0001752724-21-260283.txt : 20211126
0001752724-21-260283.hdr.sgml : 20211126
20211126122308
ACCESSION NUMBER: 0001752724-21-260283
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20210930
FILED AS OF DATE: 20211126
PERIOD START: 20210930
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: Lattice Strategies Trust
CENTRAL INDEX KEY: 0001605803
IRS NUMBER: 000000000
STATE OF INCORPORATION: DE
FISCAL YEAR END: 0930
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-23002
FILM NUMBER: 211450688
BUSINESS ADDRESS:
STREET 1: 690 LEE ROAD
CITY: WAYNE
STATE: PA
ZIP: 19087
BUSINESS PHONE: 610-386-4068
MAIL ADDRESS:
STREET 1: 690 LEE ROAD
CITY: WAYNE
STATE: PA
ZIP: 19087
0001605803
S000047587
Hartford Multifactor Small Cap ETF
C000149410
Hartford Multifactor Small Cap ETF
ROSC
NPORT-P
1
primary_doc.xml
NPORT-P
false
0001605803
XXXXXXXX
S000047587
C000149410
Lattice Strategies Trust
811-23002
0001605803
549300X74R262ISYFF63
690 Lee Road
Wayne
19087
610-386-4068
Hartford Multifactor Small Cap ETF
S000047587
549300S8HLF0ZCUR8I52
2021-09-30
2021-09-30
N
24799800.73
28051.75
24771748.98
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
106949.43000000
N
Tupperware Brands Corp
G8NWFN4YP7CR6FOP4886
Tupperware Brands Corp
899896104
1078.00000000
NS
USD
22767.36000000
0.091908568984
Long
EC
CORP
US
N
1
N
N
N
MiMedx Group Inc
N/A
MiMedx Group Inc
602496101
4100.00000000
NS
USD
24846.00000000
0.100299740725
Long
EC
CORP
US
N
1
N
N
N
Entravision Communications Corp
549300SKHY2ALCLKV539
Entravision Communications Corp
29382R107
19283.00000000
NS
USD
136909.30000000
0.552683220351
Long
EC
CORP
US
N
1
N
N
N
Zumiez Inc
549300J0PDF58P6HZD25
Zumiez Inc
989817101
2085.00000000
NS
USD
82899.60000000
0.334653802874
Long
EC
CORP
US
N
1
N
N
N
ModivCare Inc
549300EFZIFW7F7I0Q28
ModivCare Inc
60783X104
881.00000000
NS
USD
160007.22000000
0.645926212675
Long
EC
CORP
US
N
1
N
N
N
HomeStreet Inc
N/A
HomeStreet Inc
43785V102
678.00000000
NS
USD
27899.70000000
0.112627089926
Long
EC
CORP
US
N
1
N
N
N
First BanCorp/Puerto Rico
N/A
First BanCorp/Puerto Rico
000000000
8573.00000000
NS
USD
112734.95000000
0.455094834405
Long
EC
CORP
PR
N
1
N
N
N
Independence Realty Trust Inc
549300Z3L8NU44NQEB29
Independence Realty Trust Inc
45378A106
2879.00000000
NS
USD
58587.65000000
0.236509945451
Long
EC
US
N
1
N
N
N
Primoris Services Corp
549300UF3OLBJ8D5K349
Primoris Services Corp
74164F103
689.00000000
NS
USD
16873.61000000
0.068116345009
Long
EC
CORP
US
N
1
N
N
N
Plexus Corp
549300W7HCBI5YT25I79
Plexus Corp
729132100
1239.00000000
NS
USD
110778.99000000
0.447198904241
Long
EC
CORP
US
N
1
N
N
N
First Interstate BancSystem Inc
549300WRWYTYX0RCNJ43
First Interstate BancSystem Inc
32055Y201
5340.00000000
NS
USD
214988.40000000
0.867877355666
Long
EC
CORP
US
N
1
N
N
N
Aviat Networks Inc
549300Z3X8Z4MK52CI65
Aviat Networks Inc
05366Y201
3933.00000000
NS
USD
129238.38000000
0.521716815814
Long
EC
CORP
US
N
1
N
N
N
Donegal Group Inc
N/A
Donegal Group Inc
257701201
3222.00000000
NS
USD
46686.78000000
0.188467839060
Long
EC
CORP
US
N
1
N
N
N
Hanmi Financial Corp
549300MSZ7RCG7EA6587
Hanmi Financial Corp
410495204
3977.00000000
NS
USD
79778.62000000
0.322054853956
Long
EC
CORP
US
N
1
N
N
N
Superior Group of Cos Inc
UOX145EEO0TB0ZWX2152
Superior Group of Cos Inc
868358102
1261.00000000
NS
USD
29368.69000000
0.118557192000
Long
EC
CORP
US
N
1
N
N
N
Simmons First National Corp
549300IVR5AJKUVOGN05
Simmons First National Corp
828730200
3265.00000000
NS
USD
96513.40000000
0.389610762154
Long
EC
CORP
US
N
1
N
N
N
Kforce Inc
5493003RDQQDVXY2SK46
Kforce Inc
493732101
2361.00000000
NS
USD
140810.04000000
0.568429948622
Long
EC
CORP
US
N
1
N
N
N
Steelcase Inc
GIE4CCPBJDI8SMV1OX95
Steelcase Inc
858155203
8767.00000000
NS
USD
111165.56000000
0.448759431922
Long
EC
CORP
US
N
1
N
N
N
Safety Insurance Group Inc
254900LDCFLA3J746840
Safety Insurance Group Inc
78648T100
1252.00000000
NS
USD
99221.00000000
0.400540955263
Long
EC
CORP
US
N
1
N
N
N
Universal Corp/VA
549300BZXZ66F6DTIF20
Universal Corp/VA
913456109
827.00000000
NS
USD
39968.91000000
0.161348760768
Long
EC
CORP
US
N
1
N
N
N
W&T Offshore Inc
549300Q7EOY2YIO3YK85
W&T Offshore Inc
92922P106
9588.00000000
NS
USD
35667.36000000
0.143984019976
Long
EC
CORP
US
N
1
N
N
N
Vera Bradley Inc
52990005Q6LEJKXO7M51
Vera Bradley Inc
92335C106
1228.00000000
NS
USD
11555.48000000
0.046647816467
Long
EC
CORP
US
N
1
N
N
N
ServisFirst Bancshares Inc
N/A
ServisFirst Bancshares Inc
81768T108
161.00000000
NS
USD
12525.80000000
0.050564859227
Long
EC
CORP
US
N
1
N
N
N
Kulicke & Soffa Industries Inc
529900H6BEIRBF429744
Kulicke & Soffa Industries Inc
501242101
2051.00000000
NS
USD
119532.28000000
0.482534681327
Long
EC
CORP
US
N
1
N
N
N
Cherry Hill Mortgage Investment Corp
N/A
Cherry Hill Mortgage Investment Corp
164651101
6657.00000000
NS
USD
59114.16000000
0.238635390854
Long
EC
US
N
1
N
N
N
Vector Group Ltd
549300TUIF4WWN6NDN50
Vector Group Ltd
92240M108
10902.00000000
NS
USD
139000.50000000
0.561125095011
Long
EC
CORP
US
N
1
N
N
N
Fidelity Investments
549300FQDFZGLUOCWN51
Fidelity Investments Money Market Government Portfolio
31607A703
1331.61000000
NS
USD
1331.61000000
0.005375518705
Long
STIV
RF
US
N
1
N
N
Cadence BanCorp
54930022CKKXKBR5CK30
Cadence BanCorp
12739A100
949.00000000
NS
USD
20840.04000000
0.084128254395
Long
EC
CORP
US
N
1
N
N
N
Central Garden & Pet Co
5493004DVZLD37DJ0H83
Central Garden & Pet Co
153527205
1178.00000000
NS
USD
50654.00000000
0.204482937562
Long
EC
CORP
US
N
1
N
N
N
Amkor Technology Inc
529900VHLRTKPWZJBM84
Amkor Technology Inc
031652100
6716.00000000
NS
USD
167564.20000000
0.676432657763
Long
EC
CORP
US
N
1
N
N
N
Kontoor Brands Inc
549300M0CPXV65RFF271
Kontoor Brands Inc
50050N103
2419.00000000
NS
USD
120829.05000000
0.487769555946
Long
EC
CORP
US
N
1
N
N
N
Mercury General Corp
5493001Q9EXPCEL4W527
Mercury General Corp
589400100
3225.00000000
NS
USD
179535.75000000
0.724760089184
Long
EC
CORP
US
N
1
N
N
N
Haverty Furniture Cos Inc
529900CVFMMIRXZVPD70
Haverty Furniture Cos Inc
419596101
6780.00000000
NS
USD
228553.80000000
0.922638931084
Long
EC
CORP
US
N
1
N
N
N
Old National Bancorp/IN
549300MMK90CL5KMVX16
Old National Bancorp/IN
680033107
1890.00000000
NS
USD
32035.50000000
0.129322721725
Long
EC
CORP
US
N
1
N
N
N
Virtu Financial Inc
5493001OPW2K42CH3884
