFZL2FNXQBL39 Invesco Mortgage Capital Inc. COM USD0.01 46131B100 20040 NS USD 35671.2 0.0601976946 Long EC CORP US N 1 N N N IRobot Corp 5493009PRNKOUKBAT390 IRobot Corp COM USD0.01 462726100 1698 NS USD 80807.82 0.1363689608 Long EC CORP US N 1 N N N iStar Inc QFFLKWYYS3UPWD86E794 iStar Inc CLASS'A'SBI USD0.001 45031U101 4376 NS USD 76142.4 0.1284957317 Long EC CORP US N 1 N N N ITeos Therapeutics Inc. N/A ITeos Therapeutics Inc. COM 46565G104 1290 NS USD 22575 0.0380969229 Long EC CORP US N 1 N N N Itron, Inc. 24F6LSZD18II6ICG6S41 Itron, Inc. COM NPV 465741106 2868 NS USD 148017.48 0.2497900565 Long EC CORP US N 1 N N N J&J Snack Foods Corp N/A J&J Snack Foods Corp COM NPV 466032109 935 NS USD 119885.7 0.2023156709 Long EC CORP US N 1 N N N Jack in the Box Inc. 5493002OJW26P0SUUP68 Jack in the Box Inc. COM STK USD0.01 466367109 1024 NS USD 69939.2 0.1180273892 Long EC CORP US N 1 N N N James River Group Holdings Ltd. N/A James River Group Holdings Ltd. COM USD0.0002 G5005R107 2043 NS USD 52198.65 0.0880889455 Long EC CORP BM N 1 N N N John Bean Technologies Corp. 5493007CT6ATBZ2L6826 John Bean Technologies Corp. COM USD0.01 477839104 1987 NS USD 241917.25 0.4082526168 Long EC CORP US N 1 N N N Joint Corp. (The) N/A Joint Corp. (The) COM USD0.001 47973J102 851 NS USD 14194.68 0.0239545351 Long EC CORP US N 1 N N N Kaiser Aluminium Corporation N/A Kaiser Aluminium Corporation COM USD0.01 483007704 1057 NS USD 107993.69 0.1822470557 Long EC CORP US N 1 N N N Kaman Corporation 5493003YK076OLTEQF95 Kaman Corporation COM USD1.00 483548103 1860 NS USD 67350.6 0.113658942 Long EC CORP US N 1 N N N KAR Auction Services, Inc 5493004HKD20LBSG7D03 KAR Auction Services, Inc COM USD0.01 48238T109 7573 NS USD 120940.81 0.2040962443 Long EC CORP US N 1 N N N Kelly Services Inc N/A Kelly Services Inc CLASS'A'NON-VTG USD1 488152208 2377 NS USD 47444.92 0.080066687 Long EC CORP US N 1 N N N KKR Real Estate Finance Trust Inc. 549300K23AYZDZ2REL62 KKR Real Estate Finance Trust Inc. COM USD0.01 48251K100 2854 NS USD 58278.68 0.0983494299 Long EC CORP US N 1 N N N Knowles Corporation 5493003EO323TDZQU148 Knowles Corporation COM USD1.0 49926D109 6051 NS USD 116300.22 0.1962649176 Long EC CORP US N 1 N N N Kontoor Brands Inc 549300M0CPXV65RFF271 Kontoor Brands Inc COM NPV 50050N103 3132 NS USD 125499.24 0.2117889201 Long EC CORP US N 1 N N N Koppers Holdings Inc N/A Koppers Holdings Inc COM STK USD0.01 50060P106 1482 NS USD 40162.2 0.0677765775 Long EC CORP US N 1 N N N Korn Ferry 549300FOD20OM0GT5G40 Korn Ferry COM USD0.01 500643200 3492 NS USD 214618.32 0.362183725 Long EC CORP US N 1 N N N Kulicke and Soffa Industries, Inc. 529900H6BEIRBF429744 Kulicke and Soffa Industries, Inc. COM NPV 501242101 4014 NS USD 217438.38 0.3669427774 Long EC CORP US N 1 N N N La-Z-Boy Inc 549300WNO1WMN9ZG2519 La-Z-Boy Inc COM USD1 505336107 2792 NS USD 71279.76 0.1202896798 Long EC CORP US N 1 N N N Lakeland Financial Corp. N/A Lakeland Financial Corp. COM NPV 511656100 1632 NS USD 117765.12 0.1987370409 Long EC CORP US N 1 N N N Lantheus Holdings Inc 5299005HUB5IOJGO7S39 Lantheus Holdings Inc COM USD0.01 516544103 4264 NS USD 292169.28 0.4930565022 Long EC CORP US N 1 N N N Lantheus Holdings Inc. CVR N/A Right N/A 6190 NS USD 5199.6 0.0087746959 Long EC CORP US N N/A N N N Laredo Petroleum Inc 549300X0PTWU2QSLSL14 Laredo Petroleum Inc COM 516806205 645 NS USD 54289.65 0.0916176572 Long EC CORP US N 1 N N N LCI Industries 549300E1B98YNJ1WIQ04 LCI Industries COM USD0.01 50189K103 1627 NS USD 194459.04 0.3281635019 Long EC CORP US N 1 N N N Lemaitre Vascular Inc. 549300FZUBUB7MHY8R17 Lemaitre Vascular Inc. COM STK USD0.01 525558201 1174 NS USD 53675.28 0.090580864 Long EC CORP US N 1 N N N Lendingtree Inc 549300ISY5YHUJZTON08 Lendingtree Inc COM USD0.01 52603B107 727 NS USD 45880.97 0.0774274098 Long EC CORP US N 1 N N N LGI Homes Inc 549300W02B4WNV8CV109 LGI Homes Inc COM USD0.01 50187T106 1345 NS USD 131796.55 0.22241608 Long EC CORP US N 1 N N Ligand Pharmaceuticals Incorporated 5493008K7TB0IKP37H79 Ligand Pharmaceuticals Incorporated 'B'COM USD0.001 53220K504 1059 NS USD 94155.69 0.1588944436 Long EC CORP US N 1 N N N Lindsay Corp 549300ZFO0QG5H8TPI61 Lindsay Corp COM USD1 535555106 723 NS USD 91098 0.1537343736 Long EC CORP US N 1 N N N Liquidity Services Inc. 5299002AZ4ULSAXN0G81 Liquidity Services Inc. COM STK USD0.001 53635B107 1928 NS USD 26143.68 0.044119325 Long EC CORP US N 1 N N N Livent Corporation 254900OOLQ2VNMZTJL47 Livent Corporation COM USD0.001 53814L108 9782 NS USD 310969.78 0.5247836871 Long EC CORP US N 1 N N N Liveperson Inc 549300IN2P1JZ20G7N40 Liveperson Inc COM USD0.001 538146101 4137 NS USD 69418.86 0.1171492783 Long EC CORP US N 1 N N N Ll Flooring Holdings Inc. N/A Ll Flooring Holdings Inc. COM USD0.001 55003T107 1940 NS USD 23299.4 0.0393193996 Long EC CORP US N 1 N N N Loyalty Ventures Inc 549300Q3YKVWNY6JIJ44 Loyalty Ventures Inc COMMON STOCK 54911Q107 1264 NS USD 13398.4 0.0226107558 Long EC CORP US N 1 N N N LTC Properties Inc 549300NRZP8IJG2KY677 LTC Properties Inc COM USD0.01 502175102 2624 NS USD 101653.76 0.1715479716 Long EC CORP US N 1 N N N LXP Industrial Trust 549300S4MH2ICXDBFV43 LXP Industrial Trust COM USD0.0001 529043101 17951 NS USD 207513.56 0.3501939357 Long EC CORP US N 1 N N N M.D.C. Holdings Inc. 5299005FV4VNV75R8R35 M.D.C. Holdings Inc. COM USD0.01 552676108 3636 NS USD 138822.48 0.234272838 Long EC CORP US N 1 N N N M/I Homes Inc. 5299005M71FH9CCSFB69 M/I Homes Inc. COM USD0.01 55305B101 1897 NS USD 88684.75 0.149661842 Long EC CORP US N 1 N N N Madden(Steven)Ltd. 549300Z9GZ7GYJWSGF43 Madden(Steven)Ltd. COM USD0.0001 556269108 4819 NS USD 179170.42 0.302362865 Long EC CORP US N 1 N N N Mantech International Corporation 5299007N03CAU4SWNR02 Mantech International Corporation COM USD0.01 CLASS'A' 564563104 1736 NS USD 166048.4 0.2802185202 Long EC CORP US N 1 N N N Marcus & Millichap Inc 549300B2HE8ULXNB1N48 Marcus & Millichap Inc COM USD0.0001 566324109 1681 NS USD 70400.28 0.1188054946 Long EC CORP US N 1 N N N Marcus Corp 549300NL0OKPNEMP6B79 Marcus Corp COM USD1 566330106 1646 NS USD 25792.82 0.0435272237 Long EC CORP US N 1 N N N Marinemax Inc 254900TIXTN8WY3FNN63 Marinemax Inc COM STK USD0.001 567908108 1369 NS USD 56690.29 0.0956689084 Long EC CORP US N 1 N N N Marten Transport Ltd. N/A Marten Transport Ltd. COM USD0.01 573075108 3797 NS USD 66675.32 0.1125193588 Long EC CORP US N 1 N N N Materion Corp 549300CJ5RI351SUYT02 Materion Corp COM NPV 576690101 1352 NS USD 110836.96 0.1870452767 Long EC CORP US N 1 N N N Matson Inc 549300OI5H3Y0I9I4I12 Matson Inc COM NPV 57686G105 2647 NS USD 237912.36 0.4014940792 Long EC CORP US N 1 N N N Matthews International Corp 549300ZVC5O0ATML6U61 Matthews International Corp CLASS'A'COM USD1 577128101 2048 NS USD 66273.28 0.1118408877 Long EC CORP US N 1 N N N Maxlinear Inc 549300EMOI0SM2IY4F64 Maxlinear Inc COM USD0.01 57776J100 4450 NS USD 176175.5 0.2973087239 Long EC CORP US N 1 N N Medifast Inc 5299000YHQJ21T5KKI80 Medifast Inc COM USD0.001 58470H101 695 NS USD 115891.25 0.1955747516 Long EC CORP US N 1 N N N Mednax, Inc. N/A Mednax, Inc. COM USD0.01 58502B106 5538 NS USD 106994.16 0.1805602775 Long EC CORP US N 1 N N N Mercer International Inc. 549300Z5IAG39VRTY874 Mercer International Inc. COM STK USD1 588056101 2867 NS USD 42345.59 0.0714612039 Long EC CORP US N 1 N N N Meridian Bioscience Incorporation 549300ELSRZEFFFRX195 Meridian Bioscience Incorporation COM STK NPV 589584101 2867 NS USD 78842.5 0.1330523431 Long EC CORP US N 1 N N N Merit Medical Systems Inc. 549300OYTY138SP2CE83 Merit Medical Systems Inc. COM NPV 589889104 3169 NS USD 194544.91 0.3283084137 Long EC CORP US N 1 N N N Meritage Homes Corp 52990044W9UMFJO2FB97 Meritage Homes Corp COM USD0.01 59001A102 2392 NS USD 204061.52 0.3443683719 Long EC CORP US N 1 N N N Meritor Inc 5LTG829X630QFHTFBO82 Meritor Inc COM USD1 59001K100 4457 NS USD 161209.69 0.2720528519 Long EC CORP US N 1 N N N Mesa Laboratories Inc. 549300ZCG738WLX8ZW79 Mesa Laboratories Inc. COM NPV 59064R109 287 NS USD 60054.75 0.1013466747 Long EC CORP US N 1 N N N Meta Financial Group, Inc. 5493004X52BH1NBLW813 Meta Financial Group, Inc. COM USD0.01 59100U108 1867 NS USD 77611.19 0.1309744196 Long EC CORP US N 1 N N N Methode Electronics Inc. 529900VM413LGLUS3F07 Methode Electronics Inc. COM USD0.50 591520200 2332 NS USD 105056.6 0.1772905068 Long EC CORP US N 1 N N N MGP Ingredients Inc. 2549006OMHFVZ4MS8538 MGP Ingredients Inc. COM NPV 55303J106 853 NS USD 82621.58 0.1394298101 Long EC CORP US N 1 N N N Middlesex Water Co. N/A Middlesex Water Co. COM