SEI Funds > SEI INSTITUTIONAL INVESTMENTS TRUST
SIIT SMALL/MID CAP FUND
$795.36M
Avg Monthly Net Assets
$804.10M
Total Assets
$310K
Total Liabilities
$803.79M
Net Assets
SIIT SMALL/MID CAP FUND is a Mutual Fund in SEI INSTITUTIONAL INVESTMENTS TRUST
from SEI Funds,
based in Pennsylvania,
United States of America.
The fund has one share class
and monthly net assets of $795.36M.
On July 30th, 2024 it reported 459 holdings, the largest
being (2.3%), THE ENSIGN GROUP, INC. (1.2%) and Hamilton Lane Inc (0.9%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Ticker | Monthly Returns (2 years) |
|---|---|---|---|
| Class A | C000018359 | SSMAX |
Holdings
From latest NPORT-P, filed July 30th, 2024 for period ending May 31st, 2024.
Historic holdings data available from Fincoded.
| Name | Profile | Category | Country | Value $USD | # Shares | % of Fund |
|---|---|---|---|---|---|---|
| AAON INC COMMON STOCK (AAON, INC.) | Long | Equity-common | US | $3M | 35K | 0.32 |
| ABERCROMBIE & FITCH CO-CL A COMMON STOCK (ABERCROMBIE & FITCH CO.) | Long | Equity-common | US | $1M | 8K | 0.17 |
| ABM INDUSTRIES INC COMMON STOCK (ABM INDUSTRIES INCORPORATED) | Long | Equity-common | US | $1M | 25K | 0.14 |
| ACADEMY SPORTS & OUTDOORS IN COMMON STOCK (ACADEMY SPORTS AND OUTDOORS, INC.) | Long | Equity-common | US | $79K | 1K | 0.01 |
| ACADIA REALTY TRUST REIT | Long | Equity-common | US | $1M | 63K | 0.14 |
| ACI WORLDWIDE INC COMMON STOCK (ACI WORLDWIDE, INC.) | Long | Equity-common | US | $1M | 29K | 0.13 |
| ACM RESEARCH INC-CLASS A COMMON STOCK | Long | Equity-common | US | $1M | 50K | 0.13 |
| ACUITY BRANDS INC COMMON STOCK (ACUITY BRANDS, INC.) | Long | Equity-common | US | $2M | 7K | 0.24 |
| ACV AUCTIONS INC-A COMMON STOCK (ACV AUCTIONS INC.) | Long | Equity-common | US | $877K | 49K | 0.11 |
| ADDUS HOMECARE CORP COMMON STOCK (ADDUS HOMECARE CORPORATION) | Long | Equity-common | US | $954K | 8K | 0.12 |
| ADEIA INC COMMON STOCK (ADEIA INC.) | Long | Equity-common | US | $791K | 67K | 0.10 |
| ADMA BIOLOGICS INC COMMON STOCK (ADMA BIOLOGICS, INC.) | Long | Equity-common | US | $1M | 115K | 0.14 |
| ADTALEM GLOBAL EDUCATION INC COMMON STOCK (ADTALEM GLOBAL EDUCATION INC.) | Long | Equity-common | US | $1M | 20K | 0.16 |
| ADVANCED DRAINAGE SYSTEMS IN COMMON STOCK (ADVANCED DRAINAGE SYSTEMS, INC.) | Long | Equity-common | US | $3M | 17K | 0.36 |
| AEROVIRONMENT INC COMMON STOCK (AEROVIRONMENT, INC.) | Long | Equity-common | US | $4M | 21K | 0.52 |
| AFFILIATED MANAGERS GROUP COMMON STOCK (AFFILIATED MANAGERS GROUP, INC.) | Long | Equity-common | US | $959K | 6K | 0.12 |
| AGCO CORP COMMON STOCK (AGCO CORPORATION) | Long | Equity-common | US | $3M | 25K | 0.33 |
| AGILYSYS INC COMMON STOCK (AGILYSYS, INC.) | Long | Equity-common | US | $775K | 8K | 0.10 |
| AIR LEASE CORP COMMON STOCK (AIR LEASE CORPORATION) | Long | Equity-common | US | $3M | 71K | 0.42 |
| ALARM.COM HOLDINGS INC COMMON STOCK (ALARM.COM HOLDINGS, INC.) | Long | Equity-common | US | $1M | 22K | 0.18 |
| ALBERTSONS COS INC - CLASS A COMMON STOCK (ALBERTSONS COMPANIES, INC.) | Long | Equity-common | US | $1M | 62K | 0.16 |
| ALLISON TRANSMISSION HOLDING COMMON STOCK (ALLISON TRANSMISSION HOLDINGS, INC.) | Long | Equity-common | US | $6M | 74K | 0.70 |
| ALLY FINANCIAL INC COMMON STOCK (ALLY FINANCIAL INC.) | Long | Equity-common | US | $2M | 40K | 0.20 |
| ALTAIR ENGINEERING INC - A COMMON STOCK (ALTAIR ENGINEERING INC.) | Long | Equity-common | US | $1M | 14K | 0.15 |
| AMC NETWORKS INC-A COMMON STOCK (AMC NETWORKS INC.) | Long | Equity-common | US | $395K | 23K | 0.05 |
| AMDOCS LTD COMMON STOCK (Amdocs Limited) | Long | Equity-common | US | $1M | 17K | 0.16 |
| AMERICAN ASSETS TRUST INC REIT (AMERICAN ASSETS TRUST, INC.) | Long | Equity-common | US | $798K | 37K | 0.10 |
| AMERICAN AXLE & MFG HOLDINGS COMMON STOCK (AMERICAN AXLE & MANUFACTURING HOLDINGS, INC.) | Long | Equity-common | US | $418K | 55K | 0.05 |
| AMERICAN EAGLE OUTFITTERS COMMON STOCK (AMERICAN EAGLE OUTFITTERS, INC.) | Long | Equity-common | US | $1M | 47K | 0.13 |
| AMERICAN FINANCIAL GROUP INC COMMON STOCK (AMERICAN FINANCIAL GROUP, INC.) | Long | Equity-common | US | $766K | 6K | 0.10 |
| AMKOR TECHNOLOGY INC COMMON STOCK (AMKOR TECHNOLOGY, INC.) | Long | Equity-common | US | $3M | 104K | 0.42 |
| ANI PHARMACEUTICALS INC COMMON STOCK (ANI PHARMACEUTICALS, INC.) | Long | Equity-common | US | $922K | 14K | 0.11 |
| ANNALY CAPITAL MANAGEMENT IN REIT (ANNALY CAPITAL MANAGEMENT, INC.) | Long | Equity-common | US | $405K | 21K | 0.05 |
| APA CORP COMMON STOCK (APA CORPORATION) | Long | Equity-common | US | $2M | 52K | 0.20 |
| APOGEE ENTERPRISES INC COMMON STOCK (APOGEE ENTERPRISES, INC.) | Long | Equity-common | US | $2M | 27K | 0.22 |
| APPFOLIO INC - A COMMON STOCK (APPFOLIO, INC.) | Long | Equity-common | US | $993K | 4K | 0.12 |
| APPLE HOSPITALITY REIT INC REIT (Apple Hospitality REIT, Inc.) | Long | Equity-common | US | $973K | 67K | 0.12 |
| APPLIED INDUSTRIAL TECH INC COMMON STOCK (APPLIED INDUSTRIAL TECHNOLOGIES, INC.) | Long | Equity-common | US | $862K | 4K | 0.11 |
| ARCBEST CORP COMMON STOCK (ARCBEST CORPORATION) | Long | Equity-common | US | $2M | 15K | 0.19 |
| ARCOSA INC COMMON STOCK (ARCOSA, INC.) | Long | Equity-common | US | $1M | 12K | 0.13 |
| ARDMORE SHIPPING CORP COMMON STOCK (ARDMORE SHIPPING CORPORATION) | Long | Equity-common | US | $1M | 62K | 0.17 |
| ARES CAPITAL CORP COMMON STOCK (ARES CAPITAL CORPORATION.) | Long | Equity-common | US | $770K | 36K | 0.10 |
| ARMSTRONG WORLD INDUSTRIES COMMON STOCK (ARMSTRONG WORLD INDUSTRIES, INC.) | Long | Equity-common | US | $1M | 9K | 0.13 |
| ARROW ELECTRONICS INC COMMON STOCK (ARROW ELECTRONICS, INC.) | Long | Equity-common | US | $2M | 16K | 0.26 |
| ASPEN AEROGELS INC COMMON STOCK (ASPEN AEROGELS, INC.) | Long | Equity-common | US | $1M | 40K | 0.15 |
| ASSOCIATED BANC-CORP COMMON STOCK | Long | Equity-common | US | $1M | 54K | 0.14 |
| ASSURED GUARANTY LTD COMMON STOCK (ASSURED GUARANTY LTD.) | Long | Equity-common | US | $870K | 11K | 0.11 |
| Atkore Inc COMMON STOCK | Long | Equity-common | US | $3M | 20K | 0.37 |
| AUTOLIV INC COMMON STOCK (AUTOLIV, INC.) | Long | Equity-common | US | $1M | 11K | 0.17 |
| AUTONATION INC COMMON STOCK (AUTONATION, INC.) | Long | Equity-common | US | $94K | 550 | 0.01 |
| AVNET INC COMMON STOCK (AVNET, INC.) | Long | Equity-common | US | $1M | 22K | 0.15 |
| AXON ENTERPRISE INC COMMON STOCK (AXON ENTERPRISE, INC.) | Long | Equity-common | US | $4M | 13K | 0.47 |
| AXOS FINANCIAL INC COMMON STOCK (AXOS FINANCIAL, INC.) | Long | Equity-common | US | $1M | 19K | 0.13 |
| AZEK CO INC/THE COMMON STOCK (THE AZEK COMPANY INC.) | Long | Equity-common | US | $2M | 39K | 0.23 |
| AZZ INC COMMON STOCK (AZZ INC.) | Long | Equity-common | US | $1M | 13K | 0.14 |
| BADGER METER INC COMMON STOCK (BADGER METER, INC.) | Long | Equity-common | US | $3M | 17K | 0.41 |
| BALCHEM CORP COMMON STOCK (BALCHEM CORPORATION) | Long | Equity-common | US | $3M | 18K | 0.35 |
| BANCO LATINOAMERICANO COME-E COMMON STOCK (Banco Latinoamericano de Comercio Exterior, S.A.) | Long | Equity-common | US | $918K | 31K | 0.11 |
| BANK OZK COMMON STOCK | Long | Equity-common | US | $903K | 22K | 0.11 |
| BANKUNITED INC COMMON STOCK (BANKUNITED, INC.) | Long | Equity-common | US | $1M | 37K | 0.13 |
| BAXTER INTERNATIONAL INC COMMON STOCK (BAXTER INTERNATIONAL INC.) | Long | Equity-common | US | $1M | 43K | 0.18 |
| BELDEN INC COMMON STOCK (BELDEN INC.) | Long | Equity-common | US | $1M | 11K | 0.13 |
| BELLRING BRANDS INC COMMON STOCK (BELLRING BRANDS, INC.) | Long | Equity-common | US | $1M | 18K | 0.13 |
| BENTLEY SYSTEMS INC-CLASS B COMMON STOCK (BENTLEY SYSTEMS, INCORPORATED) | Long | Equity-common | US | $485K | 10K | 0.06 |
| BERRY GLOBAL GROUP INC COMMON STOCK (BERRY GLOBAL GROUP, INC.) | Long | Equity-common | US | $2M | 27K | 0.20 |
| BIO-TECHNE CORP COMMON STOCK (BIO-TECHNE CORPORATION) | Long | Equity-common | US | $2M | 31K | 0.30 |
| BLACK HILLS CORP COMMON STOCK (BLACK HILLS CORPORATION) | Long | Equity-common | US | $1M | 20K | 0.14 |
| BLOOMIN' BRANDS INC COMMON STOCK (BLOOMIN' BRANDS, INC.) | Long | Equity-common | US | $1M | 54K | 0.15 |
| BLUE OWL CAPITAL CORP COMMON STOCK (BLUE OWL CAPITAL CORPORATION) | Long | Equity-common | US | $1M | 70K | 0.15 |
| BLUEPRINT MEDICINES CORP COMMON STOCK (BLUEPRINT MEDICINES CORPORATION) | Long | Equity-common | US | $2M | 19K | 0.25 |
| BOOZ ALLEN HAMILTON HOLDINGS COMMON STOCK (BOOZ ALLEN HAMILTON HOLDING CORPORATION) | Long | Equity-common | US | $4M | 25K | 0.46 |
| BORGWARNER INC COMMON STOCK (BORGWARNER INC.) | Long | Equity-common | US | $1M | 34K | 0.15 |
| BRANDYWINE REALTY TRUST REIT | Long | Equity-common | US | $372K | 81K | 0.05 |
| BRINKER INTERNATIONAL INC COMMON STOCK (BRINKER INTERNATIONAL, INC.) | Long | Equity-common | US | $2M | 22K | 0.19 |
| BRIXMOR PROPERTY GROUP INC REIT (BRIXMOR PROPERTY GROUP INC.) | Long | Equity-common | US | $1M | 45K | 0.13 |
| BROADRIDGE FINANCIAL SOLUTIO COMMON STOCK (BROADRIDGE FINANCIAL SOLUTIONS, INC.) | Long | Equity-common | US | $4M | 17K | 0.44 |
| BROOKFIELD INFRASTRUCTURE-A COMMON STOCK (BROOKFIELD INFRASTRUCTURE CORPORATION) | Long | Equity-common | US | $3M | 82K | 0.35 |
| BRUNSWICK CORP COMMON STOCK (BRUNSWICK CORPORATION) | Long | Equity-common | US | $4M | 44K | 0.45 |
| BUILDERS FIRSTSOURCE INC COMMON STOCK (BUILDERS FIRSTSOURCE, INC.) | Long | Equity-common | US | $1M | 9K | 0.19 |
| BUNGE GLOBAL SA COMMON STOCK | Long | Equity-common | US | $839K | 8K | 0.10 |
| BURLINGTON STORES INC COMMON STOCK (BURLINGTON STORES, INC.) | Long | Equity-common | US | $3M | 11K | 0.33 |
| BWX TECHNOLOGIES INC COMMON STOCK (BWX TECHNOLOGIES, INC.) | Long | Equity-common | US | $2M | 25K | 0.29 |
| CABOT CORP COMMON STOCK (CABOT CORPORATION) | Long | Equity-common | US | $1M | 12K | 0.15 |
| CACTUS INC - A COMMON STOCK (CACTUS, INC.) | Long | Equity-common | US | $1M | 20K | 0.13 |
| CADRE HOLDINGS INC COMMON STOCK (CADRE HOLDINGS, INC.) | Long | Equity-common | US | $705K | 21K | 0.09 |
| CALIFORNIA RESOURCES CORP COMMON STOCK (CALIFORNIA RESOURCES CORPORATION) | Long | Equity-common | US | $1M | 23K | 0.13 |
| CAMTEK LTD COMMON STOCK | Long | Equity-common | US | $2M | 24K | 0.30 |
| CAPRI HOLDINGS LTD COMMON STOCK (Capri Holdings Limited) | Long | Equity-common | US | $625K | 18K | 0.08 |
| CAREDX INC COMMON STOCK (CAREDX, INC.) | Long | Equity-common | US | $936K | 72K | 0.12 |
| CARLISLE COS INC COMMON STOCK (CARLISLE COMPANIES INCORPORATED) | Long | Equity-common | US | $4M | 10K | 0.52 |
| CARTER'S INC COMMON STOCK (CARTER'S, INC.) | Long | Equity-common | US | $828K | 12K | 0.10 |
| CASEY'S GENERAL STORES INC COMMON STOCK (CASEY'S GENERAL STORES, INC.) | Long | Equity-common | US | $7M | 20K | 0.84 |
| CENTURY COMMUNITIES INC COMMON STOCK (CENTURY COMMUNITIES, INC.) | Long | Equity-common | US | $1M | 13K | 0.14 |
| CERTARA INC COMMON STOCK (CERTARA, INC.) | Long | Equity-common | US | $2M | 120K | 0.25 |
| CHAMPIONX CORP COMMON STOCK (CHAMPIONX CORPORATION) | Long | Equity-common | US | $3M | 88K | 0.36 |
| CHEMED CORP COMMON STOCK (CHEMED CORPORATION) | Long | Equity-common | US | $3M | 5K | 0.33 |
| CHEMOURS CO/THE COMMON STOCK (THE CHEMOURS COMPANY) | Long | Equity-common | US | $655K | 26K | 0.08 |
| CHESAPEAKE UTILITIES CORP COMMON STOCK (CHESAPEAKE UTILITIES CORPORATION) | Long | Equity-common | US | $2M | 21K | 0.29 |
| CHIMERA INVESTMENT CORP REIT (CHIMERA INVESTMENT CORPORATION) | Long | Equity-common | US | $243K | 20K | 0.03 |
| CHORD ENERGY CORP COMMON STOCK (CHORD ENERGY CORPORATION) | Long | Equity-common | US | $4M | 20K | 0.46 |
| CHURCH & DWIGHT CO INC COMMON STOCK (CHURCH & DWIGHT CO., INC.) | Long | Equity-common | US | $3M | 24K | 0.32 |
| CHURCHILL DOWNS INC COMMON STOCK (CHURCHILL DOWNS INCORPORATED) | Long | Equity-common | US | $3M | 24K | 0.39 |
| CIMPRESS PLC COMMON STOCK (CIMPRESS PUBLIC LIMITED COMPANY) | Long | Equity-common | US | $916K | 11K | 0.11 |
| CIRRUS LOGIC INC COMMON STOCK (CIRRUS LOGIC, INC.) | Long | Equity-common | US | $1M | 11K | 0.15 |
| CITIZENS FINANCIAL GROUP COMMON STOCK (CITIZENS FINANCIAL GROUP, INC.) | Long | Equity-common | US | $3M | 78K | 0.34 |
| CITY HOLDING CO COMMON STOCK (CITY HOLDING COMPANY) | Long | Equity-common | US | $920K | 9K | 0.11 |
| CITY OFFICE REIT INC REIT (CITY OFFICE REIT, INC.) | Long | Equity-common | US | $358K | 73K | 0.04 |
| CIVITAS RESOURCES INC COMMON STOCK (CIVITAS RESOURCES, INC.) | Long | Equity-common | US | $3M | 37K | 0.34 |
| CLEAR SECURE INC -CLASS A COMMON STOCK (CLEAR SECURE, INC.) | Long | Equity-common | US | $677K | 40K | 0.08 |
| CLEARWATER ANALYTICS HDS-A COMMON STOCK (Clearwater Analytics Holdings Inc) | Long | Equity-common | US | $2M | 80K | 0.19 |
| CNA FINANCIAL CORP COMMON STOCK (CNA FINANCIAL CORPORATION) | Long | Equity-common | US | $864K | 19K | 0.11 |
| CNH INDUSTRIAL NV COMMON STOCK (CNH Industrial N.V.) | Long | Equity-common | US | $1M | 134K | 0.18 |
| CNO FINANCIAL GROUP INC COMMON STOCK (CNO FINANCIAL GROUP, INC.) | Long | Equity-common | US | $2M | 79K | 0.28 |
| CNX RESOURCES CORP COMMON STOCK (CNX RESOURCES CORPORATION) | Long | Equity-common | US | $1M | 44K | 0.14 |
| COGENT COMMUNICATIONS HOLDIN COMMON STOCK (COGENT COMMUNICATIONS HOLDINGS, INC.) | Long | Equity-common | US | $2M | 39K | 0.29 |
| COGNEX CORP COMMON STOCK (COGNEX CORPORATION) | Long | Equity-common | US | $3M | 72K | 0.41 |
| COHEN & STEERS INC COMMON STOCK (COHEN & STEERS, INC.) | Long | Equity-common | US | $3M | 47K | 0.41 |
| COLLEGIUM PHARMACEUTICAL INC COMMON STOCK (Collegium Pharmaceutical, Inc.) | Long | Equity-common | US | $968K | 29K | 0.12 |
| COMERICA INC COMMON STOCK (COMERICA INCORPORATED) | Long | Equity-common | US | $2M | 30K | 0.19 |
| COMFORT SYSTEMS USA INC COMMON STOCK (COMFORT SYSTEMS USA, INC.) | Long | Equity-common | US | $1M | 3K | 0.13 |
| COMMVAULT SYSTEMS INC COMMON STOCK (COMMVAULT SYSTEMS, INC.) | Long | Equity-common | US | $1M | 13K | 0.17 |
| CONAGRA BRANDS INC COMMON STOCK (CONAGRA BRANDS, INC.) | Long | Equity-common | US | $1M | 38K | 0.14 |
| CONCENTRIX CORP COMMON STOCK (CONCENTRIX CORPORATION) | Long | Equity-common | US | $2M | 40K | 0.30 |
| CONSTRUCTION PARTNERS INC-A COMMON STOCK (CONSTRUCTION PARTNERS, INC.) | Long | Equity-common | US | $1M | 22K | 0.16 |
| COPART INC COMMON STOCK (COPART, INC.) | Long | Equity-common | US | $5M | 96K | 0.63 |
| COPT DEFENSE PROPERTIES REIT | Long | Equity-common | US | $898K | 36K | 0.11 |
| CORCEPT THERAPEUTICS INC COMMON STOCK (CORCEPT THERAPEUTICS INCORPORATED) | Long | Equity-common | US | $978K | 32K | 0.12 |
| CORPAY INC COMMON STOCK (CORPAY, INC.) | Long | Equity-common | US | $990K | 4K | 0.12 |
| COSTAMARE INC COMMON STOCK (COSTAMARE INC.) | Long | Equity-common | US | $1M | 90K | 0.18 |
| COSTAR GROUP INC COMMON STOCK (COSTAR GROUP, INC.) | Long | Equity-common | US | $3M | 36K | 0.35 |
| CRANE CO COMMON STOCK | Long | Equity-common | US | $4M | 28K | 0.52 |
| CRANE NXT CO COMMON STOCK (CRANE NXT, CO.) | Long | Equity-common | US | $1M | 17K | 0.14 |
| CSG SYSTEMS INTL INC COMMON STOCK (CSG SYSTEMS INTERNATIONAL, INC.) | Long | Equity-common | US | $567K | 13K | 0.07 |
| CTO REALTY GROWTH INC REIT (CTO REALTY GROWTH, INC.) | Long | Equity-common | US | $651K | 37K | 0.08 |
| CUBESMART REIT | Long | Equity-common | US | $2M | 55K | 0.29 |
| DAVITA INC COMMON STOCK (DAVITA INC.) | Long | Equity-common | US | $1M | 10K | 0.18 |
| DELEK US HOLDINGS INC COMMON STOCK (DELEK US HOLDINGS, INC.) | Long | Equity-common | US | $866K | 34K | 0.11 |
| DELUXE CORP COMMON STOCK (DELUXE CORPORATION) | Long | Equity-common | US | $596K | 26K | 0.07 |
| DESCARTES SYSTEMS GRP/THE COMMON STOCK (The Descartes Systems Group Inc.) | Long | Equity-common | US | $2M | 23K | 0.26 |
| DICK'S SPORTING GOODS INC COMMON STOCK (DICK'S SPORTING GOODS, INC.) | Long | Equity-common | US | $6M | 27K | 0.76 |
| DIME COMMUNITY BANCSHARES IN COMMON STOCK (DIME COMMUNITY BANCSHARES, INC.) | Long | Equity-common | US | $380K | 21K | 0.05 |
| DOMINO'S PIZZA INC COMMON STOCK (DOMINO'S PIZZA, INC.) | Long | Equity-common | US | $4M | 7K | 0.45 |
| DOUBLEVERIFY HOLDINGS INC COMMON STOCK | Long | Equity-common | US | $991K | 54K | 0.12 |
| DREAM FINDERS HOMES INC - A COMMON STOCK (DREAM FINDERS HOMES, INC.) | Long | Equity-common | US | $1M | 43K | 0.15 |
| DROPBOX INC-CLASS A COMMON STOCK (DROPBOX, INC.) | Long | Equity-common | US | $872K | 39K | 0.11 |
| DUOLINGO COMMON STOCK (Duolingo Inc) | Long | Equity-common | US | $612K | 3K | 0.08 |
| DYCOM INDUSTRIES INC COMMON STOCK (DYCOM INDUSTRIES, INC.) | Long | Equity-common | US | $311K | 2K | 0.04 |
| E-MINI RUSS 2000 JUN24 PHYSICAL INDEX FUTURE. | Derivative-equity | US | $4M | – | 0.49 | |
| EASTMAN CHEMICAL CO COMMON STOCK (EASTMAN CHEMICAL COMPANY) | Long | Equity-common | US | $993K | 10K | 0.12 |
| EDGEWELL PERSONAL CARE CO COMMON STOCK (Edgewell Personal Care Company) | Long | Equity-common | US | $999K | 26K | 0.12 |
| ELF BEAUTY INC COMMON STOCK (E.L.F. BEAUTY, INC.) | Long | Equity-common | US | $2M | 9K | 0.22 |
| EMPLOYERS HOLDINGS INC COMMON STOCK (EMPLOYERS HOLDINGS, INC.) | Long | Equity-common | US | $1M | 26K | 0.13 |
| ENCOMPASS HEALTH CORP COMMON STOCK (ENCOMPASS HEALTH CORPORATION) | Long | Equity-common | US | $4M | 48K | 0.52 |
| ENNIS INC COMMON STOCK (ENNIS, INC.) | Long | Equity-common | US | $948K | 45K | 0.12 |
| ENSIGN GROUP INC/THE COMMON STOCK (THE ENSIGN GROUP, INC.) | Long | Equity-common | US | $9M | 77K | 1.16 |
| EPAM SYSTEMS INC COMMON STOCK (EPAM SYSTEMS, INC.) | Long | Equity-common | US | $1M | 6K | 0.14 |
| EPR PROPERTIES REIT | Long | Equity-common | US | $1M | 28K | 0.14 |
| EQUITABLE HOLDINGS INC COMMON STOCK (EQUITABLE HOLDINGS, INC.) | Long | Equity-common | US | $656K | 16K | 0.08 |
| ESSENT GROUP LTD COMMON STOCK | Long | Equity-common | US | $998K | 18K | 0.12 |
| ESSENTIAL PROPERTIES REALTY REIT (ESSENTIAL PROPERTIES REALTY TRUST, INC.) | Long | Equity-common | US | $1M | 41K | 0.13 |
| EVEREST GROUP LTD COMMON STOCK (Everest Group, Ltd.) | Long | Equity-common | US | $1M | 3K | 0.13 |
| EVOLENT HEALTH INC - A COMMON STOCK (EVOLENT HEALTH, INC.) | Long | Equity-common | US | $358K | 17K | 0.04 |
| EXELIXIS INC COMMON STOCK (EXELIXIS, INC.) | Long | Equity-common | US | $1M | 66K | 0.18 |
| EXLSERVICE HOLDINGS INC COMMON STOCK (EXLSERVICE HOLDINGS, INC.) | Long | Equity-common | US | $3M | 110K | 0.41 |
| EXP WORLD HOLDINGS INC COMMON STOCK | Long | Equity-common | US | $2M | 159K | 0.22 |
| EXPEDIA GROUP INC COMMON STOCK (EXPEDIA GROUP, INC.) | Long | Equity-common | US | $643K | 6K | 0.08 |
| EXPONENT INC COMMON STOCK (EXPONENT, INC.) | Long | Equity-common | US | $5M | 53K | 0.63 |
| FABRINET COMMON STOCK | Long | Equity-common | US | $1M | 5K | 0.14 |
| FACTSET RESEARCH SYSTEMS INC COMMON STOCK (FACTSET RESEARCH SYSTEMS INC.) | Long | Equity-common | US | $2M | 6K | 0.30 |
| FAIR ISAAC CORP COMMON STOCK (FAIR ISAAC CORPORATION) | Long | Equity-common | US | $3M | 3K | 0.43 |
| FEDERAL SIGNAL CORP COMMON STOCK (FEDERAL SIGNAL CORPORATION) | Long | Equity-common | US | $4M | 39K | 0.45 |
| FIDELIS INSURANCE HOLDINGS L COMMON STOCK (FIDELIS INSURANCE HOLDINGS LIMITED) | Long | Equity-common | US | $1M | 61K | 0.13 |
| FIFTH THIRD BANCORP COMMON STOCK | Long | Equity-common | US | $2M | 48K | 0.23 |
| FIRST BANCORP PUERTO RICO COMMON STOCK (First BanCorp.) | Long | Equity-common | US | $1M | 58K | 0.13 |
| FIRST BUSEY CORP COMMON STOCK (FIRST BUSEY CORPORATION) | Long | Equity-common | US | $626K | 28K | 0.08 |
| FIRST FINANCIAL BANCORP COMMON STOCK (FIRST FINANCIAL BANCORP.) | Long | Equity-common | US | $1M | 45K | 0.12 |
| FIRST HORIZON CORP COMMON STOCK (FIRST HORIZON CORPORATION) | Long | Equity-common | US | $1M | 78K | 0.15 |
| FIRSTCASH HOLDINGS INC COMMON STOCK (FIRSTCASH HOLDINGS, INC.) | Long | Equity-common | US | $2M | 18K | 0.27 |
| FNB CORP COMMON STOCK (F.N.B. CORPORATION) | Long | Equity-common | US | $1M | 81K | 0.14 |
| FORESTAR GROUP INC COMMON STOCK (FORESTAR GROUP INC.) | Long | Equity-common | US | $1M | 30K | 0.13 |
| FORTREA HOLDINGS INC COMMON STOCK (FORTREA HOLDINGS INC.) | Long | Equity-common | US | $988K | 39K | 0.12 |
| FOX CORP - CLASS A COMMON STOCK (FOX CORPORATION) | Long | Equity-common | US | $2M | 47K | 0.20 |
| FRANKLIN STREET PROPERTIES C REIT (FRANKLIN STREET PROPERTIES CORP.) | Long | Equity-common | US | $212K | 107K | 0.03 |
| FRONTDOOR INC COMMON STOCK (FRONTDOOR, INC.) | Long | Equity-common | US | $902K | 26K | 0.11 |
| FS KKR CAPITAL CORP COMMON STOCK (FS KKR CAPITAL CORP.) | Long | Equity-common | US | $734K | 36K | 0.09 |
| FTAI AVIATION LTD COMMON STOCK (FTAI Aviation Ltd,) | Long | Equity-common | US | $5M | 61K | 0.64 |
| FTI CONSULTING INC COMMON STOCK (FTI CONSULTING, INC.) | Long | Equity-common | US | $2M | 8K | 0.21 |
| FULTON FINANCIAL CORP COMMON STOCK (FULTON FINANCIAL CORPORATION) | Long | Equity-common | US | $2M | 118K | 0.25 |
| GATES INDUSTRIAL CORP PLC COMMON STOCK (GATES INDUSTRIAL CORPORATION PLC) | Long | Equity-common | US | $922K | 53K | 0.11 |
| GATX CORP COMMON STOCK (GATX CORPORATION) | Long | Equity-common | US | $1M | 8K | 0.14 |
| GFL ENVIRONMENTAL INC-SUB VT COMMON STOCK (GFL ENVIRONMENTAL INC.) | Long | Equity-common | US | $3M | 87K | 0.34 |
| GIBRALTAR INDUSTRIES INC COMMON STOCK (GIBRALTAR INDUSTRIES, INC.) | Long | Equity-common | US | $989K | 13K | 0.12 |
| GLOBUS MEDICAL INC - A COMMON STOCK (GLOBUS MEDICAL, INC.) | Long | Equity-common | US | $2M | 28K | 0.23 |
| GMS INC COMMON STOCK (GMS Inc.) | Long | Equity-common | US | $1M | 16K | 0.18 |
| GOODYEAR TIRE & RUBBER CO COMMON STOCK (THE GOODYEAR TIRE & RUBBER COMPANY) | Long | Equity-common | US | $882K | 72K | 0.11 |
| GREENBRIER COMPANIES INC COMMON STOCK (THE GREENBRIER COMPANIES, INC.) | Long | Equity-common | US | $1M | 21K | 0.14 |
| GRIFFON CORP COMMON STOCK (GRIFFON CORPORATION) | Long | Equity-common | US | $986K | 15K | 0.12 |
| GROUP 1 AUTOMOTIVE INC COMMON STOCK (GROUP 1 AUTOMOTIVE, INC.) | Long | Equity-common | US | $4M | 13K | 0.50 |
| GUESS? INC COMMON STOCK (GUESS ?, INC.) | Long | Equity-common | US | $917K | 39K | 0.11 |
| HAEMONETICS CORP/MASS COMMON STOCK (HAEMONETICS CORPORATION) | Long | Equity-common | US | $809K | 10K | 0.10 |
| HAMILTON LANE INC-CLASS A COMMON STOCK | Long | Equity-common | US | $7M | 57K | 0.89 |
| HANCOCK WHITNEY CORP COMMON STOCK (HANCOCK WHITNEY CORPORATION) | Long | Equity-common | US | $2M | 36K | 0.21 |
| HANMI FINANCIAL CORPORATION COMMON STOCK | Long | Equity-common | US | $990K | 63K | 0.12 |
| HARLEY-DAVIDSON INC COMMON STOCK (HARLEY-DAVIDSON, INC.) | Long | Equity-common | US | $2M | 42K | 0.19 |
| HAVERTY FURNITURE COMMON STOCK (HAVERTY FURNITURE COMPANIES, INC.) | Long | Equity-common | US | $1M | 38K | 0.14 |
| HELMERICH & PAYNE COMMON STOCK (HELMERICH & PAYNE, INC.) | Long | Equity-common | US | $2M | 51K | 0.24 |
| HENRY SCHEIN INC COMMON STOCK (HENRY SCHEIN, INC.) | Long | Equity-common | US | $714K | 10K | 0.09 |
| HERBALIFE LTD COMMON STOCK (HERBALIFE LTD.) | Long | Equity-common | US | $245K | 24K | 0.03 |
| HEXCEL CORP COMMON STOCK (HEXCEL CORPORATION) | Long | Equity-common | US | $3M | 45K | 0.38 |
| HF SINCLAIR CORP COMMON STOCK (HF SINCLAIR CORPORATION) | Long | Equity-common | US | $3M | 52K | 0.36 |
| HNI CORP COMMON STOCK (HNI CORPORATION) | Long | Equity-common | US | $1M | 23K | 0.13 |
| HOME BANCSHARES INC COMMON STOCK (HOME BANCSHARES, INC.) | Long | Equity-common | US | $3M | 128K | 0.37 |
| HOST HOTELS & RESORTS INC REIT (HOST HOTELS & RESORTS, INC.) | Long | Equity-common | US | $2M | 110K | 0.25 |
| HUNTINGTON INGALLS INDUSTRIE COMMON STOCK (HUNTINGTON INGALLS INDUSTRIES, INC.) | Long | Equity-common | US | $3M | 12K | 0.39 |
| HURON CONSULTING GROUP INC COMMON STOCK (HURON CONSULTING GROUP INC.) | Long | Equity-common | US | $835K | 9K | 0.10 |
| I3 VERTICALS INC-CLASS A COMMON STOCK (I3 VERTICALS, INC.) | Long | Equity-common | US | $1M | 62K | 0.15 |
| INCYTE CORP COMMON STOCK (INCYTE CORPORATION) | Long | Equity-common | US | $520K | 9K | 0.06 |
| INDUSTRIAL LOGISTICS PROPERT REIT (INDUSTRIAL LOGISTICS PROPERTIES TRUST) | Long | Equity-common | US | $135K | 36K | 0.02 |
| INGEVITY CORP COMMON STOCK (INGEVITY CORPORATION) | Long | Equity-common | US | $1M | 28K | 0.17 |
| INGLES MARKETS INC-CLASS A COMMON STOCK (Ingles Markets, Incorporated) | Long | Equity-common | US | $543K | 7K | 0.07 |
| INGREDION INC COMMON STOCK (INGREDION INCORPORATED) | Long | Equity-common | US | $2M | 17K | 0.25 |
| INNOSPEC INC COMMON STOCK (INNOSPEC INC.) | Long | Equity-common | US | $1M | 8K | 0.14 |
| INNOVATIVE INDUSTRIAL PROPER REIT (INNOVATIVE INDUSTRIAL PROPERTIES, INC.) | Long | Equity-common | US | $2M | 22K | 0.29 |
| INSMED INC COMMON STOCK (INSMED INCORPORATED) | Long | Equity-common | US | $1M | 19K | 0.13 |
| INSPERITY INC COMMON STOCK (INSPERITY, INC.) | Long | Equity-common | US | $2M | 20K | 0.24 |
| INSTALLED BUILDING PRODUCTS COMMON STOCK (INSTALLED BUILDING PRODUCTS, INC.) | Long | Equity-common | US | $3M | 13K | 0.35 |
| INSTRUCTURE HOLDINGS INC COMMON STOCK (INSTRUCTURE HOLDINGS, INC.) | Long | Equity-common | US | $1M | 49K | 0.13 |
| INTAPP INC COMMON STOCK (INTAPP, INC.) | Long | Equity-common | US | $872K | 24K | 0.11 |
| INTER PARFUMS INC COMMON STOCK (INTER PARFUMS, INC.) | Long | Equity-common | US | $2M | 20K | 0.30 |
| INTERDIGITAL INC COMMON STOCK (InterDigital, Inc.) | Long | Equity-common | US | $1M | 10K | 0.14 |
| INTERFACE INC COMMON STOCK (INTERFACE, INC.) | Long | Equity-common | US | $975K | 61K | 0.12 |
| INTERNATIONAL SEAWAYS INC COMMON STOCK (INTERNATIONAL SEAWAYS, INC.) | Long | Equity-common | US | $1M | 22K | 0.18 |
| INTRA-CELLULAR THERAPIES INC COMMON STOCK | Long | Equity-common | US | $770K | 11K | 0.10 |
| IRONWOOD PHARMACEUTICALS INC COMMON STOCK (IRONWOOD PHARMACEUTICALS, INC.) | Long | Equity-common | US | $616K | 98K | 0.08 |
| ITRON INC COMMON STOCK (ITRON, INC.) | Long | Equity-common | US | $1M | 11K | 0.15 |
| J & J SNACK FOODS CORP COMMON STOCK (J & J SNACK FOODS CORP.) | Long | Equity-common | US | $2M | 10K | 0.20 |
| JABIL INC COMMON STOCK (JABIL INC.) | Long | Equity-common | US | $3M | 28K | 0.42 |
| JACK HENRY & ASSOCIATES INC COMMON STOCK (JACK HENRY & ASSOCIATES, INC.) | Long | Equity-common | US | $3M | 16K | 0.33 |
| JACK IN THE BOX INC COMMON STOCK (JACK IN THE BOX INC.) | Long | Equity-common | US | $398K | 7K | 0.05 |
| JAKKS PACIFIC INC COMMON STOCK (JAKKS PACIFIC, INC.) | Long | Equity-common | US | $292K | 16K | 0.04 |
| JAZZ PHARMACEUTICALS PLC COMMON STOCK (JAZZ PHARMACEUTICALS PUBLIC LIMITED COMPANY) | Long | Equity-common | US | $2M | 20K | 0.26 |
| KAISER ALUMINUM CORP COMMON STOCK (KAISER ALUMINUM CORPORATION) | Long | Equity-common | US | $1M | 11K | 0.13 |
| KB HOME COMMON STOCK | Long | Equity-common | US | $1M | 17K | 0.15 |
| KEYCORP COMMON STOCK | Long | Equity-common | US | $708K | 49K | 0.09 |
| KEYSIGHT TECHNOLOGIES IN COMMON STOCK (KEYSIGHT TECHNOLOGIES, INC.) | Long | Equity-common | US | $2M | 18K | 0.31 |
| KILROY REALTY CORP REIT (KILROY REALTY CORPORATION) | Long | Equity-common | US | $751K | 22K | 0.09 |
| KINIKSA PHARMACEUTICALS-A COMMON STOCK (Kiniksa Pharmaceuticals Ltd) | Long | Equity-common | US | $983K | 52K | 0.12 |
| KINSALE CAPITAL GROUP INC COMMON STOCK (KINSALE CAPITAL GROUP, INC.) | Long | Equity-common | US | $7M | 18K | 0.86 |
| KITE REALTY GROUP TRUST REIT | Long | Equity-common | US | $655K | 30K | 0.08 |
| KOHLS CORP COMMON STOCK (KOHL'S CORPORATION) | Long | Equity-common | US | $553K | 25K | 0.07 |
| KORN FERRY COMMON STOCK | Long | Equity-common | US | $1M | 16K | 0.13 |
| KRYSTAL BIOTECH INC COMMON STOCK | Long | Equity-common | US | $976K | 6K | 0.12 |
| KULICKE & SOFFA INDUSTRIES COMMON STOCK (KULICKE AND SOFFA INDUSTRIES, INC.) | Long | Equity-common | US | $2M | 52K | 0.30 |
| LANDSTAR SYSTEM INC COMMON STOCK (LANDSTAR SYSTEM, INC.) | Long | Equity-common | US | $3M | 16K | 0.36 |
| LANTHEUS HOLDINGS INC COMMON STOCK (LANTHEUS HOLDINGS, INC.) | Long | Equity-common | US | $1M | 17K | 0.18 |
| LEMAITRE VASCULAR INC COMMON STOCK (LEMAITRE VASCULAR, INC.) | Long | Equity-common | US | $5M | 63K | 0.62 |
| LIGAND PHARMACEUTICALS COMMON STOCK (LIGAND PHARMACEUTICALS INCORPORATED) | Long | Equity-common | US | $1M | 13K | 0.14 |
| LINCOLN NATIONAL CORP COMMON STOCK (LINCOLN NATIONAL CORPORATION) | Long | Equity-common | US | $465K | 14K | 0.06 |
| LITTELFUSE INC COMMON STOCK (LITTELFUSE, INC.) | Long | Equity-common | US | $3M | 10K | 0.32 |
| LIVERAMP HOLDINGS INC COMMON STOCK (LIVERAMP HOLDINGS, INC.) | Long | Equity-common | US | $814K | 26K | 0.10 |
| MACY'S INC COMMON STOCK (MACY'S, INC.) | Long | Equity-common | US | $840K | 43K | 0.10 |
| MADISON SQUARE GARDEN ENTERTAINMENT CO COMMON STOCK (Madison Square Garden Entertainment Corp) | Long | Equity-common | US | $1M | 30K | 0.13 |
| MAGNITE INC COMMON STOCK (MAGNITE, INC.) | Long | Equity-common | US | $1M | 115K | 0.18 |
| MANPOWERGROUP INC COMMON STOCK (MANPOWERGROUP INC.) | Long | Equity-common | US | $1M | 14K | 0.13 |
| MARATHON OIL CORP COMMON STOCK (MARATHON OIL CORPORATION) | Long | Equity-common | US | $2M | 80K | 0.29 |
| MARKETAXESS HOLDINGS INC COMMON STOCK (MARKETAXESS HOLDINGS INC.) | Long | Equity-common | US | $1M | 5K | 0.13 |
| MATADOR RESOURCES CO COMMON STOCK (MATADOR RESOURCES COMPANY) | Long | Equity-common | US | $6M | 98K | 0.77 |
| MATSON INC COMMON STOCK | Long | Equity-common | US | $2M | 17K | 0.27 |
| MATTEL INC COMMON STOCK (MATTEL, INC.) | Long | Equity-common | US | $121K | 7K | 0.02 |
| MEDPACE HOLDINGS INC COMMON STOCK (MEDPACE HOLDINGS, INC.) | Long | Equity-common | US | $977K | 3K | 0.12 |
| MERCHANTS BANCORP/IN COMMON STOCK | Long | Equity-common | US | $997K | 25K | 0.12 |
| MERIT MEDICAL SYSTEMS INC COMMON STOCK (MERIT MEDICAL SYSTEMS, INC.) | Long | Equity-common | US | $2M | 26K | 0.27 |
| MGIC INVESTMENT CORP COMMON STOCK (MGIC INVESTMENT CORPORATION) | Long | Equity-common | US | $2M | 81K | 0.21 |
| MILLERKNOLL INC COMMON STOCK (MILLERKNOLL, INC.) | Long | Equity-common | US | $1M | 40K | 0.14 |
| MINERALS TECHNOLOGIES INC COMMON STOCK (MINERALS TECHNOLOGIES INC.) | Long | Equity-common | US | $1M | 14K | 0.15 |
| MODINE MANUFACTURING CO COMMON STOCK (MODINE MANUFACTURING COMPANY) | Long | Equity-common | US | $5M | 53K | 0.66 |
| MOHAWK INDUSTRIES INC COMMON STOCK (MOHAWK INDUSTRIES, INC.) | Long | Equity-common | US | $951K | 8K | 0.12 |
| MOLSON COORS BEVERAGE CO - B COMMON STOCK (MOLSON COORS BEVERAGE COMPANY) | Long | Equity-common | US | $2M | 44K | 0.30 |
| MONOLITHIC POWER SYSTEMS INC COMMON STOCK (MONOLITHIC POWER SYSTEMS, INC.) | Long | Equity-common | US | $4M | 5K | 0.44 |
| MOOG INC-CLASS A COMMON STOCK (MOOG INC.) | Long | Equity-common | US | $2M | 13K | 0.28 |
| MORNINGSTAR INC COMMON STOCK (MORNINGSTAR, INC.) | Long | Equity-common | US | $3M | 10K | 0.36 |
| MOSAIC CO/THE COMMON STOCK (THE MOSAIC COMPANY) | Long | Equity-common | US | $1M | 35K | 0.13 |
| MR COOPER GROUP INC COMMON STOCK (MR. COOPER GROUP INC.) | Long | Equity-common | US | $1M | 13K | 0.13 |
| MUELLER WATER PRODUCTS INC-A COMMON STOCK (MUELLER WATER PRODUCTS, INC.) | Long | Equity-common | US | $1M | 63K | 0.15 |
| MYR GROUP INC/DELAWARE COMMON STOCK (MYR GROUP INC.) | Long | Equity-common | US | $1M | 8K | 0.15 |
| NAPCO SECURITY TECHNOLOGIES COMMON STOCK (NAPCO SECURITY TECHNOLOGIES, INC.) | Long | Equity-common | US | $1M | 23K | 0.14 |
| NATIONAL FUEL GAS CO COMMON STOCK (NATIONAL FUEL GAS COMPANY) | Long | Equity-common | US | $909K | 16K | 0.11 |
| NAVIENT CORP COMMON STOCK (NAVIENT CORPORATION) | Long | Equity-common | US | $983K | 65K | 0.12 |
| NCR ATLEOS CORP COMMON STOCK (NCR ATLEOS CORPORATION) | Long | Equity-common | US | $225K | 8K | 0.03 |
| NCR VOYIX CORP COMMON STOCK (NCR VOYIX CORPORATION) | Long | Equity-common | US | $214K | 16K | 0.03 |
| NEW JERSEY RESOURCES CORP COMMON STOCK (NEW JERSEY RESOURCES CORPORATION) | Long | Equity-common | US | $865K | 20K | 0.11 |
| Nexstar Media Group Inc COMMON STOCK (NEXSTAR MEDIA GROUP, INC.) | Long | Equity-common | US | $4M | 25K | 0.52 |
| NEXTRACKER INC-CL A COMMON STOCK | Long | Equity-common | US | $943K | 17K | 0.12 |
| NMI HOLDINGS INC COMMON STOCK (NMI HOLDINGS, INC.) | Long | Equity-common | US | $1M | 30K | 0.13 |
| NORDSON CORP COMMON STOCK (NORDSON CORPORATION) | Long | Equity-common | US | $3M | 11K | 0.33 |
| NORTHERN OIL AND GAS INC COMMON STOCK (NORTHERN OIL AND GAS, INC.) | Long | Equity-common | US | $3M | 71K | 0.36 |
| NOVA LTD COMMON STOCK | Long | Equity-common | US | $5M | 23K | 0.59 |
| NOVANTA INC COMMON STOCK (NOVANTA INC.) | Long | Equity-common | US | $3M | 18K | 0.36 |
| NRG ENERGY INC COMMON STOCK (NRG ENERGY, INC.) | Long | Equity-common | US | $5M | 60K | 0.60 |
| O-I GLASS INC COMMON STOCK (O-I GLASS, INC.) | Long | Equity-common | US | $692K | 55K | 0.09 |
| OAKTREE SPECIALTY LENDING CO COMMON STOCK (OAKTREE SPECIALTY LENDING CORPORATION) | Long | Equity-common | US | $1M | 53K | 0.13 |
| ODP CORP/THE COMMON STOCK (THE ODP CORPORATION) | Long | Equity-common | US | $1M | 36K | 0.17 |
| OFFICE PROPERTIES INCOME TRU REIT (OFFICE PROPERTIES INCOME TRUST) | Long | Equity-common | US | $76K | 33K | 0.01 |
| OFG BANCORP COMMON STOCK | Long | Equity-common | US | $3M | 68K | 0.32 |
| OLLIE'S BARGAIN OUTLET HOLDI COMMON STOCK (OLLIE'S BARGAIN OUTLET HOLDINGS, INC.) | Long | Equity-common | US | $2M | 22K | 0.23 |
| OMEGA HEALTHCARE INVESTORS REIT (OMEGA HEALTHCARE INVESTORS, INC.) | Long | Equity-common | US | $967K | 30K | 0.12 |
| ONTO INNOVATION INC COMMON STOCK (ONTO INNOVATION INC.) | Long | Equity-common | US | $1M | 6K | 0.15 |
| OPTION CARE HEALTH INC COMMON STOCK (OPTION CARE HEALTH, INC.) | Long | Equity-common | US | $2M | 52K | 0.19 |
| ORGANON & CO COMMON STOCK (ORGANON & CO.) | Long | Equity-common | US | $2M | 108K | 0.29 |
| OSHKOSH CORP COMMON STOCK (OSHKOSH CORPORATION) | Long | Equity-common | US | $2M | 13K | 0.19 |
| OSI SYSTEMS INC COMMON STOCK (OSI SYSTEMS, INC.) | Long | Equity-common | US | $1M | 7K | 0.13 |
| OTTER TAIL CORP COMMON STOCK (Otter Tail Corporation) | Long | Equity-common | US | $1M | 11K | 0.13 |
| OWENS CORNING COMMON STOCK | Long | Equity-common | US | $2M | 13K | 0.29 |
| PALOMAR HOLDINGS INC COMMON STOCK (PALOMAR HOLDINGS, INC.) | Long | Equity-common | US | $1M | 14K | 0.14 |
| PAR PACIFIC HOLDINGS INC COMMON STOCK (PAR PACIFIC HOLDINGS, INC.) | Long | Equity-common | US | $874K | 32K | 0.11 |
| PARK NATIONAL CORP COMMON STOCK (PARK NATIONAL CORPORATION) | Long | Equity-common | US | $1M | 7K | 0.12 |
| PARSONS CORP COMMON STOCK (PARSONS CORPORATION) | Long | Equity-common | US | $3M | 46K | 0.43 |
| PATHWARD FINANCIAL INC COMMON STOCK (Pathward Financial, Inc.) | Long | Equity-common | US | $1M | 20K | 0.13 |
| PBF ENERGY INC-CLASS A COMMON STOCK (PBF ENERGY INC.) | Long | Equity-common | US | $741K | 16K | 0.09 |
| PERDOCEO EDUCATION CORP COMMON STOCK (PERDOCEO EDUCATION CORPORATION) | Long | Equity-common | US | $1M | 46K | 0.13 |
| PERRIGO CO PLC COMMON STOCK (PERRIGO COMPANY PUBLIC LIMITED COMPANY) | Long | Equity-common | US | $2M | 79K | 0.27 |
| PETIQ INC COMMON STOCK (PETIQ, INC.) | Long | Equity-common | US | $1M | 58K | 0.15 |
| PHINIA INC COMMON STOCK (PHINIA INC.) | Long | Equity-common | US | $506K | 11K | 0.06 |
| PIEDMONT OFFICE REALTY TRU-A REIT (PIEDMONT OFFICE REALTY TRUST, INC.) | Long | Equity-common | US | $403K | 55K | 0.05 |
| PLAYTIKA HOLDING CORP COMMON STOCK (PLAYTIKA HOLDING CORP.) | Long | Equity-common | US | $496K | 57K | 0.06 |
| POLARIS INC COMMON STOCK (POLARIS INC.) | Long | Equity-common | US | $677K | 8K | 0.08 |
| POOL CORP COMMON STOCK (POOL CORPORATION) | Long | Equity-common | US | $5M | 15K | 0.66 |
| POPULAR INC COMMON STOCK (Popular, Inc.) | Long | Equity-common | US | $2M | 25K | 0.28 |
| PORTLAND GENERAL ELECTRIC CO COMMON STOCK (PORTLAND GENERAL ELECTRIC COMPANY) | Long | Equity-common | US | $1M | 24K | 0.13 |
| POWELL INDUSTRIES INC COMMON STOCK (POWELL INDUSTRIES, INC.) | Long | Equity-common | US | $1M | 6K | 0.13 |
| POWER INTEGRATIONS INC COMMON STOCK (POWER INTEGRATIONS, INC.) | Long | Equity-common | US | $4M | 54K | 0.51 |
| PREFERRED BANK/LOS ANGELES COMMON STOCK | Long | Equity-common | US | $2M | 24K | 0.23 |
| PROG HOLDINGS INC COMMON STOCK (PROG Holdings, Inc) | Long | Equity-common | US | $3M | 66K | 0.31 |
| PROS HOLDINGS INC COMMON STOCK (PROS HOLDINGS, INC.) | Long | Equity-common | US | $1M | 42K | 0.15 |
| PROSPERITY BANCSHARES INC COMMON STOCK (PROSPERITY BANCSHARES, INC.) | Long | Equity-common | US | $3M | 44K | 0.34 |
| PROTAGONIST THERAPEUTICS INC COMMON STOCK | Long | Equity-common | US | $929K | 33K | 0.12 |
| PUBMATIC INC-CLASS A COMMON STOCK (PUBMATIC, INC.) | Long | Equity-common | US | $1M | 64K | 0.17 |
| PULTEGROUP INC COMMON STOCK (PULTEGROUP, INC.) | Long | Equity-common | US | $4M | 35K | 0.51 |
| PVH CORP COMMON STOCK (PVH CORP.) | Long | Equity-common | US | $2M | 13K | 0.20 |
| Q2 HOLDINGS INC COMMON STOCK (Q2 HOLDINGS, INC.) | Long | Equity-common | US | $3M | 52K | 0.40 |
| QUAD GRAPHICS INC COMMON STOCK (QUAD/GRAPHICS, INC.) | Long | Equity-common | US | $409K | 87K | 0.05 |
| QUAKER CHEMICAL CORPORATION COMMON STOCK | Long | Equity-common | US | $3M | 16K | 0.36 |
| QUANEX BUILDING PRODUCTS COMMON STOCK (QUANEX BUILDING PRODUCTS CORPORATION) | Long | Equity-common | US | $1M | 35K | 0.14 |
| QUEST DIAGNOSTICS INC COMMON STOCK (QUEST DIAGNOSTICS INCORPORATED) | Long | Equity-common | US | $3M | 18K | 0.32 |
| RADIAN GROUP INC COMMON STOCK (RADIAN GROUP INC.) | Long | Equity-common | US | $1M | 41K | 0.16 |
| RADNET INC COMMON STOCK (RADNET, INC.) | Long | Equity-common | US | $1M | 22K | 0.16 |
| RAMBUS INC COMMON STOCK (RAMBUS INC.) | Long | Equity-common | US | $3M | 54K | 0.37 |
| RBC BEARINGS INC COMMON STOCK (RBC BEARINGS INCORPORATED) | Long | Equity-common | US | $5M | 17K | 0.63 |
| REGIONS FINANCIAL CORP COMMON STOCK (REGIONS FINANCIAL CORPORATION) | Long | Equity-common | US | $1M | 64K | 0.15 |
| REINSURANCE GROUP OF AMERICA COMMON STOCK (REINSURANCE GROUP OF AMERICA, INCORPORATED) | Long | Equity-common | US | $1M | 6K | 0.16 |
| RELIANCE INC COMMON STOCK (RELIANCE, INC.) | Long | Equity-common | US | $6M | 19K | 0.69 |
| REPLIGEN CORP COMMON STOCK (REPLIGEN CORPORATION) | Long | Equity-common | US | $3M | 22K | 0.41 |
| RITHM CAPITAL CORP REIT (RITHM CAPITAL CORP.) | Long | Equity-common | US | $956K | 85K | 0.12 |
| RYAN SPECIALTY HOLDINGS INC COMMON STOCK (RYAN SPECIALTY HOLDINGS, INC.) | Long | Equity-common | US | $3M | 47K | 0.32 |
| RYDER SYSTEM INC COMMON STOCK (RYDER SYSTEM, INC.) | Long | Equity-common | US | $2M | 15K | 0.23 |
| RYERSON HOLDING CORP COMMON STOCK (RYERSON HOLDING CORPORATION) | Long | Equity-common | US | $404K | 17K | 0.05 |
| RYMAN HOSPITALITY PROPERTIES REIT (RYMAN HOSPITALITY PROPERTIES, INC.) | Long | Equity-common | US | $3M | 24K | 0.31 |
| S&P MID 400 EMINI JUN24 PHYSICAL INDEX FUTURE. | Derivative-equity | US | $4M | – | 0.52 | |
| SABRA HEALTH CARE REIT INC REIT (SABRA HEALTH CARE REIT, INC.) | Long | Equity-common | US | $738K | 51K | 0.09 |
| SANMINA CORP COMMON STOCK (SANMINA CORPORATION) | Long | Equity-common | US | $1M | 21K | 0.18 |
| SCORPIO TANKERS INC COMMON STOCK (SCORPIO TANKERS INC.) | Long | Equity-common | US | $3M | 36K | 0.36 |
| SEALED AIR CORP COMMON STOCK (SEALED AIR CORPORATION) | Long | Equity-common | US | $1M | 29K | 0.14 |
| SEI DAILY INCOME TRUST GOVERNMENT FUND (#36) | Long | Short-term investment vehicle | US | $19M | 19M | 2.32 |
| SELECT MEDICAL HOLDINGS CORP COMMON STOCK (SELECT MEDICAL HOLDINGS CORPORATION) | Long | Equity-common | US | $933K | 27K | 0.12 |
| SENSATA TECHNOLOGIES HOLDING COMMON STOCK (SENSATA TECHNOLOGIES HOLDING PLC) | Long | Equity-common | US | $710K | 17K | 0.09 |
| SERVICE PROPERTIES TRUST REIT | Long | Equity-common | US | $261K | 49K | 0.03 |
| SHUTTERSTOCK INC COMMON STOCK (SHUTTERSTOCK, INC.) | Long | Equity-common | US | $3M | 82K | 0.42 |
| SILGAN HOLDINGS INC COMMON STOCK (SILGAN HOLDINGS INC.) | Long | Equity-common | US | $742K | 16K | 0.09 |
| SIMPSON MANUFACTURING CO INC COMMON STOCK (SIMPSON MANUFACTURING CO., INC.) | Long | Equity-common | US | $2M | 11K | 0.22 |
| SKYWARD SPECIALTY INSURANCE COMMON STOCK (SKYWARD SPECIALTY INSURANCE GROUP, INC.) | Long | Equity-common | US | $1M | 28K | 0.13 |
| SKYWEST INC COMMON STOCK (SKYWEST, INC.) | Long | Equity-common | US | $1M | 20K | 0.18 |
| SKYWORKS SOLUTIONS INC COMMON STOCK (SKYWORKS SOLUTIONS, INC.) | Long | Equity-common | US | $510K | 6K | 0.06 |
| SM ENERGY CO COMMON STOCK (SM ENERGY COMPANY) | Long | Equity-common | US | $999K | 20K | 0.12 |
| SNAP-ON INC COMMON STOCK (SNAP-ON INCORPORATED) | Long | Equity-common | US | $2M | 7K | 0.25 |
| SOLARWINDS CORP COMMON STOCK | Long | Equity-common | US | $921K | 80K | 0.11 |
| SPARTANNASH CO COMMON STOCK (SPARTANNASH COMPANY) | Long | Equity-common | US | $367K | 19K | 0.05 |
| SPROUTS FARMERS MARKET INC COMMON STOCK (SPROUTS FARMERS MARKET, INC.) | Long | Equity-common | US | $6M | 72K | 0.71 |
| SPS COMMERCE INC COMMON STOCK (SPS COMMERCE, INC.) | Long | Equity-common | US | $3M | 15K | 0.36 |
| SPX TECHNOLOGIES INC COMMON STOCK (SPX TECHNOLOGIES, INC.) | Long | Equity-common | US | $2M | 16K | 0.28 |
| STANDEX INTERNATIONAL CORP COMMON STOCK (STANDEX INTERNATIONAL CORPORATION) | Long | Equity-common | US | $3M | 20K | 0.42 |
| STEEL DYNAMICS INC COMMON STOCK (STEEL DYNAMICS, INC.) | Long | Equity-common | US | $2M | 13K | 0.22 |
| STERIS PLC COMMON STOCK (STERIS PUBLIC LIMITED COMPANY) | Long | Equity-common | US | $3M | 15K | 0.41 |
| STEVANATO GROUP SPA COMMON STOCK (STEVANATO GROUP SOCIETA PER AZIONI) | Long | Equity-common | US | $1M | 65K | 0.16 |
| STIFEL FINANCIAL CORP COMMON STOCK (STIFEL FINANCIAL CORP.) | Long | Equity-common | US | $3M | 39K | 0.40 |
| STRATEGIC EDUCATION INC COMMON STOCK (STRATEGIC EDUCATION, INC.) | Long | Equity-common | US | $975K | 9K | 0.12 |
| STRIDE INC COMMON STOCK (STRIDE, INC.) | Long | Equity-common | US | $1M | 15K | 0.13 |
| SUNSTONE HOTEL INVESTORS INC REIT (SUNSTONE HOTEL INVESTORS, INC.) | Long | Equity-common | US | $1M | 104K | 0.13 |
| SUPER MICRO COMPUTER INC COMMON STOCK (SUPER MICRO COMPUTER, INC.) | Long | Equity-common | US | $1M | 2K | 0.16 |
| SUPERNUS PHARMACEUTICALS INC COMMON STOCK (SUPERNUS PHARMACEUTICALS, INC.) | Long | Equity-common | US | $283K | 10K | 0.04 |
| SYNDAX PHARMACEUTICALS INC COMMON STOCK | Long | Equity-common | US | $347K | 18K | 0.04 |
| SYNOVUS FINANCIAL CORP COMMON STOCK (SYNOVUS FINANCIAL CORP.) | Long | Equity-common | US | $766K | 19K | 0.10 |
| TANGER INC REIT (Tanger Inc.) | Long | Equity-common | US | $588K | 21K | 0.07 |
| TAPESTRY INC COMMON STOCK (TAPESTRY, INC.) | Long | Equity-common | US | $939K | 22K | 0.12 |
| TARSUS PHARMACEUTICALS INC COMMON STOCK | Long | Equity-common | US | $926K | 28K | 0.12 |
| TAYLOR MORRISON HOME CORP COMMON STOCK (TAYLOR MORRISON HOME CORPORATION) | Long | Equity-common | US | $1M | 18K | 0.13 |
| TD SYNNEX CORP COMMON STOCK (TD SYNNEX CORPORATION) | Long | Equity-common | US | $968K | 7K | 0.12 |
| TEEKAY TANKERS LTD-CLASS A COMMON STOCK (TEEKAY TANKERS LTD.) | Long | Equity-common | US | $2M | 21K | 0.19 |
| TEGNA INC COMMON STOCK (TEGNA INC.) | Long | Equity-common | US | $735K | 49K | 0.09 |
| TENABLE HOLDINGS INC COMMON STOCK (TENABLE HOLDINGS, INC.) | Long | Equity-common | US | $835K | 20K | 0.10 |
| TENNANT CO COMMON STOCK (TENNANT COMPANY) | Long | Equity-common | US | $1M | 11K | 0.14 |
| TEREX CORP COMMON STOCK (TEREX CORPORATION) | Long | Equity-common | US | $1M | 18K | 0.13 |
| TERRENO REALTY CORP REIT (TERRENO REALTY CORPORATION) | Long | Equity-common | US | $3M | 61K | 0.43 |
| TETRA TECH INC COMMON STOCK (TETRA TECH, INC.) | Long | Equity-common | US | $4M | 19K | 0.49 |
| TEXAS ROADHOUSE INC COMMON STOCK (TEXAS ROADHOUSE, INC.) | Long | Equity-common | US | $3M | 17K | 0.36 |
| TEXTRON INC COMMON STOCK (TEXTRON INC.) | Long | Equity-common | US | $3M | 33K | 0.36 |
| TG THERAPEUTICS INC COMMON STOCK (TG THERAPEUTICS, INC.) | Long | Equity-common | US | $921K | 57K | 0.11 |
| TIMKEN CO COMMON STOCK (THE TIMKEN COMPANY) | Long | Equity-common | US | $1M | 13K | 0.14 |
| TOLL BROTHERS INC COMMON STOCK (TOLL BROTHERS, INC.) | Long | Equity-common | US | $4M | 32K | 0.49 |
| TRANSMEDICS GROUP INC COMMON STOCK (TRANSMEDICS GROUP, INC.) | Long | Equity-common | US | $2M | 16K | 0.26 |
| TRANSUNION COMMON STOCK | Long | Equity-common | US | $3M | 38K | 0.34 |
| TRAVEL + LEISURE CO COMMON STOCK (TRAVEL + LEISURE CO.) | Long | Equity-common | US | $3M | 62K | 0.34 |
| TREX COMPANY INC COMMON STOCK (TREX CO INC) | Long | Equity-common | US | $3M | 30K | 0.32 |
| TRUSTMARK CORP COMMON STOCK (TRUSTMARK CORPORATION) | Long | Equity-common | US | $1M | 35K | 0.13 |
| TTM TECHNOLOGIES COMMON STOCK (TTM TECHNOLOGIES, INC.) | Long | Equity-common | US | $1M | 65K | 0.15 |
| TYLER TECHNOLOGIES INC COMMON STOCK (TYLER TECHNOLOGIES, INC.) | Long | Equity-common | US | $3M | 7K | 0.41 |
| U.S. PHYSICAL THERAPY INC COMMON STOCK (U. S. PHYSICAL THERAPY, INC.) | Long | Equity-common | US | $3M | 29K | 0.37 |
| UFP INDUSTRIES INC COMMON STOCK (UFP INDUSTRIES, INC.) | Long | Equity-common | US | $3M | 23K | 0.34 |
| UGI CORP COMMON STOCK (UGI CORPORATION) | Long | Equity-common | US | $583K | 23K | 0.07 |
| UNIFIRST CORP/MA COMMON STOCK (UNIFIRST CORPORATION) | Long | Equity-common | US | $2M | 12K | 0.24 |
| UNITED AIRLINES HOLDINGS INC COMMON STOCK (UNITED AIRLINES HOLDINGS, INC.) | Long | Equity-common | US | $858K | 16K | 0.11 |
| UNITED THERAPEUTICS CORP COMMON STOCK (UNITED THERAPEUTICS CORPORATION) | Long | Equity-common | US | $3M | 9K | 0.32 |
| UNITI GROUP INC REIT (UNITI GROUP INC.) | Long | Equity-common | US | $225K | 71K | 0.03 |
| UNIVERSAL DISPLAY CORP COMMON STOCK (UNIVERSAL DISPLAY CORPORATION) | Long | Equity-common | US | $3M | 16K | 0.34 |
| UNIVERSAL HEALTH SERVICES-B COMMON STOCK (UNIVERSAL HEALTH SERVICES, INC.) | Long | Equity-common | US | $2M | 11K | 0.27 |
| UNIVERSAL INSURANCE HOLDINGS COMMON STOCK (UNIVERSAL INSURANCE HOLDINGS, INC.) | Long | Equity-common | US | $148K | 8K | 0.02 |
| UNUM GROUP COMMON STOCK | Long | Equity-common | US | $2M | 39K | 0.26 |
| UPBOUND GROUP INC COMMON STOCK (UPBOUND GROUP, INC.) | Long | Equity-common | US | $1M | 44K | 0.18 |
| URBAN OUTFITTERS INC COMMON STOCK (URBAN OUTFITTERS, INC.) | Long | Equity-common | US | $1M | 28K | 0.15 |
| VALMONT INDUSTRIES COMMON STOCK (VALMONT INDUSTRIES, INC.) | Long | Equity-common | US | $3M | 13K | 0.40 |
| VARONIS SYSTEMS INC COMMON STOCK (VARONIS SYSTEMS, INC.) | Long | Equity-common | US | $2M | 35K | 0.19 |
| VEECO INSTRUMENTS INC COMMON STOCK (VEECO INSTRUMENTS INC.) | Long | Equity-common | US | $1M | 35K | 0.17 |
| VERICEL CORP COMMON STOCK (VERICEL CORPORATION) | Long | Equity-common | US | $1M | 21K | 0.13 |
| VERITEX HOLDINGS INC COMMON STOCK (VERITEX HOLDINGS, INC.) | Long | Equity-common | US | $745K | 37K | 0.09 |
| VERTEX INC - CLASS A COMMON STOCK (VERTEX, INC.) | Long | Equity-common | US | $3M | 78K | 0.32 |
| VICTORY CAPITAL HOLDING - A COMMON STOCK (VICTORY CAPITAL HOLDINGS, INC.) | Long | Equity-common | US | $3M | 50K | 0.32 |
| VISHAY INTERTECHNOLOGY INC COMMON STOCK (VISHAY INTERTECHNOLOGY, INC.) | Long | Equity-common | US | $874K | 37K | 0.11 |
| Vistra Corp. COMMON STOCK | Long | Equity-common | US | $3M | 28K | 0.35 |
| VITA COCO CO INC/THE COMMON STOCK (THE VITA COCO COMPANY, INC.) | Long | Equity-common | US | $1M | 40K | 0.14 |
| VITAL FARMS INC COMMON STOCK (VITAL FARMS, INC.) | Long | Equity-common | US | $1M | 36K | 0.18 |
| VITESSE ENERGY INC COMMON STOCK | Long | Equity-common | US | $80K | 3K | 0.01 |
| WATSCO INC COMMON STOCK (WATSCO, INC.) | Long | Equity-common | US | $3M | 7K | 0.41 |
| WATTS WATER TECHNOLOGIES-A COMMON STOCK (WATTS WATER TECHNOLOGIES, INC.) | Long | Equity-common | US | $976K | 5K | 0.12 |
| WEATHERFORD INTERNATIONAL PL COMMON STOCK (WEATHERFORD INTERNATIONAL PUBLIC LIMITED COMPANY) | Long | Equity-common | US | $1M | 11K | 0.16 |
| WESCO INTERNATIONAL INC COMMON STOCK (WESCO INTERNATIONAL, INC.) | Long | Equity-common | US | $3M | 19K | 0.43 |
| WESTERN UNION CO COMMON STOCK (THE WESTERN UNION COMPANY) | Long | Equity-common | US | $415K | 32K | 0.05 |
| WHIRLPOOL CORP COMMON STOCK (WHIRLPOOL CORPORATION) | Long | Equity-common | US | $1M | 14K | 0.17 |
| WINGSTOP INC COMMON STOCK (WINGSTOP INC.) | Long | Equity-common | US | $6M | 17K | 0.77 |
| WINNEBAGO INDUSTRIES COMMON STOCK (WINNEBAGO INDUSTRIES, INC.) | Long | Equity-common | US | $695K | 11K | 0.09 |
| WISDOMTREE INC COMMON STOCK (WISDOMTREE, INC.) | Long | Equity-common | US | $1M | 134K | 0.17 |
| WORLD ACCEPTANCE CORP COMMON STOCK (WORLD ACCEPTANCE CORPORATION) | Long | Equity-common | US | $1M | 8K | 0.13 |
| WORLD KINECT CORP COMMON STOCK (World Kinect Corporation.) | Long | Equity-common | US | $709K | 27K | 0.09 |
| WORTHINGTON ENTERPRISES INC COMMON STOCK (WORTHINGTON ENTERPRISES, INC.) | Long | Equity-common | US | $844K | 15K | 0.11 |
| WSFS FINANCIAL CORP COMMON STOCK (WSFS FINANCIAL CORPORATION) | Long | Equity-common | US | $1M | 24K | 0.13 |
| WYNDHAM HOTELS & RESORTS INC COMMON STOCK (WYNDHAM HOTELS & RESORTS, INC.) | Long | Equity-common | US | $1M | 17K | 0.15 |
| XENIA HOTELS & RESORTS INC REIT (XENIA HOTELS & RESORTS, INC.) | Long | Equity-common | US | $991K | 68K | 0.12 |
| XEROX HOLDINGS CORP COMMON STOCK | Long | Equity-common | US | $1M | 104K | 0.18 |
| ZETA GLOBAL HOLDINGS CORP-A COMMON STOCK | Long | Equity-common | US | $1M | 88K | 0.18 |
| ZIONS BANCORP NA COMMON STOCK (ZIONS BANCORPORATION, NATIONAL ASSOCIATION) | Long | Equity-common | US | $2M | 45K | 0.24 |
| Zurn Elkay Water Solutions Corporation COMMON STOCK | Long | Equity-common | US | $1M | 34K | 0.13 |
Address
SEI INSTITUTIONAL INVESTMENTS TRUST
ONE FREEDOM VALLEY DRIVE
OAKS
Pennsylvania
19456
United States of America
Websites
Directors
Christine Reynolds
James B. Taylor
James M. Williams
Nina Lesavoy
Robert A. Nesher
Susan C. Cote
Thomas Melendez
William M. Doran
Transfer Agents
SEI Institutional Transfer Agent, Inc.
Pricing Services
Bloomberg
IHS Markit
Intercontinental Exchange, Inc.
Pricing Direct
S&P
Thomson Reuters Corporation
Custodians
US BANK, N.A.
Shareholder Servicing Agents
SEI Investments Distribution Co.
SEI Private Trust Company
Admins
SEI INVESTMENTS GLOBAL FUNDS SERVICES
Brokers
N/A