Virtu Financial Inc
928254101
2939.00000000
NS
USD
71799.77000000
0.289845380146
Long
EC
CORP
US
N
1
N
N
N
Univest Financial Corp
4WII2HCR8UEWNU03U507
Univest Financial Corp
915271100
467.00000000
NS
USD
12791.13000000
0.051635958407
Long
EC
CORP
US
N
1
N
N
N
AMC Networks Inc
549300VGG9K75226LR46
AMC Networks Inc
00164V103
3281.00000000
NS
USD
152861.79000000
0.617081135948
Long
EC
CORP
US
N
1
N
N
N
Kelly Services Inc
N/A
Kelly Services Inc
488152208
1821.00000000
NS
USD
34380.48000000
0.138789069870
Long
EC
CORP
US
N
1
N
N
N
Prestige Consumer Healthcare Inc
N/A
Prestige Consumer Healthcare Inc
74112D101
1961.00000000
NS
USD
110031.71000000
0.444182241992
Long
EC
CORP
US
N
1
N
N
N
Veritiv Corp
529900VQARHWQROHAS58
Veritiv Corp
923454102
693.00000000
NS
USD
62065.08000000
0.250547831927
Long
EC
CORP
US
N
1
N
N
N
Magnachip Semiconductor Corp
529900P54J1ATLRBUV29
Magnachip Semiconductor Corp
55933J203
7038.00000000
NS
USD
124994.88000000
0.504586414551
Long
EC
CORP
US
N
1
N
N
N
Lee Enterprises Inc
N/A
Lee Enterprises Inc
523768406
2552.00000000
NS
USD
57777.28000000
0.233238597915
Long
EC
CORP
US
N
1
N
N
N
Coca-Cola Consolidated Inc
57VG5X0E00X0QJU7CQ58
Coca-Cola Consolidated Inc
191098102
330.00000000
NS
USD
130079.40000000
0.525111893007
Long
EC
CORP
US
N
1
N
N
N
NBT Bancorp Inc
N/A
NBT Bancorp Inc
628778102
492.00000000
NS
USD
17771.04000000
0.071739141286
Long
EC
CORP
US
N
1
N
N
N
Kimball International Inc
549300RYF7HKL9SKYG25
Kimball International Inc
494274103
4100.00000000
NS
USD
45920.00000000
0.185372458105
Long
EC
CORP
US
N
1
N
N
N
BioLife Solutions Inc
549300G2IVCMC2TJDW72
BioLife Solutions Inc
09062W204
114.00000000
NS
USD
4824.48000000
0.019475734248
Long
EC
CORP
US
N
1
N
N
N
Southwest Gas Holdings Inc
N/A
Southwest Gas Holdings Inc
844895102
430.00000000
NS
USD
28758.40000000
0.116093538745
Long
EC
CORP
US
N
1
N
N
N
Pacira BioSciences Inc
N/A
Pacira BioSciences Inc
695127100
438.00000000
NS
USD
24528.00000000
0.099016020305
Long
EC
CORP
US
N
1
N
N
N
BioDelivery Sciences International Inc
529900YQ5QSV2ZNM2W45
BioDelivery Sciences International Inc
09060J106
8733.00000000
NS
USD
31526.13000000
0.127266468045
Long
EC
CORP
US
N
1
N
N
N
Miller Industries Inc/TN
549300F1O74SPUJ7UU94
Miller Industries Inc/TN
600551204
1798.00000000
NS
USD
61203.92000000
0.247071452441
Long
EC
CORP
US
N
1
N
N
N
First Merchants Corp
TZTBT0OTGQ2FEK6XMX94
First Merchants Corp
320817109
297.00000000
NS
USD
12426.48000000
0.050163918623
Long
EC
CORP
US
N
1
N
N
N
Ennis Inc
N/A
Ennis Inc
293389102
4554.00000000
NS
USD
85842.90000000
0.346535483099
Long
EC
CORP
US
N
1
N
N
N
Walker & Dunlop Inc
N/A
Walker & Dunlop Inc
93148P102
609.00000000
NS
USD
69121.50000000
0.279033588043
Long
EC
CORP
US
N
1
N
N
N
Global Industrial Co
N/A
Global Industrial Co
37892E102
943.00000000
NS
USD
35730.27000000
0.144237978629
Long
EC
CORP
US
N
1
N
N
N
Catalyst Pharmaceuticals Inc
5299004O0R5XXLA5H544
Catalyst Pharmaceuticals Inc
14888U101
38255.00000000
NS
USD
202751.50000000
0.818478744329
Long
EC
CORP
US
N
1
N
N
N
IES Holdings Inc
549300687T8E6LN6EN72
IES Holdings Inc
44951W106
1165.00000000
NS
USD
53228.85000000
0.214877237949
Long
EC
CORP
US
N
1
N
N
N
Sharps Compliance Corp
N/A
Sharps Compliance Corp
820017101
1318.00000000
NS
USD
10899.86000000
0.044001172500
Long
EC
CORP
US
N
1
N
N
N
Super Micro Computer Inc
54930022CZO1N2UGVW07
Super Micro Computer Inc
86800U104
3197.00000000
NS
USD
116914.29000000
0.471966230944
Long
EC
CORP
US
N
1
N
N
N
Harvard Bioscience Inc
549300VLGB1D47GGC642
Harvard Bioscience Inc
416906105
4883.00000000
NS
USD
34083.34000000
0.137589558280
Long
EC
CORP
US
N
1
N
N
N
UMH Properties Inc
529900OM5K3PJ11F0Q09
UMH Properties Inc
903002103
4078.00000000
NS
USD
93386.20000000
0.376986703988
Long
EC
US
N
1
N
N
N
Sprouts Farmers Market Inc
529900P8F4G77Q52XE24
Sprouts Farmers Market Inc
85208M102
6223.00000000
NS
USD
144186.91000000
0.582061888792
Long
EC
CORP
US
N
1
N
N
N
ExlService Holdings Inc
81E3DTNF6OSH489ZOV15
ExlService Holdings Inc
302081104
473.00000000
NS
USD
58235.76000000
0.235089415959
Long
EC
CORP
US
N
1
N
N
N
Great Southern Bancorp Inc
5493000ZL7DLNMN1AB26
Great Southern Bancorp Inc
390905107
94.00000000
NS
USD
5152.14000000
0.020798450703
Long
EC
CORP
US
N
1
N
N
N
Resources Connection Inc
N/A
Resources Connection Inc
76122Q105
4606.00000000
NS
USD
72682.68000000
0.293409561265
Long
EC
CORP
US
N
1
N
N
N
Park National Corp
5493001T01TDELV5OO63
Park National Corp
700658107
218.00000000
NS
USD
26585.10000000
0.107320238153
Long
EC
CORP
US
N
1
N
N
N
Methode Electronics Inc
529900VM413LGLUS3F07
Methode Electronics Inc
591520200
2640.00000000
NS
USD
111012.00000000
0.448139532213
Long
EC
CORP
US
N
1
N
N
N
OceanFirst Financial Corp
N/A
OceanFirst Financial Corp
675234108
1423.00000000
NS
USD
30466.43000000
0.122988611036
Long
EC
CORP
US
N
1
N
N
N
Forestar Group Inc
549300BC2UB0GHV60V70
Forestar Group Inc
346232101
911.00000000
NS
USD
16971.93000000
0.068513248756
Long
EC
CORP
US
N
1
N
N
N
Co-Diagnostics Inc
549300Z1JPESYWFM1R93
Co-Diagnostics Inc
189763105
7124.00000000
NS
USD
69316.52000000
0.279820855830
Long
EC
CORP
US
N
1
N
N
N
Eagle Pharmaceuticals Inc/DE
549300TN20OLYTJVP152
Eagle Pharmaceuticals Inc/DE
269796108
699.00000000
NS
USD
38990.22000000
0.157397929518
Long
EC
CORP
US
N
1
N
N
N
NextGen Healthcare Inc
N/A
NextGen Healthcare Inc
65343C102
2248.00000000
NS
USD
31696.80000000
0.127955438372
Long
EC
CORP
US
N
1
N
N
N
BancorpSouth Bank
Q7C315HKI8VX0SSKBS64
BancorpSouth Bank
05971J102
253.00000000
NS
USD
7534.34000000
0.030415050653
Long
EC
CORP
US
N
1
N
N
N
Merit Medical Systems Inc
549300OYTY138SP2CE83
Merit Medical Systems Inc
589889104
829.00000000
NS
USD
59522.20000000
0.240282589848
Long
EC
CORP
US
N
1
N
N
N
Sage Therapeutics Inc
5493000JX4BJS9W6CN35
Sage Therapeutics Inc
78667J108
1027.00000000
NS
USD
45506.37000000
0.183702693082
Long
EC
CORP
US
N
1
N
N
N
Harrow Health Inc
N/A
Harrow Health Inc
415858109
3337.00000000
NS
USD
30333.33000000
0.122451305414
Long
EC
CORP
US
N
1
N
N
N
Sleep Number Corp
529900W0TZQLBT2DSS66
Sleep Number Corp
83125X103
153.00000000
NS
USD
14302.44000000
0.057736900254
Long
EC
CORP
US
N
1
N
N
N
Hub Group Inc
N/A
Hub Group Inc
443320106
1534.00000000
NS
USD
105462.50000000
0.425736996144
Long
EC
CORP
US
N
1
N
N
N