NPV 596680108 1127 NS USD 95828.81 0.1617179529 Long EC CORP US N 1 N N N ModivCare Inc 549300EFZIFW7F7I0Q28 ModivCare Inc COM 60783X104 822 NS USD 78443.46 0.1323789346 Long EC CORP US N 1 N N N Monarch Casino & Resort Inc 549300AK5FF7KY11V997 Monarch Casino & Resort Inc COM USD0.01 609027107 854 NS USD 57943.9 0.0977844647 Long EC CORP US N 1 N N N Monro Inc N/A Monro Inc COM USD0.01 610236101 2226 NS USD 105556.92 0.1781348325 Long EC CORP US N 1 N N N Moog Inc. 549300WM2I4U7OBAHG07 Moog Inc. CLASS'A'L/VTG COM USD1 615394202 1898 NS USD 154478.22 0.2606930161 Long EC CORP US N 1 N N N Motorcar Parts of America Inc. 549300AG4610OSV3H429 Motorcar Parts of America Inc. COM USD0.01 620071100 1357 NS USD 20124.31 0.0339612087 Long EC CORP US N 1 N N N Movado Group Inc 549300WCGCGPWGHVXM59 Movado Group Inc COM USD0.01 624580106 1175 NS USD 39867.75 0.0672796721 Long EC CORP US N 1 N N N Mr Cooper Group Inc 549300KD8C6DPXYC2M26 Mr Cooper Group Inc COM USD0.01 62482R107 4570 NS USD 198155.2 0.3344010356 Long EC CORP US N 1 N N N Mueller Industries Inc. 5493005IZFE4VJLLYG84 Mueller Industries Inc. COM USD0.01 624756102 3631 NS USD 195529.35 0.3299697264 Long EC CORP US N 1 N N N Myers Industries Inc. 549300I2H9XMVTCW4Q51 Myers Industries Inc. COM NPV 628464109 2544 NS USD 60547.2 0.1021777192 Long EC CORP US N 1 N N MYR Grp Inc 529900G1IMMZHOQ17I54 MYR Grp Inc COM USD0.01 55405W104 1085 NS USD 99396.85 0.1677392749 Long EC CORP US N 1 N N N Myriad Genetics Inc. 52990044IHUOUMETT163 Myriad Genetics Inc. COM USD0.01 62855J104 4997 NS USD 96142.28 0.1622469559 Long EC CORP US N 1 N N N Nabors Industries, Ltd. N/A Nabors Industries, Ltd. COM USD0.05(POST REV SPLIT) G6359F137 420 NS USD 70043.4 0.1182032341 Long EC CORP BM N 1 N N N National Bank Holdings Corp N/A National Bank Holdings Corp COM USD0.01 633707104 2037 NS USD 83007.75 0.1400814996 Long EC CORP US N 1 N N N National Beverage Corp. 549300O9MZIQJI8TGV17 National Beverage Corp. COM STK USD0.01 635017106 1539 NS USD 76380.57 0.1288976606 Long EC CORP US N 1 N N N National Presto Industries Inc. N/A National Presto Industries Inc. COM USD1 637215104 360 NS USD 24332.4 0.0410626608 Long EC CORP US N 1 N N N Natus Medical Inc 549300ZW3JLSJGT2D838 Natus Medical Inc COM USD0.001 639050103 2190 NS USD 71810.1 0.1211846664 Long EC CORP US N 1 N N N NBT Bancorp Inc N/A NBT Bancorp Inc COM USD0.01 628778102 2730 NS USD 100955.4 0.1703694392 Long EC CORP US N 1 N N N Neenah Inc 8SR38IKUT3O1F1I6VH65 Neenah Inc COM USD0.01 640079109 1088 NS USD 41246.08 0.0696057023 Long EC CORP US N 1 N N N Nektar Therapeutics 5299005I24806IOIYE03 Nektar Therapeutics COM USD0.0001 640268108 11864 NS USD 41286.72 0.0696742852 Long EC CORP US N 1 N N N Neogenomics Inc 549300KN62PPGHBVXB46 Neogenomics Inc COM NPV 64049M209 7328 NS USD 61701.76 0.1041261216 Long EC CORP US N 1 N N N Netgear Inc 54930067KX3UNRHDWA78 Netgear Inc COM USD0.001 64111Q104 1998 NS USD 38061.9 0.0642321714 Long EC CORP US N 1 N N N NETSCOUT Systems Inc. 5493005HZXZ3SPNVCV76 NETSCOUT Systems Inc. COM USD0.001 64115T104 4707 NS USD 161591.31 0.2726968629 Long EC CORP US N 1 N N N New York Mortgage Trust, Inc. 549300JFGR0M7ULHWG48 New York Mortgage Trust, Inc. COM STK USD0.02 649604501 24542 NS USD 74362.26 0.1254916185 Long EC CORP US N 1 N N N Nexpoint Residential Trust Inc 549300U2J6XVYBF87166 Nexpoint Residential Trust Inc COM USD0.001 'WI' 65341D102 1473 NS USD 108236.04 0.1826560386 Long EC CORP US N 1 N N N Nextgen Healthcare Inc N/A Nextgen Healthcare Inc COM USD0.01 65343C102 3468 NS USD 62805.48 0.1059887278 Long EC CORP US N 1 N N N NMI Holdings Inc 529900KNNGFXJX1C3Z08 NMI Holdings Inc COM USD0.01 CL 'A' 629209305 5506 NS USD 102466.66 0.1729197983 Long EC CORP US N 1 N N N Northfield Bancorp Inc. N/A Northfield Bancorp Inc. COM USD0.01 66611T108 3099 NS USD 41185.71 0.0695038236 Long EC CORP US N 1 N N N Northwest Bancshares Inc N/A Northwest Bancshares Inc COM USD0.01 667340103 7972 NS USD 102759.08 0.1734132779 Long EC CORP US N 1 N N N Northwest Natural Holding Company N/A Northwest Natural Holding Company COM NPV 66765N105 2034 NS USD 110425.86 0.1863515161 Long EC CORP US N 1 N N N NOW Inc. 549300AVH5SOCFVVDW91 NOW Inc. COM USD0.01 67011P100 5519 NS USD 60929.76 0.1028233165 Long EC CORP US N 1 N N N NV5 Global Inc. N/A NV5 Global Inc. COM USD0.01 62945V109 742 NS USD 91399.56 0.1542432776 Long EC CORP US N 1 N N N O-I Glass Inc N/A O-I Glass Inc COM 67098H104 10182 NS USD 167493.9 0.2826579046 Long EC CORP US N 1 N N N Oceaneering International, Inc. 549300L6PH74701W0R30 Oceaneering International, Inc. COM USD0.25 675232102 6554 NS USD 83366.88 0.1406875571 Long EC CORP US N 1 N N N Office Properties Income Trust 529900A38AW14ELBTL34 Office Properties Income Trust COM USD0.01 SHS OF BEN INT 67623C109 3225 NS USD 68724.75 0.1159779182 Long EC CORP US N 1 N N N OFG Bancorp 549300Q4QEXJ37LEXQ06 OFG Bancorp COM USD1 67103X102 3140 NS USD 88987.6 0.150172923 Long EC CORP PR N 1 N N N Oil States International, Inc. 5493004TF4KQJGMYL777 Oil States International, Inc. COM USD0.01 678026105 4333 NS USD 33537.42 0.0565967887 Long EC CORP US N 1 N N N Olympic Steel Inc. 549300GQ061U6N6KWJ49 Olympic Steel Inc. COM NPV 68162K106 587 NS USD 20057.79 0.0338489515 Long EC CORP US N 1 N N N Omnicell Inc 5493008RH0GTKHHPZI77 Omnicell Inc COM USD0.001 68213N109 2762 NS USD 307023.92 0.5181247668 Long EC CORP US N 1 N N Onespan Inc 549300D67QDZG593UX89 Onespan Inc COM USD0.001 68287N100 2332 NS USD 30852.36 0.0520655584 Long EC CORP US N 1 N N N Onto Innovation Incorporation 549300V1USTYXJ7TNR79 Onto Innovation Incorporation COM 683344105 3158 NS USD 253840.04 0.4283731754 Long EC CORP US N 1 N N OptimizeRx Corp. N/A OptimizeRx Corp. COM USD0.001(POST REV SPLT) 68401U204 1119 NS USD 28624.02 0.0483050757 Long EC CORP US N 1 N N N OraSure Technologies Inc. 529900GNNJPNM4XHXQ77 OraSure Technologies Inc. COM USD0.000001 68554V108 4421 NS USD 18347.15 0.0309621244 Long EC CORP US N 1 N N N Organogenesis Holdings Inc. 549300RLC2O821TU6941 Organogenesis Holdings Inc. COM USD0.0001 CL A 68621F102 3226 NS USD 18097.86 0.0305414298 Long EC CORP US N 1 N N N Orion Office Reit Inc N/A Orion Office Reit Inc COM 68629Y103 3501 NS USD 46668.33 0.078756136 Long EC CORP US N 1 N N N Orthofix Medical Inc N/A Orthofix Medical Inc COM USD0.10 68752M108 1364 NS USD 37496.36 0.0632777823 Long EC CORP US N 1 N N N OSI Systems Inc DDX3MPX1Y8YD30050X33 OSI Systems Inc COM NPV 671044105 1028 NS USD 86269.76 0.1455863741 Long EC CORP US N 1 N N N Owens & Minor Inc 549300LMT5KQQXCEZ733 Owens & Minor Inc COM USD2 690732102 4502 NS USD 157029.76 0.2649989219 Long EC CORP US N 1 N N N Oxford Industries, Inc. IDZ20O0XD3GS4UOI2L88 Oxford Industries, Inc. COM USD1 691497309 1009 NS USD 91980.44 0.155223554 Long EC CORP US N 1 N N N Pacific Premier Bancorp Inc 549300Q1KIC3KLI0XG98 Pacific Premier Bancorp Inc COM USD0.01 69478X105 5653 NS USD 184061.68 0.3106172152 Long EC CORP US N 1 N N N Pacira Biosciences Inc 549300P56LERYBDHCF69 Pacira Biosciences Inc COM USD0.001 695127100 2858 NS USD 180768.5 0.305059739 Long EC CORP US N 1 N N N Palomar Holdings Inc 549300DOI1MUW11BLX74 Palomar Holdings Inc COM USD0.0001 69753M105 1266 NS USD 78681.9 0.1327813191 Long EC CORP US N 1 N N N Par Pacific Holdings, Inc. 549300BTNS7MHSHRLR55 Par Pacific Holdings, Inc. COM USD0.01 69888T207 2639 NS USD 43279.6 0.0730374124 Long EC CORP US N 1 N N N Park Aerospace Corporation 5299004AG0G7IB636095 Park Aerospace Corporation COM USD0.10 70014A104 1578 NS USD 19220.04 0.0324351886 Long EC CORP US N 1 N N N Park National Corp 5493001T01TDELV5OO63 Park National Corp COM NPV 700658107 928 NS USD 114802.88 0.1937380496 Long EC CORP US N 1 N N N Patrick Inds Inc 549300FZ5ZTCCJ3Z5W14 Patrick Inds Inc COM NPV 703343103 1482 NS USD 89083.02 0.1503339511 Long EC CORP US N 1 N N N Patterson-UTI Energy Inc. 254900XGFBKIXD6G0697 Patterson-UTI Energy Inc. COM USD0.01 703481101 12535 NS USD 239167.8 0.4036127238 Long EC CORP US N 1 N N N PBF Energy Inc 2549003PBEDCSZMZIY02 PBF Energy Inc COM USD0.001 69318G106 5984 NS USD 198668.8 0.3352677722 Long EC CORP US N 1 N N N PC Connection Inc. 5299005WPRNIXDV2KM73 PC Connection Inc. COM USD0.01 69318J100 791 NS USD 35365.61 0.0596819897 Long EC CORP US N 1 N N N PDF Solutions Inc 549300GMSP6MROFBI160 PDF Solutions Inc COM USD0.00015 693282105 1992 NS USD 47608.8 0.0803432462 Long EC CORP US N 1 N N N Pennant Group Inc 5493007H2OYR6BYLDA64 Pennant Group Inc COM USD0.001 70805E109 1684 NS USD 32214.92 0.0543649756 Long EC CORP US N 1 N N N PennyMac Mortgage Investment Trust 