SA FUNDS INVESTMENT TRUST > SA FUNDS INVESTMENT TRUST
SA U.S. Small Company Fund
$305.60M
Avg Monthly Net Assets
$309.46M
Total Assets
$948K
Total Liabilities
$308.51M
Net Assets
SA U.S. Small Company Fund is a Mutual Fund in SA FUNDS INVESTMENT TRUST
from SA FUNDS INVESTMENT TRUST,
based in Missouri,
United States of America.
The fund has one share class
and monthly net assets of $305.60M.
On August 16th, 2024 it reported 1,534 holdings, the largest
being Vistra Corp (0.5%), Tenet Healthcare Corp (0.5%) and EMCOR Group Inc (0.4%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Ticker | Monthly Returns (2 years) |
|---|---|---|---|
| SA U.S. Small Company Fund | C000023894 | SAUMX |
Holdings
From latest NPORT-P, filed August 16th, 2024 for period ending June 30th, 2024.
Historic holdings data available from Fincoded.
| Name | Profile | Category | Country | Value $USD | # Shares | % of Fund |
|---|---|---|---|---|---|---|
| 1-800-Flowers.com Inc | Long | Equity-common | US | $37K | 4K | 0.01 |
| 1st Source Corp | Long | Equity-common | US | $137K | 3K | 0.04 |
| A O Smith Corp | Long | Equity-common | US | $734K | 9K | 0.24 |
| A-Mark Precious Metals Inc | Long | Equity-common | US | $75K | 2K | 0.02 |
| A10 Networks Inc | Long | Equity-common | US | $83K | 6K | 0.03 |
| AAON Inc | Long | Equity-common | US | $749K | 9K | 0.24 |
| AAR Corp | Long | Equity-common | US | $255K | 4K | 0.08 |
| Aaron's Co Inc/The | Long | Equity-common | US | $45K | 4K | 0.01 |
| Abercrombie & Fitch Co | Long | Equity-common | US | $663K | 4K | 0.21 |
| ABM Industries Inc | Long | Equity-common | US | $319K | 6K | 0.10 |
| Acacia Research Corp | Long | Equity-common | US | $10K | 2K | 0.00 |
| Academy Sports & Outdoors Inc | Long | Equity-common | US | $139K | 3K | 0.05 |
| Acadia Healthcare Co Inc | Long | Equity-common | US | $595K | 9K | 0.19 |
| ACCO Brands Corp | Long | Equity-common | US | $31K | 7K | 0.01 |
| ACI Worldwide Inc | Long | Equity-common | US | $464K | 12K | 0.15 |
| Acuity Brands Inc | Long | Equity-common | US | $567K | 2K | 0.18 |
| Acushnet Holdings Corp | Long | Equity-common | US | $34K | 541 | 0.01 |
| Adams Resources & Energy Inc | Long | Equity-common | US | $15K | 536 | 0.00 |
| Adaptive Biotechnologies Corp | Long | Equity-common | US | $17K | 5K | 0.01 |
| Addus HomeCare Corp | Long | Equity-common | US | $217K | 2K | 0.07 |
| Adeia Inc | Long | Equity-common | US | $85K | 8K | 0.03 |
| Adient PLC | Long | Equity-common | IE | $99K | 4K | 0.03 |
| Adtalem Global Education Inc | Long | Equity-common | US | $264K | 4K | 0.09 |
| Advance Auto Parts Inc | Long | Equity-common | US | $216K | 3K | 0.07 |
| Advanced Drainage Systems Inc | Long | Equity-common | US | $1M | 7K | 0.37 |
| Advanced Energy Industries Inc | Long | Equity-common | US | $360K | 3K | 0.12 |
| AdvanSix Inc | Long | Equity-common | US | $73K | 3K | 0.02 |
| AECOM | Long | Equity-common | US | $366K | 4K | 0.12 |
| AeroVironment Inc | Long | Equity-common | US | $451K | 2K | 0.15 |
| AES Corp (AES Corp/The) | Long | Equity-common | US | $142K | 8K | 0.05 |
| Affiliated Managers Group Inc | Long | Equity-common | US | $590K | 4K | 0.19 |
| AGCO Corp | Long | Equity-common | US | $474K | 5K | 0.15 |
| Agios Pharmaceuticals Inc | Long | Equity-common | US | $177K | 4K | 0.06 |
| Air Lease Corp | Long | Equity-common | US | $284K | 6K | 0.09 |
| Air Transport Services Group Inc | Long | Equity-common | US | $44K | 3K | 0.01 |
| Akamai Technologies Inc | Long | Equity-common | US | $84K | 933 | 0.03 |
| Alamo Group Inc | Long | Equity-common | US | $210K | 1K | 0.07 |
| Alarm.com Holdings Inc | Long | Equity-common | US | $241K | 4K | 0.08 |
| Alaska Air Group Inc | Long | Equity-common | US | $158K | 4K | 0.05 |
| Albany International Corp | Long | Equity-common | US | $245K | 3K | 0.08 |
| Albemarle Corp | Long | Equity-common | US | $72K | 750 | 0.02 |
| Albertsons Cos Inc | Long | Equity-common | US | $46K | 2K | 0.02 |
| Alcoa Corp | Long | Equity-common | US | $604K | 15K | 0.20 |
| Aldeyra Therapeutics Inc | Long | Equity-common | US | $13K | 4K | 0.00 |
| Alerus Financial Corp | Long | Equity-common | US | $9K | 466 | 0.00 |
| Alico Inc | Long | Equity-common | US | $18K | 713 | 0.01 |
| Alkermes PLC | Long | Equity-common | IE | $133K | 6K | 0.04 |
| Allegiant Travel Co | Long | Equity-common | US | $22K | 441 | 0.01 |
| Allegion plc | Long | Equity-common | IE | $169K | 1K | 0.05 |
| Allegro MicroSystems Inc | Long | Equity-common | US | $36K | 1K | 0.01 |
| ALLETE Inc | Long | Equity-common | US | $304K | 5K | 0.10 |
| Alliant Energy Corp | Long | Equity-common | US | $443K | 9K | 0.14 |
| Allient Inc | Long | Equity-common | US | $41K | 2K | 0.01 |
| Allison Transmission Holdings Inc | Long | Equity-common | US | $505K | 7K | 0.16 |
| Allogene Therapeutics Inc | Long | Equity-common | US | $17K | 7K | 0.01 |
| Ally Financial Inc | Long | Equity-common | US | $254K | 6K | 0.08 |
| Alpha & Omega Semiconductor Ltd | Long | Equity-common | BM | $108K | 3K | 0.03 |
| Alpha Metallurgical Resources Inc | Long | Equity-common | US | $249K | 886 | 0.08 |
| Altair Engineering Inc | Long | Equity-common | US | $297K | 3K | 0.10 |
| Altice USA Inc | Long | Equity-common | US | $6K | 3K | 0.00 |
| Amalgamated Financial Corp | Long | Equity-common | US | $13K | 477 | 0.00 |
| Ambac Financial Group Inc | Long | Equity-common | US | $12K | 900 | 0.00 |
| Ambarella Inc | Long | Equity-common | KY | $126K | 2K | 0.04 |
| Amcor PLC | Long | Equity-common | JE | $164K | 17K | 0.05 |
| Amdocs Ltd | Long | Equity-common | GG | $420K | 5K | 0.14 |
| Amedisys Inc | Long | Equity-common | US | $31K | 336 | 0.01 |
| Amerant Bancorp Inc | Long | Equity-common | US | $15K | 661 | 0.00 |
| Ameresco Inc | Long | Equity-common | US | $95K | 3K | 0.03 |
| America's Car-Mart Inc/TX | Long | Equity-common | US | $49K | 822 | 0.02 |
| American Airlines Group Inc | Long | Equity-common | US | $138K | 12K | 0.04 |
| American Axle & Manufacturing Holdings Inc | Long | Equity-common | US | $26K | 4K | 0.01 |
| American Eagle Outfitters Inc | Long | Equity-common | US | $389K | 19K | 0.13 |
| American Financial Group Inc/OH | Long | Equity-common | US | $455K | 4K | 0.15 |
| American Outdoor Brands Inc | Long | Equity-common | US | $18K | 2K | 0.01 |
| American Public Education Inc | Long | Equity-common | US | $34K | 2K | 0.01 |
| American Software Inc/GA | Long | Equity-common | US | $41K | 4K | 0.01 |
| American States Water Co | Long | Equity-common | US | $296K | 4K | 0.10 |
| American Vanguard Corp | Long | Equity-common | US | $31K | 4K | 0.01 |
| American Woodmark Corp | Long | Equity-common | US | $106K | 1K | 0.03 |
| Ameris Bancorp | Long | Equity-common | US | $362K | 7K | 0.12 |
| AMERISAFE Inc | Long | Equity-common | US | $86K | 2K | 0.03 |
| AmeriServ Financial Inc | Long | Equity-common | US | $10K | 4K | 0.00 |
| Amkor Technology Inc | Long | Equity-common | US | $1M | 26K | 0.33 |
| AMN Healthcare Services Inc | Long | Equity-common | US | $192K | 4K | 0.06 |
| Amphastar Pharmaceuticals Inc | Long | Equity-common | US | $213K | 5K | 0.07 |
| Amplify Energy Corp | Long | Equity-common | US | $13K | 2K | 0.00 |
| Amtech Systems Inc | Long | Equity-common | US | $17K | 3K | 0.01 |
| AnaptysBio Inc | Long | Equity-common | US | $64K | 3K | 0.02 |
| Andersons Inc/The | Long | Equity-common | US | $201K | 4K | 0.07 |
| AngioDynamics Inc | Long | Equity-common | US | $13K | 2K | 0.00 |
| ANI Pharmaceuticals Inc | Long | Equity-common | US | $106K | 2K | 0.03 |
| Anika Therapeutics Inc | Long | Equity-common | US | $45K | 2K | 0.01 |
| Anterix Inc | Long | Equity-common | US | $42K | 1K | 0.01 |
| Antero Midstream Corp | Long | Equity-common | US | $477K | 32K | 0.15 |
| Antero Resources Corp | Long | Equity-common | US | $169K | 5K | 0.05 |
| APA Corp | Long | Equity-common | US | $302K | 10K | 0.10 |
| API Group Corp | Long | Equity-common | US | $60K | 2K | 0.02 |
| Apogee Enterprises Inc | Long | Equity-common | US | $146K | 2K | 0.05 |
| Applied Industrial Technologies Inc | Long | Equity-common | US | $792K | 4K | 0.26 |
| AppLovin Corp | Long | Equity-common | US | $239K | 3K | 0.08 |
| AptarGroup Inc | Long | Equity-common | US | $798K | 6K | 0.26 |
| Aramark | Long | Equity-common | US | $713K | 21K | 0.23 |
| Arcadium Lithium PLC | Long | Equity-common | JE | $64K | 19K | 0.02 |
| ArcBest Corp | Long | Equity-common | US | $238K | 2K | 0.08 |
| Arch Resources Inc | Long | Equity-common | US | $284K | 2K | 0.09 |
| Archrock Inc | Long | Equity-common | US | $247K | 12K | 0.08 |
| Arcosa Inc | Long | Equity-common | US | $155K | 2K | 0.05 |
| Arcus Biosciences Inc | Long | Equity-common | US | $44K | 3K | 0.01 |
| Ardmore Shipping Corp | Long | Equity-common | MH | $36K | 2K | 0.01 |
| Armstrong World Industries Inc | Long | Equity-common | US | $494K | 4K | 0.16 |
| Arrow Electronics Inc | Long | Equity-common | US | $719K | 6K | 0.23 |
| Arrow Financial Corp | Long | Equity-common | US | $59K | 2K | 0.02 |
| Artesian Resources Corp | Long | Equity-common | US | $41K | 1K | 0.01 |
| Artisan Partners Asset Management Inc | Long | Equity-common | US | $256K | 6K | 0.08 |
| Artivion Inc | Long | Equity-common | US | $129K | 5K | 0.04 |
| Asbury Automotive Group Inc | Long | Equity-common | US | $488K | 2K | 0.16 |
| ASGN Inc | Long | Equity-common | US | $457K | 5K | 0.15 |
| Ashland Inc | Long | Equity-common | US | $321K | 3K | 0.10 |
| Aspen Technology Inc | Long | Equity-common | US | $421K | 2K | 0.14 |
| AssetMark Financial Holdings Inc | Long | Equity-common | US | $108K | 3K | 0.04 |
| Associated Banc-Corp | Long | Equity-common | US | $336K | 16K | 0.11 |
| Assurant Inc | Long | Equity-common | US | $723K | 4K | 0.23 |
| Assured Guaranty Ltd | Long | Equity-common | BM | $359K | 5K | 0.12 |
| Astec Industries Inc | Long | Equity-common | US | $40K | 1K | 0.01 |
| Astrana Health Inc | Long | Equity-common | US | $103K | 3K | 0.03 |
| Astronics Corp | Long | Equity-common | US | $14K | 693 | 0.00 |
| AstroNova Inc | Long | Equity-common | US | $24K | 2K | 0.01 |
| ATI Inc | Long | Equity-common | US | $753K | 14K | 0.24 |
| Atkore Inc | Long | Equity-common | US | $540K | 4K | 0.17 |
| Atlanta Braves Holdings Inc | Long | Equity-common | US | $103K | 3K | 0.03 |
| Atlanta Braves Holdings Inc | Long | Equity-common | US | $39K | 934 | 0.01 |
| Atlantic Union Bankshares Corp | Long | Equity-common | US | $296K | 9K | 0.10 |
| Atlanticus Holdings Corp | Long | Equity-common | US | $50K | 2K | 0.02 |
| ATN International Inc | Long | Equity-common | US | $39K | 2K | 0.01 |
| AtriCure Inc | Long | Equity-common | US | $37K | 2K | 0.01 |
| Atrion Corp | Long | Equity-common | US | $32K | 71 | 0.01 |
| Autoliv Inc | Long | Equity-common | US | $706K | 7K | 0.23 |
| AutoNation Inc | Long | Equity-common | US | $647K | 4K | 0.21 |
| Avanos Medical Inc | Long | Equity-common | US | $68K | 3K | 0.02 |
| Avantor Inc | Long | Equity-common | US | $123K | 6K | 0.04 |
| Avid Bioservices Inc | Long | Equity-common | US | $15K | 2K | 0.00 |
| Avidity Biosciences Inc | Long | Equity-common | US | $195K | 5K | 0.06 |
| AvidXchange Holdings Inc | Long | Equity-common | US | $22K | 2K | 0.01 |
| Avient Corp | Long | Equity-common | US | $437K | 10K | 0.14 |
| Avis Budget Group Inc | Long | Equity-common | US | $29K | 279 | 0.01 |
| Avista Corp | Long | Equity-common | US | $239K | 7K | 0.08 |
| Avnet Inc | Long | Equity-common | US | $413K | 8K | 0.13 |
| Axalta Coating Systems Ltd | Long | Equity-common | BM | $548K | 16K | 0.18 |
| Axcelis Technologies Inc | Long | Equity-common | US | $485K | 3K | 0.16 |
| Axis Capital Holdings Ltd | Long | Equity-common | BM | $341K | 5K | 0.11 |
| Axogen Inc | Long | Equity-common | US | $19K | 3K | 0.01 |
| Axon Enterprise Inc | Long | Equity-common | US | $3K | 11 | 0.00 |
| Axonics Inc | Long | Equity-common | US | $201K | 3K | 0.07 |
| Axos Financial Inc | Long | Equity-common | US | $266K | 5K | 0.09 |
| AXT Inc | Long | Equity-common | US | $19K | 6K | 0.01 |
| Azenta Inc | Long | Equity-common | US | $49K | 937 | 0.02 |
| AZZ Inc | Long | Equity-common | US | $183K | 2K | 0.06 |
| B Riley Financial Inc | Long | Equity-common | US | $21K | 1K | 0.01 |
| B&G Foods Inc | Long | Equity-common | US | $66K | 8K | 0.02 |
| Badger Meter Inc | Long | Equity-common | US | $578K | 3K | 0.19 |
| Balchem Corp | Long | Equity-common | US | $538K | 3K | 0.17 |
| Baldwin Insurance Group Inc/The | Long | Equity-common | US | $111K | 3K | 0.04 |
| Bally's Corp | Long | Equity-common | US | $10K | 797 | 0.00 |
| Banc of California Inc | Long | Equity-common | US | $77K | 6K | 0.02 |
| BancFirst Corp | Long | Equity-common | US | $290K | 3K | 0.09 |
| Bancorp Inc/The | Long | Equity-common | US | $183K | 5K | 0.06 |
| Bandwidth Inc | Long | Equity-common | US | $13K | 766 | 0.00 |
| Bank of Hawaii Corp | Long | Equity-common | US | $198K | 3K | 0.06 |
| Bank of Marin Bancorp | Long | Equity-common | US | $26K | 2K | 0.01 |
| Bank OZK | Long | Equity-common | US | $187K | 5K | 0.06 |
| BankUnited Inc | Long | Equity-common | US | $97K | 3K | 0.03 |
| Bankwell Financial Group Inc | Long | Equity-common | US | $8K | 326 | 0.00 |
| Banner Corp | Long | Equity-common | US | $167K | 3K | 0.05 |
| Bar Harbor Bankshares | Long | Equity-common | US | $56K | 2K | 0.02 |
| Barnes Group Inc | Long | Equity-common | US | $207K | 5K | 0.07 |
| Barrett Business Services Inc | Long | Equity-common | US | $105K | 3K | 0.03 |
| Bassett Furniture Industries Inc | Long | Equity-common | US | $15K | 1K | 0.00 |
| Bath & Body Works Inc | Long | Equity-common | US | $225K | 6K | 0.07 |
| BCB Bancorp Inc | Long | Equity-common | US | $9K | 878 | 0.00 |
| Beacon Roofing Supply Inc | Long | Equity-common | US | $594K | 7K | 0.19 |
| Beam Therapeutics Inc | Long | Equity-common | US | $12K | 497 | 0.00 |
| Beazer Homes USA Inc | Long | Equity-common | US | $45K | 2K | 0.01 |