Inovalon Holdings Inc
5493007H9QSF4NHIHL56
Inovalon Holdings Inc
45781D101
2677.00000000
NS
USD
107856.33000000
0.435400544737
Long
EC
CORP
US
N
1
N
N
N
Associated Banc-Corp
549300N3CIN473IW5094
Associated Banc-Corp
045487105
1542.00000000
NS
USD
33029.64000000
0.133335922411
Long
EC
CORP
US
N
1
N
N
N
Hawkins Inc
549300VL3IJ23OWX1Y34
Hawkins Inc
420261109
300.00000000
NS
USD
10464.00000000
0.042241668153
Long
EC
CORP
US
N
1
N
N
N
Herman Miller Inc
U98HXD3PNK7HYU2MU887
Herman Miller Inc
600544100
1837.00000000
NS
USD
69181.42000000
0.279275476494
Long
EC
CORP
US
N
1
N
N
N
Greenbrier Cos Inc/The
5493001GAGGFR30BP390
Greenbrier Cos Inc/The
393657101
278.00000000
NS
USD
11951.22000000
0.048245362124
Long
EC
CORP
US
N
1
N
N
N
Applied Industrial Technologies Inc
549300NU173IJRC6PO38
Applied Industrial Technologies Inc
03820C105
850.00000000
NS
USD
76610.50000000
0.309265607615
Long
EC
CORP
US
N
1
N
N
N
IDT Corp
549300JNTN7ZMJDFCL56
IDT Corp
448947507
5668.00000000
NS
USD
237772.60000000
0.959853905317
Long
EC
CORP
US
N
1
N
N
N
Vanda Pharmaceuticals Inc
529900AY8VOOQBKJ0O70
Vanda Pharmaceuticals Inc
921659108
14577.00000000
NS
USD
249849.78000000
1.008607749907
Long
EC
CORP
US
N
1
N
N
N
Worthington Industries Inc
1WRCIANKYOIK6KYE5E82
Worthington Industries Inc
981811102
1449.00000000
NS
USD
76362.30000000
0.308263659791
Long
EC
CORP
US
N
1
N
N
N
Buckle Inc/The
5299007IU0461T3GDL34
Buckle Inc/The
118440106
5024.00000000
NS
USD
198900.16000000
0.802931436777
Long
EC
CORP
US
N
1
N
N
N
Collegium Pharmaceutical Inc
54930049FXZMTLW8D496
Collegium Pharmaceutical Inc
19459J104
3441.00000000
NS
USD
67925.34000000
0.274204861573
Long
EC
CORP
US
N
1
N
N
N
Supernus Pharmaceuticals Inc
549300GRM36VBKISYJ58
Supernus Pharmaceuticals Inc
868459108
6076.00000000
NS
USD
162046.92000000
0.654160189217
Long
EC
CORP
US
N
1
N
N
N
Centerspace
5493002LG2SH9EEHT720
Centerspace
15202L107
228.00000000
NS
USD
21546.00000000
0.086978113727
Long
EC
US
N
1
N
N
N
Bonanza Creek Energy Inc
IIVIHPH28S64K95M2381
Bonanza Creek Energy Inc
097793400
1218.00000000
NS
USD
58342.20000000
0.235519098982
Long
EC
CORP
US
N
1
N
N
N
Telephone and Data Systems Inc
N/A
Telephone and Data Systems Inc
879433829
9856.00000000
NS
USD
192192.00000000
0.775851556364
Long
EC
CORP
US
N
1
N
N
N
Farmland Partners Inc
549300LB188CHPZ4IL37
Farmland Partners Inc
31154R109
5007.00000000
NS
USD
60033.93000000
0.242348370510
Long
EC
US
N
1
N
N
N
Vista Outdoor Inc
549300QI2D33ESTJLN81
Vista Outdoor Inc
928377100
2094.00000000
NS
USD
84409.14000000
0.340747599485
Long
EC
CORP
US
N
1
N
N
N
Hope Bancorp Inc
549300UTF4QGMBHIZ219
Hope Bancorp Inc
43940T109
6991.00000000
NS
USD
100950.04000000
0.407520841913
Long
EC
CORP
US
N
1
N
N
N
Tiptree Inc
N/A
Tiptree Inc
88822Q103
13646.00000000
NS
USD
136732.92000000
0.551971199572
Long
EC
CORP
US
N
1
N
N
N
Central Valley Community Bancorp
N/A
Central Valley Community Bancorp
155685100
678.00000000
NS
USD
14577.00000000
0.058845259621
Long
EC
CORP
US
N
1
N
N
N
Victory Capital Holdings Inc
549300BN5LH2CIPPHS71
Victory Capital Holdings Inc
92645B103
3054.00000000
NS
USD
106920.54000000
0.431622894638
Long
EC
CORP
US
N
1
N
N
N
CNO Financial Group Inc
11XPYHB76MPM4Y4P2897
CNO Financial Group Inc
12621E103
7308.00000000
NS
USD
172030.32000000
0.694461744057
Long
EC
CORP
US
N
1
N
N
N
Trustmark Corp
5493000HPQ4D2RZ79739
Trustmark Corp
898402102
2342.00000000
NS
USD
75459.24000000
0.304618136010
Long
EC
CORP
US
N
1
N
N
N
Ameris Bancorp
PBJHNT51T5V6G5UQFV42
Ameris Bancorp
03076K108
961.00000000
NS
USD
49856.68000000
0.201264271005
Long
EC
CORP
US
N
1
N
N
N
Asbury Automotive Group Inc
549300JH4DTA7U42GL91
Asbury Automotive Group Inc
043436104
462.00000000
NS
USD
90893.88000000
0.366925565382
Long
EC
CORP
US
N
1
N
N
N
TrustCo Bank Corp NY
N/A
TrustCo Bank Corp NY
898349204
1180.00000000
NS
USD
37724.60000000
0.152288802984
Long
EC
CORP
US
N
1
N
N
N
USANA Health Sciences Inc
549300YTURXE814MAH96
USANA Health Sciences Inc
90328M107
1090.00000000
NS
USD
100498.00000000
0.405696021226
Long
EC
CORP
US
N
1
N
N
N
Dorian LPG Ltd
549300WP1W2WGMC7F395
Dorian LPG Ltd
000000000
53.00000000
NS
USD
657.73000000
0.002655161734
Long
EC
CORP
MH
N
1
N
N
N
Kadant Inc
549300K06LNJYBMPYP15
Kadant Inc
48282T104
248.00000000
NS
USD
50616.80000000
0.204332766494
Long
EC
CORP
US
N
1
N
N
N
Kennedy-Wilson Holdings Inc
549300MOI1T78144X610
Kennedy-Wilson Holdings Inc
489398107
499.00000000
NS
USD
10439.08000000
0.042141069685
Long
EC
CORP
US
N
1
N
N
N
First Hawaiian Inc
5493002DJSH46F5OLV06
First Hawaiian Inc
32051X108
1325.00000000
NS
USD
38888.75000000
0.156988309672
Long
EC
CORP
US
N
1
N
N
N
Barrett Business Services Inc
529900HXB6TMG0SR9Y34
Barrett Business Services Inc
068463108
229.00000000
NS
USD
17463.54000000
0.070497807862
Long
EC
CORP
US
N
1
N
N
N
Radiant Logistics Inc
549300HWCW2HBOG4GN20
Radiant Logistics Inc
75025X100
7777.00000000
NS
USD
49695.03000000
0.200611713125
Long
EC
CORP
US
N
1
N
N
N
Columbia Property Trust Inc
549300J5GYF2C9BGCC39
Columbia Property Trust Inc
198287203
5064.00000000
NS
USD
96317.28000000
0.388819053825
Long
EC
US
N
1
N
N
N
iStar Inc
QFFLKWYYS3UPWD86E794
iStar Inc
45031U101
1599.00000000
NS
USD
40102.92000000
0.161889739930
Long
EC
US
N
1
N
N
N
Ironwood Pharmaceuticals Inc
549300PC8MR6QHH6P296
Ironwood Pharmaceuticals Inc
46333X108
10740.00000000
NS
USD
140264.40000000
0.566227278151
Long
EC
CORP
US
N
1
N
N
N
Ryder System Inc
ZXJ6Y2OSPZXIVGRILD15
Ryder System Inc
783549108
962.00000000
NS
USD
79567.02000000
0.321200655085
Long
EC
CORP
US
N
1
N
N
N
Green Brick Partners Inc
549300R7SCIV7FQI6T56
Green Brick Partners Inc
392709101
483.00000000
NS
USD
9911.16000000
0.040009932314
Long
EC
CORP
US
N
1
N
N
N
Rent-A-Center Inc/TX
529900QUHE15UQNCCJ63
Rent-A-Center Inc/TX
76009N100
3909.00000000
NS
USD
219724.89000000
0.886997886896
Long
EC
CORP
US
N
1
N
N
N
Big 5 Sporting Goods Corp
529900BFAM7VKQMKUC49
Big 5 Sporting Goods Corp
08915P101
7617.00000000
NS
USD
175495.68000000
0.708450905673
Long
EC
CORP
US
N
1
N
N
N
Addus HomeCare Corp
52990090ZT33AKPDBX62
Addus HomeCare Corp
006739106
402.00000000
NS
USD
32059.50000000
0.129419606285
Long
EC
CORP
US
N
1
N
N
N
Independent Bank Corp/MI
N/A
Independent Bank Corp/MI
453838609
1322.00000000
NS
USD
28396.56000000
0.114632842529
Long
EC
CORP
US
N
1
N
N
N