549300BSSOQO1ZWDUJ97 PennyMac Mortgage Investment Trust COM USD0.01 70931T103 6332 NS USD 102451.76 0.1728946535 Long EC CORP US N 1 N N N Perdoceo Education Corp. 529900X5PCA184O9LY90 Perdoceo Education Corp. COM 71363P106 4611 NS USD 50306.01 0.0848949805 Long EC CORP US N 1 N N N Perficient Inc 549300HTBXKL2755T650 Perficient Inc COM USD0.001 71375U101 2092 NS USD 204827.72 0.3456613891 Long EC CORP US N 1 N N PetMed Express Inc. 529900PGHW5ASJ1AZL48 PetMed Express Inc. COM USD0.001 716382106 1445 NS USD 31833.35 0.053721049 Long EC CORP US N 1 N N N PGT Innovations Inc 549300LRW9WM59C1S579 PGT Innovations Inc COM USD0.01 69336V101 3924 NS USD 78872.4 0.1331028014 Long EC CORP US N 1 N N N Phibro Animal Health Corporation 549300U24SP4AF2JUX52 Phibro Animal Health Corporation COM USD0.0001 CL'A' 71742Q106 1453 NS USD 27912.13 0.0471037105 Long EC CORP US N 1 N N N Photronics Inc. 549300OK5JVNIBNY6F63 Photronics Inc. COM USD0.01 719405102 4101 NS USD 89155.74 0.1504566713 Long EC CORP US N 1 N N N Piper Sandler Companies QUQDBTUSOAKFEVMRMF78 Piper Sandler Companies COM USD0.01 724078100 918 NS USD 120983.22 0.2041678142 Long EC CORP US N 1 N N N Pitney Bowes Inc. 549300N2O26NW4ST6W55 Pitney Bowes Inc. COM USD1.00 724479100 9991 NS USD 46757.88 0.078907258 Long EC CORP US N 1 N N N Plantronics, Inc. 5493006O3W5M472F6668 Plantronics, Inc. COM USD0.01 727493108 2344 NS USD 92541.12 0.1561697415 Long EC CORP US N 1 N N N Plexus Corp 549300W7HCBI5YT25I79 Plexus Corp COM USD0.01 729132100 1779 NS USD 150859.2 0.2545856617 Long EC CORP US N 1 N N N Powell Industries Inc. 549300V08RO7MX2UBN26 Powell Industries Inc. COM USD0.01 739128106 713 NS USD 19165.44 0.0323430472 Long EC CORP US N 1 N N N PRA Group Inc. 549300Q5HW3JSSB86K27 PRA Group Inc. COM USD0.01 69354N106 2747 NS USD 101639 0.171523063 Long EC CORP US N 1 N N Preferred Bank 5493007K6HGI9G0ECX16 Preferred Bank COM STK NPV 740367404 877 NS USD 60083.27 0.1013948042 Long EC CORP US N 1 N N N Prestige Consumer Healthcare Inc N/A Prestige Consumer Healthcare Inc COM USD0.01 74112D101 3220 NS USD 179740.4 0.3033247469 Long EC CORP US N 1 N N N Pricesmart Inc 549300JVYOSTGVSDZS46 Pricesmart Inc COM USD0.0001 741511109 1558 NS USD 122505.54 0.2067368378 Long EC CORP US N 1 N N N Proassurance Corp 54930015E5J57R675E89 Proassurance Corp COM USD0.01 74267C106 3557 NS USD 79000.97 0.1333197725 Long EC CORP US N 1 N N N PROG Holdings Inc. 549300DHYTLBOVRXIG52 PROG Holdings Inc. COM NPV 74319R101 3561 NS USD 103945.59 0.1754155982 Long EC CORP US N 1 N N N Progress Software Corp. 549300R65B3JG6972S24 Progress Software Corp. COM USD0.01 743312100 2859 NS USD 138118.29 0.2330844672 Long EC CORP US N 1 N N N ProPetro Holding Corp. N/A ProPetro Holding Corp. COM USD0.001 74347M108 5328 NS USD 69530.4 0.11733751 Long EC CORP US N 1 N N N Proto Labs Inc 529900QHG5MGWT2WQQ09 Proto Labs Inc COM USD0.001 743713109 1786 NS USD 86067.34 0.1452447759 Long EC CORP US N 1 N N N Provident Financial Services Inc. 529900JOSO3SXEDVE477 Provident Financial Services Inc. COM USD0.01 74386T105 4301 NS USD 98879.99 0.1668670368 Long EC CORP US N 1 N N N Quaker Houghton 549300PJQ1R3WCWCPS54 Quaker Houghton COM USD1 747316107 854 NS USD 133565.6 0.225401478 Long EC CORP US N 1 N N N Quanex Building Products Corp. 5493000TL30VL5WOAW87 Quanex Building Products Corp. COM STK USD0.01 747619104 2375 NS USD 48307.5 0.0815223523 Long EC CORP US N 1 N N N QuinStreet Inc. 549300TP8MFBFPOS4Y78 QuinStreet Inc. COM USD0.001 74874Q100 3238 NS USD 35618 0.0601079158 Long EC CORP US N 1 N N N Radnet Inc 529900RECG94V2IZJ970 Radnet Inc COM STK USD0.01 750491102 2988 NS USD 61343.64 0.1035217685 Long EC CORP US N 1 N N N Rambus Inc. 2549000211GDCQSLV833 Rambus Inc. COM USD0.001 750917106 6889 NS USD 172913.9 0.2918045412 Long EC CORP US N 1 N N N Ranger Oil Corp. 5493003S4AVU6OSXB118 Ranger Oil Corp. COM USD0.01 70788V102 964 NS USD 41268.84 0.0696441115 Long EC CORP US N 1 N N N Rayonier Advanced Materials Inc 54930053QJ7OUGZG4F72 Rayonier Advanced Materials Inc COM USD0.01 75508B104 3576 NS USD 13767.6 0.0232338071 Long EC CORP US N 1 N N N RE/MAX Holdings Inc. 54930033W2KS56JHAN30 RE/MAX Holdings Inc. COM USD0.0001 CL 'A' 75524W108 1277 NS USD 31031.1 0.0523671949 Long EC CORP US N 1 N N N Ready Capital Corp. 549300MYWGZUG7ZUYO87 Ready Capital Corp. COM USD0.0001 75574U101 2655 NS USD 38975.4 0.0657737678 Long EC CORP US N 1 N N N Realogy Holdings Corp. 5493004HBTOTE9DI9P12 Realogy Holdings Corp. COM USD0.01 75605Y106 7684 NS USD 95127.92 0.160535151 Long EC CORP US N 1 N N N Red Robin Gourmet Burgers Inc. 529900V6NUMBYX34LV46 Red Robin Gourmet Burgers Inc. COM USD0.001 75689M101 926 NS USD 9111.84 0.01537688 Long EC CORP US N 1 N N N Redwood Trust, Inc. DRBV4N1ERQLEMIF11G78 Redwood Trust, Inc. COM STK USD0.01 758075402 7449 NS USD 75979.8 0.1282213326 Long EC CORP US N 1 N N N Regenxbio Incorporation 549300EOES47LATSET33 Regenxbio Incorporation COM USD0.0001 75901B107 1997 NS USD 42016.88 0.0709064823 Long EC CORP US N 1 N N N Renasant Corporation 549300OVE6OZHW2UUH81 Renasant Corporation COM USD5 75970E107 3511 NS USD 108630.34 0.183321448 Long EC CORP US N 1 N N N Renewable Energy Group Inc 549300HPU3BD8ZI0X358 Renewable Energy Group Inc COM USD0.0001 75972A301 3231 NS USD 198092.61 0.3342954105 Long EC CORP US N 1 N N N Rent-A-Center, Inc. 529900QUHE15UQNCCJ63 Rent-A-Center, Inc. COM USD0.01 76009N100 3850 NS USD 106029 0.1789315012 Long EC CORP US N 1 N N N Resideo Technologies Inc 5493006TKFPYISY2DS54 Resideo Technologies Inc COM USD0.001 76118Y104 8667 NS USD 204714.54 0.3454703898 Long EC CORP US N 1 N N N Resources Connection Inc. N/A Resources Connection Inc. COM USD0.01 76122Q105 2156 NS USD 39821.32 0.0672013182 Long EC CORP US N 1 N N N Retail Opportunity Investments Corp N/A Retail Opportunity Investments Corp COM STK USD0.0001 76131N101 7888 NS USD 142536.16 0.2405399379 Long EC CORP US N 1 N N N Rex American Resources Corp N/A Rex American Resources Corp COM USD0.01 761624105 330 NS USD 28673.7 0.0483889142 Long EC CORP US N 1 N N N Rogers Corp PW0CN80KNFR7RUOOKJ84 Rogers Corp CAP USD1 775133101 1190 NS USD 315802.2 0.5329387405 Long EC CORP US N 1 N N N RPC Inc 549300ZDXAFBC3SB4918 RPC Inc COM USD0.10 749660106 3687 NS USD 34510.32 0.0582386268 Long EC CORP US N 1 N N N RPT Realty 549300344BKLXBZOOF93 RPT Realty COM USD0.01 SHS OF BEN INT 74971D101 5757 NS USD 70062.69 0.1182357874 Long EC CORP US N 1 N N N Ruths Hospitality Group Inc. 529900JQW9JP41OHOD14 Ruths Hospitality Group Inc. COM USD0.01 783332109 1944 NS USD 35827.92 0.0604621708 Long EC CORP US N 1 N N N S&T Bancorp Inc N/A S&T Bancorp Inc COM USD2.50 783859101 2541 NS USD 74730.81 0.1261135729 Long EC CORP US N 1 N N N Safehold Inc 549300MHMP6BIE0XV355 Safehold Inc COM USD0.01 78645L100 946 NS USD 42428.1 0.0716004454 Long EC CORP US N 1 N N N Safety Insurance Group Inc. 254900LDCFLA3J746840 Safety Insurance Group Inc. COM USD0.01 78648T100 941 NS USD 87381.26 0.1474621097 Long EC CORP US N 1 N N N Sally Beauty Holdings Inc. 529900VXW6E8ONDIQ271 Sally Beauty Holdings Inc. COM STK USD0.01 79546E104 6888 NS USD 104422.08 0.176219709 Long EC CORP US N 1 N N N Sanfilippo(John B) 5299007IBEYVXKYDUX28 Sanfilippo(John B) COM USD0.01 800422107 629 NS USD 48043.02 0.0810760234 Long EC CORP US N 1 N N N Sanmina Corp X5K24XLM8QYRXF00EB42 Sanmina Corp COM USD0.01 801056102 4055 NS USD 177973.95 0.3003437366 Long EC CORP US N 1 N N N Saul Centers, Inc. N/A Saul Centers, Inc. COM USD0.01 804395101 843 NS USD 41357.58 0.0697938665 Long EC CORP US N 1 N N N ScanSource Inc. 7FHBAN017QDY4K2KP156 ScanSource Inc. COM NPV 806037107 1608 NS USD 62293.92 0.1051254338 Long EC CORP US N 1 N N N Scholastic Corporation N/A Scholastic Corporation COM USD0.01 807066105 1976 NS USD 74159.28 0.1251490752 Long EC CORP US N 1 N N N Schweitzer-Mauduit International Inc. 549300Z1FU4IDULG1R21 Schweitzer-Mauduit International Inc. COM USD0.10 808541106 2067 NS USD 56057.04 0.0946002539 Long EC CORP US N 1 N N N Seacoast Banking Corporation Of Florida 549300V6IC06XYQYPG88 Seacoast Banking Corporation Of Florida COM USD0.10 811707801 3573 NS USD 122339.52 0.2064566672 Long EC CORP US N 1 N N N Select Medical Holdings Corporation N/A Select Medical Holdings Corporation COM USD0.001 81619Q105 6675 NS USD 162536.25 0.2742915165 Long EC CORP US N 1 N N N SelectQuote Inc 549300BV28BWDIN9SP24 SelectQuote Inc COM 816307300 7890 NS USD 23038.8 0.0388796185 Long EC CORP US N 1 N N N Seneca Foods N/A Seneca Foods 'A'COM USD0.25 817070501 442 NS USD 25127.7 0.0424047863 Long EC CORP US N 1 N N N Service