NPORT-P
    false
    
      
      
        
          0000356476
          XXXXXXXX
        
      
      
      
      
        S000030872
        C000095753
        C000155808
        C000095752
      
      
      
    
  
  
    
      GREAT-WEST FUNDS INC
      811-03364
      0000356476
      RUYOMHMDMSPQ01U66388
      8515 E Orchard Road
      Greenwood Village
      
      80111
      866-831-7129
      Great-West S&P Mid Cap 400 Index Fund
      S000030872
      ZVMUZFOB03REUHJNUP64
      2022-12-31
      2022-03-31
      N
    
    
      1157273212.400000000000
      3783134.410000000000
      1153490077.990000000000
      0.000000000000
      0.000000000000
      0.000000000000
      0.000000000000
      0.000000000000
      0.000000000000
      0.000000000000
      0.000000000000
      0.000000000000
      0.000000000000
      0.000000000000
      0.000000000000
      0.000000000000
      
        
        
        
        
        
        
        
        
        
      
      N
      
        
          
          
          
        
        
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
        
        
        
        
      
      
      
      
    
    
      
        RBC DOMINION SECURITIES INC REPO
        549300QJJX6CVVUXLE15
        RBC DOMINION SECURITIES INC REPO SLRPD 0.300% 04/01/2022
        546781125
        
          
        
        4190195
        PA
        USD
        4190195
        0.3632623358
        Long
        RA
        CORP
        US
        N
        
        2
        
          2022-04-01
          Fixed
          0.05
          N
          N
          N
        
        
          Repurchase
          
            
              
            
          
          Y
          .3
          2022-04-01
          
            
              4190184.289861691210
              USD
              4273988.020056255478
              USD
              ABS
            
          
        
        
          
          N
          N
        
      
      
        BOFA SECURITIES INC REPO.
        549300HN4UKV1E2R3U73
        BOFA SECURITIES INC REPO. SLRPD 0.300% 04/01/2022
        546781136
        
          
        
        4190195
        PA
        USD
        4190195
        0.3632623358
        Long
        RA
        CORP
        US
        N
        
        2
        
          2022-04-01
          Fixed
          0.05
          N
          N
          N
        
        
          Repurchase
          
            
              
            
          
          Y
          .3
          2022-04-01
          
            
              4190194.999999999995
              USD
              4273998.900257858147
              USD
              ABS
            
          
        
        
          
          N
          N
        
      
      
        CITIGROUP GLOBAL MARKETS INC REPO
        MBNUM2BPBDO7JBLYG310
        CITIGROUP GLOBAL MARKETS INC REPO SLRPD 0.310% 04/01/2022
        546781139
        
          
        
        2735375
        PA
        USD
        2735375
        0.2371390142
        Long
        RA
        CORP
        US
        N
        
        2
        
          2022-04-01
          Fixed
          0.05
          N
          N
          N
        
        
          Repurchase
          
            
              
            
          
          Y
          .31
          2022-04-01
          
            
              2735368.616329183772
              USD
              2790075.990700095602
              USD
              ABS
            
          
        
        
          
          N
          N
        
      
      
        Blackrock Liquidit
        5493007YVNX55LTRQ706
        Blackrock Liquidit FEDFUND INSTL
        09248U700
        
          
          
          
        
        753000
        PA
        USD
        753000
        0.0652801454
        Long
        STIV
        RF
        US
        N
        
        2
        
          2022-04-01
          Variable
          .311876
          N
          N
          N
        
        
          
          N
          N
        
      
      
        Dreyfus Institutional Preferred Money Market Funds
        N/A
        Dreyfus Institutional Preferred Money Market Funds PFD GOVT PLUS SL
        26200T885
        
          
          
          
        
        1440000
        PA
        USD
        1440000
        0.1248385251
        Long
        STIV
        RF
        US
        N
        
        2
        
          2022-04-01
          Variable
          .30587
          N
          N
          N
        
        
          
          N
          N
        
      
      
        Short-Term Invts T
        549300UJV6OHYATSFU27
        Short-Term Invts T INVSCO GOVT INST
        825252885
        
          
          
          
        
        580000
        PA
        USD
        580000
        0.0502821837
        Long
        STIV
        RF
        US
        N
        
        2
        
          2022-04-01
          Variable
          .33812
          N
          N
          N
        
        
          
          N
          N
        
      
      
        JP Morgan Trust Ii
        549300IMXLYKELY96B40
        JP Morgan Trust Ii US GOV MMK CAP
        4812C0670
        
          
          
          
        
        580000
        PA
        USD
        580000
        0.0502821837
        Long
        STIV
        RF
        US
        N
        
        2
        
          2022-04-01
          Variable
          .30601
          N
          N
          N
        
        
          
          N
          N
        
      
      
        Morgan Stanley Institutional Liquidity Funds
        N/A
        Morgan Stanley Institutional Liquidity Funds GOVT PTF INSTL
        61747C707
        
          
          
          
        
        227000
        PA
        USD
        227000
        0.0196794064
        Long
        STIV
        RF
        US
        N
        
        2
        
          2022-04-01
          Variable
          .285396
          N
          N
          N
        
        
          
          N
          N
        
      
      
        Goldman Sachs Trust
        S2FHCT8U6D2VORP0J605
        Goldman Sachs Trust FINL SQ GV INS
        38141W273
        
          
          
          
        
        580000
        PA
        USD
        580000
        0.0502821837
        Long
        STIV
        RF
        US
        N
        
        2
        
          2022-04-01
          Variable
          .3296245
          N
          N
          N
        
        
          
          N
          N
        
      
      
        CME GLOBEX
        N/A
        E-mini S&P MidCap 400 Index Futures,Jun-2022,ETH
        00001FAM2
        
          
        
        44
        NC
        USD
        -54939.94
        -0.0047629313
        Short
        DE
        CORP
        US
        N
        
        1
        
          
            
              GOLDMAN SACHS & CO
              FOR8UP27PHTHYVLBNG30
            
            Long
            
              
                S&P MID 400 EMINI FUTURES
                S&P MID 400 EMINI FUTURES
                
                  
                
              
            
            2022-06-01
            11832479.9999999995
            USD
            -54939.94
          
        
        
          N
          N
          N
        
      
      
        Asgn Incorporated
        LZBNYYCBUKY537072438
        Asgn Incorporated COM
        00191U102
        
          
          
        
        25596
        NS
        USD
        2987309.16
        0.2589800482
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ACI Worldwide Inc
        5493003BPVMZUJ6F5C02
        ACI Worldwide Inc COM
        004498101
        
          
          
        
        57757
        NS
        USD
        1818767.93
        0.1576752124
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        American Campus Communities, Inc.
        529900MR3ZXRO3W6UX26
        American Campus Communities, Inc. COM
        024835100
        
          
          
        
        68365
        NS
        USD
        3826389.05
        0.3317227537
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        American Eagle Outfitters Inc.
        5299001Z9HXK01DHW793
        American Eagle Outfitters Inc. COM USD0.01
        02553E106
        
          
          
        
        76019
        NS
        USD
        1277119.2
        0.1107178314
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Amkor Technology, Inc.
        529900VHLRTKPWZJBM84
        Amkor Technology, Inc. COM
        031652100
        
          
          
        
        49888
        NS
        USD
        1083567.36
        0.0939381604
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Antero Midstream Corporation
        N/A
        Antero Midstream Corporation COM
        03676B102
        
          
          
        
        159518
        NS
        USD
        1733960.66
        0.1503229801
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Arrowhead Pharmaceuticals Inc
        549300O3CSB8T7OZ3D66
        Arrowhead Pharmaceuticals Inc COM
        04280A100
        
          
          
        
        51810
        NS
        USD
        2382741.9
        0.2065680447
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AutoNation, Inc.
        N/A
        AutoNation, Inc. COM
        05329W102
        
          
          
        
        19641
        NS
        USD
        1955850.78
        0.1695593935
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Avient Corporation
        SM8L9RZYIB34LNTWO040
        Avient Corporation COM
        05368V106
        
          
          
        
        44948
        NS
        USD
        2157504
        0.1870414008
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Axon Enterprise Inc
        549300QP2IEEGFE16681
        Axon Enterprise Inc COM
        05464C101
        
          
          
        
        33637
        NS
        USD
        4632824.01
        0.4016353585
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bjs Whsl Club Hldgs Inc
        549300UCIWH1C93V0J03
        Bjs Whsl Club Hldgs Inc COM
        05550J101
        
          
          
        
        66796
        NS
        USD
        4516077.56
        0.3915142095
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Block(H&R)Inc
        549300CE3KUCWLZBG404
        Block(H&R)Inc COM
        093671105
        
          
          
        
        80834
        NS
        USD
        2104917.36
        0.1824824851
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0.88
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Boston Beer Co Inc
        529900Q02MQ0DCQNRM58
        Boston Beer Co Inc CLASS'A'COM USD0.01
        100557107
        
          
          
        
        4612
        NS
        USD
        1791623.64
        0.1553219810
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Boyd Gaming Corporation
        254900787YGRYS2A1Z35
        Boyd Gaming Corporation COM
        103304101
        
          
          
        
        40291
        NS
        USD
        2650341.98
        0.2297672109
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0.34
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CMC Materials Inc
        31F6V1MN00ZW3XWB4J69
        CMC Materials Inc COM
        12571T100
        
          
          
        
        14040
        NS
        USD
        2603016
        0.2256643598
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CNX Resources Corporation
        549300JK3KH8PWM3B226
        CNX Resources Corporation COM
        12653C108
        
          
          
        
        100750
        NS
        USD
        2087540
        0.1809759824
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Calix Networks Inc
        5299002RQRZ4SXSCSJ58
        Calix Networks Inc COM USD0.01
        13100M509
        
          
          
        
        27066
        NS
        USD
        1161402.06
        0.1006859168
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ChampionX Corporation
        549300EP2909K6DYYP38
        ChampionX Corporation COM
        15872M104
        
          
          
        
        99272
        NS
        USD
        2430178.56
        0.2106804910
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Churchill Downs Inc
        529900FODTBQC8MIS994
        Churchill Downs Inc COM
        171484108
        
          
          
        
        16912
        NS
        USD
        3750743.36
        0.3251647701
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Clean Harbors, Inc.
        5493000SJVZVZJKHJF48
        Clean Harbors, Inc. COM
        184496107
        
          
          
        
        24593
        NS
        USD
        2745562.52
        0.2380222052
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Colfax Corp
        635400OP2DYYYMOIYL17
        Colfax Corp COM STK USD0.001
        194014106
        
          
          
        
        66782
        NS
        USD
        2657255.78
        0.2303665919
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Columbia Sportswear Co.
        549300OTMCIEUXAH5Z60
        Columbia Sportswear Co. COM
        198516106
        
          
          
        
        17178
        NS
        USD
        1555124.34
        0.1348190478
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Commerce Bancshares Inc
        N/A
        Commerce Bancshares Inc COM
        200525103
        
          
          
        
        54290
        NS
        USD
        3886621.1
        0.3369444761
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Commercial Metals Company
        549300OQS2LO07ZJ7N73
        Commercial Metals Company COM
        201723103
        
          
          
        
        59681
        NS
        USD
        2483923.22
        0.2153397994
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0.4
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Corporate Office Properties Trust
        YY1J47X6LF9TYY8JY420
        Corporate Office Properties Trust COM USD0.01
        22002T108
        
          
          
        
        55700
        NS
        USD
        1589678
        0.1378146228
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0.94
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Cousins Properties Incorporated
        5493007XPYD5EJABN062
        Cousins Properties Incorporated COM NEW
        222795502
        
          
          
        
        73047
        NS
        USD
        2943063.64
        0.2551442527
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Cullen/Frost Bankers, Inc.
        529900V2E9G9AY665O34
        Cullen/Frost Bankers, Inc. COM
        229899109
        
          
          
        
        27994
        NS
        USD
        3874649.54
        0.3359066206
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          1.06
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DT Midstream Inc
        N/A
        DT Midstream Inc COMMON STOCK
        23345M107
        
          
          
        
        47522
        NS
        USD
        2578543.72
        0.2235427742
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Dana Incorporated
        KVWHW7YLZPFJM8QYNJ51
        Dana Incorporated COM STK USD0.01
        235825205
        
          
          
        
        72062
        NS
        USD
        1266129.34
        0.1097650829
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Digital Turbine, Inc.
        549300D0WZR1VI2QGB24
        Digital Turbine, Inc. COM NEW
        25400W102
        
          
          
        
        43348
        NS
        USD
        1899075.88
        0.1646373832
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Douglas Emmett Inc
        N/A
        Douglas Emmett Inc COM
        25960P109
        
          
          
        
        86212
        NS
        USD
        2881205.04
        0.2497815191
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Eagle Materials Inc.
        529900KRXRGXL61SG039
        Eagle Materials Inc. COM
        26969P108
        
          
          
        
        19392
        NS
        USD
        2489157.12
        0.2157935441
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          1.2
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Emcor Group Inc
        529900X0SQJB2J7YDU43
        Emcor Group Inc COM STK USD0.01
        29084Q100
        
          
          
        
        26222
        NS
        USD
        2953383.86
        0.2560389479
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Energizer Holdings Inc
        5493000D6NN0V57UME20
        Energizer Holdings Inc COM
        29272W109
        
          
          
        
        32203
        NS
        USD
        990564.28
        0.0858754053
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Equitrans Midstream Corporation
        549300RH0NLJNZ5SXU64
        Equitrans Midstream Corporation COM
        294600101
        
          
          
        
        200371
        NS
        USD
        1691131.24
        0.1466099512
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Essential Utilities Inc
        549300ILTEOF3E3QY357
        Essential Utilities Inc COM
        29670G102
        
          
          
        
        112991
        NS
        USD
        5777229.83
        0.5008478131
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Exelixis, Inc.
        254900PJQB59O2O95R37
        Exelixis, Inc. COM
        30161Q104
        
          
          
        
        155438
        NS
        USD
        3523779.46
        0.3054884933
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Five Below Inc
        529900AAXP5Z6BGI7418
        Five Below Inc COM
        33829M101
        
          
          
        
        27524
        NS
        USD
        4358975.88
        0.3778945275
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fox Factory Holding Corporation
        529900GE1HSV0617R721
        Fox Factory Holding Corporation COM
        35138V102
        
          
          
        
        20685
        NS
        USD
        2026095.75
        0.1756491702
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Agco Corporation
        LYOM0B2GCF1JWXK5ZG04
        Agco Corporation COM
        001084102
        
          
          
        
        30147
        NS
        USD
        4402366.41
        0.3816562010
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Aptargroup Inc.
        VNPEQDQFAA7IY1T2PX43
        Aptargroup Inc. COM
        038336103
        
          
          
        
        32340
        NS
        USD
        3799950
        0.3294306620
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0.6
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Arrow Electronics, Inc.
        549300YNNLBXT8N8R512
        Arrow Electronics, Inc. COM
        042735100
        
          
          
        
        33592
        NS
        USD
        3985018.96
        0.3454749231
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Avnet, Inc.
        XJI53DCPL7QABOWK4Z75
        Avnet, Inc. COM
        053807103
        
          
          
        
        48618
        NS
        USD
        1973404.62
        0.1710811959
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0.3
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Belden Inc.
        68BKYO1JC791TTJHUE82
        Belden Inc. COM
        077454106
        
          
          
        
        22081
        NS
        USD
        1223287.4
        0.1060509686
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Brinks Company
        XFP140TFNOQMIVFTVQ13
        Brinks Company COM
        109696104
        
          
          
        
        24363
        NS
        USD
        1656684
        0.1436236021
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0.1
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GXO Logistics Inc.
        5493007CNWMXN78JRN66
        GXO Logistics Inc. COMMON STOCK
        36262G101
        
