Catholic Responsible Investments Funds
Catholic Responsible Investments Small-Cap Fund
$468.98M
Avg Monthly Net Assets
$584.44M
Total Assets
$212K
Total Liabilities
$584.23M
Net Assets
Catholic Responsible Investments Small-Cap Fund is a Mutual Fund in Catholic Responsible Investments Funds
,
based in Pennsylvania,
United States of America.
The fund has one share class
and monthly net assets of $468.98M.
On September 26th, 2024 it reported 575 holdings, the largest
being (1.6%), (1.6%) and State Street Institutional Government Money Market Fund (1.3%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Ticker | Monthly Returns (2 years) |
|---|---|---|---|
| Institutional Shares | C000230951 | CRSSX |
Holdings
From latest NPORT-P, filed September 26th, 2024 for period ending July 31st, 2024.
Historic holdings data available from Fincoded.
| Name | Profile | Category | Country | Value $USD | # Shares | % of Fund |
|---|---|---|---|---|---|---|
| A10 NETWORKS INC COMMON STOCK (A10 NETWORKS, INC.) | Long | Equity-common | US | $421K | 32K | 0.07 |
| AAR CORP COMMON STOCK (AAR CORP.) | Long | Equity-common | US | $1M | 16K | 0.18 |
| ABERCROMBIE & FITCH CO-CL A COMMON STOCK (ABERCROMBIE & FITCH CO.) | Long | Equity-common | US | $15K | 100 | 0.00 |
| ABM INDUSTRIES INC COMMON STOCK (ABM INDUSTRIES INCORPORATED) | Long | Equity-common | US | $2M | 28K | 0.27 |
| ACADEMY SPORTS & OUTDOORS IN COMMON STOCK (ACADEMY SPORTS AND OUTDOORS, INC.) | Long | Equity-common | US | $2M | 32K | 0.30 |
| ACADIA REALTY TRUST REIT | Long | Equity-common | US | $1M | 48K | 0.18 |
| ACI WORLDWIDE INC COMMON STOCK (ACI WORLDWIDE, INC.) | Long | Equity-common | US | $2M | 48K | 0.35 |
| ADAPTHEALTH CORP COMMON STOCK (ADAPTHEALTH CORP.) | Long | Equity-common | US | $448K | 39K | 0.08 |
| ADDUS HOMECARE CORP COMMON STOCK (ADDUS HOMECARE CORPORATION) | Long | Equity-common | US | $1M | 9K | 0.18 |
| ADEIA INC COMMON STOCK (ADEIA INC.) | Long | Equity-common | US | $598K | 51K | 0.10 |
| ADTALEM GLOBAL EDUCATION INC COMMON STOCK (ADTALEM GLOBAL EDUCATION INC.) | Long | Equity-common | US | $1M | 18K | 0.24 |
| ADVANCE AUTO PARTS INC COMMON STOCK (ADVANCE AUTO PARTS, INC.) | Long | Equity-common | US | $2M | 26K | 0.29 |
| ADVANCED ENERGY INDUSTRIES COMMON STOCK (ADVANCED ENERGY INDUSTRIES, INC.) | Long | Equity-common | US | $2M | 16K | 0.33 |
| ADVANSIX INC COMMON STOCK (ADVANSIX INC.) | Long | Equity-common | US | $362K | 13K | 0.06 |
| AIR LEASE CORP COMMON STOCK (AIR LEASE CORPORATION) | Long | Equity-common | US | $2M | 49K | 0.41 |
| ALAMO GROUP INC COMMON STOCK (ALAMO GROUP INC.) | Long | Equity-common | US | $949K | 5K | 0.16 |
| ALARM.COM HOLDINGS INC COMMON STOCK (ALARM.COM HOLDINGS, INC.) | Long | Equity-common | US | $2M | 23K | 0.27 |
| ALASKA AIR GROUP INC COMMON STOCK (ALASKA AIR GROUP, INC.) | Long | Equity-common | US | $2M | 56K | 0.36 |
| ALBANY INTL CORP-CL A COMMON STOCK (ALBANY INTERNATIONAL CORP.) | Long | Equity-common | US | $1M | 15K | 0.23 |
| ALEXANDER & BALDWIN INC REIT (ALEXANDER & BALDWIN, INC.) | Long | Equity-common | US | $631K | 32K | 0.11 |
| ALKERMES PLC COMMON STOCK (ALKERMES PUBLIC LIMITED COMPANY) | Long | Equity-common | US | $2M | 90K | 0.42 |
| ALLEGIANT TRAVEL CO COMMON STOCK (ALLEGIANT TRAVEL COMPANY) | Long | Equity-common | US | $379K | 7K | 0.06 |
| ALPHA & OMEGA SEMICONDUCTOR COMMON STOCK (Alpha and Omega Semiconductor Ltd) | Long | Equity-common | US | $458K | 11K | 0.08 |
| ALPHA METALLURGICAL RESOURCE COMMON STOCK (ALPHA METALLURGICAL RESOURCES, INC.) | Long | Equity-common | US | $2M | 5K | 0.27 |
| AMBAC FINANCIAL GROUP INC COMMON STOCK (AMBAC FINANCIAL GROUP, INC.) | Long | Equity-common | US | $263K | 20K | 0.05 |
| AMC NETWORKS INC-A COMMON STOCK (AMC NETWORKS INC.) | Long | Equity-common | US | $176K | 16K | 0.03 |
| AMERICAN ASSETS TRUST INC REIT (AMERICAN ASSETS TRUST, INC.) | Long | Equity-common | US | $612K | 23K | 0.10 |
| AMERICAN AXLE & MFG HOLDINGS COMMON STOCK (AMERICAN AXLE & MANUFACTURING HOLDINGS, INC.) | Long | Equity-common | US | $393K | 53K | 0.07 |
| AMERICAN EAGLE OUTFITTERS COMMON STOCK (AMERICAN EAGLE OUTFITTERS, INC.) | Long | Equity-common | US | $2M | 82K | 0.31 |
| AMERICAN STATES WATER CO COMMON STOCK (AMERICAN STATES WATER COMPANY) | Long | Equity-common | US | $2M | 20K | 0.28 |
| AMERICAN WOODMARK CORP COMMON STOCK (AMERICAN WOODMARK CORPORATION) | Long | Equity-common | US | $787K | 8K | 0.13 |
| AMERIS BANCORP COMMON STOCK | Long | Equity-common | US | $2M | 28K | 0.29 |
| AMERISAFE INC COMMON STOCK (AMERISAFE, INC) | Long | Equity-common | US | $396K | 8K | 0.07 |
| AMN HEALTHCARE SERVICES INC COMMON STOCK (AMN HEALTHCARE SERVICES, INC.) | Long | Equity-common | US | $1M | 18K | 0.20 |
| ANDERSONS INC/THE COMMON STOCK (THE ANDERSONS, INC.) | Long | Equity-common | US | $833K | 15K | 0.14 |
| APOGEE ENTERPRISES INC COMMON STOCK (APOGEE ENTERPRISES, INC.) | Long | Equity-common | US | $735K | 11K | 0.13 |
| APOLLO COMMERCIAL REAL ESTAT REIT (APOLLO COMMERCIAL REAL ESTATE FINANCE, INC.) | Long | Equity-common | US | $667K | 61K | 0.11 |
| APPLE HOSPITALITY REIT INC REIT (Apple Hospitality REIT, Inc.) | Long | Equity-common | US | $2M | 103K | 0.26 |
| ARBOR REALTY TRUST INC REIT (ARBOR REALTY TRUST, INC.) | Long | Equity-common | US | $1M | 85K | 0.20 |
| ARCBEST CORP COMMON STOCK (ARCBEST CORPORATION) | Long | Equity-common | US | $1M | 10K | 0.22 |
| ARCHROCK INC COMMON STOCK (ARCHROCK INC.) | Long | Equity-common | US | $2M | 74K | 0.26 |
| ARCOSA INC COMMON STOCK (ARCOSA, INC.) | Long | Equity-common | US | $2M | 22K | 0.36 |
| ARCUS BIOSCIENCES INC COMMON STOCK | Long | Equity-common | US | $531K | 32K | 0.09 |
| ARLO TECHNOLOGIES INC COMMON STOCK | Long | Equity-common | US | $672K | 44K | 0.12 |
| ARMADA HOFFLER PROPERTIES IN REIT (ARMADA HOFFLER PROPERTIES, INC.) | Long | Equity-common | US | $368K | 31K | 0.06 |
| ARMOUR RESIDENTIAL REIT INC REIT (ARMOUR RESIDENTIAL REIT, INC.) | Long | Equity-common | US | $460K | 23K | 0.08 |
| ARMSTRONG WORLD INDUSTRIES COMMON STOCK (ARMSTRONG WORLD INDUSTRIES, INC.) | Long | Equity-common | US | $3M | 20K | 0.45 |
| ARTISAN PARTNERS ASSET MA -A COMMON STOCK (ARTISAN PARTNERS ASSET MANAGEMENT INC.) | Long | Equity-common | US | $1M | 31K | 0.23 |
| ARTIVION INC COMMON STOCK (ARTIVION, INC.) | Long | Equity-common | US | $544K | 20K | 0.09 |
| ASBURY AUTOMOTIVE GROUP COMMON STOCK (ASBURY AUTOMOTIVE GROUP, INC.) | Long | Equity-common | US | $2M | 9K | 0.41 |
| ASSURED GUARANTY LTD COMMON STOCK (ASSURED GUARANTY LTD.) | Long | Equity-common | US | $2M | 23K | 0.32 |
| ASTEC INDUSTRIES INC COMMON STOCK (ASTEC INDUSTRIES, INC.) | Long | Equity-common | US | $404K | 12K | 0.07 |
| ASTRANA HEALTH INC COMMON STOCK (ASTRANA HEALTH, INC.) | Long | Equity-common | US | $1M | 20K | 0.18 |
| ATI Inc COMMON STOCK | Long | Equity-common | US | $4M | 56K | 0.64 |
| ATLANTIC UNION BANKSHARES CO COMMON STOCK (ATLANTIC UNION BANKSHARES CORPORATION) | Long | Equity-common | US | $2M | 39K | 0.28 |
| AVANOS MEDICAL INC COMMON STOCK (AVANOS MEDICAL, INC.) | Long | Equity-common | US | $560K | 23K | 0.10 |
