SEI Funds > SEI INSTITUTIONAL INVESTMENTS TRUST
SIIT SMALL CAP II FUND
$263.98M
Avg Monthly Net Assets
$261.69M
Total Assets
$110K
Total Liabilities
$261.58M
Net Assets
SIIT SMALL CAP II FUND is a Mutual Fund in SEI INSTITUTIONAL INVESTMENTS TRUST
from SEI Funds,
based in Pennsylvania,
United States of America.
The fund has one share class
and monthly net assets of $263.98M.
On July 30th, 2024 it reported 602 holdings, the largest
being (2.3%), OLD NATIONAL BANCORP (1.0%) and JACKSON FINANCIAL INC. (1.0%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Ticker | Monthly Returns (2 years) |
|---|---|---|---|
| Class A | C000111997 | SECAX |
Holdings
From latest NPORT-P, filed July 30th, 2024 for period ending May 31st, 2024.
Historic holdings data available from Fincoded.
| Name | Profile | Category | Country | Value $USD | # Shares | % of Fund |
|---|---|---|---|---|---|---|
| 2U INC COMMON STOCK (2U, INC.) | Long | Equity-common | US | $61K | 221K | 0.02 |
| 8X8 INC COMMON STOCK (8X8, INC.) | Long | Equity-common | US | $386K | 141K | 0.15 |
| AARON'S CO INC/THE COMMON STOCK (Aaron's Company Inc) | Long | Equity-common | US | $333K | 39K | 0.13 |
| ABM INDUSTRIES INC COMMON STOCK (ABM INDUSTRIES INCORPORATED) | Long | Equity-common | US | $1M | 25K | 0.45 |
| ACACIA RESEARCH CORP COMMON STOCK (ACACIA RESEARCH CORPORATION) | Long | Equity-common | US | $20K | 4K | 0.01 |
| ACCEL ENTERTAINMENT INC COMMON STOCK (ACCEL ENTERTAINMENT, INC.) | Long | Equity-common | US | $84K | 8K | 0.03 |
| ACCO BRANDS CORP COMMON STOCK (ACCO BRANDS CORPORATION) | Long | Equity-common | US | $511K | 100K | 0.20 |
| ACCOLADE INC COMMON STOCK | Long | Equity-common | US | $70K | 10K | 0.03 |
| ACELYRIN INC COMMON STOCK | Long | Equity-common | US | $149K | 36K | 0.06 |
| ADICET BIO INC COMMON STOCK | Long | Equity-common | US | $61K | 42K | 0.02 |
| ADMA BIOLOGICS INC COMMON STOCK (ADMA BIOLOGICS, INC.) | Long | Equity-common | US | $273K | 29K | 0.10 |
| ADVANCE AUTO PARTS INC COMMON STOCK (ADVANCE AUTO PARTS, INC.) | Long | Equity-common | US | $914K | 13K | 0.35 |
| AEROVIRONMENT INC COMMON STOCK (AEROVIRONMENT, INC.) | Long | Equity-common | US | $428K | 2K | 0.16 |
| AERSALE CORP COMMON STOCK | Long | Equity-common | US | $149K | 20K | 0.06 |
| AFC GAMMA INC REIT (AFC GAMMA, INC.) | Long | Equity-common | US | $243K | 21K | 0.09 |
| AGILYSYS INC COMMON STOCK (AGILYSYS, INC.) | Long | Equity-common | US | $301K | 3K | 0.12 |
| AGREE REALTY CORP REIT (AGREE REALTY CORPORATION) | Long | Equity-common | US | $828K | 14K | 0.32 |
| AIR LEASE CORP COMMON STOCK (AIR LEASE CORPORATION) | Long | Equity-common | US | $676K | 14K | 0.26 |
| ALDEYRA THERAPEUTICS INC COMMON STOCK | Long | Equity-common | US | $328K | 85K | 0.13 |
| ALECTOR INC COMMON STOCK | Long | Equity-common | US | $69K | 14K | 0.03 |
| ALERUS FINANCIAL CORP COMMON STOCK (ALERUS FINANCIAL CORPORATION) | Long | Equity-common | US | $344K | 18K | 0.13 |
| ALEXANDER'S INC REIT (ALEXANDER'S, INC.) | Long | Equity-common | US | $514K | 2K | 0.20 |
| ALKAMI TECHNOLOGY INC COMMON STOCK (ALKAMI TECHNOLOGY, INC.) | Long | Equity-common | US | $200K | 7K | 0.08 |
| ALLISON TRANSMISSION HOLDING COMMON STOCK (ALLISON TRANSMISSION HOLDINGS, INC.) | Long | Equity-common | US | $406K | 5K | 0.16 |
| ALLOGENE THERAPEUTICS INC COMMON STOCK | Long | Equity-common | US | $83K | 33K | 0.03 |
| ALPINE INCOME PROPERTY TRUST REIT (Alpine Income Property Trust Inc) | Long | Equity-common | US | $91K | 6K | 0.03 |
| ALTIMMUNE INC COMMON STOCK (ALTIMMUNE, INC.) | Long | Equity-common | US | $118K | 16K | 0.04 |
| AMALGAMATED FINANCIAL CORP COMMON STOCK (AMALGAMATED BANK) | Long | Equity-common | US | $518K | 21K | 0.20 |
| AMBAC FINANCIAL GROUP INC COMMON STOCK (AMBAC FINANCIAL GROUP, INC.) | Long | Equity-common | US | $299K | 17K | 0.11 |
| AMEDISYS INC COMMON STOCK (AMEDISYS, INC.) | Long | Equity-common | US | $405K | 4K | 0.15 |
| AMERICAN EAGLE OUTFITTERS COMMON STOCK (AMERICAN EAGLE OUTFITTERS, INC.) | Long | Equity-common | US | $315K | 14K | 0.12 |
| AMERICAN VANGUARD CORP COMMON STOCK (AMERICAN VANGUARD CORPORATION) | Long | Equity-common | US | $308K | 35K | 0.12 |
| AMPLITUDE INC-CLASS A COMMON STOCK | Long | Equity-common | US | $78K | 9K | 0.03 |
| AMYLYX PHARMACEUTICALS INC COMMON STOCK | Long | Equity-common | US | $64K | 37K | 0.02 |
| ANI PHARMACEUTICALS INC COMMON STOCK (ANI PHARMACEUTICALS, INC.) | Long | Equity-common | US | $272K | 4K | 0.10 |
| ANIKA THERAPEUTICS INC COMMON STOCK (ANIKA THERAPEUTICS, INC.) | Long | Equity-common | US | $84K | 3K | 0.03 |
| ANTERIX INC COMMON STOCK | Long | Equity-common | US | $69K | 2K | 0.03 |
| ANTERO RESOURCES CORP COMMON STOCK (ANTERO RESOURCES CORPORATION) | Long | Equity-common | US | $291K | 8K | 0.11 |
| APOGEE THERAPEUTICS INC COMMON STOCK | Long | Equity-common | US | $192K | 4K | 0.07 |
| APPFOLIO INC - A COMMON STOCK (APPFOLIO, INC.) | Long | Equity-common | US | $228K | 999 | 0.09 |
| APPLIED INDUSTRIAL TECH INC COMMON STOCK (APPLIED INDUSTRIAL TECHNOLOGIES, INC.) | Long | Equity-common | US | $206K | 1K | 0.08 |
| ARCADIUM LITHIUM PLC COMMON STOCK | Long | Equity-common | US | $387K | 87K | 0.15 |
| ARCHROCK INC COMMON STOCK (ARCHROCK INC.) | Long | Equity-common | US | $312K | 15K | 0.12 |
| ARCUTIS BIOTHERAPEUTICS INC COMMON STOCK | Long | Equity-common | US | $230K | 27K | 0.09 |
| ARGAN INC COMMON STOCK (ARGAN, INC.) | Long | Equity-common | US | $346K | 5K | 0.13 |
| ARHAUS INC COMMON STOCK (ARHAUS, INC) | Long | Equity-common | US | $271K | 14K | 0.10 |
| ARIS WATER SOLUTIONS INC-A COMMON STOCK | Long | Equity-common | US | $407K | 26K | 0.16 |
| ARLO TECHNOLOGIES INC COMMON STOCK | Long | Equity-common | US | $207K | 15K | 0.08 |
| ARS PHARMACEUTICALS INC COMMON STOCK | Long | Equity-common | US | $60K | 7K | 0.02 |
| ASPEN AEROGELS INC COMMON STOCK (ASPEN AEROGELS, INC.) | Long | Equity-common | US | $240K | 8K | 0.09 |
| ASSERTIO HOLDINGS INC COMMON STOCK (ASSERTIO HOLDINGS, INC.) | Long | Equity-common | US | $60K | 61K | 0.02 |
| ASSETMARK FINANCIAL HOLDINGS COMMON STOCK (ASSETMARK FINANCIAL HOLDINGS, INC.) | Long | Equity-common | US | $302K | 9K | 0.12 |
| AST SPACEMOBILE INC COMMON STOCK | Long | Equity-common | US | $230K | 28K | 0.09 |
| ASTEC INDUSTRIES INC COMMON STOCK (ASTEC INDUSTRIES, INC.) | Long | Equity-common | US | $563K | 17K | 0.22 |
| ASTRONICS CORP COMMON STOCK (ASTRONICS CORPORATION) | Long | Equity-common | US | $257K | 12K | 0.10 |
| ATI Inc COMMON STOCK | Long | Equity-common | US | $410K | 7K | 0.16 |
| ATLANTICUS HOLDINGS CORP COMMON STOCK (ATLANTICUS HOLDINGS CORPORATION) | Long | Equity-common | US | $169K | 7K | 0.06 |
| ATRION CORPORATION COMMON STOCK | Long | Equity-common | US | $87K | 190 | 0.03 |
| AVEPOINT INC COMMON STOCK | Long | Equity-common | US | $281K | 31K | 0.11 |
| AVIAT NETWORKS INC COMMON STOCK (AVIAT NETWORKS, INC.) | Long | Equity-common | US | $176K | 6K | 0.07 |
| AVIDITY BIOSCIENCES INC COMMON STOCK | Long | Equity-common | US | $201K | 7K | 0.08 |
| AVIDXCHANGE HOLDINGS INC COMMON STOCK | Long | Equity-common | US | $91K | 9K | 0.03 |
| AXALTA COATING SYSTEMS LTD COMMON STOCK (AXALTA COATING SYSTEMS LTD.) | Long | Equity-common | US | $707K | 20K | 0.27 |
| AZEK CO INC/THE COMMON STOCK (THE AZEK COMPANY INC.) | Long | Equity-common | US | $535K | 11K | 0.20 |
| AZZ INC COMMON STOCK (AZZ INC.) | Long | Equity-common | US | $309K | 4K | 0.12 |
| BABCOCK & WILCOX ENTERPR COMMON STOCK (BABCOCK & WILCOX ENTERPRISES, INC.) | Long | Equity-common | US | $197K | 169K | 0.08 |
| BADGER METER INC COMMON STOCK (BADGER METER, INC.) | Long | Equity-common | US | $354K | 2K | 0.14 |
| BANCO LATINOAMERICANO COME-E COMMON STOCK (Banco Latinoamericano de Comercio Exterior, S.A.) | Long | Equity-common | US | $314K | 10K | 0.12 |
| BANDWIDTH INC-CLASS A COMMON STOCK (BANDWIDTH INC.) | Long | Equity-common | US | $82K | 4K | 0.03 |
| BANK OZK COMMON STOCK | Long | Equity-common | US | $180K | 4K | 0.07 |
| BARNES GROUP INC COMMON STOCK (BARNES GROUP INC.) | Long | Equity-common | US | $901K | 23K | 0.34 |
| BARRETT BUSINESS SVCS INC COMMON STOCK (BARRETT BUSINESS SERVICES, INC.) | Long | Equity-common | US | $318K | 2K | 0.12 |