Goldman Sachs Financial Square Funds - Government Fund
549300BRJMXN4GUWZ402
Goldman Sachs Financial Square Funds - Government Fund
38141W273
17654.19000000
NS
USD
17654.19000000
0.071267434585
Long
STIV
RF
US
N
1
N
N
Computer Programs and Systems Inc
5493005Q6CJC78TGL805
Computer Programs and Systems Inc
205306103
3053.00000000
NS
USD
108259.38000000
0.437027599817
Long
EC
CORP
US
N
1
N
N
N
Comfort Systems USA Inc
5299009DT1ZA5HTU6R38
Comfort Systems USA Inc
199908104
932.00000000
NS
USD
66470.24000000
0.268330831438
Long
EC
CORP
US
N
1
N
N
N
Invesco Government & Agency Portfolio
5493007T1J7WZ5QI1A47
Invesco Government & Agency Portfolio
825252885
964.19000000
NS
USD
964.19000000
0.003892296828
Long
STIV
RF
US
N
1
N
N
Renewable Energy Group Inc
549300HPU3BD8ZI0X358
Renewable Energy Group Inc
75972A301
1726.00000000
NS
USD
86645.20000000
0.349774253202
Long
EC
CORP
US
N
1
N
N
N
United States Cellular Corp
N/A
United States Cellular Corp
911684108
4711.00000000
NS
USD
150233.79000000
0.606472276629
Long
EC
CORP
US
N
1
N
N
N
Amphastar Pharmaceuticals Inc
54930055TH0ZLSAQMJ38
Amphastar Pharmaceuticals Inc
03209R103
3799.00000000
NS
USD
72218.99000000
0.291537711197
Long
EC
CORP
US
N
1
N
N
N
Information Services Group Inc
549300ZUNI6DQ0G8Q273
Information Services Group Inc
45675Y104
11720.00000000
NS
USD
84149.60000000
0.339699873706
Long
EC
CORP
US
N
1
N
N
N
Farmers National Banc Corp
N/A
Farmers National Banc Corp
309627107
102.00000000
NS
USD
1602.42000000
0.006468739858
Long
EC
CORP
US
N
1
N
N
N
Schweitzer-Mauduit International Inc
549300Z1FU4IDULG1R21
Schweitzer-Mauduit International Inc
808541106
2574.00000000
NS
USD
89214.84000000
0.360147521565
Long
EC
CORP
US
N
1
N
N
N
Brandywine Realty Trust
5UZ46ZCYUFYYAC0DS831
Brandywine Realty Trust
105368203
7314.00000000
NS
USD
98153.88000000
0.396233144778
Long
EC
US
N
1
N
N
N
Marcus & Millichap Inc
549300B2HE8ULXNB1N48
Marcus & Millichap Inc
566324109
726.00000000
NS
USD
29490.12000000
0.119047387505
Long
EC
CORP
US
N
1
N
N
N
Shore Bancshares Inc
N/A
Shore Bancshares Inc
825107105
2902.00000000
NS
USD
51452.46000000
0.207706206136
Long
EC
CORP
US
N
1
N
N
N
WesBanco Inc
N/A
WesBanco Inc
950810101
411.00000000
NS
USD
14006.88000000
0.056543766898
Long
EC
CORP
US
N
1
N
N
N
Meridian Bioscience Inc
549300ELSRZEFFFRX195
Meridian Bioscience Inc
589584101
11365.00000000
NS
USD
218662.60000000
0.882709574429
Long
EC
CORP
US
N
1
N
N
N
First Bancorp/Southern Pines NC
N/A
First Bancorp/Southern Pines NC
318910106
271.00000000
NS
USD
11655.71000000
0.047052430611
Long
EC
CORP
US
N
1
N
N
N
Horace Mann Educators Corp
254900G5YAV3A2YK8T32
Horace Mann Educators Corp
440327104
1984.00000000
NS
USD
78943.36000000
0.318683029057
Long
EC
CORP
US
N
1
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
E-MINI RUSS 2000 DEC21
000000000
1.00000000
NC
USD
-1091.82000000
-0.00440752084
N/A
DE
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long
CME E-mini Russell 2000 Index Futures
RTYZ1 Index
2021-12-17
111131.82000000
USD
-1091.82000000
N
N
N
Organogenesis Holdings Inc
549300RLC2O821TU6941
Organogenesis Holdings Inc
68621F102
7153.00000000
NS
USD
101858.72000000
0.411189052828
Long
EC
CORP
US
N
1
N
N
N
John Wiley & Sons Inc
5493003XM719UN7E8P64
John Wiley & Sons Inc
968223206
3428.00000000
NS
USD
178975.88000000
0.722499974242
Long
EC
CORP
US
N
1
N
N
N
CSG Systems International Inc
549300D7FJZUOHHXUA81
CSG Systems International Inc
126349109
3018.00000000
NS
USD
145467.60000000
0.587231850756
Long
EC
CORP
US
N
1
N
N
N
Greif Inc
54930070FVGKR0Z1FI24
Greif Inc
397624107
2387.00000000
NS
USD
154200.20000000
0.622484105278
Long
EC
CORP
US
N
1
N
N
N
Ingles Markets Inc
549300XH5RYBMYP8TF26
Ingles Markets Inc
457030104
3271.00000000
NS
USD
215984.13000000
0.871896974954
Long
EC
CORP
US
N
1
N
N
N
GMS Inc
52990057RENOQO4U0D72
GMS Inc
36251C103
2543.00000000
NS
USD
111383.40000000
0.449638820778
Long
EC
CORP
US
N
1
N
N
N
MYR Group Inc
529900G1IMMZHOQ17I54
MYR Group Inc
55405W104
2340.00000000
NS
USD
232830.00000000
0.939901337559
Long
EC
CORP
US
N
1
N
N
N
RMR Group Inc/The
549300JP4L34E48UJM16
RMR Group Inc/The
74967R106
2274.00000000
NS
USD
76065.30000000
0.307064713361
Long
EC
CORP
US
N
1
N
N
N
Regional Management Corp
549300S5O87W87JW4146
Regional Management Corp
75902K106
104.00000000
NS
USD
6050.72000000
0.024425889366
Long
EC
CORP
US
N
1
N
N
N
Preferred Apartment Communities Inc
549300KTZLVOW5TLLN89
Preferred Apartment Communities Inc
74039L103
375.00000000
NS
USD
4586.25000000
0.018514033884
Long
EC
US
N
1
N
N
N
Sanmina Corp
X5K24XLM8QYRXF00EB42
Sanmina Corp
801056102
3440.00000000
NS
USD
132577.60000000
0.535196768330
Long
EC
CORP
US
N
1
N
N
N
BlueLinx Holdings Inc
549300YSX7GU28F5I540
BlueLinx Holdings Inc
09624H208
2259.00000000
NS
USD
110419.92000000
0.445749390118
Long
EC
CORP
US
N
1
N
N
N
Hilltop Holdings Inc
54930010TA543US0PM65
Hilltop Holdings Inc
432748101
2000.00000000
NS
USD
65340.00000000
0.263768214560
Long
EC
CORP
US
N
1
N
N
N
Tronox Holdings PLC
549300NRVC84SGJSXV06
Tronox Holdings PLC
000000000
219.00000000
NS
USD
5398.35000000
0.021792365183
Long
EC
CORP
GB
N
1
N
N
N
Mehadrin Ltd
N/A
Mehadrin Ltd
000000000
0.68000000
NS
30.46000000
0.000122962654
Long
EC
CORP
IL
N
1
N
N
N
TTEC Holdings Inc
GTJS1N8S8I28A7L4WG97
TTEC Holdings Inc
89854H102
814.00000000
NS
USD
76133.42000000
0.307339704037
Long
EC
CORP
US
N
1
N
N
N
Assured Guaranty Ltd
549300BBOQUJEPH87M14
Assured Guaranty Ltd
000000000
467.00000000
NS
USD
21860.27000000
0.088246776671
Long
EC
CORP
BM
N
1
N
N
N
ePlus Inc
529900FFY8AAFJ21NE91
ePlus Inc
294268107
1261.00000000
NS
USD
129391.21000000
0.522333768618
Long
EC
CORP
US
N
1
N
N
N
Deluxe Corp
KWGNKB8TX9LE5TV29231
Deluxe Corp
248019101
4290.00000000
NS
USD
153968.10000000
0.621547150846
Long
EC
CORP
US
N
1
N
N
N
HCI Group Inc
549300CZF7EZJH0MPH74
HCI Group Inc
40416E103
986.00000000
NS
USD
109219.22000000
0.440902336319
Long
EC
CORP
US
N
1
N
N
N
NETGEAR Inc
54930067KX3UNRHDWA78
NETGEAR Inc
64111Q104
2242.00000000
NS
USD
71542.22000000
0.288805687712
Long
EC
CORP
US
N
1
N
N
N
Vishay Intertechnology Inc
5493009O8F3QQJTCQR75
Vishay Intertechnology Inc
928298108
6423.00000000
NS
USD
129038.07000000
0.520908193055
Long
EC
CORP
US
N
1
N
N
N
Northwest Natural Holding Co
N/A
Northwest Natural Holding Co
66765N105
244.00000000
NS