| AVISTA CORP COMMON STOCK (AVISTA CORPORATION) | Long | Equity-common | US | $2M | 42K | 0.28 |
| AXCELIS TECHNOLOGIES INC COMMON STOCK (AXCELIS TECHNOLOGIES, INC.) | Long | Equity-common | US | $2M | 15K | 0.31 |
| AXOS FINANCIAL INC COMMON STOCK (AXOS FINANCIAL, INC.) | Long | Equity-common | US | $2M | 22K | 0.28 |
| AZZ INC COMMON STOCK (AZZ INC.) | Long | Equity-common | US | $1M | 14K | 0.20 |
| B. RILEY FINANCIAL INC COMMON STOCK (B. RILEY FINANCIAL, INC.) | Long | Equity-common | US | $168K | 9K | 0.03 |
| B&G FOODS INC COMMON STOCK (B&G FOODS, INC.) | Long | Equity-common | US | $356K | 41K | 0.06 |
| BADGER METER INC COMMON STOCK (BADGER METER, INC.) | Long | Equity-common | US | $3M | 13K | 0.45 |
| BALCHEM CORP COMMON STOCK (BALCHEM CORPORATION) | Long | Equity-common | US | $3M | 14K | 0.44 |
| BANC OF CALIFORNIA INC COMMON STOCK (BANC OF CALIFORNIA, INC.) | Long | Equity-common | US | $846K | 61K | 0.14 |
| BANCFIRST CORP COMMON STOCK (BANCFIRST CORPORATION) | Long | Equity-common | US | $680K | 6K | 0.12 |
| BANCORP INC/THE COMMON STOCK (THE BANCORP, INC.) | Long | Equity-common | US | $1M | 23K | 0.20 |
| BANK OF HAWAII CORP COMMON STOCK (BANK OF HAWAII CORPORATION) | Long | Equity-common | US | $1M | 17K | 0.20 |
| BANKUNITED INC COMMON STOCK (BANKUNITED, INC.) | Long | Equity-common | US | $1M | 33K | 0.22 |
| BANNER CORPORATION COMMON STOCK | Long | Equity-common | US | $889K | 15K | 0.15 |
| BARNES GROUP INC COMMON STOCK (BARNES GROUP INC.) | Long | Equity-common | US | $971K | 24K | 0.17 |
| BENCHMARK ELECTRONICS INC COMMON STOCK (BENCHMARK ELECTRONICS, INC.) | Long | Equity-common | US | $753K | 16K | 0.13 |
| BERKSHIRE HILLS BANCORP INC COMMON STOCK (BERKSHIRE HILLS BANCORP, INC.) | Long | Equity-common | US | $511K | 19K | 0.09 |
| BGC GROUP INC-A COMMON STOCK (BGC GROUP, INC.) | Long | Equity-common | US | $2M | 171K | 0.27 |
| BJ'S RESTAURANTS INC COMMON STOCK (BJ'S RESTAURANTS, INC.) | Long | Equity-common | US | $384K | 12K | 0.07 |
| BLACKLINE INC COMMON STOCK (BLACKLINE, INC) | Long | Equity-common | US | $1M | 23K | 0.19 |
| BLACKSTONE MORTGAGE TRU-CL A REIT (BLACKSTONE MORTGAGE TRUST, INC.) | Long | Equity-common | US | $1M | 77K | 0.24 |
| BLOOMIN' BRANDS INC COMMON STOCK (BLOOMIN' BRANDS, INC.) | Long | Equity-common | US | $864K | 41K | 0.15 |
| BOISE CASCADE CO COMMON STOCK (BOISE CASCADE COMPANY) | Long | Equity-common | US | $3M | 18K | 0.44 |
| BOOT BARN HOLDINGS INC COMMON STOCK (BOOT BARN HOLDINGS, INC.) | Long | Equity-common | US | $2M | 13K | 0.31 |
| BOX INC - CLASS A COMMON STOCK (BOX, INC.) | Long | Equity-common | US | $2M | 64K | 0.31 |
| BRADY CORPORATION - CL A COMMON STOCK | Long | Equity-common | US | $1M | 20K | 0.24 |
| BRANDYWINE REALTY TRUST REIT | Long | Equity-common | US | $442K | 88K | 0.08 |
| BREAD FINANCIAL HOLDINGS INC COMMON STOCK (BREAD FINANCIAL HOLDINGS, INC.) | Long | Equity-common | US | $1M | 22K | 0.21 |
| BRIGHTSPHERE INVESTMENT GROU COMMON STOCK (BRIGHTSPHERE INVESTMENT GROUP INC.) | Long | Equity-common | US | $336K | 13K | 0.06 |
| BRINKER INTERNATIONAL INC COMMON STOCK (BRINKER INTERNATIONAL, INC.) | Long | Equity-common | US | $1M | 21K | 0.24 |
| BRISTOW GROUP INC COMMON STOCK (BRISTOW GROUP INC.) | Long | Equity-common | US | $493K | 13K | 0.08 |
| BROOKLINE BANCORP INC COMMON STOCK (BROOKLINE BANCORP, INC.) | Long | Equity-common | US | $407K | 39K | 0.07 |
| BROWN BROTHERS HARRIMAN SWEEP INTEREST | Long | Short-term investment vehicle | US | $9M | – | 1.59 |
| BUCKLE INC/THE COMMON STOCK (THE BUCKLE, INC.) | Long | Equity-common | US | $557K | 13K | 0.10 |
| CABLE ONE INC COMMON STOCK (CABLE ONE, INC.) | Long | Equity-common | US | $820K | 2K | 0.14 |
| CACTUS INC - A COMMON STOCK (CACTUS, INC.) | Long | Equity-common | US | $2M | 31K | 0.33 |
| CAL-MAINE FOODS INC COMMON STOCK (CAL-MAINE FOODS, INC.) | Long | Equity-common | US | $1M | 19K | 0.23 |
| CALAVO GROWERS INC COMMON STOCK (CALAVO GROWERS, INC.) | Long | Equity-common | US | $233K | 10K | 0.04 |
| CALERES INC COMMON STOCK (Caleres Inc.) | Long | Equity-common | US | $556K | 14K | 0.10 |
| CALIFORNIA RESOURCES CORP COMMON STOCK (CALIFORNIA RESOURCES CORPORATION) | Long | Equity-common | US | $2M | 31K | 0.28 |
| CALIFORNIA WATER SERVICE GRP COMMON STOCK (CALIFORNIA WATER SERVICE GROUP) | Long | Equity-common | US | $2M | 30K | 0.28 |
| CALIX INC COMMON STOCK (CALIX, INC.) | Long | Equity-common | US | $1M | 26K | 0.18 |
| CAPITOL FEDERAL FINANCIAL IN COMMON STOCK (CAPITOL FEDERAL FINANCIAL, INC.) | Long | Equity-common | US | $340K | 54K | 0.06 |
| CARETRUST REIT INC REIT (CARETRUST REIT, INC.) | Long | Equity-common | US | $2M | 64K | 0.30 |
| CARGURUS INC COMMON STOCK (CARGURUS, INC.) | Long | Equity-common | US | $879K | 35K | 0.15 |
| CARPENTER TECHNOLOGY COMMON STOCK (CARPENTER TECHNOLOGY CORPORATION) | Long | Equity-common | US | $3M | 22K | 0.56 |
| CARS.COM INC COMMON STOCK (CARS.COM INC.) | Long | Equity-common | US | $560K | 27K | 0.10 |
| CATALYST PHARMACEUTICALS INC COMMON STOCK (CATALYST PHARMACEUTICALS, INC.) | Long | Equity-common | US | $1M | 58K | 0.17 |
| CATHAY GENERAL BANCORP COMMON STOCK | Long | Equity-common | US | $1M | 32K | 0.24 |
| CAVCO INDUSTRIES INC COMMON STOCK (CAVCO INDUSTRIES, INC.) | Long | Equity-common | US | $2M | 4K | 0.26 |
| CENTERSPACE REIT | Long | Equity-common | US | $493K | 7K | 0.08 |
| CENTRAL GARDEN & PET CO COMMON STOCK (CENTRAL GARDEN & PET COMPANY) | Long | Equity-common | US | $175K | 4K | 0.03 |
| CENTRAL GARDEN AND PET CO-A COMMON STOCK (CENTRAL GARDEN & PET COMPANY) | Long | Equity-common | US | $841K | 24K | 0.14 |
| CENTRAL PACIFIC FINANCIAL CO COMMON STOCK (CENTRAL PACIFIC FINANCIAL CORP.) | Long | Equity-common | US | $308K | 12K | 0.05 |
| CENTURY ALUMINUM COMPANY COMMON STOCK | Long | Equity-common | US | $397K | 26K | 0.07 |
| CENTURY COMMUNITIES INC COMMON STOCK (CENTURY COMMUNITIES, INC.) | Long | Equity-common | US | $1M | 14K | 0.24 |
| CERTARA INC COMMON STOCK (CERTARA, INC.) | Long | Equity-common | US | $803K | 51K | 0.14 |
| CEVA INC COMMON STOCK (CEVA, INC) | Long | Equity-common | US | $218K | 11K | 0.04 |
| CHEESECAKE FACTORY INC/THE COMMON STOCK (THE CHEESECAKE FACTORY INCORPORATED) | Long | Equity-common | US | $872K | 22K | 0.15 |
| CHEFS' WAREHOUSE INC/THE COMMON STOCK (THE CHEFS' WAREHOUSE, INC.) | Long | Equity-common | US | $720K | 17K | 0.12 |
| CHESAPEAKE UTILITIES CORP COMMON STOCK (CHESAPEAKE UTILITIES CORPORATION) | Long | Equity-common | US | $1M | 12K | 0.24 |
| CHUY'S HOLDINGS INC COMMON STOCK (CHUY'S HOLDINGS, INC.) | Long | Equity-common | US | $319K | 9K | 0.05 |
| CINEMARK HOLDINGS INC COMMON STOCK (CINEMARK HOLDINGS, INC.) | Long | Equity-common | US | $1M | 48K | 0.20 |
| CITY HOLDING CO COMMON STOCK (CITY HOLDING COMPANY) | Long | Equity-common | US | $785K | 6K | 0.13 |
| CLEARWATER PAPER CORP COMMON STOCK (CLEARWATER PAPER CORPORATION) | Long | Equity-common | US | $434K | 8K | 0.07 |
| CLEARWAY ENERGY INC-A COMMON STOCK (CLEARWAY ENERGY, INC.) | Long | Equity-common | US | $543K | 22K | 0.09 |
