SEI Funds > SEI INSTITUTIONAL INVESTMENTS TRUST
SIIT SMALL CAP FUND
$235.06M
Avg Monthly Net Assets
$247.68M
Total Assets
$101K
Total Liabilities
$247.58M
Net Assets
SIIT SMALL 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 $235.06M.
On July 30th, 2024 it reported 859 holdings, the largest
being (2.5%), (1.7%) and FTAI Aviation Ltd, (0.8%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Ticker | Monthly Returns (2 years) |
|---|---|---|---|
| Class A | C000018361 | SLPAX |
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 |
|---|---|---|---|---|---|---|
| 1ST SOURCE CORP COMMON STOCK (1ST SOURCE CORPORATION) | Long | Equity-common | US | $58K | 1K | 0.02 |
| 2U INC COMMON STOCK (2U, INC.) | Long | Equity-common | US | $56K | 200K | 0.02 |
| 8X8 INC COMMON STOCK (8X8, INC.) | Long | Equity-common | US | $353K | 129K | 0.14 |
| A-MARK PRECIOUS METALS INC COMMON STOCK (A-MARK PRECIOUS METALS, INC.) | Long | Equity-common | US | $266K | 7K | 0.11 |
| A10 NETWORKS INC COMMON STOCK (A10 NETWORKS, INC.) | Long | Equity-common | US | $100K | 7K | 0.04 |
| AAR CORP COMMON STOCK (AAR CORP.) | Long | Equity-common | US | $21K | 300 | 0.01 |
| AARON'S CO INC/THE COMMON STOCK (Aaron's Company Inc) | Long | Equity-common | US | $369K | 44K | 0.15 |
| ABM INDUSTRIES INC COMMON STOCK (ABM INDUSTRIES INCORPORATED) | Long | Equity-common | US | $345K | 7K | 0.14 |
| ACACIA RESEARCH CORP COMMON STOCK (ACACIA RESEARCH CORPORATION) | Long | Equity-common | US | $17K | 3K | 0.01 |
| ACADEMY SPORTS & OUTDOORS IN COMMON STOCK (ACADEMY SPORTS AND OUTDOORS, INC.) | Long | Equity-common | US | $398K | 7K | 0.16 |
| ACCEL ENTERTAINMENT INC COMMON STOCK (ACCEL ENTERTAINMENT, INC.) | Long | Equity-common | US | $77K | 8K | 0.03 |
| ACCO BRANDS CORP COMMON STOCK (ACCO BRANDS CORPORATION) | Long | Equity-common | US | $252K | 50K | 0.10 |
| ACCOLADE INC COMMON STOCK | Long | Equity-common | US | $64K | 9K | 0.03 |
| ACELYRIN INC COMMON STOCK | Long | Equity-common | US | $137K | 33K | 0.06 |
| ACUITY BRANDS INC COMMON STOCK (ACUITY BRANDS, INC.) | Long | Equity-common | US | $301K | 1K | 0.12 |
| ACV AUCTIONS INC-A COMMON STOCK (ACV AUCTIONS INC.) | Long | Equity-common | US | $270K | 15K | 0.11 |
| ADDUS HOMECARE CORP COMMON STOCK (ADDUS HOMECARE CORPORATION) | Long | Equity-common | US | $107K | 930 | 0.04 |
| ADICET BIO INC COMMON STOCK | Long | Equity-common | US | $57K | 39K | 0.02 |
| ADMA BIOLOGICS INC COMMON STOCK (ADMA BIOLOGICS, INC.) | Long | Equity-common | US | $353K | 37K | 0.14 |
| ADVANSIX INC COMMON STOCK (ADVANSIX INC.) | Long | Equity-common | US | $201K | 9K | 0.08 |
| AEROVIRONMENT INC COMMON STOCK (AEROVIRONMENT, INC.) | Long | Equity-common | US | $2M | 8K | 0.67 |
| AERSALE CORP COMMON STOCK | Long | Equity-common | US | $136K | 18K | 0.06 |
| AFC GAMMA INC REIT (AFC GAMMA, INC.) | Long | Equity-common | US | $217K | 18K | 0.09 |
| AFFILIATED MANAGERS GROUP COMMON STOCK (AFFILIATED MANAGERS GROUP, INC.) | Long | Equity-common | US | $486K | 3K | 0.20 |
| AGILYSYS INC COMMON STOCK (AGILYSYS, INC.) | Long | Equity-common | US | $506K | 5K | 0.20 |
| AGIOS PHARMACEUTICALS INC COMMON STOCK | Long | Equity-common | US | $111K | 3K | 0.04 |
| ALARM.COM HOLDINGS INC COMMON STOCK (ALARM.COM HOLDINGS, INC.) | Long | Equity-common | US | $161K | 2K | 0.06 |
| ALASKA AIR GROUP INC COMMON STOCK (ALASKA AIR GROUP, INC.) | Long | Equity-common | US | $176K | 4K | 0.07 |
| ALBERTSONS COS INC - CLASS A COMMON STOCK (ALBERTSONS COMPANIES, INC.) | Long | Equity-common | US | $155K | 8K | 0.06 |
| ALDEYRA THERAPEUTICS INC COMMON STOCK | Long | Equity-common | US | $299K | 77K | 0.12 |
| ALECTOR INC COMMON STOCK | Long | Equity-common | US | $61K | 12K | 0.02 |
| ALERUS FINANCIAL CORP COMMON STOCK (ALERUS FINANCIAL CORPORATION) | Long | Equity-common | US | $316K | 16K | 0.13 |
| ALEXANDER & BALDWIN INC REIT (ALEXANDER & BALDWIN, INC.) | Long | Equity-common | US | $81K | 5K | 0.03 |
| ALEXANDER'S INC REIT (ALEXANDER'S, INC.) | Long | Equity-common | US | $495K | 2K | 0.20 |
| ALKAMI TECHNOLOGY INC COMMON STOCK (ALKAMI TECHNOLOGY, INC.) | Long | Equity-common | US | $183K | 7K | 0.07 |
| ALKERMES PLC COMMON STOCK (ALKERMES PUBLIC LIMITED COMPANY) | Long | Equity-common | US | $362K | 15K | 0.15 |
| ALLETE INC COMMON STOCK (ALLETE, INC.) | Long | Equity-common | US | $190K | 3K | 0.08 |
| ALLOGENE THERAPEUTICS INC COMMON STOCK | Long | Equity-common | US | $74K | 30K | 0.03 |
| ALPINE INCOME PROPERTY TRUST REIT (Alpine Income Property Trust Inc) | Long | Equity-common | US | $87K | 6K | 0.04 |
| ALTAIR ENGINEERING INC - A COMMON STOCK (ALTAIR ENGINEERING INC.) | Long | Equity-common | US | $379K | 4K | 0.15 |
| ALTIMMUNE INC COMMON STOCK (ALTIMMUNE, INC.) | Long | Equity-common | US | $109K | 15K | 0.04 |
| AMALGAMATED FINANCIAL CORP COMMON STOCK (AMALGAMATED BANK) | Long | Equity-common | US | $469K | 19K | 0.19 |
| AMBAC FINANCIAL GROUP INC COMMON STOCK (AMBAC FINANCIAL GROUP, INC.) | Long | Equity-common | US | $289K | 16K | 0.12 |
| AMC NETWORKS INC-A COMMON STOCK (AMC NETWORKS INC.) | Long | Equity-common | US | $158K | 9K | 0.06 |
| AMDOCS LTD COMMON STOCK (Amdocs Limited) | Long | Equity-common | US | $245K | 3K | 0.10 |
| AMERICAN ASSETS TRUST INC REIT (AMERICAN ASSETS TRUST, INC.) | Long | Equity-common | US | $350K | 16K | 0.14 |
| AMERICAN FINANCIAL GROUP INC COMMON STOCK (AMERICAN FINANCIAL GROUP, INC.) | Long | Equity-common | US | $246K | 2K | 0.10 |
| AMERICAN SOFTWARE INC-CL A COMMON STOCK (AMERICAN SOFTWARE, INC.) | Long | Equity-common | US | $31K | 3K | 0.01 |
| AMERICAN VANGUARD CORP COMMON STOCK (AMERICAN VANGUARD CORPORATION) | Long | Equity-common | US | $281K | 32K | 0.11 |
| AMERICAN WOODMARK CORP COMMON STOCK (AMERICAN WOODMARK CORPORATION) | Long | Equity-common | US | $276K | 3K | 0.11 |
| AMERISAFE INC COMMON STOCK (AMERISAFE, INC) | Long | Equity-common | US | $59K | 1K | 0.02 |
| AMKOR TECHNOLOGY INC COMMON STOCK (AMKOR TECHNOLOGY, INC.) | Long | Equity-common | US | $671K | 21K | 0.27 |
| AMN HEALTHCARE SERVICES INC COMMON STOCK (AMN HEALTHCARE SERVICES, INC.) | Long | Equity-common | US | $185K | 3K | 0.07 |
| AMPHASTAR PHARMACEUTICALS IN COMMON STOCK (AMPHASTAR PHARMACEUTICALS INC) | Long | Equity-common | US | $115K | 3K | 0.05 |
| AMPLITUDE INC-CLASS A COMMON STOCK | Long | Equity-common | US | $69K | 8K | 0.03 |
| AMYLYX PHARMACEUTICALS INC COMMON STOCK | Long | Equity-common | US | $59K | 34K | 0.02 |
| ANAPTYSBIO INC COMMON STOCK | Long | Equity-common | US | $55K | 2K | 0.02 |
| ANDERSONS INC/THE COMMON STOCK (THE ANDERSONS, INC.) | Long | Equity-common | US | $99K | 2K | 0.04 |
| ANI PHARMACEUTICALS INC COMMON STOCK (ANI PHARMACEUTICALS, INC.) | Long | Equity-common | US | $313K | 5K | 0.13 |
| ANIKA THERAPEUTICS INC COMMON STOCK (ANIKA THERAPEUTICS, INC.) | Long | Equity-common | US | $74K | 3K | 0.03 |
| ANTERIX INC COMMON STOCK | Long | Equity-common | US | $63K | 2K | 0.03 |
| ANTERO RESOURCES CORP COMMON STOCK (ANTERO RESOURCES CORPORATION) | Long | Equity-common | US | $259K | 7K | 0.10 |
| APOGEE ENTERPRISES INC COMMON STOCK (APOGEE ENTERPRISES, INC.) | Long | Equity-common | US | $476K | 7K | 0.19 |
| APOGEE THERAPEUTICS INC COMMON STOCK | Long | Equity-common | US | $171K | 4K | 0.07 |
| APOLLO COMMERCIAL REAL ESTAT REIT (APOLLO COMMERCIAL REAL ESTATE FINANCE, INC.) | Long | Equity-common | US | $183K | 18K | 0.07 |
| APPFOLIO INC - A COMMON STOCK (APPFOLIO, INC.) | Long | Equity-common | US | $411K | 2K | 0.17 |
| APPLE HOSPITALITY REIT INC REIT (Apple Hospitality REIT, Inc.) | Long | Equity-common | US | $335K | 23K | 0.14 |
| APPLIED INDUSTRIAL TECH INC COMMON STOCK (APPLIED INDUSTRIAL TECHNOLOGIES, INC.) | Long | Equity-common | US | $487K | 3K | 0.20 |
| ARBOR REALTY TRUST INC REIT (ARBOR REALTY TRUST, INC.) | Long | Equity-common | US | $213K | 16K | 0.09 |
| ARCBEST CORP COMMON STOCK (ARCBEST CORPORATION) | Long | Equity-common | US | $696K | 7K | 0.28 |
| ARCELLX INC COMMON STOCK | Long | Equity-common | US | $108K | 2K | 0.04 |
| ARCH RESOURCES INC COMMON STOCK (ARCH RESOURCES, INC.) | Long | Equity-common | US | $191K | 1K | 0.08 |
| ARCHROCK INC COMMON STOCK (ARCHROCK INC.) | Long | Equity-common | US | $279K | 14K | 0.11 |
| ARCUTIS BIOTHERAPEUTICS INC COMMON STOCK | Long | Equity-common | US | $212K | 25K | 0.09 |
| ARDMORE SHIPPING CORP COMMON STOCK (ARDMORE SHIPPING CORPORATION) | Long | Equity-common | US | $77K | 3K | 0.03 |
| ARGAN INC COMMON STOCK (ARGAN, INC.) | Long | Equity-common | US | $410K | 6K | 0.17 |
| ARHAUS INC COMMON STOCK (ARHAUS, INC) | Long | Equity-common | US | $241K | 13K | 0.10 |
| ARIS WATER SOLUTIONS INC-A COMMON STOCK | Long | Equity-common | US | $374K | 24K | 0.15 |
| ARLO TECHNOLOGIES INC COMMON STOCK | Long | Equity-common | US | $184K | 13K | 0.07 |
| ARROW ELECTRONICS INC COMMON STOCK (ARROW ELECTRONICS, INC.) | Long | Equity-common | US | $110K | 840 | 0.04 |
| ARS PHARMACEUTICALS INC COMMON STOCK | Long | Equity-common | US | $59K | 7K | 0.02 |
| ARTESIAN RESOURCES CORP-CL A COMMON STOCK (ARTESIAN RESOURCES CORPORATION) | Long | Equity-common | US | $36K | 1K | 0.01 |
| ASGN INC COMMON STOCK (ASGN INCORPORATED) | Long | Equity-common | US | $205K | 2K | 0.08 |
| ASHFORD HOSPITALITY TRUST REIT (ASHFORD HOSPITALITY TRUST, INC.) | Long | Equity-common | US | $602.55 | 515 | 0.00 |
| ASPEN AEROGELS INC COMMON STOCK (ASPEN AEROGELS, INC.) | Long | Equity-common | US | $214K | 7K | 0.09 |
| ASSERTIO HOLDINGS INC COMMON STOCK (ASSERTIO HOLDINGS, INC.) | Long | Equity-common | US | $54K | 54K | 0.02 |
| ASSETMARK FINANCIAL HOLDINGS COMMON STOCK (ASSETMARK FINANCIAL HOLDINGS, INC.) | Long | Equity-common | US | $268K | 8K | 0.11 |
| ASSOCIATED BANC-CORP COMMON STOCK | Long | Equity-common | US | $658K | 31K | 0.27 |
| ASSURANT INC COMMON STOCK (ASSURANT, INC.) | Long | Equity-common | US | $156K | 900 | 0.06 |
| AST SPACEMOBILE INC COMMON STOCK | Long | Equity-common | US | $205K | 25K | 0.08 |
| ASTRONICS CORP COMMON STOCK (ASTRONICS CORPORATION) | Long | Equity-common | US | $234K | 11K | 0.09 |
| ATI Inc COMMON STOCK | Long | Equity-common | US | $364K | 6K | 0.15 |
| Atkore Inc COMMON STOCK | Long | Equity-common | US | $1M | 7K | 0.41 |
| ATLANTIC UNION BANKSHARES CO COMMON STOCK (ATLANTIC UNION BANKSHARES CORPORATION) | Long | Equity-common | US | $398K | 12K | 0.16 |
| ATLANTICUS HOLDINGS CORP COMMON STOCK (ATLANTICUS HOLDINGS CORPORATION) | Long | Equity-common | US | $161K | 6K | 0.06 |
| ATRION CORPORATION COMMON STOCK | Long | Equity-common | US | $78K | 170 | 0.03 |
| AUTONATION INC COMMON STOCK (AUTONATION, INC.) | Long | Equity-common | US | $80K | 470 | 0.03 |
| AVEPOINT INC COMMON STOCK | Long | Equity-common | US | $294K | 33K | 0.12 |
| AVIAT NETWORKS INC COMMON STOCK (AVIAT NETWORKS, INC.) | Long | Equity-common | US | $433K | 14K | 0.18 |
| AVIDITY BIOSCIENCES INC COMMON STOCK | Long | Equity-common | US | $186K | 7K | 0.08 |
| AVIDXCHANGE HOLDINGS INC COMMON STOCK | Long | Equity-common | US | $80K | 8K | 0.03 |
| AVISTA CORP COMMON STOCK (AVISTA CORPORATION) | Long | Equity-common | US | $160K | 4K | 0.06 |
| AVNET INC COMMON STOCK (AVNET, INC.) | Long | Equity-common | US | $710K | 13K | 0.29 |
| AXIS CAPITAL HOLDINGS LTD COMMON STOCK (AXIS CAPITAL HOLDINGS LIMITED) | Long | Equity-common | US | $262K | 4K | 0.11 |
| AZEK CO INC/THE COMMON STOCK (THE AZEK COMPANY INC.) | Long | Equity-common | US | $569K | 12K | 0.23 |
| AZZ INC COMMON STOCK (AZZ INC.) | Long | Equity-common | US | $275K | 3K | 0.11 |
| BABCOCK & WILCOX ENTERPR COMMON STOCK (BABCOCK & WILCOX ENTERPRISES, INC.) | Long | Equity-common | US | $181K | 154K | 0.07 |