USD
11221.56000000
0.045299829289
Long
EC
CORP
US
N
1
N
N
N
First Busey Corp
549300X4ZNLYSX7GUY60
First Busey Corp
319383204
3178.00000000
NS
USD
78274.14000000
0.315981483839
Long
EC
CORP
US
N
1
N
N
N
Diodes Inc
549300XP2X1ARVH3BX23
Diodes Inc
254543101
749.00000000
NS
USD
67851.91000000
0.273908435188
Long
EC
CORP
US
N
1
N
N
N
Lakeland Industries Inc
549300HGP70IM9WKU164
Lakeland Industries Inc
511795106
1290.00000000
NS
USD
27090.00000000
0.109358447083
Long
EC
CORP
US
N
1
N
N
N
Big Lots Inc
N/A
Big Lots Inc
089302103
4197.00000000
NS
USD
181981.92000000
0.734634926855
Long
EC
CORP
US
N
1
N
N
N
Nautilus Inc
549300LLLHX2HF71YE90
Nautilus Inc
63910B102
1905.00000000
NS
USD
17735.55000000
0.071595873243
Long
EC
CORP
US
N
1
N
N
N
Axcelis Technologies Inc
529900HF9B6NL1QG9F05
Axcelis Technologies Inc
054540208
480.00000000
NS
USD
22574.40000000
0.091129617122
Long
EC
CORP
US
N
1
N
N
N
Matson Inc
549300OI5H3Y0I9I4I12
Matson Inc
57686G105
10.00000000
NS
USD
807.10000000
0.003258147015
Long
EC
CORP
US
N
1
N
N
N
Schneider National Inc
529900V6GZ6G6E3BLV72
Schneider National Inc
80689H102
3092.00000000
NS
USD
70312.08000000
0.283839788852
Long
EC
CORP
US
N
1
N
N
N
InfuSystem Holdings Inc
549300F58N8PHJ4QUI59
InfuSystem Holdings Inc
45685K102
6313.00000000
NS
USD
82258.39000000
0.332065330011
Long
EC
CORP
US
N
1
N
N
N
PC Connection Inc
5299005WPRNIXDV2KM73
PC Connection Inc
69318J100
342.00000000
NS
USD
15058.26000000
0.060788037260
Long
EC
CORP
US
N
1
N
N
N
Community Trust Bancorp Inc
N/A
Community Trust Bancorp Inc
204149108
287.00000000
NS
USD
12082.70000000
0.048776128039
Long
EC
CORP
US
N
1
N
N
N
Towne Bank/Portsmouth VA
54930039UO39UJGI7078
Towne Bank/Portsmouth VA
89214P109
3066.00000000
NS
USD
95383.26000000
0.385048548962
Long
EC
CORP
US
N
1
N
N
N
Alpha Pro Tech Ltd
529900Z93O5JUM52Q856
Alpha Pro Tech Ltd
020772109
6459.00000000
NS
USD
43469.07000000
0.175478404997
Long
EC
CORP
US
N
1
N
N
Eagle Bancorp Inc
549300B47NZODRMG3D47
Eagle Bancorp Inc
268948106
280.00000000
NS
USD
16100.00000000
0.064993392323
Long
EC
CORP
US
N
1
N
N
N
Heritage Financial Corp/WA
N/A
Heritage Financial Corp/WA
42722X106
853.00000000
NS
USD
21751.50000000
0.087807687771
Long
EC
CORP
US
N
1
N
N
N
Heartland Financial USA Inc
549300QF7B0DFZT32C73
Heartland Financial USA Inc
42234Q102
648.00000000
NS
USD
31155.84000000
0.125771660390
Long
EC
CORP
US
N
1
N
N
N
Daktronics Inc
549300IOLZ3SG5YUJ288
Daktronics Inc
234264109
8971.00000000
NS
USD
48712.53000000
0.196645501451
Long
EC
CORP
US
N
1
N
N
N
Ovid therapeutics Inc
549300H36NUI4L6U8F17
Ovid therapeutics Inc
690469101
33488.00000000
NS
USD
112519.68000000
0.454225820271
Long
EC
CORP
US
N
1
N
N
N
BCB Bancorp Inc
54930024V6Z8FYSN4291
BCB Bancorp Inc
055298103
3661.00000000
NS
USD
54036.36000000
0.218137040075
Long
EC
CORP
US
N
1
N
N
N
National HealthCare Corp
N/A
National HealthCare Corp
635906100
1701.00000000
NS
USD
119035.98000000
0.480531189364
Long
EC
CORP
US
N
1
N
N
N
Washington Trust Bancorp Inc
J66MZFCNJPP3PERHZW54
Washington Trust Bancorp Inc
940610108
166.00000000
NS
USD
8794.68000000
0.035502862583
Long
EC
CORP
US
N
1
N
N
N
MGE Energy Inc
N/A
MGE Energy Inc
55277P104
191.00000000
NS
USD
14038.50000000
0.056671412306
Long
EC
CORP
US
N
1
N
N
N
Stewart Information Services Corp
529900TV1XI0PLKENU10
Stewart Information Services Corp
860372101
1965.00000000
NS
USD
124305.90000000
0.501805101046
Long
EC
CORP
US
N
1
N
N
N
Civista Bancshares Inc
5493001LX61Z2UVYSC48
Civista Bancshares Inc
178867107
2325.00000000
NS
USD
54009.75000000
0.218029619320
Long
EC
CORP
US
N
1
N
N
N
Silgan Holdings Inc
KAF673KJXD92C8KSLU49
Silgan Holdings Inc
827048109
2129.00000000
NS
USD
81668.44000000
0.329683786421
Long
EC
CORP
US
N
1
N
N
N
Nu Skin Enterprises Inc
54930050DETB6CP71D38
Nu Skin Enterprises Inc
67018T105
2050.00000000
NS
USD
82963.50000000
0.334911758015
Long
EC
CORP
US
N
1
N
N
N
OSI Systems Inc
DDX3MPX1Y8YD30050X33
OSI Systems Inc
671044105
794.00000000
NS
USD
75271.20000000
0.303859045482
Long
EC
CORP
US
N
1
N
N
N
Waterstone Financial Inc
5493002KM21XRC2DCQ02
Waterstone Financial Inc
94188P101
2279.00000000
NS
USD
46696.71000000
0.188507925046
Long
EC
CORP
US
N
1
N
N
N
Banner Corp
N/A
Banner Corp
06652V208
778.00000000
NS
USD
42953.38000000
0.173396638383
Long
EC
CORP
US
N
1
N
N
N
CorVel Corp
N/A
CorVel Corp
221006109
402.00000000
NS
USD
74860.44000000
0.302200866238
Long
EC
CORP
US
N
1
N
N
N
GEO Group Inc/The
N/A
GEO Group Inc/The
36162J106
19604.00000000
NS
USD
146441.88000000
0.591164879469
Long
EC
US
N
1
N
N
N
Equitrans Midstream Corp
549300RH0NLJNZ5SXU64
Equitrans Midstream Corp
294600101
1265.00000000
NS
USD
12827.10000000
0.051781164141
Long
EC
CORP
US
N
1
N
N
N
Xerox Holdings Corp
5493000Y33XDVO2CXC18
Xerox Holdings Corp
98421M106
5659.00000000
NS
USD
114142.03000000
0.460775014683
Long
EC
CORP
US
N
1
N
N
N
City Holding Co
N/A
City Holding Co
177835105
261.00000000
NS
USD
20334.51000000
0.082087502244
Long
EC
CORP
US
N
1
N
N
N
Innoviva Inc
549300ACOX4QTBES6535
Innoviva Inc
45781M101
487.00000000
NS
USD
8137.77000000
0.032851011071
Long
EC
CORP
US
N
1
N
N
N
Employers Holdings Inc
N/A
Employers Holdings Inc
292218104
3541.00000000
NS
USD
139834.09000000
0.564490178359
Long
EC
CORP
US
N
1
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
CITIBANK NA DDCA
000000000
1050.00000000
NS
USD
1050.00000000
0.004238699499
Long
STIV
RF
US
N
1
N
N
Werner Enterprises Inc
549300P6XRGOCHHJST37
Werner Enterprises Inc
950755108
2840.00000000
NS
USD
125726.80000000
0.507541070683
Long
EC
CORP
US
N
1
N
N
N
Bankwell Financial Group Inc
5493004NUBQXPY84NX67
Bankwell Financial Group Inc
06654A103
936.00000000
NS
USD
27546.48000000
0.111201191414
Long
EC
CORP
US
N
1
N
N
N
Sterling Construction Co Inc
549300RZIK6K1215XU51
Sterling Construction Co Inc
859241101
1396.00000000
NS
USD
31647.32000000
0.127755694705
Long
EC
CORP
US
N
1
N
N
N
Apartment Investment and Management Co
549300O8FT5GJ4RU1D57
Apartment Investment and Management Co
03748R747
17812.00000000
NS
USD
122012.20000000
0.492545762911
Long
EC
US
N
1
N
N
N
Weis Markets Inc
N/A
Weis Markets Inc
948849104
3120.00000000
NS
USD
163956.00000000
0.661866871541
Long
EC
CORP
US
N
1
N
N
N
TechnipFMC PLC
549300D5I93QWCJTCK36
TechnipFMC PLC
000000000
5399.00000000
NS
USD
40654.47000000
0.164116268224
Long