| BAYCOM CORP COMMON STOCK | Long | Equity-common | US | $122K | 6K | 0.05 |
| BEAZER HOMES USA INC COMMON STOCK (BEAZER HOMES USA, INC.) | Long | Equity-common | US | $98K | 3K | 0.04 |
| BELDEN INC COMMON STOCK (BELDEN INC.) | Long | Equity-common | US | $286K | 3K | 0.11 |
| BELLRING BRANDS INC COMMON STOCK (BELLRING BRANDS, INC.) | Long | Equity-common | US | $183K | 3K | 0.07 |
| BENTLEY SYSTEMS INC-CLASS B COMMON STOCK (BENTLEY SYSTEMS, INCORPORATED) | Long | Equity-common | US | $97K | 2K | 0.04 |
| BERRY CORP COMMON STOCK (BERRY CORPORATION (BRY)) | Long | Equity-common | US | $485K | 70K | 0.19 |
| BIGCOMMERCE HOLDINGS-SER 1 COMMON STOCK (BIGCOMMERCE HOLDINGS, INC.) | Long | Equity-common | US | $161K | 20K | 0.06 |
| BIGLARI HOLDINGS INC-B COMMON STOCK (BIGLARI HOLDINGS INC.) | Long | Equity-common | US | $207K | 1K | 0.08 |
| BIOATLA INC COMMON STOCK | Long | Equity-common | US | $35K | 23K | 0.01 |
| BJ'S RESTAURANTS INC COMMON STOCK (BJ'S RESTAURANTS, INC.) | Long | Equity-common | US | $220K | 6K | 0.08 |
| BLACK HILLS CORP COMMON STOCK (BLACK HILLS CORPORATION) | Long | Equity-common | US | $390K | 7K | 0.15 |
| BLOOMIN' BRANDS INC COMMON STOCK (BLOOMIN' BRANDS, INC.) | Long | Equity-common | US | $2M | 78K | 0.65 |
| BLUE BIRD CORP COMMON STOCK (BLUE BIRD CORPORATION) | Long | Equity-common | US | $328K | 6K | 0.13 |
| BOOZ ALLEN HAMILTON HOLDINGS COMMON STOCK (BOOZ ALLEN HAMILTON HOLDING CORPORATION) | Long | Equity-common | US | $745K | 5K | 0.28 |
| BRADY CORPORATION - CL A COMMON STOCK | Long | Equity-common | US | $291K | 4K | 0.11 |
| BRAEMAR HOTELS & RESORTS INC REIT (BRAEMAR HOTELS & RESORTS INC.) | Long | Equity-common | US | $100K | 36K | 0.04 |
| BRIGHTVIEW HOLDINGS INC COMMON STOCK (BRIGHTVIEW HOLDINGS, INC.) | Long | Equity-common | US | $263K | 19K | 0.10 |
| BRINK'S CO/THE COMMON STOCK (THE BRINK'S COMPANY) | Long | Equity-common | US | $371K | 4K | 0.14 |
| BRINKER INTERNATIONAL INC COMMON STOCK (BRINKER INTERNATIONAL, INC.) | Long | Equity-common | US | $2M | 35K | 0.95 |
| BROADRIDGE FINANCIAL SOLUTIO COMMON STOCK (BROADRIDGE FINANCIAL SOLUTIONS, INC.) | Long | Equity-common | US | $700K | 3K | 0.27 |
| BROOKDALE SENIOR LIVING INC COMMON STOCK (BROOKDALE SENIOR LIVING INC.) | Long | Equity-common | US | $311K | 46K | 0.12 |
| BROOKFIELD BUSINESS-CL A COMMON STOCK (Brookfield Business Corp) | Long | Equity-common | US | $118K | 6K | 0.05 |
| BROOKFIELD INFRASTRUCTURE-A COMMON STOCK (BROOKFIELD INFRASTRUCTURE CORPORATION) | Long | Equity-common | US | $567K | 16K | 0.22 |
| BRUNSWICK CORP COMMON STOCK (BRUNSWICK CORPORATION) | Long | Equity-common | US | $587K | 7K | 0.22 |
| BUILD-A-BEAR WORKSHOP INC COMMON STOCK (BUILD-A-BEAR WORKSHOP, INC.) | Long | Equity-common | US | $441K | 16K | 0.17 |
| BWX TECHNOLOGIES INC COMMON STOCK (BWX TECHNOLOGIES, INC.) | Long | Equity-common | US | $920K | 10K | 0.35 |
| CABOT CORP COMMON STOCK (CABOT CORPORATION) | Long | Equity-common | US | $1M | 11K | 0.42 |
| CACI INTERNATIONAL INC -CL A COMMON STOCK (CACI INTERNATIONAL INC.) | Long | Equity-common | US | $1M | 3K | 0.46 |
| CACTUS INC - A COMMON STOCK (CACTUS, INC.) | Long | Equity-common | US | $596K | 12K | 0.23 |
| CALERES INC COMMON STOCK (Caleres Inc.) | Long | Equity-common | US | $205K | 6K | 0.08 |
| CAPITAL BANCORP INC/MD COMMON STOCK (CAPITAL BANCORP, INC.) | Long | Equity-common | US | $97K | 5K | 0.04 |
| CAPITAL CITY BANK GROUP INC COMMON STOCK (CAPITAL CITY BANK GROUP, INC.) | Long | Equity-common | US | $65K | 2K | 0.03 |
| CARDLYTICS INC COMMON STOCK (CARDLYTICS, INC.) | Long | Equity-common | US | $87K | 10K | 0.03 |
| CAREDX INC COMMON STOCK (CAREDX, INC.) | Long | Equity-common | US | $270K | 21K | 0.10 |
| CARLISLE COS INC COMMON STOCK (CARLISLE COMPANIES INCORPORATED) | Long | Equity-common | US | $831K | 2K | 0.32 |
| CARTER BANKSHARES INC COMMON STOCK (Carter Bankshares, Inc.) | Long | Equity-common | US | $118K | 9K | 0.05 |
| CARTER'S INC COMMON STOCK (CARTER'S, INC.) | Long | Equity-common | US | $684K | 10K | 0.26 |
| CASEY'S GENERAL STORES INC COMMON STOCK (CASEY'S GENERAL STORES, INC.) | Long | Equity-common | US | $820K | 2K | 0.31 |
| CASS INFORMATION SYSTEMS INC COMMON STOCK (CASS INFORMATION SYSTEMS, INC.) | Long | Equity-common | US | $549K | 13K | 0.21 |
| CASTLE BIOSCIENCES INC COMMON STOCK | Long | Equity-common | US | $100K | 4K | 0.04 |
| CAVA GROUP INC COMMON STOCK (CAVA GROUP, INC.) | Long | Equity-common | US | $434K | 5K | 0.17 |
| CECO ENVIRONMENTAL CORP COMMON STOCK (CECO ENVIRONMENTAL CORP.) | Long | Equity-common | US | $232K | 9K | 0.09 |
| CENTRAL GARDEN & PET CO COMMON STOCK (CENTRAL GARDEN & PET COMPANY) | Long | Equity-common | US | $87K | 2K | 0.03 |
| CENTRUS ENERGY CORP-CLASS A COMMON STOCK (CENTRUS ENERGY CORP.) | Long | Equity-common | US | $174K | 4K | 0.07 |
| CENTURY ALUMINUM COMPANY COMMON STOCK | Long | Equity-common | US | $269K | 15K | 0.10 |
| CENTURY CASINOS INC COMMON STOCK (CENTURY CASINOS, INC.) | Long | Equity-common | US | $64K | 24K | 0.02 |
| CHAMPIONX CORP COMMON STOCK (CHAMPIONX CORPORATION) | Long | Equity-common | US | $1M | 38K | 0.47 |
| CHEESECAKE FACTORY INC/THE COMMON STOCK (THE CHEESECAKE FACTORY INCORPORATED) | Long | Equity-common | US | $360K | 9K | 0.14 |
| CHEMED CORP COMMON STOCK (CHEMED CORPORATION) | Long | Equity-common | US | $525K | 947 | 0.20 |
| CHEMOURS CO/THE COMMON STOCK (THE CHEMOURS COMPANY) | Long | Equity-common | US | $742K | 30K | 0.28 |
| CHESAPEAKE UTILITIES CORP COMMON STOCK (CHESAPEAKE UTILITIES CORPORATION) | Long | Equity-common | US | $473K | 4K | 0.18 |
| CHIMERA INVESTMENT CORP REIT (CHIMERA INVESTMENT CORPORATION) | Long | Equity-common | US | $284K | 24K | 0.11 |
| CHORD ENERGY CORP COMMON STOCK (CHORD ENERGY CORPORATION) | Long | Equity-common | US | $743K | 4K | 0.28 |
| CHURCHILL DOWNS INC COMMON STOCK (CHURCHILL DOWNS INCORPORATED) | Long | Equity-common | US | $628K | 5K | 0.24 |
| CHUY'S HOLDINGS INC COMMON STOCK (CHUY'S HOLDINGS, INC.) | Long | Equity-common | US | $147K | 6K | 0.06 |
| CINEMARK HOLDINGS INC COMMON STOCK (CINEMARK HOLDINGS, INC.) | Long | Equity-common | US | $2M | 106K | 0.70 |
| CIRRUS LOGIC INC COMMON STOCK (CIRRUS LOGIC, INC.) | Long | Equity-common | US | $297K | 3K | 0.11 |
| CITY HOLDING CO COMMON STOCK (CITY HOLDING COMPANY) | Long | Equity-common | US | $369K | 4K | 0.14 |
| CIVISTA BANCSHARES INC COMMON STOCK (CIVISTA BANCSHARES, INC.) | Long | Equity-common | US | $55K | 4K | 0.02 |
| CIVITAS RESOURCES INC COMMON STOCK (CIVITAS RESOURCES, INC.) | Long | Equity-common | US | $1M | 19K | 0.54 |
| CLEAN ENERGY FUELS CORP COMMON STOCK (CLEAN ENERGY FUELS CORP.) | Long | Equity-common | US | $94K | 30K | 0.04 |
| CLEAN HARBORS INC COMMON STOCK (CLEAN HARBORS, INC.) | Long | Equity-common | US | $1M | 5K | 0.39 |
| CLEANSPARK INC COMMON STOCK (CLEANSPARK, INC.) | Long | Equity-common | US | $171K | 11K | 0.07 |
| CLEARFIELD INC COMMON STOCK (Clearfield, Inc.) | Long | Equity-common | US | $220K | 6K | 0.08 |
| CLEARWATER PAPER CORP COMMON STOCK (CLEARWATER PAPER CORPORATION) | Long | Equity-common | US | $333K | 6K | 0.13 |
| CNO FINANCIAL GROUP INC COMMON STOCK (CNO FINANCIAL GROUP, INC.) | Long | Equity-common | US | $2M | 80K | 0.88 |
| CNX RESOURCES CORP COMMON STOCK (CNX RESOURCES CORPORATION) | Long | Equity-common | US | $1M | 46K | 0.47 |
| COASTAL FINANCIAL CORP/WA COMMON STOCK (COASTAL FINANCIAL CORPORATION) | Long | Equity-common | US | $360K | 8K | 0.14 |
| COGENT COMMUNICATIONS HOLDIN COMMON STOCK (COGENT COMMUNICATIONS HOLDINGS, INC.) | Long | Equity-common | US | $458K | 8K | 0.18 |
| COGNEX CORP COMMON STOCK (COGNEX CORPORATION) | Long | Equity-common | US | $654K | 14K | 0.25 |
| COHEN & STEERS INC COMMON STOCK (COHEN & STEERS, INC.) | Long | Equity-common | US | $654K | 9K | 0.25 |
| COHERUS BIOSCIENCES INC COMMON STOCK (COHERUS BIOSCIENCES, INC.) | Long | Equity-common | US | $60K | 33K | 0.02 |
| COLLEGIUM PHARMACEUTICAL INC COMMON STOCK (Collegium Pharmaceutical, Inc.) | Long | Equity-common | US | $1M | 41K | 0.52 |
| COLUMBIA BANKING SYSTEM INC COMMON STOCK (COLUMBIA BANKING SYSTEM, INC.) | Long | Equity-common | US | $2M | 125K | 0.92 |
| COMERICA INC COMMON STOCK (COMERICA INCORPORATED) | Long | Equity-common | US | $620K | 12K | 0.24 |