| CLEARWAY ENERGY INC-C COMMON STOCK (CLEARWAY ENERGY, INC.) | Long | Equity-common | US | $1M | 44K | 0.20 |
| COGENT COMMUNICATIONS HOLDIN COMMON STOCK (COGENT COMMUNICATIONS HOLDINGS, INC.) | Long | Equity-common | US | $1M | 19K | 0.23 |
| COHEN & STEERS INC COMMON STOCK (COHEN & STEERS, INC.) | Long | Equity-common | US | $997K | 12K | 0.17 |
| COHU INC COMMON STOCK (COHU, INC.) | Long | Equity-common | US | $661K | 21K | 0.11 |
| COLLEGIUM PHARMACEUTICAL INC COMMON STOCK (Collegium Pharmaceutical, Inc.) | Long | Equity-common | US | $887K | 23K | 0.15 |
| COMERICA INC COMMON STOCK (COMERICA INCORPORATED) | Long | Equity-common | US | $3M | 58K | 0.54 |
| COMMUNITY FINANCIAL SYSTEM INC COMMON STOCK (COMMUNITY FINANCIAL SYSTEM, INC.) | Long | Equity-common | US | $1M | 23K | 0.24 |
| COMPASS MINERALS INTERNATION COMMON STOCK (COMPASS MINERALS INTERNATIONAL, INC.) | Long | Equity-common | US | $229K | 17K | 0.04 |
| COMSTOCK RESOURCES INC COMMON STOCK (COMSTOCK RESOURCES, INC.) | Long | Equity-common | US | $482K | 51K | 0.08 |
| CONMED CORP COMMON STOCK (CONMED CORPORATION) | Long | Equity-common | US | $1M | 15K | 0.17 |
| CONSOLIDATED COMMUNICATIONS COMMON STOCK (CONSOLIDATED COMMUNICATIONS HOLDINGS, INC.) | Long | Equity-common | US | $198K | 43K | 0.03 |
| CORE LABORATORIES INC COMMON STOCK (CORE LABORATORIES INC.) | Long | Equity-common | US | $595K | 24K | 0.10 |
| CORECIVIC INC COMMON STOCK (CORECIVIC, INC.) | Long | Equity-common | US | $718K | 52K | 0.12 |
| CORSAIR GAMING INC COMMON STOCK (CORSAIR GAMING, INC.) | Long | Equity-common | US | $156K | 19K | 0.03 |
| CORVEL CORP COMMON STOCK (CORVEL CORPORATION) | Long | Equity-common | US | $1M | 4K | 0.23 |
| CRACKER BARREL OLD COUNTRY COMMON STOCK (Cracker Barrel Old Country Store, Inc.) | Long | Equity-common | US | $501K | 11K | 0.09 |
| CROSS COUNTRY HEALTHCARE INC COMMON STOCK (CROSS COUNTRY HEALTHCARE, INC.) | Long | Equity-common | US | $317K | 17K | 0.05 |
| CSG SYSTEMS INTL INC COMMON STOCK (CSG SYSTEMS INTERNATIONAL, INC.) | Long | Equity-common | US | $581K | 12K | 0.10 |
| CTS CORP COMMON STOCK (CTS CORPORATION) | Long | Equity-common | US | $651K | 13K | 0.11 |
| CUSHMAN & WAKEFIELD PLC COMMON STOCK | Long | Equity-common | US | $1M | 88K | 0.20 |
| CUSTOMERS BANCORP INC COMMON STOCK (Customers Bancorp, Inc.) | Long | Equity-common | US | $816K | 13K | 0.14 |
| CVB FINANCIAL CORP COMMON STOCK (CVB FINANCIAL CORP.) | Long | Equity-common | US | $1M | 58K | 0.19 |
| CVR ENERGY INC COMMON STOCK (CVR ENERGY, INC.) | Long | Equity-common | US | $492K | 17K | 0.08 |
| CYTEK BIOSCIENCES INC COMMON STOCK | Long | Equity-common | US | $395K | 59K | 0.07 |
| DANA INC COMMON STOCK (DANA INCORPORATED) | Long | Equity-common | US | $730K | 57K | 0.12 |
| DAVE & BUSTER'S ENTERTAINMEN COMMON STOCK (DAVE & BUSTER'S ENTERTAINMENT, INC.) | Long | Equity-common | US | $596K | 16K | 0.10 |
| DELUXE CORP COMMON STOCK (DELUXE CORPORATION) | Long | Equity-common | US | $505K | 21K | 0.09 |
| DESIGNER BRANDS INC-CLASS A COMMON STOCK (DESIGNER BRANDS INC.) | Long | Equity-common | US | $177K | 22K | 0.03 |
| DIAMONDROCK HOSPITALITY CO REIT (DIAMONDROCK HOSPITALITY COMPANY) | Long | Equity-common | US | $810K | 98K | 0.14 |
| DIGI INTERNATIONAL INC COMMON STOCK (DIGI INTERNATIONAL INC.) | Long | Equity-common | US | $433K | 16K | 0.07 |
| DIGITALOCEAN HOLDINGS INC COMMON STOCK (DigitalOcean Holdings, Inc.) | Long | Equity-common | US | $826K | 25K | 0.14 |
| DIME COMMUNITY BANCSHARES IN COMMON STOCK (DIME COMMUNITY BANCSHARES, INC.) | Long | Equity-common | US | $387K | 15K | 0.07 |
| DINE BRANDS GLOBAL INC COMMON STOCK (DINE BRANDS GLOBAL, INC.) | Long | Equity-common | US | $248K | 7K | 0.04 |
| DIODES INC COMMON STOCK (DIODES INCORPORATED) | Long | Equity-common | US | $2M | 21K | 0.27 |
| DNOW INC COMMON STOCK (DNOW INC.) | Long | Equity-common | US | $796K | 52K | 0.14 |
| DONNELLEY FINANCIAL SOLUTION COMMON STOCK (DONNELLEY FINANCIAL SOLUTIONS, INC.) | Long | Equity-common | US | $733K | 11K | 0.13 |
| DORIAN LPG LTD COMMON STOCK (Dorian LPG Ltd.) | Long | Equity-common | US | $724K | 18K | 0.12 |
| DORMAN PRODUCTS INC COMMON STOCK (DORMAN PRODUCTS, INC.) | Long | Equity-common | US | $1M | 12K | 0.21 |
| DOUBLEVERIFY HOLDINGS INC COMMON STOCK | Long | Equity-common | US | $1M | 64K | 0.23 |
| DOUGLAS EMMETT INC REIT (DOUGLAS EMMETT, INC.) | Long | Equity-common | US | $1M | 78K | 0.21 |
| DRIL-QUIP INC COMMON STOCK (DRIL-QUIP, INC.) | Long | Equity-common | US | $336K | 19K | 0.06 |
| DXC TECHNOLOGY CO COMMON STOCK (DXC TECHNOLOGY COMPANY) | Long | Equity-common | US | $2M | 81K | 0.28 |
| DXP ENTERPRISES INC COMMON STOCK (DXP ENTERPRISES, INC.) | Long | Equity-common | US | $377K | 7K | 0.06 |
| DYCOM INDUSTRIES INC COMMON STOCK (DYCOM INDUSTRIES, INC.) | Long | Equity-common | US | $2M | 13K | 0.42 |
| E-MINI RUSS 2000 SEP24 PHYSICAL INDEX FUTURE. | Derivative-equity | US | $9M | – | 1.60 | |
| EAGLE BANCORP INC COMMON STOCK (EAGLE BANCORP, INC.) | Long | Equity-common | US | $283K | 13K | 0.05 |
| EARNOUT SHS 12.50 COMMON STOCK | Long | Equity-common | US | $0 | 3K | – |
| EARNOUT SHS 15.00 COMMON STOCK | Long | Equity-common | US | $0 | 3K | – |
| EASTERLY GOVERNMENT PROPERTI REIT (EASTERLY GOVERNMENT PROPERTIES, INC.) | Long | Equity-common | US | $669K | 48K | 0.11 |
| ECHOSTAR CORP-A COMMON STOCK (ECHOSTAR CORPORATION) | Long | Equity-common | US | $1M | 54K | 0.19 |
| EDGEWELL PERSONAL CARE CO COMMON STOCK (Edgewell Personal Care Company) | Long | Equity-common | US | $864K | 22K | 0.15 |
| ELLINGTON FINANCIAL INC REIT (ELLINGTON FINANCIAL INC.) | Long | Equity-common | US | $470K | 37K | 0.08 |
| ELME COMMUNITIES REIT | Long | Equity-common | US | $678K | 41K | 0.12 |
| EMBECTA CORP COMMON STOCK (EMBECTA CORP.) | Long | Equity-common | US | $454K | 29K | 0.08 |
| EMPLOYERS HOLDINGS INC COMMON STOCK (EMPLOYERS HOLDINGS, INC.) | Long | Equity-common | US | $530K | 11K | 0.09 |
| ENCORE CAPITAL GROUP INC COMMON STOCK (ENCORE CAPITAL GROUP, INC.) | Long | Equity-common | US | $553K | 11K | 0.09 |
| ENERGIZER HOLDINGS INC COMMON STOCK (Energizer Holdings, Inc.) | Long | Equity-common | US | $906K | 29K | 0.15 |
| ENERPAC TOOL GROUP COMMON STOCK (ENERPAC TOOL GROUP CORP.) | Long | Equity-common | US | $1M | 26K | 0.18 |
| ENHABIT INC COMMON STOCK (ENHABIT, INC.) | Long | Equity-common | US | $276K | 27K | 0.05 |
| ENOVA INTERNATIONAL INC COMMON STOCK (ENOVA INTERNATIONAL, INC.) | Long | Equity-common | US | $1M | 12K | 0.18 |
| ENPRO INC COMMON STOCK (Enpro Inc.) | Long | Equity-common | US | $2M | 10K | 0.28 |
| ENSIGN GROUP INC/THE COMMON STOCK (THE ENSIGN GROUP, INC.) | Long | Equity-common | US | $4M | 26K | 0.62 |
| ENVESTNET INC COMMON STOCK (ENVESTNET, INC.) | Long | Equity-common | US | $1M | 23K | 0.24 |
| ENVIRI CORP COMMON STOCK (ENVIRI CORPORATION) | Long | Equity-common | US | $461K | 39K | 0.08 |
| EPLUS INC COMMON STOCK (EPLUS INC.) | Long | Equity-common | US | $1M | 12K | 0.18 |
| ESCO TECHNOLOGIES INC COMMON STOCK (ESCO TECHNOLOGIES INC.) | Long | Equity-common | US | $1M | 12K | 0.25 |