EC
CORP
GB
N
1
N
N
N
Patterson Cos Inc
YM48Q2087CUE26GWEK09
Patterson Cos Inc
703395103
3527.00000000
NS
USD
106303.78000000
0.429133122920
Long
EC
CORP
US
N
1
N
N
N
Piedmont Office Realty Trust Inc
N/A
Piedmont Office Realty Trust Inc
720190206
3718.00000000
NS
USD
64804.74000000
0.261607446661
Long
EC
US
N
1
N
N
N
Preferred Bank/Los Angeles CA
5493007K6HGI9G0ECX16
Preferred Bank/Los Angeles CA
740367404
843.00000000
NS
USD
56211.24000000
0.226916718901
Long
EC
CORP
US
N
1
N
N
N
National Presto Industries Inc
N/A
National Presto Industries Inc
637215104
569.00000000
NS
USD
46703.52000000
0.188535416040
Long
EC
CORP
US
N
1
N
N
N
Turtle Beach Corp
549300SZRV8U8PXSYI20
Turtle Beach Corp
900450206
3398.00000000
NS
USD
94532.36000000
0.381613587624
Long
EC
CORP
US
N
1
N
N
N
Sportsman's Warehouse Holdings Inc
549300JVV8YLQSRSF462
Sportsman's Warehouse Holdings Inc
84920Y106
4789.00000000
NS
USD
84286.40000000
0.340252115698
Long
EC
CORP
US
N
1
N
N
N
Getty Realty Corp
N/A
Getty Realty Corp
374297109
705.00000000
NS
USD
20663.55000000
0.083415789562
Long
EC
US
N
1
N
N
N
Marten Transport Ltd
N/A
Marten Transport Ltd
573075108
2216.00000000
NS
USD
34769.04000000
0.140357630896
Long
EC
CORP
US
N
1
N
N
N
Photronics Inc
549300OK5JVNIBNY6F63
Photronics Inc
719405102
4466.00000000
NS
USD
60871.58000000
0.245729843496
Long
EC
CORP
US
N
1
N
N
N
PotlatchDeltic Corp
54930084YA8UJOTXDM59
PotlatchDeltic Corp
737630103
481.00000000
NS
USD
24809.98000000
0.100154333147
Long
EC
US
N
1
N
N
N
Citi Trends Inc
529900D06Q0FPHV34S87
Citi Trends Inc
17306X102
506.00000000
NS
USD
36917.76000000
0.149031705552
Long
EC
CORP
US
N
1
N
N
N
Cathay General Bancorp
549300K1SLJ8C97H5L68
Cathay General Bancorp
149150104
711.00000000
NS
USD
29428.29000000
0.118797788657
Long
EC
CORP
US
N
1
N
N
N
Fabrinet
5493004TETZ6IYF7CV44
Fabrinet
000000000
384.00000000
NS
USD
39363.84000000
0.158906179905
Long
EC
CORP
KY
N
1
N
N
N
Smith & Wesson Brands Inc
5493004PFHUPOR1PWN79
Smith & Wesson Brands Inc
831754106
10286.00000000
NS
USD
213537.36000000
0.862019715169
Long
EC
CORP
US
N
1
N
N
N
Insight Enterprises Inc
529900S8991TYW6YP792
Insight Enterprises Inc
45765U103
2531.00000000
NS
USD
227992.48000000
0.920372962700
Long
EC
CORP
US
N
1
N
N
N
Kimball Electronics Inc
549300COBYN2GZCBIU87
Kimball Electronics Inc
49428J109
412.00000000
NS
USD
10617.24000000
0.042860276069
Long
EC
CORP
US
N
1
N
N
N
RPT Realty
549300T03GDH1L37S188
RPT Realty
74971D101
3548.00000000
NS
USD
45272.48000000
0.182758512677
Long
EC
US
N
1
N
N
N
Centrus Energy Corp
549300G6VDK9G8276661
Centrus Energy Corp
15643U104
914.00000000
NS
USD
35335.24000000
0.142643299141
Long
EC
CORP
US
N
1
N
N
N
Hibbett Inc
529900RD6P643J1CZM55
Hibbett Inc
428567101
2844.00000000
NS
USD
201184.56000000
0.812153232145
Long
EC
CORP
US
N
1
N
N
N
Xperi Holding Corp
N/A
Xperi Holding Corp
98390M103
1603.00000000
NS
USD
30200.52000000
0.121915170480
Long
EC
CORP
US
N
1
N
N
N
Castlight Health Inc
549300K52FAO83JL0L06
Castlight Health Inc
14862Q100
10840.00000000
NS
USD
17018.80000000
0.068702456228
Long
EC
CORP
US
N
1
N
N
N
Oasis Petroleum Inc
529900FA4V2YNIKZ0M71
Oasis Petroleum Inc
674215207
601.00000000
NS
USD
59751.42000000
0.241207918133
Long
EC
CORP
US
N
1
N
N
N
Northwest Bancshares Inc
N/A
Northwest Bancshares Inc
667340103
2780.00000000
NS
USD
36918.40000000
0.149034289140
Long
EC
CORP
US
N
1
N
N
N
Perdoceo Education Corp
529900X5PCA184O9LY90
Perdoceo Education Corp
71363P106
6351.00000000
NS
USD
67066.56000000
0.270738089806
Long
EC
CORP
US
N
1
N
N
N
Avnet Inc
XJI53DCPL7QABOWK4Z75
Avnet Inc
053807103
1088.00000000
NS
USD
40223.36000000
0.162375938947
Long
EC
CORP
US
N
1
N
N
N
Meredith Corp
549300YC8BC386CCTS24
Meredith Corp
589433101
3330.00000000
NS
USD
185481.00000000
0.748760211278
Long
EC
CORP
US
N
1
N
N
N
ArcBest Corp
5493006S3KBNE8ZS3J23
ArcBest Corp
03937C105
903.00000000
NS
USD
73838.31000000
0.298074673934
Long
EC
CORP
US
N
1
N
N
N
Umpqua Holdings Corp
5299002ENJ7CY215BW86
Umpqua Holdings Corp
904214103
3706.00000000
NS
USD
75046.50000000
0.302951963789
Long
EC
CORP
US
N
1
N
N
N
Industrial Logistics Properties Trust
5493004XH9PJW009HR47
Industrial Logistics Properties Trust
456237106
1117.00000000
NS
USD
28382.97000000
0.114577981647
Long
EC
US
N
1
N
N
N
Cowen Inc
5493008QI0EFC5WBED75
Cowen Inc
223622606
3776.00000000
NS
USD
129554.56000000
0.522993189155
Long
EC
CORP
US
N
1
N
N
N
Trinseo SA
222100SZ6J5ZF05ZTR58
Trinseo SA
000000000
957.00000000
NS
USD
51658.86000000
0.208539413352
Long
EC
CORP
LU
N
1
N
N
N
Kronos Worldwide Inc
549300OBZ34C65APL277
Kronos Worldwide Inc
50105F105
1602.00000000
NS
USD
19880.82000000
0.080256020743
Long
EC
CORP
US
N
1
N
N
N
National Bank Holdings Corp
N/A
National Bank Holdings Corp
633707104
194.00000000
NS
USD
7853.12000000
0.031701919821
Long
EC
CORP
US
N
1
N
N
N
Fulgent Genetics Inc
549300CL6P01M68QJ404
Fulgent Genetics Inc
359664109
1580.00000000
NS
USD
142121.00000000
0.573722106237
Long
EC
CORP
US
N
1
N
N
N
Washington Federal Inc
N/A
Washington Federal Inc
938824109
295.00000000
NS
USD
10121.45000000
0.040858842902
Long
EC
CORP
US
N
1
N
N
N
Central Pacific Financial Corp
549300W3YEAOZ4KGG849
Central Pacific Financial Corp
154760409
874.00000000
NS
USD
22444.32000000
0.090604502807
Long
EC
CORP
US
N
1
N
N
N
Allscripts Healthcare Solutions Inc
Y68YJHVB1GU4TAU3C223
Allscripts Healthcare Solutions Inc
01988P108
8195.00000000
NS
USD
109567.15000000
0.442306879859
Long
EC
CORP
US
N
1
N
N
N
GrafTech International Ltd
549300GY32W00XP57351
GrafTech International Ltd
384313508
6016.00000000
NS
USD
62085.12000000
0.250628730535
Long
EC
CORP
US
N
1
N
N
N
American Public Education Inc
254900GZNX6TJQGM4S17
American Public Education Inc
02913V103
2052.00000000
NS
USD
52551.72000000
0.212143761195
Long
EC
CORP
US
N
1
N
N
N
Mueller Industries Inc
5493005IZFE4VJLLYG84
Mueller Industries Inc
624756102
1266.00000000
NS
USD
52032.60000000
0.210048148162
Long
EC
CORP
US
N
1
N
N
N
B Riley Financial Inc
N/A
B Riley Financial Inc
05580M108
1298.00000000
NS
USD
76633.92000000
0.309360150798
Long
EC
CORP
US
N
1
N
N
N
American National Group Inc
549300I1RRC5M591MY93
American National Group Inc
02772A109
1327.00000000
NS
USD
250842.81000000
1.012616469682
Long
EC
CORP
US
N
1
N
N
N
American Equity Investment Life Holding Co
549300RK5RZQ740FPL83