| BADGER METER INC COMMON STOCK (BADGER METER, INC.) | Long | Equity-common | US | $1M | 5K | 0.41 |
| BALCHEM CORP COMMON STOCK (BALCHEM CORPORATION) | Long | Equity-common | US | $240K | 2K | 0.10 |
| BANCO LATINOAMERICANO COME-E COMMON STOCK (Banco Latinoamericano de Comercio Exterior, S.A.) | Long | Equity-common | US | $346K | 12K | 0.14 |
| BANDWIDTH INC-CLASS A COMMON STOCK (BANDWIDTH INC.) | Long | Equity-common | US | $74K | 4K | 0.03 |
| BARRETT BUSINESS SVCS INC COMMON STOCK (BARRETT BUSINESS SERVICES, INC.) | Long | Equity-common | US | $367K | 3K | 0.15 |
| BAYCOM CORP COMMON STOCK | Long | Equity-common | US | $109K | 5K | 0.04 |
| BCB BANCORP INC COMMON STOCK (BCB BANCORP, INC.) | Long | Equity-common | US | $103K | 10K | 0.04 |
| BEAZER HOMES USA INC COMMON STOCK (BEAZER HOMES USA, INC.) | Long | Equity-common | US | $95K | 3K | 0.04 |
| BEL FUSE INC-CL B COMMON STOCK (BEL FUSE INC.) | Long | Equity-common | US | $559K | 8K | 0.23 |
| BELLRING BRANDS INC COMMON STOCK (BELLRING BRANDS, INC.) | Long | Equity-common | US | $163K | 3K | 0.07 |
| BENCHMARK ELECTRONICS INC COMMON STOCK (BENCHMARK ELECTRONICS, INC.) | Long | Equity-common | US | $96K | 2K | 0.04 |
| BERRY CORP COMMON STOCK (BERRY CORPORATION (BRY)) | Long | Equity-common | US | $587K | 84K | 0.24 |
| BIGCOMMERCE HOLDINGS-SER 1 COMMON STOCK (BIGCOMMERCE HOLDINGS, INC.) | Long | Equity-common | US | $144K | 17K | 0.06 |
| BIGLARI HOLDINGS INC-B COMMON STOCK (BIGLARI HOLDINGS INC.) | Long | Equity-common | US | $204K | 1K | 0.08 |
| BIOATLA INC COMMON STOCK | Long | Equity-common | US | $33K | 22K | 0.01 |
| BJ'S RESTAURANTS INC COMMON STOCK (BJ'S RESTAURANTS, INC.) | Long | Equity-common | US | $198K | 6K | 0.08 |
| BLACK HILLS CORP COMMON STOCK (BLACK HILLS CORPORATION) | Long | Equity-common | US | $169K | 3K | 0.07 |
| BLACKBAUD INC COMMON STOCK (BLACKBAUD, INC.) | Long | Equity-common | US | $182K | 2K | 0.07 |
| BLOOMIN' BRANDS INC COMMON STOCK (BLOOMIN' BRANDS, INC.) | Long | Equity-common | US | $436K | 20K | 0.18 |
| BLUE BIRD CORP COMMON STOCK (BLUE BIRD CORPORATION) | Long | Equity-common | US | $292K | 5K | 0.12 |
| BLUEPRINT MEDICINES CORP COMMON STOCK (BLUEPRINT MEDICINES CORPORATION) | Long | Equity-common | US | $444K | 4K | 0.18 |
| BOISE CASCADE CO COMMON STOCK (BOISE CASCADE COMPANY) | Long | Equity-common | US | $475K | 3K | 0.19 |
| BOX INC - CLASS A COMMON STOCK (BOX, INC.) | Long | Equity-common | US | $167K | 6K | 0.07 |
| BRADY CORPORATION - CL A COMMON STOCK | Long | Equity-common | US | $259K | 4K | 0.10 |
| BRAEMAR HOTELS & RESORTS INC REIT (BRAEMAR HOTELS & RESORTS INC.) | Long | Equity-common | US | $96K | 34K | 0.04 |
| BRIGHTHOUSE FINANCIAL INC COMMON STOCK (BRIGHTHOUSE FINANCIAL, INC.) | Long | Equity-common | US | $160K | 4K | 0.06 |
| BRIGHTVIEW HOLDINGS INC COMMON STOCK (BRIGHTVIEW HOLDINGS, INC.) | Long | Equity-common | US | $245K | 18K | 0.10 |
| BRINK'S CO/THE COMMON STOCK (THE BRINK'S COMPANY) | Long | Equity-common | US | $537K | 5K | 0.22 |
| BROOKDALE SENIOR LIVING INC COMMON STOCK (BROOKDALE SENIOR LIVING INC.) | Long | Equity-common | US | $283K | 42K | 0.11 |
| BROOKFIELD BUSINESS-CL A COMMON STOCK (Brookfield Business Corp) | Long | Equity-common | US | $107K | 5K | 0.04 |
| BUILD-A-BEAR WORKSHOP INC COMMON STOCK (BUILD-A-BEAR WORKSHOP, INC.) | Long | Equity-common | US | $408K | 15K | 0.16 |
| BWX TECHNOLOGIES INC COMMON STOCK (BWX TECHNOLOGIES, INC.) | Long | Equity-common | US | $284K | 3K | 0.11 |
| CABOT CORP COMMON STOCK (CABOT CORPORATION) | Long | Equity-common | US | $334K | 3K | 0.13 |
| CACI INTERNATIONAL INC -CL A COMMON STOCK (CACI INTERNATIONAL INC.) | Long | Equity-common | US | $593K | 1K | 0.24 |
| CACTUS INC - A COMMON STOCK (CACTUS, INC.) | Long | Equity-common | US | $315K | 6K | 0.13 |
| CADRE HOLDINGS INC COMMON STOCK (CADRE HOLDINGS, INC.) | Long | Equity-common | US | $283K | 9K | 0.11 |
| CAL-MAINE FOODS INC COMMON STOCK (CAL-MAINE FOODS, INC.) | Long | Equity-common | US | $157K | 3K | 0.06 |
| CALERES INC COMMON STOCK (Caleres Inc.) | Long | Equity-common | US | $183K | 5K | 0.07 |
| CALIFORNIA RESOURCES CORP COMMON STOCK (CALIFORNIA RESOURCES CORPORATION) | Long | Equity-common | US | $433K | 9K | 0.17 |
| CALIFORNIA WATER SERVICE GRP COMMON STOCK (CALIFORNIA WATER SERVICE GROUP) | Long | Equity-common | US | $141K | 3K | 0.06 |
| CAMDEN NATIONAL CORP COMMON STOCK (CAMDEN NATIONAL CORPORATION) | Long | Equity-common | US | $201K | 6K | 0.08 |
| CAMTEK LTD COMMON STOCK | Long | Equity-common | US | $743K | 7K | 0.30 |
| CAPITAL BANCORP INC/MD COMMON STOCK (CAPITAL BANCORP, INC.) | Long | Equity-common | US | $91K | 5K | 0.04 |
| CAPITAL CITY BANK GROUP INC COMMON STOCK (CAPITAL CITY BANK GROUP, INC.) | Long | Equity-common | US | $94K | 3K | 0.04 |
| CARDLYTICS INC COMMON STOCK (CARDLYTICS, INC.) | Long | Equity-common | US | $79K | 9K | 0.03 |
| CAREDX INC COMMON STOCK (CAREDX, INC.) | Long | Equity-common | US | $247K | 19K | 0.10 |
| CARTER BANKSHARES INC COMMON STOCK (Carter Bankshares, Inc.) | Long | Equity-common | US | $110K | 9K | 0.04 |
| CASELLA WASTE SYSTEMS INC-A COMMON STOCK (CASELLA WASTE SYSTEMS, INC.) | Long | Equity-common | US | $247K | 2K | 0.10 |
| CASEY'S GENERAL STORES INC COMMON STOCK (CASEY'S GENERAL STORES, INC.) | Long | Equity-common | US | $1M | 3K | 0.46 |
| CASS INFORMATION SYSTEMS INC COMMON STOCK (CASS INFORMATION SYSTEMS, INC.) | Long | Equity-common | US | $504K | 12K | 0.20 |
| CASTLE BIOSCIENCES INC COMMON STOCK | Long | Equity-common | US | $88K | 4K | 0.04 |
| CATALYST PHARMACEUTICALS INC COMMON STOCK (CATALYST PHARMACEUTICALS, INC.) | Long | Equity-common | US | $246K | 15K | 0.10 |
| CATHAY GENERAL BANCORP COMMON STOCK | Long | Equity-common | US | $317K | 9K | 0.13 |
| CAVA GROUP INC COMMON STOCK (CAVA GROUP, INC.) | Long | Equity-common | US | $386K | 4K | 0.16 |
| CBL & ASSOCIATES PROPERTIES REIT (CBL & ASSOCIATES PROPERTIES, INC.) | Long | Equity-common | US | $43K | 2K | 0.02 |
| CBOE GLOBAL MARKETS INC COMMON STOCK (CBOE GLOBAL MARKETS, INC.) | Long | Equity-common | US | $318K | 2K | 0.13 |
| CCC INTELLIGENT SOLUTIONS HO COMMON STOCK (CCC INTELLIGENT SOLUTIONS HOLDINGS INC.) | Long | Equity-common | US | $75K | 7K | 0.03 |
| CECO ENVIRONMENTAL CORP COMMON STOCK (CECO ENVIRONMENTAL CORP.) | Long | Equity-common | US | $207K | 8K | 0.08 |
| CELCUITY INC COMMON STOCK | Long | Equity-common | US | $22K | 1K | 0.01 |
| CENTERSPACE REIT | Long | Equity-common | US | $76K | 1K | 0.03 |
| CENTRAL GARDEN & PET CO COMMON STOCK (CENTRAL GARDEN & PET COMPANY) | Long | Equity-common | US | $80K | 2K | 0.03 |
| CENTRAL GARDEN AND PET CO-A COMMON STOCK (CENTRAL GARDEN & PET COMPANY) | Long | Equity-common | US | $110K | 3K | 0.04 |
| CENTRUS ENERGY CORP-CLASS A COMMON STOCK (CENTRUS ENERGY CORP.) | Long | Equity-common | US | $161K | 3K | 0.06 |
| CENTURY ALUMINUM COMPANY COMMON STOCK | Long | Equity-common | US | $240K | 13K | 0.10 |
| CENTURY CASINOS INC COMMON STOCK (CENTURY CASINOS, INC.) | Long | Equity-common | US | $55K | 21K | 0.02 |
| CHEMED CORP COMMON STOCK (CHEMED CORPORATION) | Long | Equity-common | US | $253K | 456 | 0.10 |
| CHORD ENERGY CORP COMMON STOCK (CHORD ENERGY CORPORATION) | Long | Equity-common | US | $601K | 3K | 0.24 |
| CHUY'S HOLDINGS INC COMMON STOCK (CHUY'S HOLDINGS, INC.) | Long | Equity-common | US | $128K | 5K | 0.05 |
| CIRRUS LOGIC INC COMMON STOCK (CIRRUS LOGIC, INC.) | Long | Equity-common | US | $1M | 9K | 0.43 |
| CITY HOLDING CO COMMON STOCK (CITY HOLDING COMPANY) | Long | Equity-common | US | $60K | 590 | 0.02 |
| CIVISTA BANCSHARES INC COMMON STOCK (CIVISTA BANCSHARES, INC.) | Long | Equity-common | US | $182K | 13K | 0.07 |
| CLEAN ENERGY FUELS CORP COMMON STOCK (CLEAN ENERGY FUELS CORP.) | Long | Equity-common | US | $88K | 28K | 0.04 |
| CLEAN HARBORS INC COMMON STOCK (CLEAN HARBORS, INC.) | Long | Equity-common | US | $336K | 2K | 0.14 |
| CLEANSPARK INC COMMON STOCK (CLEANSPARK, INC.) | Long | Equity-common | US | $152K | 9K | 0.06 |
| CLEARWATER ANALYTICS HDS-A COMMON STOCK (Clearwater Analytics Holdings Inc) | Long | Equity-common | US | $467K | 25K | 0.19 |
| CLEARWATER PAPER CORP COMMON STOCK (CLEARWATER PAPER CORPORATION) | Long | Equity-common | US | $370K | 7K | 0.15 |
| CNB FINANCIAL CORP/PA COMMON STOCK (CNB FINANCIAL CORPORATION) | Long | Equity-common | US | $243K | 13K | 0.10 |
| CNO FINANCIAL GROUP INC COMMON STOCK (CNO FINANCIAL GROUP, INC.) | Long | Equity-common | US | $1M | 38K | 0.43 |
| CNX RESOURCES CORP COMMON STOCK (CNX RESOURCES CORPORATION) | Long | Equity-common | US | $555K | 21K | 0.22 |
| COASTAL FINANCIAL CORP/WA COMMON STOCK (COASTAL FINANCIAL CORPORATION) | Long | Equity-common | US | $340K | 8K | 0.14 |
| COCA-COLA CONSOLIDATED INC COMMON STOCK (COCA-COLA CONSOLIDATED, INC.) | Long | Equity-common | US | $653K | 666 | 0.26 |
| COHERUS BIOSCIENCES INC COMMON STOCK (COHERUS BIOSCIENCES, INC.) | Long | Equity-common | US | $53K | 29K | 0.02 |
| COLLEGIUM PHARMACEUTICAL INC COMMON STOCK (Collegium Pharmaceutical, Inc.) | Long | Equity-common | US | $327K | 10K | 0.13 |
| COMFORT SYSTEMS USA INC COMMON STOCK (COMFORT SYSTEMS USA, INC.) | Long | Equity-common | US | $404K | 1K | 0.16 |
| COMMERCIAL METALS CO COMMON STOCK (COMMERCIAL METALS COMPANY) | Long | Equity-common | US | $743K | 13K | 0.30 |
| COMMERCIAL VEHICLE GROUP INC COMMON STOCK (COMMERCIAL VEHICLE GROUP, INC.) | Long | Equity-common | US | $226K | 42K | 0.09 |
| COMMUNITY HEALTH SYSTEMS INC COMMON STOCK (COMMUNITY HEALTH SYSTEMS, INC.) | Long | Equity-common | US | $78K | 20K | 0.03 |
| COMMUNITY TRUST BANCORP INC COMMON STOCK (COMMUNITY TRUST BANCORP, INC.) | Long | Equity-common | US | $506K | 12K | 0.20 |
| COMMVAULT SYSTEMS INC COMMON STOCK (COMMVAULT SYSTEMS, INC.) | Long | Equity-common | US | $605K | 6K | 0.24 |
| COMPASS MINERALS INTERNATION COMMON STOCK (COMPASS MINERALS INTERNATIONAL, INC.) | Long | Equity-common | US | $55K | 4K | 0.02 |
| CONSENSUS CLOUD SOLUTION COMMON STOCK (CONSENSUS CLOUD SOLUTIONS, INC.) | Long | Equity-common | US | $54K | 3K | 0.02 |
| CONSOL ENERGY INC COMMON STOCK (CONSOL ENERGY INC.) | Long | Equity-common | US | $301K | 3K | 0.12 |
| CONSOLIDATED WATER CO-ORD SH COMMON STOCK (CONSOLIDATED WATER CO. LTD.) | Long | Equity-common | US | $37K | 1K | 0.01 |
| CONSTRUCTION PARTNERS INC-A COMMON STOCK (CONSTRUCTION PARTNERS, INC.) | Long | Equity-common | US | $259K | 4K | 0.10 |
| COOPER-STANDARD HOLDING COMMON STOCK (COOPER-STANDARD HOLDINGS INC.) | Long | Equity-common | US | $80K | 6K | 0.03 |
| CORE & MAIN INC-CLASS A COMMON STOCK (CORE & MAIN, INC.) | Long | Equity-common | US | $216K | 4K | 0.09 |
| CORECIVIC INC COMMON STOCK (CORECIVIC, INC.) | Long | Equity-common | US | $115K | 7K | 0.05 |
| CORVEL CORP COMMON STOCK (CORVEL CORPORATION) | Long | Equity-common | US | $154K | 640 | 0.06 |
| COSTAMARE INC COMMON STOCK (COSTAMARE INC.) | Long | Equity-common | US | $639K | 40K | 0.26 |
| COVENANT LOGISTICS GROUP INC COMMON STOCK (COVENANT LOGISTICS GROUP, INC.) | Long | Equity-common | US | $48K | 1K | 0.02 |
| CRA INTERNATIONAL INC COMMON STOCK (CRA INTERNATIONAL, INC.) | Long | Equity-common | US | $83K | 470 | 0.03 |
| CRANE CO COMMON STOCK | Long | Equity-common | US | $1M | 10K | 0.60 |
| CRANE NXT CO COMMON STOCK (CRANE NXT, CO.) | Long | Equity-common | US | $338K | 5K | 0.14 |
| CRAWFORD & COMPANY -CL A COMMON STOCK | Long | Equity-common | US | $159K | 18K | 0.06 |
| CRINETICS PHARMACEUTICALS IN COMMON STOCK (Crinetics Pharmaceuticals Inc) | Long | Equity-common | US | $321K | 7K | 0.13 |
| CROCS INC COMMON STOCK (CROCS, INC.) | Long | Equity-common | US | $482K | 3K | 0.19 |
| CROSS COUNTRY HEALTHCARE INC COMMON STOCK (CROSS COUNTRY HEALTHCARE, INC.) | Long | Equity-common | US | $33K | 2K | 0.01 |
| CROSSFIRST BANKSHARES INC COMMON STOCK (CROSSFIRST BANKSHARES, INC.) | Long | Equity-common | US | $151K | 12K | 0.06 |
| CSG SYSTEMS INTL INC COMMON STOCK (CSG SYSTEMS INTERNATIONAL, INC.) | Long | Equity-common | US | $164K | 4K | 0.07 |
| CTO REALTY GROWTH INC REIT (CTO REALTY GROWTH, INC.) | Long | Equity-common | US | $33K | 2K | 0.01 |
| CURTISS-WRIGHT CORP COMMON STOCK (CURTISS-WRIGHT CORPORATION) | Long | Equity-common | US | $627K | 2K | 0.25 |
| CUSTOMERS BANCORP INC COMMON STOCK (Customers Bancorp, Inc.) | Long | Equity-common | US | $240K | 5K | 0.10 |
| DAKTRONICS INC COMMON STOCK (DAKTRONICS, INC.) | Long | Equity-common | US | $108K | 10K | 0.04 |
| DAY ONE BIOPHARMACEUTICALS I COMMON STOCK (Day One Biopharmaceuticals Inc) | Long | Equity-common | US | $48K | 4K | 0.02 |
| DELUXE CORP COMMON STOCK (DELUXE CORPORATION) | Long | Equity-common | US | $175K | 8K | 0.07 |
| DENNY'S CORP COMMON STOCK (DENNY'S CORPORATION) | Long | Equity-common | US | $81K | 11K | 0.03 |
| DESIGNER BRANDS INC-CLASS A COMMON STOCK (DESIGNER BRANDS INC.) | Long | Equity-common | US | $127K | 13K | 0.05 |
| DESTINATION XL GROUP INC COMMON STOCK (DESTINATION XL GROUP, INC.) | Long | Equity-common | US | $70K | 20K | 0.03 |
| DHT HOLDINGS INC COMMON STOCK (DHT HOLDINGS, INC.) | Long | Equity-common | US | $607K | 50K | 0.25 |
| DIAMOND HILL INVESTMENT GRP COMMON STOCK (DIAMOND HILL INVESTMENT GROUP, INC.) | Long | Equity-common | US | $552K | 4K | 0.22 |
| DIGITAL TURBINE INC COMMON STOCK (DIGITAL TURBINE, INC.) | Long | Equity-common | US | $57K | 30K | 0.02 |
| DILLARDS INC-CL A COMMON STOCK (DILLARD'S, INC.) | Long | Equity-common | US | $103K | 230 | 0.04 |
| DIME COMMUNITY BANCSHARES IN COMMON STOCK (DIME COMMUNITY BANCSHARES, INC.) | Long | Equity-common | US | $111K | 6K | 0.04 |
| DINE BRANDS GLOBAL INC COMMON STOCK (DINE BRANDS GLOBAL, INC.) | Long | Equity-common | US | $237K | 6K | 0.10 |
| DMC GLOBAL INC COMMON STOCK (DMC GLOBAL INC.) | Long | Equity-common | US | $63K | 5K | 0.03 |
| DOLE PLC COMMON STOCK (DOLE PUBLIC LIMITED COMPANY) | Long | Equity-common | US | $64K | 5K | 0.03 |
| DONALDSON CO INC COMMON STOCK (DONALDSON COMPANY, INC.) | Long | Equity-common | US | $262K | 4K | 0.11 |
| DONEGAL GROUP INC-CL A COMMON STOCK (DONEGAL GROUP INC.) | Long | Equity-common | US | $150K | 11K | 0.06 |
| DONNELLEY FINANCIAL SOLUTION COMMON STOCK (DONNELLEY FINANCIAL SOLUTIONS, INC.) | Long | Equity-common | US | $90K | 1K | 0.04 |
| DORIAN LPG LTD COMMON STOCK (Dorian LPG Ltd.) | Long | Equity-common | US | $124K | 2K | 0.05 |
| DREAM FINDERS HOMES INC - A COMMON STOCK (DREAM FINDERS HOMES, INC.) | Long | Equity-common | US | $379K | 13K | 0.15 |
| DUCOMMUN INC COMMON STOCK (DUCOMMUN INCORPORATED) | Long | Equity-common | US | $52K | 900 | 0.02 |
| DUOLINGO COMMON STOCK (Duolingo Inc) | Long | Equity-common | US | $189K | 985 | 0.08 |
| DUTCH BROS INC-CLASS A COMMON STOCK | Long | Equity-common | US | $243K | 7K | 0.10 |
| DXP ENTERPRISES INC COMMON STOCK (DXP ENTERPRISES, INC.) | Long | Equity-common | US | $253K | 5K | 0.10 |
| DYCOM INDUSTRIES INC COMMON STOCK (DYCOM INDUSTRIES, INC.) | Long | Equity-common | US | $432K | 2K | 0.17 |
| DYNE THERAPEUTICS INC COMMON STOCK | Long | Equity-common | US | $233K | 7K | 0.09 |
| E-MINI RUSS 2000 JUN24 PHYSICAL INDEX FUTURE. | Derivative-equity | US | $4M | – | 1.72 | |
| EAGLE MATERIALS INC COMMON STOCK (EAGLE MATERIALS INC.) | Long | Equity-common | US | $46K | 200 | 0.02 |
| EAGLE PHARMACEUTICALS INC COMMON STOCK (EAGLE PHARMACEUTICALS, INC.) | Long | Equity-common | US | $168K | 48K | 0.07 |
| EASTGROUP PROPERTIES INC REIT (EASTGROUP PROPERTIES, INC.) | Long | Equity-common | US | $178K | 1K | 0.07 |
| EDITAS MEDICINE INC COMMON STOCK (EDITAS MEDICINE, INC.) | Long | Equity-common | US | $160K | 31K | 0.06 |
| EHEALTH INC COMMON STOCK (EHEALTH, INC.) | Long | Equity-common | US | $237K | 40K | 0.10 |
| ELF BEAUTY INC COMMON STOCK (E.L.F. BEAUTY, INC.) | Long | Equity-common | US | $544K | 3K | 0.22 |
| EMBECTA CORP COMMON STOCK (EMBECTA CORP.) | Long | Equity-common | US | $155K | 13K | 0.06 |
| EMCOR GROUP INC COMMON STOCK (EMCOR GROUP, INC.) | Long | Equity-common | US | $369K | 950 | 0.15 |
| EMERGENT BIOSOLUTIONS INC COMMON STOCK (EMERGENT BIOSOLUTIONS INC.) | Long | Equity-common | US | $234K | 41K | 0.09 |
| EMPLOYERS HOLDINGS INC COMMON STOCK (EMPLOYERS HOLDINGS, INC.) | Long | Equity-common | US | $403K | 10K | 0.16 |
| ENACT HOLDINGS INC COMMON STOCK (ENACT HOLDINGS, INC.) | Long | Equity-common | US | $65K | 2K | 0.03 |
| ENCOMPASS HEALTH CORP COMMON STOCK (ENCOMPASS HEALTH CORPORATION) | Long | Equity-common | US | $580K | 7K | 0.23 |
| ENCORE WIRE CORP COMMON STOCK (ENCORE WIRE CORPORATION) | Long | Equity-common | US | $118K | 410 | 0.05 |
| ENERGIZER HOLDINGS INC COMMON STOCK (Energizer Holdings, Inc.) | Long | Equity-common | US | $243K | 9K | 0.10 |
| ENERPAC TOOL GROUP COMMON STOCK (ENERPAC TOOL GROUP CORP.) | Long | Equity-common | US | $127K | 3K | 0.05 |
| ENERSYS COMMON STOCK | Long | Equity-common | US | $222K | 2K | 0.09 |
| ENFUSION INC - CLASS A COMMON STOCK (ENFUSION, INC) | Long | Equity-common | US | $33K | 4K | 0.01 |
| ENNIS INC COMMON STOCK (ENNIS, INC.) | Long | Equity-common | US | $439K | 21K | 0.18 |
| ENOVA INTERNATIONAL INC COMMON STOCK (ENOVA INTERNATIONAL, INC.) | Long | Equity-common | US | $102K | 2K | 0.04 |
| ENSIGN GROUP INC/THE COMMON STOCK (THE ENSIGN GROUP, INC.) | Long | Equity-common | US | $1M | 11K | 0.56 |
| ENTRADA THERAPEUTICS INC COMMON STOCK | Long | Equity-common | US | $27K | 2K | 0.01 |
| EPLUS INC COMMON STOCK (EPLUS INC.) | Long | Equity-common | US | $128K | 2K | 0.05 |
| EPR PROPERTIES REIT | Long | Equity-common | US | $545K | 13K | 0.22 |
| EQUITY BANCSHARES INC - CL A COMMON STOCK (EQUITY BANCSHARES, INC.) | Long | Equity-common | US | $293K | 9K | 0.12 |
| EQUITY COMMONWEALTH REIT | Long | Equity-common | US | $119K | 6K | 0.05 |
| ESAB CORP COMMON STOCK (ESAB CORPORATION) | Long | Equity-common | US | $189K | 2K | 0.08 |
| ESQUIRE FINANCIAL HOLDINGS I COMMON STOCK (Esquire Financial Holdings Inc) | Long | Equity-common | US | $463K | 10K | 0.19 |
| ESSENT GROUP LTD COMMON STOCK | Long | Equity-common | US | $239K | 4K | 0.10 |
| EURONET WORLDWIDE INC COMMON STOCK (EURONET WORLDWIDE, INC.) | Long | Equity-common | US | $209K | 2K | 0.08 |
| EVERCORE INC - A COMMON STOCK (EVERCORE INC.) | Long | Equity-common | US | $174K | 858 | 0.07 |
| EVEREST GROUP LTD COMMON STOCK (Everest Group, Ltd.) | Long | Equity-common | US | $305K | 780 | 0.12 |
| EVERTEC INC COMMON STOCK (Evertec, Inc.) | Long | Equity-common | US | $185K | 5K | 0.07 |
| EVOLUS INC COMMON STOCK | Long | Equity-common | US | $314K | 24K | 0.13 |
| EW SCRIPPS CO/THE-A COMMON STOCK (THE E.W. SCRIPPS COMPANY) | Long | Equity-common | US | $53K | 20K | 0.02 |
| EXCELERATE ENERGY INC-A COMMON STOCK | Long | Equity-common | US | $379K | 21K | 0.15 |
| EXELIXIS INC COMMON STOCK (EXELIXIS, INC.) | Long | Equity-common | US | $56K | 3K | 0.02 |
| EXPONENT INC COMMON STOCK (EXPONENT, INC.) | Long | Equity-common | US | $395K | 4K | 0.16 |
| EXPRO GROUP HOLDINGS NV COMMON STOCK (Expro Group Holdings N.V.) | Long | Equity-common | US | $230K | 10K | 0.09 |
| F5 INC COMMON STOCK (F5, INC.) | Long | Equity-common | US | $275K | 2K | 0.11 |
| FABRINET COMMON STOCK | Long | Equity-common | US | $300K | 1K | 0.12 |
| FACTSET RESEARCH SYSTEMS INC COMMON STOCK (FACTSET RESEARCH SYSTEMS INC.) | Long | Equity-common | US | $178K | 440 | 0.07 |
| FARMLAND PARTNERS INC REIT (FARMLAND PARTNERS INC.) | Long | Equity-common | US | $215K | 20K | 0.09 |
| FEDERAL AGRIC MTG CORP-CL C COMMON STOCK (FEDERAL AGRICULTURAL MORTGAGE CORPORATION) | Long | Equity-common | US | $98K | 560 | 0.04 |
| FEDERAL SIGNAL CORP COMMON STOCK (FEDERAL SIGNAL CORPORATION) | Long | Equity-common | US | $1M | 12K | 0.45 |
| FINANCIAL INSTITUTIONS INC COMMON STOCK (FINANCIAL INSTITUTIONS, INC.) | Long | Equity-common | US | $171K | 10K | 0.07 |
| FIRST BANCORP PUERTO RICO COMMON STOCK (First BanCorp.) | Long | Equity-common | US | $275K | 16K | 0.11 |
| FIRST BUSEY CORP COMMON STOCK (FIRST BUSEY CORPORATION) | Long | Equity-common | US | $215K | 10K | 0.09 |
| FIRST BUSINESS FINANCIAL SER COMMON STOCK (FIRST BUSINESS FINANCIAL SERVICES, INC.) | Long | Equity-common | US | $320K | 9K | 0.13 |
| FIRST COMMONWEALTH FINL CORP COMMON STOCK (FIRST COMMONWEALTH FINANCIAL CORPORATION) | Long | Equity-common | US | $169K | 13K | 0.07 |
| FIRST COMMUNITY BANKSHARES COMMON STOCK (First Community Bankshares, Inc.) | Long | Equity-common | US | $266K | 8K | 0.11 |
| FIRST FINANCIAL CORP/INDIANA COMMON STOCK (FIRST FINANCIAL CORPORATION) | Long | Equity-common | US | $399K | 11K | 0.16 |
| FIRSTCASH HOLDINGS INC COMMON STOCK (FIRSTCASH HOLDINGS, INC.) | Long | Equity-common | US | $866K | 7K | 0.35 |
| FLOWERS FOODS INC COMMON STOCK (FLOWERS FOODS, INC.) | Long | Equity-common | US | $192K | 8K | 0.08 |
| FLOWSERVE CORP COMMON STOCK (FLOWSERVE CORPORATION) | Long | Equity-common | US | $80K | 2K | 0.03 |
| FNB CORP COMMON STOCK (F.N.B. CORPORATION) | Long | Equity-common | US | $285K | 21K | 0.12 |
| FORESTAR GROUP INC COMMON STOCK (FORESTAR GROUP INC.) | Long | Equity-common | US | $293K | 9K | 0.12 |
| FORMFACTOR INC COMMON STOCK (FORMFACTOR, INC.) | Long | Equity-common | US | $319K | 6K | 0.13 |
| FORTREA HOLDINGS INC COMMON STOCK (FORTREA HOLDINGS INC.) | Long | Equity-common | US | $304K | 12K | 0.12 |
| FRANKLIN COVEY CO COMMON STOCK (FRANKLIN COVEY CO.) | Long | Equity-common | US | $427K | 12K | 0.17 |
| FRANKLIN ELECTRIC CO INC COMMON STOCK (FRANKLIN ELECTRIC CO., INC.) | Long | Equity-common | US | $137K | 1K | 0.06 |
| FRANKLIN STREET PROPERTIES C REIT (FRANKLIN STREET PROPERTIES CORP.) | Long | Equity-common | US | $54K | 27K | 0.02 |
| FRESH DEL MONTE PRODUCE INC COMMON STOCK (FRESH DEL MONTE PRODUCE INC.) | Long | Equity-common | US | $264K | 11K | 0.11 |
| FRESHPET INC COMMON STOCK (FRESHPET, INC.) | Long | Equity-common | US | $316K | 2K | 0.13 |
| FRONTIER GROUP HOLDINGS INC COMMON STOCK (FRONTIER GROUP HOLDINGS, INC.) | Long | Equity-common | US | $76K | 14K | 0.03 |
| FRP HOLDINGS INC COMMON STOCK (FRP HOLDINGS, INC.) | Long | Equity-common | US | $29K | 960 | 0.01 |
| FS KKR CAPITAL CORP COMMON STOCK (FS KKR CAPITAL CORP.) | Long | Equity-common | US | $299K | 15K | 0.12 |
| FTAI AVIATION LTD COMMON STOCK (FTAI Aviation Ltd,) | Long | Equity-common | US | $2M | 24K | 0.80 |
| FTI CONSULTING INC COMMON STOCK (FTI CONSULTING, INC.) | Long | Equity-common | US | $549K | 3K | 0.22 |
| FULTON FINANCIAL CORP COMMON STOCK (FULTON FINANCIAL CORPORATION) | Long | Equity-common | US | $264K | 16K | 0.11 |
| FUNKO INC-CLASS A COMMON STOCK (FUNKO, INC.) | Long | Equity-common | US | $85K | 9K | 0.03 |
| FUTUREFUEL CORP COMMON STOCK (FUTUREFUEL CORP.) | Long | Equity-common | US | $363K | 85K | 0.15 |
| G-III APPAREL GROUP LTD COMMON STOCK (G-III APPAREL GROUP, LTD.) | Long | Equity-common | US | $439K | 15K | 0.18 |
| GAMING AND LEISURE PROPERTIE REIT (Gaming and Leisure Properties, Inc.) | Long | Equity-common | US | $52K | 1K | 0.02 |
| GAP INC/THE COMMON STOCK (THE GAP, INC.) | Long | Equity-common | US | $253K | 9K | 0.10 |
| GATES INDUSTRIAL CORP PLC COMMON STOCK (GATES INDUSTRIAL CORPORATION PLC) | Long | Equity-common | US | $429K | 25K | 0.17 |
| GCM GROSVENOR INC - CLASS A COMMON STOCK (GCM Grosvenor Inc.) | Long | Equity-common | US | $37K | 4K | 0.01 |
| GENCO SHIPPING & TRADING LTD COMMON STOCK (GENCO SHIPPING & TRADING LIMITED) | Long | Equity-common | US | $297K | 13K | 0.12 |
| GENERATION BIO CO COMMON STOCK | Long | Equity-common | US | $258K | 81K | 0.10 |
| GENESCO INC COMMON STOCK (GENESCO INC.) | Long | Equity-common | US | $171K | 6K | 0.07 |
| GENIE ENERGY LTD-B COMMON STOCK (GENIE ENERGY LTD.) | Long | Equity-common | US | $30K | 2K | 0.01 |
| GENPACT LTD COMMON STOCK (GENPACT LIMITED) | Long | Equity-common | US | $151K | 5K | 0.06 |
| GENTEX CORP COMMON STOCK (GENTEX CORPORATION) | Long | Equity-common | US | $80K | 2K | 0.03 |
| GENWORTH FINANCIAL INC-CL A COMMON STOCK (GENWORTH FINANCIAL, INC.) | Long | Equity-common | US | $281K | 45K | 0.11 |
| GIBRALTAR INDUSTRIES INC COMMON STOCK (GIBRALTAR INDUSTRIES, INC.) | Long | Equity-common | US | $122K | 2K | 0.05 |
| GLADSTONE COMMERCIAL CORP REIT (GLADSTONE COMMERCIAL CORPORATION) | Long | Equity-common | US | $196K | 14K | 0.08 |
| GLAUKOS CORP COMMON STOCK (GLAUKOS CORPORATION) | Long | Equity-common | US | $218K | 2K | 0.09 |
| GLOBAL INDUSTRIAL CO COMMON STOCK (GLOBAL INDUSTRIAL COMPANY) | Long | Equity-common | US | $373K | 11K | 0.15 |
| GLOBAL MEDICAL REIT INC REIT (GLOBAL MEDICAL REIT INC.) | Long | Equity-common | US | $181K | 20K | 0.07 |
| GMS INC COMMON STOCK (GMS Inc.) | Long | Equity-common | US | $782K | 8K | 0.32 |
| GOODYEAR TIRE & RUBBER CO COMMON STOCK (THE GOODYEAR TIRE & RUBBER COMPANY) | Long | Equity-common | US | $203K | 17K | 0.08 |
| GORMAN-RUPP CO COMMON STOCK (THE GORMAN- RUPP COMPANY) | Long | Equity-common | US | $58K | 2K | 0.02 |
| GRAHAM HOLDINGS CO-CLASS B COMMON STOCK (GRAHAM HOLDINGS COMPANY) | Long | Equity-common | US | $83K | 110 | 0.03 |
| GRAND CANYON EDUCATION INC COMMON STOCK (GRAND CANYON EDUCATION, INC.) | Long | Equity-common | US | $207K | 1K | 0.08 |
| GREAT SOUTHERN BANCORP INC COMMON STOCK (GREAT SOUTHERN BANCORP, INC.) | Long | Equity-common | US | $171K | 3K | 0.07 |
| GREENLIGHT CAPITAL RE LTD-A COMMON STOCK (GREENLIGHT CAPITAL RE, LTD.) | Long | Equity-common | US | $32K | 2K | 0.01 |
| GREIF INC-CL A COMMON STOCK (GREIF, INC.) | Long | Equity-common | US | $718K | 11K | 0.29 |
| GREIF INC-CL B COMMON STOCK (GREIF, INC.) | Long | Equity-common | US | $155K | 2K | 0.06 |
| GRIFFON CORP COMMON STOCK (GRIFFON CORPORATION) | Long | Equity-common | US | $213K | 3K | 0.09 |
| GROUP 1 AUTOMOTIVE INC COMMON STOCK (GROUP 1 AUTOMOTIVE, INC.) | Long | Equity-common | US | $746K | 2K | 0.30 |
| GULFPORT ENERGY CORP COMMON STOCK (GULFPORT ENERGY CORPORATION) | Long | Equity-common | US | $667K | 4K | 0.27 |
| H&R BLOCK INC COMMON STOCK (H & R BLOCK, INC.) | Long | Equity-common | US | $707K | 14K | 0.29 |
| HACKETT GROUP INC/THE COMMON STOCK (THE HACKETT GROUP, INC.) | Long | Equity-common | US | $435K | 19K | 0.18 |
| HAEMONETICS CORP/MASS COMMON STOCK (HAEMONETICS CORPORATION) | Long | Equity-common | US | $179K | 2K | 0.07 |
| HALOZYME THERAPEUTICS INC COMMON STOCK (HALOZYME THERAPEUTICS, INC.) | Long | Equity-common | US | $407K | 9K | 0.16 |
| HAMILTON LANE INC-CLASS A COMMON STOCK | Long | Equity-common | US | $1M | 10K | 0.51 |
| HANCOCK WHITNEY CORP COMMON STOCK (HANCOCK WHITNEY CORPORATION) | Long | Equity-common | US | $304K | 7K | 0.12 |
| HANMI FINANCIAL CORPORATION COMMON STOCK | Long | Equity-common | US | $284K | 18K | 0.11 |
| HANNON ARMSTRONG SUSTAINABLE COMMON STOCK (HANNON ARMSTRONG SUSTAINABLE INFRASTRUCTURE CAPITAL, INC.) | Long | Equity-common | US | $261K | 8K | 0.11 |
| HANOVER INSURANCE GROUP INC/ COMMON STOCK (THE HANOVER INSURANCE GROUP, INC.) | Long | Equity-common | US | $201K | 2K | 0.08 |
| HARMONY BIOSCIENCES HOLDINGS COMMON STOCK (HARMONY BIOSCIENCES HOLDINGS, INC.) | Long | Equity-common | US | $225K | 8K | 0.09 |
| HARROW INC COMMON STOCK (HARROW, INC.) | Long | Equity-common | US | $337K | 19K | 0.14 |
| HAVERTY FURNITURE COMMON STOCK (HAVERTY FURNITURE COMPANIES, INC.) | Long | Equity-common | US | $241K | 8K | 0.10 |
| HAWKINS INC COMMON STOCK (Hawkins, Inc.) | Long | Equity-common | US | $169K | 2K | 0.07 |
| HAYNES INTERNATIONAL INC COMMON STOCK (HAYNES INTERNATIONAL, INC.) | Long | Equity-common | US | $194K | 3K | 0.08 |
| HBT FINANCIAL INC/DE COMMON STOCK (HBT FINANCIAL, INC) | Long | Equity-common | US | $283K | 14K | 0.11 |
| HCI GROUP INC COMMON STOCK (HCI GROUP, INC.) | Long | Equity-common | US | $234K | 2K | 0.09 |
| HEALTH CATALYST INC COMMON STOCK (HEALTH CATALYST, INC.) | Long | Equity-common | US | $271K | 41K | 0.11 |
| HEALTHSTREAM INC COMMON STOCK (HEALTHSTREAM, INC.) | Long | Equity-common | US | $181K | 7K | 0.07 |
| HEIDRICK & STRUGGLES INTL COMMON STOCK (HEIDRICK & STRUGGLES INTERNATIONAL, INC.) | Long | Equity-common | US | $186K | 5K | 0.08 |
| HELMERICH & PAYNE COMMON STOCK (HELMERICH & PAYNE, INC.) | Long | Equity-common | US | $377K | 10K | 0.15 |
| HENRY SCHEIN INC COMMON STOCK (HENRY SCHEIN, INC.) | Long | Equity-common | US | $211K | 3K | 0.09 |
| HERON THERAPEUTICS INC COMMON STOCK (HERON THERAPEUTICS, INC.) | Long | Equity-common | US | $339K | 92K | 0.14 |
| HIBBETT INC COMMON STOCK (HIBBETT, INC.) | Long | Equity-common | US | $528K | 6K | 0.21 |
| HILLEVAX INC COMMON STOCK | Long | Equity-common | US | $21K | 2K | 0.01 |
| HIMS & HERS HEALTH INC COMMON STOCK | Long | Equity-common | US | $289K | 15K | 0.12 |
| HNI CORP COMMON STOCK (HNI CORPORATION) | Long | Equity-common | US | $127K | 3K | 0.05 |
| HOMETRUST BANCSHARES INC COMMON STOCK (HOMETRUST BANCSHARES, INC.) | Long | Equity-common | US | $222K | 8K | 0.09 |
| HOOKER FURNISHINGS CORP COMMON STOCK (Hooker Furnishings Corporation) | Long | Equity-common | US | $330K | 19K | 0.13 |
| HOPE BANCORP INC COMMON STOCK (HOPE BANCORP, INC.) | Long | Equity-common | US | $275K | 26K | 0.11 |
| HORACE MANN EDUCATORS COMMON STOCK (HORACE MANN EDUCATORS CORPORATION) | Long | Equity-common | US | $88K | 3K | 0.04 |
| HOVNANIAN ENTERPRISES-A COMMON STOCK (HOVNANIAN ENTERPRISES, INC.) | Long | Equity-common | US | $244K | 2K | 0.10 |
| HUBBELL INC COMMON STOCK (HUBBELL INCORPORATED) | Long | Equity-common | US | $358K | 920 | 0.14 |
| HUDSON TECHNOLOGIES INC COMMON STOCK (HUDSON TECHNOLOGIES, INC.) | Long | Equity-common | US | $233K | 26K | 0.09 |
| HUNTINGTON INGALLS INDUSTRIE COMMON STOCK (HUNTINGTON INGALLS INDUSTRIES, INC.) | Long | Equity-common | US | $271K | 1K | 0.11 |
| HURON CONSULTING GROUP INC COMMON STOCK (HURON CONSULTING GROUP INC.) | Long | Equity-common | US | $102K | 1K | 0.04 |
| HYSTER-YALE MATERIALS COMMON STOCK (HYSTER-YALE MATERIALS HANDLING, INC.) | Long | Equity-common | US | $293K | 4K | 0.12 |
| IBEX LTD COMMON STOCK | Long | Equity-common | US | $170K | 11K | 0.07 |
| IDEAYA BIOSCIENCES INC COMMON STOCK | Long | Equity-common | US | $104K | 3K | 0.04 |
| IDT CORP-CLASS B COMMON STOCK (IDT CORPORATION) | Long | Equity-common | US | $272K | 7K | 0.11 |
| IES HOLDINGS INC COMMON STOCK (IES HOLDINGS, INC.) | Long | Equity-common | US | $307K | 2K | 0.12 |
| IMMERSION CORPORATION COMMON STOCK | Long | Equity-common | US | $694K | 70K | 0.28 |
| IMPINJ INC COMMON STOCK (IMPINJ, INC.) | Long | Equity-common | US | $310K | 2K | 0.13 |
| INDEPENDENT BANK CORP - MICH COMMON STOCK (INDEPENDENT BANK CORPORATION) | Long | Equity-common | US | $625K | 25K | 0.25 |
| INDUSTRIAL LOGISTICS PROPERT REIT (INDUSTRIAL LOGISTICS PROPERTIES TRUST) | Long | Equity-common | US | $54K | 14K | 0.02 |
| INFORMATION SERVICES GROUP COMMON STOCK (INFORMATION SERVICES GROUP, INC.) | Long | Equity-common | US | $95K | 30K | 0.04 |
| INGLES MARKETS INC-CLASS A COMMON STOCK (Ingles Markets, Incorporated) | Long | Equity-common | US | $619K | 8K | 0.25 |
| INGREDION INC COMMON STOCK (INGREDION INCORPORATED) | Long | Equity-common | US | $869K | 7K | 0.35 |
| INNOVATIVE INDUSTRIAL PROPER REIT (INNOVATIVE INDUSTRIAL PROPERTIES, INC.) | Long | Equity-common | US | $194K | 2K | 0.08 |
| INNOVIVA INC COMMON STOCK (INNOVIVA, INC.) | Long | Equity-common | US | $69K | 4K | 0.03 |
| INSIGHT ENTERPRISES INC COMMON STOCK (INSIGHT ENTERPRISES, INC.) | Long | Equity-common | US | $278K | 1K | 0.11 |
| INSMED INC COMMON STOCK (INSMED INCORPORATED) | Long | Equity-common | US | $736K | 13K | 0.30 |
| INSPIRED ENTERTAINMENT INC COMMON STOCK (INSPIRED ENTERTAINMENT, INC.) | Long | Equity-common | US | $118K | 13K | 0.05 |
| INSTALLED BUILDING PRODUCTS COMMON STOCK (INSTALLED BUILDING PRODUCTS, INC.) | Long | Equity-common | US | $867K | 4K | 0.35 |
| INSTRUCTURE HOLDINGS INC COMMON STOCK (INSTRUCTURE HOLDINGS, INC.) | Long | Equity-common | US | $37K | 2K | 0.01 |
| INTEGER HOLDINGS CORP COMMON STOCK (INTEGER HOLDINGS CORPORATION) | Long | Equity-common | US | $189K | 2K | 0.08 |
| INTERDIGITAL INC COMMON STOCK (InterDigital, Inc.) | Long | Equity-common | US | $64K | 560 | 0.03 |
| INTERFACE INC COMMON STOCK (INTERFACE, INC.) | Long | Equity-common | US | $532K | 33K | 0.21 |
| INTERNATIONAL MONEY EXPRESS COMMON STOCK (INTERNATIONAL MONEY EXPRESS, INC.) | Long | Equity-common | US | $445K | 21K | 0.18 |
| INTERNATIONAL SEAWAYS INC COMMON STOCK (INTERNATIONAL SEAWAYS, INC.) | Long | Equity-common | US | $408K | 6K | 0.16 |
| INTEST CORP COMMON STOCK (INTEST CORPORATION) | Long | Equity-common | US | $332K | 33K | 0.13 |
| INTRA-CELLULAR THERAPIES INC COMMON STOCK | Long | Equity-common | US | $237K | 4K | 0.10 |
| INVENTRUST PROPERTIES CORP REIT (INVENTRUST PROPERTIES CORP.) | Long | Equity-common | US | $104K | 4K | 0.04 |
| INVESCO MORTGAGE CAPITAL REIT (INVESCO MORTGAGE CAPITAL INC.) | Long | Equity-common | US | $71K | 8K | 0.03 |
| INVESTORS TITLE CO COMMON STOCK (INVESTORS TITLE COMPANY) | Long | Equity-common | US | $17K | 90 | 0.01 |
| IONIS PHARMACEUTICALS INC COMMON STOCK (IONIS PHARMACEUTICALS, INC.) | Long | Equity-common | US | $124K | 3K | 0.05 |
| IRADIMED CORP COMMON STOCK | Long | Equity-common | US | $452K | 11K | 0.18 |
| IRONWOOD PHARMACEUTICALS INC COMMON STOCK (IRONWOOD PHARMACEUTICALS, INC.) | Long | Equity-common | US | $316K | 50K | 0.13 |
| ITEOS THERAPEUTICS INC COMMON STOCK | Long | Equity-common | US | $101K | 6K | 0.04 |
| ITRON INC COMMON STOCK (ITRON, INC.) | Long | Equity-common | US | $289K | 3K | 0.12 |
| J & J SNACK FOODS CORP COMMON STOCK (J & J SNACK FOODS CORP.) | Long | Equity-common | US | $130K | 800 | 0.05 |
| J. JILL INC COMMON STOCK (J.JILL, INC.) | Long | Equity-common | US | $70K | 2K | 0.03 |
| JACKSON FINANCIAL INC-A COMMON STOCK (JACKSON FINANCIAL INC.) | Long | Equity-common | US | $502K | 7K | 0.20 |
| JAMES RIVER GROUP HOLDINGS L COMMON STOCK (JAMES RIVER GROUP HOLDINGS, LTD.) | Long | Equity-common | US | $58K | 7K | 0.02 |
| JANUX THERAPEUTICS INC COMMON STOCK | Long | Equity-common | US | $203K | 4K | 0.08 |
| JAZZ PHARMACEUTICALS PLC COMMON STOCK (JAZZ PHARMACEUTICALS PUBLIC LIMITED COMPANY) | Long | Equity-common | US | $201K | 2K | 0.08 |
| JOHN B. SANFILIPPO & SON INC COMMON STOCK (JOHN B. SANFILIPPO & SON, INC.) | Long | Equity-common | US | $100K | 990 | 0.04 |
| JOINT CORP/THE COMMON STOCK | Long | Equity-common | US | $164K | 11K | 0.07 |
| KARAT PACKAGING INC COMMON STOCK | Long | Equity-common | US | $369K | 13K | 0.15 |
| KARYOPHARM THERAPEUTICS INC COMMON STOCK (KARYOPHARM THERAPEUTICS INC.) | Long | Equity-common | US | $81K | 84K | 0.03 |
| KB HOME COMMON STOCK | Long | Equity-common | US | $225K | 3K | 0.09 |
| KELLY SERVICES INC -A COMMON STOCK (KELLY SERVICES, INC.) | Long | Equity-common | US | $527K | 24K | 0.21 |
| KFORCE INC COMMON STOCK (KFORCE INC.) | Long | Equity-common | US | $122K | 2K | 0.05 |
| KILROY REALTY CORP REIT (KILROY REALTY CORPORATION) | Long | Equity-common | US | $312K | 9K | 0.13 |
| KIMBALL ELECTRONICS INC COMMON STOCK (KIMBALL ELECTRONICS, INC.) | Long | Equity-common | US | $174K | 8K | 0.07 |
| KINIKSA PHARMACEUTICALS-A COMMON STOCK (Kiniksa Pharmaceuticals Ltd) | Long | Equity-common | US | $542K | 29K | 0.22 |
| KINSALE CAPITAL GROUP INC COMMON STOCK (KINSALE CAPITAL GROUP, INC.) | Long | Equity-common | US | $397K | 1K | 0.16 |
| KIRBY CORP COMMON STOCK (KIRBY CORPORATION) | Long | Equity-common | US | $335K | 3K | 0.14 |
| KITE REALTY GROUP TRUST REIT | Long | Equity-common | US | $734K | 34K | 0.30 |
| KODIAK GAS SERVICES INC COMMON STOCK (KODIAK GAS SERVICES, INC.) | Long | Equity-common | US | $187K | 7K | 0.08 |
| KODIAK SCIENCES INC COMMON STOCK | Long | Equity-common | US | $90K | 28K | 0.04 |
| KONTOOR BRANDS INC COMMON STOCK (Kontoor Brands, Inc.) | Long | Equity-common | US | $309K | 4K | 0.12 |
| KOPPERS HOLDINGS INC COMMON STOCK (Koppers Holdings Inc.) | Long | Equity-common | US | $457K | 10K | 0.18 |
| KORN FERRY COMMON STOCK | Long | Equity-common | US | $88K | 1K | 0.04 |
| KRONOS WORLDWIDE INC COMMON STOCK (KRONOS WORLDWIDE, INC.) | Long | Equity-common | US | $541K | 38K | 0.22 |
| KRYSTAL BIOTECH INC COMMON STOCK | Long | Equity-common | US | $373K | 2K | 0.15 |
| KYNDRYL HOLDINGS INC COMMON STOCK (KYNDRYL HOLDINGS, INC.) | Long | Equity-common | US | $370K | 14K | 0.15 |
| LA-Z-BOY INC COMMON STOCK (LA-Z-BOY INCORPORATED) | Long | Equity-common | US | $409K | 11K | 0.17 |
| LANCASTER COLONY CORP COMMON STOCK (LANCASTER COLONY CORPORATION) | Long | Equity-common | US | $176K | 950 | 0.07 |
| LANDSTAR SYSTEM INC COMMON STOCK (LANDSTAR SYSTEM, INC.) | Long | Equity-common | US | $244K | 1K | 0.10 |
| LANTHEUS HOLDINGS INC COMMON STOCK (LANTHEUS HOLDINGS, INC.) | Long | Equity-common | US | $429K | 5K | 0.17 |
| LATHAM GROUP INC COMMON STOCK | Long | Equity-common | US | $139K | 36K | 0.06 |
| LAUREATE EDUCATION INC COMMON STOCK (LAUREATE EDUCATION, INC.) | Long | Equity-common | US | $116K | 7K | 0.05 |
| LEAR CORP COMMON STOCK (LEAR CORPORATION) | Long | Equity-common | US | $201K | 2K | 0.08 |
| LEGACY HOUSING CORP COMMON STOCK | Long | Equity-common | US | $178K | 8K | 0.07 |
| LEMAITRE VASCULAR INC COMMON STOCK (LEMAITRE VASCULAR, INC.) | Long | Equity-common | US | $122K | 2K | 0.05 |
| LENDINGTREE INC COMMON STOCK (LENDINGTREE, INC.) | Long | Equity-common | US | $511K | 12K | 0.21 |
| LEVI STRAUSS & CO- CLASS A COMMON STOCK (LEVI STRAUSS & CO.) | Long | Equity-common | US | $279K | 12K | 0.11 |
| Liberty Energy Inc COMMON STOCK (LIBERTY ENERGY INC.) | Long | Equity-common | US | $437K | 18K | 0.18 |
| LIGAND PHARMACEUTICALS COMMON STOCK (LIGAND PHARMACEUTICALS INCORPORATED) | Long | Equity-common | US | $79K | 930 | 0.03 |
| LINCOLN ELECTRIC HOLDINGS COMMON STOCK (LINCOLN ELECTRIC HOLDINGS, INC.) | Long | Equity-common | US | $220K | 1K | 0.09 |
| LINDBLAD EXPEDITIONS HOLDING COMMON STOCK (LINDBLAD EXPEDITIONS HOLDINGS, INC.) | Long | Equity-common | US | $86K | 11K | 0.03 |
| LIONS GATE ENTERTAINMENT-A COMMON STOCK (Lions Gate Entertainment Corp.) | Long | Equity-common | US | $402K | 48K | 0.16 |
| LIVEPERSON INC COMMON STOCK (LIVEPERSON, INC.) | Long | Equity-common | US | $68K | 99K | 0.03 |
| LOUISIANA-PACIFIC CORP COMMON STOCK (LOUISIANA-PACIFIC CORPORATION) | Long | Equity-common | US | $257K | 3K | 0.10 |
| LSI INDUSTRIES INC COMMON STOCK (LSI INDUSTRIES INC.) | Long | Equity-common | US | $326K | 21K | 0.13 |
| LUXFER HOLDINGS PLC COMMON STOCK | Long | Equity-common | US | $168K | 14K | 0.07 |
| M/I HOMES INC COMMON STOCK (M/I HOMES, INC.) | Long | Equity-common | US | $512K | 4K | 0.21 |
| MACATAWA BANK CORP COMMON STOCK (MACATAWA BANK CORPORATION) | Long | Equity-common | US | $372K | 26K | 0.15 |
| MANHATTAN ASSOCIATES INC COMMON STOCK (MANHATTAN ASSOCIATES, INC.) | Long | Equity-common | US | $299K | 1K | 0.12 |
| MANITOWOC COMPANY INC COMMON STOCK (THE MANITOWOC COMPANY, INC.) | Long | Equity-common | US | $355K | 29K | 0.14 |
| MARCUS CORPORATION COMMON STOCK (THE MARCUS CORPORATION) | Long | Equity-common | US | $122K | 12K | 0.05 |
| MARINE PRODUCTS CORP COMMON STOCK | Long | Equity-common | US | $114K | 11K | 0.05 |
| MARRIOTT VACATIONS WORLD COMMON STOCK (MARRIOTT VACATIONS WORLDWIDE CORPORATION) | Long | Equity-common | US | $104K | 1K | 0.04 |
| MARTEN TRANSPORT LTD COMMON STOCK (MARTEN TRANSPORT, LTD.) | Long | Equity-common | US | $100K | 6K | 0.04 |
| MASTERCRAFT BOAT HOLDINGS IN COMMON STOCK (MASTERCRAFT BOAT HOLDINGS, INC.) | Long | Equity-common | US | $196K | 9K | 0.08 |
| MATADOR RESOURCES CO COMMON STOCK (MATADOR RESOURCES COMPANY) | Long | Equity-common | US | $620K | 10K | 0.25 |
| MATSON INC COMMON STOCK | Long | Equity-common | US | $462K | 4K | 0.19 |
| MAXIMUS INC COMMON STOCK (MAXIMUS, INC.) | Long | Equity-common | US | $220K | 3K | 0.09 |
| MDU RESOURCES GROUP INC COMMON STOCK (MDU RESOURCES GROUP, INC.) | Long | Equity-common | US | $263K | 10K | 0.11 |
| MEDIAALPHA INC-CLASS A COMMON STOCK | Long | Equity-common | US | $62K | 4K | 0.03 |
| MEDPACE HOLDINGS INC COMMON STOCK (MEDPACE HOLDINGS, INC.) | Long | Equity-common | US | $348K | 902 | 0.14 |
| MEIRAGTX HOLDINGS PLC COMMON STOCK | Long | Equity-common | US | $105K | 21K | 0.04 |
| MERCANTILE BANK CORP COMMON STOCK (MERCANTILE BANK CORPORATION) | Long | Equity-common | US | $584K | 15K | 0.24 |
| MERCHANTS BANCORP/IN COMMON STOCK | Long | Equity-common | US | $252K | 6K | 0.10 |
| MERCURY GENERAL CORP COMMON STOCK (MERCURY GENERAL CORPORATION) | Long | Equity-common | US | $381K | 7K | 0.15 |
| MERIDIAN CORP COMMON STOCK (Meridian Corporation) | Long | Equity-common | US | $120K | 12K | 0.05 |
| MERIT MEDICAL SYSTEMS INC COMMON STOCK (MERIT MEDICAL SYSTEMS, INC.) | Long | Equity-common | US | $851K | 10K | 0.34 |
| MERITAGE HOMES CORP COMMON STOCK (MERITAGE HOMES CORPORATION) | Long | Equity-common | US | $564K | 3K | 0.23 |
| MERSANA THERAPEUTICS INC COMMON STOCK | Long | Equity-common | US | $99K | 42K | 0.04 |
| MESA LABORATORIES INC COMMON STOCK (MESA LABORATORIES, INC.) | Long | Equity-common | US | $70K | 730 | 0.03 |
| METROCITY BANKSHARES INC COMMON STOCK (METROCITY BANKSHARES, INC.) | Long | Equity-common | US | $77K | 3K | 0.03 |
| MID PENN BANCORP INC COMMON STOCK (MID PENN BANCORP, INC.) | Long | Equity-common | US | $224K | 10K | 0.09 |
| MIDCAP FINANCIAL INVESTMENT COMMON STOCK (MIDCAP FINANCIAL INVESTMENT CORPORATION) | Long | Equity-common | US | $344K | 21K | 0.14 |
| MIDLAND STATES BANCORP INC COMMON STOCK (MIDLAND STATES BANCORP, INC.) | Long | Equity-common | US | $394K | 17K | 0.16 |
| MILLER INDUSTRIES INC/TENN COMMON STOCK (MILLER INDUSTRIES, INC.) | Long | Equity-common | US | $61K | 1K | 0.02 |
| MINERALS TECHNOLOGIES INC COMMON STOCK (MINERALS TECHNOLOGIES INC.) | Long | Equity-common | US | $143K | 2K | 0.06 |
| MODINE MANUFACTURING CO COMMON STOCK (MODINE MANUFACTURING COMPANY) | Long | Equity-common | US | $1M | 15K | 0.59 |
| MONEYLION INC COMMON STOCK | Long | Equity-common | US | $253K | 3K | 0.10 |
| MOOG INC-CLASS A COMMON STOCK (MOOG INC.) | Long | Equity-common | US | $520K | 3K | 0.21 |
| MOVADO GROUP INC COMMON STOCK (MOVADO GROUP, INC.) | Long | Equity-common | US | $65K | 2K | 0.03 |
| MR COOPER GROUP INC COMMON STOCK (MR. COOPER GROUP INC.) | Long | Equity-common | US | $788K | 9K | 0.32 |
| MRC GLOBAL INC COMMON STOCK (MRC GLOBAL INC.) | Long | Equity-common | US | $33K | 3K | 0.01 |
| MSA SAFETY INC COMMON STOCK (MSA Safety Incorporated) | Long | Equity-common | US | $259K | 1K | 0.10 |
| MSC INDUSTRIAL DIRECT CO-A COMMON STOCK (MSC INDUSTRIAL DIRECT CO., INC.) | Long | Equity-common | US | $199K | 2K | 0.08 |
| MUELLER INDUSTRIES INC COMMON STOCK (MUELLER INDUSTRIES, INC.) | Long | Equity-common | US | $2M | 30K | 0.72 |
| MUELLER WATER PRODUCTS INC-A COMMON STOCK (MUELLER WATER PRODUCTS, INC.) | Long | Equity-common | US | $274K | 15K | 0.11 |
| MURPHY USA INC COMMON STOCK (MURPHY USA INC.) | Long | Equity-common | US | $307K | 700 | 0.12 |
| MYR GROUP INC/DELAWARE COMMON STOCK (MYR GROUP INC.) | Long | Equity-common | US | $369K | 2K | 0.15 |
| N-ABLE INC COMMON STOCK (N-ABLE, INC.) | Long | Equity-common | US | $68K | 5K | 0.03 |
| NAPCO SECURITY TECHNOLOGIES COMMON STOCK (NAPCO SECURITY TECHNOLOGIES, INC.) | Long | Equity-common | US | $223K | 4K | 0.09 |
| NATIONAL FUEL GAS CO COMMON STOCK (NATIONAL FUEL GAS COMPANY) | Long | Equity-common | US | $503K | 9K | 0.20 |
| NATIONAL HEALTHCARE CORP COMMON STOCK (NATIONAL HEALTHCARE CORPORATION) | Long | Equity-common | US | $129K | 1K | 0.05 |
| NATIONAL PRESTO INDS INC COMMON STOCK (NATIONAL PRESTO INDUSTRIES, INC.) | Long | Equity-common | US | $93K | 1K | 0.04 |
| NATIONAL RESEARCH CORP COMMON STOCK (NATIONAL RESEARCH CORPORATION) | Long | Equity-common | US | $28K | 1K | 0.01 |
| NATURAL GROCERS BY VITAMIN C COMMON STOCK (Natural Grocers by Vitamin Cottage Inc) | Long | Equity-common | US | $787K | 36K | 0.32 |
| NATURES SUNSHINE PRODS INC COMMON STOCK (NATURE'S SUNSHINE PRODUCTS, INC.) | Long | Equity-common | US | $79K | 5K | 0.03 |
| NERDWALLET INC-CL A COMMON STOCK (NERDWALLET, INC.) | Long | Equity-common | US | $68K | 5K | 0.03 |
| NEUROCRINE BIOSCIENCES INC COMMON STOCK (NEUROCRINE BIOSCIENCES, INC.) | Long | Equity-common | US | $158K | 1K | 0.06 |
| NEW JERSEY RESOURCES CORP COMMON STOCK (NEW JERSEY RESOURCES CORPORATION) | Long | Equity-common | US | $189K | 4K | 0.08 |
| NEW MOUNTAIN FINANCE CORP COMMON STOCK (NEW MOUNTAIN FINANCE CORPORATION) | Long | Equity-common | US | $253K | 20K | 0.10 |
| NEW YORK COMMUNITY BANCORP COMMON STOCK (NEW YORK COMMUNITY BANCORP, INC.) | Long | Equity-common | US | $149K | 45K | 0.06 |
| NEW YORK MORTGAGE TRUST INC REIT (NEW YORK MORTGAGE TRUST, INC.) | Long | Equity-common | US | $154K | 26K | 0.06 |
| NEWMARKET CORP COMMON STOCK (NewMarket Corporation) | Long | Equity-common | US | $201K | 375 | 0.08 |
| Nexstar Media Group Inc COMMON STOCK (NEXSTAR MEDIA GROUP, INC.) | Long | Equity-common | US | $596K | 4K | 0.24 |
| NISOURCE INC COMMON STOCK (NISOURCE INC.) | Long | Equity-common | US | $138K | 5K | 0.06 |
| NMI HOLDINGS INC COMMON STOCK (NMI HOLDINGS, INC.) | Long | Equity-common | US | $27K | 800 | 0.01 |
| NNN REIT INC REIT (NNN REIT, INC.) | Long | Equity-common | US | $94K | 2K | 0.04 |
| NORDIC AMERICAN TANKERS LTD COMMON STOCK (NORDIC AMERICAN TANKERS LIMITED) | Long | Equity-common | US | $64K | 15K | 0.03 |
| NORDSTROM INC COMMON STOCK (NORDSTROM, INC.) | Long | Equity-common | US | $245K | 11K | 0.10 |
| NORTHEAST COMMUNITY BANCORP COMMON STOCK (NORTHEAST COMMUNITY BANCORP, INC.) | Long | Equity-common | US | $191K | 11K | 0.08 |
| NORTHRIM BANCORP INC COMMON STOCK (NORTHRIM BANCORP, INC.) | Long | Equity-common | US | $490K | 8K | 0.20 |
| NORTHWEST PIPE CO COMMON STOCK (NORTHWEST PIPE COMPANY) | Long | Equity-common | US | $32K | 910 | 0.01 |
| NORTHWESTERN ENERGY GROUP COMMON STOCK (NORTHWESTERN ENERGY GROUP, INC.) | Long | Equity-common | US | $169K | 3K | 0.07 |
| NOVA LTD COMMON STOCK | Long | Equity-common | US | $1M | 7K | 0.60 |
| NOVANTA INC COMMON STOCK (NOVANTA INC.) | Long | Equity-common | US | $353K | 2K | 0.14 |
| NURIX THERAPEUTICS INC COMMON STOCK | Long | Equity-common | US | $246K | 16K | 0.10 |
| NUTANIX INC - A COMMON STOCK (NUTANIX, INC.) | Long | Equity-common | US | $254K | 5K | 0.10 |
| NUVALENT INC-A COMMON STOCK | Long | Equity-common | US | $85K | 1K | 0.03 |
| NVE CORP COMMON STOCK (NVE Corporation) | Long | Equity-common | US | $30K | 390 | 0.01 |
| NVENT ELECTRIC PLC COMMON STOCK (NVENT ELECTRIC PUBLIC LIMITED COMPANY) | Long | Equity-common | US | $210K | 3K | 0.08 |
| O-I GLASS INC COMMON STOCK (O-I GLASS, INC.) | Long | Equity-common | US | $244K | 19K | 0.10 |
| OAKTREE SPECIALTY LENDING CO COMMON STOCK (OAKTREE SPECIALTY LENDING CORPORATION) | Long | Equity-common | US | $256K | 13K | 0.10 |
| ODP CORP/THE COMMON STOCK (THE ODP CORPORATION) | Long | Equity-common | US | $278K | 7K | 0.11 |
| OFFICE PROPERTIES INCOME TRU REIT (OFFICE PROPERTIES INCOME TRUST) | Long | Equity-common | US | $100K | 44K | 0.04 |
| OFG BANCORP COMMON STOCK | Long | Equity-common | US | $947K | 25K | 0.38 |
| OGE ENERGY CORP COMMON STOCK (OGE ENERGY CORP.) | Long | Equity-common | US | $244K | 7K | 0.10 |
| OIL-DRI CORP OF AMERICA COMMON STOCK (OIL-DRI CORPORATION OF AMERICA) | Long | Equity-common | US | $38K | 460 | 0.02 |
| OLD NATIONAL BANCORP COMMON STOCK | Long | Equity-common | US | $246K | 14K | 0.10 |
| OLD REPUBLIC INTL CORP COMMON STOCK (OLD REPUBLIC INTERNATIONAL CORPORATION) | Long | Equity-common | US | $271K | 9K | 0.11 |
| OLD SECOND BANCORP INC COMMON STOCK (OLD SECOND BANCORP, INC.) | Long | Equity-common | US | $211K | 15K | 0.09 |
| OLO INC - CLASS A COMMON STOCK | Long | Equity-common | US | $299K | 65K | 0.12 |
| OLYMPIC STEEL INC COMMON STOCK (OLYMPIC STEEL, INC.) | Long | Equity-common | US | $64K | 1K | 0.03 |
| ON24 INC COMMON STOCK | Long | Equity-common | US | $304K | 51K | 0.12 |
| ONE GAS INC COMMON STOCK (ONE GAS, INC.) | Long | Equity-common | US | $58K | 940 | 0.02 |
| ONE LIBERTY PROPERTIES INC REIT (ONE LIBERTY PROPERTIES, INC.) | Long | Equity-common | US | $35K | 2K | 0.01 |
| ONESPAN INC COMMON STOCK (ONESPAN INC.) | Long | Equity-common | US | $611K | 46K | 0.25 |
| ONESPAWORLD HOLDINGS LTD COMMON STOCK | Long | Equity-common | US | $298K | 19K | 0.12 |
| ONTO INNOVATION INC COMMON STOCK (ONTO INNOVATION INC.) | Long | Equity-common | US | $384K | 2K | 0.15 |
| OPTION CARE HEALTH INC COMMON STOCK (OPTION CARE HEALTH, INC.) | Long | Equity-common | US | $369K | 12K | 0.15 |
| ORASURE TECHNOLOGIES INC COMMON STOCK (ORASURE TECHNOLOGIES, INC.) | Long | Equity-common | US | $348K | 74K | 0.14 |
| ORGANOGENESIS HOLDINGS INC COMMON STOCK (ORGANOGENESIS HOLDINGS INC.) | Long | Equity-common | US | $232K | 84K | 0.09 |
| ORGANON & CO COMMON STOCK (ORGANON & CO.) | Long | Equity-common | US | $350K | 16K | 0.14 |
| ORION OFFICE REIT INC REIT (ORION OFFICE REIT INC.) | Long | Equity-common | US | $390K | 104K | 0.16 |
| ORRSTOWN FINL SERVICES INC COMMON STOCK (ORRSTOWN FINANCIAL SERVICES, INC.) | Long | Equity-common | US | $176K | 7K | 0.07 |
| OSCAR HEALTH INC - CLASS A COMMON STOCK (OSCAR HEALTH, INC.) | Long | Equity-common | US | $212K | 11K | 0.09 |
| OSI SYSTEMS INC COMMON STOCK (OSI SYSTEMS, INC.) | Long | Equity-common | US | $157K | 1K | 0.06 |
| OTTER TAIL CORP COMMON STOCK (Otter Tail Corporation) | Long | Equity-common | US | $202K | 2K | 0.08 |
| OUTSET MEDICAL INC COMMON STOCK (OUTSET MEDICAL, INC.) | Long | Equity-common | US | $168K | 45K | 0.07 |
| OVERSEAS SHIPHOLDING GROUP-A COMMON STOCK (OVERSEAS SHIPHOLDING GROUP, INC.) | Long | Equity-common | US | $86K | 10K | 0.03 |
| P.A.M. TRANSPORTATION SVCS COMMON STOCK (P.A.M. TRANSPORTATION SERVICES, INC.) | Long | Equity-common | US | $88K | 5K | 0.04 |
| PACKAGING CORP OF AMERICA COMMON STOCK (PACKAGING CORPORATION OF AMERICA) | Long | Equity-common | US | $183K | 1K | 0.07 |
| PACS GROUP INC COMMON STOCK | Long | Equity-common | US | $230K | 8K | 0.09 |
| PACTIV EVERGREEN INC COMMON STOCK (PACTIV EVERGREEN INC.) | Long | Equity-common | US | $391K | 32K | 0.16 |
| PARK AEROSPACE CORP COMMON STOCK (PARK AEROSPACE CORP.) | Long | Equity-common | US | $36K | 3K | 0.01 |
| PARK-OHIO HOLDINGS CORP COMMON STOCK (PARK-OHIO HOLDINGS CORP.) | Long | Equity-common | US | $491K | 19K | 0.20 |
| PARSONS CORP COMMON STOCK (PARSONS CORPORATION) | Long | Equity-common | US | $1M | 19K | 0.58 |
| PATHWARD FINANCIAL INC COMMON STOCK (Pathward Financial, Inc.) | Long | Equity-common | US | $90K | 2K | 0.04 |
| PATRIA INVESTMENTS LTD-A COMMON STOCK (PATRIA INVESTMENTS LTD.) | Long | Equity-common | US | $51K | 4K | 0.02 |
| PATRICK INDUSTRIES INC COMMON STOCK (PATRICK INDUSTRIES, INC.) | Long | Equity-common | US | $171K | 1K | 0.07 |
| PATTERSON COS INC COMMON STOCK (PATTERSON COMPANIES, INC.) | Long | Equity-common | US | $231K | 9K | 0.09 |
| PATTERSON-UTI ENERGY INC COMMON STOCK (PATTERSON-UTI ENERGY, INC.) | Long | Equity-common | US | $194K | 18K | 0.08 |
| PAYSAFE LTD COMMON STOCK (Paysafe Limited) | Long | Equity-common | US | $290K | 16K | 0.12 |
| PBF ENERGY INC-CLASS A COMMON STOCK (PBF ENERGY INC.) | Long | Equity-common | US | $584K | 13K | 0.24 |
| PC CONNECTION INC COMMON STOCK (PC CONNECTION, INC.) | Long | Equity-common | US | $383K | 6K | 0.15 |
| PCB BANCORP COMMON STOCK | Long | Equity-common | US | $154K | 10K | 0.06 |
| PEABODY ENERGY CORP COMMON STOCK (PEABODY ENERGY CORPORATION) | Long | Equity-common | US | $342K | 14K | 0.14 |
| PEGASYSTEMS INC COMMON STOCK (PEGASYSTEMS INC.) | Long | Equity-common | US | $126K | 2K | 0.05 |
| PENNANT GROUP INC/THE COMMON STOCK (THE PENNANT GROUP, INC.) | Long | Equity-common | US | $298K | 13K | 0.12 |
| PENNANTPARK INVESTMENT CORP COMMON STOCK (PENNANTPARK INVESTMENT CORPORATION) | Long | Equity-common | US | $415K | 55K | 0.17 |
| PENSKE AUTOMOTIVE GROUP INC COMMON STOCK (PENSKE AUTOMOTIVE GROUP, INC.) | Long | Equity-common | US | $183K | 1K | 0.07 |
| PEOPLES BANCORP INC COMMON STOCK (PEOPLES BANCORP INC.) | Long | Equity-common | US | $78K | 3K | 0.03 |
| PEOPLES FINANCIAL SERVICES COMMON STOCK (PEOPLES FINANCIAL SERVICES CORP.) | Long | Equity-common | US | $64K | 2K | 0.03 |
| PERDOCEO EDUCATION CORP COMMON STOCK (PERDOCEO EDUCATION CORPORATION) | Long | Equity-common | US | $609K | 27K | 0.25 |
| PERELLA WEINBERG PARTNERS COMMON STOCK | Long | Equity-common | US | $54K | 3K | 0.02 |
| PERRIGO CO PLC COMMON STOCK (PERRIGO COMPANY PUBLIC LIMITED COMPANY) | Long | Equity-common | US | $83K | 3K | 0.03 |
| PETIQ INC COMMON STOCK (PETIQ, INC.) | Long | Equity-common | US | $577K | 28K | 0.23 |
| PHIBRO ANIMAL HEALTH CORP-A COMMON STOCK (PHIBRO ANIMAL HEALTH CORPORATION) | Long | Equity-common | US | $146K | 8K | 0.06 |
| PHILLIPS EDISON & COMPANY IN REIT (PHILLIPS EDISON & COMPANY, INC.) | Long | Equity-common | US | $118K | 4K | 0.05 |
| PHOTRONICS INC COMMON STOCK (PHOTRONICS, INC.) | Long | Equity-common | US | $679K | 25K | 0.27 |
| PIEDMONT OFFICE REALTY TRU-A REIT (PIEDMONT OFFICE REALTY TRUST, INC.) | Long | Equity-common | US | $166K | 23K | 0.07 |
| PILGRIM'S PRIDE CORP COMMON STOCK (PILGRIM'S PRIDE CORPORATION) | Long | Equity-common | US | $348K | 10K | 0.14 |
| PIPER SANDLER COS COMMON STOCK (PIPER SANDLER COMPANIES) | Long | Equity-common | US | $457K | 2K | 0.18 |
| PJT PARTNERS INC - A COMMON STOCK (PJT PARTNERS INC.) | Long | Equity-common | US | $188K | 2K | 0.08 |
| PLAYA HOTELS & RESORTS NV COMMON STOCK (Playa Hotels & Resorts N.V.) | Long | Equity-common | US | $203K | 24K | 0.08 |
| PLAYAGS INC COMMON STOCK (PLAYAGS, INC.) | Long | Equity-common | US | $533K | 46K | 0.22 |
| PLAYTIKA HOLDING CORP COMMON STOCK (PLAYTIKA HOLDING CORP.) | Long | Equity-common | US | $155K | 18K | 0.06 |
| PLEXUS CORP COMMON STOCK (PLEXUS CORP.) | Long | Equity-common | US | $160K | 1K | 0.06 |
| POLARIS INC COMMON STOCK (POLARIS INC.) | Long | Equity-common | US | $184K | 2K | 0.07 |
| PONCE FINANCIAL GROUP INC COMMON STOCK (PONCE FINANCIAL GROUP, INC.) | Long | Equity-common | US | $106K | 11K | 0.04 |
| POPULAR INC COMMON STOCK (Popular, Inc.) | Long | Equity-common | US | $922K | 10K | 0.37 |
| POST HOLDINGS INC COMMON STOCK (Post Holdings, Inc.) | Long | Equity-common | US | $254K | 2K | 0.10 |
| POSTAL REALTY TRUST INC- A REIT | Long | Equity-common | US | $162K | 12K | 0.07 |
| POTBELLY CORP COMMON STOCK (POTBELLY CORPORATION) | Long | Equity-common | US | $341K | 38K | 0.14 |
| POWELL INDUSTRIES INC COMMON STOCK (POWELL INDUSTRIES, INC.) | Long | Equity-common | US | $433K | 2K | 0.17 |
| PREFERRED BANK/LOS ANGELES COMMON STOCK | Long | Equity-common | US | $131K | 2K | 0.05 |
| PREFORMED LINE PRODUCTS CO COMMON STOCK (PREFORMED LINE PRODUCTS COMPANY) | Long | Equity-common | US | $144K | 1K | 0.06 |
| PRESTIGE CONSUMER HEALTHCARE COMMON STOCK (PRESTIGE CONSUMER HEALTHCARE INC.) | Long | Equity-common | US | $624K | 10K | 0.25 |
| PRICESMART INC COMMON STOCK (PRICESMART, INC.) | Long | Equity-common | US | $321K | 4K | 0.13 |
| PRIMIS FINANCIAL CORP COMMON STOCK (Primis Financial Corp.) | Long | Equity-common | US | $63K | 6K | 0.03 |
| PRIMO WATER CORP COMMON STOCK (Primo Water Corporation) | Long | Equity-common | US | $164K | 7K | 0.07 |
| PRIMORIS SERVICES CORP COMMON STOCK (PRIMORIS SERVICES CORPORATION) | Long | Equity-common | US | $710K | 13K | 0.29 |
| PROCEPT BIOROBOTICS CORP COMMON STOCK | Long | Equity-common | US | $266K | 4K | 0.11 |
| PROGRESS SOFTWARE CORP COMMON STOCK (PROGRESS SOFTWARE CORPORATION) | Long | Equity-common | US | $162K | 3K | 0.07 |
| PROS HOLDINGS INC COMMON STOCK (PROS HOLDINGS, INC.) | Long | Equity-common | US | $378K | 13K | 0.15 |
| PTC INC COMMON STOCK (PTC INC.) | Long | Equity-common | US | $344K | 2K | 0.14 |
| PUBMATIC INC-CLASS A COMMON STOCK (PUBMATIC, INC.) | Long | Equity-common | US | $491K | 22K | 0.20 |
| PULTEGROUP INC COMMON STOCK (PULTEGROUP, INC.) | Long | Equity-common | US | $40K | 340 | 0.02 |
| PURE CYCLE CORP COMMON STOCK | Long | Equity-common | US | $65K | 7K | 0.03 |
| PVH CORP COMMON STOCK (PVH CORP.) | Long | Equity-common | US | $492K | 4K | 0.20 |
| Q2 HOLDINGS INC COMMON STOCK (Q2 HOLDINGS, INC.) | Long | Equity-common | US | $1M | 21K | 0.53 |
| QIAGEN N.V. COMMON STOCK | Long | Equity-common | US | $134K | 3K | 0.05 |
| QUAD GRAPHICS INC COMMON STOCK (QUAD/GRAPHICS, INC.) | Long | Equity-common | US | $99K | 21K | 0.04 |
| QUALYS INC COMMON STOCK | Long | Equity-common | US | $200K | 1K | 0.08 |
| QUIDELORTHO CORP COMMON STOCK (QUIDELORTHO CORPORATION) | Long | Equity-common | US | $106K | 2K | 0.04 |
| RADIANT LOGISTICS INC COMMON STOCK (RADIANT LOGISTICS, INC.) | Long | Equity-common | US | $28K | 5K | 0.01 |
| RADNET INC COMMON STOCK (RADNET, INC.) | Long | Equity-common | US | $284K | 5K | 0.11 |
| RALPH LAUREN CORP COMMON STOCK (RALPH LAUREN CORPORATION) | Long | Equity-common | US | $204K | 1K | 0.08 |
| RAMBUS INC COMMON STOCK (RAMBUS INC.) | Long | Equity-common | US | $929K | 17K | 0.38 |
| RANGER ENERGY SERVICES INC COMMON STOCK (RANGER ENERGY SERVICES, INC.) | Long | Equity-common | US | $297K | 28K | 0.12 |
| RANPAK HOLDINGS CORP COMMON STOCK | Long | Equity-common | US | $175K | 28K | 0.07 |
| RAPT THERAPEUTICS INC COMMON STOCK | Long | Equity-common | US | $59K | 15K | 0.02 |
| RBC BEARINGS INC COMMON STOCK (RBC BEARINGS INCORPORATED) | Long | Equity-common | US | $510K | 2K | 0.21 |
| RED VIOLET INC COMMON STOCK | Long | Equity-common | US | $46K | 2K | 0.02 |
| REDFIN CORP COMMON STOCK (REDFIN CORPORATION) | Long | Equity-common | US | $93K | 14K | 0.04 |
| REGENCY CENTERS CORP REIT (REGENCY CENTERS CORPORATION) | Long | Equity-common | US | $159K | 3K | 0.06 |
| REGIONAL MANAGEMENT CORP COMMON STOCK (REGIONAL MANAGEMENT CORP.) | Long | Equity-common | US | $538K | 20K | 0.22 |
| REINSURANCE GROUP OF AMERICA COMMON STOCK (REINSURANCE GROUP OF AMERICA, INCORPORATED) | Long | Equity-common | US | $336K | 2K | 0.14 |
| RELAY THERAPEUTICS INC COMMON STOCK | Long | Equity-common | US | $148K | 23K | 0.06 |
| RELIANCE INC COMMON STOCK (RELIANCE, INC.) | Long | Equity-common | US | $292K | 970 | 0.12 |
| RENAISSANCERE HOLDINGS LTD COMMON STOCK (RENAISSANCERE HOLDINGS LTD.) | Long | Equity-common | US | $298K | 1K | 0.12 |
| REPLIGEN CORP COMMON STOCK (REPLIGEN CORPORATION) | Long | Equity-common | US | $351K | 2K | 0.14 |
| REPLIMUNE GROUP INC COMMON STOCK | Long | Equity-common | US | $80K | 15K | 0.03 |
| REPUBLIC BANCORP INC-CLASS A COMMON STOCK (REPUBLIC BANCORP, INC.) | Long | Equity-common | US | $405K | 8K | 0.16 |
| REV GROUP INC COMMON STOCK (REV GROUP, INC.) | Long | Equity-common | US | $350K | 13K | 0.14 |
| REVANCE THERAPEUTICS INC COMMON STOCK (REVANCE THERAPEUTICS, INC.) | Long | Equity-common | US | $58K | 21K | 0.02 |
| REVOLUTION MEDICINES INC COMMON STOCK | Long | Equity-common | US | $265K | 7K | 0.11 |
| REX AMERICAN RESOURCES CORP COMMON STOCK (REX AMERICAN RESOURCES CORPORATION) | Long | Equity-common | US | $244K | 5K | 0.10 |
| REYNOLDS CONSUMER PRODUCTS I COMMON STOCK (REYNOLDS CONSUMER PRODUCTS INC.) | Long | Equity-common | US | $88K | 3K | 0.04 |
| RIBBON COMMUNICATIONS INC COMMON STOCK (RIBBON COMMUNICATIONS INC.) | Long | Equity-common | US | $81K | 26K | 0.03 |
| RIGEL PHARMACEUTICALS INC COMMON STOCK (RIGEL PHARMACEUTICALS, INC.) | Long | Equity-common | US | $92K | 94K | 0.04 |
| RILEY EXPLORATION PERMIAN IN COMMON STOCK (RILEY EXPLORATION PERMIAN, INC.) | Long | Equity-common | US | $276K | 9K | 0.11 |
| RIMINI STREET INC COMMON STOCK (RIMINI STREET, INC.) | Long | Equity-common | US | $352K | 137K | 0.14 |
| RITHM CAPITAL CORP REIT (RITHM CAPITAL CORP.) | Long | Equity-common | US | $352K | 31K | 0.14 |
| RLI CORP COMMON STOCK (RLI CORP.) | Long | Equity-common | US | $47K | 320 | 0.02 |
| RLJ LODGING TRUST REIT | Long | Equity-common | US | $285K | 29K | 0.12 |
| RMR GROUP INC/THE - A COMMON STOCK (THE RMR GROUP INC.) | Long | Equity-common | US | $472K | 20K | 0.19 |
| ROCKY BRANDS INC COMMON STOCK (ROCKY BRANDS, INC.) | Long | Equity-common | US | $78K | 2K | 0.03 |
| ROYAL GOLD INC COMMON STOCK (ROYAL GOLD, INC.) | Long | Equity-common | US | $273K | 2K | 0.11 |
| RPC INC COMMON STOCK (RPC, INC.) | Long | Equity-common | US | $179K | 26K | 0.07 |
| RUSH ENTERPRISES INC-CL A COMMON STOCK (RUSH ENTERPRISES, INC.) | Long | Equity-common | US | $198K | 4K | 0.08 |
| RUSH STREET INTERACTIVE INC COMMON STOCK | Long | Equity-common | US | $77K | 9K | 0.03 |
| RXSIGHT INC COMMON STOCK | Long | Equity-common | US | $311K | 5K | 0.13 |
| RYAN SPECIALTY HOLDINGS INC COMMON STOCK (RYAN SPECIALTY HOLDINGS, INC.) | Long | Equity-common | US | $227K | 4K | 0.09 |
| RYDER SYSTEM INC COMMON STOCK (RYDER SYSTEM, INC.) | Long | Equity-common | US | $732K | 6K | 0.30 |
| RYMAN HOSPITALITY PROPERTIES REIT (RYMAN HOSPITALITY PROPERTIES, INC.) | Long | Equity-common | US | $205K | 2K | 0.08 |
| SABRA HEALTH CARE REIT INC REIT (SABRA HEALTH CARE REIT, INC.) | Long | Equity-common | US | $506K | 35K | 0.20 |
| SAFE BULKERS INC COMMON STOCK (SAFE BULKERS, INC.) | Long | Equity-common | US | $528K | 93K | 0.21 |
| SAFETY INSURANCE GROUP INC COMMON STOCK (SAFETY INSURANCE GROUP, INC.) | Long | Equity-common | US | $75K | 970 | 0.03 |
| SALLY BEAUTY HOLDINGS INC COMMON STOCK (SALLY BEAUTY HOLDINGS, INC.) | Long | Equity-common | US | $152K | 13K | 0.06 |
| SANMINA CORP COMMON STOCK (SANMINA CORPORATION) | Long | Equity-common | US | $555K | 8K | 0.22 |
| SAPIENS INTERNATIONAL CORP COMMON STOCK (Sapiens International Corporation N.V.) | Long | Equity-common | US | $84K | 3K | 0.03 |
| SAUL CENTERS INC REIT (SAUL CENTERS, INC.) | Long | Equity-common | US | $33K | 900 | 0.01 |
| SCANSOURCE INC COMMON STOCK (SCANSOURCE, INC.) | Long | Equity-common | US | $426K | 9K | 0.17 |
| SCIENCE APPLICATIONS INTE COMMON STOCK (SCIENCE APPLICATIONS INTERNATIONAL CORPORATION) | Long | Equity-common | US | $283K | 2K | 0.11 |
| SCORPIO TANKERS INC COMMON STOCK (SCORPIO TANKERS INC.) | Long | Equity-common | US | $354K | 4K | 0.14 |
| SEABOARD CORP COMMON STOCK (SEABOARD CORPORATION) | Long | Equity-common | US | $60K | 18 | 0.02 |
| SECURITY NATL FINL CORP-CL A COMMON STOCK (SECURITY NATIONAL FINANCIAL CORPORATION) | Long | Equity-common | US | $55K | 7K | 0.02 |
| SEI DAILY INCOME TRUST GOVERNMENT FUND (#36) | Long | Short-term investment vehicle | US | $6M | 6M | 2.46 |
| SELECT MEDICAL HOLDINGS CORP COMMON STOCK (SELECT MEDICAL HOLDINGS CORPORATION) | Long | Equity-common | US | $252K | 7K | 0.10 |
| SELECTIVE INSURANCE GROUP COMMON STOCK (SELECTIVE INSURANCE GROUP, INC.) | Long | Equity-common | US | $211K | 2K | 0.09 |
| SELECTQUOTE INC COMMON STOCK (SELECTQUOTE, INC.) | Long | Equity-common | US | $313K | 100K | 0.13 |
| SEMLER SCIENTIFIC INC COMMON STOCK | Long | Equity-common | US | $159K | 5K | 0.06 |
| SEMRUSH HOLDINGS INC-A COMMON STOCK (SEMRUSH HOLDINGS, INC.) | Long | Equity-common | US | $319K | 21K | 0.13 |
| SEMTECH CORP COMMON STOCK (SEMTECH CORPORATION) | Long | Equity-common | US | $281K | 7K | 0.11 |
| SERVICE PROPERTIES TRUST REIT | Long | Equity-common | US | $118K | 22K | 0.05 |
| SFL CORP LTD COMMON STOCK (SFL CORPORATION LTD.) | Long | Equity-common | US | $298K | 21K | 0.12 |
| SHARKNINJA INC COMMON STOCK | Long | Equity-common | US | $304K | 4K | 0.12 |
| SHOE CARNIVAL INC COMMON STOCK (SHOE CARNIVAL, INC.) | Long | Equity-common | US | $91K | 2K | 0.04 |
| SHUTTERSTOCK INC COMMON STOCK (SHUTTERSTOCK, INC.) | Long | Equity-common | US | $207K | 5K | 0.08 |
| SIERRA BANCORP COMMON STOCK | Long | Equity-common | US | $213K | 10K | 0.09 |
| SIGA TECHNOLOGIES INC COMMON STOCK (SIGA TECHNOLOGIES, INC.) | Long | Equity-common | US | $211K | 28K | 0.09 |
| SIGNET JEWELERS LTD COMMON STOCK (Signet Jewelers Limited) | Long | Equity-common | US | $537K | 5K | 0.22 |
| SIMMONS FIRST NATL CORP-CL A COMMON STOCK (SIMMONS FIRST NATIONAL CORPORATION) | Long | Equity-common | US | $207K | 12K | 0.08 |
| SIMPSON MANUFACTURING CO INC COMMON STOCK (SIMPSON MANUFACTURING CO., INC.) | Long | Equity-common | US | $555K | 3K | 0.22 |
| SIMULATIONS PLUS INC COMMON STOCK (SIMULATIONS PLUS, INC.) | Long | Equity-common | US | $54K | 1K | 0.02 |
| SINCLAIR INC COMMON STOCK (SINCLAIR, INC.) | Long | Equity-common | US | $90K | 6K | 0.04 |
| SIXTH STREET SPECIALTY LENDI COMMON STOCK (SIXTH STREET SPECIALTY LENDING, INC.) | Long | Equity-common | US | $385K | 18K | 0.16 |
| SKYWARD SPECIALTY INSURANCE COMMON STOCK (SKYWARD SPECIALTY INSURANCE GROUP, INC.) | Long | Equity-common | US | $260K | 7K | 0.11 |
| SKYWEST INC COMMON STOCK (SKYWEST, INC.) | Long | Equity-common | US | $231K | 3K | 0.09 |
| SLEEP NUMBER CORP COMMON STOCK (SLEEP NUMBER CORPORATION) | Long | Equity-common | US | $84K | 6K | 0.03 |
| SM ENERGY CO COMMON STOCK (SM ENERGY COMPANY) | Long | Equity-common | US | $513K | 10K | 0.21 |
| SMART GLOBAL HOLDINGS INC COMMON STOCK (SMART GLOBAL HOLDINGS, INC.) | Long | Equity-common | US | $268K | 13K | 0.11 |
| SMARTFINANCIAL INC COMMON STOCK (SmartFinancial, Inc.) | Long | Equity-common | US | $30K | 1K | 0.01 |
| SNAP-ON INC COMMON STOCK (SNAP-ON INCORPORATED) | Long | Equity-common | US | $265K | 970 | 0.11 |
| SOLARIS OILFIELD INFRAST-A COMMON STOCK (SOLARIS OILFIELD INFRASTRUCTURE, INC.) | Long | Equity-common | US | $144K | 16K | 0.06 |
| SOLARWINDS CORP COMMON STOCK | Long | Equity-common | US | $566K | 49K | 0.23 |
| SONOCO PRODUCTS CO COMMON STOCK (SONOCO PRODUCTS COMPANY.) | Long | Equity-common | US | $238K | 4K | 0.10 |
| SOUTH PLAINS FINANCIAL INC COMMON STOCK (SOUTH PLAINS FINANCIAL, INC.) | Long | Equity-common | US | $29K | 1K | 0.01 |
| SOUTHERN MISSOURI BANCORP COMMON STOCK (SOUTHERN MISSOURI BANCORP, INC.) | Long | Equity-common | US | $68K | 2K | 0.03 |
| SOUTHWESTERN ENERGY CO COMMON STOCK (SOUTHWESTERN ENERGY COMPANY) | Long | Equity-common | US | $161K | 21K | 0.07 |
| SPARTANNASH CO COMMON STOCK (SPARTANNASH COMPANY) | Long | Equity-common | US | $266K | 14K | 0.11 |
| SPECTRUM BRANDS HOLDINGS INC COMMON STOCK (SPECTRUM BRANDS HOLDINGS, INC.) | Long | Equity-common | US | $242K | 3K | 0.10 |
| SPIRE INC COMMON STOCK (Spire Inc.) | Long | Equity-common | US | $167K | 3K | 0.07 |
| SPOK HOLDINGS INC COMMON STOCK (SPOK HOLDINGS, INC.) | Long | Equity-common | US | $184K | 12K | 0.07 |
| SPROUTS FARMERS MARKET INC COMMON STOCK (SPROUTS FARMERS MARKET, INC.) | Long | Equity-common | US | $2M | 20K | 0.64 |
| SPS COMMERCE INC COMMON STOCK (SPS COMMERCE, INC.) | Long | Equity-common | US | $973K | 5K | 0.39 |
| SPX TECHNOLOGIES INC COMMON STOCK (SPX TECHNOLOGIES, INC.) | Long | Equity-common | US | $924K | 7K | 0.37 |
| STANDARD MOTOR PRODS COMMON STOCK (STANDARD MOTOR PRODUCTS, INC.) | Long | Equity-common | US | $69K | 2K | 0.03 |
| STANDEX INTERNATIONAL CORP COMMON STOCK (STANDEX INTERNATIONAL CORPORATION) | Long | Equity-common | US | $163K | 970 | 0.07 |
| STAR BULK CARRIERS CORP COMMON STOCK (STAR BULK CARRIERS CORP.) | Long | Equity-common | US | $362K | 13K | 0.15 |
| STEELCASE INC-CL A COMMON STOCK (STEELCASE INC.) | Long | Equity-common | US | $279K | 20K | 0.11 |
| STELLAR BANCORP INC COMMON STOCK (Stellar Bancorp, Inc.) | Long | Equity-common | US | $75K | 3K | 0.03 |
| STEPSTONE GROUP INC-CLASS A COMMON STOCK | Long | Equity-common | US | $547K | 13K | 0.22 |
| STERICYCLE INC COMMON STOCK (STERICYCLE, INC.) | Long | Equity-common | US | $23K | 450 | 0.01 |
| STERLING INFRASTRUCTURE INC COMMON STOCK (STERLING INFRASTRUCTURE, INC.) | Long | Equity-common | US | $359K | 3K | 0.14 |
| STIFEL FINANCIAL CORP COMMON STOCK (STIFEL FINANCIAL CORP.) | Long | Equity-common | US | $1M | 15K | 0.50 |
| STITCH FIX INC-CLASS A COMMON STOCK (STITCH FIX, INC.) | Long | Equity-common | US | $197K | 80K | 0.08 |
| STOKE THERAPEUTICS INC COMMON STOCK | Long | Equity-common | US | $195K | 13K | 0.08 |
| STONEX GROUP INC COMMON STOCK (STONEX GROUP INC.) | Long | Equity-common | US | $14K | 190 | 0.01 |
| STRATEGIC EDUCATION INC COMMON STOCK (STRATEGIC EDUCATION, INC.) | Long | Equity-common | US | $218K | 2K | 0.09 |
| STRIDE INC COMMON STOCK (STRIDE, INC.) | Long | Equity-common | US | $165K | 2K | 0.07 |
| STURM RUGER & CO INC COMMON STOCK (STURM, RUGER & COMPANY, INC.) | Long | Equity-common | US | $56K | 1K | 0.02 |
| SUN COUNTRY AIRLINES HOLDING COMMON STOCK (Sun Country Airlines Holdings Inc) | Long | Equity-common | US | $549K | 52K | 0.22 |
| SUNCOKE ENERGY INC COMMON STOCK (SUNCOKE ENERGY, INC.) | Long | Equity-common | US | $565K | 54K | 0.23 |
| SUPER MICRO COMPUTER INC COMMON STOCK (SUPER MICRO COMPUTER, INC.) | Long | Equity-common | US | $1M | 1K | 0.42 |
| SUPERNUS PHARMACEUTICALS INC COMMON STOCK (SUPERNUS PHARMACEUTICALS, INC.) | Long | Equity-common | US | $87K | 3K | 0.04 |
| SURMODICS INC COMMON STOCK (SURMODICS, INC.) | Long | Equity-common | US | $354K | 8K | 0.14 |
| SWEETGREEN INC - CLASS A COMMON STOCK | Long | Equity-common | US | $322K | 10K | 0.13 |
| SYNDAX PHARMACEUTICALS INC COMMON STOCK | Long | Equity-common | US | $107K | 6K | 0.04 |
| SYNOVUS FINANCIAL CORP COMMON STOCK (SYNOVUS FINANCIAL CORP.) | Long | Equity-common | US | $230K | 6K | 0.09 |
| TANDEM DIABETES CARE INC COMMON STOCK (TANDEM DIABETES CARE, INC.) | Long | Equity-common | US | $279K | 5K | 0.11 |
| TANGER INC REIT (Tanger Inc.) | Long | Equity-common | US | $164K | 6K | 0.07 |
| TARSUS PHARMACEUTICALS INC COMMON STOCK | Long | Equity-common | US | $178K | 5K | 0.07 |
| TAYLOR MORRISON HOME CORP COMMON STOCK (TAYLOR MORRISON HOME CORPORATION) | Long | Equity-common | US | $219K | 4K | 0.09 |
| TD SYNNEX CORP COMMON STOCK (TD SYNNEX CORPORATION) | Long | Equity-common | US | $284K | 2K | 0.11 |
| TECHNIPFMC PLC COMMON STOCK | Long | Equity-common | US | $248K | 9K | 0.10 |
| TEEKAY CORP COMMON STOCK (TEEKAY CORPORATION) | Long | Equity-common | US | $663K | 68K | 0.27 |
| TEEKAY TANKERS LTD-CLASS A COMMON STOCK (TEEKAY TANKERS LTD.) | Long | Equity-common | US | $398K | 5K | 0.16 |
| TELA BIO INC COMMON STOCK (TELA BIO, INC.) | Long | Equity-common | US | $45K | 8K | 0.02 |
| TENET HEALTHCARE CORP COMMON STOCK (TENET HEALTHCARE CORPORATION) | Long | Equity-common | US | $734K | 5K | 0.30 |
| TENNANT CO COMMON STOCK (TENNANT COMPANY) | Long | Equity-common | US | $124K | 1K | 0.05 |
| TERADATA CORP COMMON STOCK (TERADATA CORPORATION) | Long | Equity-common | US | $51K | 2K | 0.02 |
| TETRA TECH INC COMMON STOCK (TETRA TECH, INC.) | Long | Equity-common | US | $321K | 2K | 0.13 |
| TEXAS ROADHOUSE INC COMMON STOCK (TEXAS ROADHOUSE, INC.) | Long | Equity-common | US | $2M | 9K | 0.63 |
| TEXTRON INC COMMON STOCK (TEXTRON INC.) | Long | Equity-common | US | $336K | 4K | 0.14 |
| THERAVANCE BIOPHARMA INC COMMON STOCK (THERAVANCE BIOPHARMA, INC.) | Long | Equity-common | US | $109K | 13K | 0.04 |
| THERMON GROUP HOLDINGS INC COMMON STOCK (THERMON GROUP HOLDINGS, INC.) | Long | Equity-common | US | $59K | 2K | 0.02 |
| THOR INDUSTRIES INC COMMON STOCK (THOR INDUSTRIES, INC.) | Long | Equity-common | US | $208K | 2K | 0.08 |
| THRYV HOLDINGS INC COMMON STOCK (THRYV HOLDINGS, INC.) | Long | Equity-common | US | $138K | 7K | 0.06 |
| TIDEWATER INC COMMON STOCK (TIDEWATER INC.) | Long | Equity-common | US | $349K | 3K | 0.14 |
| TOLL BROTHERS INC COMMON STOCK (TOLL BROTHERS, INC.) | Long | Equity-common | US | $210K | 2K | 0.08 |
| TOWNE BANK COMMON STOCK (TowneBank) | Long | Equity-common | US | $247K | 9K | 0.10 |
| TPG INC COMMON STOCK (TPG INC.) | Long | Equity-common | US | $29K | 700 | 0.01 |
| TPG RE FINANCE TRUST INC REIT (TPG RE FINANCE TRUST, INC.) | Long | Equity-common | US | $260K | 30K | 0.10 |
| TRANSMEDICS GROUP INC COMMON STOCK (TRANSMEDICS GROUP, INC.) | Long | Equity-common | US | $974K | 7K | 0.39 |
| TRAVERE THERAPEUTICS INC COMMON STOCK (TRAVERE THERAPEUTICS, INC.) | Long | Equity-common | US | $119K | 16K | 0.05 |
| TREDEGAR CORP COMMON STOCK (TREDEGAR CORPORATION) | Long | Equity-common | US | $87K | 16K | 0.04 |
| TRI POINTE HOMES INC COMMON STOCK (TRI POINTE HOMES, INC.) | Long | Equity-common | US | $937K | 24K | 0.38 |
| TRINET GROUP INC COMMON STOCK (TRINET GROUP, INC.) | Long | Equity-common | US | $47K | 450 | 0.02 |
| TRINSEO PLC COMMON STOCK (TRINSEO PUBLIC LIMITED COMPANY) | Long | Equity-common | US | $414K | 108K | 0.17 |
| TRUBRIDGE INC COMMON STOCK (TRUBRIDGE, INC.) | Long | Equity-common | US | $95K | 10K | 0.04 |
| TTM TECHNOLOGIES COMMON STOCK (TTM TECHNOLOGIES, INC.) | Long | Equity-common | US | $502K | 27K | 0.20 |
| TURNING POINT BRANDS INC COMMON STOCK (TURNING POINT BRANDS, INC.) | Long | Equity-common | US | $44K | 1K | 0.02 |
| TURTLE BEACH CORP COMMON STOCK (TURTLE BEACH CORPORATION) | Long | Equity-common | US | $150K | 9K | 0.06 |
| TUTOR PERINI CORP COMMON STOCK (TUTOR PERINI CORPORATION) | Long | Equity-common | US | $590K | 27K | 0.24 |
| TWIST BIOSCIENCE CORP COMMON STOCK | Long | Equity-common | US | $185K | 4K | 0.07 |
| UFP INDUSTRIES INC COMMON STOCK (UFP INDUSTRIES, INC.) | Long | Equity-common | US | $271K | 2K | 0.11 |
| UFP TECHNOLOGIES INC COMMON STOCK (UFP TECHNOLOGIES, INC.) | Long | Equity-common | US | $476K | 2K | 0.19 |
| UL SOLUTIONS INC - CLASS A COMMON STOCK (UL SOLUTIONS INC.) | Long | Equity-common | US | $217K | 6K | 0.09 |
| UMH PROPERTIES INC REIT (UMH PROPERTIES, INC.) | Long | Equity-common | US | $61K | 4K | 0.02 |
| UNIFIRST CORP/MA COMMON STOCK (UNIFIRST CORPORATION) | Long | Equity-common | US | $121K | 760 | 0.05 |
| UNISYS CORP COMMON STOCK (UNISYS CORPORATION) | Long | Equity-common | US | $193K | 45K | 0.08 |
| UNITED FIRE GROUP INC COMMON STOCK (UNITED FIRE GROUP, INC.) | Long | Equity-common | US | $36K | 2K | 0.01 |
| UNITED STATES LIME & MINERAL COMMON STOCK (UNITED STATES LIME & MINERALS, INC.) | Long | Equity-common | US | $38K | 110 | 0.02 |
| UNITED THERAPEUTICS CORP COMMON STOCK (UNITED THERAPEUTICS CORPORATION) | Long | Equity-common | US | $946K | 3K | 0.38 |
| UNITI GROUP INC REIT (UNITI GROUP INC.) | Long | Equity-common | US | $109K | 34K | 0.04 |
| UNITIL CORP COMMON STOCK (UNITIL CORPORATION) | Long | Equity-common | US | $113K | 2K | 0.05 |
| UNIVERSAL CORP/VA COMMON STOCK (UNIVERSAL CORPORATION) | Long | Equity-common | US | $102K | 2K | 0.04 |
| UNIVERSAL HEALTH RLTY INCOME REIT (UNIVERSAL HEALTH REALTY INCOME TRUST) | Long | Equity-common | US | $103K | 3K | 0.04 |
| UNIVERSAL HEALTH SERVICES-B COMMON STOCK (UNIVERSAL HEALTH SERVICES, INC.) | Long | Equity-common | US | $281K | 1K | 0.11 |
| UNIVERSAL INSURANCE HOLDINGS COMMON STOCK (UNIVERSAL INSURANCE HOLDINGS, INC.) | Long | Equity-common | US | $650K | 33K | 0.26 |
| UNIVERSAL LOGISTICS HOLDINGS COMMON STOCK (UNIVERSAL LOGISTICS HOLDINGS, INC.) | Long | Equity-common | US | $481K | 11K | 0.19 |
| UNIVERSAL TECHNICAL INSTITUT COMMON STOCK (UNIVERSAL TECHNICAL INSTITUTE, INC.) | Long | Equity-common | US | $46K | 3K | 0.02 |
| UNIVEST FINANCIAL CORP COMMON STOCK (Univest Financial Corporation) | Long | Equity-common | US | $188K | 9K | 0.08 |
| UPBOUND GROUP INC COMMON STOCK (UPBOUND GROUP, INC.) | Long | Equity-common | US | $397K | 12K | 0.16 |
| US SILICA HOLDINGS INC COMMON STOCK (U.S. SILICA HOLDINGS, INC.) | Long | Equity-common | US | $266K | 17K | 0.11 |
| USANA HEALTH SCIENCES INC COMMON STOCK (USANA HEALTH SCIENCES, INC.) | Long | Equity-common | US | $42K | 880 | 0.02 |
| UTAH MEDICAL PRODUCTS INC COMMON STOCK (UTAH MEDICAL PRODUCTS, INC.) | Long | Equity-common | US | $505K | 7K | 0.20 |
| V2X INC COMMON STOCK (V2X, INC.) | Long | Equity-common | US | $104K | 2K | 0.04 |
| VAALCO ENERGY INC COMMON STOCK (VAALCO ENERGY, INC.) | Long | Equity-common | US | $657K | 103K | 0.27 |
| VANDA PHARMACEUTICALS INC COMMON STOCK (VANDA PHARMACEUTICALS INC.) | Long | Equity-common | US | $468K | 92K | 0.19 |
| VAREX IMAGING CORP COMMON STOCK (VAREX IMAGING CORPORATION) | Long | Equity-common | US | $38K | 2K | 0.02 |
| VARONIS SYSTEMS INC COMMON STOCK (VARONIS SYSTEMS, INC.) | Long | Equity-common | US | $467K | 11K | 0.19 |
| VAXCYTE INC COMMON STOCK | Long | Equity-common | US | $306K | 4K | 0.12 |
| VEECO INSTRUMENTS INC COMMON STOCK (VEECO INSTRUMENTS INC.) | Long | Equity-common | US | $439K | 11K | 0.18 |
| VERA THERAPEUTICS INC COMMON STOCK | Long | Equity-common | US | $162K | 4K | 0.07 |
| VERICEL CORP COMMON STOCK (VERICEL CORPORATION) | Long | Equity-common | US | $182K | 4K | 0.07 |
| VERRA MOBILITY CORP COMMON STOCK (VERRA MOBILITY CORPORATION) | Long | Equity-common | US | $288K | 11K | 0.12 |
| VERTEX INC - CLASS A COMMON STOCK (VERTEX, INC.) | Long | Equity-common | US | $794K | 24K | 0.32 |
| VERTIV HOLDINGS CO-A COMMON STOCK | Long | Equity-common | US | $350K | 4K | 0.14 |
| VERVE THERAPEUTICS INC COMMON STOCK | Long | Equity-common | US | $260K | 50K | 0.10 |
| VIAD CORP COMMON STOCK | Long | Equity-common | US | $203K | 6K | 0.08 |
| VICTORY CAPITAL HOLDING - A COMMON STOCK (VICTORY CAPITAL HOLDINGS, INC.) | Long | Equity-common | US | $371K | 7K | 0.15 |
| VIKING THERAPEUTICS INC COMMON STOCK | Long | Equity-common | US | $185K | 3K | 0.07 |
| VILLAGE SUPER MARKET-CLASS A COMMON STOCK (Village Super Market, Inc.) | Long | Equity-common | US | $595K | 20K | 0.24 |
| VIMEO INC COMMON STOCK (VIMEO, INC.) | Long | Equity-common | US | $221K | 57K | 0.09 |
| VIRTU FINANCIAL INC-CLASS A COMMON STOCK (VIRTU FINANCIAL, INC.) | Long | Equity-common | US | $263K | 12K | 0.11 |
| VISHAY INTERTECHNOLOGY INC COMMON STOCK (VISHAY INTERTECHNOLOGY, INC.) | Long | Equity-common | US | $177K | 8K | 0.07 |
| VISHAY PRECISION GROUP COMMON STOCK (VISHAY PRECISION GROUP, INC.) | Long | Equity-common | US | $382K | 11K | 0.15 |
| VITA COCO CO INC/THE COMMON STOCK (THE VITA COCO COMPANY, INC.) | Long | Equity-common | US | $54K | 2K | 0.02 |
| VITAL FARMS INC COMMON STOCK (VITAL FARMS, INC.) | Long | Equity-common | US | $323K | 8K | 0.13 |
| VITESSE ENERGY INC COMMON STOCK | Long | Equity-common | US | $48K | 2K | 0.02 |
| VONTIER CORP COMMON STOCK (VONTIER CORPORATION) | Long | Equity-common | US | $416K | 10K | 0.17 |
| WABASH NATIONAL CORP COMMON STOCK (WABASH NATIONAL CORPORATION) | Long | Equity-common | US | $297K | 13K | 0.12 |
| WAFD INC COMMON STOCK (WaFd, Inc) | Long | Equity-common | US | $280K | 10K | 0.11 |
| WATERSTONE FINANCIAL INC COMMON STOCK (WATERSTONE FINANCIAL, INC.) | Long | Equity-common | US | $69K | 6K | 0.03 |
| WATTS WATER TECHNOLOGIES-A COMMON STOCK (WATTS WATER TECHNOLOGIES, INC.) | Long | Equity-common | US | $227K | 1K | 0.09 |
| WAVE LIFE SCIENCES LTD COMMON STOCK | Long | Equity-common | US | $32K | 5K | 0.01 |
| WD-40 CO COMMON STOCK (WD-40 COMPANY) | Long | Equity-common | US | $126K | 560 | 0.05 |
| WEATHERFORD INTERNATIONAL PL COMMON STOCK (WEATHERFORD INTERNATIONAL PUBLIC LIMITED COMPANY) | Long | Equity-common | US | $312K | 3K | 0.13 |
| WEIS MARKETS INC COMMON STOCK (WEIS MARKETS, INC.) | Long | Equity-common | US | $73K | 1K | 0.03 |
| WESBANCO INC COMMON STOCK (WESBANCO, INC.) | Long | Equity-common | US | $15K | 530 | 0.01 |
| WESTAMERICA BANCORPORATION COMMON STOCK | Long | Equity-common | US | $63K | 1K | 0.03 |
| WESTERN UNION CO COMMON STOCK (THE WESTERN UNION COMPANY) | Long | Equity-common | US | $53K | 4K | 0.02 |
| WHITE MOUNTAINS INSURANCE GP COMMON STOCK (WHITE MOUNTAINS INSURANCE GROUP, LTD.) | Long | Equity-common | US | $220K | 122 | 0.09 |
| WHITESTONE REIT REIT | Long | Equity-common | US | $73K | 6K | 0.03 |
| WILLDAN GROUP INC COMMON STOCK (WILLDAN GROUP, INC.) | Long | Equity-common | US | $329K | 10K | 0.13 |
| WILLIAMS-SONOMA INC COMMON STOCK (WILLIAMS-SONOMA, INC.) | Long | Equity-common | US | $88K | 300 | 0.04 |
| WILLIS LEASE FINANCE CORP COMMON STOCK (WILLIS LEASE FINANCE CORPORATION) | Long | Equity-common | US | $85K | 1K | 0.03 |
| WINGSTOP INC COMMON STOCK (WINGSTOP INC.) | Long | Equity-common | US | $1M | 3K | 0.41 |
| WINMARK CORP COMMON STOCK (Winmark Corporation) | Long | Equity-common | US | $87K | 245 | 0.04 |
| WINNEBAGO INDUSTRIES COMMON STOCK (WINNEBAGO INDUSTRIES, INC.) | Long | Equity-common | US | $329K | 5K | 0.13 |
| WISDOMTREE INC COMMON STOCK (WISDOMTREE, INC.) | Long | Equity-common | US | $246K | 25K | 0.10 |
| WOODWARD INC COMMON STOCK (WOODWARD, INC.) | Long | Equity-common | US | $285K | 2K | 0.12 |
| WORLD ACCEPTANCE CORP COMMON STOCK (WORLD ACCEPTANCE CORPORATION) | Long | Equity-common | US | $546K | 4K | 0.22 |
| WORLD KINECT CORP COMMON STOCK (World Kinect Corporation.) | Long | Equity-common | US | $474K | 18K | 0.19 |
| WW INTERNATIONAL INC COMMON STOCK (WW International, Inc.) | Long | Equity-common | US | $53K | 32K | 0.02 |
| WYNDHAM HOTELS & RESORTS INC COMMON STOCK (WYNDHAM HOTELS & RESORTS, INC.) | Long | Equity-common | US | $373K | 5K | 0.15 |
| XENIA HOTELS & RESORTS INC REIT (XENIA HOTELS & RESORTS, INC.) | Long | Equity-common | US | $91K | 6K | 0.04 |
| XPONENTIAL FITNESS INC-A COMMON STOCK (XPONENTIAL FITNESS, INC.) | Long | Equity-common | US | $352K | 39K | 0.14 |
| Y-MABS THERAPEUTICS INC COMMON STOCK | Long | Equity-common | US | $62K | 5K | 0.03 |
| YELP INC COMMON STOCK (YELP INC.) | Long | Equity-common | US | $112K | 3K | 0.05 |
| YORK WATER CO COMMON STOCK (THE YORK WATER COMPANY) | Long | Equity-common | US | $59K | 2K | 0.02 |
| ZETA GLOBAL HOLDINGS CORP-A COMMON STOCK | Long | Equity-common | US | $732K | 45K | 0.30 |
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