Properties Trust 529900IS770AG1K9QG27 Service Properties Trust COM USD0.01 SH BEN INT 81761L102 10635 NS USD 67319.55 0.1136065429 Long EC CORP US N 1 N N N ServisFirst Bancshares, Inc. N/A ServisFirst Bancshares, Inc. COM USD0.001 81768T108 3122 NS USD 260249.92 0.4391903052 Long EC CORP US N 1 N N N Shake Shack Inc 529900J74GJAHYP80N79 Shake Shack Inc COM USD0.01 'A' 819047101 2372 NS USD 115397.8 0.1947420195 Long EC CORP US N 1 N N N Shenandoah Telecommunications Co. 549300XH3H4OUKFPHS84 Shenandoah Telecommunications Co. COM STK NPV 82312B106 3229 NS USD 74137.84 0.1251128937 Long EC CORP US N 1 N N N Shoe Carnival Inc N/A Shoe Carnival Inc COM USD0.01 824889109 1280 NS USD 34892.8 0.0588840891 Long EC CORP US N 1 N N N Shutterstock Inc 529900G2TDIS56V0LO22 Shutterstock Inc COM USD0.01 825690100 1461 NS USD 87952.2 0.1484256117 Long EC CORP US N 1 N N N Signet Jewelers Limited 549300N3XPGE91WV7M22 Signet Jewelers Limited COM STK USD0.18 G81276100 3292 NS USD 196203.2 0.3311068963 Long EC CORP BM N 1 N N N Simmons First National Corp 549300IVR5AJKUVOGN05 Simmons First National Corp CLASS'A'COM USD1 828730200 6990 NS USD 179712.9 0.3032783387 Long EC CORP US N 1 N N N Simply Good Foods Company N/A Simply Good Foods Company COM USD0.01 82900L102 5356 NS USD 214025.76 0.3611837377 Long EC CORP US N 1 N N N Simulations Plus Inc. N/A Simulations Plus Inc. COM USD0.001 829214105 871 NS USD 41355.08 0.0697896476 Long EC CORP US N 1 N N N SiriusPoint Ltd 549300OGXFI85N3YZZ51 SiriusPoint Ltd COM USD0.1 G8192H106 5736 NS USD 32121.6 0.0542074914 Long EC CORP BM N 1 N N N Site Centers Corp W2AVA6SODOQ1LCYJQR54 Site Centers Corp COM USD0.10 82981J109 11541 NS USD 181424.52 0.3061668196 Long EC CORP US N 1 N N N Skywest Inc 529900UYS2KGS6Z42P09 Skywest Inc COM NPV 830879102 3356 NS USD 90477.76 0.1526876743 Long EC CORP US N 1 N N N Sleep Number Corporation 529900W0TZQLBT2DSS66 Sleep Number Corporation COM USD0.01 83125X103 1501 NS USD 68940.93 0.1163427373 Long EC CORP US N 1 N N SM Energy Co. 84BUTVXV5ODI6BXNMH43 SM Energy Co. COM USD0.01 78454L100 7601 NS USD 366900.27 0.6191703788 Long EC CORP US N 1 N N N Smart Global Holdings Inc 529900RDGHQY8XKXPN14 Smart Global Holdings Inc COM USD0.03 G8232Y101 2976 NS USD 73358.4 0.1237975331 Long EC CORP KY N 1 N N N Sonic Automotive, Inc. 549300NTLRGJ2JCBZU03 Sonic Automotive, Inc. COM USD0.01 CL'A' 83545G102 1339 NS USD 61071.79 0.1030630022 Long EC CORP US N 1 N N N Sonos Inc 549300WEPU6075I77M08 Sonos Inc COM USD0.001 83570H108 8012 NS USD 177305.56 0.2992157808 Long EC CORP US N 1 N N N South Jersey Industries Inc 549300DJYWYT5VXLFA46 South Jersey Industries Inc COM USD1.25 838518108 6618 NS USD 230637.3 0.3892168965 Long EC CORP US N 1 N N N Southside Bancshares Inc. 549300TC83207VQA2K65 Southside Bancshares Inc. COM USD1.25 84470P109 2091 NS USD 84330.03 0.1423129414 Long EC CORP US N 1 N N N Southwestern Energy Company EFWMP121W54QV9MGOP87 Southwestern Energy Company COM USD0.10 845467109 69971 NS USD 638135.52 1.076899212 Long EC CORP US N 1 N N N Spartannash Co. 549300TV3QCCSQLF5X16 Spartannash Co. COM NPV 847215100 2264 NS USD 77904.24 0.1314689624 Long EC CORP US N 1 N N N SPS Commerce Inc 2549006XVF9GCCETDQ72 SPS Commerce Inc COM USD0.001 78463M107 2276 NS USD 243623.04 0.4111312591 Long EC CORP US N 1 N N N SPX Corporation P761FCI0CPOG24I8JE10 SPX Corporation COM USD10 784635104 2841 NS USD 142987.53 0.241301657 Long EC CORP US N 1 N N N St. Joe Co. 529900XVHOT3BF8PWG49 St. Joe Co. COM NPV 790148100 2077 NS USD 104867.73 0.1769717752 Long EC CORP US N 1 N N N Standard Motor Products, Inc. THGK1EO5B5HK0JHQVZ90 Standard Motor Products, Inc. COM USD2 853666105 1301 NS USD 51974.95 0.0877114358 Long EC CORP US N 1 N N N Standex International Corp RCX52GR0JW2LRRMH9Z54 Standex International Corp COM USD1.50 854231107 817 NS USD 76062.7 0.1283612323 Long EC CORP US N 1 N N N Stepan Co IZU1EW9GB3WC7CYCSR17 Stepan Co COM USD1 858586100 1381 NS USD 154823.91 0.2612763926 Long EC CORP US N 1 N N N Stewart Information Services Corporation 529900TV1XI0PLKENU10 Stewart Information Services Corporation COM USD1 860372101 1698 NS USD 94222.02 0.1590063802 Long EC CORP US N 1 N N N StoneX Group Inc 549300JUF07L8VF02M60 StoneX Group Inc COM 861896108 1067 NS USD 80099.69 0.1351739409 Long EC CORP US N 1 N N N Strategic Education Inc 0PYXF82EO1UCNGL5I740 Strategic Education Inc COM USD0.01 86272C103 1425 NS USD 93793.5 0.1582832221 Long EC CORP US N 1 N N N Sturm Ruger & Co 529900DV1BWFJSHFO847 Sturm Ruger & Co COM USD1 864159108 1189 NS USD 80721.21 0.1362228002 Long EC CORP US N 1 N N N Summit Hotel Properties, Inc. 254900OBQWJK6X20LS71 Summit Hotel Properties, Inc. COM USD0.01 866082100 6976 NS USD 60970.24 0.1028916294 Long EC CORP US N 1 N N N SunCoke Energy, Inc. 1KF1J2NXQE2PI0QOB943 SunCoke Energy, Inc. COM USD0.01 86722A103 5463 NS USD 44195.67 0.0745833459 Long EC CORP US N 1 N N N Supernus Pharmaceuticals, Inc 549300GRM36VBKISYJ58 Supernus Pharmaceuticals, Inc COM USD0.001 868459108 3522 NS USD 98158.14 0.1656488635 Long EC CORP US N 1 N N N Surmodics Inc 549300H76KXCAAGUS878 Surmodics Inc COM USD0.05 868873100 970 NS USD 38053.1 0.0642173208 Long EC CORP US N 1 N N N SYLVAMO CORPORATION 5493001AOYU1ZOWOC971 SYLVAMO CORPORATION COMMON STOCK 871332102 2257 NS USD 114520.18 0.1932609732 Long EC CORP US N 1 N N N Tactile Systems Technology Inc. 54930069VDTITHOTKJ98 Tactile Systems Technology Inc. COM USD0.001 87357P100 1362 NS USD 13837.92 0.0233524771 Long EC CORP US N 1 N N N Talos Energy Inc 549300OKFHZ84SFJFT95 Talos Energy Inc COM USD0.01 87484T108 1436 NS USD 31017.6 0.0523444127 Long EC CORP US N 1 N N N Tanger Factory Outlet Centers Incorporation UKEW8YSXE4Y581KYOL30 Tanger Factory Outlet Centers Incorporation COM USD0.01 875465106 6168 NS USD 108001.68 0.1822605394 Long EC CORP US N 1 N N N Techtarget Inc 529900YQA5JL2H2VMB84 Techtarget Inc COM STK USD0.001 87874R100 1557 NS USD 110687.13 0.1867924278 Long EC CORP US N 1 N N N Telephone and Data Systems Inc. N/A Telephone and Data Systems Inc. COM USD0.01 879433829 6350 NS USD 112585.5 0.1899960626 Long EC CORP US N 1 N N N Tennant Co JYAIRLT8DVP6DP8UT336 Tennant Co COM USD0.375 880345103 1234 NS USD 76804.16 0.1296124989 Long EC CORP US N 1 N N N The Aaron's Company Inc N/A The Aaron's Company Inc COM 00258W108 2245 NS USD 43912.2 0.07410497 Long EC CORP US N 1 N N N The Andersons Inc L38MWB8MVRFV7HVJPU11 The Andersons Inc COM NPV 034164103 2041 NS USD 76762.01 0.1295413678 Long EC CORP US N 1 N N N The Greenbrier Companies, Inc. 5493001GAGGFR30BP390 The Greenbrier Companies, Inc. COM USD0.001 393657101 2166 NS USD 90127.26 0.1520961806 Long EC CORP US N 1 N N N The ODP Corporation 549300OI428NU7XTM839 The ODP Corporation COM 88337F105 3016 NS USD 115181.04 0.1943762215 Long EC CORP US N 1 N N N Thryv Holdings Inc. N/A Thryv Holdings Inc. COM NEW 886029206 1075 NS USD 28154.25 0.0475123053 Long EC CORP US N 1 N N N Timkensteel Corporation 549300QZTZWHDE9HJL14 Timkensteel Corporation COM NPV 887399103 2857 NS USD 65996.7 0.1113741392 Long EC CORP US N 1 N N N Titan International, Inc. 54930043H7SFLNS88586 Titan International, Inc. COM NPV 88830M102 3341 NS USD 60839.61 0.1026711819 Long EC CORP US N 1 N N N Tivity Health Inc U5UKZMHGMOP0CPFG4B24 Tivity Health Inc COM USD0.001 88870R102 2501.0001 NS USD 81032.4 0.1367479555 Long EC CORP US N 1 N N N Tompkins Financial Corp. 254900QDQ6V0QJ0Z2348 Tompkins Financial Corp. COM USD0.10 890110109 798 NS USD 60815.58 0.1026306296 Long EC CORP US N 1 N N N Tootsie Roll Industries Inc. 529900SBKOV9XX4M4Q35 Tootsie Roll Industries Inc. COM USD0.6944 890516107 1145 NS USD 37865.15 0.0639001418 Long EC CORP US N 1 N N N Tredegar Corp. 54930003228ERHCH6K87 Tredegar Corp. COM NPV 894650100 1767 NS USD 21398.37 0.0361112758 Long EC CORP US N 1 N N N TreeHouse Foods, Inc. 5493007M7EVHE470Q576 TreeHouse Foods, Inc. COM USD0.01 89469A104 3542 NS USD 145647.04 0.2457897699 Long EC CORP US N 1 N N N Tri Pointe Homes Inc N/A Tri Pointe Homes Inc COM USD0.01 87265H109 6971 NS USD 146878.97 0.2478687396 Long EC CORP US N 1 N N N Trinseo PLC N/A Trinseo PLC COM USD0.01 G9059U107 2559 NS USD 121015.11 0.2042216309 Long EC CORP IE N 1 N N N Triumph Bancorp, Inc. 5493003RNRMEVYDZ1Q52 Triumph Bancorp, Inc. COM USD0.01 89679E300 1485 NS USD 108018.9 0.1822895994 Long EC CORP US N 1 N N N Triumph Group, Inc. 5493007L6S47Q14SL582 Triumph Group, Inc. 