| ESSENTIAL PROPERTIES REALTY REIT (ESSENTIAL PROPERTIES REALTY TRUST, INC.) | Long | Equity-common | US | $2M | 80K | 0.40 |
| ETHAN ALLEN INTERIORS INC COMMON STOCK (ETHAN ALLEN INTERIORS INC.) | Long | Equity-common | US | $372K | 12K | 0.06 |
| EVERTEC INC COMMON STOCK (Evertec, Inc.) | Long | Equity-common | US | $968K | 28K | 0.17 |
| EXP WORLD HOLDINGS INC COMMON STOCK | Long | Equity-common | US | $521K | 36K | 0.09 |
| EXTREME NETWORKS INC COMMON STOCK (EXTREME NETWORKS, INC.) | Long | Equity-common | US | $831K | 58K | 0.14 |
| EZCORP INC-CL A COMMON STOCK (EZCORP, INC.) | Long | Equity-common | US | $236K | 23K | 0.04 |
| FABRINET COMMON STOCK | Long | Equity-common | US | $4M | 16K | 0.60 |
| FB FINANCIAL CORP COMMON STOCK (FB Financial Corporation) | Long | Equity-common | US | $717K | 15K | 0.12 |
| FEDERAL SIGNAL CORP COMMON STOCK (FEDERAL SIGNAL CORPORATION) | Long | Equity-common | US | $3M | 28K | 0.48 |
| FIRST BANCORP PUERTO RICO COMMON STOCK (First BanCorp.) | Long | Equity-common | US | $2M | 72K | 0.26 |
| FIRST BANCORP/NC COMMON STOCK | Long | Equity-common | US | $750K | 18K | 0.13 |
| FIRST COMMONWEALTH FINL CORP COMMON STOCK (FIRST COMMONWEALTH FINANCIAL CORPORATION) | Long | Equity-common | US | $804K | 44K | 0.14 |
| FIRST FINANCIAL BANCORP COMMON STOCK (FIRST FINANCIAL BANCORP.) | Long | Equity-common | US | $1M | 42K | 0.19 |
| FIRST HAWAIIAN INC COMMON STOCK (FIRST HAWAIIAN, INC.) | Long | Equity-common | US | $1M | 56K | 0.24 |
| FOOT LOCKER INC COMMON STOCK (FOOT LOCKER, INC.) | Long | Equity-common | US | $1M | 37K | 0.18 |
| FORMFACTOR INC COMMON STOCK (FORMFACTOR, INC.) | Long | Equity-common | US | $2M | 34K | 0.32 |
| FORTREA HOLDINGS INC COMMON STOCK (FORTREA HOLDINGS INC.) | Long | Equity-common | US | $1M | 46K | 0.22 |
| FORWARD AIR CORP COMMON STOCK (FORWARD AIR CORPORATION) | Long | Equity-common | US | $371K | 15K | 0.06 |
| FOUR CORNERS PROPERTY TRUST REIT (FOUR CORNERS PROPERTY TRUST, INC.) | Long | Equity-common | US | $1M | 41K | 0.19 |
| FOX FACTORY HOLDING CORP COMMON STOCK (FOX FACTORY HOLDING CORP.) | Long | Equity-common | US | $975K | 18K | 0.17 |
| FRANKLIN BSP REALTY TRUST IN REIT (FRANKLIN BSP REALTY TRUST, INC.) | Long | Equity-common | US | $494K | 36K | 0.08 |
| FRANKLIN ELECTRIC CO INC COMMON STOCK (FRANKLIN ELECTRIC CO., INC.) | Long | Equity-common | US | $2M | 18K | 0.33 |
| FRESH DEL MONTE PRODUCE INC COMMON STOCK (FRESH DEL MONTE PRODUCE INC.) | Long | Equity-common | US | $450K | 18K | 0.08 |
| FRONTDOOR INC COMMON STOCK (FRONTDOOR, INC.) | Long | Equity-common | US | $1M | 36K | 0.24 |
| FULGENT GENETICS INC COMMON STOCK (FULGENT GENETICS, INC.) | Long | Equity-common | US | $281K | 12K | 0.05 |
| FULTON FINANCIAL CORP COMMON STOCK (FULTON FINANCIAL CORPORATION) | Long | Equity-common | US | $2M | 79K | 0.26 |
| G-III APPAREL GROUP LTD COMMON STOCK (G-III APPAREL GROUP, LTD.) | Long | Equity-common | US | $570K | 21K | 0.10 |
| GATES INDUSTRIAL CORP PLC COMMON STOCK (GATES INDUSTRIAL CORPORATION PLC) | Long | Equity-common | US | $2M | 88K | 0.28 |
| GENTHERM INC COMMON STOCK (GENTHERM INCORPORATED) | Long | Equity-common | US | $761K | 14K | 0.13 |
| GENWORTH FINANCIAL INC COMMON STOCK (GENWORTH FINANCIAL, INC.) | Long | Equity-common | US | $1M | 197K | 0.23 |
| GEO GROUP INC/THE COMMON STOCK (THE GEO GROUP, INC.) | Long | Equity-common | US | $897K | 62K | 0.15 |
| GETTY REALTY CORP REIT (GETTY REALTY CORP.) | Long | Equity-common | US | $638K | 22K | 0.11 |
| GIBRALTAR INDUSTRIES INC COMMON STOCK (GIBRALTAR INDUSTRIES, INC.) | Long | Equity-common | US | $1M | 14K | 0.18 |
| GLAUKOS CORP COMMON STOCK (GLAUKOS CORPORATION) | Long | Equity-common | US | $3M | 23K | 0.46 |
| GLOBAL NET LEASE INC REIT (GLOBAL NET LEASE, INC.) | Long | Equity-common | US | $818K | 94K | 0.14 |
| GMS INC COMMON STOCK (GMS Inc.) | Long | Equity-common | US | $2M | 19K | 0.31 |
| GOGO INC COMMON STOCK (GOGO INC.) | Long | Equity-common | US | $275K | 30K | 0.05 |
| GOLDMAN SACHS COLLATERAL | Long | Short-term investment vehicle | US | $686K | – | 0.12 |
| GOOSEHEAD INSURANCE INC -A COMMON STOCK (GOOSEHEAD INSURANCE, INC.) | Long | Equity-common | US | $1M | 11K | 0.17 |
| GRANITE CONSTRUCTION INC COMMON STOCK (GRANITE CONSTRUCTION INCORPORATED) | Long | Equity-common | US | $1M | 21K | 0.24 |
| GREEN BRICK PARTNERS INC COMMON STOCK (GREEN BRICK PARTNERS, INC.) | Long | Equity-common | US | $902K | 12K | 0.15 |
| GREEN DOT CORP-CLASS A COMMON STOCK (GREEN DOT CORPORATION) | Long | Equity-common | US | $216K | 23K | 0.04 |
| GREEN PLAINS INC COMMON STOCK (GREEN PLAINS INC.) | Long | Equity-common | US | $585K | 33K | 0.10 |
| GREENBRIER COMPANIES INC COMMON STOCK (THE GREENBRIER COMPANIES, INC.) | Long | Equity-common | US | $760K | 15K | 0.13 |
| GRIFFON CORP COMMON STOCK (GRIFFON CORPORATION) | Long | Equity-common | US | $1M | 18K | 0.22 |
| GROCERY OUTLET HOLDING CORP COMMON STOCK (GROCERY OUTLET HOLDING CORP.) | Long | Equity-common | US | $913K | 47K | 0.16 |
| GROUP 1 AUTOMOTIVE INC COMMON STOCK (GROUP 1 AUTOMOTIVE, INC.) | Long | Equity-common | US | $2M | 6K | 0.36 |
| GUESS? INC COMMON STOCK (GUESS ?, INC.) | Long | Equity-common | US | $286K | 12K | 0.05 |
| H.B. FULLER CO. COMMON STOCK (H.B. FULLER COMPANY) | Long | Equity-common | US | $2M | 24K | 0.36 |
| HA SUSTAINABLE INFRASTRUCTUR COMMON STOCK (HA SUSTAINABLE INFRASTRUCTURE CAPITAL, INC.) | Long | Equity-common | US | $2M | 51K | 0.29 |
| HAIN CELESTIAL GROUP INC COMMON STOCK (THE HAIN CELESTIAL GROUP, INC.) | Long | Equity-common | US | $367K | 47K | 0.06 |
| HANESBRANDS INC COMMON STOCK (HANESBRANDS INC.) | Long | Equity-common | US | $980K | 165K | 0.17 |
| HANMI FINANCIAL CORPORATION COMMON STOCK | Long | Equity-common | US | $268K | 13K | 0.05 |
| HARMONIC INC COMMON STOCK (HARMONIC INC.) | Long | Equity-common | US | $747K | 51K | 0.13 |
| HARMONY BIOSCIENCES HOLDINGS COMMON STOCK (HARMONY BIOSCIENCES HOLDINGS, INC.) | Long | Equity-common | US | $718K | 21K | 0.12 |
| HAVERTY FURNITURE COMMON STOCK (HAVERTY FURNITURE COMPANIES, INC.) | Long | Equity-common | US | $170K | 6K | 0.03 |
| HAWKINS INC COMMON STOCK (Hawkins, Inc.) | Long | Equity-common | US | $914K | 9K | 0.16 |
| HAYNES INTERNATIONAL INC COMMON STOCK (HAYNES INTERNATIONAL, INC.) | Long | Equity-common | US | $363K | 6K | 0.06 |
| HAYWARD HOLDINGS INC COMMON STOCK (HAYWARD HOLDINGS, INC.) | Long | Equity-common | US | $901K | 61K | 0.15 |
| HCI GROUP INC COMMON STOCK (HCI GROUP, INC.) | Long | Equity-common | US | $321K | 3K | 0.05 |
| HEALTHCARE SERVICES GROUP COMMON STOCK (HEALTHCARE SERVICES GROUP, INC.) | Long | Equity-common | US | $391K | 34K | 0.07 |
| HEALTHSTREAM INC COMMON STOCK (HEALTHSTREAM, INC.) | Long | Equity-common | US | $374K | 13K | 0.06 |
| HEARTLAND EXPRESS INC COMMON STOCK (HEARTLAND EXPRESS, INC.) | Long | Equity-common | US | $259K | 20K | 0.04 |
| HEIDRICK & STRUGGLES INTL COMMON STOCK (HEIDRICK & STRUGGLES INTERNATIONAL, INC.) | Long | Equity-common | US | $358K | 9K | 0.06 |
| HELIX ENERGY SOLUTIONS GROUP COMMON STOCK (HELIX ENERGY SOLUTIONS GROUP, INC.) | Long | Equity-common | US | $818K | 69K | 0.14 |