| COMFORT SYSTEMS USA INC COMMON STOCK (COMFORT SYSTEMS USA, INC.) | Long | Equity-common | US | $453K | 1K | 0.17 |
| COMMERCIAL METALS CO COMMON STOCK (COMMERCIAL METALS COMPANY) | Long | Equity-common | US | $2M | 32K | 0.68 |
| COMMERCIAL VEHICLE GROUP INC COMMON STOCK (COMMERCIAL VEHICLE GROUP, INC.) | Long | Equity-common | US | $248K | 46K | 0.09 |
| COMMUNITY HEALTH SYSTEMS INC COMMON STOCK (COMMUNITY HEALTH SYSTEMS, INC.) | Long | Equity-common | US | $82K | 21K | 0.03 |
| COMMUNITY TRUST BANCORP INC COMMON STOCK (COMMUNITY TRUST BANCORP, INC.) | Long | Equity-common | US | $87K | 2K | 0.03 |
| COMMVAULT SYSTEMS INC COMMON STOCK (COMMVAULT SYSTEMS, INC.) | Long | Equity-common | US | $392K | 4K | 0.15 |
| COMPASS MINERALS INTERNATION COMMON STOCK (COMPASS MINERALS INTERNATIONAL, INC.) | Long | Equity-common | US | $63K | 5K | 0.02 |
| CONCENTRIX CORP COMMON STOCK (CONCENTRIX CORPORATION) | Long | Equity-common | US | $486K | 8K | 0.19 |
| CONSENSUS CLOUD SOLUTION COMMON STOCK (CONSENSUS CLOUD SOLUTIONS, INC.) | Long | Equity-common | US | $61K | 3K | 0.02 |
| CONSTRUCTION PARTNERS INC-A COMMON STOCK (CONSTRUCTION PARTNERS, INC.) | Long | Equity-common | US | $290K | 5K | 0.11 |
| COOPER-STANDARD HOLDING COMMON STOCK (COOPER-STANDARD HOLDINGS INC.) | Long | Equity-common | US | $91K | 7K | 0.03 |
| COPT DEFENSE PROPERTIES REIT | Long | Equity-common | US | $587K | 24K | 0.22 |
| CORE & MAIN INC-CLASS A COMMON STOCK (CORE & MAIN, INC.) | Long | Equity-common | US | $243K | 4K | 0.09 |
| COSTAMARE INC COMMON STOCK (COSTAMARE INC.) | Long | Equity-common | US | $704K | 44K | 0.27 |
| CRANE CO COMMON STOCK | Long | Equity-common | US | $247K | 2K | 0.09 |
| CRAWFORD & COMPANY -CL A COMMON STOCK | Long | Equity-common | US | $175K | 19K | 0.07 |
| CRINETICS PHARMACEUTICALS IN COMMON STOCK (Crinetics Pharmaceuticals Inc) | Long | Equity-common | US | $360K | 8K | 0.14 |
| CROSSFIRST BANKSHARES INC COMMON STOCK (CROSSFIRST BANKSHARES, INC.) | Long | Equity-common | US | $170K | 13K | 0.06 |
| CUBESMART REIT | Long | Equity-common | US | $467K | 11K | 0.18 |
| CURTISS-WRIGHT CORP COMMON STOCK (CURTISS-WRIGHT CORPORATION) | Long | Equity-common | US | $328K | 1K | 0.13 |
| DAKTRONICS INC COMMON STOCK (DAKTRONICS, INC.) | Long | Equity-common | US | $80K | 7K | 0.03 |
| DELEK US HOLDINGS INC COMMON STOCK (DELEK US HOLDINGS, INC.) | Long | Equity-common | US | $2M | 78K | 0.76 |
| DENNY'S CORP COMMON STOCK (DENNY'S CORPORATION) | Long | Equity-common | US | $91K | 12K | 0.03 |
| DESIGNER BRANDS INC-CLASS A COMMON STOCK (DESIGNER BRANDS INC.) | Long | Equity-common | US | $136K | 14K | 0.05 |
| DESTINATION XL GROUP INC COMMON STOCK (DESTINATION XL GROUP, INC.) | Long | Equity-common | US | $73K | 21K | 0.03 |
| DIAMOND HILL INVESTMENT GRP COMMON STOCK (DIAMOND HILL INVESTMENT GROUP, INC.) | Long | Equity-common | US | $555K | 4K | 0.21 |
| DICK'S SPORTING GOODS INC COMMON STOCK (DICK'S SPORTING GOODS, INC.) | Long | Equity-common | US | $862K | 4K | 0.33 |
| DIGITAL TURBINE INC COMMON STOCK (DIGITAL TURBINE, INC.) | Long | Equity-common | US | $62K | 33K | 0.02 |
| DINE BRANDS GLOBAL INC COMMON STOCK (DINE BRANDS GLOBAL, INC.) | Long | Equity-common | US | $123K | 3K | 0.05 |
| DIODES INC COMMON STOCK (DIODES INCORPORATED) | Long | Equity-common | US | $469K | 6K | 0.18 |
| DMC GLOBAL INC COMMON STOCK (DMC GLOBAL INC.) | Long | Equity-common | US | $69K | 5K | 0.03 |
| DOMINO'S PIZZA INC COMMON STOCK (DOMINO'S PIZZA, INC.) | Long | Equity-common | US | $728K | 1K | 0.28 |
| DONEGAL GROUP INC-CL A COMMON STOCK (DONEGAL GROUP INC.) | Long | Equity-common | US | $140K | 11K | 0.05 |
| DORIAN LPG LTD COMMON STOCK (Dorian LPG Ltd.) | Long | Equity-common | US | $142K | 3K | 0.05 |
| DORMAN PRODUCTS INC COMMON STOCK (DORMAN PRODUCTS, INC.) | Long | Equity-common | US | $523K | 6K | 0.20 |
| DUTCH BROS INC-CLASS A COMMON STOCK | Long | Equity-common | US | $273K | 8K | 0.10 |
| DXP ENTERPRISES INC COMMON STOCK (DXP ENTERPRISES, INC.) | Long | Equity-common | US | $279K | 6K | 0.11 |
| DYCOM INDUSTRIES INC COMMON STOCK (DYCOM INDUSTRIES, INC.) | Long | Equity-common | US | $486K | 3K | 0.19 |
| DYNE THERAPEUTICS INC COMMON STOCK | Long | Equity-common | US | $261K | 8K | 0.10 |
| E-MINI RUSS 2000 JUN24 PHYSICAL INDEX FUTURE. | Derivative-equity | US | $3M | – | 0.99 | |
| EAGLE PHARMACEUTICALS INC COMMON STOCK (EAGLE PHARMACEUTICALS, INC.) | Long | Equity-common | US | $154K | 44K | 0.06 |
| EDITAS MEDICINE INC COMMON STOCK (EDITAS MEDICINE, INC.) | Long | Equity-common | US | $171K | 33K | 0.07 |
| EHEALTH INC COMMON STOCK (EHEALTH, INC.) | Long | Equity-common | US | $237K | 40K | 0.09 |
| EMBECTA CORP COMMON STOCK (EMBECTA CORP.) | Long | Equity-common | US | $169K | 14K | 0.06 |
| EMCOR GROUP INC COMMON STOCK (EMCOR GROUP, INC.) | Long | Equity-common | US | $1M | 3K | 0.39 |
| EMERGENT BIOSOLUTIONS INC COMMON STOCK (EMERGENT BIOSOLUTIONS INC.) | Long | Equity-common | US | $263K | 46K | 0.10 |
| ENCOMPASS HEALTH CORP COMMON STOCK (ENCOMPASS HEALTH CORPORATION) | Long | Equity-common | US | $2M | 26K | 0.87 |
| ENERPAC TOOL GROUP COMMON STOCK (ENERPAC TOOL GROUP CORP.) | Long | Equity-common | US | $480K | 12K | 0.18 |
| ENNIS INC COMMON STOCK (ENNIS, INC.) | Long | Equity-common | US | $150K | 7K | 0.06 |
| ENOVA INTERNATIONAL INC COMMON STOCK (ENOVA INTERNATIONAL, INC.) | Long | Equity-common | US | $116K | 2K | 0.04 |
| ENPRO INC COMMON STOCK (Enpro Inc.) | Long | Equity-common | US | $829K | 5K | 0.32 |
| ENSIGN GROUP INC/THE COMMON STOCK (THE ENSIGN GROUP, INC.) | Long | Equity-common | US | $888K | 7K | 0.34 |
| ENVIRI CORP COMMON STOCK (ENVIRI CORPORATION) | Long | Equity-common | US | $169K | 19K | 0.06 |
| ENVISTA HOLDINGS CORP COMMON STOCK (ENVISTA HOLDINGS CORPORATION) | Long | Equity-common | US | $289K | 15K | 0.11 |
| ESAB CORP COMMON STOCK (ESAB CORPORATION) | Long | Equity-common | US | $212K | 2K | 0.08 |
| ESQUIRE FINANCIAL HOLDINGS I COMMON STOCK (Esquire Financial Holdings Inc) | Long | Equity-common | US | $510K | 11K | 0.20 |
| EVERCORE INC - A COMMON STOCK (EVERCORE INC.) | Long | Equity-common | US | $195K | 960 | 0.07 |
| EVOLUS INC COMMON STOCK | Long | Equity-common | US | $347K | 27K | 0.13 |
| EW SCRIPPS CO/THE-A COMMON STOCK (THE E.W. SCRIPPS COMPANY) | Long | Equity-common | US | $59K | 22K | 0.02 |
| EXCELERATE ENERGY INC-A COMMON STOCK | Long | Equity-common | US | $419K | 24K | 0.16 |
| EXLSERVICE HOLDINGS INC COMMON STOCK (EXLSERVICE HOLDINGS, INC.) | Long | Equity-common | US | $445K | 15K | 0.17 |
| EXP WORLD HOLDINGS INC COMMON STOCK | Long | Equity-common | US | $357K | 32K | 0.14 |
| EXPRO GROUP HOLDINGS NV COMMON STOCK (Expro Group Holdings N.V.) | Long | Equity-common | US | $250K | 11K | 0.10 |
| FABRINET COMMON STOCK | Long | Equity-common | US | $338K | 1K | 0.13 |
| FACTSET RESEARCH SYSTEMS INC COMMON STOCK (FACTSET RESEARCH SYSTEMS INC.) | Long | Equity-common | US | $486K | 1K | 0.19 |
| FARMLAND PARTNERS INC REIT (FARMLAND PARTNERS INC.) | Long | Equity-common | US | $235K | 22K | 0.09 |
| FIRST AMERICAN FINANCIAL COMMON STOCK (FIRST AMERICAN FINANCIAL CORPORATION) | Long | Equity-common | US | $524K | 9K | 0.20 |
| FIRST COMMONWEALTH FINL CORP COMMON STOCK (FIRST COMMONWEALTH FINANCIAL CORPORATION) | Long | Equity-common | US | $1M | 87K | 0.45 |
| FIRST COMMUNITY BANKSHARES COMMON STOCK (First Community Bankshares, Inc.) | Long | Equity-common | US | $261K | 8K | 0.10 |
| FIRST FINANCIAL CORP/INDIANA COMMON STOCK (FIRST FINANCIAL CORPORATION) | Long | Equity-common | US | $93K | 3K | 0.04 |
| FIRST HORIZON CORP COMMON STOCK (FIRST HORIZON CORPORATION) | Long | Equity-common | US | $824K | 52K | 0.32 |
| FIRST INTERSTATE BANCSYS-A COMMON STOCK (FIRST INTERSTATE BANCSYSTEM, INC.) | Long | Equity-common | US | $709K | 27K | 0.27 |
| FMC CORP COMMON STOCK (FMC CORPORATION) | Long | Equity-common | US | $2M | 27K | 0.64 |
| FNB CORP COMMON STOCK (F.N.B. CORPORATION) | Long | Equity-common | US | $1M | 106K | 0.56 |
| FORESTAR GROUP INC COMMON STOCK (FORESTAR GROUP INC.) | Long | Equity-common | US | $270K | 8K | 0.10 |
| FORMFACTOR INC COMMON STOCK (FORMFACTOR, INC.) | Long | Equity-common | US | $359K | 7K | 0.14 |