| Bel Fuse Inc | Long | Equity-common | US | $93K | 1K | 0.03 |
| Belden Inc | Long | Equity-common | US | $432K | 5K | 0.14 |
| BellRing Brands Inc | Long | Equity-common | US | $428K | 7K | 0.14 |
| Benchmark Electronics Inc | Long | Equity-common | US | $150K | 4K | 0.05 |
| Bentley Systems Inc | Long | Equity-common | US | $101K | 2K | 0.03 |
| Berkshire Hills Bancorp Inc | Long | Equity-common | US | $102K | 4K | 0.03 |
| Berry Corp | Long | Equity-common | US | $27K | 4K | 0.01 |
| Berry Global Group Inc | Long | Equity-common | US | $565K | 10K | 0.18 |
| Best Buy Co Inc | Long | Equity-common | US | $167K | 2K | 0.05 |
| BGC Group Inc | Long | Equity-common | US | $254K | 31K | 0.08 |
| Big Lots Inc | Long | Equity-common | US | $2K | 1K | 0.00 |
| Biglari Holdings Inc | Long | Equity-common | US | $14K | 74 | 0.00 |
| Biglari Holdings Inc | Long | Equity-common | US | $6K | 7 | 0.00 |
| BILL Holdings Inc | Long | Equity-common | US | $172K | 3K | 0.06 |
| Bio-Rad Laboratories Inc | Long | Equity-common | US | $125K | 457 | 0.04 |
| Bio-Techne Corp | Long | Equity-common | US | $275K | 4K | 0.09 |
| BioLife Solutions Inc | Long | Equity-common | US | $27K | 1K | 0.01 |
| BioMarin Pharmaceutical Inc | Long | Equity-common | US | $311K | 4K | 0.10 |
| Biomea Fusion Inc | Long | Equity-common | US | $7K | 1K | 0.00 |
| BJ's Restaurants Inc | Long | Equity-common | US | $95K | 3K | 0.03 |
| BJ's Wholesale Club Holdings Inc | Long | Equity-common | US | $406K | 5K | 0.13 |
| BK Technologies Corp | Long | Equity-common | US | $5K | 400 | 0.00 |
| Black Hills Corp | Long | Equity-common | US | $328K | 6K | 0.11 |
| Blackbaud Inc | Long | Equity-common | US | $436K | 6K | 0.14 |
| Bloomin' Brands Inc | Long | Equity-common | US | $157K | 8K | 0.05 |
| Boise Cascade Co | Long | Equity-common | US | $439K | 4K | 0.14 |
| BOK Financial Corp | Long | Equity-common | US | $475K | 5K | 0.15 |
| Boot Barn Holdings Inc | Long | Equity-common | US | $399K | 3K | 0.13 |
| BorgWarner Inc | Long | Equity-common | US | $488K | 15K | 0.16 |
| Boston Beer Co Inc/The | Long | Equity-common | US | $21K | 69 | 0.01 |
| Boston Omaha Corp | Long | Equity-common | US | $18K | 1K | 0.01 |
| Box Inc | Long | Equity-common | US | $182K | 7K | 0.06 |
| Boyd Gaming Corp | Long | Equity-common | US | $145K | 3K | 0.05 |
| Brady Corp | Long | Equity-common | US | $302K | 5K | 0.10 |
| Bread Financial Holdings Inc | Long | Equity-common | US | $38K | 856 | 0.01 |
| Bridgewater Bancshares Inc | Long | Equity-common | US | $8K | 700 | 0.00 |
| Bright Horizons Family Solutions Inc | Long | Equity-common | US | $209K | 2K | 0.07 |
| Brighthouse Financial Inc | Long | Equity-common | US | $222K | 5K | 0.07 |
| Brightsphere Investment Group Inc | Long | Equity-common | US | $63K | 3K | 0.02 |
| Brink's Co/The | Long | Equity-common | US | $463K | 5K | 0.15 |
| Brinker International Inc | Long | Equity-common | US | $374K | 5K | 0.12 |
| Bristow Group Inc | Long | Equity-common | US | $53K | 2K | 0.02 |
| Brookdale Senior Living Inc | Long | Equity-common | US | $49K | 7K | 0.02 |
| Brookfield Asset Management Ltd | Long | Equity-common | CA | $13K | 332 | 0.00 |
| Brookfield Renewable Corp | Long | Equity-common | CA | $81K | 3K | 0.03 |
| Brookline Bancorp Inc | Long | Equity-common | US | $62K | 7K | 0.02 |
| Bruker Corp | Long | Equity-common | US | $360K | 6K | 0.12 |
| Brunswick Corp/DE | Long | Equity-common | US | $296K | 4K | 0.10 |
| Buckle Inc/The | Long | Equity-common | US | $185K | 5K | 0.06 |
| Build-A-Bear Workshop Inc | Long | Equity-common | US | $41K | 2K | 0.01 |
| Bumble Inc | Long | Equity-common | US | $23K | 2K | 0.01 |
| Bunge Global SA | Long | Equity-common | CH | $18K | 166 | 0.01 |
| Burke & Herbert Financial Services Corp | Long | Equity-common | US | $10K | 197 | 0.00 |
| Burlington Stores Inc | Long | Equity-common | US | $269K | 1K | 0.09 |
| Business First Bancshares Inc | Long | Equity-common | US | $12K | 553 | 0.00 |
| BWX Technologies Inc | Long | Equity-common | US | $373K | 4K | 0.12 |
| Byline Bancorp Inc | Long | Equity-common | US | $31K | 1K | 0.01 |
| C&F Financial Corp | Long | Equity-common | US | $22K | 466 | 0.01 |
| Cable One Inc | Long | Equity-common | US | $66K | 186 | 0.02 |
| Cabot Corp | Long | Equity-common | US | $502K | 5K | 0.16 |
| CACI International Inc | Long | Equity-common | US | $918K | 2K | 0.30 |
| Cactus Inc | Long | Equity-common | US | $184K | 3K | 0.06 |
| Cadence Bank | Long | Equity-common | US | $437K | 15K | 0.14 |
| Caesars Entertainment Inc | Long | Equity-common | US | $205K | 5K | 0.07 |
| Cal-Maine Foods Inc | Long | Equity-common | US | $281K | 5K | 0.09 |
| Calavo Growers Inc | Long | Equity-common | US | $50K | 2K | 0.02 |
| Caleres Inc | Long | Equity-common | US | $130K | 4K | 0.04 |
| California Resources Corp | Long | Equity-common | US | $190K | 4K | 0.06 |
| California Water Service Group | Long | Equity-common | US | $296K | 6K | 0.10 |
| Calix Inc | Long | Equity-common | US | $106K | 3K | 0.03 |
| Cambium Networks Corp | Long | Equity-common | KY | $6K | 2K | 0.00 |
| Camden National Corp | Long | Equity-common | US | $58K | 2K | 0.02 |
| Campbell Soup Co | Long | Equity-common | US | $463K | 10K | 0.15 |
| Cantaloupe Inc | Long | Equity-common | US | $23K | 4K | 0.01 |
| Capital City Bank Group Inc | Long | Equity-common | US | $54K | 2K | 0.02 |
| Capitol Federal Financial Inc | Long | Equity-common | US | $38K | 7K | 0.01 |
| Capri Holdings Ltd | Long | Equity-common | VG | $274K | 8K | 0.09 |
| Cargurus Inc | Long | Equity-common | US | $33K | 1K | 0.01 |
| Carlisle Cos Inc | Long | Equity-common | US | $247K | 609 | 0.08 |
| Carlyle Group Inc/The | Long | Equity-common | US | $398K | 10K | 0.13 |
| CarMax Inc | Long | Equity-common | US | $320K | 4K | 0.10 |
| Carpenter Technology Corp | Long | Equity-common | US | $429K | 4K | 0.14 |
| Carriage Services Inc | Long | Equity-common | US | $61K | 2K | 0.02 |
| Cars.com Inc | Long | Equity-common | US | $77K | 4K | 0.03 |
| Carter Bankshares Inc | Long | Equity-common | US | $11K | 711 | 0.00 |
| Carter's Inc | Long | Equity-common | US | $80K | 1K | 0.03 |
| Casella Waste Systems Inc | Long | Equity-common | US | $633K | 6K | 0.21 |
| Casey's General Stores Inc | Long | Equity-common | US | $937K | 2K | 0.30 |
| Cass Information Systems Inc | Long | Equity-common | US | $60K | 1K | 0.02 |
| Castle Biosciences Inc | Long | Equity-common | US | $28K | 1K | 0.01 |
| Catalent Inc | Long | Equity-common | US | $176K | 3K | 0.06 |
| Catalyst Pharmaceuticals Inc | Long | Equity-common | US | $133K | 9K | 0.04 |
| Cathay General Bancorp | Long | Equity-common | US | $274K | 7K | 0.09 |
| Cato Corp/The | Long | Equity-common | US | $15K | 3K | 0.00 |
| Cavco Industries Inc | Long | Equity-common | US | $285K | 823 | 0.09 |
| CBIZ Inc | Long | Equity-common | US | $395K | 5K | 0.13 |
| CECO Environmental Corp | Long | Equity-common | US | $121K | 4K | 0.04 |
| Celanese Corp | Long | Equity-common | US | $156K | 1K | 0.05 |
| Celsius Holdings Inc | Long | Equity-common | US | $123K | 2K | 0.04 |
| Central Garden & Pet Co | Long | Equity-common | US | $180K | 5K | 0.06 |
| Central Garden & Pet Co | Long | Equity-common | US | $48K | 1K | 0.02 |
| Central Pacific Financial Corp | Long | Equity-common | US | $66K | 3K | 0.02 |
| Centrus Energy Corp | Long | Equity-common | US | $46K | 1K | 0.01 |
| Century Aluminum Co | Long | Equity-common | US | $149K | 9K | 0.05 |
| Century Communities Inc | Long | Equity-common | US | $275K | 3K | 0.09 |
| Certara Inc | Long | Equity-common | US | $87K | 6K | 0.03 |
| CEVA Inc | Long | Equity-common | US | $60K | 3K | 0.02 |
| CF Industries Holdings Inc | Long | Equity-common | US | $61K | 824 | 0.02 |
| CH Robinson Worldwide Inc | Long | Equity-common | US | $96K | 1K | 0.03 |
| ChampionX Corp | Long | Equity-common | US | $208K | 6K | 0.07 |
| Charles River Laboratories International Inc | Long | Equity-common | US | $205K | 991 | 0.07 |
| Chart Industries Inc | Long | Equity-common | US | $483K | 3K | 0.16 |
| Cheesecake Factory Inc/The | Long | Equity-common | US | $198K | 5K | 0.06 |
| Chefs' Warehouse Inc/The | Long | Equity-common | US | $181K | 5K | 0.06 |
| Chegg Inc | Long | Equity-common | US | $12K | 4K | 0.00 |
| Chemed Corp | Long | Equity-common | US | $849K | 2K | 0.28 |
| Chemours Co/The | Long | Equity-common | US | $200K | 9K | 0.06 |
| Chesapeake Energy Corp | Long | Equity-common | US | $367K | 4K | 0.12 |
| Chesapeake Utilities Corp | Long | Equity-common | US | $224K | 2K | 0.07 |
| Children's Place Inc/The | Long | Equity-common | US | $11K | 1K | 0.00 |
| Choice Hotels International Inc | Long | Equity-common | US | $631K | 5K | 0.20 |
| Chord Energy Corp | Long | Equity-common | US | $135K | 804 | 0.04 |
| Churchill Downs Inc | Long | Equity-common | US | $1M | 8K | 0.34 |
| Chuy's Holdings Inc | Long | Equity-common | US | $49K | 2K | 0.02 |
| Ciena Corp | Long | Equity-common | US | $754K | 16K | 0.24 |
| Cimpress PLC | Long | Equity-common | IE | $125K | 1K | 0.04 |
| Cinemark Holdings Inc | Long | Equity-common | US | $162K | 7K | 0.05 |
| Cirrus Logic Inc | Long | Equity-common | US | $466K | 4K | 0.15 |
| Citi Trends Inc | Long | Equity-common | US | $17K | 818 | 0.01 |
| Citizens & Northern Corp | Long | Equity-common | US | $15K | 852 | 0.00 |
| Citizens Community Bancorp Inc/WI | Long | Equity-common | US | $5K | 400 | 0.00 |
| Citizens Financial Group Inc | Long | Equity-common | US | $499K | 14K | 0.16 |
| Citizens Inc/TX | Long | Equity-common | US | $17K | 6K | 0.01 |
| City Holding Co | Long | Equity-common | US | $141K | 1K | 0.05 |
| Civista Bancshares Inc | Long | Equity-common | US | $4K | 270 | 0.00 |
| Civitas Resources Inc | Long | Equity-common | US | $144K | 2K | 0.05 |
| Clean Energy Fuels Corp | Long | Equity-common | US | $54K | 20K | 0.02 |
| Clean Harbors Inc | Long | Equity-common | US | $1M | 5K | 0.36 |
| Clearfield Inc | Long | Equity-common | US | $92K | 2K | 0.03 |
| Clearwater Paper Corp | Long | Equity-common | US | $89K | 2K | 0.03 |
| Clearway Energy Inc | Long | Equity-common | US | $221K | 9K | 0.07 |
| Clearway Energy Inc | Long | Equity-common | US | $84K | 4K | 0.03 |
| Cleveland-Cliffs Inc | Long | Equity-common | US | $294K | 19K | 0.10 |
| Climb Global Solutions Inc | Long | Equity-common | US | $20K | 315 | 0.01 |
| Clorox Co/The | Long | Equity-common | US | $144K | 1K | 0.05 |
| CNB Financial Corp/PA | Long | Equity-common | US | $46K | 2K | 0.01 |
| CNH Industrial NV | Long | Equity-common | NL | $11K | 1K | 0.00 |
| CNO Financial Group Inc | Long | Equity-common | US | $290K | 10K | 0.09 |
| CNX Resources Corp | Long | Equity-common | US | $408K | 17K | 0.13 |
| Coastal Financial Corp/WA | Long | Equity-common | US | $26K | 555 | 0.01 |
| Coca-Cola Consolidated Inc | Long | Equity-common | US | $957K | 882 | 0.31 |
| Coeur Mining Inc | Long | Equity-common | US | $93K | 16K | 0.03 |
| Cognex Corp | Long | Equity-common | US | $221K | 5K | 0.07 |
| Cohen & Steers Inc | Long | Equity-common | US | $372K | 5K | 0.12 |
| Cohu Inc | Long | Equity-common | US | $169K | 5K | 0.05 |
| Collegium Pharmaceutical Inc | Long | Equity-common | US | $83K | 3K | 0.03 |
| Columbia Financial Inc | Long | Equity-common | US | $42K | 3K | 0.01 |
| Columbia Sportswear Co | Long | Equity-common | US | $257K | 3K | 0.08 |
| Columbus McKinnon Corp/NY | Long | Equity-common | US | $91K | 3K | 0.03 |
| Comerica Inc | Long | Equity-common | US | $393K | 8K | 0.13 |
| Comfort Systems USA Inc | Long | Equity-common | US | $1M | 4K | 0.37 |
| Commerce Bancshares Inc/MO | Long | Equity-common | US | $502K | 9K | 0.16 |
| Commercial Metals Co | Long | Equity-common | US | $682K | 12K | 0.22 |
| Commercial Vehicle Group Inc | Long | Equity-common | US | $18K | 4K | 0.01 |
| Community Financial System Inc | Long | Equity-common | US | $223K | 5K | 0.07 |
| Community Trust Bancorp Inc | Long | Equity-common | US | $68K | 2K | 0.02 |
| Community West Bancshares | Long | Equity-common | US | $30K | 2K | 0.01 |
| CommVault Systems Inc | Long | Equity-common | US | $325K | 3K | 0.11 |
| Comstock Resources Inc | Long | Equity-common | US | $90K | 9K | 0.03 |
| Comtech Telecommunications Corp | Long | Equity-common | US | $10K | 3K | 0.00 |
| Conagra Brands Inc | Long | Equity-common | US | $129K | 5K | 0.04 |
| Concentrix Corp | Long | Equity-common | US | $211K | 3K | 0.07 |
| Conduent Inc | Long | Equity-common | US | $19K | 6K | 0.01 |
| CONMED Corp | Long | Equity-common | US | $156K | 2K | 0.05 |
| Conn's Inc | Long | Equity-common | US | $4K | 4K | 0.00 |
| ConnectOne Bancorp Inc | Long | Equity-common | US | $63K | 3K | 0.02 |
| Consensus Cloud Solutions Inc | Long | Equity-common | US | $25K | 1K | 0.01 |
| CONSOL Energy Inc | Long | Equity-common | US | $242K | 2K | 0.08 |
| Consolidated Water Co Ltd | Long | Equity-common | KY | $46K | 2K | 0.02 |
| Consumer Portfolio Services Inc | Long | Equity-common | US | $37K | 4K | 0.01 |
| CONTRA ABIOMED INC | Derivative-equity | US | $0 | 90 | – | |
| CONTRA ADURO BIOTECH I | Derivative-equity | US | $90.06 | 237 | 0.00 | |
| CONTRA ALBIREO PHARMA | Derivative-equity | US | $2K | 1K | 0.00 | |
| CONTRA CHINOOK THERAPE | Derivative-equity | US | $6K | 5K | 0.00 | |
| CONTRA COMMUNICATIONS | Derivative-equity | US | $247.8 | 354 | 0.00 | |
| CONTRA MIRATI THERAPEU | Derivative-equity | US | $732.38 | 1K | 0.00 | |
| CONTRA RESOLUTE FOREST | Derivative-equity | US | $11K | 8K | 0.00 | |
| Cooper-Standard Holdings Inc | Long | Equity-common | US | $14K | 1K | 0.00 |
| Corcept Therapeutics Inc | Long | Equity-common | US | $255K | 8K | 0.08 |
| Core & Main Inc | Long | Equity-common | US | $133K | 3K | 0.04 |
| Core Laboratories Inc | Long | Equity-common | US | $20K | 998 | 0.01 |
| Core Molding Technologies Inc | Long | Equity-common | US | $24K | 2K | 0.01 |
| CorVel Corp | Long | Equity-common | US | $475K | 2K | 0.15 |