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COM USD0.01 89854H102 1178 NS USD 79444.32 0.1340679572 Long EC CORP US N 1 N N N TTM Technologies Inc 549300SC4BDOIS008048 TTM Technologies Inc COM NPV 87305R109 6638 NS USD 94857.02 0.160077988 Long EC CORP US N 1 N N N Tupperware Brands Corporation G8NWFN4YP7CR6FOP4886 Tupperware Brands Corporation COM USD0.01 899896104 3285 NS USD 21779.55 0.0367545443 Long EC CORP US N 1 N N N Two Harbors Investment Corp. 549300ZUIBT6KH4HU823 Two Harbors Investment Corp. COM USD0.01(POST REV SPLIT) 90187B408 20244 NS USD 108102.96 0.1824314566 Long EC CORP US N 1 N N UFP Industries Inc 5493007KB485C9OV5572 UFP Industries Inc COM 90278Q108 3958 NS USD 305557.6 0.5156502472 Long EC CORP US N 1 N N N Ultra Clean Holdings Inc 5493007L6LS7QX18PE75 Ultra Clean Holdings Inc COM USD0.001 90385V107 2695 NS USD 90444.2 0.1526310394 Long EC CORP US N 1 N N N Unifi, Inc. 549300MW5LPO0M2LNO04 Unifi, Inc. COM USD0.10 904677200 1046 NS USD 16537.26 0.027907806 Long EC CORP US N 1 N N N Unifirst Corp 5493003XBTNWBC8UK019 Unifirst Corp COM USD0.10 904708104 959 NS USD 156738.96 0.2645081761 Long EC CORP US N 1 N N N Uniqure N.V. 967600V5WH1JCD6HRG94 Uniqure N.V. COM EUR0.05 N90064101 2283 NS USD 32783.88 0.0553251362 Long EC CORP NL N 1 N N Unisys Corp. 549300T21W22FIJJOW08 Unisys Corp. COM USD0.01 909214306 3709 NS USD 44248.37 0.0746722809 Long EC CORP US N 1 N N N United Community Banks Inc 549300GVW0FV66X3U703 United Community Banks Inc COM CAP USD1 90984P303 6727 NS USD 211429.61 0.3568025494 Long EC CORP US N 1 N N N United Fire Group Inc N/A United Fire Group Inc COM USD0.001 910340108 1524 NS USD 49392.84 0.083353941 Long EC CORP US N 1 N N N United Natural Foods, Inc. 549300GKGW6WPZ282D40 United Natural Foods, Inc. COM USD0.01 911163103 3630 NS USD 153948.3 0.2597987383 Long EC CORP US N 1 N N N United States Treasury Bills 254900HROIFWPRGM1V77 B 0 06/16/22 912796J42 100000 PA USD 99976.44 0.1687173744 Long DBT UST US N 2 2022-06-16 None 0 N N N N N N Uniti Group Inc 549300V3NU625PJUVA84 Uniti Group Inc COM USD0.0001 91325V108 14870 NS USD 168625.8 0.2845680666 Long EC CORP US N 1 N N N Unitil Corp N/A Unitil Corp COM NPV 913259107 1026 NS USD 59313.06 0.1000950199 Long EC CORP US N 1 N N N Universal Corporation 549300BZXZ66F6DTIF20 Universal Corporation COM NPV 913456109 1631 NS USD 103862.08 0.1752746691 Long EC CORP US N 1 N N N Universal Electronics Inc. 549300ZW9EULAR7T6F89 Universal Electronics Inc. COM USD0.01 913483103 997 NS USD 26719.6 0.0450912311 Long EC CORP US N 1 N N N Universal Health Realty Income Trust 549300L4MWZL4IH6H172 Universal Health Realty Income Trust SHS BEN INT USD0.01 91359E105 828 NS USD 44438.76 0.0749935776 Long EC CORP US N 1 N N N Universal Insurance Holdings Inc 529900GGAZ6WVUCWQM46 Universal Insurance Holdings Inc COM USD0.01 91359V107 2188 NS USD 28225.2 0.0476320385 Long EC CORP US N 1 N N N Urban Edge Properties N/A Urban Edge Properties COM USD0.01 91704F104 6914 NS USD 130328.9 0.2199393159 Long EC CORP US N 1 N N N Urstadt Biddle Properties Inc. 549300XXD0YL0AER3Z82 Urstadt Biddle Properties Inc. CLASS'A'COM USD0.01 917286205 2141 NS USD 37681.6 0.0635903881 Long EC CORP US N 1 N N N US Physical Therapy Inc 529900KL1UXQYFIOMY96 US Physical Therapy Inc COM USD0.01 90337L108 855 NS USD 96264.45 0.1624531265 Long EC CORP US N 1 N N N US Silica Holdings Inc 529900HOXGPM9F75C193 US Silica Holdings Inc COM USD0.01 90346E103 4697 NS USD 83042.96 0.1401409189 Long EC CORP US N 1 N N N USANA Health Sciences Inc. 549300YTURXE814MAH96 USANA Health Sciences Inc. COM USD0.001 90328M107 735 NS USD 51692.55 0.0872348657 Long EC CORP US N 1 N N N Vanda Pharmace Inc 529900AY8VOOQBKJ0O70 Vanda Pharmace Inc COM STK USD0.001 921659108 3820 NS USD 37550.6 0.0633693162 Long EC CORP US N 1 N N N Varex Imaging Corporation 549300CWYWPVCT8E9W67 Varex Imaging Corporation COM USD0.01 92214X106 2748 NS USD 63313.92 0.1068467566 Long EC CORP US N 1 N N N Vector Group Ltd 549300TUIF4WWN6NDN50 Vector Group Ltd COM USD0.1 92240M108 8486 NS USD 104462.66 0.1762881907 Long EC CORP US N 1 N N N Veeco Instruments Inc. 5493004201F72ADDZW04 Veeco Instruments Inc. COM USD0.01 922417100 3181 NS USD 68168.83 0.1150397635 Long EC CORP US N 1 N N N Vera Bradley Inc. 52990005Q6LEJKXO7M51 Vera Bradley Inc. COM NPV 92335C106 1892 NS USD 12884.52 0.0217435466 Long EC CORP US N 1 N N N Vericel Corporation 54930076YM3PLTDR4B91 Vericel Corporation COM NPV 92346J108 2991 NS USD 81205.65 0.1370403273 Long EC CORP US N 1 N N N Veris Residential Inc N/A Veris Residential Inc COM STK USD0.01 554489104 5085 NS USD 81817.65 0.1380731209 Long EC CORP US N 1 N N N Veritex Holdings Inc. 549300F3SMOML02SC814 Veritex Holdings Inc. COM USD0.01 923451108 3196 NS USD 110134.16 0.1858592515 Long EC CORP US N 1 N N N Veritiv Corporation 529900VQARHWQROHAS58 Veritiv Corporation COM USD1 923454102 911 NS USD 132413.85 0.2234578177 Long EC CORP US N 1 N N N Viad Corp 549300PXU4ZW7LPO5Y40 Viad Corp COM USD1.5 92552R406 1455 NS USD 43824.6 0.0739571388 Long EC CORP US N 1 N N N Viavi Solutions Inc 5493006K3E3N1QOBF092 Viavi Solutions Inc COM USD0.001 925550105 14793 NS USD 214054.71 0.3612325929 Long EC CORP US N 1 N N N VIR Biotechnology Inc N/A VIR Biotechnology Inc COM 92764N102 4602 NS USD 118777.62 0.2004457069 Long EC CORP US N 1 N N N Virtus Investment Partners Inc 549300HWF93HB8BDM648 Virtus Investment Partners Inc COM USD0.01 92828Q109 449 NS USD 86504.34 0.1459822446 Long EC CORP US N 1 N N N Vista Ootdoor Inc 549300QI2D33ESTJLN81 Vista Ootdoor Inc COM NPV 928377100 3609 NS USD 139090.86 0.2347257484 Long EC CORP US N 1 N N N Vonage Holdings Corporation 529900W7N0N4WLN1JY21 Vonage Holdings Corporation COM STK USD0.001 92886T201 15519 NS USD 300603.03 0.5072890569 Long EC CORP US N 1 N N N Wabash National Corporation 5299004ZAWHQZI5XO485 Wabash National Corporation COM USD0.01 929566107 3495 NS USD 53648.25 0.0905352489 Long EC CORP US N 1 N N N Walker & Dunlop Inc. N/A Walker & Dunlop Inc. COM USD0.01 93148P102 1860 NS USD 197736.6 0.3336946182 Long EC CORP US N 1 N N N Warrior Met Coal Inc 549300152B1S9YKBYV79 Warrior Met Coal Inc COM USD0.01 93627C101 3238 NS USD 108861.56 0.1837116482 Long EC CORP US N 1 N N N Washington Real Estate Investment Trust 549300DI34BGS8LVKW95 Washington Real Estate Investment Trust SBI USD0.01 939653101 5482 NS USD 133157.78 0.2247132527 Long EC CORP US N 1 N N N WD-40 Co. 549300UZHTN0CNKBOB19 WD-40 Co. COM USD0.001 929236107 885 NS USD 167079.15 0.2819579844 Long EC CORP US N 1 N N N Westamerica Bancorp N/A Westamerica Bancorp COM NPV 957090103 1692 NS USD 101875.32 0.1719218699 Long EC CORP US N 1 N N N Whitestone REIT N/A Whitestone REIT SBI COM USD0.001 CL 'B' 966084204 5830 NS USD 71650.7 0.1209156675 Long EC CORP US N 1 N N N Winnebago Industries Inc. 549300B7OYKYJLTE3G11 Winnebago Industries Inc. COM USD0.50 974637100 2107 NS USD 104191.15 0.1758299982 Long EC CORP US N 1 N N N WisdomTree Investments, Inc. 549300WIU8IS7UFO7871 WisdomTree Investments, Inc. COM USD0.01 97717P104 7365 NS USD 43821.75 0.0739523292 Long EC CORP US N 1 N N N Wolverine World Wide, Inc. 549300OVC7PK14LQ8D87 Wolverine World Wide, Inc. COM USD1 978097103 5154 NS USD 109986.36 0.1856098285 Long EC CORP US N 1 N N N World Acceptance Corporation 529900M7JQUDCH7Q9153 World Acceptance Corporation COM NPV 981419104 265 NS USD 39238.55 0.0662178522 Long EC CORP US N 1 N N N World Fuel Services Corp D3W7PCXCBRQLL17DZ313 World Fuel Services Corp COM USD0.01 981475106 4080 NS USD 101143.2 0.1706863651 Long EC CORP US N 1 N N N WSFS Financial Corporation 549300SU7VQHD6QRG886 WSFS Financial Corporation COM USD0.01 929328102 4209 NS USD 180061.02 0.3038658161 Long EC CORP US N 1 N N N WW International Inc SGT8R1MU6ESIC7UJC518 WW International Inc COM NPV 98262P101 6715 NS USD 47609.35 0.0803441744 Long EC CORP US N 1 N N N Xencor Inc 549300V5IF65437JKG30 Xencor Inc COM USD0.01 98401F105 3700 NS USD 82621 0.1394288313 Long EC CORP US N 1 N N N Xenia Hotels & Resorts Inc 54930075IWIPHF5IQL62 Xenia Hotels & Resorts Inc COM USD0.01 984017103 7194 NS USD 132297.66 0.2232617388 Long EC CORP US N 1 N N N Xpel Incorporation 549300KWSE3IGXLJNW66 Xpel Incorporation COM 98379L100 522 NS USD 26945.64 0.0454726897 Long EC CORP US N 1 N N N Xperi Holding Corporation N/A Xperi Holding Corporation COM 98390M103 6541 NS USD 107664.86 0.1816921316 Long EC CORP US N 1 N N N Zimvie Inc 549300GFKURT1J6XR665 Zimvie Inc COM 98888T107 1311 NS USD 28540.47 0.0481640791 Long EC CORP US N 1 N N N Zumiez Inc. 549300J0PDF58P6HZD25 Zumiez Inc. COM NPV 989817101 1394 NS USD 45737.14 0.0771846865 Long EC CORP US N 1 N N N 2022-07-21 SHELTON FUNDS /s/ Gregory Pusch Gregory Pusch General Counsel and CCO XXXX NPORT-EX 2 fp0076865_nportex.htm