| FRANKLIN COVEY CO COMMON STOCK (FRANKLIN COVEY CO.) | Long | Equity-common | US | $430K | 12K | 0.16 |
| FRESHPET INC COMMON STOCK (FRESHPET, INC.) | Long | Equity-common | US | $354K | 3K | 0.14 |
| FRONTIER GROUP HOLDINGS INC COMMON STOCK (FRONTIER GROUP HOLDINGS, INC.) | Long | Equity-common | US | $82K | 15K | 0.03 |
| FTAI AVIATION LTD COMMON STOCK (FTAI Aviation Ltd,) | Long | Equity-common | US | $438K | 5K | 0.17 |
| FUNKO INC-CLASS A COMMON STOCK (FUNKO, INC.) | Long | Equity-common | US | $95K | 10K | 0.04 |
| FUTUREFUEL CORP COMMON STOCK (FUTUREFUEL CORP.) | Long | Equity-common | US | $396K | 93K | 0.15 |
| GAP INC/THE COMMON STOCK (THE GAP, INC.) | Long | Equity-common | US | $284K | 10K | 0.11 |
| GATES INDUSTRIAL CORP PLC COMMON STOCK (GATES INDUSTRIAL CORPORATION PLC) | Long | Equity-common | US | $877K | 50K | 0.34 |
| GENCO SHIPPING & TRADING LTD COMMON STOCK (GENCO SHIPPING & TRADING LIMITED) | Long | Equity-common | US | $319K | 14K | 0.12 |
| GENERATION BIO CO COMMON STOCK | Long | Equity-common | US | $282K | 89K | 0.11 |
| GENTEX CORP COMMON STOCK (GENTEX CORPORATION) | Long | Equity-common | US | $663K | 19K | 0.25 |
| GFL ENVIRONMENTAL INC-SUB VT COMMON STOCK (GFL ENVIRONMENTAL INC.) | Long | Equity-common | US | $548K | 17K | 0.21 |
| GLAUKOS CORP COMMON STOCK (GLAUKOS CORPORATION) | Long | Equity-common | US | $244K | 2K | 0.09 |
| GLOBAL INDUSTRIAL CO COMMON STOCK (GLOBAL INDUSTRIAL COMPANY) | Long | Equity-common | US | $360K | 10K | 0.14 |
| GLOBUS MEDICAL INC - A COMMON STOCK (GLOBUS MEDICAL, INC.) | Long | Equity-common | US | $645K | 10K | 0.25 |
| GMS INC COMMON STOCK (GMS Inc.) | Long | Equity-common | US | $204K | 2K | 0.08 |
| GOODYEAR TIRE & RUBBER CO COMMON STOCK (THE GOODYEAR TIRE & RUBBER COMPANY) | Long | Equity-common | US | $238K | 19K | 0.09 |
| GREAT SOUTHERN BANCORP INC COMMON STOCK (GREAT SOUTHERN BANCORP, INC.) | Long | Equity-common | US | $195K | 4K | 0.07 |
| GREIF INC-CL B COMMON STOCK (GREIF, INC.) | Long | Equity-common | US | $168K | 3K | 0.06 |
| GRIFFON CORP COMMON STOCK (GRIFFON CORPORATION) | Long | Equity-common | US | $226K | 3K | 0.09 |
| HACKETT GROUP INC/THE COMMON STOCK (THE HACKETT GROUP, INC.) | Long | Equity-common | US | $381K | 17K | 0.15 |
| HAIN CELESTIAL GROUP INC COMMON STOCK (THE HAIN CELESTIAL GROUP, INC.) | Long | Equity-common | US | $129K | 17K | 0.05 |
| HAMILTON LANE INC-CLASS A COMMON STOCK | Long | Equity-common | US | $1M | 9K | 0.43 |
| HANMI FINANCIAL CORPORATION COMMON STOCK | Long | Equity-common | US | $74K | 5K | 0.03 |
| HANNON ARMSTRONG SUSTAINABLE COMMON STOCK (HANNON ARMSTRONG SUSTAINABLE INFRASTRUCTURE CAPITAL, INC.) | Long | Equity-common | US | $294K | 9K | 0.11 |
| HANOVER INSURANCE GROUP INC/ COMMON STOCK (THE HANOVER INSURANCE GROUP, INC.) | Long | Equity-common | US | $836K | 6K | 0.32 |
| HARMONIC INC COMMON STOCK (HARMONIC INC.) | Long | Equity-common | US | $986K | 81K | 0.38 |
| HARROW INC COMMON STOCK (HARROW, INC.) | Long | Equity-common | US | $368K | 21K | 0.14 |
| HAYNES INTERNATIONAL INC COMMON STOCK (HAYNES INTERNATIONAL, INC.) | Long | Equity-common | US | $211K | 4K | 0.08 |
| HBT FINANCIAL INC/DE COMMON STOCK (HBT FINANCIAL, INC) | Long | Equity-common | US | $291K | 15K | 0.11 |
| HCI GROUP INC COMMON STOCK (HCI GROUP, INC.) | Long | Equity-common | US | $253K | 3K | 0.10 |
| HEALTH CATALYST INC COMMON STOCK (HEALTH CATALYST, INC.) | Long | Equity-common | US | $296K | 45K | 0.11 |
| HEALTHPEAK PROPERTIES INC REIT (HEALTHPEAK PROPERTIES, INC.) | Long | Equity-common | US | $279K | 14K | 0.11 |
| HEALTHSTREAM INC COMMON STOCK (HEALTHSTREAM, INC.) | Long | Equity-common | US | $95K | 3K | 0.04 |
| HEIDRICK & STRUGGLES INTL COMMON STOCK (HEIDRICK & STRUGGLES INTERNATIONAL, INC.) | Long | Equity-common | US | $146K | 4K | 0.06 |
| HERON THERAPEUTICS INC COMMON STOCK (HERON THERAPEUTICS, INC.) | Long | Equity-common | US | $370K | 100K | 0.14 |
| HEXCEL CORP COMMON STOCK (HEXCEL CORPORATION) | Long | Equity-common | US | $970K | 14K | 0.37 |
| HF SINCLAIR CORP COMMON STOCK (HF SINCLAIR CORPORATION) | Long | Equity-common | US | $597K | 11K | 0.23 |
| HIGHWOODS PROPERTIES INC REIT (HIGHWOODS PROPERTIES, INC.) | Long | Equity-common | US | $2M | 67K | 0.66 |
| HIMS & HERS HEALTH INC COMMON STOCK | Long | Equity-common | US | $324K | 17K | 0.12 |
| HOME BANCSHARES INC COMMON STOCK (HOME BANCSHARES, INC.) | Long | Equity-common | US | $602K | 26K | 0.23 |
| HOMETRUST BANCSHARES INC COMMON STOCK (HOMETRUST BANCSHARES, INC.) | Long | Equity-common | US | $245K | 9K | 0.09 |
| HOOKER FURNISHINGS CORP COMMON STOCK (Hooker Furnishings Corporation) | Long | Equity-common | US | $358K | 21K | 0.14 |
| HOVNANIAN ENTERPRISES-A COMMON STOCK (HOVNANIAN ENTERPRISES, INC.) | Long | Equity-common | US | $262K | 2K | 0.10 |
| HUDSON TECHNOLOGIES INC COMMON STOCK (HUDSON TECHNOLOGIES, INC.) | Long | Equity-common | US | $224K | 25K | 0.09 |
| HUNTINGTON INGALLS INDUSTRIE COMMON STOCK (HUNTINGTON INGALLS INDUSTRIES, INC.) | Long | Equity-common | US | $392K | 2K | 0.15 |
| HURON CONSULTING GROUP INC COMMON STOCK (HURON CONSULTING GROUP INC.) | Long | Equity-common | US | $805K | 9K | 0.31 |
| HYSTER-YALE MATERIALS COMMON STOCK (HYSTER-YALE MATERIALS HANDLING, INC.) | Long | Equity-common | US | $318K | 4K | 0.12 |
| IBEX LTD COMMON STOCK | Long | Equity-common | US | $186K | 12K | 0.07 |
| IDACORP INC COMMON STOCK (IDACORP, INC.) | Long | Equity-common | US | $531K | 6K | 0.20 |
| IDT CORP-CLASS B COMMON STOCK (IDT CORPORATION) | Long | Equity-common | US | $248K | 6K | 0.09 |
| IES HOLDINGS INC COMMON STOCK (IES HOLDINGS, INC.) | Long | Equity-common | US | $243K | 2K | 0.09 |
| IMMERSION CORPORATION COMMON STOCK | Long | Equity-common | US | $501K | 50K | 0.19 |
| IMPINJ INC COMMON STOCK (IMPINJ, INC.) | Long | Equity-common | US | $348K | 2K | 0.13 |
| INDEPENDENT BANK CORP - MICH COMMON STOCK (INDEPENDENT BANK CORPORATION) | Long | Equity-common | US | $171K | 7K | 0.07 |
| INDEPENDENT BANK CORP/MA COMMON STOCK (INDEPENDENT BANK CORP.) | Long | Equity-common | US | $541K | 11K | 0.21 |
| INGEVITY CORP COMMON STOCK (INGEVITY CORPORATION) | Long | Equity-common | US | $594K | 12K | 0.23 |
| INGLES MARKETS INC-CLASS A COMMON STOCK (Ingles Markets, Incorporated) | Long | Equity-common | US | $202K | 3K | 0.08 |
| INGREDION INC COMMON STOCK (INGREDION INCORPORATED) | Long | Equity-common | US | $667K | 6K | 0.26 |
| INMODE LTD COMMON STOCK | Long | Equity-common | US | $1M | 76K | 0.55 |
| INNOSPEC INC COMMON STOCK (INNOSPEC INC.) | Long | Equity-common | US | $373K | 3K | 0.14 |
| INSMED INC COMMON STOCK (INSMED INCORPORATED) | Long | Equity-common | US | $458K | 8K | 0.17 |
| INSPERITY INC COMMON STOCK (INSPERITY, INC.) | Long | Equity-common | US | $383K | 4K | 0.15 |
| INSPIRED ENTERTAINMENT INC COMMON STOCK (INSPIRED ENTERTAINMENT, INC.) | Long | Equity-common | US | $126K | 14K | 0.05 |
| INTEGER HOLDINGS CORP COMMON STOCK (INTEGER HOLDINGS CORPORATION) | Long | Equity-common | US | $213K | 2K | 0.08 |
| INTEGRA LIFESCIENCES HOLDING COMMON STOCK (INTEGRA LIFESCIENCES HOLDINGS CORPORATION) | Long | Equity-common | US | $2M | 68K | 0.80 |
| INTER PARFUMS INC COMMON STOCK (INTER PARFUMS, INC.) | Long | Equity-common | US | $481K | 4K | 0.18 |
| INTERFACE INC COMMON STOCK (INTERFACE, INC.) | Long | Equity-common | US | $291K | 18K | 0.11 |
| INTERNATIONAL MONEY EXPRESS COMMON STOCK (INTERNATIONAL MONEY EXPRESS, INC.) | Long | Equity-common | US | $200K | 10K | 0.08 |
| INTERNATIONAL SEAWAYS INC COMMON STOCK (INTERNATIONAL SEAWAYS, INC.) | Long | Equity-common | US | $282K | 4K | 0.11 |
| INTEST CORP COMMON STOCK (INTEST CORPORATION) | Long | Equity-common | US | $357K | 36K | 0.14 |
| IRADIMED CORP COMMON STOCK | Long | Equity-common | US | $460K | 11K | 0.18 |
| ISHARES RUSSELL 2000 VALUE E MUTUAL FUND (iShares Russell 2000 Value ETF) | Long | Equity-common | US | $930K | 6K | 0.36 |
| ITEOS THERAPEUTICS INC COMMON STOCK | Long | Equity-common | US | $115K | 7K | 0.04 |
| ITRON INC COMMON STOCK (ITRON, INC.) | Long | Equity-common | US | $325K | 3K | 0.12 |
| ITT INC COMMON STOCK (ITT INC.) | Long | Equity-common | US | $1M | 8K | 0.41 |