| Costamare Inc | Long | Equity-common | MH | $94K | 6K | 0.03 |
| Coty Inc | Long | Equity-common | US | $465K | 46K | 0.15 |
| Covenant Logistics Group Inc | Long | Equity-common | US | $62K | 1K | 0.02 |
| CRA International Inc | Long | Equity-common | US | $133K | 773 | 0.04 |
| Cracker Barrel Old Country Store Inc | Long | Equity-common | US | $98K | 2K | 0.03 |
| Crane Co | Long | Equity-common | US | $448K | 3K | 0.15 |
| Crane NXT Co | Long | Equity-common | US | $190K | 3K | 0.06 |
| Crawford & Co | Long | Equity-common | US | $28K | 3K | 0.01 |
| Crawford & Co | Long | Equity-common | US | $27K | 3K | 0.01 |
| Credit Acceptance Corp | Long | Equity-common | US | $391K | 760 | 0.13 |
| Crinetics Pharmaceuticals Inc | Long | Equity-common | US | $25K | 551 | 0.01 |
| CRISPR Therapeutics AG | Long | Equity-common | CH | $104K | 2K | 0.03 |
| Cross Country Healthcare Inc | Long | Equity-common | US | $46K | 3K | 0.01 |
| Crown Holdings Inc | Long | Equity-common | US | $238K | 3K | 0.08 |
| CryoPort Inc | Long | Equity-common | US | $18K | 3K | 0.01 |
| CSG Systems International Inc | Long | Equity-common | US | $121K | 3K | 0.04 |
| CSW Industrials Inc | Long | Equity-common | US | $311K | 1K | 0.10 |
| CTS Corp | Long | Equity-common | US | $178K | 4K | 0.06 |
| Cullen/Frost Bankers Inc | Long | Equity-common | US | $389K | 4K | 0.13 |
| Cullinan Therapeutics Inc | Long | Equity-common | US | $20K | 1K | 0.01 |
| Curtiss-Wright Corp | Long | Equity-common | US | $698K | 3K | 0.23 |
| Cushman & Wakefield PLC | Long | Equity-common | GB | $62K | 6K | 0.02 |
| Customers Bancorp Inc | Long | Equity-common | US | $178K | 4K | 0.06 |
| CVB Financial Corp | Long | Equity-common | US | $227K | 13K | 0.07 |
| CVR Energy Inc | Long | Equity-common | US | $42K | 2K | 0.01 |
| Dana Inc | Long | Equity-common | US | $120K | 10K | 0.04 |
| Darling Ingredients Inc | Long | Equity-common | US | $494K | 13K | 0.16 |
| Dave & Buster's Entertainment Inc | Long | Equity-common | US | $180K | 5K | 0.06 |
| DaVita Inc | Long | Equity-common | US | $1M | 9K | 0.38 |
| Dayforce Inc | Long | Equity-common | US | $168K | 3K | 0.05 |
| Delek US Holdings Inc | Long | Equity-common | US | $175K | 7K | 0.06 |
| Delta Apparel Inc | Long | Equity-common | US | $668.74 | 1K | 0.00 |
| Deluxe Corp | Long | Equity-common | US | $67K | 3K | 0.02 |
| Denny's Corp | Long | Equity-common | US | $33K | 5K | 0.01 |
| DENTSPLY SIRONA Inc | Long | Equity-common | US | $149K | 6K | 0.05 |
| Destination XL Group Inc | Long | Equity-common | US | $13K | 4K | 0.00 |
| DHI Group Inc | Long | Equity-common | US | $19K | 9K | 0.01 |
| DHT Holdings Inc | Long | Equity-common | MH | $135K | 12K | 0.04 |
| Diamond Hill Investment Group Inc | Long | Equity-common | US | $41K | 289 | 0.01 |
| Digi International Inc | Long | Equity-common | US | $78K | 3K | 0.03 |
| Digital Turbine Inc | Long | Equity-common | US | $1K | 635 | 0.00 |
| Dillard's Inc | Long | Equity-common | US | $344K | 780 | 0.11 |
| Dime Community Bancshares Inc | Long | Equity-common | US | $91K | 4K | 0.03 |
| Dine Brands Global Inc | Long | Equity-common | US | $28K | 769 | 0.01 |
| Diodes Inc | Long | Equity-common | US | $352K | 5K | 0.11 |
| Distribution Solutions Group Inc | Long | Equity-common | US | $7K | 224 | 0.00 |
| DNOW Inc | Long | Equity-common | US | $89K | 7K | 0.03 |
| DocuSign Inc | Long | Equity-common | US | $314K | 6K | 0.10 |
| Dolby Laboratories Inc | Long | Equity-common | US | $223K | 3K | 0.07 |
| Domino's Pizza Inc | Long | Equity-common | US | $288K | 558 | 0.09 |
| Donaldson Co Inc | Long | Equity-common | US | $587K | 8K | 0.19 |
| Donegal Group Inc | Long | Equity-common | US | $47K | 4K | 0.02 |
| Donnelley Financial Solutions Inc | Long | Equity-common | US | $166K | 3K | 0.05 |
| Dorian LPG Ltd | Long | Equity-common | MH | $140K | 3K | 0.05 |
| Dorman Products Inc | Long | Equity-common | US | $323K | 4K | 0.10 |
| DoubleVerify Holdings Inc | Long | Equity-common | US | $101K | 5K | 0.03 |
| Douglas Dynamics Inc | Long | Equity-common | US | $59K | 3K | 0.02 |
| Douglas Elliman Inc | Long | Equity-common | US | $9K | 8K | 0.00 |
| Doximity Inc | Long | Equity-common | US | $68K | 2K | 0.02 |
| DraftKings Inc | Long | Equity-common | US | $15K | 383 | 0.00 |
| Dril-Quip Inc | Long | Equity-common | US | $39K | 2K | 0.01 |
| Driven Brands Holdings Inc | Long | Equity-common | US | $20K | 2K | 0.01 |
| Dropbox Inc | Long | Equity-common | US | $321K | 14K | 0.10 |
| DT Midstream Inc | Long | Equity-common | US | $134K | 2K | 0.04 |
| Duckhorn Portfolio Inc/The | Long | Equity-common | US | $43K | 6K | 0.01 |
| Ducommun Inc | Long | Equity-common | US | $86K | 1K | 0.03 |
| Duluth Holdings Inc | Long | Equity-common | US | $4K | 1K | 0.00 |
| Duolingo Inc | Long | Equity-common | US | $49K | 234 | 0.02 |
| DXC Technology Co | Long | Equity-common | US | $105K | 5K | 0.03 |
| DXP Enterprises Inc/TX | Long | Equity-common | US | $84K | 2K | 0.03 |
| Dycom Industries Inc | Long | Equity-common | US | $535K | 3K | 0.17 |
| Dynatrace Inc | Long | Equity-common | US | $315K | 7K | 0.10 |
| Dynavax Technologies Corp | Long | Equity-common | US | $89K | 8K | 0.03 |
| Eagle Bancorp Inc | Long | Equity-common | US | $28K | 1K | 0.01 |
| Eagle Materials Inc | Long | Equity-common | US | $313K | 1K | 0.10 |
| East West Bancorp Inc | Long | Equity-common | US | $713K | 10K | 0.23 |
| Eastern Co/The | Long | Equity-common | US | $32K | 1K | 0.01 |
| Eastman Chemical Co | Long | Equity-common | US | $330K | 3K | 0.11 |
| EchoStar Corp | Long | Equity-common | US | $48K | 3K | 0.02 |
| Ecovyst Inc | Long | Equity-common | US | $46K | 5K | 0.01 |
| Edgewell Personal Care Co | Long | Equity-common | US | $75K | 2K | 0.02 |
| Edgewise Therapeutics Inc | Long | Equity-common | US | $21K | 1K | 0.01 |
| Editas Medicine Inc | Long | Equity-common | US | $21K | 5K | 0.01 |
| eGain Corp | Long | Equity-common | US | $27K | 4K | 0.01 |
| El Pollo Loco Holdings Inc | Long | Equity-common | US | $31K | 3K | 0.01 |
| Elanco Animal Health Inc | Long | Equity-common | US | $29K | 2K | 0.01 |
| Elastic NV | Long | Equity-common | NL | $261K | 2K | 0.08 |
| Electromed Inc | Long | Equity-common | US | $33K | 2K | 0.01 |
| Element Solutions Inc | Long | Equity-common | US | $596K | 22K | 0.19 |
| elf Beauty Inc | Long | Equity-common | US | $856K | 4K | 0.28 |
| Embecta Corp | Long | Equity-common | US | $31K | 2K | 0.01 |
| EMCOR Group Inc | Long | Equity-common | US | $1M | 4K | 0.44 |
| Employers Holdings Inc | Long | Equity-common | US | $114K | 3K | 0.04 |
| Enanta Pharmaceuticals Inc | Long | Equity-common | US | $21K | 2K | 0.01 |
| Encompass Health Corp | Long | Equity-common | US | $598K | 7K | 0.19 |
| Encore Capital Group Inc | Long | Equity-common | US | $116K | 3K | 0.04 |
| Endeavor Group Holdings Inc | Long | Equity-common | US | $136K | 5K | 0.04 |
| Enerpac Tool Group Corp | Long | Equity-common | US | $219K | 6K | 0.07 |
| EnerSys | Long | Equity-common | US | $374K | 4K | 0.12 |
| Enhabit Inc | Long | Equity-common | US | $21K | 2K | 0.01 |
| EnLink Midstream LLC | Long | Equity-common | US | $372K | 27K | 0.12 |
| Ennis Inc | Long | Equity-common | US | $68K | 3K | 0.02 |
| Enova International Inc | Long | Equity-common | US | $182K | 3K | 0.06 |
| Enovis Corp | Long | Equity-common | US | $135K | 3K | 0.04 |
| Enphase Energy Inc | Long | Equity-common | US | $118K | 1K | 0.04 |
| Enpro Inc | Long | Equity-common | US | $271K | 2K | 0.09 |
| Ensign Group Inc/The | Long | Equity-common | US | $734K | 6K | 0.24 |
| Enstar Group Ltd | Long | Equity-common | BM | $365K | 1K | 0.12 |
| Enterprise Bancorp Inc/MA | Long | Equity-common | US | $8K | 331 | 0.00 |
| Enterprise Financial Services Corp | Long | Equity-common | US | $119K | 3K | 0.04 |
| Entravision Communications Corp | Long | Equity-common | US | $12K | 6K | 0.00 |
| Envestnet Inc | Long | Equity-common | US | $194K | 3K | 0.06 |
| Envista Holdings Corp | Long | Equity-common | US | $129K | 8K | 0.04 |
| EPAM Systems Inc | Long | Equity-common | US | $51K | 273 | 0.02 |
| ePlus Inc | Long | Equity-common | US | $244K | 3K | 0.08 |
| Equitable Holdings Inc | Long | Equity-common | US | $188K | 5K | 0.06 |
| Equitrans Midstream Corp | Long | Equity-common | US | $148K | 11K | 0.05 |
| Equity Bancshares Inc | Long | Equity-common | US | $52K | 1K | 0.02 |
| Esab Corp | Long | Equity-common | US | $39K | 418 | 0.01 |
| ESC GCI LIBERTY INC SR | Long | Equity-common | US | $0 | 9K | – |
| Escalade Inc | Long | Equity-common | US | $27K | 2K | 0.01 |
| ESCO Technologies Inc | Long | Equity-common | US | $278K | 3K | 0.09 |
| Esquire Financial Holdings Inc | Long | Equity-common | US | $27K | 569 | 0.01 |
| ESSA Bancorp Inc | Long | Equity-common | US | $33K | 2K | 0.01 |
| Essent Group Ltd | Long | Equity-common | BM | $261K | 5K | 0.08 |
| Essential Utilities Inc | Long | Equity-common | US | $311K | 8K | 0.10 |
| Ethan Allen Interiors Inc | Long | Equity-common | US | $72K | 3K | 0.02 |
| Etsy Inc | Long | Equity-common | US | $25K | 418 | 0.01 |
| Euronet Worldwide Inc | Long | Equity-common | US | $260K | 3K | 0.08 |
| European Wax Center Inc | Long | Equity-common | US | $6K | 583 | 0.00 |
| EverCommerce Inc | Long | Equity-common | US | $10K | 921 | 0.00 |
| Evercore Inc | Long | Equity-common | US | $763K | 4K | 0.25 |
| Everest Group Ltd | Long | Equity-common | BM | $7K | 18 | 0.00 |
| Evergy Inc | Long | Equity-common | US | $400K | 8K | 0.13 |
| Everi Holdings Inc | Long | Equity-common | US | $37K | 4K | 0.01 |
| EVERTEC Inc | Long | Equity-common | PR | $69K | 2K | 0.02 |
| Evolent Health Inc | Long | Equity-common | US | $99K | 5K | 0.03 |
| Evolution Petroleum Corp | Long | Equity-common | US | $28K | 5K | 0.01 |
| EW Scripps Co/The | Long | Equity-common | US | $22K | 7K | 0.01 |
| Exact Sciences Corp | Long | Equity-common | US | $132K | 3K | 0.04 |
| Exelixis Inc | Long | Equity-common | US | $515K | 23K | 0.17 |
| ExlService Holdings Inc | Long | Equity-common | US | $555K | 18K | 0.18 |
| Exponent Inc | Long | Equity-common | US | $518K | 5K | 0.17 |
| Expro Group Holdings NV | Long | Equity-common | NL | $19K | 837 | 0.01 |
| Extreme Networks Inc | Long | Equity-common | US | $99K | 7K | 0.03 |
| EZCORP Inc | Long | Equity-common | US | $63K | 6K | 0.02 |
| F&G Annuities & Life Inc | Long | Equity-common | US | $33K | 877 | 0.01 |
| F5 Inc | Long | Equity-common | US | $639K | 4K | 0.21 |
| Fabrinet | Long | Equity-common | KY | $921K | 4K | 0.30 |
| Farmers & Merchants Bancorp Inc/Archbold OH | Long | Equity-common | US | $28K | 1K | 0.01 |
| Farmers National Banc Corp | Long | Equity-common | US | $50K | 4K | 0.02 |
| FARO Technologies Inc | Long | Equity-common | US | $37K | 2K | 0.01 |
| Fastly Inc | Long | Equity-common | US | $13K | 2K | 0.00 |
| Fate Therapeutics Inc | Long | Equity-common | US | $406.72 | 124 | 0.00 |
| FB Financial Corp | Long | Equity-common | US | $128K | 3K | 0.04 |
| Federal Agricultural Mortgage Corp | Long | Equity-common | US | $167K | 923 | 0.05 |
| Federal Signal Corp | Long | Equity-common | US | $501K | 6K | 0.16 |
| Federated Hermes Inc | Long | Equity-common | US | $259K | 8K | 0.08 |
| Ferroglobe PLC | Long | Equity-common | GB | $55K | 10K | 0.02 |
| Fidelity National Financial Inc | Long | Equity-common | US | $197K | 4K | 0.06 |
| Figs Inc | Long | Equity-common | US | $15K | 3K | 0.00 |
| Financial Institutions Inc | Long | Equity-common | US | $36K | 2K | 0.01 |
| First American Financial Corp | Long | Equity-common | US | $405K | 8K | 0.13 |
| First Bancorp Inc/The | Long | Equity-common | US | $47K | 2K | 0.02 |
| First BanCorp/Puerto Rico | Long | Equity-common | PR | $342K | 19K | 0.11 |
| First Bancorp/Southern Pines NC | Long | Equity-common | US | $108K | 3K | 0.03 |
| First Bancshares Inc/The | Long | Equity-common | US | $36K | 1K | 0.01 |
| First Busey Corp | Long | Equity-common | US | $135K | 6K | 0.04 |
| First Business Financial Services Inc | Long | Equity-common | US | $20K | 551 | 0.01 |
| First Commonwealth Financial Corp | Long | Equity-common | US | $128K | 9K | 0.04 |
| First Community Bankshares Inc | Long | Equity-common | US | $73K | 2K | 0.02 |
| First Financial Bancorp | Long | Equity-common | US | $200K | 9K | 0.06 |
| First Financial Bankshares Inc | Long | Equity-common | US | $438K | 15K | 0.14 |
| First Financial Corp/IN | Long | Equity-common | US | $51K | 1K | 0.02 |
| First Foundation Inc | Long | Equity-common | US | $22K | 3K | 0.01 |
| First Hawaiian Inc | Long | Equity-common | US | $25K | 1K | 0.01 |
| First Horizon Corp | Long | Equity-common | US | $476K | 30K | 0.15 |
| First Internet Bancorp | Long | Equity-common | US | $35K | 1K | 0.01 |
| First Interstate BancSystem Inc | Long | Equity-common | US | $119K | 4K | 0.04 |
| First Merchants Corp | Long | Equity-common | US | $187K | 6K | 0.06 |
| First Mid Bancshares Inc | Long | Equity-common | US | $16K | 500 | 0.01 |
| First of Long Island Corp/The | Long | Equity-common | US | $23K | 2K | 0.01 |
| FirstCash Holdings Inc | Long | Equity-common | US | $508K | 5K | 0.16 |
| Five Below Inc | Long | Equity-common | US | $600K | 6K | 0.19 |
| Flex Ltd | Long | Equity-common | SG | $669K | 23K | 0.22 |
| Flexsteel Industries Inc | Long | Equity-common | US | $33K | 1K | 0.01 |
| Floor & Decor Holdings Inc | Long | Equity-common | US | $446K | 4K | 0.14 |
| Flowers Foods Inc | Long | Equity-common | US | $237K | 11K | 0.08 |
| Flowserve Corp | Long | Equity-common | US | $123K | 3K | 0.04 |
| Fluor Corp | Long | Equity-common | US | $287K | 7K | 0.09 |
| Flushing Financial Corp | Long | Equity-common | US | $51K | 4K | 0.02 |
| Flywire Corp | Long | Equity-common | US | $70K | 4K | 0.02 |
| FMC Corp | Long | Equity-common | US | $116K | 2K | 0.04 |
| FNB Corp/PA | Long | Equity-common | US | $309K | 23K | 0.10 |
| FONAR Corp | Long | Equity-common | US | $21K | 1K | 0.01 |