 

S&P SMALLCAP INDEX FUND
Portfolio of Investments (Unaudited)
May 31, 2022

 

Security Description  Shares   Value 
Common Stock (99.44%)          
           
Basic Materials (5.22%)          
AdvanSix Inc   1,786   $82,745 
Allegheny Technologies Inc*,#   8,015    220,413 
American Vanguard Corp   1,902    46,941 
Arconic Corp*   6,331    178,091 
Balchem Corp   2,039    253,713 
Carpenter Technology Corp   2,804    98,785 
Century Aluminum Co*   3,179    37,512 
Clearwater Paper Corp*   1,183    40,636 
Compass Minerals International Inc   2,139    96,105 
GCP Applied Technologies Inc*   3,238    100,767 
Glatfelter Corp#   3,163    27,265 
Hawkins Inc   1,183    42,777 
HB Fuller Co   3,369    239,469 
Innospec Inc   1,552    158,351 
Kaiser Aluminum Corp   1,057    107,994 
Koppers Holdings Inc   1,482    40,162 
Livent Corp*,(a)   9,782    310,970 
Mercer International Inc   2,867    42,346 
Neenah Inc   1,088    41,246 
Quaker Chemical Corp   854    133,566 
Rayonier Advanced Materials Inc*   3,576    13,768 
Rogers Corp*,(a)   1,190    315,802 
Schweitzer-Mauduit International Inc   2,067    56,057 
Stepan Co   1,381    154,824 
Sylvamo Corp*   2,257    114,520 
Trinseo PLC   2,559    121,015 
Unifi Inc*   1,046    16,537 
Total Basic Materials        3,092,377 
           
           
Communications (4.24%)          
A10 Networks Inc   3,745    57,710 
ADTRAN Inc   3,066    56,813 
AMC Networks Inc*   1,982    77,813 
ATN International Inc   779    34,346 
CalAmp Corp*   2,444    17,743 
Cars.com Inc*   4,119    42,632 
Cogent Communications Holdings Inc   2,695    162,751 
Consolidated Communications Holdings Inc*   5,162    34,172 
ePlus Inc*   1,798    102,019 
The EW Scripps Co*   3,903    61,941 
Extreme Networks Inc*   7,992    79,281 
Gannett Co Inc*   9,383    36,875 
Gogo Inc*   4,207    85,234 
Harmonic Inc*   6,868    66,139 
HealthStream Inc*   1,832    37,318 
InterDigital Inc   1,985    129,601 
Liquidity Services Inc*   1,928    26,144 
NETGEAR Inc*   1,998    38,062 
OptimizeRx Corp*   1,119    28,624 
Perficient Inc*,#   2,092    204,828 
Plantronics Inc*   2,344    92,541 
QuinStreet Inc*   3,238    35,618 
Scholastic Corp   1,976    74,159 
Shenandoah Telecommunications Co   3,229    74,138 
Shutterstock Inc   1,461    87,952 
TechTarget Inc*   1,557    110,687 
Telephone and Data Systems Inc   6,350    112,586 
Thryv Holdings Inc*   1,075    28,154 
Viavi Solutions Inc*   14,793    214,055 
Vonage Holdings Corp*,(a)   15,519    300,603 
Total Communications        2,510,539 
           
Consumer, Cyclical (14.21%)          
Abercrombie & Fitch Co*   3,721    76,057 
Academy Sports & Outdoors Inc   5,484    183,769 
Allegiant Travel Co*   873    130,470 
American Axle & Manufacturing Holdings Inc*   7,476    60,630 
America's Car-Mart Inc*   397    43,035 
Asbury Automotive Group Inc*   1,487    269,370 
Bed Bath & Beyond Inc*   6,028    52,142 
Big Lots Inc   1,911    46,800 
BJ's Restaurants Inc*   1,372    36,042 
Bloomin' Brands Inc   5,356    113,065 
Boot Barn Holdings Inc*   1,856    149,779 
Brinker International Inc*   2,790    84,677 
The Buckle Inc   1,891    62,138 
Caleres Inc   2,523    71,805 
The Cato Corp   1,556    20,306 
Cavco Industries Inc*,#   542    120,411 
Century Communities Inc   1,701    92,483 
The Cheesecake Factory Inc   3,118    101,834 
Chico's FAS Inc*   8,496    42,055 
The Children's Place Inc*   943    44,774 
Chuy's Holdings Inc*   1,345    30,384 
Cinemark Holdings Inc*   6,765    114,870 
Conn's Inc*   1,366    18,031 
Dave & Buster's Entertainment Inc*   2,448    92,755 
Designer Brands Inc   3,952    61,375 
Dine Brands Global Inc   1,098    80,692 
Dorman Products Inc*   1,852    187,145 
El Pollo Loco Holdings Inc*   1,399    14,494 
Ethan Allen Interiors Inc   1,450    33,727 
Fossil Group Inc*   3,328    24,428 
Genesco Inc*   894    50,341 
Gentherm Inc*   2,093    144,291 
G-III Apparel Group Ltd*   2,872    71,972 
GMS Inc*   2,817    140,315 
Golden Entertainment Inc*   1,277    60,377 
Group 1 Automotive Inc   1,100    197,549 
Guess? Inc   2,510    52,359 
Haverty Furniture Cos Inc   1,111    31,397 
Hawaiian Holdings Inc*   3,036    53,889 
Healthcare Services Group Inc   4,744    81,454 
Hibbett Inc   956    48,517 
HNI Corp   2,445    93,228 
Installed Building Products Inc   1,478    141,208 
Interface Inc   4,184    60,208 
iRobot Corp*   1,698    80,808 
Jack in the Box Inc   1,024    69,939 
KAR Auction Services Inc*   7,573    120,941 
Kontoor Brands Inc   3,132    125,499 
La-Z-Boy Inc   2,792    71,280 
LCI Industries   1,627    194,459 
LGI Homes Inc*,#   1,345    131,797 
LL Flooring Holdings Inc*   1,940    23,299 
M/I Homes Inc*   1,897    88,685 
The Marcus Corp*   1,646    25,793 
MarineMax Inc*   1,369    56,690 
MDC Holdings Inc   3,636    138,822 
Meritage Homes Corp*   2,392    204,062 
Meritor Inc*   4,457    161,210 
Methode Electronics Inc   2,332    105,057 
Monarch Casino & Resort Inc*   854    57,944 
Motorcar Parts of America Inc*   1,357    20,124 
Movado Group Inc   1,175    39,868 
The ODP Corp*   3,016    115,181 
Oxford Industries Inc   1,009    91,980 
Patrick Industries Inc   1,482    89,083 
PC Connection Inc   791    35,366 
PetMed Express Inc   1,445    31,833 
PriceSmart Inc   1,558    122,506 
Red Robin Gourmet Burgers Inc*   926    9,112 
Resideo Technologies Inc*   8,667    204,715 
Ruth's Hospitality Group Inc   1,944    35,828 
Sally Beauty Holdings Inc*   6,888    104,422 
ScanSource Inc*   1,608    62,294 
Shake Shack Inc*   2,372    115,398 
Shoe Carnival Inc   1,280    34,893 
Signet Jewelers Ltd   3,292    196,203 
SkyWest Inc*   3,356    90,478 
Sleep Number Corp*,#   1,501    68,941 
Sonic Automotive Inc   1,339    61,072 
Sonos Inc*   8,012    177,306 
Standard Motor Products Inc   1,301    51,975 
Steven Madden Ltd   4,819    179,170 
Titan International Inc*   3,341    60,840 
Tri Pointe Homes Inc*   6,971    146,879 
Tupperware Brands Corp*   3,285    21,780 
UniFirst Corp   959    156,739 
Universal Electronics Inc*   997    26,720 
Vera Bradley Inc*   1,892    12,885 
Veritiv Corp*   911    132,414 
Vista Outdoor Inc*   3,609    139,091 
Wabash National Corp   3,495    53,648 
Winnebago Industries Inc   2,107    104,191 
Wolverine World Wide Inc   5,154    109,986 
World Fuel Services Corp   4,080    101,143 
XPEL Inc*   522    26,946 
Zumiez Inc*   1,394    45,737 
Total Consumer, Cyclical        8,419,680 
           