| J. JILL INC COMMON STOCK (J.JILL, INC.) | Long | Equity-common | US | $77K | 2K | 0.03 |
| JACK HENRY & ASSOCIATES INC COMMON STOCK (JACK HENRY & ASSOCIATES, INC.) | Long | Equity-common | US | $536K | 3K | 0.21 |
| JACKSON FINANCIAL INC-A COMMON STOCK (JACKSON FINANCIAL INC.) | Long | Equity-common | US | $3M | 35K | 1.00 |
| JAMES RIVER GROUP HOLDINGS L COMMON STOCK (JAMES RIVER GROUP HOLDINGS, LTD.) | Long | Equity-common | US | $65K | 8K | 0.03 |
| JANUX THERAPEUTICS INC COMMON STOCK | Long | Equity-common | US | $228K | 4K | 0.09 |
| JOINT CORP/THE COMMON STOCK | Long | Equity-common | US | $179K | 12K | 0.07 |
| KARAT PACKAGING INC COMMON STOCK | Long | Equity-common | US | $405K | 14K | 0.15 |
| KARYOPHARM THERAPEUTICS INC COMMON STOCK (KARYOPHARM THERAPEUTICS INC.) | Long | Equity-common | US | $87K | 90K | 0.03 |
| KB HOME COMMON STOCK | Long | Equity-common | US | $252K | 4K | 0.10 |
| KELLY SERVICES INC -A COMMON STOCK (KELLY SERVICES, INC.) | Long | Equity-common | US | $267K | 12K | 0.10 |
| KENNAMETAL INC COMMON STOCK (KENNAMETAL INC.) | Long | Equity-common | US | $251K | 10K | 0.10 |
| KEYCORP COMMON STOCK | Long | Equity-common | US | $1M | 90K | 0.50 |
| KINIKSA PHARMACEUTICALS-A COMMON STOCK (Kiniksa Pharmaceuticals Ltd) | Long | Equity-common | US | $519K | 27K | 0.20 |
| KINSALE CAPITAL GROUP INC COMMON STOCK (KINSALE CAPITAL GROUP, INC.) | Long | Equity-common | US | $656K | 2K | 0.25 |
| KIRBY CORP COMMON STOCK (KIRBY CORPORATION) | Long | Equity-common | US | $376K | 3K | 0.14 |
| KODIAK GAS SERVICES INC COMMON STOCK (KODIAK GAS SERVICES, INC.) | Long | Equity-common | US | $210K | 8K | 0.08 |
| KODIAK SCIENCES INC COMMON STOCK | Long | Equity-common | US | $96K | 30K | 0.04 |
| KONTOOR BRANDS INC COMMON STOCK (Kontoor Brands, Inc.) | Long | Equity-common | US | $348K | 5K | 0.13 |
| KORN FERRY COMMON STOCK | Long | Equity-common | US | $669K | 10K | 0.26 |
| KRONOS WORLDWIDE INC COMMON STOCK (KRONOS WORLDWIDE, INC.) | Long | Equity-common | US | $597K | 42K | 0.23 |
| KRYSTAL BIOTECH INC COMMON STOCK | Long | Equity-common | US | $323K | 2K | 0.12 |
| KULICKE & SOFFA INDUSTRIES COMMON STOCK (KULICKE AND SOFFA INDUSTRIES, INC.) | Long | Equity-common | US | $478K | 10K | 0.18 |
| KYNDRYL HOLDINGS INC COMMON STOCK (KYNDRYL HOLDINGS, INC.) | Long | Equity-common | US | $289K | 11K | 0.11 |
| LANCASTER COLONY CORP COMMON STOCK (LANCASTER COLONY CORPORATION) | Long | Equity-common | US | $391K | 2K | 0.15 |
| LANDSTAR SYSTEM INC COMMON STOCK (LANDSTAR SYSTEM, INC.) | Long | Equity-common | US | $572K | 3K | 0.22 |
| LATHAM GROUP INC COMMON STOCK | Long | Equity-common | US | $153K | 40K | 0.06 |
| LEGACY HOUSING CORP COMMON STOCK | Long | Equity-common | US | $196K | 8K | 0.07 |
| LEMAITRE VASCULAR INC COMMON STOCK (LEMAITRE VASCULAR, INC.) | Long | Equity-common | US | $780K | 10K | 0.30 |
| LENDINGTREE INC COMMON STOCK (LENDINGTREE, INC.) | Long | Equity-common | US | $558K | 13K | 0.21 |
| LEVI STRAUSS & CO- CLASS A COMMON STOCK (LEVI STRAUSS & CO.) | Long | Equity-common | US | $314K | 13K | 0.12 |
| LINCOLN NATIONAL CORP COMMON STOCK (LINCOLN NATIONAL CORPORATION) | Long | Equity-common | US | $3M | 79K | 0.99 |
| LINDBLAD EXPEDITIONS HOLDING COMMON STOCK (LINDBLAD EXPEDITIONS HOLDINGS, INC.) | Long | Equity-common | US | $96K | 12K | 0.04 |
| LIONS GATE ENTERTAINMENT-A COMMON STOCK (Lions Gate Entertainment Corp.) | Long | Equity-common | US | $441K | 53K | 0.17 |
| LITTELFUSE INC COMMON STOCK (LITTELFUSE, INC.) | Long | Equity-common | US | $516K | 2K | 0.20 |
| LIVEPERSON INC COMMON STOCK (LIVEPERSON, INC.) | Long | Equity-common | US | $73K | 107K | 0.03 |
| LOUISIANA-PACIFIC CORP COMMON STOCK (LOUISIANA-PACIFIC CORPORATION) | Long | Equity-common | US | $289K | 3K | 0.11 |
| LSI INDUSTRIES INC COMMON STOCK (LSI INDUSTRIES INC.) | Long | Equity-common | US | $308K | 19K | 0.12 |
| LUMENTUM HOLDINGS INC COMMON STOCK (LUMENTUM HOLDINGS INC.) | Long | Equity-common | US | $669K | 15K | 0.26 |
| LUXFER HOLDINGS PLC COMMON STOCK | Long | Equity-common | US | $185K | 15K | 0.07 |
| MACATAWA BANK CORP COMMON STOCK (MACATAWA BANK CORPORATION) | Long | Equity-common | US | $405K | 29K | 0.15 |
| MANITOWOC COMPANY INC COMMON STOCK (THE MANITOWOC COMPANY, INC.) | Long | Equity-common | US | $390K | 31K | 0.15 |
| MARCUS CORPORATION COMMON STOCK (THE MARCUS CORPORATION) | Long | Equity-common | US | $132K | 12K | 0.05 |
| MARINE PRODUCTS CORP COMMON STOCK | Long | Equity-common | US | $126K | 12K | 0.05 |
| MASTERCRAFT BOAT HOLDINGS IN COMMON STOCK (MASTERCRAFT BOAT HOLDINGS, INC.) | Long | Equity-common | US | $215K | 10K | 0.08 |
| MATADOR RESOURCES CO COMMON STOCK (MATADOR RESOURCES COMPANY) | Long | Equity-common | US | $624K | 10K | 0.24 |
| MDU RESOURCES GROUP INC COMMON STOCK (MDU RESOURCES GROUP, INC.) | Long | Equity-common | US | $295K | 12K | 0.11 |
| MEDIAALPHA INC-CLASS A COMMON STOCK | Long | Equity-common | US | $69K | 4K | 0.03 |
| MEDPACE HOLDINGS INC COMMON STOCK (MEDPACE HOLDINGS, INC.) | Long | Equity-common | US | $204K | 529 | 0.08 |
| MEIRAGTX HOLDINGS PLC COMMON STOCK | Long | Equity-common | US | $114K | 23K | 0.04 |
| MERCANTILE BANK CORP COMMON STOCK (MERCANTILE BANK CORPORATION) | Long | Equity-common | US | $208K | 5K | 0.08 |
| MERCHANTS BANCORP/IN COMMON STOCK | Long | Equity-common | US | $270K | 7K | 0.10 |
| MERCURY GENERAL CORP COMMON STOCK (MERCURY GENERAL CORPORATION) | Long | Equity-common | US | $332K | 6K | 0.13 |
| MERSANA THERAPEUTICS INC COMMON STOCK | Long | Equity-common | US | $108K | 46K | 0.04 |
| MESA LABORATORIES INC COMMON STOCK (MESA LABORATORIES, INC.) | Long | Equity-common | US | $73K | 760 | 0.03 |
| METROCITY BANKSHARES INC COMMON STOCK (METROCITY BANKSHARES, INC.) | Long | Equity-common | US | $78K | 3K | 0.03 |
| MGIC INVESTMENT CORP COMMON STOCK (MGIC INVESTMENT CORPORATION) | Long | Equity-common | US | $596K | 28K | 0.23 |
| MGP INGREDIENTS INC COMMON STOCK (MGP INGREDIENTS, INC.) | Long | Equity-common | US | $266K | 3K | 0.10 |
| MIDLAND STATES BANCORP INC COMMON STOCK (MIDLAND STATES BANCORP, INC.) | Long | Equity-common | US | $97K | 4K | 0.04 |
| MODINE MANUFACTURING CO COMMON STOCK (MODINE MANUFACTURING COMPANY) | Long | Equity-common | US | $2M | 15K | 0.58 |
| MONEYLION INC COMMON STOCK | Long | Equity-common | US | $285K | 3K | 0.11 |
| MOOG INC-CLASS A COMMON STOCK (MOOG INC.) | Long | Equity-common | US | $308K | 2K | 0.12 |
| MORNINGSTAR INC COMMON STOCK (MORNINGSTAR, INC.) | Long | Equity-common | US | $572K | 2K | 0.22 |
| MOVADO GROUP INC COMMON STOCK (MOVADO GROUP, INC.) | Long | Equity-common | US | $75K | 3K | 0.03 |
| MR COOPER GROUP INC COMMON STOCK (MR. COOPER GROUP INC.) | Long | Equity-common | US | $379K | 5K | 0.14 |
| MUELLER INDUSTRIES INC COMMON STOCK (MUELLER INDUSTRIES, INC.) | Long | Equity-common | US | $322K | 5K | 0.12 |
| MUELLER WATER PRODUCTS INC-A COMMON STOCK (MUELLER WATER PRODUCTS, INC.) | Long | Equity-common | US | $308K | 17K | 0.12 |
| MURPHY USA INC COMMON STOCK (MURPHY USA INC.) | Long | Equity-common | US | $1M | 2K | 0.39 |
| NAPCO SECURITY TECHNOLOGIES COMMON STOCK (NAPCO SECURITY TECHNOLOGIES, INC.) | Long | Equity-common | US | $250K | 5K | 0.10 |
| NATIONAL BANK HOLD-CL A COMMON STOCK (NATIONAL BANK HOLDINGS CORPORATION) | Long | Equity-common | US | $340K | 9K | 0.13 |
| NATIONAL PRESTO INDS INC COMMON STOCK (NATIONAL PRESTO INDUSTRIES, INC.) | Long | Equity-common | US | $61K | 820 | 0.02 |
| NATIONAL STORAGE AFFILIATES REIT (NATIONAL STORAGE AFFILIATES TRUST) | Long | Equity-common | US | $624K | 17K | 0.24 |
| NATURAL GROCERS BY VITAMIN C COMMON STOCK (Natural Grocers by Vitamin Cottage Inc) | Long | Equity-common | US | $535K | 25K | 0.20 |
| NATURES SUNSHINE PRODS INC COMMON STOCK (NATURE'S SUNSHINE PRODUCTS, INC.) | Long | Equity-common | US | $64K | 4K | 0.02 |
| NERDWALLET INC-CL A COMMON STOCK (NERDWALLET, INC.) | Long | Equity-common | US | $69K | 5K | 0.03 |
| NEW YORK MORTGAGE TRUST INC REIT (NEW YORK MORTGAGE TRUST, INC.) | Long | Equity-common | US | $164K | 28K | 0.06 |
| NEWMARK GROUP INC-CLASS A COMMON STOCK (NEWMARK GROUP, INC.) | Long | Equity-common | US | $811K | 78K | 0.31 |
| Nexstar Media Group Inc COMMON STOCK (NEXSTAR MEDIA GROUP, INC.) | Long | Equity-common | US | $478K | 3K | 0.18 |