| Foot Locker Inc | Long | Equity-common | US | $86K | 3K | 0.03 |
| Forestar Group Inc | Long | Equity-common | US | $113K | 4K | 0.04 |
| FormFactor Inc | Long | Equity-common | US | $492K | 8K | 0.16 |
| Forrester Research Inc | Long | Equity-common | US | $40K | 2K | 0.01 |
| Fortitude Gold Corp | Long | Equity-common | US | $20K | 5K | 0.01 |
| Fortune Brands Innovations Inc | Long | Equity-common | US | $62K | 961 | 0.02 |
| Fox Corp | Long | Equity-common | US | $143K | 4K | 0.05 |
| Fox Corp | Long | Equity-common | US | $122K | 4K | 0.04 |
| Fox Factory Holding Corp | Long | Equity-common | US | $222K | 5K | 0.07 |
| Franklin Covey Co | Long | Equity-common | US | $62K | 2K | 0.02 |
| Franklin Electric Co Inc | Long | Equity-common | US | $479K | 5K | 0.16 |
| Franklin Resources Inc | Long | Equity-common | US | $301K | 13K | 0.10 |
| Fresh Del Monte Produce Inc | Long | Equity-common | KY | $109K | 5K | 0.04 |
| Freshpet Inc | Long | Equity-common | US | $113K | 870 | 0.04 |
| Friedman Industries Inc | Long | Equity-common | US | $11K | 700 | 0.00 |
| Frontdoor Inc | Long | Equity-common | US | $158K | 5K | 0.05 |
| FRP Holdings Inc | Long | Equity-common | US | $11K | 400 | 0.00 |
| FS Bancorp Inc | Long | Equity-common | US | $35K | 962 | 0.01 |
| FTI Consulting Inc | Long | Equity-common | US | $777K | 4K | 0.25 |
| Fulgent Genetics Inc | Long | Equity-common | US | $46K | 2K | 0.01 |
| Fulton Financial Corp | Long | Equity-common | US | $266K | 16K | 0.09 |
| Funko Inc | Long | Equity-common | US | $19K | 2K | 0.01 |
| G-III Apparel Group Ltd | Long | Equity-common | US | $136K | 5K | 0.04 |
| Gannett Co Inc | Long | Equity-common | US | $4.61 | 1 | 0.00 |
| Gap Inc/The | Long | Equity-common | US | $54K | 2K | 0.02 |
| GATX Corp | Long | Equity-common | US | $438K | 3K | 0.14 |
| Gen Digital Inc | Long | Equity-common | US | $515K | 21K | 0.17 |
| Generac Holdings Inc | Long | Equity-common | US | $35K | 265 | 0.01 |
| Generation Bio Co | Long | Equity-common | US | $4K | 1K | 0.00 |
| Genesco Inc | Long | Equity-common | US | $39K | 1K | 0.01 |
| Genie Energy Ltd | Long | Equity-common | US | $48K | 3K | 0.02 |
| Genpact Ltd | Long | Equity-common | BM | $367K | 11K | 0.12 |
| Gentex Corp | Long | Equity-common | US | $518K | 15K | 0.17 |
| Gentherm Inc | Long | Equity-common | US | $186K | 4K | 0.06 |
| Genworth Financial Inc | Long | Equity-common | US | $90K | 15K | 0.03 |
| German American Bancorp Inc | Long | Equity-common | US | $114K | 3K | 0.04 |
| Gibraltar Industries Inc | Long | Equity-common | US | $209K | 3K | 0.07 |
| Glacier Bancorp Inc | Long | Equity-common | US | $442K | 12K | 0.14 |
| Glaukos Corp | Long | Equity-common | US | $115K | 968 | 0.04 |
| Global Industrial Co | Long | Equity-common | US | $113K | 4K | 0.04 |
| Globant SA | Long | Equity-common | LU | $299K | 2K | 0.10 |
| Globe Life Inc | Long | Equity-common | US | $318K | 4K | 0.10 |
| Globus Medical Inc | Long | Equity-common | US | $663K | 10K | 0.21 |
| GMS Inc | Long | Equity-common | US | $234K | 3K | 0.08 |
| GoDaddy Inc | Long | Equity-common | US | $961K | 7K | 0.31 |
| Gogo Inc | Long | Equity-common | US | $10K | 1K | 0.00 |
| Goodyear Tire & Rubber Co/The | Long | Equity-common | US | $77K | 7K | 0.02 |
| GoPro Inc | Long | Equity-common | US | $10K | 7K | 0.00 |
| Gorman-Rupp Co/The | Long | Equity-common | US | $101K | 3K | 0.03 |
| Graco Inc | Long | Equity-common | US | $358K | 5K | 0.12 |
| Graham Holdings Co | Long | Equity-common | US | $271K | 388 | 0.09 |
| Grand Canyon Education Inc | Long | Equity-common | US | $460K | 3K | 0.15 |
| Granite Construction Inc | Long | Equity-common | US | $270K | 4K | 0.09 |
| Graphic Packaging Holding Co | Long | Equity-common | US | $234K | 9K | 0.08 |
| Gray Television Inc | Long | Equity-common | US | $44K | 8K | 0.01 |
| Great Lakes Dredge & Dock Corp | Long | Equity-common | US | $65K | 7K | 0.02 |
| Great Southern Bancorp Inc | Long | Equity-common | US | $71K | 1K | 0.02 |
| Green Brick Partners Inc | Long | Equity-common | US | $230K | 4K | 0.07 |
| Green Dot Corp | Long | Equity-common | US | $43K | 5K | 0.01 |
| Green Plains Inc | Long | Equity-common | US | $81K | 5K | 0.03 |
| Greenbrier Cos Inc/The | Long | Equity-common | US | $132K | 3K | 0.04 |
| Greif Inc | Long | Equity-common | US | $147K | 3K | 0.05 |
| Greif Inc | Long | Equity-common | US | $45K | 715 | 0.01 |
| Grid Dynamics Holdings Inc | Long | Equity-common | US | $28K | 3K | 0.01 |
| Grocery Outlet Holding Corp | Long | Equity-common | US | $60K | 3K | 0.02 |
| Group 1 Automotive Inc | Long | Equity-common | US | $447K | 2K | 0.14 |
| GSI Technology Inc | Long | Equity-common | US | $12K | 5K | 0.00 |
| Guess? Inc | Long | Equity-common | US | $104K | 5K | 0.03 |
| Guidewire Software Inc | Long | Equity-common | US | $545K | 4K | 0.18 |
| Gulfport Energy Corp | Long | Equity-common | US | $143K | 944 | 0.05 |
| H&E Equipment Services Inc | Long | Equity-common | US | $152K | 3K | 0.05 |
| H&R Block Inc | Long | Equity-common | US | $632K | 12K | 0.20 |
| Hackett Group Inc/The | Long | Equity-common | US | $76K | 3K | 0.02 |
| Haemonetics Corp | Long | Equity-common | US | $427K | 5K | 0.14 |
| Hain Celestial Group Inc/The | Long | Equity-common | US | $17K | 2K | 0.01 |
| Hallador Energy Co | Long | Equity-common | US | $25K | 3K | 0.01 |
| Halozyme Therapeutics Inc | Long | Equity-common | US | $430K | 8K | 0.14 |
| Hamilton Beach Brands Holding Co | Long | Equity-common | US | $34K | 2K | 0.01 |
| Hamilton Lane Inc | Long | Equity-common | US | $221K | 2K | 0.07 |
| Hancock Whitney Corp | Long | Equity-common | US | $311K | 7K | 0.10 |
| Hanmi Financial Corp | Long | Equity-common | US | $60K | 4K | 0.02 |
| Hanover Insurance Group Inc/The | Long | Equity-common | US | $269K | 2K | 0.09 |
| HarborOne Bancorp Inc | Long | Equity-common | US | $67K | 6K | 0.02 |
| Harley-Davidson Inc | Long | Equity-common | US | $322K | 10K | 0.10 |
| Harmonic Inc | Long | Equity-common | US | $122K | 10K | 0.04 |
| Harmony Biosciences Holdings Inc | Long | Equity-common | US | $58K | 2K | 0.02 |
| Harvard Bioscience Inc | Long | Equity-common | US | $16K | 6K | 0.01 |
| Hasbro Inc | Long | Equity-common | US | $223K | 4K | 0.07 |
| Haverty Furniture Cos Inc | Long | Equity-common | US | $50K | 2K | 0.02 |
| Hawaiian Electric Industries Inc | Long | Equity-common | US | $37K | 4K | 0.01 |
| Hawkins Inc | Long | Equity-common | US | $241K | 3K | 0.08 |
| HB Fuller Co | Long | Equity-common | US | $447K | 6K | 0.14 |
| HCI Group Inc | Long | Equity-common | US | $68K | 741 | 0.02 |
| HealthEquity Inc | Long | Equity-common | US | $445K | 5K | 0.14 |
| HealthStream Inc | Long | Equity-common | US | $106K | 4K | 0.03 |
| Heartland Express Inc | Long | Equity-common | US | $99K | 8K | 0.03 |
| Heartland Financial USA Inc | Long | Equity-common | US | $203K | 5K | 0.07 |
| Hecla Mining Co | Long | Equity-common | US | $150K | 31K | 0.05 |
| Heidrick & Struggles International Inc | Long | Equity-common | US | $61K | 2K | 0.02 |
| Helen of Troy Ltd | Long | Equity-common | BM | $244K | 3K | 0.08 |
| Helios Technologies Inc | Long | Equity-common | US | $140K | 3K | 0.05 |
| Helix Energy Solutions Group Inc | Long | Equity-common | US | $100K | 8K | 0.03 |
| Helmerich & Payne Inc | Long | Equity-common | US | $98K | 3K | 0.03 |
| Henry Schein Inc | Long | Equity-common | US | $531K | 8K | 0.17 |
| Herbalife Ltd | Long | Equity-common | KY | $6K | 600 | 0.00 |
| Herc Holdings Inc | Long | Equity-common | US | $353K | 3K | 0.11 |
| Heritage Commerce Corp | Long | Equity-common | US | $31K | 4K | 0.01 |
| Heritage Financial Corp/WA | Long | Equity-common | US | $75K | 4K | 0.02 |
| Hexcel Corp | Long | Equity-common | US | $282K | 5K | 0.09 |
| HF Sinclair Corp | Long | Equity-common | US | $513K | 10K | 0.17 |
| Hibbett Inc | Long | Equity-common | US | $2K | 28 | 0.00 |
| Hilltop Holdings Inc | Long | Equity-common | US | $219K | 7K | 0.07 |
| Hingham Institution For Savings The | Long | Equity-common | US | $42K | 236 | 0.01 |
| HNI Corp | Long | Equity-common | US | $190K | 4K | 0.06 |
| Hologic Inc | Long | Equity-common | US | $118K | 2K | 0.04 |
| Home Bancorp Inc | Long | Equity-common | US | $40K | 994 | 0.01 |
| Home BancShares Inc/AR | Long | Equity-common | US | $312K | 13K | 0.10 |
| HomeStreet Inc | Long | Equity-common | US | $20K | 2K | 0.01 |
| HomeTrust Bancshares Inc | Long | Equity-common | US | $68K | 2K | 0.02 |
| Hooker Furnishings Corp | Long | Equity-common | US | $25K | 2K | 0.01 |
| Hope Bancorp Inc | Long | Equity-common | US | $124K | 12K | 0.04 |
| Horace Mann Educators Corp | Long | Equity-common | US | $143K | 4K | 0.05 |
| Horizon Bancorp Inc/IN | Long | Equity-common | US | $38K | 3K | 0.01 |
| Hormel Foods Corp | Long | Equity-common | US | $10K | 343 | 0.00 |
| Houlihan Lokey Inc | Long | Equity-common | US | $135K | 1K | 0.04 |
| Howard Hughes Holdings Inc | Long | Equity-common | US | $89K | 1K | 0.03 |
| Hub Group Inc | Long | Equity-common | US | $233K | 5K | 0.08 |
| Huntington Ingalls Industries Inc | Long | Equity-common | US | $91K | 370 | 0.03 |
| Huntsman Corp | Long | Equity-common | US | $274K | 12K | 0.09 |
| Hurco Cos Inc | Long | Equity-common | US | $15K | 1K | 0.00 |
| Huron Consulting Group Inc | Long | Equity-common | US | $193K | 2K | 0.06 |
| Hyatt Hotels Corp | Long | Equity-common | US | $123K | 811 | 0.04 |
| Hyster-Yale Inc | Long | Equity-common | US | $12K | 165 | 0.00 |
| I3 Verticals Inc | Long | Equity-common | US | $32K | 1K | 0.01 |
| ICF International Inc | Long | Equity-common | US | $299K | 2K | 0.10 |
| Ichor Holdings Ltd | Long | Equity-common | KY | $15K | 400 | 0.00 |
| IDACORP Inc | Long | Equity-common | US | $264K | 3K | 0.09 |
| Ideaya Biosciences Inc | Long | Equity-common | US | $154K | 4K | 0.05 |
| Identiv Inc | Long | Equity-common | US | $4K | 927 | 0.00 |
| IDT Corp | Long | Equity-common | US | $48K | 1K | 0.02 |
| IES Holdings Inc | Long | Equity-common | US | $269K | 2K | 0.09 |
| IMAX Corp | Long | Equity-common | CA | $38K | 2K | 0.01 |
| Inari Medical Inc | Long | Equity-common | US | $25K | 518 | 0.01 |
| Incyte Corp | Long | Equity-common | US | $287K | 5K | 0.09 |
| Independent Bank Corp | Long | Equity-common | US | $196K | 4K | 0.06 |
| Independent Bank Corp/MI | Long | Equity-common | US | $16K | 600 | 0.01 |
| Independent Bank Group Inc | Long | Equity-common | US | $63K | 1K | 0.02 |
| Infinera Corp | Long | Equity-common | US | $33K | 5K | 0.01 |
| Information Services Group Inc | Long | Equity-common | US | $6K | 2K | 0.00 |
| Ingevity Corp | Long | Equity-common | US | $55K | 1K | 0.02 |
| Ingles Markets Inc | Long | Equity-common | US | $135K | 2K | 0.04 |
| Ingredion Inc | Long | Equity-common | US | $431K | 4K | 0.14 |
| Innospec Inc | Long | Equity-common | US | $334K | 3K | 0.11 |
| Innovative Solutions and Support Inc | Long | Equity-common | US | $19K | 3K | 0.01 |
| Innoviva Inc | Long | Equity-common | US | $98K | 6K | 0.03 |
| Insight Enterprises Inc | Long | Equity-common | US | $594K | 3K | 0.19 |
| Insperity Inc | Long | Equity-common | US | $311K | 3K | 0.10 |
| Inspired Entertainment Inc | Long | Equity-common | US | $12K | 1K | 0.00 |
| Installed Building Products Inc | Long | Equity-common | US | $627K | 3K | 0.20 |
| Insteel Industries Inc | Long | Equity-common | US | $71K | 2K | 0.02 |
| Insulet Corp | Long | Equity-common | US | $21K | 103 | 0.01 |
| Integer Holdings Corp | Long | Equity-common | US | $365K | 3K | 0.12 |
| Integra LifeSciences Holdings Corp | Long | Equity-common | US | $186K | 6K | 0.06 |
| Intellia Therapeutics Inc | Long | Equity-common | US | $58K | 3K | 0.02 |
| Inter Parfums Inc | Long | Equity-common | US | $405K | 3K | 0.13 |
| InterDigital Inc | Long | Equity-common | US | $325K | 3K | 0.11 |
| Interface Inc | Long | Equity-common | US | $86K | 6K | 0.03 |
| International Bancshares Corp | Long | Equity-common | US | $338K | 6K | 0.11 |
| International Game Technology PLC | Long | Equity-common | GB | $20K | 969 | 0.01 |
| International Money Express Inc | Long | Equity-common | US | $41K | 2K | 0.01 |
| International Paper Co | Long | Equity-common | US | $417K | 10K | 0.14 |
| International Seaways Inc | Long | Equity-common | MH | $259K | 4K | 0.08 |
| Interpublic Group of Cos Inc/The | Long | Equity-common | US | $368K | 13K | 0.12 |
| Intrepid Potash Inc | Long | Equity-common | US | $18K | 750 | 0.01 |
| Invesco Ltd | Long | Equity-common | BM | $360K | 24K | 0.12 |
| Investors Title Co | Long | Equity-common | US | $50K | 279 | 0.02 |
| Iovance Biotherapeutics Inc | Long | Equity-common | US | $55K | 7K | 0.02 |
| IPG Photonics Corp | Long | Equity-common | US | $111K | 1K | 0.04 |
| iRadimed Corp | Long | Equity-common | US | $31K | 704 | 0.01 |
| Iridium Communications Inc | Long | Equity-common | US | $100K | 4K | 0.03 |
| iRobot Corp | Long | Equity-common | US | $18K | 2K | 0.01 |
| Itron Inc | Long | Equity-common | US | $411K | 4K | 0.13 |
| ITT Inc | Long | Equity-common | US | $663K | 5K | 0.21 |
| J & J Snack Foods Corp | Long | Equity-common | US | $284K | 2K | 0.09 |
| J M Smucker Co/The | Long | Equity-common | US | $280K | 3K | 0.09 |
| Jabil Inc | Long | Equity-common | US | $37K | 338 | 0.01 |
| Jack Henry & Associates Inc | Long | Equity-common | US | $367K | 2K | 0.12 |
| Jack in the Box Inc | Long | Equity-common | US | $122K | 2K | 0.04 |
| Jackson Financial Inc | Long | Equity-common | US | $148K | 2K | 0.05 |
| James River Group Holdings Ltd | Long | Equity-common | BM | $6K | 829 | 0.00 |
| Jamf Holding Corp | Long | Equity-common | US | $58K | 4K | 0.02 |
| Janus Henderson Group PLC | Long | Equity-common | JE | $493K | 15K | 0.16 |
| Jazz Pharmaceuticals PLC | Long | Equity-common | IE | $384K | 4K | 0.12 |
| Jefferies Financial Group Inc | Long | Equity-common | US | $1M | 22K | 0.35 |
| JFrog Ltd | Long | Equity-common | IL | $18K | 479 | 0.01 |
| John B Sanfilippo & Son Inc | Long | Equity-common | US | $95K | 981 | 0.03 |
