Fund Facts  

Inception Date: Oct 30, 2007
CUSIP: 92210J465
Morningstar Category:Small Blend

Documents for Fund or Underlying Fund(s)  

Description

Objective  

Long-term capital growth.

Principal Investment Strategies  

Under normal circumstances, this Fund primarily seeks exposure to a combination of U.S. common stocks and equity index futures. It focuses on small sized companies, based on their market capitalization, that have above-average growth potential.  It also holds a portfolio of fixed income securities that are, in part, collateral for the use of futures.  These fixed income securities are generally investment grade and have a relatively low effective duration.  
 
This Fund may use equity securities, equity derivatives, or pooled investment vehicles to gain the desired exposure. This Fund may also invest in other equity securities, cash and cash equivalents.  
 
This Fund uses multiple managers. Each manager independently selects and maintains a portfolio for this Fund.

Principal Investment Risks  

There is no guarantee that the Fund will achieve its investment objective. You may lose money by investing in the Fund. The Fund’s principal investment risks include: Stock Market Risk, Small-Cap Securities Risk, Preferred Stock Risk, Foreign Securities Risk, Foreign Currency Risk, Convertible Securities Risk, High Yield Securities Risk, Municipal Securities Risk, Derivative Instruments Risk, Interest Rate Risk, Credit Risk, Call Risk, Mortgage-Backed Securities Risk, Asset-Backed Securities Risk, U.S. Government Agency Securities Risk, Portfolio Turnover Risk, Multi-Manager Risk, Large Investor Risk.
Please see the Disclosure Memorandum for additional information about the Fund’s risks.

 

Performance & Expenses

Standard Performance As of Jun 30, 2022
Fund/Benchmark Name QtrYTD1-Yr3-Yr5-Yr10-YrSince Inception
MissionSquare Sm Cap Disc R5   -16.60%-22.25%-22.53%4.26%6.13%9.43%N/A
Russell 2000 Indexa,b-17.20%-23.43%-25.20%4.21%5.17%9.35%N/A
Morningstar Small Blenda,c-14.72%-20.06%-17.27%5.65%5.58%9.40%N/A

Fund past performance, as shown, is no guarantee of how the Fund will perform in the future. The performance shown has been annualized for periods greater than one year. Investment returns and principal value will fluctuate, so that an investor's shares, when redeemed, may be worth more or less than their original cost. For current performance, participants or plan sponsors in a MissionSquare Retirement administered account can log in at www.icmarc.org, or institutions can go to www.investments.missionsq.org.

Fund performance is shown comparing it to a "benchmark" which may be a (i) broad-based securities market index (ii) a group of mutual funds with similar investment objectives, or (iii) a short term government backed debt obligation such as a U.S. Treasury Bill. An index is not available for direct investment, is unmanaged, and does not reflect the costs of portfolio management or trading. A fund's portfolio may differ from the securities held in an index.

Total Expenses  
Gross Expenses0.81%
Net Expenses0.81%

 

a. Certain information including, but not limited to, benchmark performance or other performance and/or fee information, is provided by Morningstar, Inc., © 2022 All rights reserved. This information: (1) is proprietary to Morningstar and/or its content providers; (2) may not be copied or distributed; and (3) is not warranted to be accurate, complete or timely. Neither Morningstar nor its content providers are responsible for any damages or losses arising from any use of information. Morningstar is a registered trademark of Morningstar, Inc.

b. The Russell 2000® Index measures the performance of the small-cap segment of the U.S. equity universe. The Russell 2000® Index is a subset of the Russell 3000® Index, and includes approximately 2,000 of the smallest securities based on a combination of their market cap and current index membership.

c. The Morningstar category average return represents the average return for a category of funds with similar investment objectives and strategies. The average is calculated and funds are assigned to a category by Morningstar.

Morningstar Information

Morningstar RatingTM   As of Jun 30, 2022
Period Stars Category Size
Overall 3 Stars576
3-Year 2 Stars576
5-Year 3 Stars528
10-Year 3 Stars350

The Morningstar Rating™ for funds, or “star rating”, is calculated for managed products (including mutual funds, variable annuity and variable life subaccounts, exchange–traded funds, closed–end funds, and separate accounts) with at least a three–year history. Exchange–traded funds and open–ended mutual funds are considered a single population for comparative purposes. It is calculated based on a Morningstar Risk–Adjusted Return measure that accounts for variation in a managed product′s monthly excess performance, placing more emphasis on downward variations and rewarding consistent performance. The top 10% of products in each product category receive 5 stars, the next 22.5% receive 4 stars, the next 35% receive 3 stars, the next 22.5% receive 2 stars, and the bottom 10% receive 1 star. The Overall Morningstar Rating for a managed product is derived from a weighted average of the performance figures associated with its three–, five–, and 10–year (if applicable) Morningstar Rating metrics. The weights are: 100% three–year rating for 36–59 months of total returns, 60% five–year rating/40% three–year rating for 60–119 months of total returns, and 50% 10–year rating/30% five–year rating/20% three-year rating for 120 or more months of total returns. While the 10-year overall star rating formula seems to give the most weight to the 10-year period, the most recent three-year period actually has the greatest impact because it is included in all three rating periods.

Morningstar Stylebox As of Jun 30, 2022
Equity Stylebox Fixed Income Stylebox
Small ValueMedium Limited
Allocation of Assets As of May 31, 2022
Type of Asset Percent
Equity97%
Fixed Income29%
Cash/Other-26%

Due to rounding, percentages shown may not add up to 100%.

 
 

Statistics

Portfolio Statistics As of Jun 30, 2022
Statistic3-Year5-Year
Beta1.001.00
Alpha0.120.96
Standard Deviation24.3922.11
 
 

Underlying Fund Characteristics

Allocation of Assets As of May 31, 2022
Asset ClassPercent
Domestic Stock94.1%
Foreign Stock2.5%
Domestic Bond26.4%
Foreign Bond2.7%
Preferred0.0%
Convertible0.2%
Cash-25.9%
Other0.0%

Due to rounding, percentages shown may not add up to 100%.

 
Top Ten Holdings As of Aug 31, 2022
Underlying Fund Holdings Market Value%
E-MINI RUSS 2000 EQUITY INDEX 16/SEP/2022 RTYU2-$2,420,32533.6%
UNITED STATES OF AMERICA NOTES 3% 06/30/2024$30,089,7727.1%
UNITED STATES OF AMERICA NOTES 2.75% 05/15/2025$7,896,0751.9%
UNITED STATES OF AMERICA NOTES 3% 07/15/2025$6,808,3591.6%
BLACKROCK TEMP FUND - INST SHARES FUND 24$5,449,3971.3%
JPMORGAN PRIME MONEY MARKET FUND FUNDS VARIABLE$5,449,3951.3%
UNITED STATES OF AMERICA NOTES 2.875% 06/15/2025$4,071,7551.0%
UNITED STATES OF AMERICA NOTES 3.25% 08/31/2024$3,863,6310.9%
UNITED STATES OF AMERICA NOTES 3.125% 08/15/2025$3,331,3500.8%
FEDERAL HOME LOAN MORTGAGE CORP 2.946% 07/25/2024$2,784,4290.7%
All Holdings As of Aug 31, 2022
Equity
Underlying Fund HoldingsMarket Value%
NATIONAL BANK HOLDINGS CORP$2,775,7120.7%
GLAUKOS CORP$2,308,7470.6%
FLUOR CORP$2,277,6210.5%
XENIA HOTELS & RESORTS INC$2,269,9310.5%
HAEMONETICS CORP$2,208,3580.5%
GRAPHIC PACKAGING HOLDING CO$2,185,6890.5%
CLEAN HARBORS INC$2,153,6000.5%
CHORD ENERGY CORP$2,138,1130.5%
AMERIS BANCORP$2,135,3770.5%
PORTLAND GENERAL ELECTRIC CO$2,130,3540.5%
VIPER ENERGY PARTNERS LP$2,082,7460.5%
PERFORMANCE FOOD GROUP CO$2,049,8300.5%
ASSURED GUARANTY LTD$2,040,0930.5%
FIRST SOLAR INC$2,032,8920.5%
BRIGHAM MINERALS INC$2,022,2560.5%
FIRST INTERSTATE BANCSYSTEM INC$1,945,3630.5%
ALBANY INTERNATIONAL CORP$1,943,5310.5%
CIRRUS LOGIC INC$1,937,6490.5%
TOWER SEMICONDUCTOR LTD$1,907,9280.5%
AIR LEASE CORP$1,897,9190.5%
ENCORE WIRE CORP$1,885,5390.5%
PRA GROUP INC$1,867,0580.4%
HANNON ARMSTRONG SUSTAINABLE INFRASTRUCTURE CAPITAL INC$1,823,0970.4%
PHILLIPS EDISON & CO INC$1,816,7130.4%
KIRBY CORP$1,809,9490.4%
ATLANTICA SUSTAINABLE INFRASTRUCTURE PLC$1,791,3790.4%
SOVOS BRANDS INC$1,779,0620.4%
CALIX INC$1,768,9130.4%
KORN FERRY$1,767,2890.4%
SEACOAST BANKING CORP OF FLORIDA$1,766,8370.4%
AEROJET ROCKETDYNE HOLDINGS INC$1,739,1670.4%
BOISE CASCADE CO$1,698,1190.4%
ACADIA HEALTHCARE CO INC$1,696,5250.4%
GROUP 1 AUTOMOTIVE INC$1,694,1050.4%
COVETRUS INC$1,688,4870.4%
AMEDISYS INC$1,681,5160.4%
ATLANTIC UNION BANKSHARES CORP$1,672,3110.4%
RUSH ENTERPRISES INC$1,662,0650.4%
YELP INC$1,652,7350.4%
EXTREME NETWORKS INC$1,648,1940.4%
STEPSTONE GROUP INC$1,643,6220.4%
SKYLINE CHAMPION CORP$1,636,5160.4%
MCGRATH RENTCORP$1,635,3780.4%
POTLATCHDELTIC CORP$1,634,9120.4%
BANKUNITED INC$1,621,0860.4%
CABOT CORP$1,620,6920.4%
FIRST BANCORP/PUERTO RICO$1,618,8740.4%
ESSENTIAL PROPERTIES REALTY TRUST INC$1,608,1640.4%
VIAVI SOLUTIONS INC$1,587,8440.4%
CADENCE BANK$1,581,2120.4%
FLOWSERVE CORP$1,572,8000.4%
GLOBUS MEDICAL INC$1,525,3850.4%
NU SKIN ENTERPRISES INC$1,512,4050.4%
GMS INC$1,501,0930.4%
BELLRING BRANDS INC$1,495,0760.4%
NORTHWEST NATURAL HOLDING CO$1,493,5730.4%
BANNER CORP$1,493,4810.4%
ONE GAS INC$1,491,4350.4%
SANMINA CORP$1,481,8010.4%
JAMF HOLDING CORP$1,477,6190.4%
ZURN ELKAY WATER SOLUTIONS CORP$1,475,6680.4%
SPIRIT AEROSYSTEMS HOLDINGS INC$1,472,6120.4%
POWER INTEGRATIONS INC$1,470,6570.4%
ALLSCRIPTS HEALTHCARE SOLUTIONS INC$1,468,4430.4%
AMERICAN EQUITY INVESTMENT LIFE HOLDING CO$1,466,4960.4%
CENTERSPACE$1,466,3670.4%
ICU MEDICAL INC$1,461,3690.4%
KEMPER CORP$1,454,1520.3%
ADTRAN HOLDINGS INC$1,451,1060.3%
AXCELIS TECHNOLOGIES INC$1,449,4520.3%
PATRICK INDUSTRIES INC$1,444,4390.3%
PERFICIENT INC$1,427,8240.3%
ARCBEST CORP$1,426,9920.3%
DOUBLEVERIFY HOLDINGS INC$1,418,6740.3%
MERCURY SYSTEMS INC$1,416,8990.3%
OWENS & MINOR INC$1,416,2440.3%
MYRIAD GENETICS INC$1,400,1150.3%
TRINET GROUP INC$1,393,7140.3%
WARRIOR MET COAL INC$1,388,7460.3%
METHANEX CORP$1,386,7090.3%
NATIONAL STORAGE AFFILIATES TRUST$1,374,0930.3%
VICTORIA'S SECRET & CO$1,370,5050.3%
ENERPAC TOOL GROUP CORP$1,360,8520.3%
SELECTIVE INSURANCE GROUP INC$1,354,9050.3%
ACUSHNET HOLDINGS CORP$1,342,3480.3%
MYR GROUP INC$1,338,0570.3%
STEVEN MADDEN LTD$1,335,4210.3%
BLUCORA INC$1,323,8740.3%
KENNAMETAL INC$1,317,4690.3%
OFG BANCORP$1,316,6430.3%
DAVE & BUSTER'S ENTERTAINMENT INC$1,311,8010.3%
FRONTDOOR INC$1,308,9630.3%
REGAL REXNORD CORP$1,304,9040.3%
APOGEE ENTERPRISES INC$1,298,9160.3%
NEW YORK TIMES CO/THE$1,287,2880.3%
ACADEMY SPORTS & OUTDOORS INC$1,265,0870.3%
PAR PACIFIC HOLDINGS INC$1,255,7650.3%
CHART INDUSTRIES INC$1,243,4180.3%
RAPID7 INC$1,237,9170.3%
PROG HOLDINGS INC$1,232,6500.3%
CINEMARK HOLDINGS INC$1,224,2420.3%
CENTURY COMMUNITIES INC$1,220,1960.3%
HELIOS TECHNOLOGIES INC$1,193,7750.3%
O-I GLASS INC$1,188,5420.3%
GATX CORP$1,185,8880.3%
8X8 INC$1,176,9750.3%
NEW RELIC INC$1,176,4990.3%
HUB GROUP INC$1,157,8040.3%
LOUISIANA-PACIFIC CORP$1,155,1530.3%
FORMFACTOR INC$1,135,8300.3%
EMPLOYERS HOLDINGS INC$1,127,9650.3%
ITRON INC$1,127,3610.3%
DECKERS OUTDOOR CORP$1,125,1730.3%
WINGSTOP INC$1,113,3230.3%
OMNICELL INC$1,112,4040.3%
HARMONY BIOSCIENCES HOLDINGS INC$1,108,5960.3%
XEROX HOLDINGS CORP$1,097,6850.3%
MOOG INC$1,095,5330.3%
ENANTA PHARMACEUTICALS INC$1,094,0740.3%
COCA-COLA CONSOLIDATED INC$1,069,6140.3%
DOUGLAS EMMETT INC$1,063,8400.3%
STONEX GROUP INC$1,050,0200.3%
CAVCO INDUSTRIES INC$1,049,5350.3%
PBF ENERGY INC$1,049,4290.3%
MGIC INVESTMENT CORP$1,046,5280.3%
MAGNOLIA OIL & GAS CORP$1,044,9330.3%
MAXEON SOLAR TECHNOLOGIES LTD$1,034,2050.2%
PATHWARD FINANCIAL INC$1,031,1870.2%
HERC HOLDINGS INC$1,012,7700.2%
WABASH NATIONAL CORP$1,008,6150.2%
NEXTGEN HEALTHCARE INC$998,9020.2%
CARTER'S INC$987,3010.2%
NOW INC$985,4410.2%
VERACYTE INC$981,5260.2%
PERDOCEO EDUCATION CORP$968,2850.2%
BERKSHIRE HILLS BANCORP INC$938,5750.2%
TRINSEO PLC$931,3360.2%
EMERGENT BIOSOLUTIONS INC$925,7310.2%
CYTOKINETICS INC$909,3760.2%
SYNDAX PHARMACEUTICALS INC$908,4890.2%
SMART GLOBAL HOLDINGS INC$892,2690.2%
VANDA PHARMACEUTICALS INC$891,7040.2%
MARINEMAX INC$889,0580.2%
MERCER INTERNATIONAL INC$869,1810.2%
APELLIS PHARMACEUTICALS INC$836,3090.2%
INOGEN INC$835,7100.2%
BANC OF CALIFORNIA INC$834,3450.2%
DENNY'S CORP$815,2990.2%
ADVANSIX INC$809,8670.2%
MEDIFAST INC$805,0800.2%
PROPETRO HOLDING CORP$797,3960.2%
CARGURUS INC$794,6570.2%
USANA HEALTH SCIENCES INC$789,0800.2%
MOVADO GROUP INC$781,5600.2%
AMICUS THERAPEUTICS INC$778,2840.2%
ROCKET PHARMACEUTICALS INC$762,2710.2%
GENESCO INC$758,3420.2%
REVOLUTION MEDICINES INC$755,0670.2%
RELAY THERAPEUTICS INC$751,3950.2%
RESOURCES CONNECTION INC$739,5500.2%
ADTALEM GLOBAL EDUCATION INC$737,0280.2%
CUSTOMERS BANCORP INC$734,9770.2%
SUNSTONE HOTEL INVESTORS INC$727,3760.2%
NETGEAR INC$713,0550.2%
ASTEC INDUSTRIES INC$710,2630.2%
ENOVA INTERNATIONAL INC$705,7180.2%
KYMERA THERAPEUTICS INC$703,4990.2%
GREEN DOT CORP$697,1240.2%
PREFERRED BANK/LOS ANGELES CA$694,0710.2%
HEALTHSTREAM INC$691,1640.2%
CSG SYSTEMS INTERNATIONAL INC$687,7210.2%
WORLD ACCEPTANCE CORP$682,6780.2%
S&T BANCORP INC$680,7720.2%
PROASSURANCE CORP$666,2560.2%
AMN HEALTHCARE SERVICES INC$651,1480.2%
QUANEX BUILDING PRODUCTS CORP$635,1490.2%
INTERDIGITAL INC$628,4550.2%
RPC INC$596,2740.1%
REX AMERICAN RESOURCES CORP$595,6680.1%
AAR CORP$593,8020.1%
EAGLE PHARMACEUTICALS INC/DE$588,3850.1%
SCANSOURCE INC$585,7440.1%
COMPASS MINERALS INTERNATIONAL INC$576,0510.1%
TRUEBLUE INC$570,6220.1%
CHATHAM LODGING TRUST$566,1820.1%
SAREPTA THERAPEUTICS INC$561,4480.1%
GRAND CANYON EDUCATION INC$549,5590.1%
AMERICAN AXLE & MANUFACTURING HOLDINGS INC$548,6740.1%
PENNYMAC MORTGAGE INVESTMENT TRUST$547,8910.1%
HEIDRICK & STRUGGLES INTERNATIONAL INC$534,4790.1%
INDEPENDENT BANK GROUP INC$532,2110.1%
INDUSTRIAL LOGISTICS PROPERTIES TRUST$531,5050.1%
WORLD FUEL SERVICES CORP$530,8350.1%
HAVERTY FURNITURE COS INC$526,7180.1%
FARO TECHNOLOGIES INC$512,3420.1%
CEVA INC$508,2440.1%
NUTANIX INC$507,8070.1%
JACKSON FINANCIAL INC$500,9420.1%
WHITESTONE REIT$499,9110.1%
EZCORP INC$496,2740.1%
LYFT INC$491,0390.1%
ALLEGIANCE BANCSHARES INC$487,9870.1%
SYLVAMO CORP$487,5070.1%
MATTHEWS INTERNATIONAL CORP$484,4690.1%
LIVEPERSON INC$480,8200.1%
DELEK US HOLDINGS INC$478,9510.1%
G-III APPAREL GROUP LTD$477,6360.1%
CERENCE INC$467,9740.1%
HANMI FINANCIAL CORP$458,0370.1%
TITAN INTERNATIONAL INC$453,7720.1%
Y-MABS THERAPEUTICS INC$452,7810.1%
ARLO TECHNOLOGIES INC$440,9340.1%
EXELIXIS INC$439,8100.1%
AARON'S CO INC/THE$438,0510.1%
UNIVERSAL INSURANCE HOLDINGS INC$434,3060.1%
ENCORE CAPITAL GROUP INC$430,0040.1%
ONESPAN INC$427,6770.1%
SONOS INC$424,1280.1%
SAGE THERAPEUTICS INC$421,9800.1%
ZENTALIS PHARMACEUTICALS INC$420,9170.1%
AKERO THERAPEUTICS INC$417,5250.1%
INTERCEPT PHARMACEUTICALS INC$414,5870.1%
DECIPHERA PHARMACEUTICALS INC$411,9010.1%
STEWART INFORMATION SERVICES CORP$408,0570.1%
CONSOL ENERGY INC$404,9830.1%
GENWORTH FINANCIAL INC$404,4530.1%
TELEPHONE AND DATA SYSTEMS INC$390,6430.1%
FRESH DEL MONTE PRODUCE INC$383,0060.1%
HCI GROUP INC$379,1660.1%
FORRESTER RESEARCH INC$374,1850.1%
HYSTER-YALE MATERIALS HANDLING INC$372,5440.1%
US SILICA HOLDINGS INC$372,3280.1%
UNITED FIRE GROUP INC$344,8610.1%
ORASURE TECHNOLOGIES INC$343,2740.1%
INFINERA CORP$337,1950.1%
KARYOPHARM THERAPEUTICS INC$325,0290.1%
KFORCE INC$319,7290.1%
COMPUTER PROGRAMS AND SYSTEMS INC$318,5240.1%
FIRST COMMONWEALTH FINANCIAL CORP$314,9870.1%
VIR BIOTECHNOLOGY INC$313,1440.1%
MARCUS & MILLICHAP INC$306,7030.1%
MOMENTIVE GLOBAL INC$303,4520.1%
KOPPERS HOLDINGS INC$285,2150.1%
NEXPOINT RESIDENTIAL TRUST INC$284,1190.1%
HOMESTREET INC$277,9930.1%
UNISYS CORP$270,9400.1%
TABULA RASA HEALTHCARE INC$270,0670.1%
KELLY SERVICES INC$268,1030.1%
PC CONNECTION INC$241,8920.1%
ITEOS THERAPEUTICS INC$239,3000.1%
CALAMP CORP$236,6820.1%
COMTECH TELECOMMUNICATIONS CORP$232,2010.1%
SIRIUSPOINT LTD$232,1270.1%
AMERICAN VANGUARD CORP$231,8660.1%
ORTHOFIX MEDICAL INC$221,5470.1%
SILVERBACK THERAPEUTICS INC$219,6620.1%
MONARCH CASINO & RESORT INC$218,6720.1%
DILLARD'S INC$202,6280.1%
GLATFELTER CORP$201,0870.1%
QUINSTREET INC$200,6630.1%
AMPHASTAR PHARMACEUTICALS INC$199,3260.1%
BENCHMARK ELECTRONICS INC$191,4910.1%
UNIVERSAL ELECTRONICS INC$190,2220.0%
FIBROGEN INC$190,0460.0%
ARMADA HOFFLER PROPERTIES INC$187,1030.0%
COGENT COMMUNICATIONS HOLDINGS INC$178,5470.0%
POWELL INDUSTRIES INC$169,7100.0%
NEKTAR THERAPEUTICS$166,5830.0%
HIBBETT INC$164,0210.0%
CLEARWATER PAPER CORP$163,4810.0%
NORTHRIM BANCORP INC$160,5780.0%
VERA BRADLEY INC$159,6040.0%
BANKWELL FINANCIAL GROUP INC$148,6170.0%
OCULAR THERAPEUTIX INC$146,2940.0%
AMERICAN WOODMARK CORP$145,1240.0%
CODEXIS INC$142,3030.0%
SUNCOKE ENERGY INC$140,6110.0%
NBT BANCORP INC$118,7060.0%
UNIVERSAL TECHNICAL INSTITUTE INC$118,1770.0%
UNIFI INC$117,7240.0%
EMCORE CORP$116,0870.0%
ASTRONICS CORP$111,6340.0%
FS BANCORP INC$100,2120.0%
SPECTRUM PHARMACEUTICALS INC$96,3270.0%
REV GROUP INC$93,5650.0%
GRITSTONE BIO INC$89,8830.0%
FIRST BUSINESS FINANCIAL SERVICES INC$85,9290.0%
VERITEX HOLDINGS INC$82,6820.0%
DOMO INC$81,4310.0%
CORECIVIC INC$79,3370.0%
EPLUS INC$77,7010.0%
NORTHFIELD BANCORP INC$72,7270.0%
OOMA INC$68,5340.0%
CONSENSUS CLOUD SOLUTIONS INC$67,9730.0%
DIEBOLD NIXDORF INC$50,9580.0%
SELECTQUOTE INC$49,4860.0%
BLUEGREEN VACATIONS HOLDING CORP$45,8480.0%
BCB BANCORP INC$36,9540.0%
BARRETT BUSINESS SERVICES INC$36,1270.0%
IMMATICS NV$35,7280.0%
SMITH & WESSON BRANDS INC$35,6710.0%
QUANTUM CORP$35,1680.0%
HARVARD BIOSCIENCE INC$35,1290.0%
VERIS RESIDENTIAL INC$34,4200.0%
WESTERN NEW ENGLAND BANCORP INC$30,4540.0%
MANITOWOC CO INC/THE$29,3760.0%
NATURE'S SUNSHINE PRODUCTS INC$29,3040.0%
FORESTAR GROUP INC$23,0890.0%
DELTA APPAREL INC$20,6580.0%
INVESTAR HOLDING CORP$20,1310.0%
TREAN INSURANCE GROUP INC$6,2300.0%
 