| NMI HOLDINGS INC COMMON STOCK (NMI HOLDINGS, INC.) | Long | Equity-common | US | $414K | 12K | 0.16 |
| NORDSON CORP COMMON STOCK (NORDSON CORPORATION) | Long | Equity-common | US | $531K | 2K | 0.20 |
| NORTHERN OIL AND GAS INC COMMON STOCK (NORTHERN OIL AND GAS, INC.) | Long | Equity-common | US | $581K | 14K | 0.22 |
| NORTHRIM BANCORP INC COMMON STOCK (NORTHRIM BANCORP, INC.) | Long | Equity-common | US | $146K | 2K | 0.06 |
| NURIX THERAPEUTICS INC COMMON STOCK | Long | Equity-common | US | $267K | 17K | 0.10 |
| NUTANIX INC - A COMMON STOCK (NUTANIX, INC.) | Long | Equity-common | US | $285K | 5K | 0.11 |
| NVENT ELECTRIC PLC COMMON STOCK (NVENT ELECTRIC PUBLIC LIMITED COMPANY) | Long | Equity-common | US | $236K | 3K | 0.09 |
| O-I GLASS INC COMMON STOCK (O-I GLASS, INC.) | Long | Equity-common | US | $342K | 27K | 0.13 |
| OFFICE PROPERTIES INCOME TRU REIT (OFFICE PROPERTIES INCOME TRUST) | Long | Equity-common | US | $75K | 33K | 0.03 |
| OFG BANCORP COMMON STOCK | Long | Equity-common | US | $435K | 12K | 0.17 |
| OLD NATIONAL BANCORP COMMON STOCK | Long | Equity-common | US | $3M | 155K | 1.01 |
| OLD SECOND BANCORP INC COMMON STOCK (OLD SECOND BANCORP, INC.) | Long | Equity-common | US | $234K | 16K | 0.09 |
| OLO INC - CLASS A COMMON STOCK | Long | Equity-common | US | $322K | 70K | 0.12 |
| OLYMPIC STEEL INC COMMON STOCK (OLYMPIC STEEL, INC.) | Long | Equity-common | US | $73K | 1K | 0.03 |
| ON24 INC COMMON STOCK | Long | Equity-common | US | $339K | 57K | 0.13 |
| ONESPAN INC COMMON STOCK (ONESPAN INC.) | Long | Equity-common | US | $663K | 50K | 0.25 |
| ONESPAWORLD HOLDINGS LTD COMMON STOCK | Long | Equity-common | US | $328K | 21K | 0.13 |
| ONTO INNOVATION INC COMMON STOCK (ONTO INNOVATION INC.) | Long | Equity-common | US | $431K | 2K | 0.16 |
| OPEN TEXT CORP COMMON STOCK (Open Text Corporation) | Long | Equity-common | US | $880K | 30K | 0.34 |
| ORASURE TECHNOLOGIES INC COMMON STOCK (ORASURE TECHNOLOGIES, INC.) | Long | Equity-common | US | $360K | 76K | 0.14 |
| ORGANOGENESIS HOLDINGS INC COMMON STOCK (ORGANOGENESIS HOLDINGS INC.) | Long | Equity-common | US | $253K | 92K | 0.10 |
| ORION OFFICE REIT INC REIT (ORION OFFICE REIT INC.) | Long | Equity-common | US | $433K | 115K | 0.17 |
| ORRSTOWN FINL SERVICES INC COMMON STOCK (ORRSTOWN FINANCIAL SERVICES, INC.) | Long | Equity-common | US | $184K | 7K | 0.07 |
| OSCAR HEALTH INC - CLASS A COMMON STOCK (OSCAR HEALTH, INC.) | Long | Equity-common | US | $238K | 12K | 0.09 |
| OUTSET MEDICAL INC COMMON STOCK (OUTSET MEDICAL, INC.) | Long | Equity-common | US | $182K | 49K | 0.07 |
| OVERSEAS SHIPHOLDING GROUP-A COMMON STOCK (OVERSEAS SHIPHOLDING GROUP, INC.) | Long | Equity-common | US | $92K | 11K | 0.04 |
| OXFORD INDUSTRIES INC COMMON STOCK | Long | Equity-common | US | $277K | 3K | 0.11 |
| P.A.M. TRANSPORTATION SVCS COMMON STOCK (P.A.M. TRANSPORTATION SERVICES, INC.) | Long | Equity-common | US | $96K | 6K | 0.04 |
| PACS GROUP INC COMMON STOCK | Long | Equity-common | US | $258K | 8K | 0.10 |
| PACTIV EVERGREEN INC COMMON STOCK (PACTIV EVERGREEN INC.) | Long | Equity-common | US | $428K | 35K | 0.16 |
| PARK-OHIO HOLDINGS CORP COMMON STOCK (PARK-OHIO HOLDINGS CORP.) | Long | Equity-common | US | $312K | 12K | 0.12 |
| PARSONS CORP COMMON STOCK (PARSONS CORPORATION) | Long | Equity-common | US | $201K | 3K | 0.08 |
| PATRICK INDUSTRIES INC COMMON STOCK (PATRICK INDUSTRIES, INC.) | Long | Equity-common | US | $191K | 2K | 0.07 |
| PAYABLE TO LENDING AGENT GOLDMAN SACHS FOR LIQUIDITY FUND | Short | Debt | US | $-3K | – | -0.00 |
| PAYSAFE LTD COMMON STOCK (Paysafe Limited) | Long | Equity-common | US | $315K | 17K | 0.12 |
| PC CONNECTION INC COMMON STOCK (PC CONNECTION, INC.) | Long | Equity-common | US | $300K | 4K | 0.11 |
| PENNANT GROUP INC/THE COMMON STOCK (THE PENNANT GROUP, INC.) | Long | Equity-common | US | $322K | 14K | 0.12 |
| PEOPLES BANCORP INC COMMON STOCK (PEOPLES BANCORP INC.) | Long | Equity-common | US | $82K | 3K | 0.03 |
| PEOPLES FINANCIAL SERVICES COMMON STOCK (PEOPLES FINANCIAL SERVICES CORP.) | Long | Equity-common | US | $78K | 2K | 0.03 |
| PERFORMANCE FOOD GROUP CO COMMON STOCK (PERFORMANCE FOOD GROUP COMPANY) | Long | Equity-common | US | $710K | 10K | 0.27 |
| PERMIAN RESOURCES CORP COMMON STOCK (PERMIAN RESOURCES CORPORATION) | Long | Equity-common | US | $1M | 64K | 0.40 |
| PERRIGO CO PLC COMMON STOCK (PERRIGO COMPANY PUBLIC LIMITED COMPANY) | Long | Equity-common | US | $434K | 16K | 0.17 |
| PETIQ INC COMMON STOCK (PETIQ, INC.) | Long | Equity-common | US | $587K | 28K | 0.22 |
| PHIBRO ANIMAL HEALTH CORP-A COMMON STOCK (PHIBRO ANIMAL HEALTH CORPORATION) | Long | Equity-common | US | $104K | 6K | 0.04 |
| PHOTRONICS INC COMMON STOCK (PHOTRONICS, INC.) | Long | Equity-common | US | $3M | 92K | 0.96 |
| PILGRIM'S PRIDE CORP COMMON STOCK (PILGRIM'S PRIDE CORPORATION) | Long | Equity-common | US | $3M | 72K | 0.99 |
| PINNACLE FINANCIAL PARTNERS COMMON STOCK (PINNACLE FINANCIAL PARTNERS, INC.) | Long | Equity-common | US | $775K | 10K | 0.30 |
| PIPER SANDLER COS COMMON STOCK (PIPER SANDLER COMPANIES) | Long | Equity-common | US | $326K | 2K | 0.12 |
| PLAYAGS INC COMMON STOCK (PLAYAGS, INC.) | Long | Equity-common | US | $582K | 50K | 0.22 |
| PONCE FINANCIAL GROUP INC COMMON STOCK (PONCE FINANCIAL GROUP, INC.) | Long | Equity-common | US | $120K | 13K | 0.05 |
| POOL CORP COMMON STOCK (POOL CORPORATION) | Long | Equity-common | US | $504K | 1K | 0.19 |
| PORTLAND GENERAL ELECTRIC CO COMMON STOCK (PORTLAND GENERAL ELECTRIC COMPANY) | Long | Equity-common | US | $1M | 23K | 0.38 |
| POSTAL REALTY TRUST INC- A REIT | Long | Equity-common | US | $143K | 11K | 0.05 |
| POTBELLY CORP COMMON STOCK (POTBELLY CORPORATION) | Long | Equity-common | US | $372K | 42K | 0.14 |
| POWELL INDUSTRIES INC COMMON STOCK (POWELL INDUSTRIES, INC.) | Long | Equity-common | US | $490K | 3K | 0.19 |
| POWER INTEGRATIONS INC COMMON STOCK (POWER INTEGRATIONS, INC.) | Long | Equity-common | US | $611K | 8K | 0.23 |
| PREFORMED LINE PRODUCTS CO COMMON STOCK (PREFORMED LINE PRODUCTS COMPANY) | Long | Equity-common | US | $130K | 970 | 0.05 |
| PRESTIGE CONSUMER HEALTHCARE COMMON STOCK (PRESTIGE CONSUMER HEALTHCARE INC.) | Long | Equity-common | US | $1M | 16K | 0.41 |
| PRIMERICA INC COMMON STOCK (PRIMERICA, INC.) | Long | Equity-common | US | $603K | 3K | 0.23 |
| PRIMORIS SERVICES CORP COMMON STOCK (PRIMORIS SERVICES CORPORATION) | Long | Equity-common | US | $342K | 6K | 0.13 |
| PROCEPT BIOROBOTICS CORP COMMON STOCK | Long | Equity-common | US | $299K | 5K | 0.11 |
| PROSPERITY BANCSHARES INC COMMON STOCK (PROSPERITY BANCSHARES, INC.) | Long | Equity-common | US | $545K | 9K | 0.21 |
| PUBMATIC INC-CLASS A COMMON STOCK (PUBMATIC, INC.) | Long | Equity-common | US | $542K | 25K | 0.21 |
| PURE CYCLE CORP COMMON STOCK | Long | Equity-common | US | $71K | 8K | 0.03 |
| Q2 HOLDINGS INC COMMON STOCK (Q2 HOLDINGS, INC.) | Long | Equity-common | US | $363K | 6K | 0.14 |
| QUAKER CHEMICAL CORPORATION COMMON STOCK | Long | Equity-common | US | $581K | 3K | 0.22 |
| QUEST DIAGNOSTICS INC COMMON STOCK (QUEST DIAGNOSTICS INCORPORATED) | Long | Equity-common | US | $515K | 4K | 0.20 |
| QUIDELORTHO CORP COMMON STOCK (QUIDELORTHO CORPORATION) | Long | Equity-common | US | $417K | 9K | 0.16 |
| RADNET INC COMMON STOCK (RADNET, INC.) | Long | Equity-common | US | $319K | 5K | 0.12 |
| RALPH LAUREN CORP COMMON STOCK (RALPH LAUREN CORPORATION) | Long | Equity-common | US | $230K | 1K | 0.09 |
| RANGER ENERGY SERVICES INC COMMON STOCK (RANGER ENERGY SERVICES, INC.) | Long | Equity-common | US | $323K | 31K | 0.12 |
| RANPAK HOLDINGS CORP COMMON STOCK | Long | Equity-common | US | $192K | 31K | 0.07 |
| RAPT THERAPEUTICS INC COMMON STOCK | Long | Equity-common | US | $64K | 16K | 0.02 |
| RED VIOLET INC COMMON STOCK | Long | Equity-common | US | $50K | 2K | 0.02 |
| REDFIN CORP COMMON STOCK (REDFIN CORPORATION) | Long | Equity-common | US | $104K | 16K | 0.04 |
| REGAL REXNORD CORP COMMON STOCK (Regal Rexnord Corporation) | Long | Equity-common | US | $559K | 4K | 0.21 |
| REGIONAL MANAGEMENT CORP COMMON STOCK (REGIONAL MANAGEMENT CORP.) | Long | Equity-common | US | $310K | 11K | 0.12 |