| John Bean Technologies Corp | Long | Equity-common | US | $261K | 3K | 0.08 |
| John Wiley & Sons Inc | Long | Equity-common | US | $132K | 3K | 0.04 |
| Johnson Outdoors Inc | Long | Equity-common | US | $35K | 1K | 0.01 |
| Joint Corp/The | Long | Equity-common | US | $22K | 2K | 0.01 |
| Jones Lang LaSalle Inc | Long | Equity-common | US | $796K | 4K | 0.26 |
| Juniper Networks Inc | Long | Equity-common | US | $570K | 16K | 0.18 |
| Kadant Inc | Long | Equity-common | US | $302K | 1K | 0.10 |
| Kaiser Aluminum Corp | Long | Equity-common | US | $167K | 2K | 0.05 |
| KB Home | Long | Equity-common | US | $551K | 8K | 0.18 |
| KBR Inc | Long | Equity-common | US | $809K | 13K | 0.26 |
| Kearny Financial Corp/MD | Long | Equity-common | US | $48K | 8K | 0.02 |
| Kelly Services Inc | Long | Equity-common | US | $67K | 3K | 0.02 |
| Kemper Corp | Long | Equity-common | US | $347K | 6K | 0.11 |
| Kennametal Inc | Long | Equity-common | US | $79K | 3K | 0.03 |
| Kennedy-Wilson Holdings Inc | Long | Equity-common | US | $81K | 8K | 0.03 |
| Key Tronic Corp | Long | Equity-common | US | $7K | 2K | 0.00 |
| KeyCorp | Long | Equity-common | US | $377K | 27K | 0.12 |
| Kforce Inc | Long | Equity-common | US | $108K | 2K | 0.03 |
| Kimball Electronics Inc | Long | Equity-common | US | $66K | 3K | 0.02 |
| Kinsale Capital Group Inc | Long | Equity-common | US | $311K | 808 | 0.10 |
| Kirby Corp | Long | Equity-common | US | $523K | 4K | 0.17 |
| Knife River Corp | Long | Equity-common | US | $198K | 3K | 0.06 |
| Knight-Swift Transportation Holdings Inc | Long | Equity-common | US | $545K | 11K | 0.18 |
| Knowles Corp | Long | Equity-common | US | $61K | 4K | 0.02 |
| Kohl's Corp | Long | Equity-common | US | $52K | 2K | 0.02 |
| Kontoor Brands Inc | Long | Equity-common | US | $158K | 2K | 0.05 |
| Koppers Holdings Inc | Long | Equity-common | US | $85K | 2K | 0.03 |
| Korn Ferry | Long | Equity-common | US | $333K | 5K | 0.11 |
| Kosmos Energy Ltd | Long | Equity-common | US | $120K | 22K | 0.04 |
| Kratos Defense & Security Solutions Inc | Long | Equity-common | US | $235K | 12K | 0.08 |
| Kronos Worldwide Inc | Long | Equity-common | US | $29K | 2K | 0.01 |
| Krystal Biotech Inc | Long | Equity-common | US | $293K | 2K | 0.10 |
| Kulicke & Soffa Industries Inc | Long | Equity-common | US | $291K | 6K | 0.09 |
| Kura Oncology Inc | Long | Equity-common | US | $111K | 5K | 0.04 |
| Kura Sushi USA Inc | Long | Equity-common | US | $23K | 365 | 0.01 |
| KVH Industries Inc | Long | Equity-common | US | $11K | 2K | 0.00 |
| Kymera Therapeutics Inc | Long | Equity-common | US | $93K | 3K | 0.03 |
| Kyndryl Holdings Inc | Long | Equity-common | US | $69K | 3K | 0.02 |
| L B Foster Co | Long | Equity-common | US | $34K | 2K | 0.01 |
| La-Z-Boy Inc | Long | Equity-common | US | $161K | 4K | 0.05 |
| Lakeland Financial Corp | Long | Equity-common | US | $151K | 2K | 0.05 |
| Lakeland Industries Inc | Long | Equity-common | US | $38K | 2K | 0.01 |
| Lamb Weston Holdings Inc | Long | Equity-common | US | $38K | 456 | 0.01 |
| Lancaster Colony Corp | Long | Equity-common | US | $550K | 3K | 0.18 |
| Landstar System Inc | Long | Equity-common | US | $529K | 3K | 0.17 |
| Lantheus Holdings Inc | Long | Equity-common | US | $303K | 4K | 0.10 |
| Lantronix Inc | Long | Equity-common | US | $4K | 1K | 0.00 |
| Lattice Semiconductor Corp | Long | Equity-common | US | $723K | 12K | 0.23 |
| Laureate Education Inc | Long | Equity-common | US | $59K | 4K | 0.02 |
| Lazard Inc | Long | Equity-common | US | $257K | 7K | 0.08 |
| LCI Industries | Long | Equity-common | US | $285K | 3K | 0.09 |
| Lear Corp | Long | Equity-common | US | $459K | 4K | 0.15 |
| Leggett & Platt Inc | Long | Equity-common | US | $58K | 5K | 0.02 |
| Leidos Holdings Inc | Long | Equity-common | US | $100K | 686 | 0.03 |
| LeMaitre Vascular Inc | Long | Equity-common | US | $225K | 3K | 0.07 |
| LendingClub Corp | Long | Equity-common | US | $13K | 2K | 0.00 |
| LENSAR Inc | Long | Equity-common | US | $6K | 1K | 0.00 |
| LENZ Therapeutics Inc | Long | Equity-common | US | $8K | 446 | 0.00 |
| Leslie's Inc | Long | Equity-common | US | $27K | 6K | 0.01 |
| LGI Homes Inc | Long | Equity-common | US | $56K | 624 | 0.02 |
| Liberty Broadband Corp | Long | Equity-common | US | $127K | 2K | 0.04 |
| Liberty Broadband Corp | Long | Equity-common | US | $45K | 824 | 0.01 |
| Liberty Broadband Corp | Long | Equity-preferred | US | $28K | 1K | 0.01 |
| Liberty Energy Inc | Long | Equity-common | US | $246K | 12K | 0.08 |
| Liberty Latin America Ltd | Long | Equity-common | BM | $116K | 12K | 0.04 |
| Liberty Latin America Ltd | Long | Equity-common | BM | $15K | 2K | 0.00 |
| Liberty Media Corp-Liberty Formula One | Long | Equity-common | US | $86K | 1K | 0.03 |
| Liberty Media Corp-Liberty Formula One | Long | Equity-common | US | $39K | 600 | 0.01 |
| Liberty Media Corp-Liberty Live | Long | Equity-common | US | $32K | 836 | 0.01 |
| Liberty Media Corp-Liberty Live | Long | Equity-common | US | $24K | 650 | 0.01 |
| Liberty Media Corp-Liberty SiriusXM | Long | Equity-common | US | $93K | 4K | 0.03 |
| Liberty Media Corp-Liberty SiriusXM | Long | Equity-common | US | $68K | 3K | 0.02 |
| Lifetime Brands Inc | Long | Equity-common | US | $18K | 2K | 0.01 |
| Lifeway Foods Inc | Long | Equity-common | US | $22K | 2K | 0.01 |
| Ligand Pharmaceuticals Inc | Long | Equity-common | US | $146K | 2K | 0.05 |
| Light & Wonder Inc | Long | Equity-common | US | $157K | 2K | 0.05 |
| Limoneira Co | Long | Equity-common | US | $43K | 2K | 0.01 |
| Lincoln Electric Holdings Inc | Long | Equity-common | US | $635K | 3K | 0.21 |
| Lincoln National Corp | Long | Equity-common | US | $243K | 8K | 0.08 |
| Lindsay Corp | Long | Equity-common | US | $136K | 1K | 0.04 |
| Lions Gate Entertainment Corp | Long | Equity-common | CA | $54K | 6K | 0.02 |
| Lions Gate Entertainment Corp | Long | Equity-common | CA | $34K | 4K | 0.01 |
| Liquidity Services Inc | Long | Equity-common | US | $64K | 3K | 0.02 |
| Lithia Motors Inc | Long | Equity-common | US | $735K | 3K | 0.24 |
| Littelfuse Inc | Long | Equity-common | US | $477K | 2K | 0.15 |
| LivaNova PLC | Long | Equity-common | GB | $123K | 2K | 0.04 |
| Live Oak Bancshares Inc | Long | Equity-common | US | $30K | 847 | 0.01 |
| LiveRamp Holdings Inc | Long | Equity-common | US | $233K | 8K | 0.08 |
| LKQ Corp | Long | Equity-common | US | $145K | 3K | 0.05 |
| Louisiana-Pacific Corp | Long | Equity-common | US | $624K | 8K | 0.20 |
| Lovesac Co/The | Long | Equity-common | US | $18K | 794 | 0.01 |
| LSB Industries Inc | Long | Equity-common | US | $31K | 4K | 0.01 |
| LSI Industries Inc | Long | Equity-common | US | $45K | 3K | 0.01 |
| Lucid Group Inc | Long | Equity-common | US | $40K | 15K | 0.01 |
| Lumentum Holdings Inc | Long | Equity-common | US | $252K | 5K | 0.08 |
| M/I Homes Inc | Long | Equity-common | US | $375K | 3K | 0.12 |
| Macatawa Bank Corp | Long | Equity-common | US | $75K | 5K | 0.02 |
| MACOM Technology Solutions Holdings Inc | Long | Equity-common | US | $245K | 2K | 0.08 |
| Macy's Inc | Long | Equity-common | US | $325K | 17K | 0.11 |
| Madison Square Garden Entertainment Corp | Long | Equity-common | US | $15K | 432 | 0.00 |
| Madison Square Garden Sports Corp | Long | Equity-common | US | $76K | 404 | 0.02 |
| Magnachip Semiconductor Corp | Long | Equity-common | US | $22K | 5K | 0.01 |
| Magnite Inc | Long | Equity-common | US | $52K | 4K | 0.02 |
| Magnolia Oil & Gas Corp | Long | Equity-common | US | $193K | 8K | 0.06 |
| Malibu Boats Inc | Long | Equity-common | US | $74K | 2K | 0.02 |
| Manhattan Associates Inc | Long | Equity-common | US | $193K | 782 | 0.06 |
| Manitex International Inc | Long | Equity-common | US | $6K | 1K | 0.00 |
| Manitowoc Co Inc/The | Long | Equity-common | US | $42K | 4K | 0.01 |
| ManpowerGroup Inc | Long | Equity-common | US | $183K | 3K | 0.06 |
| Marathon Oil Corp | Long | Equity-common | US | $33K | 1K | 0.01 |
| Marcus & Millichap Inc | Long | Equity-common | US | $40K | 1K | 0.01 |
| Marcus Corp/The | Long | Equity-common | US | $35K | 3K | 0.01 |
| Marine Products Corp | Long | Equity-common | US | $40K | 4K | 0.01 |
| MarineMax Inc | Long | Equity-common | US | $72K | 2K | 0.02 |
| MarketAxess Holdings Inc | Long | Equity-common | US | $142K | 710 | 0.05 |
| Marqeta Inc | Long | Equity-common | US | $22K | 4K | 0.01 |
| Marriott Vacations Worldwide Corp | Long | Equity-common | US | $292K | 3K | 0.09 |
| Marten Transport Ltd | Long | Equity-common | US | $146K | 8K | 0.05 |
| Masco Corp | Long | Equity-common | US | $378K | 6K | 0.12 |
| Masimo Corp | Long | Equity-common | US | $185K | 1K | 0.06 |
| MasTec Inc | Long | Equity-common | US | $706K | 7K | 0.23 |
| Mastech Digital Inc | Long | Equity-common | US | $16K | 2K | 0.01 |
| MasterCraft Boat Holdings Inc | Long | Equity-common | US | $41K | 2K | 0.01 |
| Matador Resources Co | Long | Equity-common | US | $645K | 11K | 0.21 |
| Match Group Inc | Long | Equity-common | US | $207K | 7K | 0.07 |
| Materion Corp | Long | Equity-common | US | $235K | 2K | 0.08 |
| Mativ Holdings Inc | Long | Equity-common | US | $61K | 4K | 0.02 |
| Matrix Service Co | Long | Equity-common | US | $41K | 4K | 0.01 |
| Matson Inc | Long | Equity-common | US | $481K | 4K | 0.16 |
| Mattel Inc | Long | Equity-common | US | $275K | 17K | 0.09 |
| Matthews International Corp | Long | Equity-common | US | $79K | 3K | 0.03 |
| Maui Land & Pineapple Co Inc | Long | Equity-common | US | $51K | 2K | 0.02 |
| Maximus Inc | Long | Equity-common | US | $246K | 3K | 0.08 |
| MaxLinear Inc | Long | Equity-common | US | $155K | 8K | 0.05 |
| MDU Resources Group Inc | Long | Equity-common | US | $283K | 11K | 0.09 |
| Medifast Inc | Long | Equity-common | US | $28K | 1K | 0.01 |
| Medpace Holdings Inc | Long | Equity-common | US | $882K | 2K | 0.29 |
| Mercantile Bank Corp | Long | Equity-common | US | $65K | 2K | 0.02 |
| Mercer International Inc | Long | Equity-common | US | $67K | 8K | 0.02 |
| Mercury General Corp | Long | Equity-common | US | $206K | 4K | 0.07 |
| Mercury Systems Inc | Long | Equity-common | US | $115K | 4K | 0.04 |
| MeridianLink Inc | Long | Equity-common | US | $45K | 2K | 0.01 |
| Merit Medical Systems Inc | Long | Equity-common | US | $333K | 4K | 0.11 |
| Meritage Homes Corp | Long | Equity-common | US | $565K | 3K | 0.18 |
| Metallus Inc | Long | Equity-common | US | $107K | 5K | 0.03 |
| Methode Electronics Inc | Long | Equity-common | US | $43K | 4K | 0.01 |
| Metropolitan Bank Holding Corp | Long | Equity-common | US | $14K | 321 | 0.00 |
| MGE Energy Inc | Long | Equity-common | US | $282K | 4K | 0.09 |
| MGIC Investment Corp | Long | Equity-common | US | $239K | 11K | 0.08 |
| MGP Ingredients Inc | Long | Equity-common | US | $138K | 2K | 0.04 |
| Middleby Corp/The | Long | Equity-common | US | $497K | 4K | 0.16 |
| Middlesex Water Co | Long | Equity-common | US | $111K | 2K | 0.04 |
| Midland States Bancorp Inc | Long | Equity-common | US | $25K | 1K | 0.01 |
| MidWestOne Financial Group Inc | Long | Equity-common | US | $14K | 613 | 0.00 |
| Miller Industries Inc/TN | Long | Equity-common | US | $69K | 1K | 0.02 |
| MillerKnoll Inc | Long | Equity-common | US | $100K | 4K | 0.03 |
| Minerals Technologies Inc | Long | Equity-common | US | $256K | 3K | 0.08 |
| Mission Produce Inc | Long | Equity-common | US | $12K | 1K | 0.00 |
| Mitek Systems Inc | Long | Equity-common | US | $13K | 1K | 0.00 |
| Modine Manufacturing Co | Long | Equity-common | US | $543K | 5K | 0.18 |
| ModivCare Inc | Long | Equity-common | US | $36K | 1K | 0.01 |
| Moelis & Co | Long | Equity-common | US | $97K | 2K | 0.03 |
| Mohawk Industries Inc | Long | Equity-common | US | $437K | 4K | 0.14 |
| Molson Coors Beverage Co | Long | Equity-common | US | $495K | 10K | 0.16 |
| Monarch Casino & Resort Inc | Long | Equity-common | US | $102K | 1K | 0.03 |
| MongoDB Inc | Long | Equity-common | US | $45K | 181 | 0.01 |
| Monro Inc | Long | Equity-common | US | $74K | 3K | 0.02 |
| Moog Inc | Long | Equity-common | US | $457K | 3K | 0.15 |
| Morningstar Inc | Long | Equity-common | US | $842K | 3K | 0.27 |
| Mosaic Co/The | Long | Equity-common | US | $268K | 9K | 0.09 |
| Motorcar Parts of America Inc | Long | Equity-common | US | $14K | 2K | 0.00 |
| Movado Group Inc | Long | Equity-common | US | $55K | 2K | 0.02 |
| MP Materials Corp | Long | Equity-common | US | $62K | 5K | 0.02 |
| Mr Cooper Group Inc | Long | Equity-common | US | $406K | 5K | 0.13 |
| MRC Global Inc | Long | Equity-common | US | $73K | 6K | 0.02 |
| MSA Safety Inc | Long | Equity-common | US | $757K | 4K | 0.25 |
| MSC Industrial Direct Co Inc | Long | Equity-common | US | $74K | 936 | 0.02 |
| Mueller Industries Inc | Long | Equity-common | US | $709K | 12K | 0.23 |
| Mueller Water Products Inc | Long | Equity-common | US | $276K | 15K | 0.09 |
| Murphy Oil Corp | Long | Equity-common | US | $558K | 14K | 0.18 |
| Murphy USA Inc | Long | Equity-common | US | $1M | 2K | 0.34 |
| Myers Industries Inc | Long | Equity-common | US | $58K | 4K | 0.02 |
| MYR Group Inc | Long | Equity-common | US | $217K | 2K | 0.07 |
| Myriad Genetics Inc | Long | Equity-common | US | $199K | 8K | 0.06 |
| N-able Inc/US | Long | Equity-common | US | $124K | 8K | 0.04 |
| Nabors Industries Ltd | Long | Equity-common | BM | $38K | 539 | 0.01 |
| NACCO Industries Inc | Long | Equity-common | US | $28K | 1K | 0.01 |
| Napco Security Technologies Inc | Long | Equity-common | US | $227K | 4K | 0.07 |
| Natera Inc | Long | Equity-common | US | $301K | 3K | 0.10 |
| Nathan's Famous Inc | Long | Equity-common | US | $46K | 681 | 0.01 |
| National Bank Holdings Corp | Long | Equity-common | US | $132K | 3K | 0.04 |
| National Beverage Corp | Long | Equity-common | US | $375K | 7K | 0.12 |
| National Fuel Gas Co | Long | Equity-common | US | $217K | 4K | 0.07 |
| National HealthCare Corp | Long | Equity-common | US | $171K | 2K | 0.06 |