| HELMERICH & PAYNE COMMON STOCK (HELMERICH & PAYNE, INC.) | Long | Equity-common | US | $2M | 47K | 0.32 |
| HERITAGE FINANCIAL CORP COMMON STOCK (HERITAGE FINANCIAL CORPORATION) | Long | Equity-common | US | $350K | 15K | 0.06 |
| HERTZ GLOBAL HLDGS INC COMMON STOCK (HERTZ GLOBAL HOLDINGS, INC.) | Long | Equity-common | US | $265K | 65K | 0.05 |
| HIGHWOODS PROPERTIES INC REIT (HIGHWOODS PROPERTIES, INC.) | Long | Equity-common | US | $2M | 49K | 0.26 |
| HILLENBRAND INC COMMON STOCK (HILLENBRAND, INC.) | Long | Equity-common | US | $1M | 33K | 0.25 |
| HILLTOP HOLDINGS INC COMMON STOCK (HILLTOP HOLDINGS INC.) | Long | Equity-common | US | $666K | 20K | 0.11 |
| HNI CORP COMMON STOCK (HNI CORPORATION) | Long | Equity-common | US | $1M | 21K | 0.20 |
| HOPE BANCORP INC COMMON STOCK (HOPE BANCORP, INC.) | Long | Equity-common | US | $692K | 53K | 0.12 |
| HORACE MANN EDUCATORS COMMON STOCK (HORACE MANN EDUCATORS CORPORATION) | Long | Equity-common | US | $617K | 18K | 0.11 |
| HUB GROUP INC-CL A COMMON STOCK (HUB GROUP, INC.) | Long | Equity-common | US | $1M | 27K | 0.22 |
| HUDSON PACIFIC PROPERTIES IN REIT (HUDSON PACIFIC PROPERTIES, INC.) | Long | Equity-common | US | $386K | 64K | 0.07 |
| IAC INC COMMON STOCK (IAC INC.) | Long | Equity-common | US | $2M | 31K | 0.28 |
| ICHOR HOLDINGS LTD COMMON STOCK (ICHOR HOLDINGS, LTD.) | Long | Equity-common | US | $529K | 16K | 0.09 |
| ICU MEDICAL INC COMMON STOCK (ICU MEDICAL, INC.) | Long | Equity-common | US | $1M | 10K | 0.21 |
| INARI MEDICAL INC COMMON STOCK (INARI MEDICAL, INC.) | Long | Equity-common | US | $1M | 24K | 0.19 |
| INDEPENDENT BANK CORP/MA COMMON STOCK (INDEPENDENT BANK CORP.) | Long | Equity-common | US | $1M | 19K | 0.20 |
| INDEPENDENT BANK GROUP INC COMMON STOCK (INDEPENDENT BANK GROUP, INC.) | Long | Equity-common | US | $927K | 16K | 0.16 |
| INGEVITY CORP COMMON STOCK (INGEVITY CORPORATION) | Long | Equity-common | US | $726K | 16K | 0.12 |
| INNOSPEC INC COMMON STOCK (INNOSPEC INC.) | Long | Equity-common | US | $1M | 11K | 0.25 |
| INNOVATIVE INDUSTRIAL PROPER REIT (INNOVATIVE INDUSTRIAL PROPERTIES, INC.) | Long | Equity-common | US | $2M | 13K | 0.28 |
| INNOVIVA INC COMMON STOCK (INNOVIVA, INC.) | Long | Equity-common | US | $814K | 43K | 0.14 |
| INSIGHT ENTERPRISES INC COMMON STOCK (INSIGHT ENTERPRISES, INC.) | Long | Equity-common | US | $3M | 12K | 0.46 |
| INSTALLED BUILDING PRODUCTS COMMON STOCK (INSTALLED BUILDING PRODUCTS, INC.) | Long | Equity-common | US | $3M | 11K | 0.49 |
| INSTEEL INDUSTRIES INC COMMON STOCK (INSTEEL INDUSTRIES, INC.) | Long | Equity-common | US | $342K | 10K | 0.06 |
| INTEGER HOLDINGS CORP COMMON STOCK (INTEGER HOLDINGS CORPORATION) | Long | Equity-common | US | $2M | 16K | 0.32 |
| INTEGRA LIFESCIENCES HOLDING COMMON STOCK (INTEGRA LIFESCIENCES HOLDINGS CORPORATION) | Long | Equity-common | US | $826K | 33K | 0.14 |
| INTER PARFUMS INC COMMON STOCK (INTER PARFUMS, INC.) | Long | Equity-common | US | $1M | 8K | 0.20 |
| INTERDIGITAL INC COMMON STOCK (InterDigital, Inc.) | Long | Equity-common | US | $1M | 11K | 0.24 |
| INTERFACE INC COMMON STOCK (INTERFACE, INC.) | Long | Equity-common | US | $488K | 28K | 0.08 |
| ITRON INC COMMON STOCK (ITRON, INC.) | Long | Equity-common | US | $2M | 20K | 0.36 |
| J & J SNACK FOODS CORP COMMON STOCK (J & J SNACK FOODS CORP.) | Long | Equity-common | US | $1M | 7K | 0.21 |
| JACK IN THE BOX INC COMMON STOCK (JACK IN THE BOX INC.) | Long | Equity-common | US | $562K | 9K | 0.10 |
| JACKSON FINANCIAL INC-A COMMON STOCK (JACKSON FINANCIAL INC.) | Long | Equity-common | US | $3M | 31K | 0.46 |
| JBG SMITH PROPERTIES REIT | Long | Equity-common | US | $666K | 41K | 0.11 |
| JETBLUE AIRWAYS CORP COMMON STOCK (JETBLUE AIRWAYS CORPORATION) | Long | Equity-common | US | $994K | 155K | 0.17 |
| JOHN B. SANFILIPPO & SON INC COMMON STOCK (JOHN B. SANFILIPPO & SON, INC.) | Long | Equity-common | US | $464K | 4K | 0.08 |
| JOHN BEAN TECHNOLOGIES CORP COMMON STOCK (JOHN BEAN TECHNOLOGIES CORPORATION) | Long | Equity-common | US | $1M | 15K | 0.25 |
| KAISER ALUMINUM CORP COMMON STOCK (KAISER ALUMINUM CORPORATION) | Long | Equity-common | US | $595K | 8K | 0.10 |
| KELLY SERVICES INC -A COMMON STOCK (KELLY SERVICES, INC.) | Long | Equity-common | US | $361K | 15K | 0.06 |
| KENNAMETAL INC COMMON STOCK (KENNAMETAL INC.) | Long | Equity-common | US | $988K | 38K | 0.17 |
| KENNEDY-WILSON HOLDINGS INC COMMON STOCK (KENNEDY-WILSON HOLDINGS, INC.) | Long | Equity-common | US | $543K | 52K | 0.09 |
| KKR REAL ESTATE FINANCE TRUS REIT (KKR REAL ESTATE FINANCE TRUST INC.) | Long | Equity-common | US | $309K | 27K | 0.05 |
| KNOWLES CORP COMMON STOCK (KNOWLES CORPORATION) | Long | Equity-common | US | $715K | 39K | 0.12 |
| KOHLS CORP COMMON STOCK (KOHL'S CORPORATION) | Long | Equity-common | US | $1M | 50K | 0.18 |
| KONTOOR BRANDS INC COMMON STOCK (Kontoor Brands, Inc.) | Long | Equity-common | US | $2M | 23K | 0.28 |
| KOPPERS HOLDINGS INC COMMON STOCK (Koppers Holdings Inc.) | Long | Equity-common | US | $406K | 10K | 0.07 |
| KORN FERRY COMMON STOCK | Long | Equity-common | US | $2M | 24K | 0.30 |
| KRYSTAL BIOTECH INC COMMON STOCK | Long | Equity-common | US | $3M | 12K | 0.43 |
| KULICKE & SOFFA INDUSTRIES COMMON STOCK (KULICKE AND SOFFA INDUSTRIES, INC.) | Long | Equity-common | US | $1M | 25K | 0.20 |
| LA-Z-BOY INC COMMON STOCK (LA-Z-BOY INCORPORATED) | Long | Equity-common | US | $911K | 21K | 0.16 |
| LAKELAND FINANCIAL CORP COMMON STOCK (LAKELAND FINANCIAL CORPORATION) | Long | Equity-common | US | $762K | 11K | 0.13 |
| LCI INDUSTRIES COMMON STOCK | Long | Equity-common | US | $1M | 11K | 0.22 |
| LEGGETT & PLATT INC COMMON STOCK (LEGGETT & PLATT, INCORPORATED) | Long | Equity-common | US | $845K | 64K | 0.14 |
| LEMAITRE VASCULAR INC COMMON STOCK (LEMAITRE VASCULAR, INC.) | Long | Equity-common | US | $846K | 10K | 0.14 |
| LESLIE'S INC COMMON STOCK | Long | Equity-common | US | $256K | 87K | 0.04 |
| LGI HOMES INC COMMON STOCK (LGI HOMES, INC.) | Long | Equity-common | US | $1M | 10K | 0.19 |
| Liberty Energy Inc COMMON STOCK (LIBERTY ENERGY INC.) | Long | Equity-common | US | $2M | 74K | 0.30 |
| LIGAND PHARMACEUTICALS COMMON STOCK (LIGAND PHARMACEUTICALS INCORPORATED) | Long | Equity-common | US | $1M | 11K | 0.20 |
| LINCOLN NATIONAL CORP COMMON STOCK (LINCOLN NATIONAL CORPORATION) | Long | Equity-common | US | $3M | 76K | 0.43 |
| LINDSAY CORP COMMON STOCK (LINDSAY CORPORATION) | Long | Equity-common | US | $660K | 5K | 0.11 |
| LIQUIDITY SERVICES INC COMMON STOCK (LIQUIDITY SERVICES, INC.) | Long | Equity-common | US | $247K | 11K | 0.04 |
| LIVERAMP HOLDINGS INC COMMON STOCK (LIVERAMP HOLDINGS, INC.) | Long | Equity-common | US | $920K | 30K | 0.16 |
| LTC PROPERTIES INC REIT (LTC PROPERTIES, INC.) | Long | Equity-common | US | $677K | 19K | 0.12 |
| LUMEN TECHNOLOGIES INC COMMON STOCK (LUMEN TECHNOLOGIES, INC.) | Long | Equity-common | US | $1M | 467K | 0.25 |
| LXP INDUSTRIAL TRUST REIT | Long | Equity-common | US | $1M | 135K | 0.24 |
| M/I HOMES INC COMMON STOCK (M/I HOMES, INC.) | Long | Equity-common | US | $2M | 13K | 0.37 |