Fixed Income
Underlying Fund HoldingsMarket Value%
UNITED STATES OF AMERICA NOTES 3% 06/30/2024$30,089,7727.1%
UNITED STATES OF AMERICA NOTES 2.75% 05/15/2025$7,896,0751.9%
UNITED STATES OF AMERICA NOTES 3% 07/15/2025$6,808,3591.6%
UNITED STATES OF AMERICA NOTES 2.875% 06/15/2025$4,071,7551.0%
UNITED STATES OF AMERICA NOTES 3.25% 08/31/2024$3,863,6310.9%
UNITED STATES OF AMERICA NOTES 3.125% 08/15/2025$3,331,3500.8%
FEDERAL HOME LOAN MORTGAGE CORP 2.946% 07/25/2024$2,784,4290.7%
MHC COMMERCIAL MORTGAGE TRUST 2021-MHC 3.192% 04/15/2038$2,577,6640.6%
CONNECTICUT AVENUE SECURITIES TRUST 2019-HRP1 4.594% 11/25/2039$2,155,0470.5%
AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST 2021-4 .86% 02/13/2026$1,775,7700.4%
ONE 2021-PARK MORTGAGE TRUST 3.091% 03/15/2036$1,496,6280.4%
FORD CREDIT FLOORPLAN MASTER OWNER TRUST A .7% 09/15/2025$1,324,1360.3%
SANTANDER DRIVE AUTO RECEIVABLES TRUST 2022-5 4.11% 08/17/2026$1,296,2900.3%
PENSKE TRUCK LEASING CO LP / PTL FINANCE CORP 3.45% 07/01/2024$1,269,0910.3%
CARS-DB5 LP 1.44% 08/15/2051$1,248,2410.3%
DIAMOND ISSUER 2.305% 11/20/2051$1,223,3930.3%
STACK INFRASTRUCTURE ISSUER LLC 1.877% 03/26/2046$1,203,5430.3%
OAK STREET INVESTMENT GRADE NET LEASE FUND SERIES 2020-1 1.85% 11/20/2050$1,184,2160.3%
PELABUHAN INDONESIA PERSERO PT BOND 4.5% 05/02/2023$1,131,6840.3%
TRIUMPH RAIL HOLDINGS LLC 2.15% 06/19/2051$1,105,9850.3%
MMAF EQUIPMENT FINANCE LLC 2020-A .97% 04/09/2027$1,093,1670.3%
DIAMOND INFRASTRUCTURE FUNDING LLC 1.76% 04/15/2049$1,068,5170.3%
SOFI PROFESSIONAL LOAN PROGRAM 2021-B TRUST 1.14% 02/15/2047$1,041,0520.3%
GLENCORE FUNDING LLC 4.625% 04/29/2024$1,032,2090.2%
DRIVE AUTO RECEIVABLES TRUST 2021-3 1.11% 05/15/2026$1,016,9350.2%
ITE RAIL FUND LEVERED LP 2.21% 06/28/2051$1,014,9240.2%
NEW RESIDENTIAL MORTGAGE LOAN TRUST 2017-3 4% 04/25/2057$1,011,7060.2%
GMF FLOORPLAN OWNER REVOLVING TRUST .68% 08/15/2025$977,8950.2%
NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2022-A 2.23% 07/15/2070$933,1090.2%
BANK OF AMERICA CORP 3.384% 04/02/2026$917,0750.2%
ONE GAS INC 1.1% 03/11/2024$900,0400.2%
FORD MOTOR CREDIT CO LLC 2.3% 02/10/2025$894,3480.2%
BRIGHTHOUSE FINANCIAL GLOBAL FUNDING 1.75% 01/13/2025$875,9850.2%
GREATAMERICA LEASING RECEIVABLES FUNDING LLC SERIES 2021-1 .34% 08/15/2024$870,8740.2%
NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2021-C 1.06% 10/15/2069$859,3950.2%
F&G GLOBAL FUNDING .9% 09/20/2024$842,8950.2%
LIFE 2021-BMR MORTGAGE TRUST 3.091% 03/15/2038$809,9340.2%
MITSUBISHI UFJ FINANCIAL GROUP INC .962% 10/11/2025$809,5590.2%
NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2021-B .94% 07/15/2069$804,3380.2%
CARVANA AUTO RECEIVABLES TRUST 2022-P3 4.61% 11/10/2027$799,8370.2%
MORGAN STANLEY .529% 01/25/2024$787,7790.2%
MICROCHIP TECHNOLOGY INC .972% 02/15/2024$771,5300.2%
ENERGY TRANSFER LP 4.25% 03/15/2023$770,3880.2%
WELLS FARGO & CO 3.908% 04/25/2026$735,1500.2%
ALBERTSONS COS INC / SAFEWAY INC / NEW ALBERTSONS LP / ALBERTSONS LLC 3.5% 02/15/2023$730,6070.2%
VISTRA OPERATIONS CO LLC 3.55% 07/15/2024$723,6110.2%
JPMORGAN CHASE & CO 3.845% 06/14/2025$697,7120.2%
NEW RESIDENTIAL MORTGAGE LOAN TRUST 2017-4 4% 05/25/2057$695,0500.2%
BOEING CO/THE 1.433% 02/04/2024$690,5690.2%
NEW RESIDENTIAL MORTGAGE LOAN TRUST 2018-1 4% 12/25/2057$688,9790.2%
AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST 1.15% 10/29/2023$679,4270.2%
BX COMMERCIAL MORTGAGE TRUST 2020-VKNG 3.521% 10/15/2037$675,4380.2%
NISSAN MOTOR ACCEPTANCE CO LLC 1.05% 03/08/2024$672,9470.2%
GOLDMAN SACHS GROUP INC/THE .855% 02/12/2026$660,3840.2%
EAGLE RE 2021-2 LTD 3.733% 04/25/2034$647,7690.2%
BX TRUST 2021-ARIA 3.29% 10/15/2036$622,5940.2%
MORGAN STANLEY CAPITAL I TRUST 2017-CLS 3.091% 11/15/2034$615,2260.2%
ROYALTY PHARMA PLC .75% 09/02/2023$607,2260.1%
NBN CO LTD BOND .875% 10/08/2024$603,8850.1%
7-ELEVEN INC .8% 02/10/2024$599,4620.1%
HYUNDAI CAPITAL AMERICA 1.15% 11/10/2022$597,0720.1%
FREDDIE MAC STACR 2019-HQA3 4.294% 09/25/2049$588,5960.1%
BANQUE FEDERATIVE DU CREDIT MUTUEL SA .998% 02/04/2025$587,7020.1%
NUVEEN FINANCE LLC 4.125% 11/01/2024$583,3530.1%
SBA TOWER TRUST 1.631% 05/15/2051$572,6830.1%
SABINE PASS LIQUEFACTION LLC 5.75% 05/15/2024$563,2580.1%
HYUNDAI CAPITAL AMERICA 1.25% 09/18/2023$562,8620.1%
CANADIAN IMPERIAL BANK OF COMMERCE 3.945% 08/04/2025$558,0700.1%
DTE ENERGY CO 4.22% 11/01/2024$552,9740.1%
MITSUBISHI UFJ FINANCIAL GROUP INC .953% 07/19/2025$550,8420.1%
GENERAL MOTORS FINANCIAL CO INC 1.05% 03/08/2024$545,9540.1%
RENESAS ELECTRONICS CORP 1.543% 11/26/2024$533,9900.1%
BANK OF AMERICA CORP .976% 04/22/2025$533,0300.1%
STELLANTIS NV 5.25% 04/15/2023$533,0240.1%
SONOCO PRODUCTS CO 1.8% 02/01/2025$511,6930.1%
VMWARE INC 1% 08/15/2024$501,4740.1%
JPMORGAN CHASE & CO 4.08% 04/26/2026$493,0230.1%
ATHENE GLOBAL FUNDING 1.2% 10/13/2023$471,2910.1%
JACKSON FINANCIAL INC 1.125% 11/22/2023$447,3200.1%
BLACKSTONE SECURED LENDING FUND 3.65% 07/14/2023$445,9110.1%
FEDERAL HOME LOAN MORTGAGE CORP 1.766% 02/25/2025$439,8310.1%
SBA TOWER TRUST 1.884% 07/15/2050$432,7790.1%
QORVO INC 1.75% 12/15/2024$429,9970.1%
BX COMMERCIAL MORTGAGE TRUST 2019-XL 3.471% 10/15/2036$417,9690.1%
PERKINELMER INC .85% 09/15/2024$410,1790.1%
GOLUB CAPITAL BDC INC 3.375% 04/15/2024$409,0890.1%
WELLS FARGO & CO 4.54% 08/15/2026$407,3900.1%
DAIMLER TRUCKS FINANCE NORTH AMERICA LLC 1.625% 12/13/2024$398,2420.1%
KEYBANK NA/CLEVELAND OH 4.15% 08/08/2025$392,0850.1%
ICAHN ENTERPRISES LP / ICAHN ENTERPRISES FINANCE CORP 4.75% 09/15/2024$381,0400.1%
FIDELITY NATIONAL INFORMATION SERVICES INC .6% 03/01/2024$370,2920.1%
JOHN DEERE OWNER TRUST 2020-B .51% 11/15/2024$369,8130.1%
AMERICAN EXPRESS CO 3.95% 08/01/2025$366,7910.1%
HUNTINGTON INGALLS INDUSTRIES INC .67% 08/16/2023$362,8210.1%
FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTES 2.983% 08/25/2033$351,5260.1%
BARCLAYS PLC 1.007% 12/10/2024$346,0750.1%
NEXTERA ENERGY CAPITAL HOLDINGS INC 4.255% 09/01/2024$340,3080.1%
MAGALLANES INC 3.428% 03/15/2024$332,5410.1%
AIR LEASE CORP .8% 08/18/2024$332,4300.1%
OWL ROCK CAPITAL CORP 4.25% 01/15/2026$330,6520.1%
FIRST-CITIZENS BANK & TRUST CO 2.969% 09/27/2025$324,8300.1%
MORGAN STANLEY .864% 10/21/2025$318,8160.1%
GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2020-1 2.03% 04/16/2025$314,3020.1%
WORLD OMNI SELECT AUTO TRUST 2020-A .55% 07/15/2025$313,0480.1%
GENTING NEW YORK LLC / GENNY CAPITAL INC 3.3% 02/15/2026$310,6340.1%
NEXTERA ENERGY OPERATING PARTNERS LP 4.25% 07/15/2024$299,2520.1%
ALLY FINANCIAL INC 3.875% 05/21/2024$297,6440.1%
SHERWIN-WILLIAMS CO/THE 4.05% 08/08/2024$294,7240.1%
NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2020-H 1.31% 01/15/2069$292,6980.1%
TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV 6% 04/15/2024$291,8550.1%
JDE PEET'S NV .8% 09/24/2024$290,6670.1%
NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2021-A .84% 05/15/2069$289,7890.1%
GSK CONSUMER HEALTHCARE CAPITAL UK PLC 3.125% 03/24/2025$289,2200.1%
GRAY OAK PIPELINE LLC 2% 09/15/2023$287,5500.1%
MAGALLANES INC 3.638% 03/15/2025$284,9420.1%
OGE ENERGY CORP .703% 05/26/2023$278,2920.1%
RADNOR RE 2021-2 LTD 4.033% 11/25/2031$275,8950.1%
DRIVE AUTO RECEIVABLES TRUST 2020-1 2.36% 03/16/2026$272,1600.1%
WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2020-2 1.32% 07/15/2025$271,8280.1%
BRIGHTHOUSE FINANCIAL GLOBAL FUNDING 1% 04/12/2024$269,0380.1%
BLACKSTONE PRIVATE CREDIT FUND 1.75% 09/15/2024$267,0470.1%
INFOR INC 1.45% 07/15/2023$267,0420.1%
QUANTA SERVICES INC .95% 10/01/2024$266,7460.1%
MICROCHIP TECHNOLOGY INC .983% 09/01/2024$261,6490.1%
AMERICAN ELECTRIC POWER CO INC 2.031% 03/15/2024$247,1260.1%
GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2020-1 2.18% 05/16/2025$245,3100.1%
CARS-DB4 LP 2.69% 02/15/2050$244,7230.1%
ELEMENT FLEET MANAGEMENT CORP 1.6% 04/06/2024$241,9170.1%
MORGAN STANLEY 4.679% 07/17/2026$225,3380.1%
WESTINGHOUSE AIR BRAKE TECHNOLOGIES CORP 3.2% 06/15/2025$224,9970.1%
CITIGROUP INC .981% 05/01/2025$216,6100.1%
OWL ROCK TECHNOLOGY FINANCE CORP 3.75% 06/17/2026$214,8020.1%
APTIV PLC / APTIV CORP 2.396% 02/18/2025$209,4150.1%
CALIFORNIA EARTHQUAKE AUTHORITY 1.477% 07/01/2023$205,3960.1%
VICI PROPERTIES LP 4.375% 05/15/2025$205,3310.1%
TAKEDA PHARMACEUTICAL CO LTD 4.4% 11/26/2023$200,3980.1%
NTT FINANCE CORP 4.239% 07/25/2025$199,7700.1%
GENERAL MOTORS FINANCIAL CO INC 3.8% 04/07/2025$190,2090.0%
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.665% 05/01/2042$188,9520.0%
NORDSTROM INC 2.3% 04/08/2024$188,7790.0%
DRIVE AUTO RECEIVABLES TRUST 2019-4 2.51% 11/17/2025$186,1060.0%
FREDDIE MAC STACR REMIC TRUST 2021-HQA3 3.033% 09/25/2041$182,6610.0%
WHEELS SPV 2 LLC .51% 08/20/2029$170,1040.0%
TOLL BROTHERS FINANCE CORP 4.375% 04/15/2023$159,3430.0%
CIVITAS RESOURCES INC 5% 10/15/2026$158,5190.0%
T-MOBILE USA INC 2.25% 02/15/2026$156,4420.0%
SKYWORKS SOLUTIONS INC .9% 06/01/2023$92,7050.0%
CONNECTICUT AVENUE SECURITIES TRUST 2020-R02 4.444% 01/25/2040$91,9410.0%
FREDDIE MAC STACR REMIC TRUST 2020-DNA1 4.144% 01/25/2050$90,1070.0%
FREDDIE MAC STACR REMIC TRUST 2020-DNA2 4.294% 02/25/2050$85,6620.0%
FREDDIE MAC STACR REMIC TRUST 2019-HQA4 4.494% 11/25/2049$83,2640.0%
CONNECTICUT AVENUE SECURITIES TRUST 2020-R01 4.494% 01/25/2040$79,6000.0%
CONNECTICUT AVENUE SECURITIES TRUST 2019-R07 4.544% 10/25/2039$62,1580.0%
FREDDIE MAC STACR TRUST 2019-DNA4 4.394% 10/25/2049$54,6760.0%
CONNECTICUT AVENUE SECURITIES TRUST 2019-R06 4.544% 09/25/2039$51,7680.0%
HPEFS EQUIPMENT TRUST .69% 07/22/2030$9,8660.0%
 