| National Presto Industries Inc | Long | Equity-common | US | $53K | 709 | 0.02 |
| National Research Corp | Long | Equity-common | US | $69K | 3K | 0.02 |
| National Vision Holdings Inc | Long | Equity-common | US | $38K | 3K | 0.01 |
| Natural Alternatives International Inc | Long | Equity-common | US | $6K | 1K | 0.00 |
| Natural Gas Services Group Inc | Long | Equity-common | US | $44K | 2K | 0.01 |
| Natural Grocers by Vitamin Cottage Inc | Long | Equity-common | US | $57K | 3K | 0.02 |
| Nature's Sunshine Products Inc | Long | Equity-common | US | $26K | 2K | 0.01 |
| Navient Corp | Long | Equity-common | US | $167K | 11K | 0.05 |
| NBT Bancorp Inc | Long | Equity-common | US | $162K | 4K | 0.05 |
| Nelnet Inc | Long | Equity-common | US | $246K | 2K | 0.08 |
| Neogen Corp | Long | Equity-common | US | $169K | 11K | 0.05 |
| NeoGenomics Inc | Long | Equity-common | US | $60K | 4K | 0.02 |
| NETGEAR Inc | Long | Equity-common | US | $54K | 4K | 0.02 |
| NetScout Systems Inc | Long | Equity-common | US | $150K | 8K | 0.05 |
| Neurocrine Biosciences Inc | Long | Equity-common | US | $1M | 7K | 0.33 |
| New Fortress Energy Inc | Long | Equity-common | US | $86K | 4K | 0.03 |
| New Jersey Resources Corp | Long | Equity-common | US | $414K | 10K | 0.13 |
| New York Community Bancorp Inc | Long | Equity-common | US | $17K | 5K | 0.01 |
| New York Times Co/The | Long | Equity-common | US | $894K | 17K | 0.29 |
| Newell Brands Inc | Long | Equity-common | US | $74K | 11K | 0.02 |
| Newmark Group Inc | Long | Equity-common | US | $117K | 11K | 0.04 |
| NewMarket Corp | Long | Equity-common | US | $260K | 504 | 0.08 |
| Newpark Resources Inc | Long | Equity-common | US | $49K | 6K | 0.02 |
| News Corp | Long | Equity-common | US | $551K | 20K | 0.18 |
| News Corp | Long | Equity-common | US | $204K | 7K | 0.07 |
| Nexstar Media Group Inc | Long | Equity-common | US | $349K | 2K | 0.11 |
| NEXTracker Inc | Long | Equity-common | US | $185K | 4K | 0.06 |
| Nicolet Bankshares Inc | Long | Equity-common | US | $85K | 1K | 0.03 |
| NiSource Inc | Long | Equity-common | US | $562K | 20K | 0.18 |
| NL Industries Inc | Long | Equity-common | US | $28K | 5K | 0.01 |
| nLight Inc | Long | Equity-common | US | $12K | 1K | 0.00 |
| NMI Holdings Inc | Long | Equity-common | US | $268K | 8K | 0.09 |
| Noble Corp PLC | Long | Equity-common | GB | $111K | 2K | 0.04 |
| Nordic American Tankers Ltd | Long | Equity-common | BM | $33K | 8K | 0.01 |
| Nordson Corp | Long | Equity-common | US | $196K | 846 | 0.06 |
| Nordstrom Inc | Long | Equity-common | US | $62K | 3K | 0.02 |
| Northeast Bank | Long | Equity-common | US | $55K | 896 | 0.02 |
| Northern Oil & Gas Inc | Long | Equity-common | US | $49K | 1K | 0.02 |
| Northfield Bancorp Inc | Long | Equity-common | US | $48K | 5K | 0.02 |
| Northrim BanCorp Inc | Long | Equity-common | US | $48K | 836 | 0.02 |
| Northwest Bancshares Inc | Long | Equity-common | US | $143K | 12K | 0.05 |
| Northwest Natural Holding Co | Long | Equity-common | US | $121K | 3K | 0.04 |
| Northwest Pipe Co | Long | Equity-common | US | $41K | 1K | 0.01 |
| Northwestern Energy Group Inc | Long | Equity-common | US | $208K | 4K | 0.07 |
| Norwegian Cruise Line Holdings Ltd | Long | Equity-common | BM | $84K | 4K | 0.03 |
| NOV Inc | Long | Equity-common | US | $451K | 24K | 0.15 |
| Novanta Inc | Long | Equity-common | CA | $607K | 4K | 0.20 |
| NRG Energy Inc | Long | Equity-common | US | $1M | 14K | 0.36 |
| Nu Skin Enterprises Inc | Long | Equity-common | US | $14K | 1K | 0.00 |
| Nurix Therapeutics Inc | Long | Equity-common | US | $59K | 3K | 0.02 |
| Nutanix Inc | Long | Equity-common | US | $281K | 5K | 0.09 |
| NV5 Global Inc | Long | Equity-common | US | $149K | 2K | 0.05 |
| NVE Corp | Long | Equity-common | US | $37K | 502 | 0.01 |
| nVent Electric PLC | Long | Equity-common | IE | $233K | 3K | 0.08 |
| O-I Glass Inc | Long | Equity-common | US | $91K | 8K | 0.03 |
| Oceaneering International Inc | Long | Equity-common | US | $37K | 2K | 0.01 |
| OceanFirst Financial Corp | Long | Equity-common | US | $70K | 4K | 0.02 |
| ODP Corp/The | Long | Equity-common | US | $132K | 3K | 0.04 |
| OFG Bancorp | Long | Equity-common | PR | $152K | 4K | 0.05 |
| OGE Energy Corp | Long | Equity-common | US | $359K | 10K | 0.12 |
| Oil States International Inc | Long | Equity-common | US | $16K | 4K | 0.01 |
| Okta Inc | Long | Equity-common | US | $468K | 5K | 0.15 |
| Old National Bancorp/IN | Long | Equity-common | US | $485K | 28K | 0.16 |
| Old Republic International Corp | Long | Equity-common | US | $628K | 20K | 0.20 |
| Old Second Bancorp Inc | Long | Equity-common | US | $33K | 2K | 0.01 |
| Olin Corp | Long | Equity-common | US | $175K | 4K | 0.06 |
| Ollie's Bargain Outlet Holdings Inc | Long | Equity-common | US | $368K | 4K | 0.12 |
| Olo Inc | Long | Equity-common | US | $11K | 3K | 0.00 |
| Olympic Steel Inc | Long | Equity-common | US | $54K | 1K | 0.02 |
| Omega Flex Inc | Long | Equity-common | US | $51K | 1K | 0.02 |
| OmniAb Inc | Long | Equity-common | US | $32K | 8K | 0.01 |
| OMNIAB INC | Long | Equity-common | US | $0 | 654 | – |
| OMNIAB INC | Long | Equity-common | US | $0 | 654 | – |
| Omnicell Inc | Long | Equity-common | US | $124K | 5K | 0.04 |
| ONE Gas Inc | Long | Equity-common | US | $320K | 5K | 0.10 |
| OneMain Holdings Inc | Long | Equity-common | US | $371K | 8K | 0.12 |
| OneSpaWorld Holdings Ltd | Long | Equity-common | BS | $35K | 2K | 0.01 |
| Onto Innovation Inc | Long | Equity-common | US | $961K | 4K | 0.31 |
| Ooma Inc | Long | Equity-common | US | $13K | 1K | 0.00 |
| Open Lending Corp | Long | Equity-common | US | $16K | 3K | 0.01 |
| OPENLANE Inc | Long | Equity-common | US | $45K | 3K | 0.01 |
| Oppenheimer Holdings Inc | Long | Equity-common | US | $60K | 1K | 0.02 |
| Optical Cable Corp | Long | Equity-common | US | $1K | 374 | 0.00 |
| Option Care Health Inc | Long | Equity-common | US | $222K | 8K | 0.07 |
| OraSure Technologies Inc | Long | Equity-common | US | $41K | 10K | 0.01 |
| Organon & Co | Long | Equity-common | US | $149K | 7K | 0.05 |
| Origin Bancorp Inc | Long | Equity-common | US | $43K | 1K | 0.01 |
| Orion SA | Long | Equity-common | LU | $77K | 4K | 0.02 |
| Orleans Homebuilders Inc | Long | Equity-common | US | $0 | 5K | – |
| Ormat Technologies Inc | Long | Equity-common | US | $391K | 5K | 0.13 |
| OrthoPediatrics Corp | Long | Equity-common | US | $36K | 1K | 0.01 |
| Oshkosh Corp | Long | Equity-common | US | $447K | 4K | 0.14 |
| OSI Systems Inc | Long | Equity-common | US | $243K | 2K | 0.08 |
| Otter Tail Corp | Long | Equity-common | US | $403K | 5K | 0.13 |
| Ovintiv Inc | Long | Equity-common | US | $289K | 6K | 0.09 |
| Owens & Minor Inc | Long | Equity-common | US | $30K | 2K | 0.01 |
| Owens Corning | Long | Equity-common | US | $1M | 7K | 0.38 |
| Oxford Industries Inc | Long | Equity-common | US | $167K | 2K | 0.05 |
| Pacific Biosciences of California Inc | Long | Equity-common | US | $4K | 3K | 0.00 |
| Pacific Premier Bancorp Inc | Long | Equity-common | US | $142K | 6K | 0.05 |
| Pacira BioSciences Inc | Long | Equity-common | US | $51K | 2K | 0.02 |
| Packaging Corp of America | Long | Equity-common | US | $58K | 317 | 0.02 |
| Pactiv Evergreen Inc | Long | Equity-common | US | $92K | 8K | 0.03 |
| Palomar Holdings Inc | Long | Equity-common | US | $129K | 2K | 0.04 |
| PAM Transportation Services Inc | Long | Equity-common | US | $44K | 3K | 0.01 |
| Papa John's International Inc | Long | Equity-common | US | $157K | 3K | 0.05 |
| Par Pacific Holdings Inc | Long | Equity-common | US | $104K | 4K | 0.03 |
| Paramount Global | Long | Equity-common | US | $69K | 7K | 0.02 |
| Paramount Global | Long | Equity-common | US | $11K | 586 | 0.00 |
| Park Aerospace Corp | Long | Equity-common | US | $34K | 3K | 0.01 |
| Park National Corp | Long | Equity-common | US | $247K | 2K | 0.08 |
| Park-Ohio Holdings Corp | Long | Equity-common | US | $56K | 2K | 0.02 |
| Parsons Corp | Long | Equity-common | US | $95K | 1K | 0.03 |
| Pathward Financial Inc | Long | Equity-common | US | $121K | 2K | 0.04 |
| Patrick Industries Inc | Long | Equity-common | US | $253K | 2K | 0.08 |
| Patterson Cos Inc | Long | Equity-common | US | $70K | 3K | 0.02 |
| Paycom Software Inc | Long | Equity-common | US | $20K | 137 | 0.01 |
| Paylocity Holding Corp | Long | Equity-common | US | $316K | 2K | 0.10 |
| PBF Energy Inc | Long | Equity-common | US | $480K | 10K | 0.16 |
| PC Connection Inc | Long | Equity-common | US | $188K | 3K | 0.06 |
| PDF Solutions Inc | Long | Equity-common | US | $180K | 5K | 0.06 |
| PDL BioPharma Inc | Long | Equity-common | US | $22K | 18K | 0.01 |
| Peabody Energy Corp | Long | Equity-common | US | $79K | 4K | 0.03 |
| Peapack-Gladstone Financial Corp | Long | Equity-common | US | $45K | 2K | 0.01 |
| Pediatrix Medical Group Inc | Long | Equity-common | US | $27K | 4K | 0.01 |
| Penn Entertainment Inc | Long | Equity-common | US | $101K | 5K | 0.03 |
| Pennant Group Inc/The | Long | Equity-common | US | $56K | 2K | 0.02 |
| Penns Woods Bancorp Inc | Long | Equity-common | US | $23K | 1K | 0.01 |
| PennyMac Financial Services Inc | Long | Equity-common | US | $161K | 2K | 0.05 |
| Penske Automotive Group Inc | Long | Equity-common | US | $260K | 2K | 0.08 |
| Pentair PLC | Long | Equity-common | IE | $844K | 11K | 0.27 |
| Penumbra Inc | Long | Equity-common | US | $379K | 2K | 0.12 |
| Peoples Bancorp Inc/OH | Long | Equity-common | US | $96K | 3K | 0.03 |
| Perdoceo Education Corp | Long | Equity-common | US | $149K | 7K | 0.05 |
| Perficient Inc | Long | Equity-common | US | $273K | 4K | 0.09 |
| Performance Food Group Co | Long | Equity-common | US | $612K | 9K | 0.20 |
| Perma-Pipe International Holdings Inc | Long | Equity-common | US | $17K | 2K | 0.01 |
| Permian Resources Corp | Long | Equity-common | US | $435K | 27K | 0.14 |
| Perrigo Co PLC | Long | Equity-common | IE | $167K | 7K | 0.05 |
| PetMed Express Inc | Long | Equity-common | US | $10K | 2K | 0.00 |
| Phinia Inc | Long | Equity-common | US | $119K | 3K | 0.04 |
| Photronics Inc | Long | Equity-common | US | $173K | 7K | 0.06 |
| Pilgrim's Pride Corp | Long | Equity-common | US | $216K | 6K | 0.07 |
| Pinnacle Financial Partners Inc | Long | Equity-common | US | $269K | 3K | 0.09 |
| Pinnacle West Capital Corp | Long | Equity-common | US | $455K | 6K | 0.15 |
| Piper Sandler Cos | Long | Equity-common | US | $433K | 2K | 0.14 |
| PJT Partners Inc | Long | Equity-common | US | $153K | 1K | 0.05 |
| Planet Fitness Inc | Long | Equity-common | US | $654K | 9K | 0.21 |
| Plexus Corp | Long | Equity-common | US | $276K | 3K | 0.09 |
| Plug Power Inc | Long | Equity-common | US | $2K | 1K | 0.00 |
| PNM Resources Inc | Long | Equity-common | US | $343K | 9K | 0.11 |
| Polaris Inc | Long | Equity-common | US | $258K | 3K | 0.08 |
| Pool Corp | Long | Equity-common | US | $203K | 660 | 0.07 |
| Popular Inc | Long | Equity-common | PR | $631K | 7K | 0.20 |
| Portland General Electric Co | Long | Equity-common | US | $244K | 6K | 0.08 |
| Post Holdings Inc | Long | Equity-common | US | $497K | 5K | 0.16 |
| Powell Industries Inc | Long | Equity-common | US | $158K | 1K | 0.05 |
| Power Integrations Inc | Long | Equity-common | US | $433K | 6K | 0.14 |
| PowerSchool Holdings Inc | Long | Equity-common | US | $72K | 3K | 0.02 |
| PRA Group Inc | Long | Equity-common | US | $81K | 4K | 0.03 |
| Preferred Bank/Los Angeles CA | Long | Equity-common | US | $90K | 1K | 0.03 |
| Preformed Line Products Co | Long | Equity-common | US | $67K | 539 | 0.02 |
| Premier Financial Corp | Long | Equity-common | US | $86K | 4K | 0.03 |
| Premier Inc | Long | Equity-common | US | $57K | 3K | 0.02 |
| Prestige Consumer Healthcare Inc | Long | Equity-common | US | $355K | 5K | 0.11 |
| PriceSmart Inc | Long | Equity-common | US | $260K | 3K | 0.08 |
| Primerica Inc | Long | Equity-common | US | $893K | 4K | 0.29 |
| Primis Financial Corp | Long | Equity-common | US | $19K | 2K | 0.01 |
| Primoris Services Corp | Long | Equity-common | US | $260K | 5K | 0.08 |
| Procore Technologies Inc | Long | Equity-common | US | $234K | 4K | 0.08 |
| PROG Holdings Inc | Long | Equity-common | US | $156K | 4K | 0.05 |
| Progress Software Corp | Long | Equity-common | US | $259K | 5K | 0.08 |
| ProPetro Holding Corp | Long | Equity-common | US | $39K | 5K | 0.01 |
| Prosperity Bancshares Inc | Long | Equity-common | US | $384K | 6K | 0.12 |
| Prothena Corp PLC | Long | Equity-common | IE | $19K | 932 | 0.01 |
| Provident Financial Holdings Inc | Long | Equity-common | US | $14K | 1K | 0.00 |
| Provident Financial Services Inc | Long | Equity-common | US | $145K | 10K | 0.05 |
| PubMatic Inc | Long | Equity-common | US | $64K | 3K | 0.02 |
| Pure Cycle Corp | Long | Equity-common | US | $10K | 1K | 0.00 |
| Pure Storage Inc | Long | Equity-common | US | $779K | 12K | 0.25 |
| PVH Corp | Long | Equity-common | US | $146K | 1K | 0.05 |
| QCR Holdings Inc | Long | Equity-common | US | $99K | 2K | 0.03 |
| Qorvo Inc | Long | Equity-common | US | $320K | 3K | 0.10 |
| Quaker Chemical Corp | Long | Equity-common | US | $133K | 784 | 0.04 |
| Qualys Inc | Long | Equity-common | US | $553K | 4K | 0.18 |
| Quanex Building Products Corp | Long | Equity-common | US | $93K | 3K | 0.03 |
| Quest Diagnostics Inc | Long | Equity-common | US | $220K | 2K | 0.07 |
| QuidelOrtho Corp | Long | Equity-common | US | $15K | 446 | 0.00 |
| QuinStreet Inc | Long | Equity-common | US | $14K | 858 | 0.00 |
| Radian Group Inc | Long | Equity-common | US | $222K | 7K | 0.07 |
| Radiant Logistics Inc | Long | Equity-common | US | $35K | 6K | 0.01 |
| Radius Recycling Inc | Long | Equity-common | US | $43K | 3K | 0.01 |
| RadNet Inc | Long | Equity-common | US | $318K | 5K | 0.10 |
| Ralph Lauren Corp | Long | Equity-common | US | $399K | 2K | 0.13 |
| Rambus Inc | Long | Equity-common | US | $667K | 11K | 0.22 |