Consumer, Non-Cyclical (18.95%)          
The Aaron's Co Inc   2,245    43,912 
ABM Industries Inc   4,338    209,742 
Addus HomeCare Corp*   991    82,749 
Adtalem Global Education Inc*   3,189    104,025 
Alarm.com Holdings Inc*   2,918    184,505 
American Public Education Inc*   1,102    15,362 
AMN Healthcare Services Inc*,#   2,978    288,568 
Amphastar Pharmaceuticals Inc*   2,454    91,142 
The Andersons Inc   2,041    76,762 
AngioDynamics Inc*   2,694    52,883 
ANI Pharmaceuticals Inc*   753    22,778 
Anika Therapeutics Inc*   1,022    22,218 
Arcus Biosciences Inc*   2,864    54,273 
Arlo Technologies Inc*   5,260    37,241 
Artivion Inc*   2,686    52,538 
Avanos Medical Inc*   3,101    88,968 
Avid Bioservices Inc*   3,882    51,902 
B&G Foods Inc   4,291    97,020 
BioLife Solutions Inc*   1,847    25,341 
Calavo Growers Inc   1,095    37,285 
Cal-Maine Foods Inc   2,229    106,390 
Cara Therapeutics Inc*   1,387    11,540 
Cardiovascular Systems Inc*   2,591    42,130 
Celsius Holdings Inc*   2,413    161,888 
Central Garden & Pet Co - Class A*   2,610    110,481 
Central Garden & Pet Co*   702    31,716 
The Chefs' Warehouse Inc*   1,825    65,207 
Coca-Cola Consolidated Inc   292    164,971 
Coherus Biosciences Inc*   4,320    31,709 
Collegium Pharmaceutical Inc*   1,483    23,164 
Community Health Systems Inc*   7,521    39,410 
CONMED Corp   1,871    217,579 
Corcept Therapeutics Inc*   5,978    124,582 
CoreCivic Inc*   7,761    99,884 
CorVel Corp*,#   591    88,154 
Covetrus Inc*,#   6,600    137,412 
Cross Country Healthcare Inc*   2,325    41,036 
Cutera Inc*   1,019    45,845 
Cytokinetics Inc*,#   5,392    215,141 
Deluxe Corp   2,788    66,717 
Dynavax Technologies Corp*   7,524    89,235 
Eagle Pharmaceuticals Inc*   724    33,811 
Edgewell Personal Care Co   3,507    127,655 
elf Beauty Inc*   2,547    67,801 
Embecta Corp*   3,576    88,613 
Emergent BioSolutions Inc*   3,037    100,100 
Enanta Pharmaceuticals Inc*   1,144    45,680 
Endo International PLC*   14,456    7,628 
The Ensign Group Inc   3,306    268,348 
EVERTEC Inc   3,795    143,982 
Forrester Research Inc*   760    39,771 
Fresh Del Monte Produce Inc   1,961    50,084 
Fulgent Genetics Inc*   1,246    67,919 
Glaukos Corp*   2,792    113,997 
Green Dot Corp*   3,393    97,854 
Hanger Inc*   2,316    36,570 
Harmony Biosciences Holdings Inc*   1,410    61,476 
Heidrick & Struggles International Inc   1,373    47,451 
Heska Corp*   688    68,656 
Hostess Brands Inc*,#   8,716    185,215 
Innoviva Inc*   4,184    63,471 
Inogen Inc*   1,194    30,662 
Integer Holdings Corp*   2,079    165,863 
Inter Parfums Inc   1,165    85,977 
iTeos Therapeutics Inc*   1,290    22,575 
J & J Snack Foods Corp   935    119,886 
John B Sanfilippo & Son Inc   629    48,043 
The Joint Corp*   851    14,195 
Kelly Services Inc   2,377    47,445 
Korn Ferry   3,492    214,618 
Lantheus Holdings Inc*   4,264    292,169 
LeMaitre Vascular Inc   1,174    53,675 
Ligand Pharmaceuticals Inc*   1,059    94,156 
Medifast Inc   695    115,891 
MEDNAX Inc*   5,538    106,994 
Meridian Bioscience Inc*   2,867    78,843 
Merit Medical Systems Inc*   3,169    194,545 
MGP Ingredients Inc   853    82,622 
ModivCare Inc*   822    78,443 
Monro Inc   2,226    105,557 
Myriad Genetics Inc*   4,997    96,142 
National Beverage Corp   1,539    76,381 
Natus Medical Inc*   2,190    71,810 
Nektar Therapeutics*   11,864    41,287 
NeoGenomics Inc*   7,328    61,702 
Omnicell Inc*,#,(a)   2,762    307,024 
OraSure Technologies Inc*   4,421    18,347 
Organogenesis Holdings Inc*   3,226    18,098 
Orthofix Medical Inc*   1,364    37,496 
Owens & Minor Inc   4,502    157,030 
Pacira BioSciences Inc*   2,858    180,769 
The Pennant Group Inc*   1,684    32,215 
Perdoceo Education Corp*   4,611    50,306 
Phibro Animal Health Corp   1,453    27,912 
Prestige Consumer Healthcare Inc*   3,220    179,740 
PROG Holdings Inc*   3,561    103,946 
Quanex Building Products Corp   2,375    48,308 
RadNet Inc*   2,988    61,344 
REGENXBIO Inc*   1,997    42,017 
Rent-A-Center Inc   3,850    106,029 
Resources Connection Inc   2,156    39,821 
Select Medical Holdings Corp   6,675    162,536 
Seneca Foods Corp*   442    25,128 
The Simply Good Foods Co*   5,356    214,026 
SpartanNash Co   2,264    77,904 
Strategic Education Inc   1,425    93,794 
Supernus Pharmaceuticals Inc*   3,522    98,158 
Surmodics Inc*   970    38,053 
Tactile Systems Technology Inc*   1,362    13,838 
Tivity Health Inc*   2,501    81,032 
Tootsie Roll Industries Inc   1,145    37,865 
TreeHouse Foods Inc*   3,542    145,647 
TrueBlue Inc*   2,412    53,112 
uniQure NV*,#   2,283    32,784 
United Natural Foods Inc*   3,630    153,948 
Universal Corp   1,631    103,862 
US Physical Therapy Inc   855    96,264 
USANA Health Sciences Inc*   735    51,693 
Vanda Pharmaceuticals Inc*   3,820    37,551 
Varex Imaging Corp*   2,748    63,314 
Vector Group Ltd   8,486    104,463 
Vericel Corp*   2,991    81,206 
Viad Corp*   1,455    43,825 
Vir Biotechnology Inc*   4,602    118,778 
WD-40 Co   885    167,079 
WW International Inc*   6,715    47,609 
Xencor Inc*   3,700    82,621 
Zimvie Inc*   1,311    28,540 
Total Consumer, Non-Cyclical        11,234,000 
           
Energy (6.52%)          
Archrock Inc   8,479    85,044 
Bristow Group Inc*   1,489    47,335 
Callon Petroleum Co*,#   3,051    178,361 
Civitas Resources Inc(a)   4,510    344,339 
CONSOL Energy Inc*   1,985    102,347 
Core Laboratories NV   2,961    83,441 
DMC Global Inc*   786    21,749 
Dril-Quip Inc*   2,345    73,727 
FutureFuel Corp   1,848    13,287 
Green Plains Inc*   3,445    112,238 
Helix Energy Solutions Group Inc*   9,162    42,512 
Helmerich & Payne Inc(a)   6,602    332,411 
Laredo Petroleum Inc*   645    54,290 
Nabors Industries Ltd*   420    70,043 
NOW Inc*   5,519    60,930 
Oceaneering International Inc*   6,554    83,367 
Oil States International Inc*   4,333    33,537 
Par Pacific Holdings Inc*   2,639    43,280 
Patterson-UTI Energy Inc   12,535    239,168 
PBF Energy Inc*   5,984    198,669 
ProPetro Holding Corp*   5,328    69,530 
Ranger Oil Corp*   964    41,269 
Renewable Energy Group Inc*   3,231    198,093 
REX American Resources Corp*   330    28,674 
RPC Inc*   3,687    34,510 
SM Energy Co(a)   7,601    366,900 
Southwestern Energy Co*,(a)   69,971    638,136 
SunCoke Energy Inc   5,463    44,196 
Talos Energy Inc*   1,436    31,018 
US Silica Holdings Inc*   4,697    83,043 
Warrior Met Coal Inc   3,238    108,862 
Total Energy        3,864,306 
           
Financial (25.42%)          
Banks (9.79%)          
Allegiance Bancshares Inc   1,202    48,381 
Ameris Bancorp   4,211    191,979 
BancFirst Corp   1,006    91,274 
Bancorp Inc*   3,287    68,468 
BankUnited Inc   5,511    229,588 
Banner Corp   2,195    127,551 
Central Pacific Financial Corp   1,761    42,511 
City Holding Co   952    78,150 
Columbia Banking System Inc   4,632    139,655 
Community Bank System Inc   3,471    229,086 
Customers Bancorp Inc*   1,891    78,098 
CVB Financial Corp   8,024    198,835 
Dime Community Bancshares Inc   1,639    51,530 
Eagle Bancorp Inc   2,012    99,715 
FB Financial Corp   2,073    87,107 
First BanCorp/Puerto Rico   12,629    188,551 
First Bancorp/Southern Pines NC   2,219    83,146 
First Commonwealth Financial Corp   5,896    82,603 
First Financial Bancorp   5,905    123,887 
First Hawaiian Inc   7,746    198,375 
Flagstar Bancorp Inc   3,398    130,925 
Hanmi Financial Corp   1,915    44,696 
Heritage Financial Corp   2,370    61,857 
Hilltop Holdings Inc   3,970    119,140 
HomeStreet Inc   1,321    53,250 
Hope Bancorp Inc   7,571    110,385 
Independent Bank Corp   3,019    251,483 
Independent Bank Group Inc   2,326    169,984 
Lakeland Financial Corp   1,632    117,765 
Meta Financial Group Inc   1,867    77,611 
National Bank Holdings Corp   2,037    83,008 
NBT Bancorp Inc   2,730    100,955 
OFG Bancorp   3,140    88,988 
Park National Corp   928    114,803 
Preferred Bank   877    60,083 
Renasant Corp   3,511    108,630 
S&T Bancorp Inc   2,541    74,731 
Seacoast Banking Corp of Florida   3,573    122,340 
ServisFirst Bancshares Inc   3,122    260,250 
Simmons First National Corp   6,990    179,713 
Southside Bancshares Inc   2,091    84,330 
Tompkins Financial Corp   798    60,816 
Triumph Bancorp Inc*   1,485    108,019 
TrustCo Bank Corp NY   1,388    44,707 
Trustmark Corp   3,968    115,429 
United Community Banks Inc   6,727    211,430 
Veritex Holdings Inc   3,196    110,134 
Walker & Dunlop Inc   1,860    197,737 
Westamerica BanCorp   1,692    101,875 
         5,803,564 
Diversified Financial Service (1.83%)          
B Riley Financial Inc   1,016    55,220 
Blucora Inc*   3,171    56,095 
Brightsphere Investment Group Inc   2,258    46,041 
Encore Capital Group Inc*   1,562    95,454 
Enova International Inc*   2,136    67,455 
EZCORP Inc*   4,257    32,268 
Greenhill & Co Inc   1,066    13,112 
LendingTree Inc*   727    45,881 
Mr Cooper Group Inc*   4,570    198,155 
Piper Sandler Cos   918    120,983 
PRA Group Inc*,#   2,747    101,639 
StoneX Group Inc*   1,067    80,100 
Virtus Investment Partners Inc   449    86,504 
WisdomTree Investments Inc   7,365    43,822 
World Acceptance Corp*   265    39,239 
         1,081,968 
Insurance (2.87%)          
Ambac Financial Group Inc*   3,262    34,936 
American Equity Investment Life Holding Co   5,232    210,640 
AMERISAFE Inc   1,293    65,167 
Assured Guaranty Ltd   4,397    258,763 
eHealth Inc*   1,677    17,609 
Employers Holdings Inc   1,761    72,923 
Genworth Financial Inc*   32,702    132,443 
HCI Group Inc   459    31,198 
Horace Mann Educators Corp   2,613    105,722 
James River Group Holdings Ltd   2,043    52,199 
NMI Holdings Inc*   5,506    102,467 
Palomar Holdings Inc*   1,266    78,682 
ProAssurance Corp   3,557    79,001 
Safety Insurance Group Inc   941    87,381 
Selectquote Inc*   7,890    23,039 
SiriusPoint Ltd*   5,736    32,122 
Stewart Information Services Corp   1,698    94,222 
Trupanion Inc*   2,205    147,470 
United Fire Group Inc   1,524    49,393 
Universal Insurance Holdings Inc   2,188    28,225 
         1,703,602 
Real Estate (9.18%)          
Acadia Realty Trust   5,770    113,438 
Agree Realty Corp#,(a)    4,485    312,021 
Alexander & Baldwin Inc   4,568    93,187 
American Assets Trust Inc   3,246    110,689 
Anywhere Real Estate Inc*   7,684    95,128 
Apollo Commercial Real Estate Finance Inc   8,591    109,363 
Armada Hoffler Properties Inc   3,969    54,693 
ARMOUR Residential REIT Inc   4,218    31,888 
Brandywine Realty Trust   10,779    120,186 
CareTrust REIT Inc   6,403    118,648 
Centerspace   832    69,039 
Chatham Lodging Trust*   3,361    42,819 
Community Healthcare Trust Inc   1,456    54,862 
DiamondRock Hospitality Co*   13,438    138,277 
Diversified Healthcare Trust   15,727    35,700 
Douglas Elliman Inc   4,243    24,397 
Easterly Government Properties Inc   5,311    104,255 
Ellington Financial Inc   3,507    54,323 
Essential Properties Realty Trust Inc   7,581    173,453 
Four Corners Property Trust Inc   4,936    136,086 
Franklin BSP Realty Trust Inc   2,227    34,474 
Franklin Street Properties Corp   6,376    28,820 
The GEO Group Inc*,#   6,097    43,350 
Getty Realty Corp   2,449    68,425 
Global Net Lease Inc   5,985    86,603 
Granite Point Mortgage Trust Inc   3,929    43,219 
Hersha Hospitality Trust*   2,572    28,241 
Industrial Logistics Properties Trust   4,361    66,549 
Innovative Industrial Properties Inc   1,708    227,249 
Invesco Mortgage Capital Inc   20,040    35,671 
iStar Inc   4,376    76,142 
KKR Real Estate Finance Trust Inc   2,854    58,279 
LTC Properties Inc   2,624    101,654 
LXP Industrial Trust   17,951    207,514 
Marcus & Millichap Inc   1,681    70,400 
New York Mortgage Trust Inc   24,542    74,362 
NexPoint Residential Trust Inc   1,473    108,236 
Office Properties Income Trust   3,225    68,725 
Orion Office REIT Inc   3,501    46,668 
PennyMac Mortgage Investment Trust   6,332    102,452 
RE/MAX Holdings Inc   1,277    31,031 
Ready Capital Corp   2,655    38,975 
Redwood Trust Inc   7,449    75,980 
Retail Opportunity Investments Corp   7,888    142,536 
RPT Realty   5,757    70,063 
Safehold Inc   946    42,428 
Saul Centers Inc   843    41,358 
Service Properties Trust   10,635    67,320 
SITE Centers Corp   11,541    181,425 
The St Joe Co   2,077    104,868 
Summit Hotel Properties Inc*   6,976    60,970 
Tanger Factory Outlet Centers Inc   6,168    108,002 
Two Harbors Investment Corp#   20,244    108,103 
Uniti Group Inc   14,870    168,626 
Universal Health Realty Income Trust   828    44,439 
Urban Edge Properties   6,914    130,329 
Urstadt Biddle Properties Inc   2,141    37,682 
Veris Residential Inc*   5,085    81,818 
Washington Real Estate Investment Trust   5,482    133,158 
Whitestone REIT   5,830    71,651 
Xenia Hotels & Resorts Inc*   7,194    132,298 
         5,442,545 
Savings&Loans (1.75%)          
Axos Financial Inc*   3,322    128,395 
Banc of California Inc   3,213    61,818 
Berkshire Hills Bancorp Inc   3,076    80,314 
Brookline Bancorp Inc   5,218    73,939 
Capitol Federal Financial Inc   8,349    84,742 
Northfield Bancorp Inc   3,099    41,186 
Northwest Bancshares Inc   7,972    102,759 
Pacific Premier Bancorp Inc   5,653    184,062 
Provident Financial Services Inc   4,301    98,880 
WSFS Financial Corp   4,209    180,061 
         1,036,156 
           
Total Financial        15,067,835 
           
Industrial (15.15%)          
AAON Inc#   2,637    141,290 
AAR Corp*   2,190    105,602 
Advanced Energy Industries Inc   2,372    193,223 
Aerojet Rocketdyne Holdings Inc*,#   4,783    194,859 
AeroVironment Inc*   1,474    135,549 
Alamo Group Inc   650    76,460 
Albany International Corp   2,054    173,358 
American Woodmark Corp*   1,115    58,069 
Apogee Enterprises Inc   1,595    66,352 
Applied Industrial Technologies Inc   2,422    250,459 
ArcBest Corp   1,556    117,680 
Arcosa Inc   3,115    164,690 
Astec Industries Inc   1,504    70,342 
Atlas Air Worldwide Holdings Inc*   1,275    88,880 
AZZ Inc   1,564    70,005 
Badger Meter Inc#   1,884    149,100 
Barnes Group Inc   2,934    105,712 
Benchmark Electronics Inc   2,427    61,864 
Boise Cascade Co   2,535    196,006 
Brady Corp   3,056    148,247 
CIRCOR International Inc*   1,426    27,721 
Comfort Systems USA Inc   2,255    202,319 
Comtech Telecommunications Corp   1,747    21,855 
CTS Corp   2,147    87,318 
Dorian LPG Ltd   2,072    35,224 
DXP Enterprises Inc*   1,147    35,190 
Encore Wire Corp   1,275    159,401 
Enerpac Tool Group Corp   3,859    75,328 
EnPro Industries Inc   1,297    124,201 
ESCO Technologies Inc   1,684    110,824 
Exponent Inc(a)   3,308    299,010 
Fabrinet*   2,343    203,536 
FARO Technologies Inc*   1,177    37,923 
Federal Signal Corp   3,821    134,117 
Forward Air Corp   1,722    160,473 
Franklin Electric Co Inc   2,481    182,899 
Gibraltar Industries Inc*   2,180    91,037 
Granite Construction Inc#   2,886    94,228 
The Greenbrier Cos Inc   2,166    90,127 
Griffon Corp   3,050    97,814 
Harsco Corp*   5,252    43,592 
Haynes International Inc   896    34,272 
Heartland Express Inc   3,348    47,809 
Hillenbrand Inc   4,641    194,179 
Hub Group Inc*   2,139    156,104 
Ichor Holdings Ltd*   1,611    48,717 
Insteel Industries Inc   1,310    54,247 
Itron Inc*   2,868    148,017 
John Bean Technologies Corp   1,987    241,917 
Kaman Corp   1,860    67,351 
Knowles Corp*   6,051    116,300 
Lindsay Corp   723    91,098 
Marten Transport Ltd   3,797    66,675 
Materion Corp   1,352    110,837 
Matson Inc   2,647    237,912 
Matthews International Corp   2,048    66,273 
Mesa Laboratories Inc   287    60,055 
Moog Inc   1,898    154,478 
Mueller Industries Inc   3,631    195,529 
Myers Industries Inc#   2,544    60,547 
MYR Group Inc*   1,085    99,397 
National Presto Industries Inc   360    24,332 
NV5 Global Inc*   742    91,400 
O-I Glass Inc*   10,182    167,494 
Olympic Steel Inc   587    20,058 
OSI Systems Inc*   1,028    86,270 
Park Aerospace Corp   1,578    19,220 
PGT Innovations Inc*   3,924    78,872 
Plexus Corp*   1,779    150,859 
Powell Industries Inc   713    19,165 
Proto Labs Inc*   1,786    86,067 
Sanmina Corp*   4,055    177,974 
SPX Corp*   2,841    142,988 
Standex International Corp   817    76,063 
Sturm Ruger & Co Inc   1,189    80,721 
Tennant Co   1,234    76,804 
TimkenSteel Corp*   2,857    65,997 
Tredegar Corp   1,767    21,398 
Triumph Group Inc*   3,587    54,881 
TTM Technologies Inc*   6,638    94,857 
UFP Industries Inc(a)   3,958    305,558 
Total Industrial        8,974,576 
           
Technology (7.69%)          
3D Systems Corp*   8,262    89,312 
8x8 Inc*   6,972    50,547 
Agilysys Inc*   1,224    50,025 
Allscripts Healthcare Solutions Inc*,#   7,943    135,746 
Alpha & Omega Semiconductor Ltd*   1,334    58,603 
Apollo Medical Holdings Inc*,#   2,391    89,758 
Axcelis Technologies Inc*   2,091    129,767 
Cerence Inc*,#   2,459    78,098 
CEVA Inc*   1,480    53,384 
Cohu Inc*,#   2,793    84,991 
Computer Programs and Systems Inc*   894    28,510 
Consensus Cloud Solutions Inc*   1,021    49,039 
Corsair Gaming Inc*   2,073    33,272 
CSG Systems International Inc   2,056    127,863 
Diebold Nixdorf Inc*   5,500    17,105 
Digi International Inc*   2,028    44,819 
Diodes Inc*   2,808    216,244 
Donnelley Financial Solutions Inc*   1,960    60,976 
Ebix Inc   1,594    46,465 
ExlService Holdings Inc*   2,097    298,172 
FormFactor Inc*   4,926    202,262 
Insight Enterprises Inc*,#   2,197    217,108 
Kulicke & Soffa Industries Inc   4,014    217,438 
LivePerson Inc*   4,137    69,419 
Loyalty Ventures Inc*   1,264    13,398 
ManTech International Corp   1,736    166,048 
MaxLinear Inc*,#   4,450    176,176 
NetScout Systems Inc*   4,707    161,591 
NextGen Healthcare Inc*   3,468    62,805 
OneSpan Inc*   2,332    30,852 
Onto Innovation Inc*,#   3,158    253,840 
PDF Solutions Inc*   1,992    47,609 
Photronics Inc*   4,101    89,156 
Pitney Bowes Inc   9,991    46,758 
Progress Software Corp   2,859    138,118 
Rambus Inc*   6,889    172,914 
Simulations Plus Inc   871    41,355 
SMART Global Holdings Inc*   2,976    73,358 
SPS Commerce Inc*   2,276    243,623 
TTEC Holdings Inc   1,178    79,444 
Ultra Clean Holdings Inc*   2,695    90,444 
Unisys Corp*   3,709    44,248 
Veeco Instruments Inc*   3,181    68,169 
Xperi Holding Corp   6,541    107,665 
Total Technology        4,556,494 
           
Utilities (2.04%)          
American States Water Co   2,386    189,091 
Avista Corp   4,542    197,304 
California Water Service Group   3,304    177,326 
Chesapeake Utilities Corp   1,108    147,996 
Middlesex Water Co   1,127    95,829 
Northwest Natural Holding Co   2,034    110,426 
South Jersey Industries Inc   6,618    230,637 
Unitil Corp   1,026    59,313 
Total Utilities        1,207,922 
           
Total Common Stock (Cost $43,128,252)        58,927,729 
           
United States Treasury Bills (0.17%)          
0.098%, 6/16/2022 (Cost $99,982)   100,000    99,976 
           
Right (0.01%)          
Lantheus Holdings Inc*,(b)   6,190    5,200 
           
Collateral Received for Securities on Loan (5.19%)          
Mount Vernon Liquid Assets Portfolio, 7-Day Yield: 0.92% (Cost $3,071,539)        3,071,539 
           
Total Investments (Cost $46,299,774) (104.81%)       $62,104,444 
Liabilities in Excess of Other Assets (-4.81%)        (2,847,690)
Net Assets (100.00%)       $59,256,754 

 

*Non-income producing security.

 

# Loaned security; a portion of the security is on loan at May 31, 2022. The aggregate amount of securities on loan at May 31, 2022 is $2,974,592.

 

(a) A portion of these securities, a total of $3,832,773, have been pledged or segregated in connection with obligations for futures contracts. 

 

(b) Level 3 security fair valued under procedures established by the Board of Trustees, represents 0.01% of net assets. The total value of the fair value securities is $5,200.

 

Futures contracts at May 31, 2022:
Contracts - $50 times premium / delivery month / commitment / exchange

 

Russell 2000 MINI  Notional
Amount		   Value   Unrealized
Appreciation		 
3 / JUN / 2022 / Long / CME   266,850.00    279,285.00    12,435.00