| RELAY THERAPEUTICS INC COMMON STOCK | Long | Equity-common | US | $161K | 25K | 0.06 |
| RELIANCE INC COMMON STOCK (RELIANCE, INC.) | Long | Equity-common | US | $820K | 3K | 0.31 |
| REPLIMUNE GROUP INC COMMON STOCK | Long | Equity-common | US | $88K | 17K | 0.03 |
| REPUBLIC BANCORP INC-CLASS A COMMON STOCK (REPUBLIC BANCORP, INC.) | Long | Equity-common | US | $290K | 6K | 0.11 |
| REV GROUP INC COMMON STOCK (REV GROUP, INC.) | Long | Equity-common | US | $392K | 14K | 0.15 |
| REVANCE THERAPEUTICS INC COMMON STOCK (REVANCE THERAPEUTICS, INC.) | Long | Equity-common | US | $64K | 23K | 0.02 |
| REVOLUTION MEDICINES INC COMMON STOCK | Long | Equity-common | US | $298K | 8K | 0.11 |
| REX AMERICAN RESOURCES CORP COMMON STOCK (REX AMERICAN RESOURCES CORPORATION) | Long | Equity-common | US | $266K | 5K | 0.10 |
| RIBBON COMMUNICATIONS INC COMMON STOCK (RIBBON COMMUNICATIONS INC.) | Long | Equity-common | US | $91K | 29K | 0.03 |
| RIGEL PHARMACEUTICALS INC COMMON STOCK (RIGEL PHARMACEUTICALS, INC.) | Long | Equity-common | US | $103K | 105K | 0.04 |
| RILEY EXPLORATION PERMIAN IN COMMON STOCK (RILEY EXPLORATION PERMIAN, INC.) | Long | Equity-common | US | $300K | 10K | 0.11 |
| RIMINI STREET INC COMMON STOCK (RIMINI STREET, INC.) | Long | Equity-common | US | $216K | 84K | 0.08 |
| RMR GROUP INC/THE - A COMMON STOCK (THE RMR GROUP INC.) | Long | Equity-common | US | $480K | 20K | 0.18 |
| ROCKY BRANDS INC COMMON STOCK (ROCKY BRANDS, INC.) | Long | Equity-common | US | $90K | 2K | 0.03 |
| ROGERS CORP COMMON STOCK (ROGERS CORPORATION) | Long | Equity-common | US | $561K | 5K | 0.21 |
| RPC INC COMMON STOCK (RPC, INC.) | Long | Equity-common | US | $194K | 28K | 0.07 |
| RUSH STREET INTERACTIVE INC COMMON STOCK | Long | Equity-common | US | $81K | 9K | 0.03 |
| RXSIGHT INC COMMON STOCK | Long | Equity-common | US | $348K | 6K | 0.13 |
| RYMAN HOSPITALITY PROPERTIES REIT (RYMAN HOSPITALITY PROPERTIES, INC.) | Long | Equity-common | US | $506K | 5K | 0.19 |
| SAFE BULKERS INC COMMON STOCK (SAFE BULKERS, INC.) | Long | Equity-common | US | $581K | 103K | 0.22 |
| SCORPIO TANKERS INC COMMON STOCK (SCORPIO TANKERS INC.) | Long | Equity-common | US | $262K | 3K | 0.10 |
| SECURITY NATL FINL CORP-CL A COMMON STOCK (SECURITY NATIONAL FINANCIAL CORPORATION) | Long | Equity-common | US | $57K | 7K | 0.02 |
| SEI DAILY INCOME TRUST GOVERNMENT FUND (#36) | Long | Short-term investment vehicle | US | $6M | 6M | 2.29 |
| SEI LIQUIDITY FUND | Long | Equity-common | US | $646.92 | 5K | 0.00 |
| SELECTQUOTE INC COMMON STOCK (SELECTQUOTE, INC.) | Long | Equity-common | US | $350K | 112K | 0.13 |
| SEMRUSH HOLDINGS INC-A COMMON STOCK (SEMRUSH HOLDINGS, INC.) | Long | Equity-common | US | $353K | 23K | 0.14 |
| SEMTECH CORP COMMON STOCK (SEMTECH CORPORATION) | Long | Equity-common | US | $315K | 8K | 0.12 |
| SENSATA TECHNOLOGIES HOLDING COMMON STOCK (SENSATA TECHNOLOGIES HOLDING PLC) | Long | Equity-common | US | $860K | 21K | 0.33 |
| SFL CORP LTD COMMON STOCK (SFL CORPORATION LTD.) | Long | Equity-common | US | $323K | 23K | 0.12 |
| SHARKNINJA INC COMMON STOCK | Long | Equity-common | US | $341K | 4K | 0.13 |
| SHUTTERSTOCK INC COMMON STOCK (SHUTTERSTOCK, INC.) | Long | Equity-common | US | $508K | 12K | 0.19 |
| SIERRA BANCORP COMMON STOCK | Long | Equity-common | US | $211K | 10K | 0.08 |
| SIGA TECHNOLOGIES INC COMMON STOCK (SIGA TECHNOLOGIES, INC.) | Long | Equity-common | US | $238K | 32K | 0.09 |
| SILGAN HOLDINGS INC COMMON STOCK (SILGAN HOLDINGS INC.) | Long | Equity-common | US | $334K | 7K | 0.13 |
| SILICON LABORATORIES INC COMMON STOCK (SILICON LABORATORIES INC.) | Long | Equity-common | US | $461K | 4K | 0.18 |
| SILICON MOTION TECHNOL-ADR DEPOSITARY RECEIPT (SILICON MOTION TECHNOLOGY CORPORATION) | Long | Equity-common | US | $2M | 32K | 0.94 |
| SINCLAIR INC COMMON STOCK (SINCLAIR, INC.) | Long | Equity-common | US | $99K | 7K | 0.04 |
| SKYWARD SPECIALTY INSURANCE COMMON STOCK (SKYWARD SPECIALTY INSURANCE GROUP, INC.) | Long | Equity-common | US | $215K | 6K | 0.08 |
| SKYWEST INC COMMON STOCK (SKYWEST, INC.) | Long | Equity-common | US | $260K | 3K | 0.10 |
| SLEEP NUMBER CORP COMMON STOCK (SLEEP NUMBER CORPORATION) | Long | Equity-common | US | $94K | 6K | 0.04 |
| SM ENERGY CO COMMON STOCK (SM ENERGY COMPANY) | Long | Equity-common | US | $236K | 5K | 0.09 |
| SOLARIS OILFIELD INFRAST-A COMMON STOCK (SOLARIS OILFIELD INFRASTRUCTURE, INC.) | Long | Equity-common | US | $155K | 17K | 0.06 |
| SOLARWINDS CORP COMMON STOCK | Long | Equity-common | US | $561K | 48K | 0.21 |
| SOUTHERN MISSOURI BANCORP COMMON STOCK (SOUTHERN MISSOURI BANCORP, INC.) | Long | Equity-common | US | $66K | 2K | 0.03 |
| SPIRE INC COMMON STOCK (Spire Inc.) | Long | Equity-common | US | $308K | 5K | 0.12 |
| SPOK HOLDINGS INC COMMON STOCK (SPOK HOLDINGS, INC.) | Long | Equity-common | US | $170K | 11K | 0.07 |
| SPROUTS FARMERS MARKET INC COMMON STOCK (SPROUTS FARMERS MARKET, INC.) | Long | Equity-common | US | $212K | 3K | 0.08 |
| SPX TECHNOLOGIES INC COMMON STOCK (SPX TECHNOLOGIES, INC.) | Long | Equity-common | US | $267K | 2K | 0.10 |
| STAG INDUSTRIAL INC REIT (STAG INDUSTRIAL, INC.) | Long | Equity-common | US | $771K | 22K | 0.29 |
| STANDEX INTERNATIONAL CORP COMMON STOCK (STANDEX INTERNATIONAL CORPORATION) | Long | Equity-common | US | $2M | 9K | 0.60 |
| STAR BULK CARRIERS CORP COMMON STOCK (STAR BULK CARRIERS CORP.) | Long | Equity-common | US | $343K | 13K | 0.13 |
| STEELCASE INC-CL A COMMON STOCK (STEELCASE INC.) | Long | Equity-common | US | $304K | 22K | 0.12 |
| STELLAR BANCORP INC COMMON STOCK (Stellar Bancorp, Inc.) | Long | Equity-common | US | $84K | 4K | 0.03 |
| STEPSTONE GROUP INC-CLASS A COMMON STOCK | Long | Equity-common | US | $615K | 14K | 0.24 |
| STERIS PLC COMMON STOCK (STERIS PUBLIC LIMITED COMPANY) | Long | Equity-common | US | $664K | 3K | 0.25 |
| STERLING INFRASTRUCTURE INC COMMON STOCK (STERLING INFRASTRUCTURE, INC.) | Long | Equity-common | US | $404K | 3K | 0.15 |
| STEVANATO GROUP SPA COMMON STOCK (STEVANATO GROUP SOCIETA PER AZIONI) | Long | Equity-common | US | $276K | 14K | 0.11 |
| STEVEN MADDEN LTD COMMON STOCK (STEVEN MADDEN, LTD.) | Long | Equity-common | US | $565K | 13K | 0.22 |
| STITCH FIX INC-CLASS A COMMON STOCK (STITCH FIX, INC.) | Long | Equity-common | US | $217K | 88K | 0.08 |
| STOKE THERAPEUTICS INC COMMON STOCK | Long | Equity-common | US | $218K | 15K | 0.08 |
| STRATEGIC EDUCATION INC COMMON STOCK (STRATEGIC EDUCATION, INC.) | Long | Equity-common | US | $245K | 2K | 0.09 |
| SUN COUNTRY AIRLINES HOLDING COMMON STOCK (Sun Country Airlines Holdings Inc) | Long | Equity-common | US | $459K | 43K | 0.18 |
| SUNCOKE ENERGY INC COMMON STOCK (SUNCOKE ENERGY, INC.) | Long | Equity-common | US | $283K | 27K | 0.11 |
| SUPER MICRO COMPUTER INC COMMON STOCK (SUPER MICRO COMPUTER, INC.) | Long | Equity-common | US | $712K | 908 | 0.27 |
| SURMODICS INC COMMON STOCK (SURMODICS, INC.) | Long | Equity-common | US | $352K | 8K | 0.13 |
| SWEETGREEN INC - CLASS A COMMON STOCK | Long | Equity-common | US | $362K | 12K | 0.14 |
| TANDEM DIABETES CARE INC COMMON STOCK (TANDEM DIABETES CARE, INC.) | Long | Equity-common | US | $314K | 6K | 0.12 |
| TARSUS PHARMACEUTICALS INC COMMON STOCK | Long | Equity-common | US | $199K | 6K | 0.08 |
| TECHNIPFMC PLC COMMON STOCK | Long | Equity-common | US | $279K | 11K | 0.11 |
| TEEKAY CORP COMMON STOCK (TEEKAY CORPORATION) | Long | Equity-common | US | $656K | 67K | 0.25 |
| TEEKAY TANKERS LTD-CLASS A COMMON STOCK (TEEKAY TANKERS LTD.) | Long | Equity-common | US | $278K | 4K | 0.11 |
| TEGNA INC COMMON STOCK (TEGNA INC.) | Long | Equity-common | US | $230K | 15K | 0.09 |
| TELA BIO INC COMMON STOCK (TELA BIO, INC.) | Long | Equity-common | US | $49K | 9K | 0.02 |
| TENET HEALTHCARE CORP COMMON STOCK (TENET HEALTHCARE CORPORATION) | Long | Equity-common | US | $339K | 3K | 0.13 |
| TEREX CORP COMMON STOCK (TEREX CORPORATION) | Long | Equity-common | US | $894K | 15K | 0.34 |
| TERRENO REALTY CORP REIT (TERRENO REALTY CORPORATION) | Long | Equity-common | US | $504K | 9K | 0.19 |
| TETRA TECH INC COMMON STOCK (TETRA TECH, INC.) | Long | Equity-common | US | $779K | 4K | 0.30 |