| Range Resources Corp | Long | Equity-common | US | $363K | 11K | 0.12 |
| RAPT Therapeutics Inc | Long | Equity-common | US | $6K | 2K | 0.00 |
| RBC Bearings Inc | Long | Equity-common | US | $91K | 336 | 0.03 |
| RCM Technologies Inc | Long | Equity-common | US | $24K | 1K | 0.01 |
| Recursion Pharmaceuticals Inc | Long | Equity-common | US | $13K | 2K | 0.00 |
| Regal Rexnord Corp | Long | Equity-common | US | $821K | 6K | 0.27 |
| REGENXBIO Inc | Long | Equity-common | US | $26K | 2K | 0.01 |
| Regional Management Corp | Long | Equity-common | US | $42K | 1K | 0.01 |
| Reinsurance Group of America Inc | Long | Equity-common | US | $653K | 3K | 0.21 |
| Relay Therapeutics Inc | Long | Equity-common | US | $41K | 6K | 0.01 |
| Reliance Inc | Long | Equity-common | US | $74K | 260 | 0.02 |
| RenaissanceRe Holdings Ltd | Long | Equity-common | BM | $647K | 3K | 0.21 |
| Renasant Corp | Long | Equity-common | US | $164K | 5K | 0.05 |
| Repligen Corp | Long | Equity-common | US | $445K | 4K | 0.14 |
| Replimune Group Inc | Long | Equity-common | US | $33K | 4K | 0.01 |
| Republic Bancorp Inc/KY | Long | Equity-common | US | $107K | 2K | 0.03 |
| Resideo Technologies Inc | Long | Equity-common | US | $13K | 681 | 0.00 |
| Resources Connection Inc | Long | Equity-common | US | $37K | 3K | 0.01 |
| REVOLUTION Medicines Inc | Long | Equity-common | US | $84K | 2K | 0.03 |
| Revolve Group Inc | Long | Equity-common | US | $11K | 706 | 0.00 |
| Revvity Inc | Long | Equity-common | US | $268K | 3K | 0.09 |
| REX American Resources Corp | Long | Equity-common | US | $108K | 2K | 0.03 |
| RGC Resources Inc | Long | Equity-common | US | $12K | 600 | 0.00 |
| RH | Long | Equity-common | US | $78K | 318 | 0.03 |
| Richardson Electronics Ltd/United States | Long | Equity-common | US | $18K | 2K | 0.01 |
| Rimini Street Inc | Long | Equity-common | US | $14K | 4K | 0.00 |
| Riverview Bancorp Inc | Long | Equity-common | US | $10K | 3K | 0.00 |
| Rivian Automotive Inc | Long | Equity-common | US | $194K | 14K | 0.06 |
| RLI Corp | Long | Equity-common | US | $685K | 5K | 0.22 |
| RMR Group Inc/The | Long | Equity-common | US | $26K | 1K | 0.01 |
| Robert Half Inc | Long | Equity-common | US | $509K | 8K | 0.16 |
| Robinhood Markets Inc | Long | Equity-common | US | $193K | 8K | 0.06 |
| Rocket Pharmaceuticals Inc | Long | Equity-common | US | $77K | 4K | 0.02 |
| Rocky Brands Inc | Long | Equity-common | US | $37K | 1K | 0.01 |
| Rogers Corp | Long | Equity-common | US | $243K | 2K | 0.08 |
| Roku Inc | Long | Equity-common | US | $84K | 1K | 0.03 |
| Royal Gold Inc | Long | Equity-common | US | $549K | 4K | 0.18 |
| Royalty Pharma PLC | Long | Equity-common | GB | $40K | 2K | 0.01 |
| RPC Inc | Long | Equity-common | US | $53K | 9K | 0.02 |
| RPM International Inc | Long | Equity-common | US | $469K | 4K | 0.15 |
| Rush Enterprises Inc | Long | Equity-common | US | $323K | 8K | 0.10 |
| RXO Inc | Long | Equity-common | US | $40K | 2K | 0.01 |
| Ryerson Holding Corp | Long | Equity-common | US | $90K | 5K | 0.03 |
| S&T Bancorp Inc | Long | Equity-common | US | $133K | 4K | 0.04 |
| Safety Insurance Group Inc | Long | Equity-common | US | $112K | 1K | 0.04 |
| Saga Communications Inc | Long | Equity-common | US | $10K | 664 | 0.00 |
| Sage Therapeutics Inc | Long | Equity-common | US | $24K | 2K | 0.01 |
| Saia Inc | Long | Equity-common | US | $516K | 1K | 0.17 |
| Sally Beauty Holdings Inc | Long | Equity-common | US | $39K | 4K | 0.01 |
| SandRidge Energy Inc | Long | Equity-common | US | $28K | 2K | 0.01 |
| Sandy Spring Bancorp Inc | Long | Equity-common | US | $48K | 2K | 0.02 |
| Sanmina Corp | Long | Equity-common | US | $398K | 6K | 0.13 |
| Sapiens International Corp NV | Long | Equity-common | KY | $85K | 2K | 0.03 |
| Sarepta Therapeutics Inc | Long | Equity-common | US | $419K | 3K | 0.14 |
| ScanSource Inc | Long | Equity-common | US | $124K | 3K | 0.04 |
| Schneider National Inc | Long | Equity-common | US | $36K | 2K | 0.01 |
| Scholastic Corp | Long | Equity-common | US | $125K | 4K | 0.04 |
| Schrodinger Inc/United States | Long | Equity-common | US | $60K | 3K | 0.02 |
| Science Applications International Corp | Long | Equity-common | US | $301K | 3K | 0.10 |
| Scorpio Tankers Inc | Long | Equity-common | MH | $185K | 2K | 0.06 |
| Seaboard Corp | Long | Equity-common | US | $133K | 42 | 0.04 |
| Seacoast Banking Corp of Florida | Long | Equity-common | US | $118K | 5K | 0.04 |
| SEACOR Marine Holdings Inc | Long | Equity-common | US | $44K | 3K | 0.01 |
| Sealed Air Corp | Long | Equity-common | US | $275K | 8K | 0.09 |
| SEI Investments Co | Long | Equity-common | US | $306K | 5K | 0.10 |
| Select Medical Holdings Corp | Long | Equity-common | US | $426K | 12K | 0.14 |
| Select Water Solutions Inc | Long | Equity-common | US | $33K | 3K | 0.01 |
| Selective Insurance Group Inc | Long | Equity-common | US | $574K | 6K | 0.19 |
| Semler Scientific Inc | Long | Equity-common | US | $10K | 300 | 0.00 |
| Semtech Corp | Long | Equity-common | US | $219K | 7K | 0.07 |
| Seneca Foods Corp | Long | Equity-common | US | $46K | 800 | 0.01 |
| Sensata Technologies Holding PLC | Long | Equity-common | GB | $274K | 7K | 0.09 |
| Sensient Technologies Corp | Long | Equity-common | US | $339K | 5K | 0.11 |
| SentinelOne Inc | Long | Equity-common | US | $121K | 6K | 0.04 |
| Service Corp International/US | Long | Equity-common | US | $522K | 7K | 0.17 |
| ServisFirst Bancshares Inc | Long | Equity-common | US | $356K | 6K | 0.12 |
| SFL Corp Ltd | Long | Equity-common | BM | $65K | 5K | 0.02 |
| Shake Shack Inc | Long | Equity-common | US | $204K | 2K | 0.07 |
| Shenandoah Telecommunications Co | Long | Equity-common | US | $105K | 6K | 0.03 |
| Shift4 Payments Inc | Long | Equity-common | US | $187K | 3K | 0.06 |
| Shoe Carnival Inc | Long | Equity-common | US | $113K | 3K | 0.04 |
| Shutterstock Inc | Long | Equity-common | US | $47K | 1K | 0.02 |
| Shyft Group Inc/The | Long | Equity-common | US | $46K | 4K | 0.02 |
| Sierra Bancorp | Long | Equity-common | US | $45K | 2K | 0.01 |
| SIGA Technologies Inc | Long | Equity-common | US | $14K | 2K | 0.00 |
| Signet Jewelers Ltd | Long | Equity-common | BM | $425K | 5K | 0.14 |
| Silgan Holdings Inc | Long | Equity-common | US | $497K | 12K | 0.16 |
| Silicon Laboratories Inc | Long | Equity-common | US | $375K | 3K | 0.12 |
| Silvercrest Asset Management Group Inc | Long | Equity-common | US | $12K | 759 | 0.00 |
| Simmons First National Corp | Long | Equity-common | US | $129K | 7K | 0.04 |
| Simply Good Foods Co/The | Long | Equity-common | US | $156K | 4K | 0.05 |
| Simpson Manufacturing Co Inc | Long | Equity-common | US | $741K | 4K | 0.24 |
| Simulations Plus Inc | Long | Equity-common | US | $81K | 2K | 0.03 |
| Sinclair Inc | Long | Equity-common | US | $28K | 2K | 0.01 |
| SiteOne Landscape Supply Inc | Long | Equity-common | US | $50K | 413 | 0.02 |
| Sitio Royalties Corp | Long | Equity-common | US | $84K | 4K | 0.03 |
| Six Flags Entertainment Corp | Long | Equity-common | US | $115K | 3K | 0.04 |
| SJW Group | Long | Equity-common | US | $162K | 3K | 0.05 |
| Skechers USA Inc | Long | Equity-common | US | $451K | 7K | 0.15 |
| Skyline Champion Corp | Long | Equity-common | US | $174K | 3K | 0.06 |
| SkyWest Inc | Long | Equity-common | US | $298K | 4K | 0.10 |
| Skyworks Solutions Inc | Long | Equity-common | US | $26K | 243 | 0.01 |
| Sleep Number Corp | Long | Equity-common | US | $31K | 3K | 0.01 |
| SLM Corp | Long | Equity-common | US | $297K | 14K | 0.10 |
| SM Energy Co | Long | Equity-common | US | $92K | 2K | 0.03 |
| Smith & Wesson Brands Inc | Long | Equity-common | US | $66K | 5K | 0.02 |
| Snap-on Inc | Long | Equity-common | US | $165K | 631 | 0.05 |
| SoFi Technologies Inc | Long | Equity-common | US | $82K | 12K | 0.03 |
| Solaris Oilfield Infrastructure Inc | Long | Equity-common | US | $9K | 1K | 0.00 |
| SolarWinds Corp | Long | Equity-common | US | $63K | 5K | 0.02 |
| Sonic Automotive Inc | Long | Equity-common | US | $168K | 3K | 0.05 |
| Sonoco Products Co | Long | Equity-common | US | $318K | 6K | 0.10 |
| Sonos Inc | Long | Equity-common | US | $50K | 3K | 0.02 |
| Southern First Bancshares Inc | Long | Equity-common | US | $27K | 923 | 0.01 |
| Southern Missouri Bancorp Inc | Long | Equity-common | US | $31K | 686 | 0.01 |
| Southside Bancshares Inc | Long | Equity-common | US | $93K | 3K | 0.03 |
| SouthState Corp | Long | Equity-common | US | $552K | 7K | 0.18 |
| Southwest Airlines Co | Long | Equity-common | US | $165K | 6K | 0.05 |
| Southwest Gas Holdings Inc | Long | Equity-common | US | $283K | 4K | 0.09 |
| Southwestern Energy Co | Long | Equity-common | US | $422K | 63K | 0.14 |
| SpartanNash Co | Long | Equity-common | US | $69K | 4K | 0.02 |
| Spectrum Brands Holdings Inc | Long | Equity-common | US | $159K | 2K | 0.05 |
| Sphere Entertainment Co | Long | Equity-common | US | $15K | 432 | 0.00 |
| Spire Inc | Long | Equity-common | US | $292K | 5K | 0.09 |
| Spirit Airlines Inc | Long | Equity-common | US | $12K | 3K | 0.00 |
| Spok Holdings Inc | Long | Equity-common | US | $42K | 3K | 0.01 |
| Sportsman's Warehouse Holdings Inc | Long | Equity-common | US | $7K | 3K | 0.00 |
| Sprouts Farmers Market Inc | Long | Equity-common | US | $598K | 7K | 0.19 |
| SPS Commerce Inc | Long | Equity-common | US | $406K | 2K | 0.13 |
| SPX Technologies Inc | Long | Equity-common | US | $704K | 5K | 0.23 |
| SS INST US GOV MM ADMIN SALXX | Long | Short-term investment vehicle | US | $240K | 240K | 0.08 |
| SS&C Technologies Holdings Inc | Long | Equity-common | US | $231K | 4K | 0.07 |
| St Joe Co/The | Long | Equity-common | US | $181K | 3K | 0.06 |
| STAAR Surgical Co | Long | Equity-common | US | $61K | 1K | 0.02 |
| Standard Motor Products Inc | Long | Equity-common | US | $73K | 3K | 0.02 |
| Standex International Corp | Long | Equity-common | US | $178K | 1K | 0.06 |
| Stanley Black & Decker Inc | Long | Equity-common | US | $210K | 3K | 0.07 |
| State Street Navigator Securities Lending Government Money Market Portfolio (State Street Global Advisors) | Long | Short-term investment vehicle | US | $672K | 672K | 0.22 |
| Steelcase Inc | Long | Equity-common | US | $121K | 9K | 0.04 |
| Stellar Bancorp Inc | Long | Equity-common | US | $78K | 3K | 0.03 |
| Stepan Co | Long | Equity-common | US | $203K | 2K | 0.07 |
| StepStone Group Inc | Long | Equity-common | US | $20K | 446 | 0.01 |
| Stericycle Inc | Long | Equity-common | US | $191K | 3K | 0.06 |
| Sterling Infrastructure Inc | Long | Equity-common | US | $315K | 3K | 0.10 |
| Steven Madden Ltd | Long | Equity-common | US | $335K | 8K | 0.11 |
| Stewart Information Services Corp | Long | Equity-common | US | $160K | 3K | 0.05 |
| Stifel Financial Corp | Long | Equity-common | US | $814K | 10K | 0.26 |
| Stock Yards Bancorp Inc | Long | Equity-common | US | $146K | 3K | 0.05 |
| Stoke Therapeutics Inc | Long | Equity-common | US | $40K | 3K | 0.01 |
| Stoneridge Inc | Long | Equity-common | US | $44K | 3K | 0.01 |
| StoneX Group Inc | Long | Equity-common | US | $235K | 3K | 0.08 |
| Stratasys Ltd | Long | Equity-common | IL | $32K | 4K | 0.01 |
| Strategic Education Inc | Long | Equity-common | US | $293K | 3K | 0.10 |
| Strattec Security Corp | Long | Equity-common | US | $24K | 941 | 0.01 |
| Stratus Properties Inc | Long | Equity-common | US | $8K | 313 | 0.00 |
| Stride Inc | Long | Equity-common | US | $295K | 4K | 0.10 |
| Summit Materials Inc | Long | Equity-common | US | $202K | 6K | 0.07 |
| SunCoke Energy Inc | Long | Equity-common | US | $80K | 8K | 0.03 |
| Sunnova Energy International Inc | Long | Equity-common | US | $39K | 7K | 0.01 |
| Sunrun Inc | Long | Equity-common | US | $74K | 6K | 0.02 |
| Superior Group of Cos Inc | Long | Equity-common | US | $42K | 2K | 0.01 |
| Supernus Pharmaceuticals Inc | Long | Equity-common | US | $138K | 5K | 0.04 |
| Surgery Partners Inc | Long | Equity-common | US | $47K | 2K | 0.02 |
| Surmodics Inc | Long | Equity-common | US | $75K | 2K | 0.02 |
| Sutro Biopharma Inc | Long | Equity-common | US | $3K | 908 | 0.00 |
| Sylvamo Corp | Long | Equity-common | US | $170K | 2K | 0.06 |
| Synaptics Inc | Long | Equity-common | US | $367K | 4K | 0.12 |
| Synchrony Financial | Long | Equity-common | US | $346K | 7K | 0.11 |
| Synovus Financial Corp | Long | Equity-common | US | $316K | 8K | 0.10 |
| Tactile Systems Technology Inc | Long | Equity-common | US | $15K | 1K | 0.00 |
| Talos Energy Inc | Long | Equity-common | US | $39K | 3K | 0.01 |
| Tapestry Inc | Long | Equity-common | US | $773K | 18K | 0.25 |
| Taylor Morrison Home Corp | Long | Equity-common | US | $542K | 10K | 0.18 |
| TD SYNNEX Corp | Long | Equity-common | US | $406K | 4K | 0.13 |
| TechnipFMC PLC | Long | Equity-common | GB | $612K | 23K | 0.20 |
| TechTarget Inc | Long | Equity-common | US | $110K | 4K | 0.04 |
| Teekay Corp | Long | Equity-common | MH | $39K | 4K | 0.01 |
| Teekay Tankers Ltd | Long | Equity-common | MH | $129K | 2K | 0.04 |
| Tejon Ranch Co | Long | Equity-common | US | $38K | 2K | 0.01 |
| Teladoc Health Inc | Long | Equity-common | US | $25K | 3K | 0.01 |
| Teleflex Inc | Long | Equity-common | US | $209K | 992 | 0.07 |
| Tempur Sealy International Inc | Long | Equity-common | US | $870K | 18K | 0.28 |
| Tenet Healthcare Corp | Long | Equity-common | US | $1M | 11K | 0.46 |
| Tennant Co | Long | Equity-common | US | $169K | 2K | 0.05 |
| Teradata Corp | Long | Equity-common | US | $146K | 4K | 0.05 |
| Terex Corp | Long | Equity-common | US | $346K | 6K | 0.11 |
| Territorial Bancorp Inc | Long | Equity-common | US | $13K | 2K | 0.00 |
| Tetra Tech Inc | Long | Equity-common | US | $1M | 5K | 0.33 |
| TETRA Technologies Inc | Long | Equity-common | US | $30K | 9K | 0.01 |
| Texas Capital Bancshares Inc | Long | Equity-common | US | $191K | 3K | 0.06 |
| Texas Pacific Land Corp | Long | Equity-common | US | $278K | 378 | 0.09 |
| Texas Roadhouse Inc | Long | Equity-common | US | $1M | 7K | 0.39 |
| Textron Inc | Long | Equity-common | US | $143K | 2K | 0.05 |
| TFS Financial Corp | Long | Equity-common | US | $47K | 4K | 0.02 |
| Thermon Group Holdings Inc | Long | Equity-common | US | $110K | 4K | 0.04 |
| Thor Industries Inc | Long | Equity-common | US | $224K | 2K | 0.07 |
| Thryv Holdings Inc | Long | Equity-common | US | $35K | 2K | 0.01 |
| Tidewater Inc | Long | Equity-common | US | $278K | 3K | 0.09 |
| Tilly's Inc | Long | Equity-common | US | $11K | 2K | 0.00 |
| Timberland Bancorp Inc/WA | Long | Equity-common | US | $25K | 921 | 0.01 |
| Timken Co/The | Long | Equity-common | US | $553K | 7K | 0.18 |
| Titan International Inc | Long | Equity-common | US | $32K | 4K | 0.01 |
| Titan Machinery Inc | Long | Equity-common | US | $40K | 3K | 0.01 |
| TKO Group Holdings Inc | Long | Equity-common | US | $140K | 1K | 0.05 |
| Toast Inc | Long | Equity-common | US | $193K | 7K | 0.06 |
| Toll Brothers Inc | Long | Equity-common | US | $1M | 11K | 0.39 |
| Tompkins Financial Corp | Long | Equity-common | US | $76K | 2K | 0.02 |
| Tootsie Roll Industries Inc | Long | Equity-common | US | $150K | 5K | 0.05 |
| TopBuild Corp | Long | Equity-common | US | $1M | 3K | 0.42 |
| Topgolf Callaway Brands Corp | Long | Equity-common | US | $81K | 5K | 0.03 |
| Toro Co/The | Long | Equity-common | US | $358K | 4K | 0.12 |
| Towne Bank/Portsmouth VA | Long | Equity-common | US | $158K | 6K | 0.05 |
| TransMedics Group Inc | Long | Equity-common | US | $11K | 72 | 0.00 |
| Transocean Ltd | Long | Equity-common | CH | $233K | 44K | 0.08 |
| TransUnion | Long | Equity-common | US | $140K | 2K | 0.05 |
| Travel + Leisure Co | Long | Equity-common | US | $202K | 4K | 0.07 |
| Tredegar Corp | Long | Equity-common | US | $16K | 3K | 0.01 |
| TreeHouse Foods Inc | Long | Equity-common | US | $127K | 3K | 0.04 |
| Trex Co Inc | Long | Equity-common | US | $779K | 11K | 0.25 |
| Tri Pointe Homes Inc | Long | Equity-common | US | $350K | 9K | 0.11 |
| TriCo Bancshares | Long | Equity-common | US | $117K | 3K | 0.04 |
| TriMas Corp | Long | Equity-common | US | $130K | 5K | 0.04 |
| Trimble Inc | Long | Equity-common | US | $425K | 8K | 0.14 |
| TriNet Group Inc | Long | Equity-common | US | $342K | 3K | 0.11 |
| Trinity Industries Inc | Long | Equity-common | US | $147K | 5K | 0.05 |
| TripAdvisor Inc | Long | Equity-common | US | $88K | 5K | 0.03 |
| Triumph Financial Inc | Long | Equity-common | US | $200K | 2K | 0.06 |
| Tronox Holdings PLC | Long | Equity-common | GB | $23K | 1K | 0.01 |
| TruBridge Inc | Long | Equity-common | US | $16K | 2K | 0.01 |
| TrueBlue Inc | Long | Equity-common | US | $35K | 3K | 0.01 |
| Trupanion Inc | Long | Equity-common | US | $10K | 335 | 0.00 |
| TrustCo Bank Corp NY | Long | Equity-common | US | $61K | 2K | 0.02 |
| Trustmark Corp | Long | Equity-common | US | $173K | 6K | 0.06 |
| TTEC Holdings Inc | Long | Equity-common | US | $29K | 5K | 0.01 |
| TTM Technologies Inc | Long | Equity-common | US | $202K | 10K | 0.07 |
| Turning Point Brands Inc | Long | Equity-common | US | $41K | 1K | 0.01 |
| Tutor Perini Corp | Long | Equity-common | US | $69K | 3K | 0.02 |
| Twilio Inc | Long | Equity-common | US | $294K | 5K | 0.10 |
| Twist Bioscience Corp | Long | Equity-common | US | $148K | 3K | 0.05 |
| U-Haul Holding Co | Long | Equity-common | US | $572K | 10K | 0.19 |
| U-Haul Holding Co | Long | Equity-common | US | $65K | 1K | 0.02 |
| UFP Industries Inc | Long | Equity-common | US | $739K | 7K | 0.24 |
| UFP Technologies Inc | Long | Equity-common | US | $241K | 913 | 0.08 |
| UGI Corp | Long | Equity-common | US | $143K | 6K | 0.05 |
| UiPath Inc | Long | Equity-common | US | $130K | 10K | 0.04 |
| Ultra Clean Holdings Inc | Long | Equity-common | US | $211K | 4K | 0.07 |
| UMB Financial Corp | Long | Equity-common | US | $414K | 5K | 0.13 |
| Under Armour Inc | Long | Equity-common | US | $15K | 2K | 0.00 |
| Under Armour Inc | Long | Equity-common | US | $9K | 1K | 0.00 |
| Unico American Corp | Long | Equity-common | US | $85 | 2K | 0.00 |
| Unifi Inc | Long | Equity-common | US | $14K | 2K | 0.00 |
| UniFirst Corp/MA | Long | Equity-common | US | $262K | 2K | 0.09 |
| United Airlines Holdings Inc | Long | Equity-common | US | $128K | 3K | 0.04 |
| United Bankshares Inc/WV | Long | Equity-common | US | $392K | 12K | 0.13 |
| United Community Banks Inc/GA | Long | Equity-common | US | $218K | 9K | 0.07 |
| United Fire Group Inc | Long | Equity-common | US | $41K | 2K | 0.01 |
| United Natural Foods Inc | Long | Equity-common | US | $25K | 2K | 0.01 |
| United Parks & Resorts Inc | Long | Equity-common | US | $260K | 5K | 0.08 |
| United States Cellular Corp | Long | Equity-common | US | $87K | 2K | 0.03 |
| United States Lime & Minerals Inc | Long | Equity-common | US | $260K | 713 | 0.08 |
| United States Steel Corp | Long | Equity-common | US | $266K | 7K | 0.09 |
| United Therapeutics Corp | Long | Equity-common | US | $840K | 3K | 0.27 |
| United-Guardian Inc | Long | Equity-common | US | $5K | 600 | 0.00 |
| Unitil Corp | Long | Equity-common | US | $100K | 2K | 0.03 |
| Unity Software Inc | Long | Equity-common | US | $186K | 11K | 0.06 |
| Universal Corp/VA | Long | Equity-common | US | $126K | 3K | 0.04 |
| Universal Display Corp | Long | Equity-common | US | $639K | 3K | 0.21 |
| Universal Electronics Inc | Long | Equity-common | US | $15K | 1K | 0.00 |
| Universal Health Services Inc | Long | Equity-common | US | $690K | 4K | 0.22 |
| Universal Insurance Holdings Inc | Long | Equity-common | US | $53K | 3K | 0.02 |
| Universal Logistics Holdings Inc | Long | Equity-common | US | $104K | 3K | 0.03 |
| Univest Financial Corp | Long | Equity-common | US | $77K | 3K | 0.02 |
| Unum Group | Long | Equity-common | US | $750K | 15K | 0.24 |
| Upbound Group Inc | Long | Equity-common | US | $193K | 6K | 0.06 |
| Urban Outfitters Inc | Long | Equity-common | US | $86K | 2K | 0.03 |
| US Foods Holding Corp | Long | Equity-common | US | $721K | 14K | 0.23 |
| US Physical Therapy Inc | Long | Equity-common | US | $140K | 2K | 0.05 |
| US Silica Holdings Inc | Long | Equity-common | US | $36K | 2K | 0.01 |
| USANA Health Sciences Inc | Long | Equity-common | US | $100K | 2K | 0.03 |
| Utah Medical Products Inc | Long | Equity-common | US | $42K | 630 | 0.01 |
| Utz Brands Inc | Long | Equity-common | US | $21K | 1K | 0.01 |
| V2X Inc | Long | Equity-common | US | $72K | 1K | 0.02 |
| Vail Resorts Inc | Long | Equity-common | US | $373K | 2K | 0.12 |
| Valaris Ltd | Long | Equity-common | BM | $140K | 2K | 0.05 |
| Valley National Bancorp | Long | Equity-common | US | $193K | 28K | 0.06 |
| Valmont Industries Inc | Long | Equity-common | US | $537K | 2K | 0.17 |
| Valvoline Inc | Long | Equity-common | US | $299K | 7K | 0.10 |
| Varex Imaging Corp | Long | Equity-common | US | $9K | 578 | 0.00 |
| Vector Group Ltd | Long | Equity-common | US | $91K | 9K | 0.03 |
| Veeco Instruments Inc | Long | Equity-common | US | $218K | 5K | 0.07 |
| Veracyte Inc | Long | Equity-common | US | $94K | 4K | 0.03 |
| Verint Systems Inc | Long | Equity-common | US | $220K | 7K | 0.07 |
| Veritex Holdings Inc | Long | Equity-common | US | $75K | 4K | 0.02 |
| Verra Mobility Corp | Long | Equity-common | US | $273K | 10K | 0.09 |
| Vertex Inc | Long | Equity-common | US | $56K | 2K | 0.02 |
| Vestis Corp | Long | Equity-common | US | $96K | 8K | 0.03 |
| VF Corp | Long | Equity-common | US | $23K | 2K | 0.01 |
| Viasat Inc | Long | Equity-common | US | $16K | 1K | 0.01 |
| Viatris Inc | Long | Equity-common | US | $196K | 18K | 0.06 |
| Viavi Solutions Inc | Long | Equity-common | US | $149K | 22K | 0.05 |
| Vicor Corp | Long | Equity-common | US | $114K | 3K | 0.04 |
| Victoria's Secret & Co | Long | Equity-common | US | $41K | 2K | 0.01 |
| Victory Capital Holdings Inc | Long | Equity-common | US | $47K | 982 | 0.02 |
| Village Super Market Inc | Long | Equity-common | US | $38K | 1K | 0.01 |
| Virco Mfg. Corp | Long | Equity-common | US | $35K | 2K | 0.01 |
| Virtu Financial Inc | Long | Equity-common | US | $72K | 3K | 0.02 |
| Virtus Investment Partners Inc | Long | Equity-common | US | $153K | 676 | 0.05 |
| Vishay Intertechnology Inc | Long | Equity-common | US | $264K | 12K | 0.09 |
| Vishay Precision Group Inc | Long | Equity-common | US | $52K | 2K | 0.02 |
| Visteon Corp | Long | Equity-common | US | $288K | 3K | 0.09 |
| Vistra Corp | Long | Equity-common | US | $2M | 19K | 0.54 |
| Vital Farms Inc | Long | Equity-common | US | $130K | 3K | 0.04 |
| Vitesse Energy Inc | Long | Equity-common | US | $60K | 3K | 0.02 |
| Vontier Corp | Long | Equity-common | US | $319K | 8K | 0.10 |
| VOXX International Corp | Long | Equity-common | US | $10K | 3K | 0.00 |
| Voya Financial Inc | Long | Equity-common | US | $686K | 10K | 0.22 |
| VSE Corp | Long | Equity-common | US | $125K | 1K | 0.04 |
| W&T Offshore Inc | Long | Equity-common | US | $20K | 9K | 0.01 |
| Wabash National Corp | Long | Equity-common | US | $96K | 4K | 0.03 |
| WaFd Inc | Long | Equity-common | US | $182K | 6K | 0.06 |
| Walker & Dunlop Inc | Long | Equity-common | US | $306K | 3K | 0.10 |
| Warrior Met Coal Inc | Long | Equity-common | US | $46K | 738 | 0.02 |
| Washington Trust Bancorp Inc | Long | Equity-common | US | $55K | 2K | 0.02 |
| Waterstone Financial Inc | Long | Equity-common | US | $38K | 3K | 0.01 |
| Watts Water Technologies Inc | Long | Equity-common | US | $529K | 3K | 0.17 |
| WD-40 Co | Long | Equity-common | US | $327K | 1K | 0.11 |
| Weatherford International PLC | Long | Equity-common | IE | $536K | 4K | 0.17 |
| Webster Financial Corp | Long | Equity-common | US | $462K | 11K | 0.15 |
| Weis Markets Inc | Long | Equity-common | US | $185K | 3K | 0.06 |
| Wendy's Co/The | Long | Equity-common | US | $375K | 22K | 0.12 |
| Werner Enterprises Inc | Long | Equity-common | US | $219K | 6K | 0.07 |
| WesBanco Inc | Long | Equity-common | US | $143K | 5K | 0.05 |
| WESCO International Inc | Long | Equity-common | US | $724K | 5K | 0.23 |
| West BanCorp Inc | Long | Equity-common | US | $32K | 2K | 0.01 |
| Westamerica BanCorp | Long | Equity-common | US | $129K | 3K | 0.04 |
| Western Alliance Bancorp | Long | Equity-common | US | $342K | 5K | 0.11 |
| Western New England Bancorp Inc | Long | Equity-common | US | $22K | 3K | 0.01 |
| Western Union Co/The | Long | Equity-common | US | $127K | 10K | 0.04 |
| Westrock Co | Long | Equity-common | US | $428K | 9K | 0.14 |
| Westwood Holdings Group Inc | Long | Equity-common | US | $14K | 1K | 0.00 |
| WEX Inc | Long | Equity-common | US | $435K | 2K | 0.14 |
| Weyco Group Inc | Long | Equity-common | US | $32K | 1K | 0.01 |
| Whirlpool Corp | Long | Equity-common | US | $22K | 218 | 0.01 |
| White Mountains Insurance Group Ltd | Long | Equity-common | BM | $309K | 170 | 0.10 |
| WideOpenWest Inc | Long | Equity-common | US | $24K | 4K | 0.01 |
| Williams-Sonoma Inc | Long | Equity-common | US | $968K | 3K | 0.31 |
| Willis Lease Finance Corp | Long | Equity-common | US | $62K | 900 | 0.02 |
| WillScot Mobile Mini Holdings Corp | Long | Equity-common | US | $689K | 18K | 0.22 |
| Wingstop Inc | Long | Equity-common | US | $704K | 2K | 0.23 |
| Winmark Corp | Long | Equity-common | US | $160K | 455 | 0.05 |
| Winnebago Industries Inc | Long | Equity-common | US | $173K | 3K | 0.06 |
| Wintrust Financial Corp | Long | Equity-common | US | $486K | 5K | 0.16 |
| WisdomTree Inc | Long | Equity-common | US | $42K | 4K | 0.01 |
| Wolfspeed Inc | Long | Equity-common | US | $207K | 9K | 0.07 |
| Woodward Inc | Long | Equity-common | US | $754K | 4K | 0.24 |
| World Acceptance Corp | Long | Equity-common | US | $83K | 673 | 0.03 |
| World Kinect Corp | Long | Equity-common | US | $72K | 3K | 0.02 |
| Worthington Enterprises Inc | Long | Equity-common | US | $211K | 4K | 0.07 |
| Worthington Steel Inc | Long | Equity-common | US | $149K | 4K | 0.05 |
| WSFS Financial Corp | Long | Equity-common | US | $303K | 6K | 0.10 |
| Wyndham Hotels & Resorts Inc | Long | Equity-common | US | $406K | 5K | 0.13 |
| Wynn Resorts Ltd | Long | Equity-common | US | $451K | 5K | 0.15 |
| Xencor Inc | Long | Equity-common | US | $53K | 3K | 0.02 |
| Xenon Pharmaceuticals Inc | Long | Equity-common | CA | $13K | 338 | 0.00 |
| Xerox Holdings Corp | Long | Equity-common | US | $58K | 5K | 0.02 |
| XPEL Inc | Long | Equity-common | US | $11K | 305 | 0.00 |
| Xperi Inc | Long | Equity-common | US | $25K | 3K | 0.01 |
| XPO Inc | Long | Equity-common | US | $215K | 2K | 0.07 |
| Yelp Inc | Long | Equity-common | US | $175K | 5K | 0.06 |
| Yext Inc | Long | Equity-common | US | $24K | 4K | 0.01 |
| York Water Co/The | Long | Equity-common | US | $67K | 2K | 0.02 |
| Zebra Technologies Corp | Long | Equity-common | US | $323K | 1K | 0.10 |
| Ziff Davis Inc | Long | Equity-common | US | $165K | 3K | 0.05 |
| Zillow Group Inc | Long | Equity-common | US | $304K | 7K | 0.10 |
| Zillow Group Inc | Long | Equity-common | US | $127K | 3K | 0.04 |
| Zions Bancorp NA | Long | Equity-common | US | $440K | 10K | 0.14 |
| ZoomInfo Technologies Inc | Long | Equity-common | US | $70K | 5K | 0.02 |
| Zumiez Inc | Long | Equity-common | US | $47K | 2K | 0.02 |
| Zurn Elkay Water Solutions Corp | Long | Equity-common | US | $416K | 14K | 0.13 |
Address
SA FUNDS INVESTMENT TRUST
8182 Maryland Ave., Suite 500
Saint Louis
Missouri
63105
United States of America
Websites
Directors
Harold M. Shefrin
Charles M. Roame
Bryan W. Brown
Jonathan Scheid
Transfer Agents
SS&C GIDS, Inc.
Pricing Services
Thomson Reuters Corporation
Intercontinental Exchange, Inc.
Custodians
State Street Bank and Trust Company
Shareholder Servicing Agents
Buckingham Strategic Partners, LLC
Admins
Buckingham Strategic Partners, LLC
State Street Bank and Trust Company
Brokers
Jefferies LLC
JonesTrading Institutional Services LLC
Nomura Securities International, Inc.
BofA Securities, Inc.
Citigroup Global Markets Inc.
BNY Capital Markets, LLC
Goldman Sachs & Co. LLC