          
          
        
        48437
        NS
        USD
        3455495.58
        0.2995687302
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Glacier Bancorp Inc.
        549300SMJAUKZB5D7V74
        Glacier Bancorp Inc. COM USD0.01
        37637Q105
        
          
          
        
        53291
        NS
        USD
        2679471.48
        0.2322925469
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0.8
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bruker Corporation
        LEBZ6VLQ6I8XB1NHVY15
        Bruker Corporation COM USD0.01
        116794108
        
          
          
        
        49918
        NS
        USD
        3209727.4
        0.2782622461
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Brunswick Corporation
        YM4O38W15AX4YLLQKU27
        Brunswick Corporation COM
        117043109
        
          
          
        
        37875
        NS
        USD
        3063708.75
        0.2656033900
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Grand Canyon Education Inc
        529900XFER799IYOSW74
        Grand Canyon Education Inc COM USD0.01
        38526M106
        
          
          
        
        19247
        NS
        USD
        1869076.17
        0.1620366057
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Halozyme Therapeutics Inc
        529900242I3SV9AGM753
        Halozyme Therapeutics Inc COM
        40637H109
        
          
          
        
        69165
        NS
        USD
        2758300.2
        0.2391264782
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Highwoods Properties, Inc.
        ZIIGTYKL9T0X3HLTDX53
        Highwoods Properties, Inc. COM
        431284108
        
          
          
        
        51532
        NS
        USD
        2357073.68
        0.2043427789
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          1.7
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Home BancShares Inc.
        N/A
        Home BancShares Inc. COM
        436893200
        
          
          
        
        74047
        NS
        USD
        1673462.2
        0.1450781617
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ITT Inc
        549300KDSERHTJOXUS80
        ITT Inc COM
        45073V108
        
          
          
        
        42053
        NS
        USD
        3162806.13
        0.2741944808
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ingevity Corporation
        5493009UTFC4B5IMGF87
        Ingevity Corporation COM
        45688C107
        
          
          
        
        19358
        NS
        USD
        1240267.06
        0.1075229934
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Cabot Corporation
        K05C0SER542GQ6VLRO68
        Cabot Corporation COM
        127055101
        
          
          
        
        27800
        NS
        USD
        1901798
        0.1648733731
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0.6
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CACI International Inc.
        SYRPI2D1O9WRTS2WX210
        CACI International Inc. CL A
        127190304
        
          
          
        
        11460
        NS
        USD
        3452439.6
        0.2993037969
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Carlisle Companies Incorporated
        XR64VGX1ZPX6G7ZN7Z11
        Carlisle Companies Incorporated COM
        142339100
        
          
          
        
        25687
        NS
        USD
        6316947.04
        0.5476377440
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0.92
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Chart Industries Inc
        EM7QGKC1GYOF3LSZSL80
        Chart Industries Inc COM
        16115Q308
        
          
          
        
        17444
        NS
        USD
        2996355.88
        0.2597643393
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ziff Davis Inc
        5493008OJYGLHD7MXA18
        Ziff Davis Inc COM
        48123V102
        
          
          
        
        23689
        NS
        USD
        2292621.42
        0.1987551921
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Kemper Corporation
        549300FNI1JKTRY2PV09
        Kemper Corporation COM
        488401100
        
          
          
        
        29532
        NS
        USD
        1669739.28
        0.1447554090
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Acuity Brands, Inc.
        N/A
        Acuity Brands, Inc. COM STK USD0.01
        00508Y102
        
          
          
        
        17204
        NS
        USD
        3256717.2
        0.2823359526
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0.6
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AECOM
        0EEB8GF0W0NPCIHZX097
        AECOM COM STK USD0.01
        00766T100
        
          
          
        
        69438
        NS
        USD
        5333532.78
        0.4623821983
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Kinsale Capital Group Inc
        529900QTUQHNZ6HOA508
        Kinsale Capital Group Inc COM
        49714P108
        
          
          
        
        10537
        NS
        USD
        2402646.74
        0.2082936634
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Kyndryl Holdings Inc
        549300LQ4LWX2R8ZV130
        Kyndryl Holdings Inc COMMON STOCK
        50155Q100
        
          
          
        
        89896
        NS
        USD
        1179435.52
        0.1022492991
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ciena Corporation
        W0CZ7N0GH8UIGXDM1H41
        Ciena Corporation COM NEW
        171779309
        
          
          
        
        76090
        NS
        USD
        4613336.7
        0.3999459369
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Coherent Inc
        549300RYOCKUMWACR010
        Coherent Inc COM
        192479103
        
          
          
        
        12171
        NS
        USD
        3327064.56
        0.2884346059
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Lamar Advertising Company
        529900Y8WW4MKVPTB543
        Lamar Advertising Company CL A
        512816109
        
          
          
        
        42651
        NS
        USD
        4955193.18
        0.4295826444
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Life Storage Inc
        W9EE01AFDDF9DQCQZC68
        Life Storage Inc COM
        53223X107
        
          
          
        
        40294
        NS
        USD
        5658486.49
        0.4905535468
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Liveramp Holdings Inc
        76MIROMHC0FSWDR2G072
        Liveramp Holdings Inc COM
        53815P108
        
          
          
        
        34004
        NS
        USD
        1271409.56
        0.1102228432
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0.16
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Manhattan Associates Inc
        529900Q1GJP7KD52SW51
        Manhattan Associates Inc COM USD0.01
        562750109
        
          
          
        
        31026
        NS
        USD
        4303616.46
        0.3730952300
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Alcoa Corporation
        549300T12EZ1F6PWWU29
        Alcoa Corporation COM
        013872106
        
          
          
        
        90444
        NS
        USD
        8142673.32
        0.7059161995
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Amedisys Inc
        5299001RBS9GK9STN379
        Amedisys Inc COM
        023436108
        
          
          
        
        16017
        NS
        USD
        2759568.93
        0.2392364688
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Commvault Systems Inc.
        65T5VRP62VXG39YFML83
        Commvault Systems Inc. COM
        204166102
        
          
          
        
        21909
        NS
        USD
        1453662.15
        0.1260229436
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Cracker Barrel Old Country Store Inc.
        8P4PHQIUWPIECBFBW745
        Cracker Barrel Old Country Store Inc. COM USD0.01
        22410J106
        
          
          
        
        11556
        NS
        USD
        1372043.88
        0.1189471766
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Crane Co.
        549300X1RO9ID7AUCA83
        Crane Co. COM
        224399105
        
          
          
        
        24524
        NS
        USD
        2655458.72
        0.2302107986
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0.4
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Curtiss-Wright Corp.
        TEL51ETZWP7D0ZM4X325
        Curtiss-Wright Corp. COM
        231561101
        
          
          
        
        19278
        NS
        USD
        2894784.48
        0.2509587672
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0.36
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Medical Properties Trust Inc.
        254900U6E39J1MQCCY14
        Medical Properties Trust Inc. COM
        58463J304
        
          
          
        
        293198
        NS
        USD
        6198205.72
        0.5373436528
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Medpace Holdings Inc.
        549300H8TYEUVTW14A54
        Medpace Holdings Inc. COM
        58506Q109
        
          
          
        
        14124
        NS
        USD
        2310545.16
        0.2003090624
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Darling Ingredients, Inc
        L1N0SPPKS7EXZYUMZ898
        Darling Ingredients, Inc COM
        237266101
        
          
          
        
        79492
        NS
        USD
        6389566.96
        0.5539334132
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Donaldson Co Inc
        OZE6KXY9QQPR8EJ8WL20
        Donaldson Co Inc COM
        257651109
        
          
          
        
        60688
        NS
        USD
        3151527.84
        0.2732167272
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0.22
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Apartment Income Reit Corp
        N/A
        Apartment Income Reit Corp COM
        03750L109
        
          
          
        
        77123
        NS
        USD
        4122995.58
        0.3574365882
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ashland Global Holdings Inc
        529900E4L9R04SB8HB11
        Ashland Global Holdings Inc COM
        044186104
        
          
          
        
        26008
        NS
        USD
        2559447.28
        0.2218872385
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EPR Properties
        549300YSSXFHMPOWZ492
        EPR Properties COM SH BEN INT
        26884U109
        
          
          
        
        36750
        NS
        USD
        2010592.5
        0.1743051404
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EnerSys
        7ZS3DE5PN30BYUJFWP05
        EnerSys COM USD0.01
        29275Y102
        
          
          
        
        20444
        NS
        USD
        1524509.08
        0.1321649062
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Acadia Healthcare Company, Inc.
        5493005CW985Y9D0NC11
        Acadia Healthcare Company, Inc. COM
        00404A109
        
          
          
        
        44184
        NS
        USD
        2895377.52
        0.2510101799
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Euronet Worldwide, Inc.
        YG3575C4DSHJPA5KET68
        Euronet Worldwide, Inc. COM USD0.02
        298736109
        
          
          
        
        25967
        NS
        USD
        3379605.05
        0.2929895206
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        F N B Corp (Pennsylvania)
        PCYSKIGYNYFDTBLVZU83
        F N B Corp (Pennsylvania) COM
        302520101
        
          
          
        
        166924
        NS
        USD
        2078203.8
        0.1801665952
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0.96
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank OZK
        549300VYK2WBD7SST478
        Bank OZK COM
        06417N103
        
          
          
        
        59439
        NS
        USD
        2538045.3
        0.2200318276
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Brixmor Property Group Inc
        5299007UXW6Y0W2EGZ95
        Brixmor Property Group Inc COM
        11120U105
        
          
          
        
        146323
        NS
        USD
        3776596.63
        0.3274060785
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Builders Firstsource, Inc.
        549300W0SKP6L3H7DP63
        Builders Firstsource, Inc. COM USD0.01
        12008R107
        
          
          
        
        94080
        NS
        USD
        6071923.2
        0.5263957893
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Cable One Inc
        549300648QS85T0XSH18
        Cable One Inc COM
        12685J105
        
          
          
        
        2436
        NS
        USD
        3566888.64
        0.3092257756
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Alleghany Corp
        549300DCJE6AYX159479
        Alleghany Corp COM
        017175100
        
          
          
        
        6730
        NS
        USD
        5700310
        0.4941793700
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Allete Inc
        549300NNLSIMY6Z8OT86
        Allete Inc COM NEW
        018522300
        
          
          
        
        25865
        NS
        USD
        1732437.7
        0.1501909495
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mercury Systems Inc
        549300P3B84SGK7HH679
        Mercury Systems Inc COM USD0.01
        589378108
        
          
          
        
        27881
        NS
        USD
        1796930.45
        0.1557820465
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Neurocrine Biosciences Inc
        549300FECER0XBN49756
        Neurocrine Biosciences Inc COM USD0.001
        64125C109
        
          
          
        
        46605
        NS
        USD
        4369218.75
        0.3787825169
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Alliance Data Systems Corporation
        549300G8S4PO686J7H97
        Alliance Data Systems Corporation COM USD0.01
        018581108
        
          
          
        
        24575
        NS
        USD
        1379886.25
        0.1196270585
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        American Financial Group, Inc.
        549300AFOM7IVKIU1G39
        American Financial Group, Inc. COM
        025932104
        
          
          
        
        32534
        NS
        USD
        4737601.08
        0.4107188411
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Carters Incorporation
        5299003WAQK4R3L3ZU36
        Carters Incorporation COM USD0.01
        146229109
        
          
          
        
        20765
        NS
        USD
        1910172.35
        0.1655993741
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Cleveland-Cliffs Inc
        549300TM2WLI2BJMDD86
        Cleveland-Cliffs Inc COM
        185899101
        
          
          
        
        234889
        NS
        USD
        7565774.69
        0.6559028842
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Associated Banc-Corp
        549300N3CIN473IW5094
        Associated Banc-Corp COM
        045487105
        
          
          
        
        74157
        NS
        USD
        1687813.32
        0.1463223093
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          1
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank of Hawaii Corp.
        5493006Q8BQ8AD8M2U33
        Bank of Hawaii Corp. COM USD0.01
        062540109
        
          
          
        
        19879
        NS
        USD
        1668245.68
        0.1446259237
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          1.2
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fair Isaac Corporation
        RI6HET5SJUEY30V1PS26
        Fair Isaac Corporation COM
        303250104
        
          
          
        
        12911
        NS
        USD
        6022465.06
        0.5221080939
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0.08
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federated Hermes Inc
        R05X5UQ874RGFF7HHD84
        Federated Hermes Inc CL B
        314211103
        
          
          
        
        47727
        NS
        USD
        1625581.62
        0.1409272304
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0.41
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        First Horizon Corporation
        TF3RXI1ZB1TQ30H9JV10
        First Horizon Corporation COM USD0.625
        320517105
        
          
          
        
        262340
        NS
        USD
        6162366.6
        0.5342366369
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          1.6
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fluor Corporation
        CQ7WZ4NOFWT7FAE6Q943
        Fluor Corporation COM USD0.01
        343412102
        
          
          
        
        69472
        NS
        USD
        1993151.68
        0.1727931361
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0.64
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Option Care Health Inc
        549300DI3Q5ACSYJRI17
        Option Care Health Inc COM NEW
        68404L201
        
          
          
        
        68043
        NS
        USD
        1943308.08
        0.1684720239
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PS Business Parks Inc (California)
        N/A
        PS Business Parks Inc (California) COM
        69360J107
        
          
          
        
        9916
        NS
        USD
        1666681.28
        0.1444903005
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Black Hills Corporation
        3MGELCRSTNSAMJ962671
        Black Hills Corporation COM
        092113109
        
          
          
        
        31354
        NS
        USD
        2414885.08
        0.2093546469
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          1.24
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Blackbaud Inc
        54930056X3HKFMNG3754
        Blackbaud Inc COM
        09227Q100
        
          
          
        
        21963
        NS
        USD
        1314924.81
        0.1139953291
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Concentrix Corporation
        N/A
        Concentrix Corporation COM
        20602D101
        
          
          
        
        21076
        NS
        USD
        3510418.56
        0.3043301912
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Dick's Sporting Goods, Inc.
        529900SSBV5I4LWSK313
        Dick's Sporting Goods, Inc. COM
        253393102
        
          
          
        
        30938
        NS
        USD
        3094418.76
        0.2682657458
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Brighthouse Financial Inc.
        5493003T8SZSHOGGAW52
        Brighthouse Financial Inc. COM
        10922N103
        
          
          
        
        38055
        NS
        USD
        1965921.3
        0.1704324413
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0.23
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CDK Global Inc
        5493000L10CYRTHIJ385
        CDK Global Inc COM
        12508E101
        
          
          
        
        57452
        NS
        USD
        2796763.36
        0.2424609811
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        East West Bancorp Inc
        N/A
        East West Bancorp Inc COM USD0.001
        27579R104
        
          
          
        
        69716
        NS
        USD
        5508958.32
        0.4775904384
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0.2
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Envista Holdings Corporation
        549300BX623VURJZ5269
        Envista Holdings Corporation COM
        29415F104
        
          
          
        
        79276
        NS
        USD
        3861533.96
        0.3347695861
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Callaway Golf Co
        5493005UB0KFRKBPCU72
        Callaway Golf Co COM
        131193104
        
          
          
        
        58487
        NS
        USD
        1369765.54
        0.1187496595
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0.28
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Camden Property Trust
        5493002MYX22OHYJBD89
        Camden Property Trust SH BEN INT
        133131102
        
          
          
        
        50207
        NS
        USD
        8344403.4
        0.7234048701
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Park Hotels & Resorts Inc.
        5493005UZ5TQN0H6HS73
        Park Hotels & Resorts Inc. COM
        700517105
        
          
          
        
        116175
        NS
        USD
        2268897.75
        0.1966985060
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Pebblebrook Hotel Trust
        5493004Q1NNH6JXCSI52
        Pebblebrook Hotel Trust COM USD0.01 SBI
        70509V100
        
          
          
        
        65253
        NS
        USD
        1597393.45
        0.1384835015
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0.48
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Flowers Foods, Inc.
        7YNCQQNDK8FBM9BBTK25
        Flowers Foods, Inc. COM
        343498101
        
          
          
        
        97622
        NS
        USD
        2509861.62
        0.2175884880
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Flowserve Corporation
        6Y0GK87T6V7NJKZJVM41
        Flowserve Corporation COM
        34354P105
        
          
          
        
        63998
        NS
        USD
        2297528.2
        0.1991805776
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Caseys Gen Stores
        549300CAFWSI86V66Q65
        Caseys Gen Stores COM
        147528103
        
          
          
        
        18231
        NS
        USD
        3612837.27
        0.3132092195
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0.16
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Cathay General Bancorp
        549300K1SLJ8C97H5L68
        Cathay General Bancorp COM
        149150104
        
          
          
        
        36969
        NS
        USD
        1654362.75
        0.1434223650
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0.56
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        First Financial Bankshares Inc
        549300XN3GTGOENGNV49
        First Financial Bankshares Inc COM
        32020R109
        
          
          
        
        63021
        NS
        USD
        2780486.52
        0.2410498862
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        First Industrial Realty Trust, Inc.
        N/A
        First Industrial Realty Trust, Inc. COM
        32054K103
        
          
          
        
        64008
        NS
        USD
        3962735.28
        0.3435430747
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Performance Food Group Company
        549300EUK8GR9IT1YK57
        Performance Food Group Company COM
        71377A103
        
          
          
        
        76049
        NS
        USD
        3871654.59
        0.3356469781
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Pinnacle Financial Partners Inc
        54930098EZ8JMSAZGS24
        Pinnacle Financial Partners Inc COM
        72346Q104
        
          
          
        
        37403
        NS
        USD
        3444068.24
        0.2985780550
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Chemed Corporation
        54930020031IDJT2IM79
        Chemed Corporation CAP USD1
        16359R103
        
          
          
        
        7564
        NS
        USD
        3831544.2
        0.3321696713
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0.48
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        The Chemours Company LLC
        549300M1BOLNXL8DOV14
        The Chemours Company LLC COM
        163851108
        
          
          
        
        79254
        NS
        USD
        2494915.92
        0.2162927942
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Primerica, Inc.
        254900621R686KJR7022
        Primerica, Inc. COM
        74164M108
        
          
          
        
        19400
        NS
        USD
        2654308
        0.2301110387
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        R1 RCM Inc.
        549300VKOMJ3EM506212
        R1 RCM Inc. COM
        749397105
        
          
          
        
        65826
        NS
        USD
        1761503.76
        0.1527107856
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Foot Locker, Inc.
        549300X383CBNP6MTV94
        Foot Locker, Inc. COM
        344849104
        
          
          
        
        43058
        NS
        USD
        1277100.28
        0.1107161912
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0.24
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        The Gap, Inc.
        T2ZG1WRWZ4BUCMQL9224
        The Gap, Inc. COM
        364760108
        
          
          
        
        105905
        NS
        USD
        1491142.4
        0.1292722346
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0.09
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Haemonetics Corp
        549300ZEL6TXZS6F5F95
        Haemonetics Corp COM
        405024100
        
          
          
        
        25110
        NS
        USD
        1587454.2
        0.1376218340
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Hanesbrands Inc.
        GX5LWVWZLL5S4W1L2F20
        Hanesbrands Inc. COM
        410345102
        
          
          
        
        171555
        NS
        USD
        2554453.95
        0.2214543496
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Globus Med Inc
        5299003M2P4CIK0RF205
        Globus Med Inc CL A
        379577208
        
          
          
        
        38826
        NS
        USD
        2864582.28
        0.2483404352
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Graham Holdings Co
        529900BOSCEEEMAFQJ29
        Graham Holdings Co COM CL B
        384637104
        
          
          
        
        1922
        NS
        USD
        1175245.34
        0.1018860381
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          7
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ryder System, Inc.
        ZXJ6Y2OSPZXIVGRILD15
        Ryder System, Inc. COM
        783549108
        
          
          
        
        26377
        NS
        USD
        2092487.41
        0.1814048902
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0.6
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SLM Corporation
        4K8SLPBF5DXXGPW03H93
        SLM Corporation COM
        78442P106
        
          
          
        
        139773
        NS
        USD
        2566232.28
        0.2224754533
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0.76
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        The Hanover Insurance Group, Inc.
        JJYR6MFKFF6CF8DBZ078
        The Hanover Insurance Group, Inc. COM
        410867105
        
          
          
        
        17480
        NS
        USD
        2613609.6
        0.2265827552
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Hawaiian Electric Industries, Inc.
        JJ8FWOCWCV22X7GUPJ23
        Hawaiian Electric Industries, Inc. COM
        419870100
        
          
          
        
        53702
        NS
        USD
        2272131.62
        0.1969788612
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          1.24
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Choice Hotels International, Inc.
        5493003CYRY5RFGTIR97
        Choice Hotels International, Inc. COM
        169905106
        
          
          
        
        16125
        NS
        USD
        2285880
        0.1981707553
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Cirrus Logic, Inc.
        549300NKSJEM5ZZSSV18
        Cirrus Logic, Inc. COM
        172755100
        
          
          
        
        28142
        NS
        USD
        2386160.18
        0.2068643871
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Hexcel Corporation
        S6Q7LW43WUBUHXY2QP69
        Hexcel Corporation COM
        428291108
        
          
          
        
        41215
        NS
        USD
        2451056.05
        0.2124904320
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Idacorp Inc
        N134NUJDWN8UEFA8B673
        Idacorp Inc COM
        451107106
        
          
          
        
        24818
        NS
        USD
        2863004.48
        0.2482036504
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          1.2
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sitime Corporation
        N/A
        Sitime Corporation COM
        82982T106
        
          
          
        
        7388
        NS
        USD
        1830894.16
        0.1587264767
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Six Flags Entertainment Corp.
        549300JYTDUAA4JQ3717
        Six Flags Entertainment Corp. COM USD0.01
        83001A102
        
          
          
        
        38113
        NS
        USD
        1657915.5
        0.1437303651
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ingredion Incorporated
        PKSTQ48QDN0XSVS7YK88
        Ingredion Incorporated COM
        457187102
        
          
          
        
        32688
        NS
        USD
        2848759.2
        0.2469686783
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Integra LifeSciences Holdings Corporation
        WB7IJCYY8YFTENS4O147
        Integra LifeSciences Holdings Corporation COM STK USD0.01
        457985208
        
          
          
        
        35786
        NS
        USD
        2299608.36
        0.1993609138
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Cognex Corp
        549300JQTYZCLC43S226
        Cognex Corp COM
        192422103
        
          
          
        
        86857
        NS
        USD
        6701017.55
        0.5809341301
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0.32
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Coty Inc.
        549300BO9IWPF3S48F93
        Coty Inc. COM CL A
        222070203
        
          
          
        
        168949
        NS
        USD
        1518851.51
        0.1316744321
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sunpower Corporation
        549300TXO070764WUH65
        Sunpower Corporation COM
        867652406
        
          
          
        
        39624
        NS
        USD
        851123.52
        0.0737868089
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Synovus Financial Corp.
        549300EIUS8UN5JTLE54
        Synovus Financial Corp. COM NEW
        87161C501
        
          
          
        
        71239
        NS
        USD
        3490711
        0.3026216754
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Crocs Inc
        549300B0J6YCXD63OG72
        Crocs Inc COM
        227046109
        
          
          
        
        28910
        NS
        USD
        2208724
        0.1914818378
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Deckers Outdoor Corporation
        5493008LG4W3I6K8J118
        Deckers Outdoor Corporation COM
        243537107
        
          
          
        
        13383
        NS
        USD
        3663863.91
        0.3176328934
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Syneos Health Inc
        549300F1ZGKDS8P6GU13
        Syneos Health Inc CL A
        87166B102
        
          
          
        
        50941
        NS
        USD
        4123673.95
        0.3574953984
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Taylor Morrison Home Corp
        5299009UDLLGLKOOJE30
        Taylor Morrison Home Corp COM
        87724P106
        
          
          
        
        60465
        NS
        USD
        1645857.3
        0.1426849985
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Harley-Davidson, Inc.
        ZDNAWZWXIKMWI51R2A08
        Harley-Davidson, Inc. COM
        412822108
        
          
          
        
        75596
        NS
        USD
        2978482.4
        0.2582148262
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0.4
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Hudson Pacific Properties Inc
        N/A
        Hudson Pacific Properties Inc COM
        444097109
        
          
          
        
        74909
        NS
        USD
        2078724.75
        0.1802117582
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        International Bancshares Corp
        549300Y16R531AU8TX77
        International Bancshares Corp COM
        459044103
        
          
          
        
        26519
        NS
        USD
        1119366.99
        0.0970417528
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Jones Lang LaSalle Incorporated
        6SYKCME112RT8TQUO411
        Jones Lang LaSalle Incorporated COM
        48020Q107
        
          
          
        
        24794
        NS
        USD
        5937171.24
        0.5147136810
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Tegna Inc
        549300YC5EDBGX85AO10
        Tegna Inc COM
        87901J105
        
          
          
        
        108709
        NS
        USD
        2435081.6
        0.2111055523
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Travel Plus Leisure Co
        T4VNTWMFQ7JQB65L7T35
        Travel Plus Leisure Co COM
        894164102
        
          
          
        
        42395
        NS
        USD
        2456366.3
        0.2129507958
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Kirby Corp
        I7NO6FZO5GUCG585T325
        Kirby Corp COM
        497266106
        
          
          
        
        29530
        NS
        USD
        2131770.7
        0.1848104930
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Lear Corporation
        549300UPNBTXA1SYTQ33
        Lear Corporation COM NEW
        521865204
        
          
          
        
        29330
        NS
        USD
        4182164.7
        0.3625661616
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Dycom Industries, Inc.
        549300F56EKTHQI3WT60
        Dycom Industries, Inc. COM
        267475101
        
          
          
        
        14828
        NS
        USD
        1412515.28
        0.1224557807
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EQT Corporation
        4NT01YGM4X7ZX86ISY52
        EQT Corporation COM
        26884L109
        
          
          
        
        147784
        NS
        USD
        5085247.44
        0.4408574930
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        IAA, Inc.
        549300PZCOPC5178W747
        IAA, Inc. COM
        449253103
        
          
          
        
        66247
        NS
        USD
        2533947.75
        0.2196765970
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ICU Medical Inc
        5493003NRW7LS2QZRH60
        ICU Medical Inc COM
        44930G107
        
          
          
        
        9797
        NS
        USD
        2181204.08
        0.1890960418
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Leggett & Platt Inc.
        DKOVQUCDW4ZLYCUD4T55
        Leggett & Platt Inc. COM
        524660107
        
          
          
        
        65524
        NS
        USD
        2280235.2
        0.1976813883
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0.6
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Lennox International Inc.
        S7DWAC87RDMPBF77GJ92
        Lennox International Inc. COM
        526107107
        
          
          
        
        16540
        NS
        USD
        4265004.4
        0.3697478185
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0.38
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Lincoln Electric Holdings Inc.
        BIMGBY40SIN95O01BN93
        Lincoln Electric Holdings Inc. COM
        533900106
        
          
          
        
        29008
        NS
        USD
        3997592.48
        0.3465649646
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0.68
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Lithia Motors Incorporated
        SE8N1EZEHPZQBCBVKD53
        Lithia Motors Incorporated COM
        536797103
        
          
          
        
        14875
        NS
        USD
        4464285
        0.3870241353
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Envestnet Inc
        549300HLWZ5OKIDM8737
        Envestnet Inc COM
        29404K106
        
          
          
        
        26846
        NS
        USD
        1998416.24
        0.1732495388
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FTI Consulting, Inc.
        549300K17GM8EQD0FQ48
        FTI Consulting, Inc. COM USD0.01
        302941109
        
          
          
        
        16845
        NS
        USD
        2648370.9
        0.2295963312
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Insperity Inc
        5299000Q0KW7HY5DB751
        Insperity Inc COM
        45778Q107
        
          
          
        
        17602
        NS
        USD
        1767592.84
        0.1532386688
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Interactive Brokers Group Inc
        5493004DT6DCDUZNDM53
        Interactive Brokers Group Inc COM CL A
        45841N107
        
          
          
        
        42925
        NS
        USD
        2829186.75
        0.2452718757
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Tripadvisor Inc
        549300XVG45PT5BART17
        Tripadvisor Inc COM
        896945201
        
          
          
        
        47740
        NS
        USD
        1294708.8
        0.1122427340
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Umpqua Holdings Co
        5299002ENJ7CY215BW86
        Umpqua Holdings Co COM NPV
        904214103
        
          
          
        
        106422
        NS
        USD
        2007118.92
        0.1740040039
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0.24
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ManpowerGroup Inc.
        ERO1WSFOSR0JJ6CRQ987
        ManpowerGroup Inc. COM
        56418H100
        
          
          
        
        26646
        NS
        USD
        2502592.32
        0.2169582875
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0.2
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Marriott Vacations Worldwide Corp
        549300WA6BT5H4F7IO94
        Marriott Vacations Worldwide Corp COM
        57164Y107
        
          
          
        
        20925
        NS
        USD
        3299872.5
        0.2860772332
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        First American Financial Corporation
        549300B6VEZK3N0A1P55
        First American Financial Corporation COM
        31847R102
        
          
          
        
        53926
        NS
        USD
        3495483.32
        0.3030354042
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        First Solar Inc
        549300NPYMLM4NHTOF27
        First Solar Inc COM
        336433107
        
          
          
        
        48580
        NS
        USD
        4068089.2
        0.3526765663
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Universal Display Corp.
        N/A
        Universal Display Corp. COM USD0.01
        91347P105
        
          
          
        
        21299
        NS
        USD
        3555868.05
        0.3082703629
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        The Wendys Company
        529900M0JIUCMWVKHG76
        The Wendys Company COM
        95058W100
        
          
          
        
        86713
        NS
        USD
        1905084.61
        0.1651583006
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fulton Financial Corporation
        5493005QLZ6O1BNC0C11
        Fulton Financial Corporation COM
        360271100
        
          
          
        
        80053
        NS
        USD
        1330480.86
        0.1153439362
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GATX Corporation
        549300IHYHCQP2PIR591
        GATX Corporation COM
        361448103
        
          
          
        
        17441
        NS
        USD
        2150998.53
        0.1864774194
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0.8
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Wingstop Inc
        549300SSH3F8HPIM3Q47
        Wingstop Inc COM
        974155103
        
          
          
        
        14679
        NS
        USD
        1722580.65
        0.1493364081
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Wyndham Hotels & Resorts Inc
        549300FE3MQ4RVXXC673
        Wyndham Hotels & Resorts Inc COM
        98311A105
        
          
          
        
        45775
        NS
        USD
        3876684.75
        0.3360830599
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Gamestop Corp
        549300505KLOET039L77
        Gamestop Corp CL A
        36467W109
        
          
          
        
        30383
        NS
        USD
        5061200.14
        0.4387727503
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Gentex Corp
        549300S3UD8XV1MN0287
        Gentex Corp COM
        371901109
        
          
          
        
        116196
        NS
        USD
        3389437.32
        0.2938419137
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0.6
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mastec, Inc.
        549300TMDIT8WREDOF45
        Mastec, Inc. COM
        576323109
        
          
          
        
        28911
        NS
        USD
        2518148.1
        0.2183068713
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mattel, Inc.
        549300VELLG24KHTJ564
        Mattel, Inc. COM
        577081102
        
          
          
        
        172113
        NS
        USD
        3822629.73
        0.3313968454
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0.4
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Iridium Communications, Inc.
        549300U620NVQ4J1CT96
        Iridium Communications, Inc. COM
        46269C102
        
          
          
        
        64948
        NS
        USD
        2618703.36
        0.2270243507
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JBG SMITH Properties
        549300HHIW6GDQCPEC54
        JBG SMITH Properties COM
        46590V100
        
          
          
        
        56083
        NS
        USD
        1638745.26
        0.1420684314
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Xerox Holdings Corporation
        5493000Y33XDVO2CXC18
        Xerox Holdings Corporation COM NEW
        98421M106
        
          
          
        
        59369
        NS
        USD
        1197472.73
        0.1038130065
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Yelp Inc
        5299007OU2DOSXPQBO35
        Yelp Inc CL A
        985817105
        
          
          
        
        34161
        NS
        USD
        1165231.71
        0.1010179222
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        The Goodyear Tire & Rubber Company
        5493002BI0S2ZQUY3437
        The Goodyear Tire & Rubber Company COM
        382550101
        
          
          
        
        138038
        NS
        USD
        1972563.02
        0.1710082347
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0.48
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Graco Inc
        4T5VJ4S81BRT6Q7GGT78
        Graco Inc COM
        384109104
        
          
          
        
        83500
        NS
        USD
        5821620
        0.5046961488
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0.37
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Yeti Holdings Inc
        549300DSQICIGNT5GO63
        Yeti Holdings Inc COM
        98585X104
        
          
          
        
        43056
        NS
        USD
        2582498.88
        0.2238856605
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Adient PLC
        5493002QLDY8O75RTR78
        Adient PLC COM USD0.001
        G0084W101
        
          
          
        
        46556
        NS
        USD
        1898088.12
        0.1645517509
        Long
        EC
        CORP
        IE
        
        N
        
        1
        
          N/A
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Jefferies Financial Group Inc
        549300HOF34RGOJ5YL07
        Jefferies Financial Group Inc COM
        47233W109
        
          
          
        
        95204
        NS
        USD
        3127451.4
        0.2711294583
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0.25
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Kite Realty Group Trust
        N/A
        Kite Realty Group Trust COM NEW
        49803T300
        
          
          
        
        107594
        NS
        USD
        2449915.38
        0.2123915434
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Essent Group Limited
        254900QUO860OUT6ZF83
        Essent Group Limited COM USD0.015
        G3198U102
        
          
          
        
        54253
        NS
        USD
        2235766.13
        0.1938262125
        Long
        EC
        CORP
        BM
        
        N
        
        1
        
          N/A
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Genpact Limited
        529900OSEC6Q0L4L5B35
        Genpact Limited COM STK USD0.01
        G3922B107
        
          
          
        
        83767
        NS
        USD
        3644702.17
        0.3159716966
        Long
        EC
        CORP
        BM
        
        N
        
        1
        
          N/A
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Janus Henderson Group PLC
        2138009WPYMWJN3RVF44
        Janus Henderson Group PLC ORD USD1.50
        G4474Y214
        
          
          
        
        83048
        NS
        USD
        2908340.96
        0.2521340249
        Long
        EC
        CORP
        JE
        
        N
        
        1
        
          N/A
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Jazz Pharmaceuticals PLC
        635400GAUMJCLEZRRV50
        Jazz Pharmaceuticals PLC COM USD0.0001
        G50871105
        
          
          
        
        30199
        NS
        USD
        4701078.33
        0.4075525589
        Long
        EC
        CORP
        IE
        
        N
        
        1
        
          N/A
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Greif, Inc.
        54930070FVGKR0Z1FI24
        Greif, Inc. CL A
        397624107
        
          
          
        
        13152
        NS
        USD
        855669.12
        0.0741808826
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Hain Celestial Group Inc.
        5493000S8QXWHLIXDP75
        Hain Celestial Group Inc. COM USD0.01
        405217100
        
          
          
        
        44443
        NS
        USD
        1528839.2
        0.1325402991
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Renaissancere Holdings Ltd.
        EK6GB9U3U58PDI411C94
        Renaissancere Holdings Ltd. COM USD1
        G7496G103
        
          
          
        
        21607
        NS
        USD
        3424925.57
        0.2969185115
        Long
        EC
        CORP
        BM
        
        N
        
        1
        
          N/A
          Fixed
          0.87
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LHC Group Inc
        5299009NPLWAMRQYZX73
        LHC Group Inc COM USD0.01
        50187A107
        
          
          
        
        15559
        NS
        USD
        2623247.4
        0.2274182891
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Lancaster Colony Corp.
        529900X4O13HED1ZAS58
        Lancaster Colony Corp. COM
        513847103
        
          
          
        
        9798
        NS
        USD
        1461371.7
        0.1266913108
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0.92
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Hancock Whitney Corporation
        549300GRNBWY8HIICT41
        Hancock Whitney Corporation COM
        410120109
        
          
          
        
        42656
        NS
        USD
        2224510.4
        0.1928504148
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Healthcare Realty Trust Incorporated
        549300CB86LH2IOKHH22
        Healthcare Realty Trust Incorporated COM
        421946104
        
          
          
        
        72484
        NS
        USD
        1991860.32
        0.1726811837
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Middleby Corp
        JDFO86U9VQRBKW5KYA35
        Middleby Corp COM
        596278101
        
          
          
        
        27327
        NS
        USD
        4479988.38
        0.3883855150
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Murphy Oil Corporation
        QBKYQD0ODE7DC7PDIN91
        Murphy Oil Corporation COM
        626717102
        
          
          
        
        71330
        NS
        USD
        2881018.7
        0.2497653647
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0.9
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Landstar System Inc.
        254900CUQXQRL09MEI52
        Landstar System Inc. COM
        515098101
        
          
          
        
        18518
        NS
        USD
        2793069.94
        0.2421407859
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Lattice Semiconductor Corporation
        549300LRBBPZDQ2II567
        Lattice Semiconductor Corporation COM
        518415104
        
          
          
        
        67274
        NS
        USD
        4100350.3
        0.3554733914
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Hubbell Incorporated
        54930088VDQ6840Y6597
        Hubbell Incorporated COM
        443510607
        
          
          
        
        26730
        NS
        USD
        4912172.1
        0.4258529998
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Jabil Inc
        5493000CGCQY2OQU7669
        Jabil Inc COM
        466313103
        
          
          
        
        70490
        NS
        USD
        4351347.7
        0.3772332145
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Louisiana Pacific Corporation
        549300C7E2UAO5BVRR75
        Louisiana Pacific Corporation COM
        546347105
        
          
          
        
        43226
        NS
        USD
        2685199.12
        0.2327890956
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0.3
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MGIC Investment Corp.
        254900S8483WM4M98R28
        MGIC Investment Corp. COM
        552848103
        
          
          
        
        158725
        NS
        USD
        2150723.75
        0.1864535977
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0.3
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JetBlue Airways Corporation
        54930070J9H97ZO93T57
        JetBlue Airways Corporation COM USD0.01
        477143101
        
          
          
        
        156241
        NS
        USD
        2335802.95
        0.2024987466
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KB Home
        549300LGUCWQURMWLG09
        KB Home COM STK USD1
        48666K109
        
          
          
        
        42598
        NS
        USD
        1379323.24
        0.1195782492
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          1
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MSA Safety Inc.
        549300ZG8DNJXBML4F23
        MSA Safety Inc. COM
        553498106
        
          
          
        
        17913
        NS
        USD
        2377055.1
        0.2060750366
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        The Macerich Company
        529900PSWCB5KI0JYU46
        The Macerich Company COM
        554382101
        
          
          
        
        105046
        NS
        USD
        1642919.44
        0.1424303053
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          2.44
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Murphy USA Inc.
        549300Y081F8XIKQIO72
        Murphy USA Inc. COM
        626755102
        
          
          
        
        11243
        NS
        USD
        2248150.28
        0.1948998368
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0.9
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NCR Corporation
        549300YKTY8JX1DV2R67
        NCR Corporation COM
        62886E108
        
          
          
        
        64848
        NS
        USD
        2606241.12
        0.2259439565
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Kennametal Inc
        549300GZDSG25XUV0Y08
        Kennametal Inc COM
        489170100
        
          
          
        
        40185
        NS
        USD
        1149692.85
        0.0996708053
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0.68
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Kilroy Realty Corporation
        549300CXXI18B214UN80
        Kilroy Realty Corporation COM
        49427F108
        
          
          
        
        51605
        NS
        USD
        3943654.1
        0.3418888619
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          1.98
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Macy's, Inc.
        529900NZQ81TIOW3CW52
        Macy's, Inc. COM
        55616P104
        
          
          
        
        147022
        NS
        USD
        3581455.92
        0.3104886629
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mercury General Corporation
        5493001Q9EXPCEL4W527
        Mercury General Corporation COM
        589400100
        
          
          
        
        13359
        NS
        USD
        734745
        0.0636975570
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          1.32
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Kohl's Corp.
        549300JF6LPRTRJ0FH50
        Kohl's Corp. COM
        500255104
        
          
          
        
        68364
        NS
        USD
        4133287.44
        0.3583288247
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Littelfuse Inc.
        549300MY7HLQFYTPCX75
        Littelfuse Inc. COM
        537008104
        
          
          
        
        12101
        NS
        USD
        3018110.41
        0.2616503139
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        National Fuel Gas Company
        8JB38FFW1Y3C1HM8E841
        National Fuel Gas Company COM
        636180101
        
          
          
        
        44923
        NS
        USD
        3086210.1
        0.2675541090
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          1.12
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        National Instruments Corp.
        549300TP4OOPCYWDUP86
        National Instruments Corp. COM
        636518102
        
          
          
        
        64790
        NS
        USD
        2629826.1
        0.2279886191
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0.2
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        New Jersey Resources Corp.
        549300QKBSQBIX4DQ583
        New Jersey Resources Corp. COM
        646025106
        
          
          
        
        47192
        NS
        USD
        2164225.12
        0.1876240777
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          1.3
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Nordstrom, Inc.
        549300S3IZB5P35KNV16
        Nordstrom, Inc. COM
        655664100
        
          
          
        
        54786
        NS
        USD
        1485248.46
        0.1287612688
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0.44
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Lumentum Holdings Incorporation
        549300JLWRRC38DWEF52
        Lumentum Holdings Incorporation COM
        55024U109
        
          
          
        
        35469
        NS
        USD
        3461774.4
        0.3001130626
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MKS Instruments Inc.
        549300KEQATBHAGVF505
        MKS Instruments Inc. COM NPV
        55306N104
        
          
          
        
        27245
        NS
        USD
        4086750
        0.3542943349
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NOV Inc.
        549300EHF3IW1AR6U008
        NOV Inc. COM
        62955J103
        
          
          
        
        192905
        NS
        USD
        3782867.05
        0.3279496826
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        National Storage Affiliates Trust
        N/A
        National Storage Affiliates Trust COM SHS BEN IN
        637870106
        
          
          
        
        40256
        NS
        USD
        2526466.56
        0.2190280270
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OGE Energy Corporation
        CE5OG6JPOZMDSA0LAQ19
        OGE Energy Corporation COM
        670837103
        
          
          
        
        98340
        NS
        USD
        4010305.2
        0.3476670737
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          1.33
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Owens Corning
        JO5M6676RDJIZ2U8X907
        Owens Corning COM
        690742101
        
          
          
        
        49366
        NS
        USD
        4516989
        0.3915932253
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Masimo Corporation
        549300Q4A8JK0PIYCU29
        Masimo Corporation COM STK USD0.001
        574795100
        
          
          
        
        24958
        NS
        USD
        3632387.32
        0.3149040802
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Maximus Inc
        549300DQCDS8HJ7QF202
        Maximus Inc COM
        577933104
        
          
          
        
        30420
        NS
        USD
        2279979
        0.1976591774
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        New York Community Bancorp Inc.
        529900HVXOTLY61GL030
        New York Community Bancorp Inc. COM USD0.01
        649445103
        
          
          
        
        228449
        NS
        USD
        2448973.28
        0.2123098696
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          1
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ollies Bargain Outlet Holdings Incorporation
        529900YO5DSQCPEFDZ05
        Ollies Bargain Outlet Holdings Incorporation COM
        681116109
        
          
          
        
        28497
        NS
        USD
        1224231.12
        0.1061327829
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Minerals Technologies Inc.
        549300D3I1QU67GP6403
        Minerals Technologies Inc. COM
        603158106
        
          
          
        
        16048
        NS
        USD
        1061575.2
        0.0920315849
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0.2
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        National Retail Properties, Inc.
        5493008JKH5SOTI0JS97
        National Retail Properties, Inc. COM
        637417106
        
          
          
        
        86284
        NS
        USD
        3877602.96
        0.3361626627
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Navient Corporation
        54930067J0ZNOEBRW338
        Navient Corporation COM
        63938C108
        
          
          
        
        77421
        NS
        USD
        1319253.84
        0.1143706275
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Neogen Corp
        549300HJT9FC36N4UW43
        Neogen Corp COM USD0.16
        640491106
        
          
          
        
        52936
        NS
        USD
        1632546.24
        0.1415310171
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PacWest Bancorp
        549300YI8VMFO7G36V04
        PacWest Bancorp COM
        695263103
        
          
          
        
        58748
        NS
        USD
        2533801.24
        0.2196638955
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Papa John's International Inc.
        HZYLD3DK5XOX0WBVNB56
        Papa John's International Inc. COM
        698813102
        
          
          
        
        15928
        NS
        USD
        1676899.84
        0.1453761824
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Physicians Realty Trust
        549300ITOVH0OY7PZC34
        Physicians Realty Trust COM
        71943U104
        
          
          
        
        108222
        NS
        USD
        1898213.88
        0.1645626535
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PROG Holdings Inc.
        549300DHYTLBOVRXIG52
        PROG Holdings Inc. COM NPV
        74319R101
        
          
          
        
        27425
        NS
        USD
        789017.25
        0.0684026040
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Avis Budget Group, Inc.
        529900E95812SYWMCE44
        Avis Budget Group, Inc. COM
        053774105
        
          
          
        
        19690
        NS
        USD
        5184377
        0.4494513736
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Progyny Inc
        N/A
        Progyny Inc COM
        74340E103
        
          
          
        
        34557
        NS
        USD
        1776229.8
        0.1539874364
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Prosperity Bancshares Inc
        N/A
        Prosperity Bancshares Inc COM
        743606105
        
          
          
        
        45280
        NS
        USD
        3141526.4
        0.2723496682
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Patterson Companies Inc.
        YM48Q2087CUE26GWEK09
        Patterson Companies Inc. COM USD0.01
        703395103
        
          
          
        
        42628
        NS
        USD
        1379868.36
        0.1196255075
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Paylocity Holding Corporation
        549300VH75FTB4DIEE07
        Paylocity Holding Corporation COM
        70438V106
        
          
          
        
        19493
        NS
        USD
        4011074.61
        0.3477337765
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sailpoint Technologies Holdings Inc
        529900809B15HNZH5H79
        Sailpoint Technologies Holdings Inc COM
        78781P105
        
          
          
        
        45818
        NS
        USD
        2344965.24
        0.2032930568
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SKECHERS USA, Inc.
        529900D2R54KZPA4XR56
        SKECHERS USA, Inc. CL A
        830566105
        
          
          
        
        66274
        NS
        USD
        2701328.24
        0.2341873841
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Cadence Bank
        Q7C315HKI8VX0SSKBS64
        Cadence Bank COM
        12740C103
        
          
          
        
        93419
        NS
        USD
        2733439.94
        0.2369712572
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Encompass Health Corporation
        549300FVRPM9DRQZRG64
        Encompass Health Corporation COM
        29261A100
        
          
          
        
        48878
        NS
        USD
        3475714.58
        0.3013215845
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Evercore Inc
        529900P6KLPT95DW3W58
        Evercore Inc CLASS A
        29977A105
        
          
          
        
        19169
        NS
        USD
        2133893.08
        0.1849944894
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Grocery Outlet Holding Corp.
        N/A
        Grocery Outlet Holding Corp. COM
        39874R101
        
          
          
        
        42926
        NS
        USD
        1407114.28
        0.1219875495
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Spire Inc
        549300NXSY15DRY2R511
        Spire Inc COM
        84857L101
        
          
          
        
        25423
        NS
        USD
        1824354.48
        0.1581595295
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          1.36
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Spirit Realty Capital Inc
        549300LTU6LVPZSHMJ25
        Spirit Realty Capital Inc COM NEW
        84860W300
        
          
          
        
        62735
        NS
        USD
        2887064.7
        0.2502895131
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Newmarket Corporation
        54930082CG88ERDREQ47
        Newmarket Corporation COM NPV
        651587107
        
          
          
        
        3297
        NS
        USD
        1069480.86
        0.0927169536
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NuVasive Inc.
        549300C5ZB4NZ6TWM881
        NuVasive Inc. COM
        670704105
        
          
          
        
        25416
        NS
        USD
        1441087.2
        0.1249327781
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sprouts Farmers Markets Inc
        529900P8F4G77Q52XE24
        Sprouts Farmers Markets Inc COM
        85208M102
        
          
          
        
        55149
        NS
        USD
        1763665.02
        0.1528981526
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TD Synnex Corp
        5493004HI6PFLF46NS53
        TD Synnex Corp COM
        87162W100
        
          
          
        
        20362
        NS
        USD
        2101562.02
        0.1821915992
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Penumbra Incorporation
        549300RGE06P3ECANU72
        Penumbra Incorporation COM
        70975L107
        
          
          
        
        17252
        NS
        USD
        3832186.76
        0.3322253770
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Pilgrims Pride Corporation
        549300ZSLGV64ZL3HD75
        Pilgrims Pride Corporation COM
        72147K108
        
          
          
        
        23200
        NS
        USD
        582320
        0.0504833124
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Healthequity Inc
        529900LRJU1RAFQHM467
        Healthequity Inc COM
        42226A107
        
          
          
        
        41071
        NS
        USD
        2769828.24
        0.2401258834
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KBR Inc
        254900OFQDXZRKRCV808
        KBR Inc COM
        48242W106
        
          
          
        
        68918
        NS
        USD
        3771882.14
        0.3269973632
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Tri Pointe Homes Inc
        N/A
        Tri Pointe Homes Inc COM
        87265H109
        
          
          
        
        53431
        NS
        USD
        1072894.48
        0.0930128920
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Tandem Diabetes Care Inc
        549300JEPFOD0K4D3I05
        Tandem Diabetes Care Inc COM NEW
        875372203
        
          
          
        
        31212
        NS
        USD
        3629643.48
        0.3146662073
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Post Holdings Inc.
        JM1I5YUAURL6DC8N1468
        Post Holdings Inc. COM
        737446104
        
          
          
        
        27909
        NS
        USD
        1932977.34
        0.1675764167
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RPM International Inc.
        549300TJCKW4BRXPJ474
        RPM International Inc. COM
        749685103
        
          
          
        
        63706
        NS
        USD
        5188216.64
        0.4497842451
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0.56
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Knight-Swift Transportation Holdings Inc.
        N/A
        Knight-Swift Transportation Holdings Inc. CL A
        499049104
        
          
          
        
        81530
        NS
        USD
        4114003.8
        0.3566570600
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Millerknoll Inc
        U98HXD3PNK7HYU2MU887
        Millerknoll Inc COM
        600544100
        
          
          
        
        37934
        NS
        USD
        1310999.04
        0.1136549906
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0.29
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Old National Bancorp
        549300MMK90CL5KMVX16
        Old National Bancorp COM
        680033107
        
          
          
        
        145036
        NS
        USD
        2375689.68
        0.2059566636
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Olin Corporation
        549300GKK294V7W57P06
        Olin Corporation COM PAR $1
        680665205
        
          
          
        
        69341
        NS
        USD
        3625147.48
        0.3142764337
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0.8
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ONE Gas, Inc.
        549300HXDWI0LATTX840
        ONE Gas, Inc. COM
        68235P108
        
          
          
        
        26326
        NS
        USD
        2323006.24
        0.2013893560
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PDC Energy, Inc.
        5493008W8H2T511J5Y59
        PDC Energy, Inc. COM
        69327R101
        
          
          
        
        47840
        NS
        USD
        3477011.2
        0.3014339929
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Range Resources Corp.
        H3Y3WLYCX0BTO1TRW162
        Range Resources Corp. COM
        75281A109
        
          
          
        
        122716
        NS
        USD
        3728112.08
        0.3232027870
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0.04
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Rayonier Inc
        HGV8VDVNL0W6SF2U9C50
        Rayonier Inc COM
        754907103
        
          
          
        
        71417
        NS
        USD
        2936667.04
        0.2545897096
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          2.24
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        The New York Times Company
        529900J1WEMMIW7BOH57
        The New York Times Company CL A
        650111107
        
          
          
        
        82088
        NS
        USD
        3762913.92
        0.3262198776
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0.62
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Nu Skin Enterprises, Inc.
        54930050DETB6CP71D38
        Nu Skin Enterprises, Inc. CL A
        67018T105
        
          
          
        
        23958
        NS
        USD
        1147109.04
        0.0994468060
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0.32
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PNM Resources Inc.
        5493003JOBJGLZSDDQ28
        PNM Resources Inc. COM NPV
        69349H107
        
          
          
        
        42168
        NS
        USD
        2010148.56
        0.1742666537
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0.64
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Polaris Incorporation
        549300QJSN8UVWN1EI78
        Polaris Incorporation COM
        731068102
        
          
          
        
        28022
        NS
        USD
        2951277.04
        0.2558563005
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0.92
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Targa Resources Co
        5493003QENHHS261UR94
        Targa Resources Co COM
        87612G101
        
          
          
        
        112487
        NS
        USD
        8489393.89
        0.7359745915
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Texas Roadhouse Inc
        5299002Y1CNRPDGXTQ75
        Texas Roadhouse Inc COM
        882681109
        
          
          
        
        34214
        NS
        USD
        2864738.22
        0.2483539542
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Old Republic International Corporation
        549300IV6O2YY2A1KH37
        Old Republic International Corporation COM
        680223104
        
          
          
        
        140267
        NS
        USD
        3628707.29
        0.3145850458
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0.52
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Omega Healthcare Investors, Inc.
        549300OJ7ENK42CZ8E73
        Omega Healthcare Investors, Inc. COM
        681936100
        
          
          
        
        117401
        NS
        USD
        3658215.16
        0.3171431840
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Reinsurance Group of America, Incorporated
        LORM1GNEU1DKEW527V90
        Reinsurance Group of America, Incorporated COM NEW
        759351604
        
          
          
        
        32999
        NS
        USD
        3612070.54
        0.3131427490
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SEI Investments Co
        5LJTIFADGZ6XH1RVOC11
        SEI Investments Co COM
        784117103
        
          
          
        
        51692
        NS
        USD
        3112375.32
        0.2698224614
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0.2
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Trex Company, Inc.
        549300ER482WJT9UUX16
        Trex Company, Inc. COM USD0.01
        89531P105
        
          
          
        
        56553
        NS
        USD
        3694607.49
        0.3202981595
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United Therapeutics Corporation
        5299005C4HZL4UWROC14
        United Therapeutics Corporation COM USD0.01
        91307C102
        
          
          
        
        22125
        NS
        USD
        3969446.25
        0.3441248716
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Oshkosh Corporation
        549300FEKNPCFSA2B506
        Oshkosh Corporation COM
        688239201
        
          
          
        
        32722
        NS
        USD
        3293469.3
        0.2855221179
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0.35
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Power Integrations Inc.
        54930085LGXSCIHD5W31
        Power Integrations Inc. COM
        739276103
        
          
          
        
        29283
        NS
        USD
        2713948.44
        0.2352814724
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Potlatchdeltic Corporation
        54930084YA8UJOTXDM59
        Potlatchdeltic Corporation COM
        737630103
        
          
          
        
        33929
        NS
        USD
        1789076.17
        0.1551011321
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Qualys Inc
        549300EMBXYOW9W1XA17
        Qualys Inc COM
        74758T303
        
          
          
        
        16402
        NS
        USD
        2335808.82
        0.2024992555
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Saia Inc
        549300WNPG4N9GBOYB29
        Saia Inc COM USD0.001
        78709Y105
        
          
          
        
        12938
        NS
        USD
        3154543.16
        0.2734781356
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sensient Technologies Corp
        CMMZHMFZQG86EI7WZU92
        Sensient Technologies Corp COM USD0.10
        81725T100
        
          
          
        
        20670
        NS
        USD
        1735246.5
        0.1504344539
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0.6
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Quidel Corporation
        549300X2FQ6S98OQLQ46
        Quidel Corporation COM
        74838J101
        
          
          
        
        18631
        NS
        USD
        2095242.26
        0.1816437176
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RLI Corp
        529900AMTJE5ECN9PS55
        RLI Corp COM
        749607107
        
          
          
        
        19579
        NS
        USD
        2166024.77
        0.1877800955
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0.52
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Univar Solutions Inc
        549300VSXHFQVR770L55
        Univar Solutions Inc COM
        91336L107
        
          
          
        
        83987
        NS
        USD
        2699342.18
        0.2340152058
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Victorias Secret and Co
        5493006T3O70U3UWVF17
        Victorias Secret and Co COMMON STOCK
        926400102
        
          
          
        
        35689
        NS
        USD
        1832987.04
        0.1589079156
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RH
        5493008MTS3OGGMHGK69
        RH COM
        74967X103
        
          
          
        
        8543
        NS
        USD
        2785786.87
        0.2415093916
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Regal Rexnord Corporation
        QH78R09VCJGQKPBPYU33
        Regal Rexnord Corporation COM
        758750103
        
          
          
        
        33288
        NS
        USD
        4952588.64
        0.4293568479
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0.48
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Visteon Corporation
        549300MOVLYHRW4GGW78
        Visteon Corporation COM NEW
        92839U206
        
          
          
        
        13941
        NS
        USD
        1521381.33
        0.1318937509
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Voya Financial Inc
        549300T065Z4KJ686G75
        Voya Financial Inc COM
        929089100
        
          
          
        
        52917
        NS
        USD
        3511042.95
        0.3043843217
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Rexford Industrial Realty, Inc.
        549300MSLO0DF0EMX355
        Rexford Industrial Realty, Inc. COM
        76169C100
        
          
          
        
        78731
        NS
        USD
        5872545.29
        0.5091110363
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sabra Health Care REIT, Inc.
        549300E3BC7GU7TAZ621
        Sabra Health Care REIT, Inc. COM
        78573L106
        
          
          
        
        113000
        NS
        USD
        1682569.99
        0.1458677471
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Silgan Holdings Inc.
        KAF673KJXD92C8KSLU49
        Silgan Holdings Inc. COM USD0.01
        827048109
        
          
          
        
        41223
        NS
        USD
        1905739.29
        0.1652150570
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sonoco Products Company
        GKOMIK4RDJGHEF0VNP11
        Sonoco Products Company COM
        835495102
        
          
          
        
        48304
        NS
        USD
        3021898.24
        0.2619786938
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0.88
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Wolfspeed Inc
        549300OGU88P3AW3TO93
        Wolfspeed Inc COM
        977852102
        
          
          
        
        60709
        NS
        USD
        6912326.74
        0.5992532465
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mimecast Ltd
        254900ELSYFSTT9X2740
        Mimecast Ltd COM USD0.012
        G14838109
        
          
          
        
        30587
        NS
        USD
        2433501.72
        0.2109685871
        Long
        EC
        CORP
        JE
        
        N
        
        1
        
          N/A
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Science Applications International Corporation New
        549300LZPNZIXQGZPZ48
        Science Applications International Corporation New USD0.0001
        808625107
        
          
          
        
        27990
        NS
        USD
        2579838.3
        0.2236550057
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Semtech Corporation
        549300J7WUY317SW6O61
        Semtech Corporation COM STK USD0.01
        816850101
        
          
          
        
        31656
        NS
        USD
        2195027.04
        0.1902944015
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Capri Holdings Ltd
        549300LPG8W0H1OX3A26
        Capri Holdings Ltd COM NPV
        G1890L107
        
          
          
        
        72661
        NS
        USD
        3734048.79
        0.3237174607
        Long
        EC
        CORP
        VG
        
        N
        
        1
        
          N/A
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LivaNova PLC
        2138001K2FX6SHK2B339
        LivaNova PLC ORD GBP1.00 (DI)
        G5509L101
        
          
          
        
        26148
        NS
        USD
        2139690.84
        0.1854971170
        Long
        EC
        CORP
        GB
        
        N
        
        1
        
          N/A
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Reliance Steel & Aluminum Co.
        549300E287ZOFT3C5Z56
        Reliance Steel & Aluminum Co. COM
        759509102
        
          
          
        
        30780
        NS
        USD
        5643513
        0.4892554438
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0.28
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Repligen Corporation
        54930006QJ0T5AUO1E71
        Repligen Corporation COM
        759916109
        
          
          
        
        25260
        NS
        USD
        4751153.4
        0.4118937380
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Silicon Laboratories, Inc.
        4PRDF8Q9TDHRVZKZSZ47
        Silicon Laboratories, Inc. COM USD0.0001
        826919102
        
          
          
        
        19159
        NS
        USD
        2877681.8
        0.2494760774
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Steel Dynamics, Inc.
        549300HGGKEL4FYTTQ83
        Steel Dynamics, Inc. COM STK USD0.01
        858119100
        
          
          
        
        92618
        NS
        USD
        7727119.74
        0.6698904384
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0.3
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Stifel Financial Corporation
        549300E5F07FE5GHJX84
        Stifel Financial Corporation COM
        860630102
        
          
          
        
        51337
        NS
        USD
        3485782.3
        0.3021943896
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Synaptics Incorporated
        549300AJ3LI4FWNRQX29
        Synaptics Incorporated COM USD0.001
        87157D109
        
          
          
        
        19417
        NS
        USD
        3873691.5
        0.3358235648
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Southwest Gas Holdings Inc
        OQQR1IQTGBKH0UR88X59
        Southwest Gas Holdings Inc COM
        844895102
        
          
          
        
        32403
        NS
        USD
        2536830.87
        0.2199265445
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0.82
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Stericycle, Inc.
        B8PTJH2P0AXSWSMP2136
        Stericycle, Inc. COM USD0.01
        858912108
        
          
          
        
        45129
        NS
        USD
        2659000.68
        0.2305178632
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Royal Gold, Inc.
        5493001NGRU6SFL04184
        Royal Gold, Inc. COM
        780287108
        
          
          
        
        32245
        NS
        USD
        4555573.6
        0.3949382562
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sabre Corporation
        529900VKCYZW8GZ4WW58
        Sabre Corporation COM
        78573M104
        
          
          
        
        160052
        NS
        USD
        1829394.36
        0.1585964539
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NVent Electric PLC
        N/A
        NVent Electric PLC COM USD0.01
        G6700G107
        
          
          
        
        82650
        NS
        USD
        2874567
        0.2492060448
        Long
        EC
        CORP
        IE
        
        N
        
        1
        
          N/A
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sanderson Farm Inc
        529900KZGVFTWHUO2759
        Sanderson Farm Inc COM
        800013104
        
          
          
        
        10421
        NS
        USD
        1953833.29
        0.1693844904
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0.32
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Scientific Games Corporation
        529900JXALYBOHXKFM62
        Scientific Games Corporation COM USD0.001
        80874P109
        
          
          
        
        47413
        NS
        USD
        2785513.75
        0.2414857139
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Terex Corporation
        YAWJZJYEQ7M1SYMOS462
        Terex Corporation COM
        880779103
        
          
          
        
        34798
        NS
        USD
        1240896.68
        0.1075775773
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Tetra Tech Inc
        549300UJ1LP7JGJC5P32
        Tetra Tech Inc COM
        88162G103
        
          
          
        
        26528
        NS
        USD
        4375528.32
        0.3793295151
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Tempur Sealy International Inc
        549300HFEKVR3US71V91
        Tempur Sealy International Inc COM
        88023U101
        
          
          
        
        94574
        NS
        USD
        2640506.08
        0.2289145031
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Teradata Corp
        549300JU9SOUHV4U4R71
        Teradata Corp COM
        88076W103
        
          
          
        
        53303
        NS
        USD
        2627304.87
        0.2277700450
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        The Timken Company
        B0I35MLPFXZSE70ASS73
        The Timken Company COM
        887389104
        
          
          
        
        33913
        NS
        USD
        2058519.1
        0.1784600613
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0.52
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        The Toro Company
        YJKE4YIT6BWQHVEW0D14
        The Toro Company COM
        891092108
        
          
          
        
        51538
        NS
        USD
        4405983.62
        0.3819697893
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0.24
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Trinity Industries, Inc.
        R1JB4KXN77XFCXOQKV49
        Trinity Industries, Inc. COM
        896522109
        
          
          
        
        39506
        NS
        USD
        1357426.16
        0.1176799164
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0.24
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UGI Corp
        DX6GCWD4Q1JO9CRE5I40
        UGI Corp COM
        902681105
        
          
          
        
        103071
        NS
        USD
        3733231.62
        0.3236466174
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          1.25
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Selective Insurance Group Inc.
        549300R3WGJWLE40R258
        Selective Insurance Group Inc. COM
        816300107
        
          
          
        
        29574
        NS
        USD
        2642732.64
        0.2291075312
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0.68
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Service Corporation International
        549300RKVM2ME20JHZ15
        Service Corporation International COM
        817565104
        
          
          
        
        81016
        NS
        USD
        5332473.12
        0.4622903328
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Affiliated Managers Group, Inc.
        2JE75BUE3T1BLCYYGK54
        Affiliated Managers Group, Inc. COM
        008252108
        
          
          
        
        19971
        NS
        USD
        2814912.45
        0.2440343878
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Texas Capital Bancshares, Inc.
        549300466Q2SXRX0YM48
        Texas Capital Bancshares, Inc. COM
        88224Q107
        
          
          
        
        24953
        NS
        USD
        1430056.43
        0.1239764830
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Topbuild Corporation
        5493007YSKHOL4RWII46
        Topbuild Corporation COM
        89055F103
        
          
          
        
        16175
        NS
        USD
        2933983.25
        0.2543570427
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Steel Corporation
        JNLUVFYJT1OZSIQ24U47
        United States Steel Corporation COM USD1
        912909108
        
          
          
        
        128835
        NS
        USD
        4862232.9
        0.4215235998
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0.2
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ViaSat, Inc.
        UFC8NYMNFSYIHNSM2I38
        ViaSat, Inc. COM USD0.0001
        92552V100
        
          
          
        
        36547
        NS
        USD
        1783493.6
        0.1546171600
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          
        
      
      
        II-VI Incorporated
        549300O5C25A0MMHHU33
        II-VI Incorporated COM
        902104108
        
          
          
        
        52240
        NS
        USD
        3786877.6
        0.3282973709
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UMB Financial Corp.
        549300MGEH3N3CUCV828
        UMB Financial Corp. COM
        902788108
        
          
          
        
        21175
        NS
        USD
        2057363
        0.1783598350
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Unum Group
        549300E32YFDO6TZ8R31
        Unum Group COM
        91529Y106
        
          
          
        
        100442
        NS
        USD
        3164927.42
        0.2743783826
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0.3
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Urban Outfitters Inc.
        549300N3DUFR5U6NRN38
        Urban Outfitters Inc. COM
        917047102
        
          
          
        
        31638
        NS
        USD
        794430.18
        0.0688718694
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Washington Federal Inc
        D38AC76TAMYI50NBPX33
        Washington Federal Inc COM
        938824109
        
          
          
        
        32519
        NS
        USD
        1067273.58
        0.0925255969
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0.84
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Watts Water Technologies Incorporation
        549300REJOO94ERQN318
        Watts Water Technologies Incorporation CL A
        942749102
        
          
          
        
        13538
        NS
        USD
        1889769.42
        0.1638305744
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0.28
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Valley National Bancorp
        549300ET52S1UBIB9762
        Valley National Bancorp COM
        919794107
        
          
          
        
        207040
        NS
        USD
        2695660.8
        0.2336960544
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Valmont Industries, Inc.
        5493009ZGZJJ8F77JN08
        Valmont Industries, Inc. COM
        920253101
        
          
          
        
        10426
        NS
        USD
        2487643.6
        0.2156623319
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0.32
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Webster Financial Corp.
        KMRURHT0VWKYS6Z5KU67
        Webster Financial Corp. COM
        947890109
        
          
          
        
        88335
        NS
        USD
        4957360.21
        0.4297705116
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0.92
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Wex Inc
        T9M5IGROL1TL1G5OV478
        Wex Inc COM
        96208T104
        
          
          
        
        22018
        NS
        USD
        3929112.1
        0.3406281662
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Simpson Manufacturing Co Inc.
        529900EJUNNL15LZ8056
        Simpson Manufacturing Co Inc. COM
        829073105
        
          
          
        
        21340
        NS
        USD
        2326913.6
        0.2017280984
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0.4
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Staar Surgical Co
        5299006LRHI7OJ8BY308
        Staar Surgical Co COM PAR $0.01
        852312305
        
          
          
        
        23387
        NS
        USD
        1868855.17
        0.1620174465
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Azenta Inc
        35ZN6X1ANPH25YN32Y17
        Azenta Inc COM USD0.01
        114340102
        
          
          
        
        36805
        NS
        USD
        3050398.4
        0.2644494702
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CNO Financial Group, Inc.
        11XPYHB76MPM4Y4P2897
        CNO Financial Group, Inc. COM
        12621E103
        
          
          
        
        58954
        NS
        USD
        1479155.86
        0.1282330805
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STORE Capital Corp
        5493004EA6C9IHDZ7N66
        STORE Capital Corp COM
        862121100
        
          
          
        
        120561
        NS
        USD
        3523998.03
        0.3055074419
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sunrun Incorporation
        54930007SJ77CI66U531
        Sunrun Incorporation COM
        86771W105
        
          
          
        
        101695
        NS
        USD
        3088477.15
        0.2677506473
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Wintrust Financial Corporation
        Q774KI4AW80FHFW33O61
        Wintrust Financial Corporation COM NPV
        97650W108
        
          
          
        
        28006
        NS
        USD
        2602597.58
        0.2256280856
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0.2
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Woodward Governor
        YPYKXXTR8TFDH54ZMB45
        Woodward Governor COM USD0.00875
        980745103
        
          
          
        
        30985
        NS
        USD
        3870336.35
        0.3355326954
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0.96
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Eastgroup Properties, Inc.
        31TIGQQZC4P6JMHKSW85
        Eastgroup Properties, Inc. COM
        277276101
        
          
          
        
        19987
        NS
        USD
        4062957.36
        0.3522316696
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MDU Resources Group, Inc.
        0T6SBMK3JTBI1JR36794
        MDU Resources Group, Inc. COM
        552690109
        
          
          
        
        99900
        NS
        USD
        2662335
        0.2308069268
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0.68
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Valvoline Inc
        549300CMHPBEY6VPOT75
        Valvoline Inc COM
        92047W101
        
          
          
        
        88112
        NS
        USD
        2780814.71
        0.2410783381
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Watsco Inc
        549300F1Y3LN5BX5WN75
        Watsco Inc COM
        942622200
        
          
          
        
        16224
        NS
        USD
        4942479.36
        0.4284804399
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0.4
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Werner Enterprises Inc.
        549300P6XRGOCHHJST37
        Werner Enterprises Inc. COM
        950755108
        
          
          
        
        29017
        NS
        USD
        1189697
        0.1031389019
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0.14
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Wiley John & Sons Inc.
        5493003XM719UN7E8P64
        Wiley John & Sons Inc. CL A
        968223206
        
          
          
        
        21680
        NS
        USD
        1149690.4
        0.0996705929
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0.3
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        World Wrestling Entertainment, Inc.
        549300WZVLSCS3L4L698
        World Wrestling Entertainment, Inc. CLASS'A' COM USD0.01
        98156Q108
        
          
          
        
        21496
        NS
        USD
        1342210.24
        0.1163607963
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Thor Industries Inc.
        254900XZO1228PDSG060
        Thor Industries Inc. COM
        885160101
        
          
          
        
        27324
        NS
        USD
        2150398.8
        0.1864254267
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0.12
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Toll Brothers, Inc.
        529900JB6IS9MSZGVR44
        Toll Brothers, Inc. COM
        889478103
        
          
          
        
        55566
        NS
        USD
        2612713.32
        0.2265050537
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Williams-Sonoma Incorporation
        549300IARG6YWVTZ1I92
        Williams-Sonoma Incorporation COM
        969904101
        
          
          
        
        35840
        NS
        USD
        5196800
        0.4505283660
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Perrigo Company PLC
        549300IFOQS6R1QLY196
        Perrigo Company PLC COM EUR0.001
        G97822103
        
          
          
        
        65719
        NS
        USD
        2525581.17
        0.2189512696
        Long
        EC
        CORP
        IE
        
        N
        
        1
        
          N/A
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MSC Industrial Direct Co Inc.
        0XVKH0LN6YGOWO2EGO17
        MSC Industrial Direct Co Inc. CL A
        553530106
        
          
          
        
        23157
        NS
        USD
        1973207.97
        0.1710641476
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0.32
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Northwestern Corporation
        3BPWMBHR1R9SHUN7J795
        Northwestern Corporation COM NEW
        668074305
        
          
          
        
        26569
        NS
        USD
        1607158.81
        0.1393300940
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United Bankshares Inc
        5299005O3BAMJ9Z92V62
        United Bankshares Inc COM
        909907107
        
          
          
        
        67006
        NS
        USD
        2337169.28
        0.2026171984
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          1
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Vicor Corp
        5299005KMQOTR6B51F09
        Vicor Corp COM
        925815102
        
          
          
        
        10224
        NS
        USD
        721303.2
        0.0625322414
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0.08
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        The Scotts Miracle-Gro Company
        2TH9E0JTOUXOEGI2R879
        The Scotts Miracle-Gro Company CL A
        810186106
        
          
          
        
        19934
        NS
        USD
        2451084.64
        0.2124929106
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Tenet Healthcare Corporation
        0W9AIBT6U6ADJ2I8HK17
        Tenet Healthcare Corporation COM NEW
        88033G407
        
          
          
        
        52628
        NS
        USD
        4523902.88
        0.3921926132
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        The Western Union Company
        28ID94QU1140NC23S047
        The Western Union Company COM
        959802109
        
          
          
        
        194315
        NS
        USD
        3641463.1
        0.3156908906
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Worthington Industries, Inc.
        1WRCIANKYOIK6KYE5E82
        Worthington Industries, Inc. COM
        981811102
        
          
          
        
        15648
        NS
        USD
        804463.68
        0.0697417078
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0.64
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Vishay Intertechnology, Inc.
        5493009O8F3QQJTCQR75
        Vishay Intertechnology, Inc. COM
        928298108
        
          
          
        
        65197
        NS
        USD
        1277861.2
        0.1107821579
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Vontier Corporation
        549300VVSQLG4P5K4639
        Vontier Corporation COM
        928881101
        
          
          
        
        83054
        NS
        USD
        2108741.06
        0.1828139748
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        XPO Logistics, Inc.
        54930096DB9LCLPN7H13
        XPO Logistics, Inc. COM
        983793100
        
          
          
        
        48464
        NS
        USD
        3528179.2
        0.3058699218
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Helen Of Troy Corp
        N/A
        Helen Of Troy Corp COM USD0.10
        G4388N106
        
          
          
        
        11858
        NS
        USD
        2322270.72
        0.2013255913
        Long
        EC
        CORP
        BM
        
        N
        
        1
        
          N/A
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Aspen Technology, Inc.
        529900B0MZWTVFG7CB96
        Aspen Technology, Inc. COM
        045327103
        
          
          
        
        32750
        NS
        USD
        5415867.5
        0.4695200768
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bellring Brands Inc.
        N/A
        Bellring Brands Inc. COMMON STOCK
        07831C103
        
          
          
        
        54857
        NS
        USD
        1266099.56
        0.1097625011
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Firstcash Holdings Inc
        N/A
        Firstcash Holdings Inc COM
        33768G107
        
          
          
        
        19490
        NS
        USD
        1370926.6
        0.1188503158
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HF Sinclair Corporation
        549300J3U2WK73C9ZK26
        HF Sinclair Corporation COM
        403949100
        
          
          
        
        73444
        NS
        USD
        2926743.4
        0.2537293953
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sl Green Realty Corp
        549300VQZPJU97H3GT17
        Sl Green Realty Corp COM
        78440X887
        
          
          
        
        31978
        NS
        USD
        2595974.04
        0.2250538682
        Long
        EC
        CORP
        US
        N
        
        1
        
          N/A
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
    
    
      2022-05-17
      GREAT-WEST FUNDS INC
      /s/Kelly New
      Kelly New
      Treasurer, Great-West Funds, Inc.
    
  
  XXXX




GREAT-WEST FUNDS, INC.
GREAT-WEST S&P MID CAP 400® INDEX FUND
Schedule of Investments
As of March 31, 2022 (Unaudited)
Shares   Fair Value
COMMON STOCK
Basic Materials — 5.59%
90,444 Alcoa Corp $    8,142,673
26,008 Ashland Global Holdings Inc     2,559,447
27,800 Cabot Corp     1,901,798
79,254 Chemours Co     2,494,916
234,889 Cleveland-Cliffs Inc(a)     7,565,775
59,681 Commercial Metals Co     2,483,923
19,358 Ingevity Corp(a) 1,240,267
16,048 Minerals Technologies Inc 1,061,575
3,297 NewMarket Corp 1,069,481
69,341 Olin Corp 3,625,147
30,780 Reliance Steel & Aluminum Co 5,643,513
32,245 Royal Gold Inc 4,555,574
63,706 RPM International Inc 5,188,217
20,670 Sensient Technologies Corp 1,735,246
92,618 Steel Dynamics Inc 7,727,120
128,835 United States Steel Corp 4,862,233
88,112 Valvoline Inc 2,780,815
    64,637,720
Communications — 2.26%
2,436 Cable One Inc 3,566,889
27,066 Calix Inc(a) 1,161,402
76,090 Ciena Corp(a) 4,613,337
64,948 Iridium Communications Inc(a) 2,618,703
30,587 Mimecast Ltd(a) 2,433,502
82,088 New York Times Co Class A 3,762,914
108,709 TEGNA Inc 2,435,081
47,740 TripAdvisor Inc(a) 1,294,709
36,547 Viasat Inc(a)(b) 1,783,493
21,496 World Wrestling Entertainment Inc Class A(b) 1,342,210
34,161 Yelp Inc(a) 1,165,232
    26,177,472
Consumer, Cyclical — 15.12%
46,556 Adient PLC(a) 1,898,088
76,019 American Eagle Outfitters Inc(b) 1,277,119
19,641 AutoNation Inc(a) 1,955,851
44,948 Avient Corp 2,157,504
66,796 BJ's Wholesale Club Holdings Inc(a) 4,516,078
40,291 Boyd Gaming Corp 2,650,342
37,875 Brunswick Corp 3,063,709
58,487 Callaway Golf Co(a) 1,369,766
72,661 Capri Holdings Ltd(a) 3,734,049
20,765 Carter's Inc 1,910,172
18,231 Casey's General Stores Inc 3,612,837
16,125 Choice Hotels International Inc 2,285,880
16,912 Churchill Downs Inc 3,750,743
17,178 Columbia Sportswear Co 1,555,124
Shares   Fair Value
Consumer, Cyclical — (continued)
11,556 Cracker Barrel Old Country Store Inc $    1,372,044
28,910 Crocs Inc(a)     2,208,724
72,062 Dana Inc     1,266,129
13,383 Deckers Outdoor Corp(a)     3,663,864
30,938 Dick's Sporting Goods Inc(b)     3,094,419
19,490 FirstCash Holdings Inc     1,370,927
27,524 Five Below Inc(a)     4,358,976
43,058 Foot Locker Inc 1,277,100
20,685 Fox Factory Holding Corp(a) 2,026,096
30,383 GameStop Corp Class A(a)(b) 5,061,200
105,905 Gap Inc 1,491,142
116,196 Gentex Corp 3,389,437
138,038 Goodyear Tire & Rubber Co(a) 1,972,563
171,555 Hanesbrands Inc 2,554,454
75,596 Harley-Davidson Inc 2,978,482
66,247 IAA Inc(a) 2,533,948
156,241 JetBlue Airways Corp(a) 2,335,803
42,598 KB Home 1,379,323
68,364 Kohl's Corp 4,133,287
29,330 Lear Corp 4,182,165
65,524 Leggett & Platt Inc 2,280,235
14,875 Lithia Motors Inc 4,464,285
147,022 Macy's Inc 3,581,456
20,925 Marriott Vacations Worldwide Corp 3,299,873
172,113 Mattel Inc(a) 3,822,630
37,934 MillerKnoll Inc 1,310,999
23,157 MSC Industrial Direct Co Inc Class A 1,973,208
11,243 Murphy USA Inc 2,248,150
54,786 Nordstrom Inc(b) 1,485,248
23,958 Nu Skin Enterprises Inc Class A 1,147,109
28,497 Ollie's Bargain Outlet Holdings Inc(a)(b) 1,224,231
15,928 Papa John's International Inc 1,676,900
28,022 Polaris Inc 2,951,277
8,543 RH(a) 2,785,787
47,413 Scientific Games Corp(a) 2,785,514
19,934 Scotts Miracle-Gro Co 2,451,085
38,113 Six Flags Entertainment Corp(a) 1,657,916
66,274 Skechers USA Inc Class A(a) 2,701,328
60,465 Taylor Morrison Home Corp(a) 1,645,857
94,574 Tempur Sealy International Inc 2,640,506
34,214 Texas Roadhouse Inc 2,864,738
27,324 Thor Industries Inc 2,150,399
55,566 Toll Brothers Inc 2,612,713
42,395 Travel + Leisure Co 2,456,366
53,431 Tri Pointe Homes Inc(a) 1,072,895
83,987 Univar Solutions Inc(a) 2,699,342
31,638 Urban Outfitters Inc(a) 794,430
35,689 Victoria's Secret & Co(a) 1,832,987
13,941 Visteon Corp(a) 1,521,381
16,224 Watsco Inc 4,942,479
 
See Notes to Schedule of Investments.

March 31, 2022

 

GREAT-WEST FUNDS, INC.
GREAT-WEST S&P MID CAP 400® INDEX FUND
Schedule of Investments
As of March 31, 2022 (Unaudited)
Shares   Fair Value
Consumer, Cyclical — (continued)
86,713 Wendy's Co $    1,905,085
35,840 Williams-Sonoma Inc     5,196,800
14,679 Wingstop Inc     1,722,581
45,775 Wyndham Hotels & Resorts Inc     3,876,685
43,056 YETI Holdings Inc(a)     2,582,499
    174,752,319
Consumer, Non-Cyclical — 15.71%
44,184 Acadia Healthcare Co Inc(a) 2,895,378
16,017 Amedisys Inc(a) 2,759,569
51,810 Arrowhead Pharmaceuticals Inc(a) 2,382,742
25,596 ASGN Inc(a) 2,987,309
19,690 Avis Budget Group Inc(a) 5,184,377
54,857 BellRing Brands Inc(a) 1,266,100
4,612 Boston Beer Co Inc Class A(a) 1,791,624
24,363 Brink's Co 1,656,684
49,918 Bruker Corp 3,209,728
7,564 Chemed Corp 3,831,544
168,949 Coty Inc Class A(a) 1,518,852
79,492 Darling Ingredients Inc(a) 6,389,567
48,878 Encompass Health Corp 3,475,715
79,276 Envista Holdings Corp(a) 3,861,534
25,967 Euronet Worldwide Inc(a) 3,379,605
155,438 Exelixis Inc(a) 3,523,780
97,622 Flowers Foods Inc 2,509,862
16,845 FTI Consulting Inc(a) 2,648,371
38,826 Globus Medical Inc Class A(a) 2,864,582
1,922 Graham Holdings Co Class B 1,175,245
19,247 Grand Canyon Education Inc(a) 1,869,076
42,926 Grocery Outlet Holding Corp(a) 1,407,114
48,437 GXO Logistics Inc(a) 3,455,496
80,834 H&R Block Inc 2,104,917
25,110 Haemonetics Corp(a) 1,587,454
44,443 Hain Celestial Group Inc(a) 1,528,839
69,165 Halozyme Therapeutics Inc(a) 2,758,300
41,071 HealthEquity Inc(a) 2,769,828
11,858 Helen of Troy Ltd(a)(b) 2,322,271
9,797 ICU Medical Inc(a) 2,181,204
32,688 Ingredion Inc 2,848,759
17,602 Insperity Inc 1,767,593
35,786 Integra LifeSciences Holdings Corp(a) 2,299,608
30,199 Jazz Pharmaceuticals PLC(a) 4,701,078
21,680 John Wiley & Sons Inc Class A 1,149,690
9,798 Lancaster Colony Corp 1,461,372
15,559 LHC Group Inc(a) 2,623,247
26,148 LivaNova PLC(a) 2,139,691
34,004 LiveRamp Holdings Inc(a) 1,271,410
26,646 ManpowerGroup Inc 2,502,592
24,958 Masimo Corp(a) 3,632,387
14,124 Medpace Holdings Inc(a) 2,310,545
Shares   Fair Value
Consumer, Non-Cyclical — (continued)
52,936 Neogen Corp(a) $    1,632,546
46,605 Neurocrine Biosciences Inc(a)     4,369,219
25,416 NuVasive Inc(a)     1,441,087
68,043 Option Care Health Inc(a)     1,943,308
42,628 Patterson Cos Inc     1,379,868
19,493 Paylocity Holding Corp(a)     4,011,075
17,252 Penumbra Inc(a)     3,832,187
76,049 Performance Food Group Co(a) 3,871,655
65,719 Perrigo Co PLC 2,525,581
23,200 Pilgrim's Pride Corp(a) 582,320
27,909 Post Holdings Inc(a) 1,932,977
27,425 PROG Holdings Inc(a) 789,017
34,557 Progyny Inc(a) 1,776,230
18,631 Quidel Corp(a) 2,095,242
65,826 R1 RCM Inc(a) 1,761,504
25,260 Repligen Corp(a) 4,751,154
160,052 Sabre Corp(a) 1,829,394
10,421 Sanderson Farms Inc 1,953,833
81,016 Service Corp International 5,332,473
55,149 Sprouts Farmers Market Inc(a) 1,763,665
23,387 STAAR Surgical Co(a) 1,868,855
50,941 Syneos Health Inc(a) 4,123,674
31,212 Tandem Diabetes Care Inc(a) 3,629,644
52,628 Tenet Healthcare Corp(a) 4,523,903
22,125 United Therapeutics Corp(a) 3,969,446
22,018 WEX Inc(a) 3,929,112
    181,623,608
Energy — 4.23%
159,518 Antero Midstream Corp 1,733,961
99,272 ChampionX Corp(a) 2,430,179
100,750 CNX Resources Corp(a) 2,087,540
47,522 DT Midstream Inc 2,578,544
147,784 EQT Corp 5,085,247
200,371 Equitrans Midstream Corp 1,691,131
48,580 First Solar Inc(a) 4,068,089
73,444 HF Sinclair Corp(a) 2,926,743
71,330 Murphy Oil Corp 2,881,019
192,905 NOV Inc 3,782,867
47,840 PDC Energy Inc 3,477,011
122,716 Range Resources Corp(a) 3,728,112
39,624 SunPower Corp(a)(b) 851,124
101,695 Sunrun Inc(a) 3,088,477
112,487 Targa Resources Corp 8,489,394
    48,899,438
Financial — 24.25%
19,971 Affiliated Managers Group Inc 2,814,912
6,730 Alleghany Corp(a) 5,700,310
24,575 Alliance Data Systems Corp 1,379,886
68,365 American Campus Communities Inc REIT 3,826,389
32,534 American Financial Group Inc 4,737,601
 
See Notes to Schedule of Investments.

March 31, 2022

 

GREAT-WEST FUNDS, INC.
GREAT-WEST S&P MID CAP 400® INDEX FUND
Schedule of Investments
As of March 31, 2022 (Unaudited)
Shares   Fair Value
Financial — (continued)
77,123 Apartment Income Corp REIT $    4,122,996
74,157 Associated Banc-Corp     1,687,813
19,879 Bank of Hawaii Corp     1,668,246
59,439 Bank OZK     2,538,045
38,055 Brighthouse Financial Inc(a)     1,965,921
146,323 Brixmor Property Group Inc REIT     3,776,597
93,419 Cadence Bank     2,733,440
50,207 Camden Property Trust REIT 8,344,403
36,969 Cathay General Bancorp 1,654,363
58,954 CNO Financial Group Inc 1,479,156
54,290 Commerce Bancshares Inc 3,886,621
55,700 Corporate Office Properties Trust REIT 1,589,678
73,047 Cousins Properties Inc REIT 2,943,064
27,994 Cullen/Frost Bankers Inc 3,874,650
86,212 Douglas Emmett Inc REIT 2,881,205
69,716 East West Bancorp Inc 5,508,958
19,987 EastGroup Properties Inc REIT 4,062,957
36,750 EPR Properties REIT 2,010,593
54,253 Essent Group Ltd 2,235,766
19,169 Evercore Inc Class A 2,133,893
47,727 Federated Hermes Inc 1,625,582
53,926 First American Financial Corp 3,495,483
63,021 First Financial Bankshares Inc 2,780,487
262,340 First Horizon Corp 6,162,367
64,008 First Industrial Realty Trust Inc REIT 3,962,735
166,924 FNB Corp 2,078,204
80,053 Fulton Financial Corp 1,330,481
53,291 Glacier Bancorp Inc 2,679,472
42,656 Hancock Whitney Corp 2,224,510
17,480 Hanover Insurance Group Inc 2,613,610
72,484 Healthcare Realty Trust Inc REIT(b) 1,991,860
51,532 Highwoods Properties Inc REIT 2,357,074
74,047 Home BancShares Inc 1,673,462
74,909 Hudson Pacific Properties Inc REIT 2,078,725
42,925 Interactive Brokers Group Inc Class A 2,829,187
26,519 International Bancshares Corp 1,119,367
83,048 Janus Henderson Group PLC 2,908,341
56,083 JBG SMITH Properties REIT 1,638,745
95,204 Jefferies Financial Group Inc 3,127,451
24,794 Jones Lang LaSalle Inc(a) 5,937,171
29,532 Kemper Corp 1,669,739
51,605 Kilroy Realty Corp REIT 3,943,654
10,537 Kinsale Capital Group Inc 2,402,647
107,594 Kite Realty Group Trust REIT 2,449,915
42,651 Lamar Advertising Co REIT Class A 4,955,193
40,294 Life Storage Inc REIT 5,658,487
105,046 Macerich Co REIT 1,642,919
Shares   Fair Value
Financial — (continued)
293,198 Medical Properties Trust Inc REIT $    6,198,206
13,359 Mercury General Corp        734,745
158,725 MGIC Investment Corp     2,150,724
86,284 National Retail Properties Inc REIT     3,877,603
40,256 National Storage Affiliates Trust REIT     2,526,467
77,421 Navient Corp     1,319,254
228,449 New York Community Bancorp Inc     2,448,973
145,036 Old National Bancorp 2,375,690
140,267 Old Republic International Corp 3,628,707
117,401 Omega Healthcare Investors Inc REIT 3,658,215
58,748 PacWest Bancorp 2,533,801
116,175 Park Hotels & Resorts Inc REIT 2,268,898
65,253 Pebblebrook Hotel Trust REIT 1,597,393
108,222 Physicians Realty Trust REIT 1,898,214
37,403 Pinnacle Financial Partners Inc 3,444,068
33,929 PotlatchDeltic Corp REIT 1,789,076
19,400 Primerica Inc 2,654,308
45,280 Prosperity Bancshares Inc 3,141,526
9,916 PS Business Parks Inc REIT 1,666,681
71,417 Rayonier Inc REIT 2,936,667
32,999 Reinsurance Group of America Inc 3,612,071
21,607 RenaissanceRe Holdings Ltd 3,424,926
78,731 Rexford Industrial Realty Inc REIT 5,872,545
19,579 RLI Corp 2,166,025
113,000 Sabra Health Care Inc REIT 1,682,570
51,692 SEI Investments Co 3,112,375
29,574 Selective Insurance Group Inc 2,642,733
31,978 SL Green Realty Corp REIT 2,595,974
139,773 SLM Corp 2,566,232
62,735 Spirit Realty Capital Inc REIT 2,887,065
51,337 Stifel Financial Corp 3,485,782
120,561 STORE Capital Corp REIT 3,523,998
71,239 Synovus Financial Corp 3,490,711
24,953 Texas Capital Bancshares Inc(a) 1,430,056
21,175 UMB Financial Corp 2,057,363
106,422 Umpqua Holdings Corp 2,007,119
67,006 United Bankshares Inc 2,337,169
100,442 Unum Group 3,164,927
207,040 Valley National Bancorp 2,695,661
52,917 Voya Financial Inc 3,511,043
32,519 Washington Federal Inc 1,067,274
88,335 Webster Financial Corp 4,957,360
194,315 Western Union Co 3,641,463
28,006 Wintrust Financial Corp 2,602,598
    280,278,587
 
See Notes to Schedule of Investments.

March 31, 2022

 

GREAT-WEST FUNDS, INC.
GREAT-WEST S&P MID CAP 400® INDEX FUND
Schedule of Investments
As of March 31, 2022 (Unaudited)
Shares   Fair Value
Industrial — 19.41%
17,204 Acuity Brands Inc $    3,256,717
69,438 AECOM     5,333,533
30,147 AGCO Corp     4,402,366
32,340 AptarGroup Inc     3,799,950
33,592 Arrow Electronics Inc(a)     3,985,019
48,618 Avnet Inc     1,973,405
33,637 Axon Enterprise Inc(a)     4,632,824
22,081 Belden Inc 1,223,287
94,080 Builders FirstSource Inc(a) 6,071,923
25,687 Carlisle Cos Inc 6,316,947
17,444 Chart Industries Inc(a) 2,996,356
24,593 Clean Harbors Inc(a) 2,745,563
86,857 Cognex Corp 6,701,018
12,171 Coherent Inc(a) 3,327,065
66,782 Colfax Corp(a) 2,657,256
24,524 Crane Co 2,655,459
19,278 Curtiss-Wright Corp 2,894,784
60,688 Donaldson Co Inc 3,151,528
14,828 Dycom Industries Inc(a) 1,412,515
19,392 Eagle Materials Inc 2,489,157
26,222 EMCOR Group Inc 2,953,384
32,203 Energizer Holdings Inc 990,564
20,444 EnerSys 1,524,509
63,998 Flowserve Corp 2,297,528
69,472 Fluor Corp(a) 1,993,152
17,441 GATX Corp 2,150,999
83,500 Graco Inc 5,821,620
13,152 Greif Inc Class A 855,669
41,215 Hexcel Corp 2,451,056
26,730 Hubbell Inc 4,912,172
52,240 II-VI Inc(a) 3,786,878
42,053 ITT Inc 3,162,806
70,490 Jabil Inc 4,351,348
40,185 Kennametal Inc 1,149,693
29,530 Kirby Corp(a) 2,131,771
81,530 Knight-Swift Transportation Holdings Inc 4,114,004
18,518 Landstar System Inc 2,793,070
16,540 Lennox International Inc 4,265,004
29,008 Lincoln Electric Holdings Inc 3,997,593
12,101 Littelfuse Inc 3,018,110
43,226 Louisiana-Pacific Corp 2,685,199
28,911 MasTec Inc(a) 2,518,148
99,900 MDU Resources Group Inc 2,662,335
27,881 Mercury Systems Inc(a) 1,796,930
27,327 Middleby Corp(a) 4,479,988
17,913 MSA Safety Inc 2,377,055
64,790 National Instruments Corp 2,629,826
82,650 nVent Electric PLC 2,874,567
32,722 Oshkosh Corp 3,293,469
49,366 Owens Corning 4,516,989
33,288 Regal Rexnord Corp 4,952,589
26,377 Ryder System Inc 2,092,487
12,938 Saia Inc(a) 3,154,543
41,223 Silgan Holdings Inc 1,905,739
21,340 Simpson Manufacturing Co Inc 2,326,914
48,304 Sonoco Products Co 3,021,898
Shares   Fair Value
Industrial — (continued)
45,129 Stericycle Inc(a) $    2,659,001
20,362 TD SYNNEX Corp     2,101,562
34,798 Terex Corp     1,240,897
26,528 Tetra Tech Inc     4,375,528
33,913 Timken Co     2,058,519
16,175 TopBuild Corp(a)     2,933,983
51,538 Toro Co     4,405,984
56,553 Trex Co Inc(a) 3,694,608
39,506 Trinity Industries Inc 1,357,426
21,299 Universal Display Corp 3,555,868
10,426 Valmont Industries Inc 2,487,644
10,224 Vicor Corp(a) 721,303
65,197 Vishay Intertechnology Inc 1,277,861
83,054 Vontier Corp 2,108,741
13,538 Watts Water Technologies Inc Class A 1,889,769
29,017 Werner Enterprises Inc 1,189,697
30,985 Woodward Inc 3,870,336
15,648 Worthington Industries Inc 804,464
48,464 XPO Logistics Inc(a) 3,528,179
    224,297,648
Technology — 8.83%
57,757 ACI Worldwide Inc(a) 1,818,768
49,888 Amkor Technology Inc 1,083,567
32,750 Aspen Technology Inc(a) 5,415,867
36,805 Azenta Inc 3,050,398
21,963 Blackbaud Inc(a) 1,314,925
11,460 CACI International Inc Class A(a) 3,452,440
57,452 CDK Global Inc 2,796,763
28,142 Cirrus Logic Inc(a) 2,386,160
14,040 CMC Materials Inc 2,603,016
21,909 CommVault Systems Inc(a) 1,453,662
21,076 Concentrix Corp 3,510,419
43,348 Digital Turbine Inc(a) 1,899,076
26,846 Envestnet Inc(a) 1,998,416
12,911 Fair Isaac Corp(a) 6,022,465
83,767 Genpact Ltd 3,644,702
68,918 KBR Inc 3,771,882
89,896 Kyndryl Holdings Inc(a) 1,179,436
67,274 Lattice Semiconductor Corp(a) 4,100,350
35,469 Lumentum Holdings Inc(a) 3,461,774
31,026 Manhattan Associates Inc(a) 4,303,617
30,420 Maximus Inc 2,279,979
27,245 MKS Instruments Inc 4,086,750
64,848 NCR Corp(a) 2,606,241
29,283 Power Integrations Inc 2,713,949
16,402 Qualys Inc(a) 2,335,809
45,818 Sailpoint Technologies Holdings Inc(a) 2,344,965
27,990 Science Applications International Corp 2,579,838
31,656 Semtech Corp(a) 2,195,027
19,159 Silicon Laboratories Inc(a) 2,877,682
7,388 SiTime Corp(a) 1,830,894
19,417 Synaptics Inc(a) 3,873,692
 
See Notes to Schedule of Investments.

March 31, 2022

 

GREAT-WEST FUNDS, INC.
GREAT-WEST S&P MID CAP 400® INDEX FUND
Schedule of Investments
As of March 31, 2022 (Unaudited)
Shares   Fair Value
Technology — (continued)
53,303 Teradata Corp(a) $    2,627,305
60,709 Wolfspeed Inc(a)     6,912,327
59,369 Xerox Holdings Corp     1,197,473
23,689 Ziff Davis Inc(a)     2,292,621
    102,022,255
Utilities — 3.32%
25,865 ALLETE Inc     1,732,438
31,354 Black Hills Corp 2,414,885
112,991 Essential Utilities Inc 5,777,230
53,702 Hawaiian Electric Industries Inc 2,272,132
24,818 IDACORP Inc 2,863,004
44,923 National Fuel Gas Co 3,086,210
47,192 New Jersey Resources Corp 2,164,225
26,569 NorthWestern Corp 1,607,159
98,340 OGE Energy Corp 4,010,305
26,326 ONE Gas Inc 2,323,006
42,168 PNM Resources Inc 2,010,149
32,403 Southwest Gas Holdings Inc 2,536,831
25,423 Spire Inc 1,824,354
103,071 UGI Corp 3,733,232
    38,355,160
TOTAL COMMON STOCK — 98.72%
(Cost $927,971,199)
$1,141,044,207
GOVERNMENT MONEY MARKET MUTUAL FUNDS
753,000 BlackRock FedFund Institutional Class(c), 0.23%(d) 753,000
1,440,000 Dreyfus Institutional Preferred Government Plus Money Market Fund Class SL(c), 0.30%(d) 1,440,000
580,000 Goldman Sachs Financial Square Government Fund Institutional Class(c), 0.25%(d) 580,000
580,000 Invesco Government & Agency Portfolio Institutional Class(c), 0.25%(d) 580,000
580,000 JPMorgan U.S. Government Money Market Fund Capital Shares(c), 0.25%(d) 580,000
227,000 Morgan Stanley Institutional Liquidity Government Portfolio Institutional Class(c), 0.23%(d) 227,000
TOTAL GOVERNMENT MONEY MARKET MUTUAL FUNDS — 0.36%
(Cost $4,160,000)
$4,160,000
Principal Amount   Fair Value
SHORT TERM INVESTMENTS
Repurchase Agreements — 0.96%
$4,189,837 Undivided interest of 3.88% in a repurchase agreement (principal amount/value $107,950,740 with a maturity value of $107,951,640) with Bank of America Securities Inc, 0.30%, dated 3/31/22 to be repurchased at $4,189,837 on 4/1/22 collateralized by Federal National Mortgage Association securities, 2.00% - 4.00%, 2/1/36 - 3/1/52, with a value of $110,109,755.(c) $    4,189,837
4,189,837 Undivided interest of 3.88% in a repurchase agreement (principal amount/value $107,950,740 with a maturity value of $107,951,640) with RBC Capital Markets Corp, 0.30%, dated 3/31/22 to be repurchased at $4,189,837 on 4/1/22 collateralized by U.S. Treasury securities and various U.S. Government Agency securities, 0.00% - 5.50%, 4/26/22 - 3/20/52, with a value of $110,109,756.(c)      4,189,837
2,735,142 Undivided interest of 6.44% in a repurchase agreement (principal amount/value $42,458,009 with a maturity value of $42,458,375) with Citigroup Global Markets Inc, 0.31%, dated 3/31/22 to be repurchased at $2,735,142 on 4/1/22 collateralized by Government National Mortgage Association securities, 2.00% - 10.00%, 6/15/22 - 1/20/52, with a value of $43,307,169.(c)     2,735,142
TOTAL SHORT TERM INVESTMENTS — 0.96%
(Cost $11,114,816)
$11,114,816
TOTAL INVESTMENTS — 100.04%
(Cost $943,246,015)
$1,156,319,023
OTHER ASSETS & LIABILITIES, NET — (0.04)% $(518,799)
TOTAL NET ASSETS — 100.00% $1,155,800,224
 
See Notes to Schedule of Investments.

March 31, 2022

 

GREAT-WEST FUNDS, INC.
GREAT-WEST S&P MID CAP 400® INDEX FUND
Schedule of Investments
As of March 31, 2022 (Unaudited)
(a)Non-income producing security.
(b) All or a portion of the security is on loan at March 31, 2022.
(c) Collateral received for securities on loan.
(d) Rate shown is the 7-day yield as of March 31, 2022.
REIT Real Estate Investment Trust
At March 31, 2022, the Fund held the following outstanding exchange traded futures contracts:
Description Number of
Contracts
  Notional
Amount
Expiration
Date
Fair Value and
Net Unrealized
Depreciation
Long          
S&P Mid 400® Emini Futures 44 USD 11,832,480 June 2022 $(54,940)
See Notes to Schedule of Investments.

March 31, 2022

 

GREAT-WEST FUNDS, INC.
GREAT-WEST S&P MID CAP 400® INDEX FUND
Notes to Schedule of Investments (Unaudited)

Security Valuation
The Board of Directors of the Fund has adopted policies and procedures for the valuation of the Fund’s securities and assets, and has appointed the Fair Value Pricing Committee of the investment adviser, Great-West Capital Management, LLC, to complete valuation determinations under those policies and procedures.
The Fund generally values its securities based on market prices determined at the close of regular trading on the New York Stock Exchange (NYSE) on each day the NYSE is open for trading. The net asset value (NAV) of each class of the Fund's shares is determined by dividing the net assets attributable to each class of shares of the Fund by the number of issued and outstanding shares of each class of the Fund on each valuation date.
For securities that are traded on only one exchange, the last sale price as of the close of business of that exchange will be used. If the closing price is not available, the current bid as of the close of business will be used. For securities traded on more than one exchange, or upon one or more exchanges and in the over-the-counter (OTC) market, the last sale price as of the close of business on the market which the security is traded most extensively will be used. If the closing price is not available, the current bid as of the close of business will be used. For securities that principally trade on the NASDAQ National Market System, the NASDAQ official closing price will be used.
Short term securities purchased with less than 60 days remaining until maturity and all U.S. Treasury Bills are valued on the basis of amortized cost, which has been determined to approximate fair value. Short term securities purchased with more than 60 days remaining until maturity are valued using pricing services, or in the event a price is not available from a pricing service, may be priced using other methodologies approved by the Board of Directors, including model pricing or pricing on the basis of quotations from brokers or dealers, and will continue to be priced until final maturity.
Investments in shares of the underlying mutual funds are valued at the net asset value as reported by the underlying mutual fund, which may be obtained from pricing services or other pricing sources.
Foreign equity securities are generally valued using an adjusted systematic fair value price from an independent pricing service. Foreign exchange rates are determined at a time that corresponds to the closing of the NYSE.
For derivatives that are traded on an exchange, the last sale price as of the close of business of the exchange will be used. For derivatives traded over-the-counter (OTC), independent pricing services will be utilized when possible. If a price cannot be located from the primary source, other appropriate sources, which may include the use of an internally developed valuation model, another external pricing vendor or sourcing a price from a broker, may be used.
Independent pricing services are approved by the Board of Directors and are utilized for all investment types when available. In some instances valuations from independent pricing services are not available or do not reflect events in the market between the time the market closed and the valuation time and therefore fair valuation procedures are implemented. The fair value for some securities may be obtained from pricing services or other pricing sources. The inputs used by the pricing services are reviewed quarterly or when the pricing vendor issues updates to its pricing methodologies. Broker quotes are analyzed through an internal review process, which includes a review of known market conditions and other relevant data. Developments that might trigger fair value pricing could be natural disasters, government actions or fluctuations in domestic and foreign markets.

March 31, 2022

 

The following table provides examples of the inputs that are commonly used for valuing particular classes of securities. These classifications are not exclusive, and any inputs may be used to value any other security class.
Class Inputs
Common Stock Exchange traded close price, bids, evaluated bids, open and close price of the local exchange, exchange rates, fair values based on significant market movement and various index data.
Government Money Market Mutual Funds Net asset value of underlying mutual fund.
Short Term Investments Maturity date, credit quality and interest rates.
Futures Contracts Exchange traded close price.
The Fund classifies its valuations into three levels based upon the observability of inputs to the valuation of the Fund’s investments. The valuation levels are not necessarily an indication of the risk or liquidity associated with the underlying investment. Classification is based on the lowest level of input significant to the fair value measurement. The three levels are defined as follows:
Level 1 – Unadjusted quoted prices for identical securities in active markets.
Level 2 – Inputs other than quoted prices included in Level 1 that are observable either directly or indirectly. These may include quoted prices for similar assets in active markets.
Level 3 – Unobservable inputs to the extent observable inputs are not available and may include prices obtained from single broker quotes. Unobservable inputs reflect the Fund’s own assumptions and would be based on the best information available under the circumstances.
As of March 31, 2022, all of the Fund’s investments are valued using Level 1 inputs, except for Short Term Investments, which are valued using Level 2 inputs. More information regarding the sector classifications, as applicable, are included in the Schedule of Investments.
Repurchase Agreements
The Fund may engage in repurchase agreement transactions with institutions that the Fund’s investment adviser has determined are creditworthy. The Fund will purchase securities at a specified price with an agreement to sell the securities to the same counterparty at a specified time, price and interest rate. The Fund’s custodian and/or securities lending agent receives delivery of the underlying securities collateralizing a repurchase agreement. Collateral is at least equal to the value of the repurchase obligation including interest. A repurchase agreement transaction involves certain risks in the event of default or insolvency of the counterparty. These risks include possible delays or restrictions upon a Fund’s ability to dispose of the underlying securities and a possible decline in the value of the underlying securities during the period while the Fund seeks to assert its rights.
Futures Contracts
The Fund uses futures contracts to equitize cash. A futures contract is an agreement between two parties to buy or sell a specified underlying investment for a fixed price at a specified future date. Futures contracts are generally entered into on a regulated futures exchange and cleared through a clearinghouse associated with the exchange. The use of futures contracts may involve risks such as the possibility of illiquid markets or imperfect correlation between the value of the contracts and the underlying securities that comprise the index, or that the clearinghouse will fail to perform its obligations. The Fund held an average of 66 futures contracts for the reporting period.

March 31, 2022