Short-Term/Cash
Underlying Fund HoldingsMarket Value%
BLACKROCK TEMP FUND - INST SHARES FUND 24$5,449,3971.3%
JPMORGAN PRIME MONEY MARKET FUND FUNDS VARIABLE$5,449,3951.3%
 
Other
Underlying Fund HoldingsMarket Value%
US DOLLAR$1,683,0150.4%
US 5YR NOTE (CBT) BOND 30/DEC/2022 FVZ2 COMDTY$35,618-1.7%
US 2YR NOTE (CBT) BOND 30/DEC/2022 TUZ2 COMDTY$14,068-1.6%
EURO$2,4000.0%
POUND STERLING$50.0%
US DOLLAR$-554,497-0.1%
E-MINI RUSS 2000 EQUITY INDEX 16/SEP/2022 RTYU2$-2,420,32533.6%
All Holdings As of Jul 31, 2022
Equity
Underlying Fund HoldingsMarket Value%
NATIONAL BANK HOLDINGS CORP$2,878,7720.7%
ASSURED GUARANTY LTD$2,332,5050.5%
FLUOR CORP$2,188,8940.5%
GRAPHIC PACKAGING HOLDING CO$2,183,7260.5%
AMERIS BANCORP$2,163,2810.5%
CIRRUS LOGIC INC$2,159,2330.5%
CALIX INC$2,133,2390.5%
PORTLAND GENERAL ELECTRIC CO$2,116,7480.5%
HAEMONETICS CORP$2,114,7890.5%
VIPER ENERGY PARTNERS LP$2,097,7590.5%
PERFORMANCE FOOD GROUP CO$2,038,7560.5%
PRA GROUP INC$2,013,6330.5%
ALBANY INTERNATIONAL CORP$2,011,4080.5%
ENCORE WIRE CORP$2,006,8460.5%
FIRST INTERSTATE BANCSYSTEM INC$1,970,4900.5%
TOWER SEMICONDUCTOR LTD$1,968,3860.5%
SEACOAST BANKING CORP OF FLORIDA$1,955,9850.5%
CHORD ENERGY CORP$1,937,0860.4%
AIR LEASE CORP$1,937,0680.4%
PERFICIENT INC$1,929,1170.4%
BOISE CASCADE CO$1,926,4230.4%
ATLANTICA SUSTAINABLE INFRASTRUCTURE PLC$1,911,4470.4%
KORN FERRY$1,900,4450.4%
PHILLIPS EDISON & CO INC$1,892,8960.4%
XENIA HOTELS & RESORTS INC$1,833,9490.4%
SKYLINE CHAMPION CORP$1,827,9770.4%
CHART INDUSTRIES INC$1,814,7270.4%
BRIGHAM MINERALS INC$1,804,7360.4%
FIRST SOLAR INC$1,804,0010.4%
CLEAN HARBORS INC$1,789,8980.4%
ATLANTIC UNION BANKSHARES CORP$1,782,5960.4%
AEROJET ROCKETDYNE HOLDINGS INC$1,764,2020.4%
POWER INTEGRATIONS INC$1,747,8060.4%
FLOWSERVE CORP$1,746,7530.4%
MERCURY SYSTEMS INC$1,737,1950.4%
POTLATCHDELTIC CORP$1,726,8370.4%
ACADIA HEALTHCARE CO INC$1,716,8170.4%
ESSENTIAL PROPERTIES REALTY TRUST INC$1,713,2920.4%
KIRBY CORP$1,712,2460.4%
FIRST BANCORP/PUERTO RICO$1,708,3090.4%
RUSH ENTERPRISES INC$1,701,9740.4%
AMEDISYS INC$1,701,3910.4%
BANKUNITED INC$1,699,8430.4%
OWENS & MINOR INC$1,699,3970.4%
NORTHWEST NATURAL HOLDING CO$1,683,6820.4%
COVETRUS INC$1,680,3970.4%
GROUP 1 AUTOMOTIVE INC$1,678,2630.4%
CABOT CORP$1,672,2610.4%
CENTERSPACE$1,670,8180.4%
VIAVI SOLUTIONS INC$1,669,0400.4%
HANNON ARMSTRONG SUSTAINABLE INFRASTRUCTURE CAPITAL INC$1,664,8680.4%
PATRICK INDUSTRIES INC$1,655,7740.4%
MYRIAD GENETICS INC$1,653,3140.4%
GMS INC$1,652,7590.4%
SOVOS BRANDS INC$1,649,7390.4%
MCGRATH RENTCORP$1,632,2820.4%
ICU MEDICAL INC$1,628,3690.4%
CADENCE BANK$1,619,6880.4%
ONE GAS INC$1,618,5320.4%
AMERICAN EQUITY INVESTMENT LIFE HOLDING CO$1,610,2720.4%
NU SKIN ENTERPRISES INC$1,607,3460.4%
SPIRIT AEROSYSTEMS HOLDINGS INC$1,605,6860.4%
STEPSTONE GROUP INC$1,604,4740.4%
CINEMARK HOLDINGS INC$1,593,7750.4%
ACADEMY SPORTS & OUTDOORS INC$1,575,5860.4%
ARCBEST CORP$1,569,9920.4%
WINGSTOP INC$1,561,8560.4%
ZURN ELKAY WATER SOLUTIONS CORP$1,548,9700.4%
GLAUKOS CORP$1,547,3260.4%
BANNER CORP$1,523,7140.4%
BELLRING BRANDS INC$1,523,4750.4%
VICTORIA'S SECRET & CO$1,514,7690.4%
GLOBUS MEDICAL INC$1,512,5000.3%
KENNAMETAL INC$1,509,1310.3%
JAMF HOLDING CORP$1,507,8500.3%
EXTREME NETWORKS INC$1,504,4220.3%
HELIOS TECHNOLOGIES INC$1,504,1300.3%
FRONTDOOR INC$1,492,3740.3%
NATIONAL STORAGE AFFILIATES TRUST$1,491,5930.3%
TTM TECHNOLOGIES INC$1,482,8070.3%
KEMPER CORP$1,479,4420.3%
STEVEN MADDEN LTD$1,454,2380.3%
ALLSCRIPTS HEALTHCARE SOLUTIONS INC$1,440,8700.3%
METHANEX CORP$1,428,9640.3%
ENERPAC TOOL GROUP CORP$1,423,9840.3%
YELP INC$1,410,1450.3%
BRANDYWINE REALTY TRUST$1,401,2190.3%
FORMFACTOR INC$1,379,4440.3%
RAPID7 INC$1,377,2100.3%
ACUSHNET HOLDINGS CORP$1,372,7730.3%
MYR GROUP INC$1,371,0260.3%
PENNYMAC MORTGAGE INVESTMENT TRUST$1,366,6870.3%
LOUISIANA-PACIFIC CORP$1,355,3830.3%
HUB GROUP INC$1,352,0510.3%
NEW YORK TIMES CO/THE$1,348,9290.3%
ALLEGIANT TRAVEL CO$1,346,2440.3%
O-I GLASS INC$1,343,8470.3%
EMERGENT BIOSOLUTIONS INC$1,335,0260.3%
OFG BANCORP$1,329,7130.3%
SELECTIVE INSURANCE GROUP INC$1,328,2920.3%
APOGEE ENTERPRISES INC$1,323,4060.3%
BLUCORA INC$1,318,6000.3%
DOUGLAS EMMETT INC$1,288,3800.3%
REGAL REXNORD CORP$1,273,7010.3%
MARINEMAX INC$1,273,5550.3%
VERACYTE INC$1,267,3230.3%
DOUBLEVERIFY HOLDINGS INC$1,258,4210.3%
TRINSEO PLC$1,255,7060.3%
MOOG INC$1,251,2860.3%
TRINET GROUP INC$1,239,0680.3%
GATX CORP$1,230,5690.3%
PROG HOLDINGS INC$1,224,6720.3%
OMNICELL INC$1,197,5550.3%
PERDOCEO EDUCATION CORP$1,185,2830.3%
NEW RELIC INC$1,175,7240.3%
SUNCOKE ENERGY INC$1,167,3720.3%
COCA-COLA CONSOLIDATED INC$1,156,8150.3%
EMPLOYERS HOLDINGS INC$1,143,8070.3%
XEROX HOLDINGS CORP$1,131,3680.3%
HERC HOLDINGS INC$1,116,1800.3%
WABASH NATIONAL CORP$1,107,3310.3%
HOMESTREET INC$1,106,3570.3%
PAR PACIFIC HOLDINGS INC$1,102,1340.3%
DECKERS OUTDOOR CORP$1,095,9220.3%
CARTER'S INC$1,089,3060.3%
ADTRAN HOLDINGS INC$1,080,9660.3%
MAXEON SOLAR TECHNOLOGIES LTD$1,071,1730.2%
MAGNOLIA OIL & GAS CORP$1,056,3150.2%
MGIC INVESTMENT CORP$1,035,5430.2%
CARGURUS INC$1,032,2040.2%
NOW INC$1,026,9980.2%
STEWART INFORMATION SERVICES CORP$1,016,8180.2%
DAVE & BUSTER'S ENTERTAINMENT INC$1,003,7140.2%
NEXTGEN HEALTHCARE INC$997,7360.2%
AMERICAN AXLE & MANUFACTURING HOLDINGS INC$993,2510.2%
ENANTA PHARMACEUTICALS INC$991,1010.2%
STONEX GROUP INC$985,4400.2%
SMART GLOBAL HOLDINGS INC$954,0230.2%
BERKSHIRE HILLS BANCORP INC$937,2440.2%
PBF ENERGY INC$928,1970.2%
NEXPOINT RESIDENTIAL TRUST INC$923,5090.2%
GREEN DOT CORP$923,3100.2%
ARCOSA INC$919,5210.2%
ASTEC INDUSTRIES INC$913,9650.2%
VANDA PHARMACEUTICALS INC$908,5600.2%
ANDERSONS INC/THE$882,8370.2%
ADVANSIX INC$877,5420.2%
BANC OF CALIFORNIA INC$865,4840.2%
MERCER INTERNATIONAL INC$855,2490.2%
USANA HEALTH SCIENCES INC$851,4530.2%
SONIC AUTOMOTIVE INC$846,6260.2%
NETGEAR INC$838,4170.2%
DENNY'S CORP$837,7300.2%
MOVADO GROUP INC$832,7820.2%
SPECTRUM BRANDS HOLDINGS INC$823,1450.2%
REVOLUTION MEDICINES INC$818,8650.2%
ABM INDUSTRIES INC$817,4780.2%
RESOURCES CONNECTION INC$812,2180.2%
INOGEN INC$812,0660.2%
GENWORTH FINANCIAL INC$810,9810.2%
CUSTOMERS BANCORP INC$809,1320.2%
ADTALEM GLOBAL EDUCATION INC$784,1560.2%
SYNDAX PHARMACEUTICALS INC$783,8170.2%
APELLIS PHARMACEUTICALS INC$777,8460.2%
CSG SYSTEMS INTERNATIONAL INC$775,6920.2%
INTERDIGITAL INC$769,1550.2%
HEALTHSTREAM INC$751,4420.2%
GENESCO INC$751,2380.2%
PREFERRED BANK/LOS ANGELES CA$743,7940.2%
CYTOKINETICS INC$726,8480.2%
FRESH DEL MONTE PRODUCE INC$723,5870.2%
LEAR CORP$720,6360.2%
ROCKET PHARMACEUTICALS INC$717,2570.2%
AMN HEALTHCARE SERVICES INC$713,3190.2%
INDUSTRIAL LOGISTICS PROPERTIES TRUST$711,7490.2%
S&T BANCORP INC$710,6300.2%
COMMUNITY HEALTHCARE TRUST INC$708,2670.2%
QUANEX BUILDING PRODUCTS CORP$700,9420.2%
ENOVA INTERNATIONAL INC$697,0330.2%
SANMINA CORP$694,5260.2%
AMICUS THERAPEUTICS INC$690,2680.2%
PROASSURANCE CORP$689,3050.2%
CERENCE INC$658,8120.2%
TWO HARBORS INVESTMENT CORP$655,7630.2%
GRAND CANYON EDUCATION INC$648,7610.2%
REINSURANCE GROUP OF AMERICA INC$646,6310.2%
SCANSOURCE INC$645,9970.2%
TURNING POINT THERAPEUTICS INC$637,6300.2%
REX AMERICAN RESOURCES CORP$625,5490.1%
RELAY THERAPEUTICS INC$622,1820.1%
AAR CORP$616,6510.1%
TRUEBLUE INC$601,1810.1%
ARMADA HOFFLER PROPERTIES INC$594,7090.1%
HEIDRICK & STRUGGLES INTERNATIONAL INC$584,8090.1%
WHITESTONE REIT$570,5290.1%
WORLD FUEL SERVICES CORP$570,3390.1%
CHATHAM LODGING TRUST$566,1820.1%
ARGAN INC$563,5690.1%
TENNANT CO$556,8180.1%
KYMERA THERAPEUTICS INC$548,2170.1%
MATTHEWS INTERNATIONAL CORP$541,4190.1%
COGENT COMMUNICATIONS HOLDINGS INC$540,0240.1%
HAVERTY FURNITURE COS INC$536,7340.1%
MANPOWERGROUP INC$534,5210.1%
EXELIXIS INC$518,6490.1%
ALLEGIANCE BANCSHARES INC$507,3410.1%
HANMI FINANCIAL CORP$499,5630.1%
UNIVERSAL INSURANCE HOLDINGS INC$491,7560.1%
G-III APPAREL GROUP LTD$489,4040.1%
UNITED FIRE GROUP INC$487,6240.1%
AARON'S CO INC/THE$479,2790.1%
UNISYS CORP$468,8120.1%
EZCORP INC$456,0050.1%
DELEK US HOLDINGS INC$451,9940.1%
VERIS RESIDENTIAL INC$447,7390.1%
HYSTER-YALE MATERIALS HANDLING INC$442,3720.1%
JACKSON FINANCIAL INC$440,8480.1%
Y-MABS THERAPEUTICS INC$438,9830.1%
SUNSTONE HOTEL INVESTORS INC$430,2340.1%
MARCUS & MILLICHAP INC$422,4990.1%
FORRESTER RESEARCH INC$418,2710.1%
PLAINS GP HOLDINGS LP$416,5480.1%
ONESPAN INC$411,3280.1%
TELEPHONE AND DATA SYSTEMS INC$411,2180.1%
AMERICAN VANGUARD CORP$406,9590.1%
KOPPERS HOLDINGS INC$402,9810.1%
FOOT LOCKER INC$386,0020.1%
SAGE THERAPEUTICS INC$385,5640.1%
KFORCE INC$384,7620.1%
ORION OFFICE REIT INC$383,9500.1%
AKERO THERAPEUTICS INC$363,8680.1%
KELLY SERVICES INC$360,7990.1%
HORACE MANN EDUCATORS CORP$354,4530.1%
STEPAN CO$354,3590.1%
COMPUTER PROGRAMS AND SYSTEMS INC$352,4540.1%
FIRST COMMONWEALTH FINANCIAL CORP$346,2990.1%
REV GROUP INC$337,0360.1%
EPLUS INC$319,0270.1%
GOODYEAR TIRE & RUBBER CO/THE$312,3420.1%
HIBBETT INC$305,9650.1%
WORLD ACCEPTANCE CORP$295,4370.1%
ORTHOFIX MEDICAL INC$285,5610.1%
AERIE PHARMACEUTICALS INC$280,0420.1%
PC CONNECTION INC$276,5170.1%
ATN INTERNATIONAL INC$274,0760.1%
HCI GROUP INC$266,0060.1%
ORASURE TECHNOLOGIES INC$256,8260.1%
GLATFELTER CORP$253,5270.1%
NORTHFIELD BANCORP INC$252,1240.1%
AMPHASTAR PHARMACEUTICALS INC$251,7840.1%
UNIVERSAL ELECTRONICS INC$237,4570.1%
ITRON INC$237,2790.1%
FRANKLIN STREET PROPERTIES CORP$237,1630.1%
SIRIUSPOINT LTD$227,4530.1%
VERA BRADLEY INC$208,5360.1%
FORESTAR GROUP INC$204,7070.1%
INTERCEPT PHARMACEUTICALS INC$200,7660.1%
DIVERSIFIED HEALTHCARE TRUST$196,5160.0%
FIBROGEN INC$192,1850.0%
CEVA INC$186,1500.0%
BENCHMARK ELECTRONICS INC$178,4460.0%
DONEGAL GROUP INC$173,1340.0%
TABULA RASA HEALTHCARE INC$168,5880.0%
TILLY'S INC$168,0620.0%
NEKTAR THERAPEUTICS$167,4290.0%
NORTHRIM BANCORP INC$164,9340.0%
POWELL INDUSTRIES INC$164,8930.0%
ASTRONICS CORP$158,4380.0%
EMCORE CORP$156,0830.0%
DILLARD'S INC$155,5070.0%
BANKWELL FINANCIAL GROUP INC$154,5580.0%
UNIFI INC$141,2480.0%
AMERICAN WOODMARK CORP$140,6160.0%
KARYOPHARM THERAPEUTICS INC$139,5490.0%
UNIVERSAL TECHNICAL INSTITUTE INC$138,5050.0%
CLEARWATER PAPER CORP$137,1950.0%
BARRETT BUSINESS SERVICES INC$137,1530.0%
NBT BANCORP INC$124,0930.0%
NUTANIX INC$113,7170.0%
RPT REALTY$113,6460.0%
FS BANCORP INC$101,3590.0%
ENTRAVISION COMMUNICATIONS CORP$93,2320.0%
CORECIVIC INC$89,6600.0%
FIRST BUSINESS FINANCIAL SERVICES INC$86,3680.0%
OOMA INC$67,5720.0%
SEASPINE HOLDINGS CORP$64,7460.0%
PLAYAGS INC$62,3260.0%
BLUEGREEN VACATIONS HOLDING CORP$57,8160.0%
CIRCOR INTERNATIONAL INC$57,3490.0%
REGIONAL MANAGEMENT CORP$55,3910.0%
DIEBOLD NIXDORF INC$47,2970.0%
COMSCORE INC$44,1480.0%
BCB BANCORP INC$39,5410.0%
SMITH & WESSON BRANDS INC$39,0230.0%
SURMODICS INC$36,4700.0%
WESTERN NEW ENGLAND BANCORP INC$36,3880.0%
VAREX IMAGING CORP$35,3740.0%
MANITOWOC CO INC/THE$35,1590.0%
NATURE'S SUNSHINE PRODUCTS INC$31,5690.0%
CENTRAL VALLEY COMMUNITY BANCORP$28,9600.0%
DELTA APPAREL INC$25,7290.0%
INVESTAR HOLDING CORP$20,4570.0%
 
Fixed Income
Underlying Fund HoldingsMarket Value%
UNITED STATES OF AMERICA NOTES 3% 06/30/2024$34,843,0007.9%
UNITED STATES OF AMERICA NOTES 2.75% 05/15/2025$9,514,2872.2%
UNITED STATES OF AMERICA NOTES 2.875% 06/15/2025$4,534,7781.0%
FEDERAL HOME LOAN MORTGAGE CORP 2.946% 07/25/2024$2,814,2130.6%
UNITED STATES OF AMERICA NOTES 2.5% 05/31/2024$2,595,3360.6%
MHC COMMERCIAL MORTGAGE TRUST 2021-MHC 2.8% 04/15/2038$2,571,3570.6%
CONNECTICUT AVENUE SECURITIES TRUST 2019-HRP1 4.409% 11/25/2039$2,247,7720.5%
AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST 2021-4 .86% 02/13/2026$1,755,4930.4%
ONE 2021-PARK MORTGAGE TRUST 2.699% 03/15/2036$1,484,5450.3%
FORD CREDIT FLOORPLAN MASTER OWNER TRUST A .7% 09/15/2025$1,325,8100.3%
PENSKE TRUCK LEASING CO LP / PTL FINANCE CORP 3.45% 07/01/2024$1,278,4120.3%
CARS-DB5 LP 1.44% 08/15/2051$1,277,6630.3%
DIAMOND ISSUER 2.305% 11/20/2051$1,260,8610.3%
STACK INFRASTRUCTURE ISSUER LLC 1.877% 03/26/2046$1,222,9210.3%
OAK STREET INVESTMENT GRADE NET LEASE FUND SERIES 2020-1 1.85% 11/20/2050$1,207,5120.3%
PELABUHAN INDONESIA PERSERO PT BOND 4.5% 05/02/2023$1,133,1240.3%
TRP - TRIP RAIL MASTER FUNDING LLC 2.15% 06/19/2051$1,131,1930.3%
DIAMOND INFRASTRUCTURE FUNDING LLC 1.76% 04/15/2049$1,102,7260.3%
MMAF EQUIPMENT FINANCE LLC 2020-A .97% 04/09/2027$1,100,0010.3%
SOFI PROFESSIONAL LOAN PROGRAM 2021-B TRUST 1.14% 02/15/2047$1,098,9210.3%
NEW RESIDENTIAL MORTGAGE LOAN TRUST 2017-3 4% 04/25/2057$1,050,4570.2%
ITE RAIL FUND LEVERED LP 2.21% 06/28/2051$1,039,5810.2%
GLENCORE FUNDING LLC 4.625% 04/29/2024$1,033,7180.2%
DRIVE AUTO RECEIVABLES TRUST 2021-3 1.11% 05/15/2026$1,016,6800.2%
GMF FLOORPLAN OWNER REVOLVING TRUST .68% 08/15/2025$980,2410.2%
NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2022-A 2.23% 07/15/2070$966,4940.2%
BANK OF AMERICA CORP 3.384% 04/02/2026$928,8870.2%
FORD MOTOR CREDIT CO LLC 2.3% 02/10/2025$919,7830.2%
ONE GAS INC 1.1% 03/11/2024$893,9360.2%
NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2021-C 1.06% 10/15/2069$891,7800.2%
BRIGHTHOUSE FINANCIAL GLOBAL FUNDING 1.75% 01/13/2025$887,6420.2%
GREATAMERICA LEASING RECEIVABLES FUNDING LLC SERIES 2021-1 .34% 08/15/2024$872,0090.2%
F&G GLOBAL FUNDING .9% 09/20/2024$848,6750.2%
NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2021-B .94% 07/15/2069$845,4320.2%
MITSUBISHI UFJ FINANCIAL GROUP INC .962% 10/11/2025$813,5830.2%
LIFE 2021-BMR MORTGAGE TRUST 2.699% 03/15/2038$809,6010.2%
MORGAN STANLEY .529% 01/25/2024$787,1960.2%
MICROCHIP TECHNOLOGY INC .972% 02/15/2024$772,8960.2%
ENERGY TRANSFER LP 4.25% 03/15/2023$770,5360.2%
WELLS FARGO & CO 3.908% 04/25/2026$746,0010.2%
ALBERTSONS COS INC / SAFEWAY INC / NEW ALBERTSONS LP / ALBERTSONS LLC 3.5% 02/15/2023$737,6520.2%
VISTRA OPERATIONS CO LLC 3.55% 07/15/2024$727,2730.2%
AMERICAN EXPRESS CO 3.95% 08/01/2025$725,8410.2%
NEW RESIDENTIAL MORTGAGE LOAN TRUST 2017-4 4% 05/25/2057$712,1420.2%
NEW RESIDENTIAL MORTGAGE LOAN TRUST 2018-1 4% 12/25/2057$710,6520.2%
JPMORGAN CHASE & CO 3.845% 06/14/2025$703,4580.2%
BRITISH TELECOMMUNICATIONS PLC 4.5% 12/04/2023$694,7070.2%
BOEING CO/THE 1.433% 02/04/2024$693,7950.2%
AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST 1.15% 10/29/2023$682,0150.2%
SONOCO PRODUCTS CO 1.8% 02/01/2025$678,4280.2%
NISSAN MOTOR ACCEPTANCE CO LLC 1.05% 03/08/2024$674,1560.2%
BX COMMERCIAL MORTGAGE TRUST 2020-VKNG 3.129% 10/15/2037$671,4520.2%
GOLDMAN SACHS GROUP INC/THE .855% 02/12/2026$666,3140.2%
EAGLE RE 2021-2 LTD 3.064% 04/25/2034$644,3320.2%
BX TRUST 2021-ARIA 2.898% 10/15/2036$617,9720.1%
MORGAN STANLEY CAPITAL I TRUST 2017-CLS 2.699% 11/15/2034$615,1820.1%
ROYALTY PHARMA PLC .75% 09/02/2023$609,0970.1%
NBN CO LTD BOND .875% 10/08/2024$608,2400.1%
7-ELEVEN INC .8% 02/10/2024$602,5110.1%
HYUNDAI CAPITAL AMERICA 1.15% 11/10/2022$596,0270.1%
BANQUE FEDERATIVE DU CREDIT MUTUEL SA .998% 02/04/2025$593,8340.1%
SBA TOWER TRUST 1.631% 05/15/2051$590,2810.1%
NUVEEN FINANCE LLC 4.125% 11/01/2024$589,6110.1%
GRAPHIC PACKAGING INTERNATIONAL LLC .821% 04/15/2024$586,7060.1%
FREDDIE MAC STACR 2019-HQA3 4.109% 09/25/2049$585,5110.1%
FEDERAL HOME LOAN MORTGAGE CORP 1.766% 02/25/2025$574,3690.1%
SABINE PASS LIQUEFACTION LLC 5.75% 05/15/2024$566,7460.1%
CANADIAN IMPERIAL BANK OF COMMERCE 3.945% 08/04/2025$566,3710.1%
HYUNDAI CAPITAL AMERICA 1.25% 09/18/2023$563,1830.1%
MITSUBISHI UFJ FINANCIAL GROUP INC .953% 07/19/2025$553,1540.1%
GENERAL MOTORS FINANCIAL CO INC 1.05% 03/08/2024$548,4750.1%
RENESAS ELECTRONICS CORP 1.543% 11/26/2024$537,6190.1%
BANK OF AMERICA CORP .976% 04/22/2025$536,1660.1%
STELLANTIS NV 5.25% 04/15/2023$532,6920.1%
SOUTHWEST AIRLINES CO 4.75% 05/04/2023$518,8110.1%
VMWARE INC 1% 08/15/2024$503,6980.1%
JPMORGAN CHASE & CO 4.08% 04/26/2026$500,1140.1%
ATHENE GLOBAL FUNDING 1.2% 10/13/2023$473,9080.1%
JACKSON FINANCIAL INC 1.125% 11/22/2023$450,0450.1%
BLACKSTONE SECURED LENDING FUND 3.65% 07/14/2023$443,7390.1%
SBA TOWER TRUST 1.884% 07/15/2050$436,6690.1%
QORVO INC 1.75% 12/15/2024$431,8830.1%
BX COMMERCIAL MORTGAGE TRUST 2019-XL 3.079% 10/15/2036$416,3860.1%
FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTES 2.314% 08/25/2033$413,2730.1%
PERKINELMER INC .85% 09/15/2024$412,8210.1%
GOLUB CAPITAL BDC INC 3.375% 04/15/2024$406,2080.1%
JOHN DEERE OWNER TRUST 2020-B .51% 11/15/2024$402,3000.1%
DAIMLER TRUCKS FINANCE NORTH AMERICA LLC 1.625% 12/13/2024$402,2850.1%
WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2020-2 1.32% 07/15/2025$394,3500.1%
ICAHN ENTERPRISES LP / ICAHN ENTERPRISES FINANCE CORP 4.75% 09/15/2024$392,9660.1%
FIDELITY NATIONAL INFORMATION SERVICES INC .6% 03/01/2024$371,3800.1%
HUNTINGTON INGALLS INDUSTRIES INC .67% 08/16/2023$362,1020.1%
WORLD OMNI SELECT AUTO TRUST 2020-A .55% 07/15/2025$355,6860.1%
BARCLAYS PLC 1.007% 12/10/2024$347,6240.1%
PFS FINANCING CORP .93% 08/15/2024$339,4550.1%
MAGALLANES INC 3.428% 03/15/2024$334,9160.1%
AIR LEASE CORP .8% 08/18/2024$333,4860.1%
OWL ROCK CAPITAL CORP 4.25% 01/15/2026$331,6740.1%
FIRST-CITIZENS BANK & TRUST CO 2.969% 09/27/2025$327,7170.1%
DRIVE AUTO RECEIVABLES TRUST 2020-1 2.36% 03/16/2026$327,0910.1%
MORGAN STANLEY .864% 10/21/2025$320,7990.1%
GENTING NEW YORK LLC / GENNY CAPITAL INC 3.3% 02/15/2026$318,7180.1%
GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2020-1 2.03% 04/16/2025$314,4660.1%
NEXTERA ENERGY OPERATING PARTNERS LP 4.25% 07/15/2024$307,5050.1%
NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2020-H 1.31% 01/15/2069$303,2940.1%
TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV 6% 04/15/2024$302,9990.1%
NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2021-A .84% 05/15/2069$300,7230.1%
ALLY FINANCIAL INC 3.875% 05/21/2024$299,0340.1%
GSK CONSUMER HEALTHCARE CAPITAL UK PLC 3.125% 03/24/2025$296,2910.1%
JDE PEET'S NV .8% 09/24/2024$293,9290.1%
MAGALLANES INC 3.638% 03/15/2025$289,0660.1%
DRIVE AUTO RECEIVABLES TRUST 2019-4 2.51% 11/17/2025$288,4260.1%
GRAY OAK PIPELINE LLC 2% 09/15/2023$288,2670.1%
RADNOR RE 2021-2 LTD 3.364% 11/25/2031$285,0360.1%
OGE ENERGY CORP .703% 05/26/2023$277,2920.1%
BRIGHTHOUSE FINANCIAL GLOBAL FUNDING 1% 04/12/2024$270,3120.1%
INFOR INC 1.45% 07/15/2023$267,5220.1%
BERRY GLOBAL INC .95% 02/15/2024$266,1000.1%
QUANTA SERVICES INC .95% 10/01/2024$265,3270.1%
BLACKSTONE PRIVATE CREDIT FUND 1.75% 09/15/2024$264,4540.1%
MICROCHIP TECHNOLOGY INC .983% 09/01/2024$262,7630.1%
AMERICAN ELECTRIC POWER CO INC 2.031% 03/15/2024$248,2340.1%
CARS-DB4 LP 2.69% 02/15/2050$248,0050.1%
GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2020-1 2.18% 05/16/2025$245,3970.1%
ELEMENT FLEET MANAGEMENT CORP 1.6% 04/06/2024$243,6540.1%
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.626% 05/01/2042$233,6380.1%
MORGAN STANLEY 4.679% 07/17/2026$228,9740.1%
WESTINGHOUSE AIR BRAKE TECHNOLOGIES CORP 3.2% 06/15/2025$226,8700.1%
CITIGROUP INC .981% 05/01/2025$217,8970.1%
OWL ROCK TECHNOLOGY FINANCE CORP 3.75% 06/17/2026$216,1220.1%
APTIV PLC / APTIV CORP 2.396% 02/18/2025$212,2800.1%
VICI PROPERTIES LP 4.375% 05/15/2025$207,8740.1%
CALIFORNIA EARTHQUAKE AUTHORITY 1.477% 07/01/2023$206,0290.1%
NTT FINANCE CORP 4.239% 07/25/2025$203,5510.1%
TAKEDA PHARMACEUTICAL CO LTD 4.4% 11/26/2023$201,7880.1%
GENERAL MOTORS FINANCIAL CO INC 3.8% 04/07/2025$192,5620.0%
NORDSTROM INC 2.3% 04/08/2024$189,8100.0%
WHEELS SPV 2 LLC .51% 08/20/2029$188,8570.0%
FREDDIE MAC STACR REMIC TRUST 2021-HQA3 2.364% 09/25/2041$183,3220.0%
CIVITAS RESOURCES INC 5% 10/15/2026$159,9530.0%
TOLL BROTHERS FINANCE CORP 4.375% 04/15/2023$159,8580.0%
T-MOBILE USA INC 2.25% 02/15/2026$158,7090.0%
FREDDIE MAC STACR REMIC TRUST 2019-HQA4 4.309% 11/25/2049$95,7500.0%
CONNECTICUT AVENUE SECURITIES TRUST 2020-R02 4.259% 01/25/2040$94,7380.0%
FREDDIE MAC STACR REMIC TRUST 2020-DNA1 3.959% 01/25/2050$94,5290.0%
SKYWORKS SOLUTIONS INC .9% 06/01/2023$92,3760.0%
FREDDIE MAC STACR REMIC TRUST 2020-DNA2 4.109% 02/25/2050$87,5150.0%
CONNECTICUT AVENUE SECURITIES TRUST 2020-R01 4.309% 01/25/2040$84,3390.0%
HPEFS EQUIPMENT TRUST .69% 07/22/2030$80,1760.0%
CONNECTICUT AVENUE SECURITIES TRUST 2019-R07 4.359% 10/25/2039$68,3670.0%
CONNECTICUT AVENUE SECURITIES TRUST 2019-R06 4.359% 09/25/2039$67,9200.0%
FREDDIE MAC STACR TRUST 2019-DNA4 4.209% 10/25/2049$61,2160.0%
DRIVE AUTO RECEIVABLES TRUST 2020-2 1.42% 03/17/2025$34,1750.0%
STACR TRUST 2018-HRP2 3.509% 02/25/2047$23,3970.0%
 
Short-Term/Cash
Underlying Fund HoldingsMarket Value%
BLACKROCK TEMP FUND - INST SHARES FUND 24$8,324,7351.9%
JPMORGAN PRIME MONEY MARKET FUND FUNDS VARIABLE$8,324,0001.9%
 
Other
Underlying Fund HoldingsMarket Value%
US DOLLAR$2,166,0740.5%
E-MINI RUSS 2000 EQUITY INDEX 16/SEP/2022 RTYU2$713,36132.8%
EURO$2,4430.0%
POUND STERLING$50.0%
US 5YR NOTE (CBT) BOND 30/SEP/2022 FVU2 COMDTY$-33,857-1.6%
US DOLLAR$-2,393,782-0.6%
All Holdings As of Jun 30, 2022
Equity
Underlying Fund HoldingsMarket Value%
NATIONAL BANK HOLDINGS CORP$2,560,9900.6%
MERCURY SYSTEMS INC$2,178,5350.6%
SELECTIVE INSURANCE GROUP INC$2,034,3090.5%
FLUOR CORP$1,977,2600.5%
ASSURED GUARANTY LTD$1,951,5340.5%
TRINET GROUP INC$1,945,7780.5%
GRAPHIC PACKAGING HOLDING CO$1,920,6860.5%
HAEMONETICS CORP$1,893,7400.5%
SEACOAST BANKING CORP OF FLORIDA$1,863,9850.5%
TOWER SEMICONDUCTOR LTD$1,855,5120.5%
SOVOS BRANDS INC$1,853,2030.5%
PS BUSINESS PARKS INC$1,824,9000.5%
VIPER ENERGY PARTNERS LP$1,820,6970.5%
PORTLAND GENERAL ELECTRIC CO$1,815,7100.5%
CIRRUS LOGIC INC$1,800,1520.5%
PERFORMANCE FOOD GROUP CO$1,791,9330.5%
FIRST INTERSTATE BANCSYSTEM INC$1,791,7800.5%
PHILLIPS EDISON & CO INC$1,777,5460.4%
HANNON ARMSTRONG SUSTAINABLE INFRASTRUCTURE CAPITAL INC$1,746,5200.4%
AMERIS BANCORP$1,713,5160.4%
WHITING PETROLEUM CORP$1,691,2260.4%
KORN FERRY$1,683,1600.4%
NORTHWEST NATURAL HOLDING CO$1,665,8000.4%
ATLANTIC UNION BANKSHARES CORP$1,659,5360.4%
AIR LEASE CORP$1,651,9100.4%
PRA GROUP INC$1,651,4350.4%
AEROJET ROCKETDYNE HOLDINGS INC$1,639,4280.4%
XENIA HOTELS & RESORTS INC$1,622,8550.4%
BOISE CASCADE CO$1,620,7460.4%
ALBANY INTERNATIONAL CORP$1,616,7710.4%
COVETRUS INC$1,614,7860.4%
GROUP 1 AUTOMOTIVE INC$1,610,7230.4%
ATLANTICA SUSTAINABLE INFRASTRUCTURE PLC$1,608,3870.4%
PERFICIENT INC$1,604,8500.4%
ACADIA HEALTHCARE CO INC$1,604,3860.4%
BRIGHAM MINERALS INC$1,601,1960.4%
RUSH ENTERPRISES INC$1,598,5530.4%
CENTERSPACE$1,586,3920.4%
AMERICAN EQUITY INVESTMENT LIFE HOLDING CO$1,567,8290.4%
MCGRATH RENTCORP$1,558,8360.4%
CLEAN HARBORS INC$1,545,5340.4%
BELLRING BRANDS INC$1,528,4200.4%
KIRBY CORP$1,526,4760.4%
NU SKIN ENTERPRISES INC$1,520,8690.4%
STEPSTONE GROUP INC$1,519,1890.4%
ENCORE WIRE CORP$1,506,1130.4%
ONE GAS INC$1,485,0460.4%
GATX CORP$1,473,5100.4%
POTLATCHDELTIC CORP$1,463,3520.4%
FIRST BANCORP/PUERTO RICO$1,461,5150.4%
CHART INDUSTRIES INC$1,460,3910.4%
FORMFACTOR INC$1,455,0860.4%
KEMPER CORP$1,453,5260.4%
STEVEN MADDEN LTD$1,449,5790.4%
AMEDISYS INC$1,446,2410.4%
JAMF HOLDING CORP$1,445,6270.4%
POWER INTEGRATIONS INC$1,442,5170.4%
FLOWSERVE CORP$1,436,8250.4%
CABOT CORP$1,436,4870.4%
SPECTRUM BRANDS HOLDINGS INC$1,430,1830.4%
VIAVI SOLUTIONS INC$1,429,7260.4%
OWENS & MINOR INC$1,419,0550.4%
ESSENTIAL PROPERTIES REALTY TRUST INC$1,413,9350.4%
CALIX INC$1,412,3380.4%
METHANEX CORP$1,410,5340.4%
GMS INC$1,385,8640.4%
HELIOS TECHNOLOGIES INC$1,379,7230.4%
BRANDYWINE REALTY TRUST$1,364,7830.3%
ZURN WATER SOLUTIONS CORP$1,361,3730.3%
CADENCE BANK$1,359,9850.3%
RAPID7 INC$1,356,2400.3%
TRINSEO PLC$1,350,1380.3%
ENERPAC TOOL GROUP CORP$1,334,1960.3%
SPIRIT AEROSYSTEMS HOLDINGS INC$1,329,4880.3%
NATIONAL STORAGE AFFILIATES TRUST$1,328,7080.3%
ALLEGIANT TRAVEL CO$1,320,3260.3%
ACADEMY SPORTS & OUTDOORS INC$1,301,3330.3%
SKYLINE CHAMPION CORP$1,283,9910.3%
O-I GLASS INC$1,278,9840.3%
COCA-COLA CONSOLIDATED INC$1,271,5950.3%
MYR GROUP INC$1,268,8080.3%
TTM TECHNOLOGIES INC$1,266,1130.3%
GLAUKOS CORP$1,264,7650.3%
ICU MEDICAL INC$1,255,6110.3%
HUB GROUP INC$1,255,4250.3%
SYLVAMO CORP$1,253,7030.3%
ARCBEST CORP$1,246,9560.3%
DOUBLEVERIFY HOLDINGS INC$1,244,1520.3%
SUNCOKE ENERGY INC$1,243,2470.3%
FIRST SOLAR INC$1,239,3530.3%
OMNICELL INC$1,237,0310.3%
WINGSTOP INC$1,236,7710.3%
GLOBUS MEDICAL INC$1,232,2730.3%
PENNYMAC MORTGAGE INVESTMENT TRUST$1,230,5520.3%
OFG BANCORP$1,229,5120.3%
ALLSCRIPTS HEALTHCARE SOLUTIONS INC$1,228,1460.3%
DOUGLAS EMMETT INC$1,219,7100.3%
BLUCORA INC$1,217,0680.3%
EMPLOYERS HOLDINGS INC$1,206,6000.3%
KENNAMETAL INC$1,196,3680.3%
EMERGENT BIOSOLUTIONS INC$1,196,2820.3%
CINEMARK HOLDINGS INC$1,195,7570.3%
MOOG INC$1,159,9670.3%
BANNER CORP$1,157,7570.3%
PATRICK INDUSTRIES INC$1,153,8030.3%
MARCUS & MILLICHAP INC$1,143,3610.3%
NEW YORK TIMES CO/THE$1,142,8120.3%
APOGEE ENTERPRISES INC$1,135,0660.3%
MARINEMAX INC$1,126,3660.3%
SCHWEITZER-MAUDUIT INTERNATIONAL INC$1,117,3380.3%
JOHN BEAN TECHNOLOGIES CORP$1,062,2400.3%
COGENT COMMUNICATIONS HOLDINGS INC$1,059,8370.3%
ACUSHNET HOLDINGS CORP$1,037,2070.3%
REGAL REXNORD CORP$1,037,1190.3%
HOMESTREET INC$1,028,6240.3%
EXTREME NETWORKS INC$1,025,9520.3%
PERDOCEO EDUCATION CORP$1,019,1700.3%
NEXTGEN HEALTHCARE INC$1,016,3860.3%
ABM INDUSTRIES INC$1,014,0310.3%
INDUSTRIAL LOGISTICS PROPERTIES TRUST$999,1450.3%
VICTORIA'S SECRET & CO$994,5850.3%
MYRIAD GENETICS INC$992,7720.3%
LOUISIANA-PACIFIC CORP$988,8190.3%
XEROX HOLDINGS CORP$980,7830.3%
GENWORTH FINANCIAL INC$968,0040.2%
VERACYTE INC$957,4690.2%
PAR PACIFIC HOLDINGS INC$956,5870.2%
NOW INC$938,4590.2%
STEWART INFORMATION SERVICES CORP$925,6490.2%
NEW RELIC INC$922,2210.2%
MAGNOLIA OIL & GAS CORP$918,8580.2%
VANDA PHARMACEUTICALS INC$918,6740.2%
PROG HOLDINGS INC$913,3080.2%
CARGURUS INC$913,2180.2%
ANDERSONS INC/THE$900,6270.2%
DECKERS OUTDOOR CORP$893,4700.2%
USANA HEALTH SCIENCES INC$884,9630.2%
STONEX GROUP INC$882,9720.2%
BANC OF CALIFORNIA INC$870,9210.2%
NEXPOINT RESIDENTIAL TRUST INC$862,3880.2%
ENOVA INTERNATIONAL INC$855,2910.2%
ENANTA PHARMACEUTICALS INC$849,4890.2%
AMERICAN AXLE & MANUFACTURING HOLDINGS INC$839,4140.2%
WABASH NATIONAL CORP$832,6440.2%
SIGNET JEWELERS LTD$830,1270.2%
APELLIS PHARMACEUTICALS INC$826,9830.2%
MAXEON SOLAR TECHNOLOGIES LTD$825,2690.2%
PBF ENERGY INC$807,6850.2%
ADTRAN INC$786,6060.2%
BANKUNITED INC$783,9630.2%
MGIC INVESTMENT CORP$777,4700.2%
RESOURCES CONNECTION INC$770,9640.2%
COMMUNITY HEALTHCARE TRUST INC$770,3680.2%
INTERDIGITAL INC$761,7630.2%
ASTEC INDUSTRIES INC$758,6300.2%
MOVADO GROUP INC$758,0320.2%
ADVANSIX INC$746,8820.2%
SONIC AUTOMOTIVE INC$741,0250.2%
PROASSURANCE CORP$736,0270.2%
FRESH DEL MONTE PRODUCE INC$719,2030.2%
CUSTOMERS BANCORP INC$718,2390.2%
DENNY'S CORP$716,4730.2%
CSG SYSTEMS INTERNATIONAL INC$709,4760.2%
REVOLUTION MEDICINES INC$706,4930.2%
INOGEN INC$705,8140.2%
MERCER INTERNATIONAL INC$704,6690.2%
SMART GLOBAL HOLDINGS INC$704,3190.2%
AMN HEALTHCARE SERVICES INC$696,0000.2%
PREFERRED BANK/LOS ANGELES CA$695,9130.2%
AMICUS THERAPEUTICS INC$693,7290.2%
HEALTHSTREAM INC$678,0470.2%
GENESCO INC$668,9440.2%
VISTA OUTDOOR INC$667,1730.2%
REINSURANCE GROUP OF AMERICA INC$655,0650.2%
QUANEX BUILDING PRODUCTS CORP$647,9660.2%
TURNING POINT THERAPEUTICS INC$639,9260.2%
GRAND CANYON EDUCATION INC$636,0650.2%
KYMERA THERAPEUTICS INC$632,5810.2%
SCANSOURCE INC$629,6200.2%
CARTER'S INC$619,8010.2%
SANMINA CORP$614,2900.2%
HEIDRICK & STRUGGLES INTERNATIONAL INC$607,7210.2%
TWO HARBORS INVESTMENT CORP$607,0070.2%
NETGEAR INC$602,3070.2%
LEAR CORP$600,2440.2%
VAREX IMAGING CORP$591,9900.2%
TENNANT CO$590,7230.2%
AMERICAN VANGUARD CORP$586,3080.2%
AAR CORP$579,4000.1%
UNISYS CORP$577,7410.1%
ARGAN INC$565,9950.1%
REX AMERICAN RESOURCES CORP$555,6940.1%
MATTHEWS INTERNATIONAL CORP$555,3670.1%
WHITESTONE REIT$546,1430.1%
ROCKET PHARMACEUTICALS INC$540,2180.1%
ARMADA HOFFLER PROPERTIES INC$538,5100.1%
AARON'S CO INC/THE$535,6000.1%
RELAY THERAPEUTICS INC$522,9690.1%
MANPOWERGROUP INC$520,8870.1%
EXELIXIS INC$516,1690.1%
UNITED FIRE GROUP INC$508,4180.1%
UNIVERSAL INSURANCE HOLDINGS INC$506,5280.1%
TRUEBLUE INC$497,2800.1%
CHATHAM LODGING TRUST$486,5620.1%
GREEN DOT CORP$457,8310.1%
HAVERTY FURNITURE COS INC$455,2320.1%
HANMI FINANCIAL CORP$443,6160.1%
ONESPAN INC$442,1680.1%
DELEK US HOLDINGS INC$438,0910.1%
ALLEGIANCE BANCSHARES INC$434,9950.1%
CLEARWATER PAPER CORP$432,3140.1%
FORRESTER RESEARCH INC$430,4160.1%
JACKSON FINANCIAL INC$428,6690.1%
Y-MABS THERAPEUTICS INC$426,0310.1%
EZCORP INC$425,9450.1%
WORLD FUEL SERVICES CORP$420,9650.1%
HYSTER-YALE MATERIALS HANDLING INC$412,0620.1%
TELEPHONE AND DATA SYSTEMS INC$410,6980.1%
RPT REALTY$408,1020.1%
VERIS RESIDENTIAL INC$404,4290.1%
HORACE MANN EDUCATORS CORP$397,1950.1%
KOPPERS HOLDINGS INC$387,5740.1%
PLAINS GP HOLDINGS LP$384,1620.1%
GREENHILL & CO INC$383,2110.1%
COHERUS BIOSCIENCES INC$380,3460.1%
STEPAN CO$370,7380.1%
KFORCE INC$358,4100.1%
FOOT LOCKER INC$343,5520.1%
COMPUTER PROGRAMS AND SYSTEMS INC$333,7670.1%
KELLY SERVICES INC$330,0110.1%
SAGE THERAPEUTICS INC$316,6690.1%
REV GROUP INC$314,7410.1%
FIRST COMMONWEALTH FINANCIAL CORP$313,5850.1%
YELP INC$313,5510.1%
ATN INTERNATIONAL INC$313,0300.1%
AERIE PHARMACEUTICALS INC$299,6180.1%
S&T BANCORP INC$286,9180.1%
HIBBETT INC$285,0330.1%
GLATFELTER CORP$284,0820.1%
SIRIUSPOINT LTD$281,4610.1%
GOODYEAR TIRE & RUBBER CO/THE$272,4090.1%
HCI GROUP INC$263,2480.1%
ORTHOFIX MEDICAL INC$262,0710.1%
FRANKLIN STREET PROPERTIES CORP$260,9420.1%
AMPHASTAR PHARMACEUTICALS INC$234,2760.1%
ORASURE TECHNOLOGIES INC$227,4500.1%
NORTHFIELD BANCORP INC$223,1780.1%
UNIVERSAL ELECTRONICS INC$218,8020.1%
INTERCEPT PHARMACEUTICALS INC$217,2870.1%
VERA BRADLEY INC$216,0020.1%
AKERO THERAPEUTICS INC$214,4490.1%
KIMBALL INTERNATIONAL INC$211,4930.1%
DONEGAL GROUP INC$208,4700.1%
DIVERSIFIED HEALTHCARE TRUST$206,7390.1%
FIRST INTERNET BANCORP$204,3140.1%
CROSS COUNTRY HEALTHCARE INC$203,3420.1%
FORESTAR GROUP INC$202,4890.1%
INTERFACE INC$201,3420.1%
WORLD ACCEPTANCE CORP$194,7360.1%
CEVA INC$167,8000.0%
FIBROGEN INC$161,3250.0%
NORTHRIM BANCORP INC$159,4300.0%
BENCHMARK ELECTRONICS INC$157,3790.0%
TILLY'S INC$155,8510.0%
DILLARD'S INC$150,8700.0%
KARYOPHARM THERAPEUTICS INC$148,0860.0%
ACCURAY INC$146,9940.0%
BANKWELL FINANCIAL GROUP INC$146,4010.0%
UNIFI INC$145,7040.0%
RADIUS HEALTH INC$145,5740.0%
ASTRONICS CORP$143,6110.0%
ACCO BRANDS CORP$137,3850.0%
PC CONNECTION INC$130,7400.0%
UNIVERSAL TECHNICAL INSTITUTE INC$122,8290.0%
BARRETT BUSINESS SERVICES INC$122,4940.0%
NBT BANCORP INC$115,0630.0%
NUTANIX INC$109,9590.0%
BCB BANCORP INC$109,0090.0%
FS BANCORP INC$96,8390.0%
CORECIVIC INC$92,4910.0%
GULFPORT ENERGY CORP$85,7120.0%
HERC HOLDINGS INC$81,1350.0%
FIRST BUSINESS FINANCIAL SERVICES INC$80,5330.0%
ENTRAVISION COMMUNICATIONS CORP$79,3170.0%
PLAYAGS INC$67,8490.0%
OOMA INC$67,0620.0%
CALAMP CORP$62,4580.0%
BLUEGREEN VACATIONS HOLDING CORP$54,9120.0%
CIRCOR INTERNATIONAL INC$53,9890.0%
SURMODICS INC$52,3450.0%
REGIONAL MANAGEMENT CORP$50,4870.0%
WATERSTONE FINANCIAL INC$50,4680.0%
COMSCORE INC$45,2460.0%
WESTERN NEW ENGLAND BANCORP INC$40,2690.0%
SMITH & WESSON BRANDS INC$35,2150.0%
DIEBOLD NIXDORF INC$33,2400.0%
MANITOWOC CO INC/THE$32,3900.0%
NATURE'S SUNSHINE PRODUCTS INC$32,2340.0%
 
Fixed Income
Underlying Fund HoldingsMarket Value%
UNITED STATES OF AMERICA NOTES .25% 09/30/2023$14,437,4073.6%
UNITED STATES OF AMERICA NOTES 2.75% 05/15/2025$9,467,7052.4%
UNITED STATES OF AMERICA NOTES 2.625% 04/15/2025$6,252,1091.6%
UNITED STATES OF AMERICA NOTES 2.875% 06/15/2025$5,229,4921.3%
UNITED STATES OF AMERICA NOTES 2.5% 05/31/2024$3,597,5290.9%
FEDERAL HOME LOAN MORTGAGE CORP 2.946% 07/25/2024$2,996,9540.8%
UNITED STATES OF AMERICA NOTES 1.5% 02/15/2025$2,872,3320.7%
MHC COMMERCIAL MORTGAGE TRUST 2021-MHC 2.125% 04/15/2038$2,585,9340.7%
CONNECTICUT AVENUE SECURITIES TRUST 2019-HRP1 3.774% 11/25/2039$2,343,1180.6%
UNITED STATES OF AMERICA NOTES 1.75% 03/15/2025$1,846,8060.5%
AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST 2021-4 .86% 02/13/2026$1,748,0600.4%
ONE 2021-PARK MORTGAGE TRUST 2.024% 03/15/2036$1,491,8390.4%
FORD CREDIT FLOORPLAN MASTER OWNER TRUST A .7% 09/15/2025$1,322,4080.3%
PENSKE TRUCK LEASING CO LP / PTL FINANCE CORP 3.45% 07/01/2024$1,273,4140.3%
CARS-DB5 LP 1.44% 08/15/2051$1,264,2740.3%
DIAMOND ISSUER 2.305% 11/20/2051$1,233,2600.3%
STACK INFRASTRUCTURE ISSUER LLC 1.877% 03/26/2046$1,215,2750.3%
OAK STREET INVESTMENT GRADE NET LEASE FUND SERIES 2020-1 1.85% 11/20/2050$1,202,7340.3%
PELABUHAN INDONESIA PERSERO PT BOND 4.5% 05/02/2023$1,131,3840.3%
TRP - TRIP RAIL MASTER FUNDING LLC 2.15% 06/19/2051$1,125,5430.3%
SOFI PROFESSIONAL LOAN PROGRAM 2021-B TRUST 1.14% 02/15/2047$1,120,4840.3%
MMAF EQUIPMENT FINANCE LLC 2020-A .97% 04/09/2027$1,093,3200.3%
DIAMOND INFRASTRUCTURE FUNDING LLC 1.76% 04/15/2049$1,076,0580.3%
NEW RESIDENTIAL MORTGAGE LOAN TRUST 2017-3 4% 04/25/2057$1,054,1930.3%
GLENCORE FUNDING LLC 4.625% 04/29/2024$1,031,0130.3%
ITE RAIL FUND LEVERED LP 2.21% 06/28/2051$1,030,3820.3%
DRIVE AUTO RECEIVABLES TRUST 2021-3 1.11% 05/15/2026$1,007,6930.3%
NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2022-A 2.23% 07/15/2070$977,0510.2%
GMF FLOORPLAN OWNER REVOLVING TRUST .68% 08/15/2025$976,1950.2%
BANK OF AMERICA CORP 3.384% 04/02/2026$922,0920.2%
NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2021-C 1.06% 10/15/2069$912,0030.2%
ONE GAS INC 1.1% 03/11/2024$891,2700.2%
FORD MOTOR CREDIT CO LLC 2.3% 02/10/2025$882,0930.2%
BRIGHTHOUSE FINANCIAL GLOBAL FUNDING 1.75% 01/13/2025$879,5290.2%
GREATAMERICA LEASING RECEIVABLES FUNDING LLC SERIES 2021-1 .34% 08/15/2024$871,0650.2%
NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2021-B .94% 07/15/2069$855,5690.2%
F&G GLOBAL FUNDING .9% 09/20/2024$849,2060.2%
MITSUBISHI UFJ FINANCIAL GROUP INC .962% 10/11/2025$811,1960.2%
LIFE 2021-BMR MORTGAGE TRUST 2.024% 03/15/2038$809,7790.2%
MORGAN STANLEY .529% 01/25/2024$784,4390.2%
ENERGY TRANSFER LP 4.25% 03/15/2023$769,8170.2%
MICROCHIP TECHNOLOGY INC .972% 02/15/2024$769,7320.2%
WELLS FARGO & CO 3.908% 04/25/2026$738,5590.2%
ALBERTSONS COS INC / SAFEWAY INC / NEW ALBERTSONS LP / ALBERTSONS LLC 3.5% 02/15/2023$729,5710.2%
NEW RESIDENTIAL MORTGAGE LOAN TRUST 2018-1 4% 12/25/2057$726,2790.2%
VISTRA OPERATIONS CO LLC 3.55% 07/15/2024$724,6630.2%
NEW RESIDENTIAL MORTGAGE LOAN TRUST 2017-4 4% 05/25/2057$722,8310.2%
JPMORGAN CHASE & CO 3.845% 06/14/2025$698,7300.2%
BRITISH TELECOMMUNICATIONS PLC 4.5% 12/04/2023$693,5520.2%
BOEING CO/THE 1.433% 02/04/2024$688,3480.2%
AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST 1.15% 10/29/2023$676,9820.2%
BX COMMERCIAL MORTGAGE TRUST 2020-VKNG 2.454% 10/15/2037$676,2070.2%
SONOCO PRODUCTS CO 1.8% 02/01/2025$671,7460.2%
NISSAN MOTOR ACCEPTANCE CO LLC 1.05% 03/08/2024$671,1340.2%
GOLDMAN SACHS GROUP INC/THE .855% 02/12/2026$660,2180.2%
ROGERS COMMUNICATIONS INC 2.95% 03/15/2025$657,5300.2%
EAGLE RE 2021-2 LTD 2.476% 04/25/2034$644,4880.2%
MORGAN STANLEY CAPITAL I TRUST 2017-CLS 2.024% 11/15/2034$614,1870.2%
BX TRUST 2021-ARIA 2.223% 10/15/2036$612,2720.2%
NBN CO LTD BOND .875% 10/08/2024$607,3630.2%
ROYALTY PHARMA PLC .75% 09/02/2023$606,9270.2%
7-ELEVEN INC .8% 02/10/2024$597,4070.2%
HYUNDAI CAPITAL AMERICA 1.15% 11/10/2022$595,7920.2%
FEDERAL HOME LOAN MORTGAGE CORP 1.766% 02/25/2025$591,5950.2%
BANQUE FEDERATIVE DU CREDIT MUTUEL SA .998% 02/04/2025$589,9020.2%
NUVEEN FINANCE LLC 4.125% 11/01/2024$586,2080.2%
GRAPHIC PACKAGING INTERNATIONAL LLC .821% 04/15/2024$583,6700.2%
SBA TOWER TRUST 1.631% 05/15/2051$582,2150.2%
FREDDIE MAC STACR 2019-HQA3 3.474% 09/25/2049$579,6210.2%
SABINE PASS LIQUEFACTION LLC 5.75% 05/15/2024$566,4960.1%
HYUNDAI CAPITAL AMERICA 1.25% 09/18/2023$562,2990.1%
MITSUBISHI UFJ FINANCIAL GROUP INC .953% 07/19/2025$551,1190.1%
GENERAL MOTORS FINANCIAL CO INC 1.05% 03/08/2024$545,4560.1%
BANK OF NOVA SCOTIA/THE 3.45% 04/11/2025$538,5370.1%
RENESAS ELECTRONICS CORP 1.543% 11/26/2024$537,3730.1%
STELLANTIS NV 5.25% 04/15/2023$534,6300.1%
BANK OF AMERICA CORP .976% 04/22/2025$531,9150.1%
WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2020-2 1.32% 07/15/2025$527,4700.1%
SOUTHWEST AIRLINES CO 4.75% 05/04/2023$519,3030.1%
NATIONAL BANK OF CANADA 3.75% 06/09/2025$516,4850.1%
VMWARE INC 1% 08/15/2024$501,0100.1%
JPMORGAN CHASE & CO 4.08% 04/26/2026$494,4550.1%
FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTES 1.726% 08/25/2033$480,6170.1%
ATHENE GLOBAL FUNDING 1.2% 10/13/2023$472,0160.1%
JACKSON FINANCIAL INC 1.125% 11/22/2023$447,1350.1%
SBA TOWER TRUST 1.884% 07/15/2050$443,7030.1%
BLACKSTONE SECURED LENDING FUND 3.65% 07/14/2023$441,1700.1%
QORVO INC 1.75% 12/15/2024$430,6040.1%
JOHN DEERE OWNER TRUST 2020-B .51% 11/15/2024$428,2780.1%
BX COMMERCIAL MORTGAGE TRUST 2019-XL 2.404% 10/15/2036$414,8060.1%
PERKINELMER INC .85% 09/15/2024$407,5860.1%
GOLUB CAPITAL BDC INC 3.375% 04/15/2024$403,5650.1%
WORLD OMNI SELECT AUTO TRUST 2020-A .55% 07/15/2025$403,5300.1%
DRIVE AUTO RECEIVABLES TRUST 2019-4 2.51% 11/17/2025$402,5330.1%
DAIMLER TRUCKS FINANCE NORTH AMERICA LLC 1.625% 12/13/2024$399,9500.1%
DRIVE AUTO RECEIVABLES TRUST 2020-1 2.36% 03/16/2026$387,9550.1%
ICAHN ENTERPRISES LP / ICAHN ENTERPRISES FINANCE CORP 4.75% 09/15/2024$374,4690.1%
FIDELITY NATIONAL INFORMATION SERVICES INC .6% 03/01/2024$369,3770.1%
HUNTINGTON INGALLS INDUSTRIES INC .67% 08/16/2023$361,7640.1%
BARCLAYS PLC 1.007% 12/10/2024$346,6800.1%
PFS FINANCING CORP .93% 08/15/2024$339,3460.1%
MAGALLANES INC 3.428% 03/15/2024$333,6080.1%
AIR LEASE CORP .8% 08/18/2024$329,9250.1%
DAIMLER FINANCE NORTH AMERICA LLC .75% 03/01/2024$328,0220.1%
FIRST-CITIZENS BANK & TRUST CO 2.969% 09/27/2025$327,8250.1%
OWL ROCK CAPITAL CORP 4.25% 01/15/2026$322,3640.1%
MORGAN STANLEY .864% 10/21/2025$318,5110.1%
GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2020-1 2.03% 04/16/2025$314,4620.1%
GENTING NEW YORK LLC / GENNY CAPITAL INC 3.3% 02/15/2026$314,1300.1%
NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2020-H 1.31% 01/15/2069$310,6490.1%
NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2021-A .84% 05/15/2069$305,5170.1%
ALLY FINANCIAL INC 3.875% 05/21/2024$297,5680.1%
RADNOR RE 2021-2 LTD 2.776% 11/25/2031$297,1590.1%
NEXTERA ENERGY OPERATING PARTNERS LP 4.25% 07/15/2024$297,0730.1%
TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV 6% 04/15/2024$296,2500.1%
JDE PEET'S NV .8% 09/24/2024$292,9670.1%
GSK CONSUMER HEALTHCARE CAPITAL UK PLC 3.125% 03/24/2025$292,5370.1%
GRAY OAK PIPELINE LLC 2% 09/15/2023$287,5610.1%
MAGALLANES INC 3.638% 03/15/2025$286,0830.1%
TORONTO-DOMINION BANK/THE 3.766% 06/06/2025$283,7760.1%
OGE ENERGY CORP .703% 05/26/2023$277,8200.1%
BRIGHTHOUSE FINANCIAL GLOBAL FUNDING 1% 04/12/2024$269,2510.1%
BLACKSTONE PRIVATE CREDIT FUND 1.75% 09/15/2024$268,1600.1%
INFOR INC 1.45% 07/15/2023$267,6690.1%
BERRY GLOBAL INC .95% 02/15/2024$265,3840.1%
QUANTA SERVICES INC .95% 10/01/2024$263,8180.1%
MICROCHIP TECHNOLOGY INC .983% 09/01/2024$261,3300.1%
AMERICAN ELECTRIC POWER CO INC 2.031% 03/15/2024$246,8500.1%
CARS-DB4 LP 2.69% 02/15/2050$246,1540.1%
GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2020-1 2.18% 05/16/2025$245,2160.1%
ELEMENT FLEET MANAGEMENT CORP 1.6% 04/06/2024$243,0000.1%
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.627% 05/01/2042$234,6090.1%
WESTINGHOUSE AIR BRAKE TECHNOLOGIES CORP 3.2% 06/15/2025$224,3160.1%
OWL ROCK TECHNOLOGY FINANCE CORP 3.75% 06/17/2026$217,4260.1%
CITIGROUP INC .981% 05/01/2025$215,6650.1%
APTIV PLC / APTIV CORP 2.396% 02/18/2025$210,2970.1%
WHEELS SPV 2 LLC .51% 08/20/2029$208,9190.1%
CALIFORNIA EARTHQUAKE AUTHORITY 1.477% 07/01/2023$206,1010.1%
VICI PROPERTIES LP 4.375% 05/15/2025$205,4350.1%
TAKEDA PHARMACEUTICAL CO LTD 4.4% 11/26/2023$201,6370.1%
NORDSTROM INC 2.3% 04/08/2024$191,3580.1%
GENERAL MOTORS FINANCIAL CO INC 3.8% 04/07/2025$190,3600.1%
FREDDIE MAC STACR REMIC TRUST 2021-HQA3 1.776% 09/25/2041$189,1160.1%
TOLL BROTHERS FINANCE CORP 4.375% 04/15/2023$159,7660.0%
T-MOBILE USA INC 2.25% 02/15/2026$153,2980.0%
CIVITAS RESOURCES INC 5% 10/15/2026$152,8160.0%
HPEFS EQUIPMENT TRUST .69% 07/22/2030$148,5930.0%
STACR TRUST 2018-HRP2 2.874% 02/25/2047$138,4490.0%
FREDDIE MAC STACR REMIC TRUST 2019-HQA4 3.674% 11/25/2049$111,0920.0%
FREDDIE MAC STACR REMIC TRUST 2020-DNA1 3.324% 01/25/2050$100,1340.0%
CONNECTICUT AVENUE SECURITIES TRUST 2020-R02 3.624% 01/25/2040$98,1600.0%
SKYWORKS SOLUTIONS INC .9% 06/01/2023$91,8520.0%
FREDDIE MAC STACR REMIC TRUST 2020-DNA2 3.474% 02/25/2050$90,4120.0%
CONNECTICUT AVENUE SECURITIES TRUST 2020-R01 3.674% 01/25/2040$85,7510.0%
CONNECTICUT AVENUE SECURITIES TRUST 2019-R06 3.724% 09/25/2039$82,5990.0%
CONNECTICUT AVENUE SECURITIES TRUST 2019-R07 3.724% 10/25/2039$75,3790.0%
DRIVE AUTO RECEIVABLES TRUST 2020-2 1.42% 03/17/2025$74,5370.0%
FREDDIE MAC STACR TRUST 2019-DNA4 3.574% 10/25/2049$67,2640.0%
 
Short-Term/Cash
Underlying Fund HoldingsMarket Value%
BLACKROCK TEMP FUND - INST SHARES FUND 24$7,049,5061.8%
JPMORGAN PRIME MONEY MARKET FUND FUNDS VARIABLE$7,049,5051.8%
 
Other
Underlying Fund HoldingsMarket Value%
US DOLLAR$10,393,2442.6%
US DOLLAR$1,310,4900.3%
US 5YR NOTE (CBT) BOND 30/SEP/2022 FVU2 COMDTY$74,727-2.3%
EURO$2,5070.0%
POUND STERLING$50.0%
US 2YR NOTE (CBT) BOND 30/SEP/2022 TUU2 COMDTY$-1,1830.1%
E-MINI RUSS 2000 EQUITY INDEX 16/SEP/2022 RTYU2$-12,886,84432.8%
All Holdings As of May 31, 2022
Exchange-Traded Funds
Underlying Fund HoldingsMarket Value%
ISHARES CORE S&P SMALL-CAP ETF ETP USD$4,764,2111.1%
 
Equity
Underlying Fund HoldingsMarket Value%
NATIONAL BANK HOLDINGS CORP$2,726,9490.6%
VIPER ENERGY PARTNERS LP$2,390,0090.6%
WHITING PETROLEUM CORP$2,349,4100.5%
FLUOR CORP$2,293,2640.5%
MERCURY SYSTEMS INC$2,163,0290.5%
BOISE CASCADE CO$2,106,5060.5%
GRAPHIC PACKAGING HOLDING CO$2,085,5840.5%
LHC GROUP INC$2,082,4170.5%
ASSURED GUARANTY LTD$2,058,5730.5%
ABM INDUSTRIES INC$2,058,3560.5%
BRIGHAM MINERALS INC$1,970,4530.5%
TRINET GROUP INC$1,968,8400.5%
AMERIS BANCORP$1,944,2310.4%
TOWER SEMICONDUCTOR LTD$1,939,0870.4%
SEACOAST BANKING CORP OF FLORIDA$1,931,6840.4%
ACADIA HEALTHCARE CO INC$1,925,0060.4%
AIR LEASE CORP$1,858,4610.4%
SELECTIVE INSURANCE GROUP INC$1,855,5410.4%
PORTLAND GENERAL ELECTRIC CO$1,850,2730.4%
HAEMONETICS CORP$1,837,9560.4%
PS BUSINESS PARKS INC$1,829,5800.4%
COGENT COMMUNICATIONS HOLDINGS INC$1,828,6090.4%
METHANEX CORP$1,824,5070.4%
FORMFACTOR INC$1,819,0810.4%
XENIA HOTELS & RESORTS INC$1,817,8330.4%
ENCORE WIRE CORP$1,811,9150.4%
PHILLIPS EDISON & CO INC$1,795,1030.4%
FIRST INTERSTATE BANCSYSTEM INC$1,789,8990.4%
HANNON ARMSTRONG SUSTAINABLE INFRASTRUCTURE CAPITAL INC$1,756,2070.4%
GATX CORP$1,754,0800.4%
POTLATCHDELTIC CORP$1,737,2130.4%
ALBANY INTERNATIONAL CORP$1,731,8880.4%
AMERICAN EQUITY INVESTMENT LIFE HOLDING CO$1,726,0270.4%
STEVEN MADDEN LTD$1,725,3010.4%
ATLANTIC UNION BANKSHARES CORP$1,725,0960.4%
PERFICIENT INC$1,713,7190.4%
SOVOS BRANDS INC$1,703,9030.4%
GROUP 1 AUTOMOTIVE INC$1,703,5910.4%
NORTHWEST NATURAL HOLDING CO$1,703,1320.4%
CABOT CORP$1,702,6620.4%
KIRBY CORP$1,694,3280.4%
RUSH ENTERPRISES INC$1,690,7520.4%
FIRST BANCORP/PUERTO RICO$1,690,1950.4%
PERFORMANCE FOOD GROUP CO$1,689,0460.4%
MCGRATH RENTCORP$1,686,2090.4%
PRA GROUP INC$1,680,5030.4%
TRINSEO PLC$1,660,1150.4%
CLEAN HARBORS INC$1,646,5490.4%
FOUR CORNERS PROPERTY TRUST INC$1,646,4800.4%
AEROJET ROCKETDYNE HOLDINGS INC$1,645,0810.4%
NU SKIN ENTERPRISES INC$1,638,5350.4%
ATLANTICA SUSTAINABLE INFRASTRUCTURE PLC$1,627,8310.4%
POWER INTEGRATIONS INC$1,622,7120.4%
COVETRUS INC$1,620,2330.4%
ACADEMY SPORTS & OUTDOORS INC$1,619,3040.4%
CENTERSPACE$1,614,2100.4%
BELLRING BRANDS INC$1,605,7930.4%
KEMPER CORP$1,603,1260.4%
ONE GAS INC$1,591,6830.4%
FLOWSERVE CORP$1,580,8590.4%
OWENS & MINOR INC$1,573,8200.4%
ALLEGIANT TRAVEL CO$1,569,5240.4%
VIAVI SOLUTIONS INC$1,563,7290.4%
CADENCE BANK$1,548,2280.4%
DOUGLAS EMMETT INC$1,540,7150.4%
CHART INDUSTRIES INC$1,534,5530.4%
SPECTRUM BRANDS HOLDINGS INC$1,529,9220.4%
ESSENTIAL PROPERTIES REALTY TRUST INC$1,505,3900.3%
O-I GLASS INC$1,502,8060.3%
SUNCOKE ENERGY INC$1,476,9270.3%
VICTORIA'S SECRET & CO$1,465,3860.3%
GLOBUS MEDICAL INC$1,461,8700.3%
JAMF HOLDING CORP$1,445,6100.3%
ZURN WATER SOLUTIONS CORP$1,440,3370.3%
RAPID7 INC$1,438,8740.3%
SKYLINE CHAMPION CORP$1,438,6010.3%
AMEDISYS INC$1,436,9360.3%
KENNAMETAL INC$1,428,6380.3%
SPIRIT AEROSYSTEMS HOLDINGS INC$1,425,6830.3%
HELIOS TECHNOLOGIES INC$1,424,9150.3%
ALLSCRIPTS HEALTHCARE SOLUTIONS INC$1,415,3080.3%
NEW YORK TIMES CO/THE$1,412,7450.3%
NATIONAL STORAGE AFFILIATES TRUST$1,391,8660.3%
ICU MEDICAL INC$1,387,3660.3%
ENERPAC TOOL GROUP CORP$1,369,2690.3%
CINEMARK HOLDINGS INC$1,351,7950.3%
ARCBEST CORP$1,340,1640.3%
PATRICK INDUSTRIES INC$1,337,8680.3%
MYR GROUP INC$1,318,9090.3%
WINGSTOP INC$1,317,6560.3%
LOUISIANA-PACIFIC CORP$1,302,9550.3%
MARCUS & MILLICHAP INC$1,294,5110.3%
HUB GROUP INC$1,291,5270.3%
MARINEMAX INC$1,291,3290.3%
FIRST SOLAR INC$1,284,4670.3%
CIRRUS LOGIC INC$1,283,1130.3%
COCA-COLA CONSOLIDATED INC$1,274,0070.3%
EMERGENT BIOSOLUTIONS INC$1,270,2780.3%
JOHN BEAN TECHNOLOGIES CORP$1,256,4600.3%
XEROX HOLDINGS CORP$1,242,9860.3%
STEPSTONE GROUP INC$1,236,9500.3%
CALIX INC$1,229,3630.3%
DOUBLEVERIFY HOLDINGS INC$1,221,1020.3%
OMNICELL INC$1,208,8650.3%
MAGNOLIA OIL & GAS CORP$1,208,6550.3%
APOGEE ENTERPRISES INC$1,203,9460.3%
BANNER CORP$1,196,8920.3%
HOMESTREET INC$1,195,9570.3%
EMPLOYERS HOLDINGS INC$1,192,7740.3%
MOOG INC$1,189,1890.3%
REGAL REXNORD CORP$1,141,5430.3%
EXTREME NETWORKS INC$1,140,9690.3%
GLAUKOS CORP$1,136,9520.3%
GENWORTH FINANCIAL INC$1,110,5990.3%
NOW INC$1,092,4850.3%
INDUSTRIAL LOGISTICS PROPERTIES TRUST$1,082,8800.3%
CARGURUS INC$1,075,9730.3%
NEXTGEN HEALTHCARE INC$1,055,4330.2%
MYRIAD GENETICS INC$1,051,2350.2%
ADVANSIX INC$1,034,7810.2%
STEWART INFORMATION SERVICES CORP$1,032,4470.2%
ANDERSONS INC/THE$1,026,7530.2%
NEXPOINT RESIDENTIAL TRUST INC$1,013,7300.2%
BLUCORA INC$961,6460.2%
ACUSHNET HOLDINGS CORP$959,9100.2%
BANC OF CALIFORNIA INC$950,9950.2%
PERDOCEO EDUCATION CORP$943,9000.2%
WABASH NATIONAL CORP$941,1700.2%
DECKERS OUTDOOR CORP$939,6910.2%
ENOVA INTERNATIONAL INC$937,2000.2%
PBF ENERGY INC$924,0220.2%
SONIC AUTOMOTIVE INC$922,6900.2%
VISTA OUTDOOR INC$921,6070.2%
BANKUNITED INC$918,1860.2%
XENCOR INC$906,0170.2%
AMERICAN AXLE & MANUFACTURING HOLDINGS INC$904,0700.2%
SIRIUSPOINT LTD$890,5620.2%
CUSTOMERS BANCORP INC$875,0230.2%
ASTEC INDUSTRIES INC$870,0620.2%
NEW RELIC INC$863,4420.2%
USANA HEALTH SCIENCES INC$860,1360.2%
MGIC INVESTMENT CORP$859,5370.2%
SMART GLOBAL HOLDINGS INC$859,2500.2%
SIGNET JEWELERS LTD$858,3000.2%
TTM TECHNOLOGIES INC$858,0570.2%
DENNY'S CORP$855,1450.2%
STONEX GROUP INC$849,0420.2%
VERACYTE INC$845,8440.2%
ADTRAN INC$831,4780.2%
VANDA PHARMACEUTICALS INC$828,4920.2%
INTERDIGITAL INC$818,0180.2%
SCHWEITZER-MAUDUIT INTERNATIONAL INC$808,4740.2%
COMMUNITY HEALTHCARE TRUST INC$801,6420.2%
SCANSOURCE INC$783,2840.2%
APELLIS PHARMACEUTICALS INC$758,0380.2%
GENESCO INC$754,7230.2%
INOGEN INC$749,5990.2%
MAXEON SOLAR TECHNOLOGIES LTD$742,6800.2%
CSG SYSTEMS INTERNATIONAL INC$739,3150.2%
AARON'S CO INC/THE$720,0230.2%
ENANTA PHARMACEUTICALS INC$717,5820.2%
MERCER INTERNATIONAL INC$712,7120.2%
REINSURANCE GROUP OF AMERICA INC$702,8720.2%
BRANDYWINE REALTY TRUST$702,3610.2%
PREFERRED BANK/LOS ANGELES CA$700,9260.2%
RESOURCES CONNECTION INC$699,0530.2%
PROASSURANCE CORP$691,7970.2%
CARTER'S INC$677,5780.2%
PAR PACIFIC HOLDINGS INC$676,0080.2%
LEAR CORP$672,0970.2%
AAR CORP$667,7510.2%
SANMINA CORP$661,9490.2%
TWO HARBORS INVESTMENT CORP$650,8870.2%
HEIDRICK & STRUGGLES INTERNATIONAL INC$649,0370.2%
AMERICAN VANGUARD CORP$647,4300.2%
VAREX IMAGING CORP$637,6550.2%
OFG BANCORP$636,2330.2%
HEALTHSTREAM INC$636,1960.2%
MATTHEWS INTERNATIONAL CORP$626,8460.1%
WHITESTONE REIT$624,3810.1%
FRESH DEL MONTE PRODUCE INC$622,0270.1%
TENNANT CO$620,5330.1%
DIVERSIFIED HEALTHCARE TRUST$619,7190.1%
NETGEAR INC$619,5440.1%
AMN HEALTHCARE SERVICES INC$614,7340.1%
MANPOWERGROUP INC$610,8710.1%
ARGAN INC$606,4880.1%
GRAND CANYON EDUCATION INC$602,1650.1%
STEPAN CO$602,1430.1%
TURNING POINT THERAPEUTICS INC$601,7500.1%
AMICUS THERAPEUTICS INC$593,5900.1%
CHATHAM LODGING TRUST$593,1870.1%
JACKSON FINANCIAL INC$583,4700.1%
QUANEX BUILDING PRODUCTS CORP$579,3240.1%
ARMADA HOFFLER PROPERTIES INC$577,9330.1%
UNISYS CORP$572,9380.1%
MOVADO GROUP INC$571,3130.1%
PITNEY BOWES INC$555,2730.1%
HAVERTY FURNITURE COS INC$554,9980.1%
CROSS COUNTRY HEALTHCARE INC$544,4320.1%
GREENHILL & CO INC$511,2250.1%
WORLD FUEL SERVICES CORP$510,0540.1%
RELAY THERAPEUTICS INC$508,2940.1%
RPT REALTY$505,2500.1%
UNIVERSAL INSURANCE HOLDINGS INC$501,4750.1%
DELEK US HOLDINGS INC$494,3790.1%
ONESPAN INC$491,5870.1%
UNITED FIRE GROUP INC$481,3860.1%
REX AMERICAN RESOURCES CORP$478,6770.1%
HYSTER-YALE MATERIALS HANDLING INC$472,5540.1%
FORRESTER RESEARCH INC$470,8130.1%
KOPPERS HOLDINGS INC$463,9250.1%
ALLEGIANCE BANCSHARES INC$463,6800.1%
HANMI FINANCIAL CORP$461,4080.1%
TELEPHONE AND DATA SYSTEMS INC$461,1570.1%
SHUTTERSTOCK INC$452,7640.1%
PLAINS GP HOLDINGS LP$445,2110.1%
CLEARWATER PAPER CORP$441,5690.1%
VERIS RESIDENTIAL INC$439,1930.1%
EZCORP INC$429,9150.1%
HORACE MANN EDUCATORS CORP$418,7210.1%
COHERUS BIOSCIENCES INC$385,6000.1%
REVOLUTION MEDICINES INC$381,4050.1%
GLATFELTER CORP$355,9280.1%
REV GROUP INC$355,2780.1%
TRUEBLUE INC$354,7420.1%
Y-MABS THERAPEUTICS INC$350,2860.1%
KYMERA THERAPEUTICS INC$344,0350.1%
EXELIXIS INC$337,8040.1%
COMPUTER PROGRAMS AND SYSTEMS INC$332,9320.1%
KELLY SERVICES INC$332,1740.1%
YELP INC$332,0680.1%
HIBBETT INC$330,9410.1%
GOODYEAR TIRE & RUBBER CO/THE$328,6200.1%
FIRST COMMONWEALTH FINANCIAL CORP$327,3720.1%
STANDARD MOTOR PRODUCTS INC$312,8480.1%
SAGE THERAPEUTICS INC$306,5710.1%
ORTHOFIX MEDICAL INC$306,0460.1%
ATN INTERNATIONAL INC$294,2130.1%
CALAMP CORP$288,5850.1%
ROCKET PHARMACEUTICALS INC$285,9760.1%
INTERCEPT PHARMACEUTICALS INC$284,7850.1%
FRANKLIN STREET PROPERTIES CORP$282,8440.1%
VERA BRADLEY INC$272,4890.1%
GOPRO INC$264,1000.1%
HCI GROUP INC$264,0630.1%
RADIUS HEALTH INC$254,0360.1%
AMPHASTAR PHARMACEUTICALS INC$250,1010.1%
FORESTAR GROUP INC$245,2350.1%
SPORTSMAN'S WAREHOUSE HOLDINGS INC$241,9490.1%
KIMBALL INTERNATIONAL INC$235,4820.1%
INTERFACE INC$231,0460.1%
UNIVERSAL ELECTRONICS INC$229,3280.1%
NORTHFIELD BANCORP INC$227,6310.1%
PROGRESS SOFTWARE CORP$226,9600.1%
FIRST INTERNET BANCORP$214,4690.1%
DILLARD'S INC$206,2120.1%
KARYOPHARM THERAPEUTICS INC$206,2040.1%
DONEGAL GROUP INC$197,8330.1%
AKERO THERAPEUTICS INC$196,0680.0%
TILLY'S INC$183,8240.0%
CEVA INC$180,3500.0%
BENCHMARK ELECTRONICS INC$177,8180.0%
BANKWELL FINANCIAL GROUP INC$168,5140.0%
NORTHRIM BANCORP INC$164,5780.0%
UNIFI INC$163,8390.0%
ACCO BRANDS CORP$158,6340.0%
UNIVERSAL TECHNICAL INSTITUTE INC$156,4210.0%
FIBROGEN INC$150,3260.0%
ASTRONICS CORP$148,2710.0%
PC CONNECTION INC$132,6990.0%
BCB BANCORP INC$129,1080.0%
BARRETT BUSINESS SERVICES INC$125,8400.0%
COWEN INC$123,1720.0%
NUTANIX INC$121,7590.0%
RAYONIER ADVANCED MATERIALS INC$119,4390.0%
SURMODICS INC$113,7670.0%
NBT BANCORP INC$113,1960.0%
CORECIVIC INC$107,1430.0%
GULFPORT ENERGY CORP$104,2970.0%
FS BANCORP INC$102,0330.0%
CARDLYTICS INC$100,8420.0%
LOYALTY VENTURES INC$98,0610.0%
ENTRAVISION COMMUNICATIONS CORP$90,9710.0%
S&T BANCORP INC$90,3180.0%
FIRST BUSINESS FINANCIAL SERVICES INC$88,8210.0%
ACCURAY INC$80,1400.0%
OOMA INC$79,5230.0%
PLAYAGS INC$76,2640.0%
REGIONAL MANAGEMENT CORP$64,2810.0%
BLUEGREEN VACATIONS HOLDING CORP$61,2920.0%
WATERSTONE FINANCIAL INC$51,1780.0%
WESTERN NEW ENGLAND BANCORP INC$50,1330.0%
AVAYA HOLDINGS CORP$49,5120.0%
DIEBOLD NIXDORF INC$45,5400.0%
COMSCORE INC$42,3910.0%
MANITOWOC CO INC/THE$40,0500.0%
NATURE'S SUNSHINE PRODUCTS INC$36,5240.0%
AERIE PHARMACEUTICALS INC$25,3820.0%
 
Fixed Income
Underlying Fund HoldingsMarket Value%
UNITED STATES OF AMERICA NOTES .25% 09/30/2023$14,538,8573.3%
UNITED STATES OF AMERICA NOTES 1.5% 02/15/2025$6,768,2601.5%
UNITED STATES OF AMERICA NOTES 2.625% 04/15/2025$6,303,7061.4%
UNITED STATES OF AMERICA NOTES 1.5% 02/29/2024$3,887,0470.9%
UNITED STATES OF AMERICA NOTES 2.5% 04/30/2024$3,484,1830.8%
FEDERAL HOME LOAN MORTGAGE CORP 2.946% 07/25/2024$3,056,7640.7%
UNITED STATES OF AMERICA NOTES 2.75% 05/15/2025$2,722,5500.6%
MHC COMMERCIAL MORTGAGE TRUST 2021-MHC 1.676% 04/15/2038$2,571,6150.6%
CONNECTICUT AVENUE SECURITIES TRUST 2019-HRP1 3.156% 11/25/2039$2,481,3930.6%
UNITED STATES OF AMERICA NOTES 1.75% 03/15/2025$1,860,7580.4%
AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST 2021-4 .86% 02/13/2026$1,755,4010.4%
ONE 2021-PARK MORTGAGE TRUST 1.575% 03/15/2036$1,496,9030.3%
UNITED STATES OF AMERICA NOTES .75% 11/15/2024$1,484,0090.3%
UNITED STATES OF AMERICA NOTES 2.25% 03/31/2024$1,478,7930.3%
FORD CREDIT FLOORPLAN MASTER OWNER TRUST A .7% 09/15/2025$1,330,2040.3%
PENSKE TRUCK LEASING CO LP / PTL FINANCE CORP 3.45% 07/01/2024$1,290,3840.3%
CARS-DB5 LP 1.44% 08/15/2051$1,285,9340.3%
DIAMOND ISSUER 2.305% 11/20/2051$1,272,8070.3%
STACK INFRASTRUCTURE ISSUER LLC 1.877% 03/26/2046$1,229,7730.3%
OAK STREET INVESTMENT GRADE NET LEASE FUND SERIES 2020-1 1.85% 11/20/2050$1,213,3410.3%
SOFI PROFESSIONAL LOAN PROGRAM 2021-B TRUST 1.14% 02/15/2047$1,150,6360.3%
PELABUHAN INDONESIA PERSERO PT BOND 4.5% 05/02/2023$1,140,1080.3%
TRP - TRIP RAIL MASTER FUNDING LLC 2.15% 06/19/2051$1,138,8470.3%
DIAMOND INFRASTRUCTURE FUNDING LLC 1.76% 04/15/2049$1,117,3860.3%
NEW RESIDENTIAL MORTGAGE LOAN TRUST 2017-3 4% 04/25/2057$1,101,1670.3%
MMAF EQUIPMENT FINANCE LLC 2020-A .97% 04/09/2027$1,100,1790.3%
PFS FINANCING CORP 1.21% 06/15/2024$1,099,9450.3%
ITE RAIL FUND LEVERED LP 2.21% 06/28/2051$1,046,3200.2%
GLENCORE FUNDING LLC 4.625% 04/29/2024$1,045,6080.2%
DRIVE AUTO RECEIVABLES TRUST 2021-3 1.11% 05/15/2026$1,013,9840.2%
NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2022-A 2.23% 07/15/2070$1,013,1360.2%
GMF FLOORPLAN OWNER REVOLVING TRUST .68% 08/15/2025$980,9530.2%
NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2021-C 1.06% 10/15/2069$940,5050.2%
BANK OF AMERICA CORP 3.384% 04/02/2026$936,6890.2%
FORD MOTOR CREDIT CO LLC 2.3% 02/10/2025$914,7690.2%
ONE GAS INC 1.1% 03/11/2024$896,5110.2%
NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2021-B .94% 07/15/2069$894,2820.2%
BRIGHTHOUSE FINANCIAL GLOBAL FUNDING 1.75% 01/13/2025$892,9680.2%
GREATAMERICA LEASING RECEIVABLES FUNDING LLC SERIES 2021-1 .34% 08/15/2024$875,4860.2%
F&G GLOBAL FUNDING .9% 09/20/2024$855,2490.2%
MITSUBISHI UFJ FINANCIAL GROUP INC .962% 10/11/2025$820,1790.2%
LIFE 2021-BMR MORTGAGE TRUST 1.575% 03/15/2038$801,3080.2%
MORGAN STANLEY .529% 01/25/2024$786,6280.2%
MICROCHIP TECHNOLOGY INC .972% 02/15/2024$776,7220.2%
ENERGY TRANSFER LP 4.25% 03/15/2023$774,5620.2%
WELLS FARGO & CO 3.908% 04/25/2026$750,2900.2%
NEW RESIDENTIAL MORTGAGE LOAN TRUST 2018-1 4% 12/25/2057$749,9970.2%
NEW RESIDENTIAL MORTGAGE LOAN TRUST 2017-4 4% 05/25/2057$749,8680.2%
VISTRA OPERATIONS CO LLC 3.55% 07/15/2024$736,3020.2%
ALBERTSONS COS INC / SAFEWAY INC / NEW ALBERTSONS LP / ALBERTSONS LLC 3.5% 02/15/2023$735,2610.2%
CNH INDUSTRIAL CAPITAL LLC 1.95% 07/02/2023$713,4420.2%
BRITISH TELECOMMUNICATIONS PLC 4.5% 12/04/2023$701,9930.2%
BOEING CO/THE 1.433% 02/04/2024$693,7730.2%
BX COMMERCIAL MORTGAGE TRUST 2020-VKNG 2.005% 10/15/2037$683,2330.2%
AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST 1.15% 10/29/2023$682,1560.2%
SONOCO PRODUCTS CO 1.8% 02/01/2025$681,9980.2%
NISSAN MOTOR ACCEPTANCE CO LLC 1.05% 03/08/2024$677,5240.2%
GOLDMAN SACHS GROUP INC/THE .855% 02/12/2026$669,8240.2%
ROGERS COMMUNICATIONS INC 2.95% 03/15/2025$668,5640.2%
EAGLE RE 2021-2 LTD 2.134% 04/25/2034$644,8580.2%
WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2020-2 1.32% 07/15/2025$622,8980.1%
BX TRUST 2021-ARIA 1.774% 10/15/2036$618,0270.1%
MORGAN STANLEY CAPITAL I TRUST 2017-CLS 1.575% 11/15/2034$615,7760.1%
NBN CO LTD BOND .875% 10/08/2024$611,9340.1%
ROYALTY PHARMA PLC .75% 09/02/2023$611,8350.1%
7-ELEVEN INC .8% 02/10/2024$603,1400.1%
FEDERAL HOME LOAN MORTGAGE CORP 1.766% 02/25/2025$598,1490.1%
NUVEEN FINANCE LLC 4.125% 11/01/2024$597,0780.1%
HYUNDAI CAPITAL AMERICA 1.15% 11/10/2022$595,5440.1%
BANQUE FEDERATIVE DU CREDIT MUTUEL SA .998% 02/04/2025$594,8690.1%
GRAPHIC PACKAGING INTERNATIONAL LLC .821% 04/15/2024$587,3770.1%
SBA TOWER TRUST 1.631% 05/15/2051$586,5070.1%
FREDDIE MAC STACR 2019-HQA3 2.856% 09/25/2049$579,2120.1%
SABINE PASS LIQUEFACTION LLC 5.75% 05/15/2024$573,6210.1%
UNITED STATES OF AMERICA NOTES .25% 06/15/2024$572,7890.1%
HYUNDAI CAPITAL AMERICA 1.25% 09/18/2023$565,0200.1%
MITSUBISHI UFJ FINANCIAL GROUP INC .953% 07/19/2025$556,6510.1%
FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTES 1.384% 08/25/2033$552,7800.1%
GENERAL MOTORS FINANCIAL CO INC 1.05% 03/08/2024$551,3420.1%
BANK OF NOVA SCOTIA/THE 3.45% 04/11/2025$543,3880.1%
RENESAS ELECTRONICS CORP 1.543% 11/26/2024$542,9090.1%
STELLANTIS NV 5.25% 04/15/2023$538,2650.1%
BANK OF AMERICA CORP .976% 04/22/2025$537,5670.1%
SOUTHWEST AIRLINES CO 4.75% 05/04/2023$523,4350.1%
DRIVE AUTO RECEIVABLES TRUST 2019-4 2.51% 11/17/2025$520,8530.1%
VMWARE INC 1% 08/15/2024$506,1250.1%
JPMORGAN CHASE & CO 4.08% 04/26/2026$503,6780.1%
FORD CREDIT AUTO LEASE TRUST 2020-A 2.05% 06/15/2023$491,4950.1%
GOLDMAN SACHS GROUP INC/THE 3% 03/15/2024$479,7730.1%
ATHENE GLOBAL FUNDING 1.2% 10/13/2023$475,3510.1%
JOHN DEERE OWNER TRUST 2020-B .51% 11/15/2024$459,8310.1%
WORLD OMNI SELECT AUTO TRUST 2020-A .55% 07/15/2025$454,2400.1%
BLACKSTONE SECURED LENDING FUND 3.65% 07/14/2023$452,1430.1%
JACKSON FINANCIAL INC 1.125% 11/22/2023$448,9300.1%
DRIVE AUTO RECEIVABLES TRUST 2020-1 2.36% 03/16/2026$448,2530.1%
SBA TOWER TRUST 1.884% 07/15/2050$448,2380.1%
QORVO INC 1.75% 12/15/2024$438,4630.1%
BX COMMERCIAL MORTGAGE TRUST 2019-XL 1.955% 10/15/2036$418,7680.1%
PERKINELMER INC .85% 09/15/2024$413,7270.1%
GOLUB CAPITAL BDC INC 3.375% 04/15/2024$411,9740.1%
DAIMLER TRUCKS FINANCE NORTH AMERICA LLC 1.625% 12/13/2024$405,6120.1%
ICAHN ENTERPRISES LP / ICAHN ENTERPRISES FINANCE CORP 4.75% 09/15/2024$399,4400.1%
FIDELITY NATIONAL INFORMATION SERVICES INC .6% 03/01/2024$372,9580.1%
HUNTINGTON INGALLS INDUSTRIES INC .67% 08/16/2023$362,6630.1%
BARCLAYS PLC 1.007% 12/10/2024$349,9710.1%
PFS FINANCING CORP .93% 08/15/2024$338,9100.1%
MAGALLANES INC 3.428% 03/15/2024$338,0860.1%
AIR LEASE CORP .8% 08/18/2024$336,1200.1%
OWL ROCK CAPITAL CORP 4.25% 01/15/2026$334,4510.1%
FIRST-CITIZENS BANK & TRUST CO 2.969% 09/27/2025$332,8990.1%
DAIMLER FINANCE NORTH AMERICA LLC .75% 03/01/2024$331,0240.1%
NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2020-H 1.31% 01/15/2069$328,1290.1%
MORGAN STANLEY .864% 10/21/2025$323,2740.1%
GENTING NEW YORK LLC / GENNY CAPITAL INC 3.3% 02/15/2026$319,4460.1%
GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2020-1 2.03% 04/16/2025$316,5480.1%
NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2021-A .84% 05/15/2069$315,9120.1%
NEXTERA ENERGY OPERATING PARTNERS LP 4.25% 07/15/2024$310,9830.1%
TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV 6% 04/15/2024$303,3680.1%
ALLY FINANCIAL INC 3.875% 05/21/2024$301,7320.1%
RADNOR RE 2021-2 LTD 2.434% 11/25/2031$297,2720.1%
GSK CONSUMER HEALTHCARE CAPITAL UK PLC 3.125% 03/24/2025$296,8440.1%
JDE PEET'S NV .8% 09/24/2024$295,2990.1%
MAGALLANES INC 3.638% 03/15/2025$291,4810.1%
GRAY OAK PIPELINE LLC 2% 09/15/2023$289,4840.1%
OGE ENERGY CORP .703% 05/26/2023$278,5370.1%
BRIGHTHOUSE FINANCIAL GLOBAL FUNDING 1% 04/12/2024$272,4970.1%
STACR TRUST 2018-HRP2 2.256% 02/25/2047$272,0520.1%
BLACKSTONE PRIVATE CREDIT FUND 1.75% 09/15/2024$271,4120.1%
INFOR INC 1.45% 07/15/2023$269,0020.1%
QUANTA SERVICES INC .95% 10/01/2024$268,5950.1%
BERRY GLOBAL INC .95% 02/15/2024$266,5140.1%
MICROCHIP TECHNOLOGY INC .983% 09/01/2024$263,4710.1%
AMERICAN ELECTRIC POWER CO INC 2.031% 03/15/2024$248,8410.1%
CARS-DB4 LP 2.69% 02/15/2050$248,8330.1%
GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2020-1 2.18% 05/16/2025$247,9660.1%
ELEMENT FLEET MANAGEMENT CORP 1.6% 04/06/2024$245,2500.1%
FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.627% 05/01/2042$238,0660.1%
WHEELS SPV 2 LLC .51% 08/20/2029$229,7600.1%
HPEFS EQUIPMENT TRUST .69% 07/22/2030$228,6710.1%
WESTINGHOUSE AIR BRAKE TECHNOLOGIES CORP 3.2% 06/15/2025$227,2670.1%
OWL ROCK TECHNOLOGY FINANCE CORP 3.75% 06/17/2026$223,0670.1%
CITIGROUP INC .981% 05/01/2025$218,6320.1%
APTIV PLC / APTIV CORP 2.396% 02/18/2025$212,7770.1%
VICI PROPERTIES LP 4.375% 05/15/2025$209,3250.1%
CALIFORNIA EARTHQUAKE AUTHORITY 1.477% 07/01/2023$207,1710.1%
TAKEDA PHARMACEUTICAL CO LTD 4.4% 11/26/2023$203,5860.1%
GENERAL MOTORS FINANCIAL CO INC 3.8% 04/07/2025$194,9460.0%
FREDDIE MAC STACR REMIC TRUST 2021-HQA3 1.434% 09/25/2041$193,7610.0%
NORDSTROM INC 2.3% 04/08/2024$192,5050.0%
CIVITAS RESOURCES INC 5% 10/15/2026$162,8340.0%
TOLL BROTHERS FINANCE CORP 4.375% 04/15/2023$160,4010.0%
T-MOBILE USA INC 2.25% 02/15/2026$159,5590.0%
FREDDIE MAC STACR REMIC TRUST 2019-HQA4 3.056% 11/25/2049$129,3210.0%
DRIVE AUTO RECEIVABLES TRUST 2020-2 1.42% 03/17/2025$113,1880.0%
FREDDIE MAC STACR REMIC TRUST 2020-DNA1 2.706% 01/25/2050$106,8820.0%
CONNECTICUT AVENUE SECURITIES TRUST 2019-R06 3.106% 09/25/2039$102,5070.0%
CONNECTICUT AVENUE SECURITIES TRUST 2020-R02 3.006% 01/25/2040$102,2630.0%
FREDDIE MAC STACR REMIC TRUST 2020-DNA2 2.856% 02/25/2050$94,2310.0%
SKYWORKS SOLUTIONS INC .9% 06/01/2023$92,6150.0%
CONNECTICUT AVENUE SECURITIES TRUST 2020-R01 3.056% 01/25/2040$90,3290.0%
CONNECTICUT AVENUE SECURITIES TRUST 2019-R07 3.106% 10/25/2039$83,5910.0%
FREDDIE MAC STACR TRUST 2019-DNA4 2.956% 10/25/2049$74,9500.0%
WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2018-3 4% 10/16/2023$14,0530.0%
JOHN DEERE OWNER TRUST 2019 2.91% 07/17/2023$3,1030.0%
 
Short-Term/Cash
Underlying Fund HoldingsMarket Value%
BLACKROCK TEMP FUND - INST SHARES FUND 24$14,235,7573.3%
JPMORGAN PRIME MONEY MARKET FUND FUNDS VARIABLE$14,235,7573.3%
 
Other
Underlying Fund HoldingsMarket Value%
US DOLLAR$11,904,2342.7%
US 5YR NOTE (CBT) BOND 30/SEP/2022 FVU2 COMDTY$24,208-2.8%
EURO$2,5700.0%
POUND STERLING$60.0%
US 2YR NOTE (CBT) BOND 30/SEP/2022 TUU2 COMDTY$-1,9421.0%
US DOLLAR$-3,837,482-0.9%
E-MINI RUSS 2000 EQUITY INDEX 17/JUN/2022 RTYM2$-9,910,94532.7%

Management

Management  

Investment Advisor: MissionSquare Investments

Portfolio Manager NameTitleAccreditationStrategy Start Date
Wayne WickerSenior Vice President and Chief Investment OfficerCFAManaged Fund Since 2007
Aimei ZhongManaging Vice PresidentCFA, CAIAManaged Fund Since 2020
John GraySenior Fund ManagerCFAManaged Fund Since 2021
Manager NameTargetRangeManager Strategy
Inception Date
Manager Style
Jacobs Levy Equity Management30.00%+/- 10.00%05/2022Dynamic Quant
Payden & Rygel40.00%+/- 10.00%10/2007Enhanced Equity
Wellington Management Company, LLP30.00%+/- 10.00%10/2007Fundamental Core

Footnotes

1.

Before investing in the Fund you should carefully consider your investment goals, tolerance for risk, investment time horizon, and personal circumstances. There is no guarantee that the Fund will meet its investment objective and you can lose money.

2.

The Fund is an investment option of VantageTrust, a group trust established and maintained by VantageTrust Company, LLC, a wholly owned subsidiary of MissionSquare Retirement. VantageTrust provides for the commingling of assets of certain trusts and plans as described in its Declaration of Trust, and is only available for investment by such eligible trusts and plans. The Fund is not a mutual fund. Its units are not deposits of VantageTrust Company and are not insured by the Federal Deposit Insurance Corporation or any other agency. The Fund is a security that has not been registered under the Securities Act of 1933 and is exempt from investment company registration under the Investment Company Act of 1940. For additional information regarding the Fund, including a description of the principal risks, please consult the Funds Disclosure Memorandum, which is available when plan administration clients log in at www.icmarc.org, at www.investments.missionsq.org for institutions, or upon request by calling 800-669-7400.

3.

When Funds are marketed to institutional clients, the Funds are offered by MissionSquare Investment Services, an SEC registered broker-dealer and FINRA member firm. MissionSquare Investment Services is a wholly-owned subsidiary of MissionSquare Retirement and is an affiliate of VantageTrust Company, LLC and MissionSquare Investments.

4.

Effective September 10, 2021, the Vantagepoint Discovery Fund is now known as the MissionSquare Small Cap Discovery Fund.

The source for this information is Morningstar, Inc. Copyright © 2022 Morningstar, Inc.™ All Rights Reserved. The information contained herein: (1) is proprietary to Morningstar and/or its content providers; (2) may not be copied or distributed; and (3) is not warranted to be accurate, complete or timely. Neither Morningstar nor its content providers are responsible for any damages or losses arising from any use of this information. Morningstar, Inc. is a global investment research firm that is not affiliated with MissionSquare Retirement or its affiliates. MissionSquare Retirement does not independently verify Morningstar data.

Morningstar places funds in certain categories based on the fund's historical portfolio holdings. Placement of a fund in a particular Morningstar category does not mean that the fund will remain in that category or that it will invest primarily in securities consistent with its Morningstar category. A fund's investment strategy and portfolio holdings are governed by its prospectus, guidelines or other governing documents, not its Morningstar category.