American Equity Investment Life Holding Co
025676206
612.00000000
NS
USD
18096.84000000
0.073054349188
Long
EC
CORP
US
N
1
N
N
N
Renasant Corp
549300OVE6OZHW2UUH81
Renasant Corp
75970E107
758.00000000
NS
USD
27325.90000000
0.110310741571
Long
EC
CORP
US
N
1
N
N
N
Unitil Corp
N/A
Unitil Corp
913259107
1096.00000000
NS
USD
46886.88000000
0.189275614078
Long
EC
CORP
US
N
1
N
N
N
LeMaitre Vascular Inc
549300FZUBUB7MHY8R17
LeMaitre Vascular Inc
525558201
2604.00000000
NS
USD
138246.36000000
0.558080739925
Long
EC
CORP
US
N
1
N
N
N
Magnolia Oil & Gas Corp
N/A
Magnolia Oil & Gas Corp
559663109
6693.00000000
NS
USD
119068.47000000
0.480662346837
Long
EC
CORP
US
N
1
N
N
N
Alamo Group Inc
54930080C93RVZRSDV26
Alamo Group Inc
011311107
247.00000000
NS
USD
34463.91000000
0.139125864822
Long
EC
CORP
US
N
1
N
N
N
PCB Bancorp
549300E5CI0LZ8Q25890
PCB Bancorp
69320M109
793.00000000
NS
USD
15788.63000000
0.063736436263
Long
EC
CORP
US
N
1
N
N
N
Sturm Ruger & Co Inc
529900DV1BWFJSHFO847
Sturm Ruger & Co Inc
864159108
2522.00000000
NS
USD
186073.16000000
0.751150676321
Long
EC
CORP
US
N
1
N
N
N
United Natural Foods Inc
549300GKGW6WPZ282D40
United Natural Foods Inc
911163103
3142.00000000
NS
USD
152135.64000000
0.614149772480
Long
EC
CORP
US
N
1
N
N
N
Owens & Minor Inc
549300LMT5KQQXCEZ733
Owens & Minor Inc
690732102
6788.00000000
NS
USD
212396.52000000
0.857414307610
Long
EC
CORP
US
N
1
N
N
N
Tredegar Corp
54930003228ERHCH6K87
Tredegar Corp
894650100
2476.00000000
NS
USD
30157.68000000
0.121742231541
Long
EC
CORP
US
N
1
N
N
N
Andersons Inc/The
L38MWB8MVRFV7HVJPU11
Andersons Inc/The
034164103
800.00000000
NS
USD
24664.00000000
0.099565032811
Long
EC
CORP
US
N
1
N
N
N
Abercrombie & Fitch Co
5493000J7LL72TOGT983
Abercrombie & Fitch Co
002896207
2393.00000000
NS
USD
90048.59000000
0.363513250811
Long
EC
CORP
US
N
1
N
N
N
Orthofix Medical Inc
N/A
Orthofix Medical Inc
68752M108
1410.00000000
NS
USD
53749.20000000
0.216977816315
Long
EC
CORP
US
N
1
N
N
N
Sally Beauty Holdings Inc
529900VXW6E8ONDIQ271
Sally Beauty Holdings Inc
79546E104
8928.00000000
NS
USD
150436.80000000
0.607291798901
Long
EC
CORP
US
N
1
N
N
N
Fulton Financial Corp
5493005QLZ6O1BNC0C11
Fulton Financial Corp
360271100
3852.00000000
NS
USD
58858.56000000
0.237603570290
Long
EC
CORP
US
N
1
N
N
N
Republic Bancorp Inc/KY
N/A
Republic Bancorp Inc/KY
760281204
1387.00000000
NS
USD
70251.55000000
0.283595437918
Long
EC
CORP
US
N
1
N
N
N
John B Sanfilippo & Son Inc
5299007IBEYVXKYDUX28
John B Sanfilippo & Son Inc
800422107
1325.00000000
NS
USD
108279.00000000
0.437106802944
Long
EC
CORP
US
N
1
N
N
N
Shutterstock Inc
529900G2TDIS56V0LO22
Shutterstock Inc
825690100
166.00000000
NS
USD
18811.12000000
0.075937795168
Long
EC
CORP
US
N
1
N
N
N
Emergent BioSolutions Inc
549300YW6TUOX8BE5103
Emergent BioSolutions Inc
29089Q105
310.00000000
NS
USD
15521.70000000
0.062658878113
Long
EC
CORP
US
N
1
N
N
N
Vishay Precision Group Inc
N/A
Vishay Precision Group Inc
92835K103
431.00000000
NS
USD
14985.87000000
0.060495809206
Long
EC
CORP
US
N
1
N
N
N
Hanger Inc
254900ZJJJYVLHJXSZ60
Hanger Inc
41043F208
1257.00000000
NS
USD
27603.72000000
0.111432261090
Long
EC
CORP
US
N
1
N
N
N
Joint Corp/The
N/A
Joint Corp/The
47973J102
1280.00000000
NS
USD
125465.60000000
0.506486643721
Long
EC
CORP
US
N
1
N
N
N
Meridian Bancorp Inc
N/A
Meridian Bancorp Inc
58958U103
539.00000000
NS
USD
11189.64000000
0.045170972824
Long
EC
CORP
US
N
1
N
N
N
QCR Holdings Inc
549300MWKWM7KWJVQO33
QCR Holdings Inc
74727A104
192.00000000
NS
USD
9876.48000000
0.039869934125
Long
EC
CORP
US
N
1
N
N
N
Chesapeake Utilities Corp
254900WW0FDCKAOCKE74
Chesapeake Utilities Corp
165303108
127.00000000
NS
USD
15246.35000000
0.061547329630
Long
EC
CORP
US
N
1
N
N
N
Ethan Allen Interiors Inc
N/A
Ethan Allen Interiors Inc
297602104
5110.00000000
NS
USD
121107.00000000
0.488891600257
Long
EC
CORP
US
N
1
N
N
N
Magellan Health Inc
N/A
Magellan Health Inc
559079207
394.00000000
NS
USD
37252.70000000
0.150383810323
Long
EC
CORP
US
N
1
N
N
N
Gray Television Inc
529900TM5726KDN7UU35
Gray Television Inc
389375106
775.00000000
NS
USD
17685.50000000
0.071393828567
Long
EC
CORP
US
N
1
N
N
N
Primis Financial Corp
549300JNX3M2EENG1F11
Primis Financial Corp
74167B109
3944.00000000
NS
USD
57030.24000000
0.230222904511
Long
EC
CORP
US
N
1
N
N
N
Commercial Metals Co
549300OQS2LO07ZJ7N73
Commercial Metals Co
201723103
3723.00000000
NS
USD
113402.58000000
0.457789961021
Long
EC
CORP
US
N
1
N
N
N
NexPoint Residential Trust Inc
549300U2J6XVYBF87166
NexPoint Residential Trust Inc
65341D102
166.00000000
NS
USD
10272.08000000
0.041466914622
Long
EC
US
N
1
N
N
N
Atrion Corp
N/A
Atrion Corp
049904105
14.00000000
NS
USD
9765.00000000
0.039419905344
Long
EC
CORP
US
N
1
N
N
N
EVERTEC Inc
N/A
EVERTEC Inc
000000000
397.00000000
NS
USD
18150.84000000
0.073272339448
Long
EC
CORP
PR
N
1
N
N
N
Apollo Medical Holdings Inc
5493008O4R82Q4STJ936
Apollo Medical Holdings Inc
03763A207
1520.00000000
NS
USD
138396.00000000
0.558684815156
Long
EC
CORP
US
N
1
N
N
N
Moelis & Co
549300891QNU7VTQUR83
Moelis & Co
60786M105
651.00000000
NS
USD
40277.37000000
0.162593969576
Long
EC
CORP
US
N
1
N
N
N
TEGNA Inc
549300YC5EDBGX85AO10
TEGNA Inc
87901J105
5820.00000000
NS
USD
114770.40000000
0.463311654306
Long
EC
CORP
US
N
1
N
N
N
UniFirst Corp/MA
5493003XBTNWBC8UK019
UniFirst Corp/MA
904708104
345.00000000
NS
USD
73353.90000000
0.296119180196
Long
EC
CORP
US
N
1
N
N
N
MarineMax Inc
254900TIXTN8WY3FNN63
MarineMax Inc
567908108
1513.00000000
NS
USD
73410.76000000
0.296348715866
Long
EC
CORP
US
N
1
N
N
N
ICU Medical Inc
5493003NRW7LS2QZRH60
ICU Medical Inc
44930G107
571.00000000
NS
USD
133259.98000000
0.537951438582
Long
EC
CORP
US
N
1
N
N
N
Integer Holdings Corp
549300SUD2ED5XG6X569
Integer Holdings Corp
45826H109
619.00000000
NS
USD
55301.46000000
0.223244067444
Long
EC
CORP
US
N
1
N
N
N
Inotiv Inc
549300FH5Z13X0Q5SK81
Inotiv Inc
45783Q100
3004.00000000
NS
USD
87836.96000000
0.354585217502
Long
EC
CORP
US
N
1
N
N
N
First Financial Corp/IN
N/A
First Financial Corp/IN
320218100
878.00000000
NS
USD
36919.90000000
0.149040344425
Long
EC
CORP
US
N
1
N
N
N
Healthcare Services Group Inc
529900GVZ1D2FBYMS719
Healthcare Services Group Inc
421906108
1549.00000000
NS
USD
38709.51000000
0.156264743483
Long
EC
CORP
US
N
1
N
N
N
Bluerock Residential Growth REIT Inc