| MACERICH CO/THE REIT (THE MACERICH COMPANY) | Long | Equity-common | US | $2M | 100K | 0.27 |
| MADISON SQUARE GARDEN SPORTS COMMON STOCK (MADISON SQUARE GARDEN SPORTS CORP.) | Long | Equity-common | US | $1M | 7K | 0.25 |
| MAGNOLIA OIL & GAS CORP - A COMMON STOCK (MAGNOLIA OIL & GAS CORPORATION) | Long | Equity-common | US | $2M | 88K | 0.41 |
| MARATHON DIGITAL HOLDINGS IN COMMON STOCK (MARATHON DIGITAL HOLDINGS, INC.) | Long | Equity-common | US | $2M | 123K | 0.41 |
| MARCUS & MILLICHAP INC COMMON STOCK | Long | Equity-common | US | $416K | 10K | 0.07 |
| MARINEMAX INC COMMON STOCK (MARINEMAX, INC.) | Long | Equity-common | US | $322K | 9K | 0.06 |
| MARTEN TRANSPORT LTD COMMON STOCK (MARTEN TRANSPORT, LTD.) | Long | Equity-common | US | $474K | 25K | 0.08 |
| MASTERBRAND INC COMMON STOCK (MASTERBRAND, INC.) | Long | Equity-common | US | $1M | 60K | 0.19 |
| MATERION CORP COMMON STOCK (MATERION CORPORATION) | Long | Equity-common | US | $1M | 9K | 0.19 |
| MATIV HOLDINGS INC COMMON STOCK (Mativ Holdings, Inc.) | Long | Equity-common | US | $497K | 26K | 0.09 |
| MATSON INC COMMON STOCK | Long | Equity-common | US | $2M | 15K | 0.34 |
| MATTHEWS INTL CORP-CLASS A COMMON STOCK (MATTHEWS INTERNATIONAL CORPORATION) | Long | Equity-common | US | $400K | 14K | 0.07 |
| MAXLINEAR INC COMMON STOCK (MAXLINEAR, INC.) | Long | Equity-common | US | $503K | 36K | 0.09 |
| MERCER INTERNATIONAL INC COMMON STOCK (MERCER INTERNATIONAL INC.) | Long | Equity-common | US | $184K | 24K | 0.03 |
| MERCURY GENERAL CORP COMMON STOCK (MERCURY GENERAL CORPORATION) | Long | Equity-common | US | $714K | 12K | 0.12 |
| MERCURY SYSTEMS INC COMMON STOCK (MERCURY SYSTEMS, INC.) | Long | Equity-common | US | $885K | 25K | 0.15 |
| MERIT MEDICAL SYSTEMS INC COMMON STOCK (MERIT MEDICAL SYSTEMS, INC.) | Long | Equity-common | US | $2M | 27K | 0.39 |
| MERITAGE HOMES CORP COMMON STOCK (MERITAGE HOMES CORPORATION) | Long | Equity-common | US | $3M | 17K | 0.58 |
| METALLUS INC COMMON STOCK (METALLUS INC.) | Long | Equity-common | US | $412K | 18K | 0.07 |
| MGP INGREDIENTS INC COMMON STOCK (MGP INGREDIENTS, INC.) | Long | Equity-common | US | $633K | 8K | 0.11 |
| MIDDLESEX WATER CO COMMON STOCK (MIDDLESEX WATER COMPANY) | Long | Equity-common | US | $692K | 10K | 0.12 |
| MILLERKNOLL INC COMMON STOCK (MILLERKNOLL, INC.) | Long | Equity-common | US | $1M | 33K | 0.18 |
| MINERALS TECHNOLOGIES INC COMMON STOCK (MINERALS TECHNOLOGIES INC.) | Long | Equity-common | US | $1M | 15K | 0.20 |
| MISTER CAR WASH INC COMMON STOCK (MISTER CAR WASH, INC.) | Long | Equity-common | US | $382K | 50K | 0.07 |
| MOELIS & CO - CLASS A COMMON STOCK (MOELIS & COMPANY) | Long | Equity-common | US | $2M | 31K | 0.36 |
| MONRO INC COMMON STOCK (MONRO, INC.) | Long | Equity-common | US | $402K | 13K | 0.07 |
| MOVADO GROUP INC COMMON STOCK (MOVADO GROUP, INC.) | Long | Equity-common | US | $232K | 9K | 0.04 |
| MR COOPER GROUP INC COMMON STOCK (MR. COOPER GROUP INC.) | Long | Equity-common | US | $3M | 28K | 0.43 |
| MUELLER INDUSTRIES INC COMMON STOCK (MUELLER INDUSTRIES, INC.) | Long | Equity-common | US | $4M | 52K | 0.63 |
| MYERS INDUSTRIES INC COMMON STOCK (MYERS INDUSTRIES, INC.) | Long | Equity-common | US | $265K | 18K | 0.05 |
| MYR GROUP INC/DELAWARE COMMON STOCK (MYR GROUP INC.) | Long | Equity-common | US | $1M | 8K | 0.19 |
| MYRIAD GENETICS INC COMMON STOCK (MYRIAD GENETICS, INC.) | Long | Equity-common | US | $1M | 45K | 0.22 |
| N B T BANCORP INC COMMON STOCK (NBT BANCORP INC.) | Long | Equity-common | US | $1M | 21K | 0.17 |
| N-ABLE INC COMMON STOCK (N-ABLE, INC.) | Long | Equity-common | US | $461K | 33K | 0.08 |
| NABORS INDUSTRIES LTD COMMON STOCK (NABORS INDUSTRIES LTD.) | Long | Equity-common | US | $465K | 5K | 0.08 |
| NATIONAL BANK HOLD-CL A COMMON STOCK (NATIONAL BANK HOLDINGS CORPORATION) | Long | Equity-common | US | $691K | 16K | 0.12 |
| NATIONAL BEVERAGE CORP COMMON STOCK (NATIONAL BEVERAGE CORP.) | Long | Equity-common | US | $603K | 12K | 0.10 |
| NATIONAL HEALTHCARE CORP COMMON STOCK (NATIONAL HEALTHCARE CORPORATION) | Long | Equity-common | US | $907K | 7K | 0.16 |
| NATIONAL VISION HOLDINGS INC COMMON STOCK (NATIONAL VISION HOLDINGS, INC.) | Long | Equity-common | US | $519K | 36K | 0.09 |
| NAVIENT CORP COMMON STOCK (NAVIENT CORPORATION) | Long | Equity-common | US | $576K | 35K | 0.10 |
| NCR ATLEOS CORP COMMON STOCK (NCR ATLEOS CORPORATION) | Long | Equity-common | US | $998K | 31K | 0.17 |
| NCR VOYIX CORP COMMON STOCK (NCR VOYIX CORPORATION) | Long | Equity-common | US | $935K | 63K | 0.16 |
| NEOGENOMICS INC COMMON STOCK (NEOGENOMICS, INC.) | Long | Equity-common | US | $1M | 60K | 0.18 |
| NETSCOUT SYSTEMS INC COMMON STOCK (NETSCOUT SYSTEMS, INC.) | Long | Equity-common | US | $634K | 31K | 0.11 |
| NEW YORK MORTGAGE TRUST INC REIT (NEW YORK MORTGAGE TRUST, INC.) | Long | Equity-common | US | $267K | 41K | 0.05 |
| NEXPOINT RESIDENTIAL REIT (NEXPOINT RESIDENTIAL TRUST, INC.) | Long | Equity-common | US | $468K | 11K | 0.08 |
| NMI HOLDINGS INC COMMON STOCK (NMI HOLDINGS, INC.) | Long | Equity-common | US | $1M | 35K | 0.24 |
| NORTHERN OIL AND GAS INC COMMON STOCK (NORTHERN OIL AND GAS, INC.) | Long | Equity-common | US | $2M | 45K | 0.33 |
| NORTHWEST BANCSHARES INC COMMON STOCK (NORTHWEST BANCSHARES, INC.) | Long | Equity-common | US | $779K | 55K | 0.13 |
| NORTHWEST NATURAL HOLDING CO COMMON STOCK (NORTHWEST NATURAL HOLDING COMPANY) | Long | Equity-common | US | $909K | 23K | 0.16 |
| NU SKIN ENTERPRISES INC - A COMMON STOCK (NU SKIN ENTERPRISES, INC.) | Long | Equity-common | US | $274K | 24K | 0.05 |
| NV5 GLOBAL INC COMMON STOCK (NV5 GLOBAL, INC.) | Long | Equity-common | US | $605K | 6K | 0.10 |
| O-I GLASS INC COMMON STOCK (O-I GLASS, INC.) | Long | Equity-common | US | $966K | 72K | 0.17 |
| ODP CORP/THE COMMON STOCK (THE ODP CORPORATION) | Long | Equity-common | US | $588K | 14K | 0.10 |
| OFG BANCORP COMMON STOCK | Long | Equity-common | US | $931K | 20K | 0.16 |
| OLYMPIC STEEL INC COMMON STOCK (OLYMPIC STEEL, INC.) | Long | Equity-common | US | $253K | 5K | 0.04 |
| OMNICELL INC COMMON STOCK (OMNICELL, INC.) | Long | Equity-common | US | $652K | 22K | 0.11 |
| OPENLANE INC COMMON STOCK (OPENLANE, INC.) | Long | Equity-common | US | $903K | 50K | 0.15 |
| OSI SYSTEMS INC COMMON STOCK (OSI SYSTEMS, INC.) | Long | Equity-common | US | $1M | 7K | 0.17 |
| OUTFRONT MEDIA INC REIT (OUTFRONT MEDIA INC.) | Long | Equity-common | US | $1M | 69K | 0.19 |
| OWENS & MINOR INC COMMON STOCK (Owens & Minor, Inc.) | Long | Equity-common | US | $581K | 35K | 0.10 |
| OXFORD INDUSTRIES INC COMMON STOCK | Long | Equity-common | US | $761K | 7K | 0.13 |
| PACIFIC PREMIER BANCORP INC COMMON STOCK (PACIFIC PREMIER BANCORP, INC.) | Long | Equity-common | US | $1M | 42K | 0.20 |
| PACIRA BIOSCIENCES INC COMMON STOCK (PACIRA BIOSCIENCES, INC.) | Long | Equity-common | US | $706K | 34K | 0.12 |
| PALOMAR HOLDINGS INC COMMON STOCK (PALOMAR HOLDINGS, INC.) | Long | Equity-common | US | $1M | 11K | 0.18 |
| PAPA JOHN'S INTL INC COMMON STOCK (PAPA JOHN'S INTERNATIONAL, INC.) | Long | Equity-common | US | $694K | 16K | 0.12 |
| PAR PACIFIC HOLDINGS INC COMMON STOCK (PAR PACIFIC HOLDINGS, INC.) | Long | Equity-common | US | $741K | 28K | 0.13 |
| PARK NATIONAL CORP COMMON STOCK (PARK NATIONAL CORPORATION) | Long | Equity-common | US | $1M | 6K | 0.19 |
| PATHWARD FINANCIAL INC COMMON STOCK (Pathward Financial, Inc.) | Long | Equity-common | US | $744K | 11K | 0.13 |
| PATRICK INDUSTRIES INC COMMON STOCK (PATRICK INDUSTRIES, INC.) | Long | Equity-common | US | $1M | 9K | 0.20 |
| PATTERSON COS INC COMMON STOCK (PATTERSON COMPANIES, INC.) | Long | Equity-common | US | $967K | 38K | 0.17 |
| PATTERSON-UTI ENERGY INC COMMON STOCK (PATTERSON-UTI ENERGY, INC.) | Long | Equity-common | US | $2M | 146K | 0.28 |
| PAYONEER GLOBAL INC COMMON STOCK | Long | Equity-common | US | $644K | 116K | 0.11 |
| PC CONNECTION INC COMMON STOCK (PC CONNECTION, INC.) | Long | Equity-common | US | $354K | 5K | 0.06 |
| PDF SOLUTIONS INC COMMON STOCK (PDF SOLUTIONS, INC.) | Long | Equity-common | US | $489K | 14K | 0.08 |
| PEBBLEBROOK HOTEL TRUST REIT | Long | Equity-common | US | $805K | 59K | 0.14 |
| PENNYMAC MORTGAGE INVESTMENT REIT (PENNYMAC MORTGAGE INVESTMENT TRUST) | Long | Equity-common | US | $526K | 38K | 0.09 |
| PERDOCEO EDUCATION CORP COMMON STOCK (PERDOCEO EDUCATION CORPORATION) | Long | Equity-common | US | $791K | 32K | 0.14 |
| PERFICIENT INC COMMON STOCK (PERFICIENT, INC.) | Long | Equity-common | US | $1M | 16K | 0.21 |
| PHIBRO ANIMAL HEALTH CORP-A COMMON STOCK (PHIBRO ANIMAL HEALTH CORPORATION) | Long | Equity-common | US | $342K | 18K | 0.06 |
| PHILLIPS EDISON & COMPANY IN REIT (PHILLIPS EDISON & COMPANY, INC.) | Long | Equity-common | US | $2M | 55K | 0.33 |
| PHINIA INC COMMON STOCK (PHINIA INC.) | Long | Equity-common | US | $890K | 20K | 0.15 |
| PHOTRONICS INC COMMON STOCK (PHOTRONICS, INC.) | Long | Equity-common | US | $738K | 29K | 0.13 |
| PIPER SANDLER COS COMMON STOCK (PIPER SANDLER COMPANIES) | Long | Equity-common | US | $2M | 7K | 0.32 |
| PITNEY BOWES INC COMMON STOCK (PITNEY BOWES INC.) | Long | Equity-common | US | $498K | 75K | 0.09 |
| PJT PARTNERS INC - A COMMON STOCK (PJT PARTNERS INC.) | Long | Equity-common | US | $1M | 10K | 0.22 |
| PLEXUS CORP COMMON STOCK (PLEXUS CORP.) | Long | Equity-common | US | $2M | 12K | 0.26 |
| POWELL INDUSTRIES INC COMMON STOCK (POWELL INDUSTRIES, INC.) | Long | Equity-common | US | $822K | 4K | 0.14 |
| PRA GROUP INC COMMON STOCK (PRA GROUP, INC.) | Long | Equity-common | US | $497K | 19K | 0.09 |
| PREFERRED BANK/LOS ANGELES COMMON STOCK | Long | Equity-common | US | $462K | 5K | 0.08 |
| PREMIER INC-CLASS A COMMON STOCK (PREMIER, INC.) | Long | Equity-common | US | $1M | 50K | 0.18 |
| PRESTIGE CONSUMER HEALTHCARE COMMON STOCK (PRESTIGE CONSUMER HEALTHCARE INC.) | Long | Equity-common | US | $2M | 27K | 0.33 |
| PRICESMART INC COMMON STOCK (PRICESMART, INC.) | Long | Equity-common | US | $1M | 12K | 0.19 |
| PRIVIA HEALTH GROUP INC COMMON STOCK (PRIVIA HEALTH GROUP, INC.) | Long | Equity-common | US | $1M | 49K | 0.17 |
| PROASSURANCE CORP COMMON STOCK (PROASSURANCE CORPORATION) | Long | Equity-common | US | $311K | 24K | 0.05 |
| PROG HOLDINGS INC COMMON STOCK (PROG Holdings, Inc) | Long | Equity-common | US | $872K | 19K | 0.15 |
| PROGRESS SOFTWARE CORP COMMON STOCK (PROGRESS SOFTWARE CORPORATION) | Long | Equity-common | US | $1M | 19K | 0.19 |
| PROPETRO HOLDING CORP COMMON STOCK (PROPETRO HOLDING CORP.) | Long | Equity-common | US | $447K | 47K | 0.08 |
| PROTAGONIST THERAPEUTICS INC COMMON STOCK | Long | Equity-common | US | $1M | 30K | 0.19 |
| PROTO LABS INC COMMON STOCK (Proto Labs, Inc.) | Long | Equity-common | US | $445K | 13K | 0.08 |
| PROVIDENT FINANCIAL SERVICES COMMON STOCK (PROVIDENT FINANCIAL SERVICES, INC.) | Long | Equity-common | US | $1M | 57K | 0.18 |
| QUAKER CHEMICAL CORPORATION COMMON STOCK | Long | Equity-common | US | $1M | 6K | 0.20 |
| QUANEX BUILDING PRODUCTS COMMON STOCK (QUANEX BUILDING PRODUCTS CORPORATION) | Long | Equity-common | US | $546K | 16K | 0.09 |
| QUINSTREET INC COMMON STOCK | Long | Equity-common | US | $458K | 25K | 0.08 |
| RADIAN GROUP INC COMMON STOCK (RADIAN GROUP INC.) | Long | Equity-common | US | $2M | 66K | 0.42 |
| RADNET INC COMMON STOCK (RADNET, INC.) | Long | Equity-common | US | $2M | 31K | 0.32 |
| READY CAPITAL CORP REIT (READY CAPITAL CORPORATION) | Long | Equity-common | US | $629K | 68K | 0.11 |
| REDWOOD TRUST INC REIT (REDWOOD TRUST, INC.) | Long | Equity-common | US | $448K | 62K | 0.08 |
| RENASANT CORP COMMON STOCK (Renasant Corporation) | Long | Equity-common | US | $845K | 25K | 0.14 |
| RESIDEO TECHNOLOGIES INC COMMON STOCK (RESIDEO TECHNOLOGIES, INC.) | Long | Equity-common | US | $2M | 68K | 0.27 |
| RETAIL OPPORTUNITY INVESTMEN REIT (RETAIL OPPORTUNITY INVESTMENTS CORP.) | Long | Equity-common | US | $862K | 58K | 0.15 |
| REX AMERICAN RESOURCES CORP COMMON STOCK (REX AMERICAN RESOURCES CORPORATION) | Long | Equity-common | US | $430K | 8K | 0.07 |
| ROBERT HALF INC COMMON STOCK (ROBERT HALF INC.) | Long | Equity-common | US | $3M | 45K | 0.50 |
| ROGERS CORP COMMON STOCK (ROGERS CORPORATION) | Long | Equity-common | US | $903K | 7K | 0.15 |
| RPC INC COMMON STOCK (RPC, INC.) | Long | Equity-common | US | $366K | 49K | 0.06 |
| RUSH ENTERPRISES INC-CL A COMMON STOCK (RUSH ENTERPRISES, INC.) | Long | Equity-common | US | $1M | 29K | 0.25 |
| RXO INC COMMON STOCK (RXO, INC.) | Long | Equity-common | US | $2M | 52K | 0.28 |
| S & T BANCORP INC COMMON STOCK (S & T BANCORP, INC.) | Long | Equity-common | US | $740K | 17K | 0.13 |
| SABRE CORP COMMON STOCK (SABRE CORPORATION) | Long | Equity-common | US | $625K | 182K | 0.11 |
| SAFEHOLD INC REIT (SAFEHOLD INC.) | Long | Equity-common | US | $531K | 23K | 0.09 |
| SAFETY INSURANCE GROUP INC COMMON STOCK (SAFETY INSURANCE GROUP, INC.) | Long | Equity-common | US | $553K | 6K | 0.09 |
| SALLY BEAUTY HOLDINGS INC COMMON STOCK (SALLY BEAUTY HOLDINGS, INC.) | Long | Equity-common | US | $517K | 45K | 0.09 |
| SANMINA CORP COMMON STOCK (SANMINA CORPORATION) | Long | Equity-common | US | $2M | 24K | 0.31 |
| SAUL CENTERS INC REIT (SAUL CENTERS, INC.) | Long | Equity-common | US | $223K | 6K | 0.04 |
| SCANSOURCE INC COMMON STOCK (SCANSOURCE, INC.) | Long | Equity-common | US | $561K | 11K | 0.10 |
| SCHOLASTIC CORP COMMON STOCK (SCHOLASTIC CORPORATION) | Long | Equity-common | US | $370K | 12K | 0.06 |
| SCHRODINGER INC COMMON STOCK | Long | Equity-common | US | $590K | 26K | 0.10 |
| SEACOAST BANKING CORP/FL COMMON STOCK (SEACOAST BANKING CORPORATION OF FLORIDA) | Long | Equity-common | US | $1M | 37K | 0.17 |
| SEALED AIR CORP COMMON STOCK (SEALED AIR CORPORATION) | Long | Equity-common | US | $2M | 65K | 0.42 |
| SELECT MEDICAL HOLDINGS CORP COMMON STOCK (SELECT MEDICAL HOLDINGS CORPORATION) | Long | Equity-common | US | $2M | 50K | 0.34 |
| SEMTECH CORP COMMON STOCK (SEMTECH CORPORATION) | Long | Equity-common | US | $933K | 29K | 0.16 |
| SENSIENT TECHNOLOGIES CORP COMMON STOCK (SENSIENT TECHNOLOGIES CORPORATION) | Long | Equity-common | US | $1M | 19K | 0.25 |
| SERVICE PROPERTIES TRUST REIT | Long | Equity-common | US | $468K | 83K | 0.08 |
| SERVISFIRST BANCSHARES INC COMMON STOCK (SERVISFIRST BANCSHARES, INC.) | Long | Equity-common | US | $2M | 21K | 0.29 |
| SHAKE SHACK INC - CLASS A COMMON STOCK (SHAKE SHACK INC.) | Long | Equity-common | US | $2M | 17K | 0.26 |
| SHENANDOAH TELECOMMUNICATION COMMON STOCK (Shenandoah Telecommunications Company) | Long | Equity-common | US | $514K | 24K | 0.09 |
| SHOE CARNIVAL INC COMMON STOCK (SHOE CARNIVAL, INC.) | Long | Equity-common | US | $333K | 8K | 0.06 |
| SHUTTERSTOCK INC COMMON STOCK (SHUTTERSTOCK, INC.) | Long | Equity-common | US | $473K | 11K | 0.08 |
| SIGNET JEWELERS LTD COMMON STOCK (Signet Jewelers Limited) | Long | Equity-common | US | $2M | 20K | 0.28 |
| SIMMONS FIRST NATL CORP-CL A COMMON STOCK (SIMMONS FIRST NATIONAL CORPORATION) | Long | Equity-common | US | $1M | 55K | 0.20 |
| SIMPLY GOOD FOODS CO/THE COMMON STOCK (THE SIMPLY GOOD FOODS COMPANY) | Long | Equity-common | US | $1M | 43K | 0.25 |
| SIMULATIONS PLUS INC COMMON STOCK (SIMULATIONS PLUS, INC.) | Long | Equity-common | US | $344K | 8K | 0.06 |
| SIRIUSPOINT LTD COMMON STOCK (SIRIUSPOINT LTD.) | Long | Equity-common | US | $592K | 41K | 0.10 |
| SITE CENTERS CORP REIT (SITE CENTERS CORP.) | Long | Equity-common | US | $1M | 83K | 0.22 |
| SITIME CORP COMMON STOCK | Long | Equity-common | US | $1M | 8K | 0.19 |
| SIX FLAGS ENTERTAINMENT CORP COMMON STOCK (SIX FLAGS ENTERTAINMENT CORPORATION) | Long | Equity-common | US | $2M | 44K | 0.36 |
| SJW GROUP COMMON STOCK | Long | Equity-common | US | $1M | 17K | 0.17 |
| SKYWEST INC COMMON STOCK (SKYWEST, INC.) | Long | Equity-common | US | $1M | 18K | 0.25 |
| SL GREEN REALTY CORP REIT (SL GREEN REALTY CORP.) | Long | Equity-common | US | $2M | 30K | 0.34 |
| SM ENERGY CO COMMON STOCK (SM ENERGY COMPANY) | Long | Equity-common | US | $3M | 55K | 0.44 |
| SMART GLOBAL HOLDINGS INC COMMON STOCK (SMART GLOBAL HOLDINGS, INC.) | Long | Equity-common | US | $568K | 24K | 0.10 |
| SOLAREDGE TECHNOLOGIES INC COMMON STOCK (SOLAREDGE TECHNOLOGIES, INC.) | Long | Equity-common | US | $761K | 26K | 0.13 |
| SONIC AUTOMOTIVE INC-CLASS A COMMON STOCK (SONIC AUTOMOTIVE, INC.) | Long | Equity-common | US | $386K | 6K | 0.07 |
| SONOS INC COMMON STOCK (SONOS, INC.) | Long | Equity-common | US | $791K | 59K | 0.14 |
| SOUTHSIDE BANCSHARES INC COMMON STOCK (SOUTHSIDE BANCSHARES, INC.) | Long | Equity-common | US | $439K | 13K | 0.08 |
| SPARTANNASH CO COMMON STOCK (SPARTANNASH COMPANY) | Long | Equity-common | US | $369K | 17K | 0.06 |
| SPRINKLR INC-A COMMON STOCK | Long | Equity-common | US | $547K | 56K | 0.09 |
| SPS COMMERCE INC COMMON STOCK (SPS COMMERCE, INC.) | Long | Equity-common | US | $4M | 16K | 0.61 |
| SPX TECHNOLOGIES INC COMMON STOCK (SPX TECHNOLOGIES, INC.) | Long | Equity-common | US | $3M | 21K | 0.54 |
| ST JOE CO/THE COMMON STOCK (THE ST. JOE COMPANY) | Long | Equity-common | US | $964K | 16K | 0.17 |
| STAAR SURGICAL CO COMMON STOCK (STAAR SURGICAL COMPANY) | Long | Equity-common | US | $942K | 23K | 0.16 |
| STANDARD MOTOR PRODS COMMON STOCK (STANDARD MOTOR PRODUCTS, INC.) | Long | Equity-common | US | $268K | 8K | 0.05 |
| STANDEX INTERNATIONAL CORP COMMON STOCK (STANDEX INTERNATIONAL CORPORATION) | Long | Equity-common | US | $1M | 6K | 0.18 |
| State Street Institutional Government Money Market Fund | Long | Short-term investment vehicle | US | $8M | – | 1.30 |
| STELLAR BANCORP INC COMMON STOCK (Stellar Bancorp, Inc.) | Long | Equity-common | US | $563K | 21K | 0.10 |
| STEPAN CO COMMON STOCK (STEPAN COMPANY) | Long | Equity-common | US | $817K | 10K | 0.14 |
| STEPSTONE GROUP INC-CLASS A COMMON STOCK | Long | Equity-common | US | $1M | 23K | 0.20 |
| STEVEN MADDEN LTD COMMON STOCK (STEVEN MADDEN, LTD.) | Long | Equity-common | US | $1M | 33K | 0.25 |
| STEWART INFORMATION SERVICES COMMON STOCK (STEWART INFORMATION SERVICES CORPORATION) | Long | Equity-common | US | $850K | 12K | 0.15 |
| STONEX GROUP INC COMMON STOCK (STONEX GROUP INC.) | Long | Equity-common | US | $991K | 12K | 0.17 |
| STRATEGIC EDUCATION INC COMMON STOCK (STRATEGIC EDUCATION, INC.) | Long | Equity-common | US | $1M | 10K | 0.19 |
| STRIDE INC COMMON STOCK (STRIDE, INC.) | Long | Equity-common | US | $1M | 19K | 0.24 |
| SUMMIT HOTEL PROPERTIES INC REIT (SUMMIT HOTEL PROPERTIES, INC.) | Long | Equity-common | US | $358K | 56K | 0.06 |
| SUN COUNTRY AIRLINES HOLDING COMMON STOCK (Sun Country Airlines Holdings Inc) | Long | Equity-common | US | $232K | 18K | 0.04 |
| SUNCOKE ENERGY INC COMMON STOCK (SUNCOKE ENERGY, INC.) | Long | Equity-common | US | $458K | 39K | 0.08 |
| SUNPOWER CORP COMMON STOCK (SUNPOWER CORPORATION) | Long | Equity-common | US | $75K | 88K | 0.01 |
| SUNRUN INC COMMON STOCK (SUNRUN INC.) | Long | Equity-common | US | $2M | 101K | 0.30 |
| SUNSTONE HOTEL INVESTORS INC REIT (SUNSTONE HOTEL INVESTORS, INC.) | Long | Equity-common | US | $960K | 93K | 0.16 |
| SUPERNUS PHARMACEUTICALS INC COMMON STOCK (SUPERNUS PHARMACEUTICALS, INC.) | Long | Equity-common | US | $1M | 34K | 0.17 |
| SYLVAMO CORP COMMON STOCK (SYLVAMO CORPORATION) | Long | Equity-common | US | $1M | 16K | 0.20 |
| TALOS ENERGY INC COMMON STOCK (TALOS ENERGY INC.) | Long | Equity-common | US | $944K | 80K | 0.16 |
| TANDEM DIABETES CARE INC COMMON STOCK (TANDEM DIABETES CARE, INC.) | Long | Equity-common | US | $1M | 30K | 0.19 |
| TANGER INC REIT (Tanger Inc.) | Long | Equity-common | US | $1M | 50K | 0.25 |
| TECHTARGET COMMON STOCK (TECHTARGET, INC.) | Long | Equity-common | US | $373K | 12K | 0.06 |
| TELEPHONE AND DATA SYSTEMS COMMON STOCK (TELEPHONE AND DATA SYSTEMS, INC.) | Long | Equity-common | US | $971K | 46K | 0.17 |
| TENNANT CO COMMON STOCK (TENNANT COMPANY) | Long | Equity-common | US | $974K | 9K | 0.17 |
| THRYV HOLDINGS INC COMMON STOCK (THRYV HOLDINGS, INC.) | Long | Equity-common | US | $268K | 14K | 0.05 |
| TIDEWATER INC COMMON STOCK (TIDEWATER INC.) | Long | Equity-common | US | $2M | 22K | 0.38 |
| TITAN INTERNATIONAL INC COMMON STOCK (TITAN INTERNATIONAL, INC.) | Long | Equity-common | US | $247K | 29K | 0.04 |
| TOBIRA THERAPEUTICS INC C CONTINGENT VALUE RIGHT | Long | Equity-common | US | $0 | 2K | – |
| TOMPKINS FINANCIAL CORP COMMON STOCK (TOMPKINS FINANCIAL CORPORATION) | Long | Equity-common | US | $344K | 5K | 0.06 |
| TOOTSIE ROLL INDS COMMON STOCK (TOOTSIE ROLL INDUSTRIES, INC.) | Long | Equity-common | US | $309K | 10K | 0.05 |
| TOPGOLF CALLAWAY BRANDS CORP COMMON STOCK (TOPGOLF CALLAWAY BRANDS CORP.) | Long | Equity-common | US | $1M | 69K | 0.19 |
| TREEHOUSE FOODS INC COMMON STOCK (TREEHOUSE FOODS, INC.) | Long | Equity-common | US | $927K | 23K | 0.16 |
| TRI POINTE HOMES INC COMMON STOCK (TRI POINTE HOMES, INC.) | Long | Equity-common | US | $2M | 45K | 0.35 |
| TRINITY INDUSTRIES INC COMMON STOCK (TRINITY INDUSTRIES, INC.) | Long | Equity-common | US | $1M | 38K | 0.22 |
| TRIPADVISOR INC COMMON STOCK (TRIPADVISOR, INC.) | Long | Equity-common | US | $869K | 49K | 0.15 |
| TRIUMPH FINANCIAL INC COMMON STOCK (Triumph Financial, