SEI Funds > SEI INSTITUTIONAL MANAGED TRUST
SIMT Tax-Managed Small/Mid Cap Fund
$817.10M
Avg Monthly Net Assets
$843.31M
Total Assets
$757K
Total Liabilities
$842.56M
Net Assets
SIMT Tax-Managed Small/Mid Cap Fund is a Mutual Fund in SEI INSTITUTIONAL MANAGED TRUST
from SEI Funds,
based in Pennsylvania,
United States of America.
The fund has two share classes
and monthly net assets of $817.10M.
On August 29th, 2024 it reported 580 holdings, the largest
being BRINKER INTERNATIONAL, INC. (1.7%), JACKSON FINANCIAL INC. (1.5%) and PILGRIM'S PRIDE CORPORATION (1.3%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Ticker | Monthly Returns (2 years) |
|---|---|---|---|
| Class F | C000018202 | STMSX | |
| Class Y | C000147393 | STMPX |
Holdings
From latest NPORT-P, filed August 29th, 2024 for period ending June 30th, 2024.
Historic holdings data available from Fincoded.
| Name | Profile | Category | Country | Value $USD | # Shares | % of Fund |
|---|---|---|---|---|---|---|
| 1ST SOURCE CORP COMMON STOCK (1ST SOURCE CORPORATION) | Long | Equity-common | US | $378K | 7K | 0.04 |
| 1STDIBS.COM INC COMMON STOCK | Long | Equity-common | US | $804K | 179K | 0.10 |
| A10 NETWORKS INC COMMON STOCK (A10 NETWORKS, INC.) | Long | Equity-common | US | $2M | 113K | 0.19 |
| AAON INC COMMON STOCK (AAON, INC.) | Long | Equity-common | US | $5M | 59K | 0.61 |
| AAR CORP COMMON STOCK (AAR CORP.) | Long | Equity-common | US | $1M | 15K | 0.13 |
| AARON'S CO INC/THE COMMON STOCK (The Aaron's Company, Inc.) | Long | Equity-common | US | $282K | 28K | 0.03 |
| ABERCROMBIE & FITCH CO-CL A COMMON STOCK (ABERCROMBIE & FITCH CO.) | Long | Equity-common | US | $5M | 25K | 0.54 |
| ABIOMED INC - CVR CONTINGENT VALUE RIGHT | Long | Equity-common | US | $0.01 | 967 | 0.00 |
| ABM INDUSTRIES INC COMMON STOCK (ABM INDUSTRIES INCORPORATED) | Long | Equity-common | US | $3M | 65K | 0.39 |
| ACCO BRANDS CORP COMMON STOCK (ACCO BRANDS CORPORATION) | Long | Equity-common | US | $2M | 455K | 0.25 |
| ACI WORLDWIDE INC COMMON STOCK (ACI WORLDWIDE, INC.) | Long | Equity-common | US | $3M | 88K | 0.41 |
| ACM RESEARCH INC-CLASS A COMMON STOCK | Long | Equity-common | US | $181K | 8K | 0.02 |
| ACUITY BRANDS INC COMMON STOCK (ACUITY BRANDS, INC.) | Long | Equity-common | US | $560K | 2K | 0.07 |
| ADDUS HOMECARE CORP COMMON STOCK (ADDUS HOMECARE CORPORATION) | Long | Equity-common | US | $581K | 5K | 0.07 |
| ADIENT PLC COMMON STOCK (ADIENT PUBLIC LIMITED COMPANY) | Long | Equity-common | US | $757K | 31K | 0.09 |
| ADMA BIOLOGICS INC COMMON STOCK (ADMA BIOLOGICS, INC.) | Long | Equity-common | US | $3M | 264K | 0.35 |
| ADVANCE AUTO PARTS INC COMMON STOCK (ADVANCE AUTO PARTS, INC.) | Long | Equity-common | US | $3M | 48K | 0.36 |
| ADVANCED DRAINAGE SYSTEMS IN COMMON STOCK (ADVANCED DRAINAGE SYSTEMS, INC.) | Long | Equity-common | US | $4M | 22K | 0.42 |
| AECOM COMMON STOCK | Long | Equity-common | US | $1M | 14K | 0.14 |
| AEROVIRONMENT INC COMMON STOCK (AEROVIRONMENT, INC.) | Long | Equity-common | US | $1M | 8K | 0.17 |
| AGILYSYS INC COMMON STOCK (AGILYSYS, INC.) | Long | Equity-common | US | $2M | 17K | 0.21 |
| AGIOS PHARMACEUTICALS INC COMMON STOCK | Long | Equity-common | US | $1M | 26K | 0.13 |
| AKERO THERAPEUTICS INC COMMON STOCK | Long | Equity-common | US | $243K | 10K | 0.03 |
| ALAMOS GOLD INC-CLASS A COMMON STOCK (ALAMOS GOLD INC.) | Long | Equity-common | US | $746K | 48K | 0.09 |
| ALARM.COM HOLDINGS INC COMMON STOCK (ALARM.COM HOLDINGS, INC.) | Long | Equity-common | US | $2M | 35K | 0.27 |
| ALBEMARLE CORP COMMON STOCK (ALBEMARLE CORPORATION) | Long | Equity-common | US | $334K | 3K | 0.04 |
| ALEXANDER'S INC REIT (ALEXANDER'S, INC.) | Long | Equity-common | US | $1M | 6K | 0.16 |
| ALKAMI TECHNOLOGY INC COMMON STOCK (ALKAMI TECHNOLOGY, INC.) | Long | Equity-common | US | $2M | 54K | 0.18 |
| ALKERMES PLC COMMON STOCK (ALKERMES PUBLIC LIMITED COMPANY) | Long | Equity-common | US | $2M | 69K | 0.20 |
| ALLSTATE CORP COMMON STOCK (THE ALLSTATE CORPORATION) | Long | Equity-common | US | $158K | 990 | 0.02 |
| ALPHA METALLURGICAL RESOURCE COMMON STOCK (ALPHA METALLURGICAL RESOURCES, INC.) | Long | Equity-common | US | $1M | 4K | 0.13 |
| AMDOCS LTD COMMON STOCK (Amdocs Limited) | Long | Equity-common | US | $486K | 6K | 0.06 |
| AMERICAN EAGLE OUTFITTERS COMMON STOCK (AMERICAN EAGLE OUTFITTERS, INC.) | Long | Equity-common | US | $251K | 13K | 0.03 |
| AMERICAN FINANCIAL GROUP INC COMMON STOCK (AMERICAN FINANCIAL GROUP, INC.) | Long | Equity-common | US | $2M | 14K | 0.20 |
| AMERICAN SUPERCONDUCTOR CORP COMMON STOCK (AMERICAN SUPERCONDUCTOR CORPORATION) | Long | Equity-common | US | $200K | 9K | 0.02 |
| AMERIPRISE FINANCIAL INC COMMON STOCK (AMERIPRISE FINANCIAL, INC.) | Long | Equity-common | US | $2M | 5K | 0.23 |
| AMERISAFE INC COMMON STOCK (AMERISAFE, INC) | Long | Equity-common | US | $55K | 1K | 0.01 |
| AMKOR TECHNOLOGY INC COMMON STOCK (AMKOR TECHNOLOGY, INC.) | Long | Equity-common | US | $1M | 28K | 0.13 |
| AMN HEALTHCARE SERVICES INC COMMON STOCK (AMN HEALTHCARE SERVICES, INC.) | Long | Equity-common | US | $2M | 37K | 0.23 |
| AMPHASTAR PHARMACEUTICALS IN COMMON STOCK (AMPHASTAR PHARMACEUTICALS INC) | Long | Equity-common | US | $1M | 30K | 0.14 |
| ANI PHARMACEUTICALS INC COMMON STOCK (ANI PHARMACEUTICALS, INC.) | Long | Equity-common | US | $2M | 31K | 0.24 |
| ANIKA THERAPEUTICS INC COMMON STOCK (ANIKA THERAPEUTICS, INC.) | Long | Equity-common | US | $847K | 33K | 0.10 |
| ANSYS INC COMMON STOCK (ANSYS, INC.) | Long | Equity-common | US | $836K | 3K | 0.10 |
| APOGEE ENTERPRISES INC COMMON STOCK (APOGEE ENTERPRISES, INC.) | Long | Equity-common | US | $538K | 9K | 0.06 |
| APPFOLIO INC - A COMMON STOCK (APPFOLIO, INC.) | Long | Equity-common | US | $1M | 6K | 0.16 |
| APPLIED INDUSTRIAL TECH INC COMMON STOCK (APPLIED INDUSTRIAL TECHNOLOGIES, INC.) | Long | Equity-common | US | $2M | 12K | 0.28 |
| ARCBEST CORP COMMON STOCK (ARCBEST CORPORATION) | Long | Equity-common | US | $1M | 12K | 0.16 |
| ARCH CAPITAL GROUP LTD COMMON STOCK (ARCH CAPITAL GROUP LTD.) | Long | Equity-common | US | $1M | 10K | 0.12 |
| ARCHROCK INC COMMON STOCK (ARCHROCK INC.) | Long | Equity-common | US | $543K | 27K | 0.06 |
| ARISTA NETWORKS INC COMMON STOCK (ARISTA NETWORKS, INC.) | Long | Equity-common | US | $2M | 5K | 0.20 |
| ARLO TECHNOLOGIES INC COMMON STOCK | Long | Equity-common | US | $877K | 67K | 0.10 |
| ARQ INC COMMON STOCK (ARQ, INC.) | Long | Equity-common | US | $1M | 181K | 0.13 |
| ASBURY AUTOMOTIVE GROUP COMMON STOCK (ASBURY AUTOMOTIVE GROUP, INC.) | Long | Equity-common | US | $890K | 4K | 0.11 |
| ASCENDIS PHARMA A/S - ADR DEPOSITARY RECEIPT | Long | Equity-common | US | $474K | 3K | 0.06 |
| Ashland Inc COMMON STOCK (ASHLAND INC.) | Long | Equity-common | US | $2M | 21K | 0.23 |
| ASPEN TECHNOLOGY INC COMMON STOCK (ASPEN TECHNOLOGY, INC.) | Long | Equity-common | US | $2M | 8K | 0.19 |
| ASSETMARK FINANCIAL HOLDINGS COMMON STOCK (ASSETMARK FINANCIAL HOLDINGS, INC.) | Long | Equity-common | US | $1M | 30K | 0.12 |
| ASTEC INDUSTRIES INC COMMON STOCK (ASTEC INDUSTRIES, INC.) | Long | Equity-common | US | $1M | 50K | 0.18 |
| AUTONATION INC COMMON STOCK (AUTONATION, INC.) | Long | Equity-common | US | $276K | 2K | 0.03 |
| AVERY DENNISON CORP COMMON STOCK (AVERY DENNISON CORPORATION) | Long | Equity-common | US | $541K | 2K | 0.06 |
| AVIDXCHANGE HOLDINGS INC COMMON STOCK | Long | Equity-common | US | $964K | 80K | 0.11 |
| AXALTA COATING SYSTEMS LTD COMMON STOCK (AXALTA COATING SYSTEMS LTD.) | Long | Equity-common | US | $2M | 58K | 0.24 |
| AXCELIS TECHNOLOGIES INC COMMON STOCK (AXCELIS TECHNOLOGIES, INC.) | Long | Equity-common | US | $2M | 14K | 0.24 |
| AXON ENTERPRISE INC COMMON STOCK (AXON ENTERPRISE, INC.) | Long | Equity-common | US | $5M | 17K | 0.58 |
| AXOS FINANCIAL INC COMMON STOCK (AXOS FINANCIAL, INC.) | Long | Equity-common | US | $3M | 48K | 0.33 |
| AXT INC COMMON STOCK (AXT, INC.) | Long | Equity-common | US | $1M | 301K | 0.12 |
| BACKBLAZE INC-A COMMON STOCK | Long | Equity-common | US | $139K | 23K | 0.02 |
| BADGER METER INC COMMON STOCK (BADGER METER, INC.) | Long | Equity-common | US | $928K | 5K | 0.11 |
| BAIN CAPITAL SPECIALTY FINAN COMMON STOCK (BAIN CAPITAL SPECIALTY FINANCE, INC.) | Long | Equity-common | US | $278K | 17K | 0.03 |
| BALCHEM CORP COMMON STOCK (BALCHEM CORPORATION) | Long | Equity-common | US | $2M | 16K | 0.29 |
| BANC OF CALIFORNIA INC COMMON STOCK (BANC OF CALIFORNIA, INC.) | Long | Equity-common | US | $438K | 34K | 0.05 |
| BANCO LATINOAMERICANO COME-E COMMON STOCK (Banco Latinoamericano de Comercio Exterior, S.A.) | Long | Equity-common | US | $1M | 49K | 0.17 |
| BANK OF N.T. BUTTERFIELD&SON COMMON STOCK (The Bank of N.T. Butterfield & Son Limited) | Long | Equity-common | US | $351K | 10K | 0.04 |
| BANK OZK COMMON STOCK | Long | Equity-common | US | $2M | 46K | 0.22 |
| BANKUNITED INC COMMON STOCK (BANKUNITED, INC.) | Long | Equity-common | US | $198K | 7K | 0.02 |
| BARNES GROUP INC COMMON STOCK (BARNES GROUP INC.) | Long | Equity-common | US | $3M | 84K | 0.41 |
| BARRETT BUSINESS SVCS INC COMMON STOCK (BARRETT BUSINESS SERVICES, INC.) | Long | Equity-common | US | $285K | 9K | 0.03 |
| BCB BANCORP INC COMMON STOCK (BCB BANCORP, INC.) | Long | Equity-common | US | $80K | 8K | 0.01 |
| BEACON ROOFING SUPPLY INC COMMON STOCK (BEACON ROOFING SUPPLY, INC.) | Long | Equity-common | US | $835K | 9K | 0.10 |
| BEAZER HOMES USA INC COMMON STOCK (BEAZER HOMES USA, INC.) | Long | Equity-common | US | $974K | 35K | 0.12 |
| BEL FUSE INC-CL B COMMON STOCK (BEL FUSE INC.) | Long | Equity-common | US | $1M | 17K | 0.13 |
| BELDEN INC COMMON STOCK (BELDEN INC.) | Long | Equity-common | US | $563K | 6K | 0.07 |
| BELLRING BRANDS INC COMMON STOCK (BELLRING BRANDS, INC.) | Long | Equity-common | US | $593K | 10K | 0.07 |
| BGC GROUP INC-A COMMON STOCK (BGC GROUP, INC.) | Long | Equity-common | US | $3M | 353K | 0.35 |
| BIO-TECHNE CORP COMMON STOCK (BIO-TECHNE CORPORATION) | Long | Equity-common | US | $646K | 9K | 0.08 |
| BIOHAVEN LTD COMMON STOCK | Long | Equity-common | US | $222K | 6K | 0.03 |
| BIOVENTUS INC - A COMMON STOCK (BIOVENTUS INC.) | Long | Equity-common | US | $2M | 321K | 0.22 |
| BJ'S WHOLESALE CLUB HOLDINGS COMMON STOCK (BJ'S WHOLESALE CLUB HOLDINGS, INC.) | Long | Equity-common | US | $1M | 13K | 0.13 |
| BLACKBAUD INC COMMON STOCK (BLACKBAUD, INC.) | Long | Equity-common | US | $1M | 14K | 0.13 |
| BLOOMIN' BRANDS INC COMMON STOCK (BLOOMIN' BRANDS, INC.) | Long | Equity-common | US | $4M | 226K | 0.52 |
| BLUELINX HOLDINGS INC COMMON STOCK (BLUELINX HOLDINGS INC.) | Long | Equity-common | US | $286K | 3K | 0.03 |
| BLUEPRINT MEDICINES CORP COMMON STOCK (BLUEPRINT MEDICINES CORPORATION) | Long | Equity-common | US | $2M | 20K | 0.26 |
| BOISE CASCADE CO COMMON STOCK (BOISE CASCADE COMPANY) | Long | Equity-common | US | $2M | 18K | 0.25 |
| BREAD FINANCIAL HOLDINGS INC COMMON STOCK (BREAD FINANCIAL HOLDINGS, INC.) | Long | Equity-common | US | $669K | 15K | 0.08 |
| BRIGHT HORIZONS FAMILY SOLUT COMMON STOCK (BRIGHT HORIZONS FAMILY SOLUTIONS INC.) | Long | Equity-common | US | $169K | 2K | 0.02 |
| BRINK'S CO/THE COMMON STOCK (THE BRINK'S COMPANY) | Long | Equity-common | US | $155K | 2K | 0.02 |
| BRINKER INTERNATIONAL INC COMMON STOCK (BRINKER INTERNATIONAL, INC.) | Long | Equity-common | US | $14M | 194K | 1.67 |
| BROADRIDGE FINANCIAL SOLUTIO COMMON STOCK (BROADRIDGE FINANCIAL SOLUTIONS, INC.) | Long | Equity-common | US | $335K | 2K | 0.04 |
| BROOKFIELD ASSET MGMT-A COMMON STOCK (BROOKFIELD ASSET MANAGEMENT LTD) | Long | Equity-common | US | $628K | 17K | 0.07 |
| BUILDERS FIRSTSOURCE INC COMMON STOCK (BUILDERS FIRSTSOURCE, INC.) | Long | Equity-common | US | $1M | 10K | 0.16 |
| BURLINGTON STORES INC COMMON STOCK (BURLINGTON STORES, INC.) | Long | Equity-common | US | $3M | 13K | 0.36 |
| BWX TECHNOLOGIES INC COMMON STOCK (BWX TECHNOLOGIES, INC.) | Long | Equity-common | US | $4M | 42K | 0.48 |
| BYRNA TECHNOLOGIES INC COMMON STOCK | Long | Equity-common | US | $621K | 62K | 0.07 |
| CACI INTERNATIONAL INC -CL A COMMON STOCK (CACI INTERNATIONAL INC.) | Long | Equity-common | US | $462K | 1K | 0.05 |
| CADENCE DESIGN SYS INC COMMON STOCK (CADENCE DESIGN SYSTEMS, INC.) | Long | Equity-common | US | $2M | 6K | 0.24 |
| CAL-MAINE FOODS INC COMMON STOCK (CAL-MAINE FOODS, INC.) | Long | Equity-common | US | $226K | 4K | 0.03 |
| CALIX INC COMMON STOCK (CALIX, INC.) | Long | Equity-common | US | $803K | 23K | 0.10 |
| CAMBRIDGE BANCORP COMMON STOCK | Long | Equity-common | US | $146K | 2K | 0.02 |
| CAPITAL CITY BANK GROUP INC COMMON STOCK (CAPITAL CITY BANK GROUP, INC.) | Long | Equity-common | US | $275K | 10K | 0.03 |
| CARPENTER TECHNOLOGY COMMON STOCK (CARPENTER TECHNOLOGY CORPORATION) | Long | Equity-common | US | $1M | 10K | 0.13 |
| CARTER'S INC COMMON STOCK (CARTER'S, INC.) | Long | Equity-common | US | $853K | 14K | 0.10 |
| CARVANA CO COMMON STOCK (CARVANA CO.) | Long | Equity-common | US | $452K | 4K | 0.05 |
| CASELLA WASTE SYSTEMS INC-A COMMON STOCK (CASELLA WASTE SYSTEMS, INC.) | Long | Equity-common | US | $496K | 5K | 0.06 |
| CASEY'S GENERAL STORES INC COMMON STOCK (CASEY'S GENERAL STORES, INC.) | Long | Equity-common | US | $1M | 3K | 0.14 |
| CASS INFORMATION SYSTEMS INC COMMON STOCK (CASS INFORMATION SYSTEMS, INC.) | Long | Equity-common | US | $82K | 2K | 0.01 |
| CASTLE BIOSCIENCES INC COMMON STOCK | Long | Equity-common | US | $476K | 22K | 0.06 |
| CATALYST PHARMACEUTICALS INC COMMON STOCK (CATALYST PHARMACEUTICALS, INC.) | Long | Equity-common | US | $496K | 32K | 0.06 |
| CBIZ INC COMMON STOCK (CBIZ, INC.) | Long | Equity-common | US | $1M | 14K | 0.12 |
| CBL & ASSOCIATES PROPERTIES REIT (CBL & ASSOCIATES PROPERTIES, INC.) | Long | Equity-common | US | $597K | 26K | 0.07 |
| CBOE GLOBAL MARKETS INC COMMON STOCK (CBOE GLOBAL MARKETS, INC.) | Long | Equity-common | US | $612K | 4K | 0.07 |
| CECO ENVIRONMENTAL CORP COMMON STOCK (CECO ENVIRONMENTAL CORP.) | Long | Equity-common | US | $2M | 52K | 0.18 |
| CENCORA INC COMMON STOCK (CENCORA, INC.) | Long | Equity-common | US | $1M | 5K | 0.13 |
| CENTERSPACE REIT | Long | Equity-common | US | $972K | 14K | 0.12 |
| CENTRAL GARDEN AND PET CO-A COMMON STOCK (CENTRAL GARDEN & PET COMPANY) | Long | Equity-common | US | $640K | 19K | 0.08 |
| CENTURY ALUMINUM COMPANY COMMON STOCK | Long | Equity-common | US | $456K | 27K | 0.05 |
| CERTARA INC COMMON STOCK (CERTARA, INC.) | Long | Equity-common | US | $2M | 134K | 0.22 |
| CHAMPIONX CORP COMMON STOCK (CHAMPIONX CORPORATION) | Long | Equity-common | US | $492K | 15K | 0.06 |
| CHARLES RIVER LABORATORIES COMMON STOCK (CHARLES RIVER LABORATORIES INTERNATIONAL, INC.) | Long | Equity-common | US | $2M | 8K | 0.18 |
| CHEMED CORP COMMON STOCK (CHEMED CORPORATION) | Long | Equity-common | US | $3M | 6K | 0.36 |
| CHEMOURS CO/THE COMMON STOCK (THE CHEMOURS COMPANY) | Long | Equity-common | US | $2M | 88K | 0.24 |
| CHURCH & DWIGHT CO INC COMMON STOCK (CHURCH & DWIGHT CO., INC.) | Long | Equity-common | US | $814K | 8K | 0.10 |
| CIMPRESS PLC COMMON STOCK (CIMPRESS PUBLIC LIMITED COMPANY) | Long | Equity-common | US | $772K | 9K | 0.09 |
| CINEMARK HOLDINGS INC COMMON STOCK (CINEMARK HOLDINGS, INC.) | Long | Equity-common | US | $9M | 410K | 1.05 |
| CINTAS CORP COMMON STOCK (CINTAS CORPORATION) | Long | Equity-common | US | $2M | 3K | 0.24 |
| CITY HOLDING CO COMMON STOCK (CITY HOLDING COMPANY) | Long | Equity-common | US | $1M | 10K | 0.12 |
| CIVEO CORP COMMON STOCK (CIVEO CORPORATION) | Long | Equity-common | US | $215K | 9K | 0.03 |
| CLEAN HARBORS INC COMMON STOCK (CLEAN HARBORS, INC.) | Long | Equity-common | US | $2M | 7K | 0.19 |
| CLEANSPARK INC COMMON STOCK (CLEANSPARK, INC.) | Long | Equity-common | US | $195K | 12K | 0.02 |
| CLEARFIELD INC COMMON STOCK (Clearfield, Inc.) | Long | Equity-common | US | $626K | 16K | 0.07 |
| CNO FINANCIAL GROUP INC COMMON STOCK (CNO FINANCIAL GROUP, INC.) | Long | Equity-common | US | $8M | 302K | 0.99 |
| CNX RESOURCES CORP COMMON STOCK (CNX RESOURCES CORPORATION) | Long | Equity-common | US | $3M | 105K | 0.30 |
| COCA-COLA CONSOLIDATED INC COMMON STOCK (COCA-COLA CONSOLIDATED, INC.) | Long | Equity-common | US | $3M | 2K | 0.31 |
| COGENT COMMUNICATIONS HOLDIN COMMON STOCK (COGENT COMMUNICATIONS HOLDINGS, INC.) | Long | Equity-common | US | $702K | 12K | 0.08 |
| COLLEGIUM PHARMACEUTICAL INC COMMON STOCK (Collegium Pharmaceutical, Inc.) | Long | Equity-common | US | $5M | 142K | 0.54 |
| COLUMBIA BANKING SYSTEM INC COMMON STOCK (COLUMBIA BANKING SYSTEM, INC.) | Long | Equity-common | US | $9M | 472K | 1.11 |
| COMERICA INC COMMON STOCK (COMERICA INCORPORATED) | Long | Equity-common | US | $573K | 11K | 0.07 |
| COMFORT SYSTEMS USA INC COMMON STOCK (COMFORT SYSTEMS USA, INC.) | Long | Equity-common | US | $2M | 7K | 0.24 |
| COMMERCIAL METALS CO COMMON STOCK (COMMERCIAL METALS COMPANY) | Long | Equity-common | US | $10M | 178K | 1.16 |
| COMMERCIAL VEHICLE GROUP INC COMMON STOCK (COMMERCIAL VEHICLE GROUP, INC.) | Long | Equity-common | US | $368K | 75K | 0.04 |
| COMMUNITY TRUST BANCORP INC COMMON STOCK (COMMUNITY TRUST BANCORP, INC.) | Long | Equity-common | US | $945K | 22K | 0.11 |
| COMMVAULT SYSTEMS INC COMMON STOCK (COMMVAULT SYSTEMS, INC.) | Long | Equity-common | US | $2M | 19K | 0.28 |
| CONSTRUCTION PARTNERS INC-A COMMON STOCK (CONSTRUCTION PARTNERS, INC.) | Long | Equity-common | US | $327K | 6K | 0.04 |
| COPART INC COMMON STOCK (COPART, INC.) | Long | Equity-common | US | $5M | 98K | 0.63 |
| CORVEL CORP COMMON STOCK (CORVEL CORPORATION) | Long | Equity-common | US | $796K | 3K | 0.09 |
| COSTAR GROUP INC COMMON STOCK (COSTAR GROUP, INC.) | Long | Equity-common | US | $2M | 26K | 0.23 |
| COTERRA ENERGY INC COMMON STOCK (Coterra Energy Inc.) | Long | Equity-common | US | $2M | 70K | 0.22 |
| CRA INTERNATIONAL INC COMMON STOCK (CRA INTERNATIONAL, INC.) | Long | Equity-common | US | $2M | 12K | 0.24 |
| CRICUT INC - CLASS A COMMON STOCK (CRICUT, INC.) | Long | Equity-common | US | $315K | 53K | 0.04 |
| CRINETICS PHARMACEUTICALS IN COMMON STOCK (Crinetics Pharmaceuticals Inc) | Long | Equity-common | US | $279K | 6K | 0.03 |
| CROSS COUNTRY HEALTHCARE INC COMMON STOCK (CROSS COUNTRY HEALTHCARE, INC.) | Long | Equity-common | US | $1M | 91K | 0.15 |
| CROWN HOLDINGS INC COMMON STOCK (CROWN HOLDINGS, INC.) | Long | Equity-common | US | $357K | 5K | 0.04 |
| CSG SYSTEMS INTL INC COMMON STOCK (CSG SYSTEMS INTERNATIONAL, INC.) | Long | Equity-common | US | $687K | 17K | 0.08 |
| CSW INDUSTRIALS INC COMMON STOCK (CSW INDUSTRIALS, INC.) | Long | Equity-common | US | $484K | 2K | 0.06 |
| CULLINAN THERAPEUTICS INC COMMON STOCK | Long | Equity-common | US | $165K | 9K | 0.02 |
| CURTISS-WRIGHT CORP COMMON STOCK (CURTISS-WRIGHT CORPORATION) | Long | Equity-common | US | $3M | 13K | 0.41 |
| CUSTOMERS BANCORP INC COMMON STOCK (Customers Bancorp, Inc.) | Long | Equity-common | US | $540K | 11K | 0.06 |
| DARLING INGREDIENTS INC COMMON STOCK (DARLING INGREDIENTS INC.) | Long | Equity-common | US | $618K | 17K | 0.07 |
| DAVE & BUSTER'S ENTERTAINMEN COMMON STOCK (DAVE & BUSTER'S ENTERTAINMENT, INC.) | Long | Equity-common | US | $1M | 30K | 0.14 |
| DECKERS OUTDOOR CORP COMMON STOCK (DECKERS OUTDOOR CORPORATION) | Long | Equity-common | US | $2M | 2K | 0.19 |
| DELEK US HOLDINGS INC COMMON STOCK (DELEK US HOLDINGS, INC.) | Long | Equity-common | US | $8M | 315K | 0.92 |
| DESCARTES SYSTEMS GRP/THE COMMON STOCK (The Descartes Systems Group Inc.) | Long | Equity-common | US | $1M | 13K | 0.15 |
| DHT HOLDINGS INC COMMON STOCK (DHT HOLDINGS, INC.) | Long | Equity-common | US | $964K | 83K | 0.11 |
| DIAMOND HILL INVESTMENT GRP COMMON STOCK (DIAMOND HILL INVESTMENT GROUP, INC.) | Long | Equity-common | US | $282K | 2K | 0.03 |
| DIAMONDBACK ENERGY INC COMMON STOCK (DIAMONDBACK ENERGY, INC.) | Long | Equity-common | US | $2M | 10K | 0.24 |
| DIODES INC COMMON STOCK (DIODES INCORPORATED) | Long | Equity-common | US | $1M | 15K | 0.13 |
| DONNELLEY FINANCIAL SOLUTION COMMON STOCK (DONNELLEY FINANCIAL SOLUTIONS, INC.) | Long | Equity-common | US | $2M | 39K | 0.28 |
| DOUBLEVERIFY HOLDINGS INC COMMON STOCK | Long | Equity-common | US | $522K | 27K | 0.06 |
| DOXIMITY INC-CLASS A COMMON STOCK | Long | Equity-common | US | $678K | 24K | 0.08 |
| DT MIDSTREAM INC COMMON STOCK (DT MIDSTREAM, INC.) | Long | Equity-common | US | $2M | 29K | 0.24 |
| DUCOMMUN INC COMMON STOCK (DUCOMMUN INCORPORATED) | Long | Equity-common | US | $484K | 8K | 0.06 |
| DUOLINGO COMMON STOCK (Duolingo Inc) | Long | Equity-common | US | $2M | 8K | 0.21 |
| E-MINI RUSS 2000 SEP24 PHYSICAL INDEX FUTURE. | Derivative-equity | US | $2M | – | 0.22 | |
| EAGLE BANCORP INC COMMON STOCK (EAGLE BANCORP, INC.) | Long | Equity-common | US | $400K | 21K | 0.05 |
| EARNOUT SHS 12.50 COMMON STOCK | Long | Equity-common | US | $0.01 | 6K | 0.00 |
| EARNOUT SHS 15.00 COMMON STOCK | Long | Equity-common | US | $0.01 | 6K | 0.00 |
| EASTGROUP PROPERTIES INC REIT (EASTGROUP PROPERTIES, INC.) | Long | Equity-common | US | $3M | 15K | 0.30 |
| EDGEWISE THERAPEUTICS INC COMMON STOCK | Long | Equity-common | US | $238K | 13K | 0.03 |
| ELECTRONIC ARTS INC COMMON STOCK (ELECTRONIC ARTS INC.) | Long | Equity-common | US | $319K | 2K | 0.04 |
| ELF BEAUTY INC COMMON STOCK (E.L.F. BEAUTY, INC.) | Long | Equity-common | US | $3M | 15K | 0.38 |
| EMCOR GROUP INC COMMON STOCK (EMCOR GROUP, INC.) | Long | Equity-common | US | $5M | 14K | 0.59 |
| EMPLOYERS HOLDINGS INC COMMON STOCK (EMPLOYERS HOLDINGS, INC.) | Long | Equity-common | US | $763K | 18K | 0.09 |
| ENACT HOLDINGS INC COMMON STOCK (ENACT HOLDINGS, INC.) | Long | Equity-common | US | $230K | 7K | 0.03 |
| ENCOMPASS HEALTH CORP COMMON STOCK (ENCOMPASS HEALTH CORPORATION) | Long | Equity-common | US | $2M | 20K | 0.20 |
| ENCORE WIRE CORP COMMON STOCK (ENCORE WIRE CORPORATION) | Long | Equity-common | US | $3M | 10K | 0.34 |
| ENERSYS COMMON STOCK | Long | Equity-common | US | $608K | 6K | 0.07 |
| ENOVA INTERNATIONAL INC COMMON STOCK (ENOVA INTERNATIONAL, INC.) | Long | Equity-common | US | $573K | 9K | 0.07 |
| ENOVIS CORP COMMON STOCK (ENOVIS CORPORATION) | Long | Equity-common | US | $2M | 37K | 0.20 |
| ENSIGN GROUP INC/THE COMMON STOCK (THE ENSIGN GROUP, INC.) | Long | Equity-common | US | $604K | 5K | 0.07 |
| ENSTAR GROUP LTD COMMON STOCK (ENSTAR GROUP LIMITED) | Long | Equity-common | US | $96K | 314 | 0.01 |
| ENTEGRIS INC COMMON STOCK (ENTEGRIS, INC.) | Long | Equity-common | US | $2M | 15K | 0.24 |
| EPAM SYSTEMS INC COMMON STOCK (EPAM SYSTEMS, INC.) | Long | Equity-common | US | $552K | 3K | 0.07 |
| EQUITY COMMONWEALTH REIT | Long | Equity-common | US | $791K | 41K | 0.09 |
| ESAB CORP COMMON STOCK (ESAB CORPORATION) | Long | Equity-common | US | $2M | 19K | 0.22 |
| ESSENT GROUP LTD COMMON STOCK | Long | Equity-common | US | $970K | 17K | 0.12 |
| ESTABLISHMENT LABS HOLDINGS COMMON STOCK (Establishment Labs Holdings, Inc.) | Long | Equity-common | US | $280K | 6K | 0.03 |
| ETSY INC COMMON STOCK (ETSY, INC.) | Long | Equity-common | US | $384K | 7K | 0.05 |
| EURONET WORLDWIDE INC COMMON STOCK (EURONET WORLDWIDE, INC.) | Long | Equity-common | US | $4M | 41K | 0.50 |
| EVEREST GROUP LTD COMMON STOCK (Everest Group, Ltd.) | Long | Equity-common | US | $2M | 6K | 0.27 |
| EVERTEC INC COMMON STOCK (Evertec, Inc.) | Long | Equity-common | US | $2M | 54K | 0.21 |
| EXLSERVICE HOLDINGS INC COMMON STOCK (EXLSERVICE HOLDINGS, INC.) | Long | Equity-common | US | $5M | 174K | 0.65 |
| EXPONENT INC COMMON STOCK (EXPONENT, INC.) | Long | Equity-common | US | $4M | 45K | 0.51 |
| EXXON MOBIL CORP COMMON STOCK (EXXON MOBIL CORPORATION) | Long | Equity-common | US | $636K | 6K | 0.08 |
| FABRINET COMMON STOCK | Long | Equity-common | US | $2M | 7K | 0.20 |
| FAIR ISAAC CORP COMMON STOCK (FAIR ISAAC CORPORATION) | Long | Equity-common | US | $3M | 2K | 0.40 |
| FEDERAL AGRIC MTG CORP-CL C COMMON STOCK (FEDERAL AGRICULTURAL MORTGAGE CORPORATION) | Long | Equity-common | US | $227K | 1K | 0.03 |
| FEDERAL SIGNAL CORP COMMON STOCK (FEDERAL SIGNAL CORPORATION) | Long | Equity-common | US | $335K | 4K | 0.04 |
| FIDELIS INSURANCE HOLDINGS L COMMON STOCK (FIDELIS INSURANCE HOLDINGS LIMITED) | Long | Equity-common | US | $207K | 13K | 0.02 |
| FINANCIAL INSTITUTIONS INC COMMON STOCK (FINANCIAL INSTITUTIONS, INC.) | Long | Equity-common | US | $2M | 81K | 0.19 |
| FIRST AMERICAN FINANCIAL COMMON STOCK (FIRST AMERICAN FINANCIAL CORPORATION) | Long | Equity-common | US | $173K | 3K | 0.02 |
| FIRST CITIZENS BCSHS -CL A COMMON STOCK (FIRST CITIZENS BANCSHARES, INC.) | Long | Equity-common | US | $1M | 775 | 0.15 |
| FIRST COMMONWEALTH FINL CORP COMMON STOCK (FIRST COMMONWEALTH FINANCIAL CORPORATION) | Long | Equity-common | US | $4M | 317K | 0.52 |
| FIRST COMMUNITY BANKSHARES COMMON STOCK (First Community Bankshares, Inc.) | Long | Equity-common | US | $2M | 66K | 0.29 |
| FIRST INTERNET BANCORP COMMON STOCK | Long | Equity-common | US | $1M | 40K | 0.13 |
| FIRST INTERSTATE BANCSYS-A COMMON STOCK (FIRST INTERSTATE BANCSYSTEM, INC.) | Long | Equity-common | US | $1M | 51K | 0.17 |
| FIRST MERCHANTS CORP COMMON STOCK (FIRST MERCHANTS CORPORATION) | Long | Equity-common | US | $1M | 44K | 0.17 |
| FIRSTCASH HOLDINGS INC COMMON STOCK (FIRSTCASH HOLDINGS, INC.) | Long | Equity-common | US | $1M | 11K | 0.14 |
| FLOWERS FOODS INC COMMON STOCK (FLOWERS FOODS, INC.) | Long | Equity-common | US | $528K | 24K | 0.06 |
| FMC CORP COMMON STOCK (FMC CORPORATION) | Long | Equity-common | US | $5M | 96K | 0.65 |
| FNB CORP COMMON STOCK (F.N.B. CORPORATION) | Long | Equity-common | US | $7M | 495K | 0.80 |
| FORESTAR GROUP INC COMMON STOCK (FORESTAR GROUP INC.) | Long | Equity-common | US | $347K | 11K | 0.04 |
| FORTITUDE GOLD CORP COMMON STOCK | Long | Equity-common | US | $177K | 41K | 0.02 |
| FOSTER (LB) CO-A COMMON STOCK (L. B. FOSTER COMPANY) | Long | Equity-common | US | $792K | 37K | 0.09 |
| FRANKLIN COVEY CO COMMON STOCK (FRANKLIN COVEY CO.) | Long | Equity-common | US | $25K | 648 | 0.00 |
| FRESH DEL MONTE PRODUCE INC COMMON STOCK (FRESH DEL MONTE PRODUCE INC.) | Long | Equity-common | US | $488K | 22K | 0.06 |
| FRESHPET INC COMMON STOCK (FRESHPET, INC.) | Long | Equity-common | US | $887K | 7K | 0.11 |
| FRP HOLDINGS INC COMMON STOCK (FRP HOLDINGS, INC.) | Long | Equity-common | US | $261K | 9K | 0.03 |
| FTI CONSULTING INC COMMON STOCK (FTI CONSULTING, INC.) | Long | Equity-common | US | $1M | 6K | 0.16 |
| G-III APPAREL GROUP LTD COMMON STOCK (G-III APPAREL GROUP, LTD.) | Long | Equity-common | US | $273K | 10K | 0.03 |
| GAMING AND LEISURE PROPERTIE REIT (Gaming and Leisure Properties, Inc.) | Long | Equity-common | US | $6M | 127K | 0.68 |
| GARTNER INC COMMON STOCK (GARTNER, INC.) | Long | Equity-common | US | $682K | 2K | 0.08 |
| GCM GROSVENOR INC - CLASS A COMMON STOCK (GCM GROSVENOR INC.) | Long | Equity-common | US | $2M | 163K | 0.19 |
| GIBRALTAR INDUSTRIES INC COMMON STOCK (GIBRALTAR INDUSTRIES, INC.) | Long | Equity-common | US | $584K | 9K | 0.07 |
| GLADSTONE COMMERCIAL CORP REIT (GLADSTONE COMMERCIAL CORPORATION) | Long | Equity-common | US | $355K | 25K | 0.04 |
| GLOBAL PAYMENTS INC COMMON STOCK (GLOBAL PAYMENTS INC.) | Long | Equity-common | US | $98K | 1K | 0.01 |
| GLOBUS MEDICAL INC - A COMMON STOCK (GLOBUS MEDICAL, INC.) | Long | Equity-common | US | $1M | 15K | 0.12 |
| GODADDY INC - CLASS A COMMON STOCK (GODADDY INC.) | Long | Equity-common | US | $2M | 14K | 0.24 |
| GOLAR LNG LTD COMMON STOCK (GOLAR LNG LIMITED) | Long | Equity-common | US | $162K | 5K | 0.02 |
| GOODRX HOLDINGS INC-CLASS A COMMON STOCK (GOODRX HOLDINGS, INC.) | Long | Equity-common | US | $171K | 22K | 0.02 |
| GOODYEAR TIRE & RUBBER CO COMMON STOCK (THE GOODYEAR TIRE & RUBBER COMPANY) | Long | Equity-common | US | $190K | 17K | 0.02 |
| GORMAN-RUPP CO COMMON STOCK (THE GORMAN- RUPP COMPANY) | Long | Equity-common | US | $485K | 13K | 0.06 |
| GREAT SOUTHERN BANCORP INC COMMON STOCK (GREAT SOUTHERN BANCORP, INC.) | Long | Equity-common | US | $670K | 12K | 0.08 |
| GRIFFON CORP COMMON STOCK (GRIFFON CORPORATION) | Long | Equity-common | US | $2M | 27K | 0.21 |
| GROUP 1 AUTOMOTIVE INC COMMON STOCK (GROUP 1 AUTOMOTIVE, INC.) | Long | Equity-common | US | $1M | 4K | 0.16 |
| GULFPORT ENERGY CORP COMMON STOCK (GULFPORT ENERGY CORPORATION) | Long | Equity-common | US | $2M | 10K | 0.18 |
| GXO LOGISTICS INC COMMON STOCK (GXO LOGISTICS, INC.) | Long | Equity-common | US | $2M | 41K | 0.25 |
| H&E EQUIPMENT SERVICES INC COMMON STOCK (H&E EQUIPMENT SERVICES, INC.) | Long | Equity-common | US | $679K | 15K | 0.08 |
| HACKETT GROUP INC/THE COMMON STOCK (THE HACKETT GROUP, INC.) | Long | Equity-common | US | $809K | 37K | 0.10 |
| HAEMONETICS CORP/MASS COMMON STOCK (HAEMONETICS CORPORATION) | Long | Equity-common | US | $730K | 9K | 0.09 |
| HAMILTON LANE INC-CLASS A COMMON STOCK | Long | Equity-common | US | $1M | 9K | 0.13 |
| HANOVER INSURANCE GROUP INC/ COMMON STOCK (THE HANOVER INSURANCE GROUP, INC.) | Long | Equity-common | US | $3M | 26K | 0.38 |
| HARMONY BIOSCIENCES HOLDINGS COMMON STOCK (HARMONY BIOSCIENCES HOLDINGS, INC.) | Long | Equity-common | US | $300K | 10K | 0.04 |
| HAVERTY FURNITURE COMMON STOCK (HAVERTY FURNITURE COMPANIES, INC.) | Long | Equity-common | US | $451K | 18K | 0.05 |
| HAWKINS INC COMMON STOCK (Hawkins, Inc.) | Long | Equity-common | US | $1M | 12K | 0.13 |
| HEALTHEQUITY INC COMMON STOCK (HEALTHEQUITY, INC.) | Long | Equity-common | US | $1M | 15K | 0.15 |
| HEALTHSTREAM INC COMMON STOCK (HEALTHSTREAM, INC.) | Long | Equity-common | US | $2M | 69K | 0.23 |
| HELEN OF TROY LTD COMMON STOCK (HELEN OF TROY LIMITED) | Long | Equity-common | US | $791K | 9K | 0.09 |
| HELMERICH & PAYNE COMMON STOCK (HELMERICH & PAYNE, INC.) | Long | Equity-common | US | $184K | 5K | 0.02 |
| HERITAGE INSURANCE HOLDINGS COMMON STOCK (HERITAGE INSURANCE HOLDINGS, INC.) | Long | Equity-common | US | $276K | 39K | 0.03 |
| HF SINCLAIR CORP COMMON STOCK (HF SINCLAIR CORPORATION) | Long | Equity-common | US | $2M | 40K | 0.25 |
| HIBBETT INC COMMON STOCK (HIBBETT, INC.) | Long | Equity-common | US | $1M | 12K | 0.13 |
| HIGHWOODS PROPERTIES INC REIT (HIGHWOODS PROPERTIES, INC.) | Long | Equity-common | US | $6M | 213K | 0.66 |
| HILLENBRAND INC COMMON STOCK (HILLENBRAND, INC.) | Long | Equity-common | US | $78K | 2K | 0.01 |
| HIMS & HERS HEALTH INC COMMON STOCK | Long | Equity-common | US | $2M | 104K | 0.25 |
| HOMETRUST BANCSHARES INC COMMON STOCK (HOMETRUST BANCSHARES, INC.) | Long | Equity-common | US | $149K | 5K | 0.02 |
| HONEST CO INC/THE COMMON STOCK (Honest Company Inc) | Long | Equity-common | US | $622K | 213K | 0.07 |
| HORACE MANN EDUCATORS COMMON STOCK (HORACE MANN EDUCATORS CORPORATION) | Long | Equity-common | US | $2M | 67K | 0.26 |
| HOWARD HUGHES HOLDINGS INC COMMON STOCK (HOWARD HUGHES HOLDINGS INC.) | Long | Equity-common | US | $622K | 10K | 0.07 |
| HUB GROUP INC-CL A COMMON STOCK (HUB GROUP, INC.) | Long | Equity-common | US | $1M | 23K | 0.12 |
| HUNTINGTON INGALLS INDUSTRIE COMMON STOCK (HUNTINGTON INGALLS INDUSTRIES, INC.) | Long | Equity-common | US | $304K | 1K | 0.04 |
| HURON CONSULTING GROUP INC COMMON STOCK (HURON CONSULTING GROUP INC.) | Long | Equity-common | US | $145K | 1K | 0.02 |
| HYSTER-YALE INC COMMON STOCK (HYSTER-YALE, INC.) | Long | Equity-common | US | $734K | 11K | 0.09 |
| I3 VERTICALS INC-CLASS A COMMON STOCK (I3 VERTICALS, INC.) | Long | Equity-common | US | $1M | 65K | 0.17 |
| IAC INC COMMON STOCK (IAC INC.) | Long | Equity-common | US | $145K | 3K | 0.02 |
| ICHOR HOLDINGS LTD COMMON STOCK (ICHOR HOLDINGS, LTD.) | Long | Equity-common | US | $401K | 10K | 0.05 |
| ICON PLC COMMON STOCK (ICON PUBLIC LIMITED COMPANY) | Long | Equity-common | US | $2M | 5K | 0.19 |
| ICU MEDICAL INC COMMON STOCK (ICU MEDICAL, INC.) | Long | Equity-common | US | $673K | 6K | 0.08 |
| IDACORP INC COMMON STOCK (IDACORP, INC.) | Long | Equity-common | US | $1M | 11K | 0.12 |
| IDEX CORP COMMON STOCK (IDEX CORPORATION) | Long | Equity-common | US | $805K | 4K | 0.10 |
| IDEXX LABORATORIES INC COMMON STOCK (IDEXX LABORATORIES, INC.) | Long | Equity-common | US | $223K | 458 | 0.03 |
| INCYTE CORP COMMON STOCK (INCYTE CORPORATION) | Long | Equity-common | US | $200K | 3K | 0.02 |
| INDEPENDENCE REALTY TRUST IN REIT (INDEPENDENCE REALTY TRUST, INC) | Long | Equity-common | US | $1M | 68K | 0.15 |
| INDEPENDENT BANK CORP - MICH COMMON STOCK (INDEPENDENT BANK CORPORATION) | Long | Equity-common | US | $347K | 13K | 0.04 |
| INGEVITY CORP COMMON STOCK (INGEVITY CORPORATION) | Long | Equity-common | US | $2M | 37K | 0.19 |
| INGLES MARKETS INC-CLASS A COMMON STOCK (Ingles Markets, Incorporated) | Long | Equity-common | US | $454K | 7K | 0.05 |
| INGREDION INC COMMON STOCK (INGREDION INCORPORATED) | Long | Equity-common | US | $2M | 15K | 0.20 |
| INMODE LTD COMMON STOCK | Long | Equity-common | US | $4M | 196K | 0.42 |
| INSIGHT ENTERPRISES INC COMMON STOCK (INSIGHT ENTERPRISES, INC.) | Long | Equity-common | US | $4M | 22K | 0.51 |
| INSMED INC COMMON STOCK (INSMED INCORPORATED) | Long | Equity-common | US | $1M | 19K | 0.15 |
| INSTALLED BUILDING PRODUCTS COMMON STOCK (INSTALLED BUILDING PRODUCTS, INC.) | Long | Equity-common | US | $175K | 849 | 0.02 |
| INTAPP INC COMMON STOCK (INTAPP, INC.) | Long | Equity-common | US | $494K | 13K | 0.06 |
| INTEGRA LIFESCIENCES HOLDING COMMON STOCK (INTEGRA LIFESCIENCES HOLDINGS CORPORATION) | Long | Equity-common | US | $2M | 85K | 0.29 |
| INTERNATIONAL SEAWAYS INC COMMON STOCK (INTERNATIONAL SEAWAYS, INC.) | Long | Equity-common | US | $1M | 20K | 0.14 |
| INTERPUBLIC GROUP OF COS INC COMMON STOCK (THE INTERPUBLIC GROUP OF COMPANIES, INC.) | Long | Equity-common | US | $720K | 25K | 0.09 |
| INTRA-CELLULAR THERAPIES INC COMMON STOCK | Long | Equity-common | US | $441K | 6K | 0.05 |
| INVITATION HOMES INC REIT (INVITATION HOMES INC.) | Long | Equity-common | US | $849K | 24K | 0.10 |
| IONIS PHARMACEUTICALS INC COMMON STOCK (IONIS PHARMACEUTICALS, INC.) | Long | Equity-common | US | $288K | 6K | 0.03 |
| IOVANCE BIOTHERAPEUTICS INC COMMON STOCK | Long | Equity-common | US | $180K | 22K | 0.02 |
| IRADIMED CORP COMMON STOCK | Long | Equity-common | US | $282K | 6K | 0.03 |
| ITERIS INC COMMON STOCK (ITERIS, INC.) | Long | Equity-common | US | $782K | 181K | 0.09 |
| ITRON INC COMMON STOCK (ITRON, INC.) | Long | Equity-common | US | $998K | 10K | 0.12 |
| J & J SNACK FOODS CORP COMMON STOCK (J & J SNACK FOODS CORP.) | Long | Equity-common | US | $1M | 7K | 0.14 |
| JACKSON FINANCIAL INC-A COMMON STOCK (JACKSON FINANCIAL INC.) | Long | Equity-common | US | $13M | 171K | 1.51 |
| JAZZ PHARMACEUTICALS PLC COMMON STOCK (JAZZ PHARMACEUTICALS PUBLIC LIMITED COMPANY) | Long | Equity-common | US | $534K | 5K | 0.06 |
| JOHN B. SANFILIPPO & SON INC COMMON STOCK (JOHN B. SANFILIPPO & SON, INC.) | Long | Equity-common | US | $521K | 5K | 0.06 |
| KADANT INC COMMON STOCK (KADANT INC.) | Long | Equity-common | US | $2M | 7K | 0.25 |
| KB HOME COMMON STOCK | Long | Equity-common | US | $2M | 23K | 0.19 |
| KENNAMETAL INC COMMON STOCK (KENNAMETAL INC.) | Long | Equity-common | US | $1M | 60K | 0.17 |
| KEYCORP COMMON STOCK | Long | Equity-common | US | $2M | 127K | 0.21 |
| KEYSIGHT TECHNOLOGIES IN COMMON STOCK (KEYSIGHT TECHNOLOGIES, INC.) | Long | Equity-common | US | $1M | 8K | 0.12 |
| KFORCE INC COMMON STOCK (KFORCE INC.) | Long | Equity-common | US | $625K | 10K | 0.07 |
| KINIKSA PHARMACEUTICALS-A COMMON STOCK (Kiniksa Pharmaceuticals Ltd) | Long | Equity-common | US | $579K | 31K | 0.07 |
| KINSALE CAPITAL GROUP INC COMMON STOCK (KINSALE CAPITAL GROUP, INC.) | Long | Equity-common | US | $3M | 9K | 0.39 |
| KOPPERS HOLDINGS INC COMMON STOCK (Koppers Holdings Inc.) | Long | Equity-common | US | $381K | 10K | 0.05 |
| KROGER CO COMMON STOCK (THE KROGER CO.) | Long | Equity-common | US | $307K | 6K | 0.04 |
| KYNDRYL HOLDINGS INC COMMON STOCK (KYNDRYL HOLDINGS, INC.) | Long | Equity-common | US | $1M | 53K | 0.17 |
| L3HARRIS TECHNOLOGIES INC COMMON STOCK (L3HARRIS TECHNOLOGIES, INC.) | Long | Equity-common | US | $457K | 2K | 0.05 |
| LANDSTAR SYSTEM INC COMMON STOCK (LANDSTAR SYSTEM, INC.) | Long | Equity-common | US | $2M | 9K | 0.19 |
| LATTICE SEMICONDUCTOR CORP COMMON STOCK (LATTICE SEMICONDUCTOR CORPORATION) | Long | Equity-common | US | $843K | 15K | 0.10 |
| LCI INDUSTRIES COMMON STOCK | Long | Equity-common | US | $828K | 8K | 0.10 |
| LEGALZOOMCOM INC COMMON STOCK (LEGALZOOM.COM, INC.) | Long | Equity-common | US | $859K | 102K | 0.10 |
| LEMAITRE VASCULAR INC COMMON STOCK (LEMAITRE VASCULAR, INC.) | Long | Equity-common | US | $2M | 22K | 0.21 |
| LIFETIME BRANDS INC COMMON STOCK (LIFETIME BRANDS, INC.) | Long | Equity-common | US | $212K | 25K | 0.03 |
| LIFEWAY FOODS INC COMMON STOCK (LIFEWAY FOODS, INC.) | Long | Equity-common | US | $826K | 65K | 0.10 |
| LIGAND PHARMACEUTICALS COMMON STOCK (LIGAND PHARMACEUTICALS INCORPORATED) | Long | Equity-common | US | $1M | 17K | 0.17 |
| LIMBACH HOLDINGS INC COMMON STOCK (LIMBACH HOLDINGS, INC.) | Long | Equity-common | US | $251K | 4K | 0.03 |
| LINCOLN NATIONAL CORP COMMON STOCK (LINCOLN NATIONAL CORPORATION) | Long | Equity-common | US | $11M | 343K | 1.26 |
| LIONS GATE ENTERTAINMENT-A COMMON STOCK (Lions Gate Entertainment Corp.) | Long | Equity-common | US | $168K | 18K | 0.02 |
| LITHIA MOTORS INC COMMON STOCK (LITHIA MOTORS, INC.) | Long | Equity-common | US | $2M | 8K | 0.23 |
| LIVANOVA PLC COMMON STOCK | Long | Equity-common | US | $1M | 19K | 0.12 |
| LIVERAMP HOLDINGS INC COMMON STOCK (LIVERAMP HOLDINGS, INC.) | Long | Equity-common | US | $1M | 43K | 0.16 |
| LKQ CORP COMMON STOCK (LKQ CORPORATION) | Long | Equity-common | US | $2M | 42K | 0.21 |
| LSI INDUSTRIES INC COMMON STOCK (LSI INDUSTRIES INC.) | Long | Equity-common | US | $589K | 41K | 0.07 |
| LUXFER HOLDINGS PLC COMMON STOCK | Long | Equity-common | US | $269K | 23K | 0.03 |
| MACOM TECHNOLOGY SOLUTIONS H COMMON STOCK (MACOM TECHNOLOGY SOLUTIONS HOLDINGS, INC.) | Long | Equity-common | US | $616K | 6K | 0.07 |
| MANHATTAN ASSOCIATES INC COMMON STOCK (MANHATTAN ASSOCIATES, INC.) | Long | Equity-common | US | $3M | 10K | 0.30 |
| MARATHON PETROLEUM CORP COMMON STOCK (MARATHON PETROLEUM CORPORATION) | Long | Equity-common | US | $1M | 7K | 0.15 |
| MARKETAXESS HOLDINGS INC COMMON STOCK (MARKETAXESS HOLDINGS INC.) | Long | Equity-common | US | $799K | 4K | 0.09 |
| MARTEN TRANSPORT LTD COMMON STOCK (MARTEN TRANSPORT, LTD.) | Long | Equity-common | US | $412K | 22K | 0.05 |
| MASIMO CORP COMMON STOCK (MASIMO CORPORATION) | Long | Equity-common | US | $487K | 4K | 0.06 |
| MASTERBRAND INC COMMON STOCK (MASTERBRAND, INC.) | Long | Equity-common | US | $176K | 12K | 0.02 |
| MATCH GROUP INC COMMON STOCK (MATCH GROUP, INC.) | Long | Equity-common | US | $44K | 1K | 0.01 |
| MATERION CORP COMMON STOCK (MATERION CORPORATION) | Long | Equity-common | US | $1M | 9K | 0.12 |
| MEDIAALPHA INC-CLASS A COMMON STOCK | Long | Equity-common | US | $736K | 56K | 0.09 |
| MEDPACE HOLDINGS INC COMMON STOCK (MEDPACE HOLDINGS, INC.) | Long | Equity-common | US | $4M | 9K | 0.46 |
| MERCHANTS BANCORP/IN COMMON STOCK | Long | Equity-common | US | $2M | 59K | 0.29 |
| MERCURY GENERAL CORP COMMON STOCK (MERCURY GENERAL CORPORATION) | Long | Equity-common | US | $442K | 8K | 0.05 |
| MERIT MEDICAL SYSTEMS INC COMMON STOCK (MERIT MEDICAL SYSTEMS, INC.) | Long | Equity-common | US | $1M | 17K | 0.17 |
| METTLER-TOLEDO INTERNATIONAL COMMON STOCK (METTLER-TOLEDO INTERNATIONAL INC.) | Long | Equity-common | US | $574K | 411 | 0.07 |
| MGE ENERGY INC COMMON STOCK (MGE ENERGY, INC.) | Long | Equity-common | US | $398K | 5K | 0.05 |
| MIDDLESEX WATER CO COMMON STOCK (MIDDLESEX WATER COMPANY) | Long | Equity-common | US | $444K | 9K | 0.05 |
| MIDWESTONE FINANCIAL GROUP I COMMON STOCK (MIDWESTONE FINANCIAL GROUP, INC.) | Long | Equity-common | US | $679K | 30K | 0.08 |
| MILLER INDUSTRIES INC/TENN COMMON STOCK (MILLER INDUSTRIES, INC.) | Long | Equity-common | US | $2M | 36K | 0.24 |
| MODINE MANUFACTURING CO COMMON STOCK (MODINE MANUFACTURING COMPANY) | Long | Equity-common | US | $7M | 67K | 0.80 |
| MONEYLION INC COMMON STOCK | Long | Equity-common | US | $2M | 24K | 0.21 |