549300KWLV0TGICOUU26
Bluerock Residential Growth REIT Inc
09627J102
10726.00000000
NS
USD
136649.24000000
0.551633395406
Long
EC
US
N
1
N
N
N
Cross Country Healthcare Inc
54930037L0NBIPZ5S663
Cross Country Healthcare Inc
227483104
9378.00000000
NS
USD
199188.72000000
0.804096312136
Long
EC
CORP
US
N
1
N
N
N
Avista Corp
Q0IK63NITJD6RJ47SW96
Avista Corp
05379B107
602.00000000
NS
USD
23550.24000000
0.095068943331
Long
EC
CORP
US
N
1
N
N
N
Great Lakes Dredge & Dock Corp
549300H65E3MZ1CX0P05
Great Lakes Dredge & Dock Corp
390607109
2057.00000000
NS
USD
31040.13000000
0.125304555706
Long
EC
CORP
US
N
1
N
N
N
1-800-Flowers.com Inc
N/A
1-800-Flowers.com Inc
68243Q106
3012.00000000
NS
USD
91896.12000000
0.370971464607
Long
EC
CORP
US
N
1
N
N
N
Murphy USA Inc
549300Y081F8XIKQIO72
Murphy USA Inc
626755102
622.00000000
NS
USD
104035.72000000
0.419977289790
Long
EC
CORP
US
N
1
N
N
N
Brady Corp
549300G2LEQOFQC8GY34
Brady Corp
104674106
2012.00000000
NS
USD
102008.40000000
0.411793289534
Long
EC
CORP
US
N
1
N
N
N
Federal Signal Corp
549300RTXZRPTNP6G884
Federal Signal Corp
313855108
1265.00000000
NS
USD
48854.30000000
0.197217806620
Long
EC
CORP
US
N
1
N
N
N
Peoples Bancorp Inc/OH
N/A
Peoples Bancorp Inc/OH
709789101
193.00000000
NS
USD
6100.73000000
0.024627772568
Long
EC
CORP
US
N
1
N
N
N
Community Health Systems Inc
N/A
Community Health Systems Inc
203668108
9646.00000000
NS
USD
112858.20000000
0.455592376990
Long
EC
CORP
US
N
1
N
N
N
ManTech International Corp/VA
5299007N03CAU4SWNR02
ManTech International Corp/VA
564563104
896.00000000
NS
USD
68024.32000000
0.274604429646
Long
EC
CORP
US
N
1
N
N
N
Oppenheimer Holdings Inc
N/A
Oppenheimer Holdings Inc
683797104
2606.00000000
NS
USD
118025.74000000
0.476452995286
Long
EC
CORP
US
N
1
N
N
N
Phibro Animal Health Corp
549300U24SP4AF2JUX52
Phibro Animal Health Corp
71742Q106
7331.00000000
NS
USD
157909.74000000
0.637458986555
Long
EC
CORP
US
N
1
N
N
N
SunCoke Energy Inc
1KF1J2NXQE2PI0QOB943
SunCoke Energy Inc
86722A103
311.00000000
NS
USD
1953.08000000
0.007884304017
Long
EC
CORP
US
N
1
N
N
N
MDC Holdings Inc
5299005FV4VNV75R8R35
MDC Holdings Inc
552676108
394.00000000
NS
USD
18407.68000000
0.074309165714
Long
EC
CORP
US
N
1
N
N
N
Standard Motor Products Inc
THGK1EO5B5HK0JHQVZ90
Standard Motor Products Inc
853666105
1252.00000000
NS
USD
54724.92000000
0.220916658101
Long
EC
CORP
US
N
1
N
N
N
Acushnet Holdings Corp
529900W5FI106H543E43
Acushnet Holdings Corp
005098108
1106.00000000
NS
USD
51650.20000000
0.208504454173
Long
EC
CORP
US
N
1
N
N
N
McGrath RentCorp
254900EUH6IPWFQ83445
McGrath RentCorp
580589109
471.00000000
NS
USD
33888.45000000
0.136802815285
Long
EC
CORP
US
N
1
N
N
N
City Office REIT Inc
5493003J7157VP25NL57
City Office REIT Inc
178587101
6805.00000000
NS
USD
121537.30000000
0.490628659680
Long
EC
US
N
1
N
N
N
SIGA Technologies Inc
N/A
SIGA Technologies Inc
826917106
13094.00000000
NS
USD
96764.66000000
0.390625062760
Long
EC
CORP
US
N
1
N
N
N
Independent Bank Corp
549300C5K3W8THR3GE10
Independent Bank Corp
453836108
77.00000000
NS
USD
5863.55000000
0.023670310904
Long
EC
CORP
US
N
1
N
N
N
Myers Industries Inc
549300I2H9XMVTCW4Q51
Myers Industries Inc
628464109
1595.00000000
NS
USD
31214.15000000
0.126007049503
Long
EC
CORP
US
N
1
N
N
N
A-Mark Precious Metals Inc
XP6XYFDZQGKLUMOFGT37
A-Mark Precious Metals Inc
00181T107
240.00000000
NS
USD
14404.80000000
0.058150112903
Long
EC
CORP
US
N
1
N
N
N
World Fuel Services Corp
D3W7PCXCBRQLL17DZ313
World Fuel Services Corp
981475106
2398.00000000
NS
USD
80620.76000000
0.325454452429
Long
EC
CORP
US
N
1
N
N
N
CTO Realty Growth Inc
N/A
CTO Realty Growth Inc
22948Q101
2316.00000000
NS
USD
124508.16000000
0.502621595675
Long
EC
US
N
1
N
N
N
Atkore Inc
52990002TI38AM4RPV48
Atkore Inc
047649108
2246.00000000
NS
USD
195222.32000000
0.788084523856
Long
EC
CORP
US
N
1
N
N
N
Financial Institutions Inc
N/A
Financial Institutions Inc
317585404
2534.00000000
NS
USD
77667.10000000
0.313530950368
Long
EC
CORP
US
N
1
N
N
N
FNB Corp/PA
PCYSKIGYNYFDTBLVZU83
FNB Corp/PA
302520101
1582.00000000
NS
USD
18382.84000000
0.074208890195
Long
EC
CORP
US
N
1
N
N
N
TriCo Bancshares
N/A
TriCo Bancshares
896095106
581.00000000
NS
USD
25215.40000000
0.101790955577
Long
EC
CORP
US
N
1
N
N
N
Boise Cascade Co
549300Z8B8LSRHC7XA55
Boise Cascade Co
09739D100
3370.00000000
NS
USD
181912.60000000
0.734355091951
Long
EC
CORP
US
N
1
N
N
N
HNI Corp
549300SKRADLC4O5HV93
HNI Corp
404251100
5051.00000000
NS
USD
185472.72000000
0.748726786105
Long
EC
CORP
US
N
1
N
N
N
Schnitzer Steel Industries Inc
549300F62TK8VRDSM285
Schnitzer Steel Industries Inc
806882106
3579.00000000
NS
USD
156795.99000000
0.632962937443
Long
EC
CORP
US
N
1
N
N
N
Corcept Therapeutics Inc
529900EO9LUTFMZ7FF90
Corcept Therapeutics Inc
218352102
9735.00000000
NS
USD
191584.80000000
0.773400376996
Long
EC
CORP
US
N
1
N
N
N
Stride Inc
254900BRWS3AFONWU277
Stride Inc
86333M108
3617.00000000
NS
USD
129994.98000000
0.524771101567
Long
EC
CORP
US
N
1
N
N
N
CONSOL Energy Inc
549300YJCTPJBTK7IJ81
CONSOL Energy Inc
20854L108
6338.00000000
NS
USD
164914.76000000
0.665737248238
Long
EC
CORP
US
N
1
N
N
N
Stepan Co
IZU1EW9GB3WC7CYCSR17
Stepan Co
858586100
347.00000000
NS
USD
39190.18000000
0.158205139377
Long
EC
CORP
US
N
1
N
N
N
SpartanNash Co
549300TV3QCCSQLF5X16
SpartanNash Co
847215100
4295.00000000
NS
USD
94060.50000000
0.379708756438
Long
EC
CORP
US
N
1
N
N
N
Olympic Steel Inc
549300GQ061U6N6KWJ49
Olympic Steel Inc
68162K106
832.00000000
NS
USD
20267.52000000
0.081817073216
Long
EC
CORP
US
N
1
N
N
N
Johnson Outdoors Inc
N/A
Johnson Outdoors Inc
479167108
836.00000000
NS
USD
88448.80000000
0.357055127885
Long
EC
CORP
US
N
1
N
N
N
Midland States Bancorp Inc
5493006RHXW9TTBWYC94
Midland States Bancorp Inc
597742105
296.00000000
NS
USD
7320.08000000
0.029550113744
Long
EC
CORP
US
N
1
N
N
N
Otter Tail Corp
N/A
Otter Tail Corp
689648103
710.00000000
NS
USD
39738.70000000
0.160419435995
Long
EC
CORP
US
N
1
N
N
N
CVB Financial Corp
N/A
CVB Financial Corp
126600105
1879.00000000
NS
USD
38275.23000000
0.154511617370
Long
EC
CORP
US
N
1
N
N
N
Encore Wire Corp
N/A
Encore Wire Corp
292562105
278.00000000
NS
USD
26362.74000000
0.106422602704
Long
EC
CORP
US
N
1
N
N
N
2021-10-29
Lattice Strategies Trust
John Stanziani
John Stanziani
Assistant Treasurer