| TEXAS ROADHOUSE INC COMMON STOCK (TEXAS ROADHOUSE, INC.) | Long | Equity-common | US | $360K | 2K | 0.14 |
| THERAVANCE BIOPHARMA INC COMMON STOCK (THERAVANCE BIOPHARMA, INC.) | Long | Equity-common | US | $77K | 9K | 0.03 |
| THERMON GROUP HOLDINGS INC COMMON STOCK (THERMON GROUP HOLDINGS, INC.) | Long | Equity-common | US | $69K | 2K | 0.03 |
| THRYV HOLDINGS INC COMMON STOCK (THRYV HOLDINGS, INC.) | Long | Equity-common | US | $150K | 7K | 0.06 |
| TIDEWATER INC COMMON STOCK (TIDEWATER INC.) | Long | Equity-common | US | $393K | 4K | 0.15 |
| TOLL BROTHERS INC COMMON STOCK (TOLL BROTHERS, INC.) | Long | Equity-common | US | $236K | 2K | 0.09 |
| TOPGOLF CALLAWAY BRANDS CORP COMMON STOCK (TOPGOLF CALLAWAY BRANDS CORP.) | Long | Equity-common | US | $428K | 27K | 0.16 |
| TPG RE FINANCE TRUST INC REIT (TPG RE FINANCE TRUST, INC.) | Long | Equity-common | US | $284K | 33K | 0.11 |
| TRANSMEDICS GROUP INC COMMON STOCK (TRANSMEDICS GROUP, INC.) | Long | Equity-common | US | $362K | 3K | 0.14 |
| TRANSUNION COMMON STOCK | Long | Equity-common | US | $540K | 8K | 0.21 |
| TRAVEL + LEISURE CO COMMON STOCK (TRAVEL + LEISURE CO.) | Long | Equity-common | US | $537K | 12K | 0.21 |
| TRAVERE THERAPEUTICS INC COMMON STOCK (TRAVERE THERAPEUTICS, INC.) | Long | Equity-common | US | $134K | 18K | 0.05 |
| TREEHOUSE FOODS INC COMMON STOCK (TREEHOUSE FOODS, INC.) | Long | Equity-common | US | $584K | 16K | 0.22 |
| TRINSEO PLC COMMON STOCK (TRINSEO PUBLIC LIMITED COMPANY) | Long | Equity-common | US | $415K | 108K | 0.16 |
| TTM TECHNOLOGIES COMMON STOCK (TTM TECHNOLOGIES, INC.) | Long | Equity-common | US | $302K | 16K | 0.12 |
| TURTLE BEACH CORP COMMON STOCK (TURTLE BEACH CORPORATION) | Long | Equity-common | US | $166K | 10K | 0.06 |
| TUTOR PERINI CORP COMMON STOCK (TUTOR PERINI CORPORATION) | Long | Equity-common | US | $657K | 30K | 0.25 |
| TWIST BIOSCIENCE CORP COMMON STOCK | Long | Equity-common | US | $208K | 5K | 0.08 |
| U.S. PHYSICAL THERAPY INC COMMON STOCK (U. S. PHYSICAL THERAPY, INC.) | Long | Equity-common | US | $590K | 6K | 0.23 |
| UFP INDUSTRIES INC COMMON STOCK (UFP INDUSTRIES, INC.) | Long | Equity-common | US | $549K | 5K | 0.21 |
| UFP TECHNOLOGIES INC COMMON STOCK (UFP TECHNOLOGIES, INC.) | Long | Equity-common | US | $350K | 1K | 0.13 |
| UL SOLUTIONS INC - CLASS A COMMON STOCK (UL SOLUTIONS INC.) | Long | Equity-common | US | $244K | 6K | 0.09 |
| UNIFIRST CORP/MA COMMON STOCK (UNIFIRST CORPORATION) | Long | Equity-common | US | $381K | 2K | 0.15 |
| UNISYS CORP COMMON STOCK (UNISYS CORPORATION) | Long | Equity-common | US | $212K | 49K | 0.08 |
| UNIVERSAL DISPLAY CORP COMMON STOCK (UNIVERSAL DISPLAY CORPORATION) | Long | Equity-common | US | $548K | 3K | 0.21 |
| UNIVERSAL HEALTH RLTY INCOME REIT (UNIVERSAL HEALTH REALTY INCOME TRUST) | Long | Equity-common | US | $79K | 2K | 0.03 |
| UNIVERSAL INSURANCE HOLDINGS COMMON STOCK (UNIVERSAL INSURANCE HOLDINGS, INC.) | Long | Equity-common | US | $570K | 29K | 0.22 |
| UNIVEST FINANCIAL CORP COMMON STOCK (Univest Financial Corporation) | Long | Equity-common | US | $565K | 26K | 0.22 |
| URBAN OUTFITTERS INC COMMON STOCK (URBAN OUTFITTERS, INC.) | Long | Equity-common | US | $2M | 46K | 0.73 |
| UTAH MEDICAL PRODUCTS INC COMMON STOCK (UTAH MEDICAL PRODUCTS, INC.) | Long | Equity-common | US | $523K | 8K | 0.20 |
| V2X INC COMMON STOCK (V2X, INC.) | Long | Equity-common | US | $66K | 1K | 0.03 |
| VAALCO ENERGY INC COMMON STOCK (VAALCO ENERGY, INC.) | Long | Equity-common | US | $379K | 59K | 0.14 |
| VALLEY NATIONAL BANCORP COMMON STOCK | Long | Equity-common | US | $554K | 78K | 0.21 |
| VALMONT INDUSTRIES COMMON STOCK (VALMONT INDUSTRIES, INC.) | Long | Equity-common | US | $1M | 5K | 0.46 |
| VALVOLINE INC COMMON STOCK (VALVOLINE INC.) | Long | Equity-common | US | $601K | 15K | 0.23 |
| VANDA PHARMACEUTICALS INC COMMON STOCK (VANDA PHARMACEUTICALS INC.) | Long | Equity-common | US | $510K | 100K | 0.19 |
| VAXCYTE INC COMMON STOCK | Long | Equity-common | US | $197K | 3K | 0.08 |
| VEECO INSTRUMENTS INC COMMON STOCK (VEECO INSTRUMENTS INC.) | Long | Equity-common | US | $347K | 9K | 0.13 |
| VERA THERAPEUTICS INC COMMON STOCK | Long | Equity-common | US | $181K | 5K | 0.07 |
| VEREN INC COMMON STOCK (VEREN INC.) | Long | Equity-common | US | $2M | 187K | 0.62 |
| VERICEL CORP COMMON STOCK (VERICEL CORPORATION) | Long | Equity-common | US | $205K | 4K | 0.08 |
| VERRA MOBILITY CORP COMMON STOCK (VERRA MOBILITY CORPORATION) | Long | Equity-common | US | $324K | 12K | 0.12 |
| VERTIV HOLDINGS CO-A COMMON STOCK | Long | Equity-common | US | $392K | 4K | 0.15 |
| VERVE THERAPEUTICS INC COMMON STOCK | Long | Equity-common | US | $283K | 55K | 0.11 |
| VIAD CORP COMMON STOCK | Long | Equity-common | US | $223K | 6K | 0.09 |
| VIAVI SOLUTIONS INC COMMON STOCK (VIAVI SOLUTIONS INC.) | Long | Equity-common | US | $525K | 70K | 0.20 |
| VICTORY CAPITAL HOLDING - A COMMON STOCK (VICTORY CAPITAL HOLDINGS, INC.) | Long | Equity-common | US | $319K | 6K | 0.12 |
| VIKING THERAPEUTICS INC COMMON STOCK | Long | Equity-common | US | $208K | 3K | 0.08 |
| VILLAGE SUPER MARKET-CLASS A COMMON STOCK (Village Super Market, Inc.) | Long | Equity-common | US | $336K | 11K | 0.13 |
| VIMEO INC COMMON STOCK (VIMEO, INC.) | Long | Equity-common | US | $236K | 61K | 0.09 |
| VIRTU FINANCIAL INC-CLASS A COMMON STOCK (VIRTU FINANCIAL, INC.) | Long | Equity-common | US | $276K | 13K | 0.11 |
| VITAL FARMS INC COMMON STOCK (VITAL FARMS, INC.) | Long | Equity-common | US | $356K | 9K | 0.14 |
| WATERSTONE FINANCIAL INC COMMON STOCK (WATERSTONE FINANCIAL, INC.) | Long | Equity-common | US | $82K | 7K | 0.03 |
| WEATHERFORD INTERNATIONAL PL COMMON STOCK (WEATHERFORD INTERNATIONAL PUBLIC LIMITED COMPANY) | Long | Equity-common | US | $351K | 3K | 0.13 |
| WESCO INTERNATIONAL INC COMMON STOCK (WESCO INTERNATIONAL, INC.) | Long | Equity-common | US | $1M | 7K | 0.51 |
| WESTAMERICA BANCORPORATION COMMON STOCK | Long | Equity-common | US | $341K | 7K | 0.13 |
| WHIRLPOOL CORP COMMON STOCK (WHIRLPOOL CORPORATION) | Long | Equity-common | US | $527K | 6K | 0.20 |
| WHITESTONE REIT REIT | Long | Equity-common | US | $76K | 6K | 0.03 |
| WILLDAN GROUP INC COMMON STOCK (WILLDAN GROUP, INC.) | Long | Equity-common | US | $361K | 11K | 0.14 |
| WILLIS LEASE FINANCE CORP COMMON STOCK (WILLIS LEASE FINANCE CORPORATION) | Long | Equity-common | US | $93K | 1K | 0.04 |
| WINGSTOP INC COMMON STOCK (WINGSTOP INC.) | Long | Equity-common | US | $950K | 3K | 0.36 |
| WINTRUST FINANCIAL CORP COMMON STOCK (WINTRUST FINANCIAL CORPORATION) | Long | Equity-common | US | $1M | 11K | 0.42 |
| WISDOMTREE INC COMMON STOCK (WISDOMTREE, INC.) | Long | Equity-common | US | $276K | 28K | 0.11 |
| WOODWARD INC COMMON STOCK (WOODWARD, INC.) | Long | Equity-common | US | $321K | 2K | 0.12 |
| WORLD ACCEPTANCE CORP COMMON STOCK (WORLD ACCEPTANCE CORPORATION) | Long | Equity-common | US | $594K | 5K | 0.23 |
| WW INTERNATIONAL INC COMMON STOCK (WW International, Inc.) | Long | Equity-common | US | $60K | 36K | 0.02 |
| XPONENTIAL FITNESS INC-A COMMON STOCK (XPONENTIAL FITNESS, INC.) | Long | Equity-common | US | $385K | 43K | 0.15 |
| Y-MABS THERAPEUTICS INC COMMON STOCK | Long | Equity-common | US | $68K | 6K | 0.03 |
| YETI HOLDINGS INC COMMON STOCK (YETI HOLDINGS, INC.) | Long | Equity-common | US | $206K | 5K | 0.08 |
| ZETA GLOBAL HOLDINGS CORP-A COMMON STOCK | Long | Equity-common | US | $328K | 20K | 0.13 |
| ZIFF DAVIS INC COMMON STOCK (ZIFF DAVIS, INC.) | Long | Equity-common | US | $416K | 7K | 0.16 |
| ZIONS BANCORP NA COMMON STOCK (ZIONS BANCORPORATION, NATIONAL ASSOCIATION) | Long | Equity-common | US | $1M | 31K | 0.51 |
Address
SEI INSTITUTIONAL INVESTMENTS TRUST
ONE FREEDOM VALLEY DRIVE
OAKS
Pennsylvania
19456
United States of America
Websites
Directors
Christine Reynolds
James B. Taylor
James M. Williams
Nina Lesavoy
Robert A. Nesher
Susan C. Cote
Thomas Melendez
William M. Doran
Transfer Agents
SEI Institutional Transfer Agent, Inc.
Pricing Services
Bloomberg
IHS Markit
Intercontinental Exchange, Inc.
Pricing Direct
S&P
Thomson Reuters Corporation
Custodians
US BANK, N.A.
Shareholder Servicing Agents
SEI Investments Distribution Co.
SEI Private Trust Company
Admins
SEI INVESTMENTS GLOBAL FUNDS SERVICES
Brokers
N/A