| MONOLITHIC POWER SYSTEMS INC COMMON STOCK (MONOLITHIC POWER SYSTEMS, INC.) | Long | Equity-common | US | $5M | 6K | 0.54 |
| MR COOPER GROUP INC COMMON STOCK (MR. COOPER GROUP INC.) | Long | Equity-common | US | $2M | 20K | 0.19 |
| MSA SAFETY INC COMMON STOCK (MSA Safety Incorporated) | Long | Equity-common | US | $2M | 11K | 0.24 |
| MUELLER INDUSTRIES INC COMMON STOCK (MUELLER INDUSTRIES, INC.) | Long | Equity-common | US | $2M | 35K | 0.24 |
| MURPHY USA INC COMMON STOCK (MURPHY USA INC.) | Long | Equity-common | US | $2M | 5K | 0.29 |
| MYR GROUP INC/DELAWARE COMMON STOCK (MYR GROUP INC.) | Long | Equity-common | US | $2M | 15K | 0.23 |
| NATIONAL HEALTHCARE CORP COMMON STOCK (NATIONAL HEALTHCARE CORPORATION) | Long | Equity-common | US | $530K | 5K | 0.06 |
| NATIONAL PRESTO INDS INC COMMON STOCK (NATIONAL PRESTO INDUSTRIES, INC.) | Long | Equity-common | US | $539K | 7K | 0.06 |
| NATURAL GAS SERVICES GROUP COMMON STOCK (NATURAL GAS SERVICES GROUP, INC.) | Long | Equity-common | US | $674K | 33K | 0.08 |
| NATURES SUNSHINE PRODS INC COMMON STOCK (NATURE'S SUNSHINE PRODUCTS, INC.) | Long | Equity-common | US | $396K | 26K | 0.05 |
| NEOGENOMICS INC COMMON STOCK (NEOGENOMICS, INC.) | Long | Equity-common | US | $96K | 7K | 0.01 |
| NEUROCRINE BIOSCIENCES INC COMMON STOCK (NEUROCRINE BIOSCIENCES, INC.) | Long | Equity-common | US | $2M | 12K | 0.19 |
| NEWMARK GROUP INC-CLASS A COMMON STOCK (NEWMARK GROUP, INC.) | Long | Equity-common | US | $2M | 243K | 0.30 |
| NEWMARKET CORP COMMON STOCK (NewMarket Corporation) | Long | Equity-common | US | $534K | 1K | 0.06 |
| Nexstar Media Group Inc COMMON STOCK (NEXSTAR MEDIA GROUP, INC.) | Long | Equity-common | US | $2M | 12K | 0.23 |
| NEXTRACKER INC-CL A COMMON STOCK | Long | Equity-common | US | $916K | 20K | 0.11 |
| NMI HOLDINGS INC COMMON STOCK (NMI HOLDINGS, INC.) | Long | Equity-common | US | $546K | 16K | 0.06 |
| NOVANTA INC COMMON STOCK (NOVANTA INC.) | Long | Equity-common | US | $2M | 12K | 0.24 |
| OFG BANCORP COMMON STOCK | Long | Equity-common | US | $5M | 133K | 0.59 |
| OLD DOMINION FREIGHT LINE COMMON STOCK (OLD DOMINION FREIGHT LINE, INC.) | Long | Equity-common | US | $2M | 11K | 0.23 |
| OLD NATIONAL BANCORP COMMON STOCK | Long | Equity-common | US | $4M | 233K | 0.47 |
| OLLIE'S BARGAIN OUTLET HOLDI COMMON STOCK (OLLIE'S BARGAIN OUTLET HOLDINGS, INC.) | Long | Equity-common | US | $2M | 19K | 0.23 |
| OMNIAB INC COMMON STOCK | Long | Equity-common | US | $253K | 67K | 0.03 |
| ON SEMICONDUCTOR COMMON STOCK (ON SEMICONDUCTOR CORPORATION) | Long | Equity-common | US | $2M | 28K | 0.23 |
| ONE LIBERTY PROPERTIES INC REIT (ONE LIBERTY PROPERTIES, INC.) | Long | Equity-common | US | $478K | 20K | 0.06 |
| OPEN TEXT CORP COMMON STOCK (Open Text Corporation) | Long | Equity-common | US | $841K | 28K | 0.10 |
| OPENLANE INC COMMON STOCK (OPENLANE, INC.) | Long | Equity-common | US | $2M | 119K | 0.23 |
| OPTION CARE HEALTH INC COMMON STOCK (OPTION CARE HEALTH, INC.) | Long | Equity-common | US | $1M | 40K | 0.13 |
| ORASURE TECHNOLOGIES INC COMMON STOCK (ORASURE TECHNOLOGIES, INC.) | Long | Equity-common | US | $670K | 157K | 0.08 |
| ORION OFFICE REIT INC REIT (ORION OFFICE REIT INC.) | Long | Equity-common | US | $463K | 129K | 0.05 |
| OSCAR HEALTH INC - CLASS A COMMON STOCK (OSCAR HEALTH, INC.) | Long | Equity-common | US | $1M | 82K | 0.15 |
| OSI SYSTEMS INC COMMON STOCK (OSI SYSTEMS, INC.) | Long | Equity-common | US | $444K | 3K | 0.05 |
| OTTER TAIL CORP COMMON STOCK (Otter Tail Corporation) | Long | Equity-common | US | $2M | 19K | 0.20 |
| OWENS & MINOR INC COMMON STOCK (Owens & Minor, Inc.) | Long | Equity-common | US | $222K | 16K | 0.03 |
| PACIFIC PREMIER BANCORP INC COMMON STOCK (PACIFIC PREMIER BANCORP, INC.) | Long | Equity-common | US | $2M | 95K | 0.26 |
| PACKAGING CORP OF AMERICA COMMON STOCK (PACKAGING CORPORATION OF AMERICA) | Long | Equity-common | US | $475K | 3K | 0.06 |
| PAGSEGURO DIGITAL LTD-CL A COMMON STOCK (PAGSEGURO DIGITAL LTD.) | Long | Equity-common | US | $2M | 142K | 0.20 |
| PALO ALTO NETWORKS INC COMMON STOCK (PALO ALTO NETWORKS, INC.) | Long | Equity-common | US | $799K | 2K | 0.09 |
| PALOMAR HOLDINGS INC COMMON STOCK (PALOMAR HOLDINGS, INC.) | Long | Equity-common | US | $206K | 3K | 0.02 |
| PAR PACIFIC HOLDINGS INC COMMON STOCK (PAR PACIFIC HOLDINGS, INC.) | Long | Equity-common | US | $533K | 21K | 0.06 |
| PARK AEROSPACE CORP COMMON STOCK (PARK AEROSPACE CORP.) | Long | Equity-common | US | $1M | 81K | 0.13 |
| PARSONS CORP COMMON STOCK (PARSONS CORPORATION) | Long | Equity-common | US | $411K | 5K | 0.05 |
| PAYMENTUS HOLDINGS INC-A COMMON STOCK | Long | Equity-common | US | $1M | 76K | 0.17 |
| PBF ENERGY INC-CLASS A COMMON STOCK (PBF ENERGY INC.) | Long | Equity-common | US | $1M | 26K | 0.14 |
| PENNANT GROUP INC/THE COMMON STOCK (THE PENNANT GROUP, INC.) | Long | Equity-common | US | $2M | 81K | 0.22 |
| PENUMBRA INC COMMON STOCK (PENUMBRA, INC.) | Long | Equity-common | US | $257K | 1K | 0.03 |
| PERFICIENT INC COMMON STOCK (PERFICIENT, INC.) | Long | Equity-common | US | $935K | 13K | 0.11 |
| PETIQ INC COMMON STOCK (PETIQ, INC.) | Long | Equity-common | US | $919K | 42K | 0.11 |
| PHIBRO ANIMAL HEALTH CORP-A COMMON STOCK (PHIBRO ANIMAL HEALTH CORPORATION) | Long | Equity-common | US | $1M | 67K | 0.13 |
| PHOTRONICS INC COMMON STOCK (PHOTRONICS, INC.) | Long | Equity-common | US | $8M | 323K | 0.95 |
| PILGRIM'S PRIDE CORP COMMON STOCK (PILGRIM'S PRIDE CORPORATION) | Long | Equity-common | US | $11M | 279K | 1.27 |
| PIPER SANDLER COS COMMON STOCK (PIPER SANDLER COMPANIES) | Long | Equity-common | US | $1M | 5K | 0.14 |
| PJT PARTNERS INC - A COMMON STOCK (PJT PARTNERS INC.) | Long | Equity-common | US | $2M | 14K | 0.18 |
| PLAYAGS INC COMMON STOCK (PLAYAGS, INC.) | Long | Equity-common | US | $835K | 73K | 0.10 |
| PLEXUS CORP COMMON STOCK (PLEXUS CORP.) | Long | Equity-common | US | $578K | 6K | 0.07 |
| POOL CORP COMMON STOCK (POOL CORPORATION) | Long | Equity-common | US | $4M | 14K | 0.50 |
| POPULAR INC COMMON STOCK (Popular, Inc.) | Long | Equity-common | US | $996K | 11K | 0.12 |
| PORTLAND GENERAL ELECTRIC CO COMMON STOCK (PORTLAND GENERAL ELECTRIC COMPANY) | Long | Equity-common | US | $2M | 43K | 0.22 |
| POWELL INDUSTRIES INC COMMON STOCK (POWELL INDUSTRIES, INC.) | Long | Equity-common | US | $2M | 11K | 0.19 |
| PREFERRED BANK/LOS ANGELES COMMON STOCK | Long | Equity-common | US | $986K | 13K | 0.12 |
| PRESTIGE CONSUMER HEALTHCARE COMMON STOCK (PRESTIGE CONSUMER HEALTHCARE INC.) | Long | Equity-common | US | $2M | 31K | 0.25 |
| PRICESMART INC COMMON STOCK (PRICESMART, INC.) | Long | Equity-common | US | $976K | 12K | 0.12 |
| PRIMO WATER CORP COMMON STOCK (Primo Water Corporation) | Long | Equity-common | US | $2M | 87K | 0.22 |
| PRIMORIS SERVICES CORP COMMON STOCK (PRIMORIS SERVICES CORPORATION) | Long | Equity-common | US | $1M | 30K | 0.18 |
| PROG HOLDINGS INC COMMON STOCK (PROG Holdings, Inc) | Long | Equity-common | US | $1M | 33K | 0.13 |
| PROGRESS SOFTWARE CORP COMMON STOCK (PROGRESS SOFTWARE CORPORATION) | Long | Equity-common | US | $314K | 6K | 0.04 |
| PROS HOLDINGS INC COMMON STOCK (PROS HOLDINGS, INC.) | Long | Equity-common | US | $1M | 42K | 0.14 |
| PROTAGONIST THERAPEUTICS INC COMMON STOCK | Long | Equity-common | US | $245K | 7K | 0.03 |
| PROTO LABS INC COMMON STOCK (Proto Labs, Inc.) | Long | Equity-common | US | $2M | 51K | 0.19 |
| PTC INC COMMON STOCK (PTC INC.) | Long | Equity-common | US | $3M | 19K | 0.41 |
| PUMA BIOTECHNOLOGY INC COMMON STOCK (PUMA BIOTECHNOLOGY, INC.) | Long | Equity-common | US | $148K | 45K | 0.02 |
| Q2 HOLDINGS INC COMMON STOCK (Q2 HOLDINGS, INC.) | Long | Equity-common | US | $2M | 27K | 0.20 |
| QUALYS INC COMMON STOCK | Long | Equity-common | US | $2M | 12K | 0.21 |
| QUICKLOGIC CORP COMMON STOCK (QUICKLOGIC CORPORATION) | Long | Equity-common | US | $643K | 62K | 0.08 |
| QUIDELORTHO CORP COMMON STOCK (QUIDELORTHO CORPORATION) | Long | Equity-common | US | $671K | 20K | 0.08 |
| RADWARE LTD COMMON STOCK (RADWARE LTD.) | Long | Equity-common | US | $494K | 27K | 0.06 |
| RAMBUS INC COMMON STOCK (RAMBUS INC.) | Long | Equity-common | US | $751K | 13K | 0.09 |
| RB GLOBAL INC COMMON STOCK | Long | Equity-common | US | $2M | 21K | 0.19 |
| RBC BEARINGS INC COMMON STOCK (RBC BEARINGS INCORPORATED) | Long | Equity-common | US | $3M | 12K | 0.38 |
| REGENCY CENTERS CORP REIT (REGENCY CENTERS CORPORATION) | Long | Equity-common | US | $78K | 1K | 0.01 |
| REINSURANCE GROUP OF AMERICA COMMON STOCK (REINSURANCE GROUP OF AMERICA, INCORPORATED) | Long | Equity-common | US | $2M | 8K | 0.19 |
| RELIANCE INC COMMON STOCK (RELIANCE, INC.) | Long | Equity-common | US | $366K | 1K | 0.04 |
| RENAISSANCERE HOLDINGS LTD COMMON STOCK (RENAISSANCERE HOLDINGS LTD.) | Long | Equity-common | US | $963K | 4K | 0.11 |
| REPLIGEN CORP COMMON STOCK (REPLIGEN CORPORATION) | Long | Equity-common | US | $2M | 16K | 0.25 |
| REPUBLIC BANCORP INC-CLASS A COMMON STOCK (REPUBLIC BANCORP, INC.) | Long | Equity-common | US | $912K | 17K | 0.11 |
| RESIDEO TECHNOLOGIES INC COMMON STOCK (RESIDEO TECHNOLOGIES, INC.) | Long | Equity-common | US | $618K | 32K | 0.07 |
| RESOURCES CONNECTION INC COMMON STOCK (RESOURCES CONNECTION, INC.) | Long | Equity-common | US | $241K | 22K | 0.03 |
| REVVITY INC COMMON STOCK (REVVITY, INC.) | Long | Equity-common | US | $1M | 13K | 0.16 |
| RINGCENTRAL INC-CLASS A COMMON STOCK (RINGCENTRAL, INC.) | Long | Equity-common | US | $22K | 773 | 0.00 |
| ROYAL GOLD INC COMMON STOCK (ROYAL GOLD, INC.) | Long | Equity-common | US | $366K | 3K | 0.04 |
| RUSH ENTERPRISES INC-CL A COMMON STOCK (RUSH ENTERPRISES, INC.) | Long | Equity-common | US | $2M | 58K | 0.29 |
| RXO INC COMMON STOCK (RXO, INC.) | Long | Equity-common | US | $1M | 50K | 0.16 |
| RXSIGHT INC COMMON STOCK | Long | Equity-common | US | $826K | 14K | 0.10 |
| RYAN SPECIALTY HOLDINGS INC COMMON STOCK (RYAN SPECIALTY HOLDINGS, INC.) | Long | Equity-common | US | $3M | 45K | 0.31 |
| RYMAN HOSPITALITY PROPERTIES REIT (RYMAN HOSPITALITY PROPERTIES, INC.) | Long | Equity-common | US | $1M | 11K | 0.13 |
| S&P MID 400 EMINI SEP24 PHYSICAL INDEX FUTURE. | Derivative-equity | US | $2M | – | 0.21 | |
| SAFETY INSURANCE GROUP INC COMMON STOCK (SAFETY INSURANCE GROUP, INC.) | Long | Equity-common | US | $193K | 3K | 0.02 |
| SANMINA CORP COMMON STOCK (SANMINA CORPORATION) | Long | Equity-common | US | $218K | 3K | 0.03 |
| SAPIENS INTERNATIONAL CORP COMMON STOCK (Sapiens International Corporation N.V.) | Long | Equity-common | US | $851K | 25K | 0.10 |
| SAUL CENTERS INC REIT (SAUL CENTERS, INC.) | Long | Equity-common | US | $303K | 8K | 0.04 |
| SCANSOURCE INC COMMON STOCK (SCANSOURCE, INC.) | Long | Equity-common | US | $282K | 6K | 0.03 |
| SCIENCE APPLICATIONS INTE COMMON STOCK (SCIENCE APPLICATIONS INTERNATIONAL CORPORATION) | Long | Equity-common | US | $2M | 14K | 0.19 |
| SEI DAILY INCOME TRUST GOVERNMENT FUND (#36) | Long | Short-term investment vehicle | US | $7M | 7M | 0.78 |
| SELECT MEDICAL HOLDINGS CORP COMMON STOCK (SELECT MEDICAL HOLDINGS CORPORATION) | Long | Equity-common | US | $599K | 17K | 0.07 |
| SELECTIVE INSURANCE GROUP COMMON STOCK (SELECTIVE INSURANCE GROUP, INC.) | Long | Equity-common | US | $2M | 20K | 0.22 |
| SENECA FOODS CORP - CL A COMMON STOCK (SENECA FOODS CORPORATION) | Long | Equity-common | US | $18K | 315 | 0.00 |
| SENSATA TECHNOLOGIES HOLDING COMMON STOCK (SENSATA TECHNOLOGIES HOLDING PLC) | Long | Equity-common | US | $3M | 82K | 0.36 |
| SHAKE SHACK INC - CLASS A COMMON STOCK (SHAKE SHACK INC.) | Long | Equity-common | US | $170K | 2K | 0.02 |
| SHUTTERSTOCK INC COMMON STOCK (SHUTTERSTOCK, INC.) | Long | Equity-common | US | $568K | 15K | 0.07 |
| SIERRA BANCORP COMMON STOCK | Long | Equity-common | US | $226K | 10K | 0.03 |
| SIGNET JEWELERS LTD COMMON STOCK (Signet Jewelers Limited) | Long | Equity-common | US | $678K | 8K | 0.08 |
| SILGAN HOLDINGS INC COMMON STOCK (SILGAN HOLDINGS INC.) | Long | Equity-common | US | $2M | 44K | 0.22 |
| SILICON MOTION TECHNOL-ADR DEPOSITARY RECEIPT (SILICON MOTION TECHNOLOGY CORPORATION) | Long | Equity-common | US | $9M | 116K | 1.12 |
| SIMPSON MANUFACTURING CO INC COMMON STOCK (SIMPSON MANUFACTURING CO., INC.) | Long | Equity-common | US | $1M | 8K | 0.15 |
| SKECHERS USA INC-CL A COMMON STOCK (SKECHERS U.S.A., INC.) | Long | Equity-common | US | $1M | 20K | 0.16 |
| SKYLINE CHAMPION CORP COMMON STOCK (SKYLINE CHAMPION CORPORATION) | Long | Equity-common | US | $359K | 5K | 0.04 |
| SKYWEST INC COMMON STOCK (SKYWEST, INC.) | Long | Equity-common | US | $3M | 37K | 0.36 |
| SLEEP NUMBER CORP COMMON STOCK (SLEEP NUMBER CORPORATION) | Long | Equity-common | US | $144K | 15K | 0.02 |
| SMITH (A.O.) CORP COMMON STOCK (A. O. SMITH CORPORATION) | Long | Equity-common | US | $360K | 4K | 0.04 |
| SOLARWINDS CORP COMMON STOCK | Long | Equity-common | US | $2M | 167K | 0.24 |
| SPECTRUM BRANDS HOLDINGS INC COMMON STOCK (SPECTRUM BRANDS HOLDINGS, INC.) | Long | Equity-common | US | $2M | 23K | 0.23 |
| SPRINKLR INC-A COMMON STOCK | Long | Equity-common | US | $338K | 35K | 0.04 |
| SPROUTS FARMERS MARKET INC COMMON STOCK (SPROUTS FARMERS MARKET, INC.) | Long | Equity-common | US | $2M | 28K | 0.28 |
| SPS COMMERCE INC COMMON STOCK (SPS COMMERCE, INC.) | Long | Equity-common | US | $3M | 17K | 0.37 |
| SQUARESPACE INC - CLASS A COMMON STOCK (SQUARESPACE, INC.) | Long | Equity-common | US | $1M | 31K | 0.16 |
| STANDARD MOTOR PRODS COMMON STOCK (STANDARD MOTOR PRODUCTS, INC.) | Long | Equity-common | US | $246K | 9K | 0.03 |
| STANDEX INTERNATIONAL CORP COMMON STOCK (STANDEX INTERNATIONAL CORPORATION) | Long | Equity-common | US | $941K | 6K | 0.11 |
| STARWOOD PROPERTY TRUST INC REIT (STARWOOD PROPERTY TRUST, INC.) | Long | Equity-common | US | $2M | 105K | 0.24 |
| STEELCASE INC-CL A COMMON STOCK (STEELCASE INC.) | Long | Equity-common | US | $773K | 60K | 0.09 |
| STEPSTONE GROUP INC-CLASS A COMMON STOCK | Long | Equity-common | US | $1M | 31K | 0.17 |
| STERLING INFRASTRUCTURE INC COMMON STOCK (STERLING INFRASTRUCTURE, INC.) | Long | Equity-common | US | $394K | 3K | 0.05 |
| STRATEGIC EDUCATION INC COMMON STOCK (STRATEGIC EDUCATION, INC.) | Long | Equity-common | US | $713K | 6K | 0.08 |
| STRIDE INC COMMON STOCK (STRIDE, INC.) | Long | Equity-common | US | $3M | 39K | 0.32 |
| SUN COMMUNITIES INC REIT (SUN COMMUNITIES, INC.) | Long | Equity-common | US | $168K | 1K | 0.02 |
| SUPER MICRO COMPUTER INC COMMON STOCK (SUPER MICRO COMPUTER, INC.) | Long | Equity-common | US | $2M | 2K | 0.21 |
| SUPERIOR GROUP OF COS INC COMMON STOCK (SUPERIOR GROUP OF COMPANIES, INC.) | Long | Equity-common | US | $683K | 36K | 0.08 |
| SUPERNUS PHARMACEUTICALS INC COMMON STOCK (SUPERNUS PHARMACEUTICALS, INC.) | Long | Equity-common | US | $970K | 36K | 0.12 |
| SURMODICS INC COMMON STOCK (SURMODICS, INC.) | Long | Equity-common | US | $354K | 8K | 0.04 |
| SYLVAMO CORP COMMON STOCK (SYLVAMO CORPORATION) | Long | Equity-common | US | $749K | 11K | 0.09 |
| SYNOPSYS INC COMMON STOCK (SYNOPSYS, INC.) | Long | Equity-common | US | $2M | 3K | 0.19 |
| TAKE-TWO INTERACTIVE SOFTWRE COMMON STOCK (TAKE-TWO INTERACTIVE SOFTWARE, INC.) | Long | Equity-common | US | $533K | 3K | 0.06 |
| TAYLOR MORRISON HOME CORP COMMON STOCK (TAYLOR MORRISON HOME CORPORATION) | Long | Equity-common | US | $3M | 58K | 0.38 |
| TD SYNNEX CORP COMMON STOCK (TD SYNNEX CORPORATION) | Long | Equity-common | US | $969K | 8K | 0.12 |
| TECHNIPFMC PLC COMMON STOCK | Long | Equity-common | US | $2M | 80K | 0.25 |
| TEEKAY CORP COMMON STOCK (TEEKAY CORPORATION) | Long | Equity-common | US | $961K | 107K | 0.11 |
| TEEKAY TANKERS LTD-CLASS A COMMON STOCK (TEEKAY TANKERS LTD.) | Long | Equity-common | US | $1M | 20K | 0.16 |
| TELEDYNE TECHNOLOGIES INC COMMON STOCK (TELEDYNE TECHNOLOGIES INCORPORATED) | Long | Equity-common | US | $2M | 5K | 0.24 |
| TELEFLEX INC COMMON STOCK (TELEFLEX INCORPORATED) | Long | Equity-common | US | $837K | 4K | 0.10 |
| TENABLE HOLDINGS INC COMMON STOCK (TENABLE HOLDINGS, INC.) | Long | Equity-common | US | $1M | 30K | 0.15 |
| TENET HEALTHCARE CORP COMMON STOCK (TENET HEALTHCARE CORPORATION) | Long | Equity-common | US | $813K | 6K | 0.10 |
| TENNANT CO COMMON STOCK (TENNANT COMPANY) | Long | Equity-common | US | $1M | 13K | 0.15 |
| TERADYNE INC COMMON STOCK (TERADYNE, INC.) | Long | Equity-common | US | $2M | 11K | 0.20 |
| TEREX CORP COMMON STOCK (TEREX CORPORATION) | Long | Equity-common | US | $3M | 49K | 0.32 |
| TETRA TECH INC COMMON STOCK (TETRA TECH, INC.) | Long | Equity-common | US | $5M | 23K | 0.57 |
| THERAVANCE BIOPHARMA INC COMMON STOCK (THERAVANCE BIOPHARMA, INC.) | Long | Equity-common | US | $495K | 58K | 0.06 |
| TIDEWATER INC COMMON STOCK (TIDEWATER INC.) | Long | Equity-common | US | $1M | 16K | 0.18 |
| TKO GROUP HOLDINGS INC COMMON STOCK (TKO GROUP HOLDINGS, INC.) | Long | Equity-common | US | $783K | 7K | 0.09 |
| TORO CO COMMON STOCK (THE TORO COMPANY) | Long | Equity-common | US | $262K | 3K | 0.03 |
| TREX COMPANY INC COMMON STOCK (TREX CO INC) | Long | Equity-common | US | $3M | 40K | 0.35 |
| TRI POINTE HOMES INC COMMON STOCK (TRI POINTE HOMES, INC.) | Long | Equity-common | US | $2M | 57K | 0.25 |
| TRUECAR INC COMMON STOCK (TRUECAR, INC.) | Long | Equity-common | US | $1M | 396K | 0.15 |
| TURTLE BEACH CORP COMMON STOCK (TURTLE BEACH CORPORATION) | Long | Equity-common | US | $245K | 17K | 0.03 |
| TUTOR PERINI CORP COMMON STOCK (TUTOR PERINI CORPORATION) | Long | Equity-common | US | $440K | 20K | 0.05 |
| TYLER TECHNOLOGIES INC COMMON STOCK (TYLER TECHNOLOGIES, INC.) | Long | Equity-common | US | $4M | 7K | 0.42 |
| UDEMY INC COMMON STOCK | Long | Equity-common | US | $1M | 137K | 0.14 |
| UFP INDUSTRIES INC COMMON STOCK (UFP INDUSTRIES, INC.) | Long | Equity-common | US | $1M | 9K | 0.12 |
| UFP TECHNOLOGIES INC COMMON STOCK (UFP TECHNOLOGIES, INC.) | Long | Equity-common | US | $2M | 6K | 0.19 |
| UGI CORP COMMON STOCK (UGI CORPORATION) | Long | Equity-common | US | $148K | 6K | 0.02 |
| UNITED FIRE GROUP INC COMMON STOCK (UNITED FIRE GROUP, INC.) | Long | Equity-common | US | $501K | 23K | 0.06 |
| UNITED RENTALS INC COMMON STOCK (UNITED RENTALS, INC.) | Long | Equity-common | US | $2M | 3K | 0.23 |
| UNITED THERAPEUTICS CORP COMMON STOCK (UNITED THERAPEUTICS CORPORATION) | Long | Equity-common | US | $2M | 7K | 0.26 |
| UNITIL CORP COMMON STOCK (UNITIL CORPORATION) | Long | Equity-common | US | $669K | 13K | 0.08 |
| UNIVERSAL CORP/VA COMMON STOCK (UNIVERSAL CORPORATION) | Long | Equity-common | US | $871K | 18K | 0.10 |
| UNIVERSAL HEALTH RLTY INCOME REIT (UNIVERSAL HEALTH REALTY INCOME TRUST) | Long | Equity-common | US | $296K | 8K | 0.04 |
| UNIVERSAL INSURANCE HOLDINGS COMMON STOCK (UNIVERSAL INSURANCE HOLDINGS, INC.) | Long | Equity-common | US | $456K | 24K | 0.05 |
| UNIVERSAL STAINLESS & ALLOY COMMON STOCK (UNIVERSAL STAINLESS & ALLOY PRODUCTS, INC.) | Long | Equity-common | US | $2M | 83K | 0.27 |
| UNIVERSAL TECHNICAL INSTITUT COMMON STOCK (UNIVERSAL TECHNICAL INSTITUTE, INC.) | Long | Equity-common | US | $375K | 24K | 0.04 |
| UPWORK INC COMMON STOCK (UPWORK INC.) | Long | Equity-common | US | $374K | 35K | 0.04 |
| URBAN OUTFITTERS INC COMMON STOCK (URBAN OUTFITTERS, INC.) | Long | Equity-common | US | $7M | 174K | 0.85 |
| US FOODS HOLDING CORP COMMON STOCK (US FOODS HOLDING CORP.) | Long | Equity-common | US | $1M | 26K | 0.16 |
| USANA HEALTH SCIENCES INC COMMON STOCK (USANA HEALTH SCIENCES, INC.) | Long | Equity-common | US | $214K | 5K | 0.03 |
| VAIL RESORTS INC COMMON STOCK (VAIL RESORTS, INC.) | Long | Equity-common | US | $2M | 9K | 0.20 |
| VAREX IMAGING CORP COMMON STOCK (VAREX IMAGING CORPORATION) | Long | Equity-common | US | $336K | 23K | 0.04 |
| VENTAS INC REIT (VENTAS, INC.) | Long | Equity-common | US | $381K | 7K | 0.05 |
| VERA BRADLEY INC COMMON STOCK (VERA BRADLEY, INC.) | Long | Equity-common | US | $159K | 25K | 0.02 |
| VEREN INC COMMON STOCK (VEREN INC.) | Long | Equity-common | US | $3M | 352K | 0.33 |
| VERINT SYSTEMS INC COMMON STOCK (VERINT SYSTEMS INC.) | Long | Equity-common | US | $2M | 60K | 0.23 |
| VERRA MOBILITY CORP COMMON STOCK (VERRA MOBILITY CORPORATION) | Long | Equity-common | US | $2M | 79K | 0.25 |
| VICTORY CAPITAL HOLDING - A COMMON STOCK (VICTORY CAPITAL HOLDINGS, INC.) | Long | Equity-common | US | $1M | 30K | 0.17 |
| VIEMED HEALTHCARE INC COMMON STOCK (VIEMED HEALTHCARE, INC.) | Long | Equity-common | US | $804K | 123K | 0.10 |
| VILLAGE SUPER MARKET-CLASS A COMMON STOCK (Village Super Market, Inc.) | Long | Equity-common | US | $436K | 17K | 0.05 |
| VIPER ENERGY INC COMMON STOCK (Viper Energy, Inc.) | Long | Equity-common | US | $2M | 53K | 0.24 |
| VIRTUS INVESTMENT PARTNERS COMMON STOCK (VIRTUS INVESTMENT PARTNERS, INC.) | Long | Equity-common | US | $414K | 2K | 0.05 |
| VITAL FARMS INC COMMON STOCK (VITAL FARMS, INC.) | Long | Equity-common | US | $2M | 44K | 0.24 |
| VOYAGER THERAPEUTICS INC COMMON STOCK | Long | Equity-common | US | $315K | 40K | 0.04 |
| WABASH NATIONAL CORP COMMON STOCK (WABASH NATIONAL CORPORATION) | Long | Equity-common | US | $448K | 21K | 0.05 |
| WARRIOR MET COAL INC COMMON STOCK (WARRIOR MET COAL, INC.) | Long | Equity-common | US | $799K | 13K | 0.09 |
| WATSCO INC COMMON STOCK (WATSCO, INC.) | Long | Equity-common | US | $4M | 8K | 0.43 |
| WAVE LIFE SCIENCES LTD COMMON STOCK | Long | Equity-common | US | $1M | 201K | 0.12 |
| WEATHERFORD INTERNATIONAL PL COMMON STOCK (WEATHERFORD INTERNATIONAL PUBLIC LIMITED COMPANY) | Long | Equity-common | US | $1M | 10K | 0.15 |
| WEIS MARKETS INC COMMON STOCK (WEIS MARKETS, INC.) | Long | Equity-common | US | $2M | 26K | 0.20 |
| WESCO INTERNATIONAL INC COMMON STOCK (WESCO INTERNATIONAL, INC.) | Long | Equity-common | US | $4M | 27K | 0.52 |
| WESTAMERICA BANCORPORATION COMMON STOCK | Long | Equity-common | US | $1M | 22K | 0.13 |
| WHIRLPOOL CORP COMMON STOCK (WHIRLPOOL CORPORATION) | Long | Equity-common | US | $2M | 24K | 0.29 |
| WILLIAMS-SONOMA INC COMMON STOCK (WILLIAMS-SONOMA, INC.) | Long | Equity-common | US | $745K | 3K | 0.09 |
| WINMARK CORP COMMON STOCK (Winmark Corporation) | Long | Equity-common | US | $469K | 1K | 0.06 |
| WIX.COM LTD COMMON STOCK | Long | Equity-common | US | $2M | 11K | 0.21 |
| WNS HOLDINGS LTD COMMON STOCK (WNS (HOLDINGS) LIMITED) | Long | Equity-common | US | $273K | 5K | 0.03 |
| XEROX HOLDINGS CORP COMMON STOCK | Long | Equity-common | US | $663K | 57K | 0.08 |
| XPO INC COMMON STOCK (XPO, INC.) | Long | Equity-common | US | $1M | 11K | 0.14 |
| XYLEM INC COMMON STOCK (XYLEM INC.) | Long | Equity-common | US | $589K | 4K | 0.07 |
| YELP INC COMMON STOCK (YELP INC.) | Long | Equity-common | US | $1M | 39K | 0.17 |
| YORK WATER CO COMMON STOCK (THE YORK WATER COMPANY) | Long | Equity-common | US | $37K | 999 | 0.00 |
| ZIFF DAVIS INC COMMON STOCK (ZIFF DAVIS, INC.) | Long | Equity-common | US | $1M | 24K | 0.15 |
| ZIONS BANCORP NA COMMON STOCK (ZIONS BANCORPORATION, NATIONAL ASSOCIATION) | Long | Equity-common | US | $5M | 107K | 0.55 |
| ZUORA INC - CLASS A COMMON STOCK | Long | Equity-common | US | $402K | 40K | 0.05 |
Address
SEI INSTITUTIONAL MANAGED TRUST
1 FREEDOM VALLEY DRIVE
OAKS
Pennsylvania
19456
United States of America
Directors
Mitchell A. Johnson
Hubert L. Harris, Jr.
Robert A. Nesher
Thomas Melendez
Nina Lesavoy
Christine Reynolds
William M. Doran
James B. Taylor
Susan C. Cote
James M. Williams
Transfer Agents
SEI Institutional Transfer Agent, Inc.
Pricing Services
S&P
Thomson Reuters Corporation
IHS Markit
Pricing Direct
Intercontinental Exchange, Inc.
Bloomberg
Custodians
US BANK, N.A.
Shareholder Servicing Agents
SEI INVESTMENTS Distribution Company
SEI Private Trust Company
NATIONAL FINANCIAL SVCS CORP
WELLS FARGO ADVISORS
UBS SECURITIES LLC
PERSHING LLC
RBC CAPITAL MARKETS CORPORATION
Principal Life Insurance Company
MORGAN STANLEY & CO.
AMERICAN ENTERPRISE INVESTMENT SERVICES, INC.
CHARLES SCHWAB & CO., INC
JP MORGAN SECURITIES
RAYMOND JAMES & ASSOCIATES, INC.
Admins
SEI INVESTMENTS GLOBAL FUNDS SERVICES
Brokers
CITADEL SECURITIES
JP MORGAN
GOLDMAN, SACHS & CO.
MORGAN STANLEY & CO, INC
PIPER JAFFRAY
CITIGROUP
BARCLAYS CAPITAL INC.
INSTINET
UBS SECURITIES LLC
BANK OF AMERICA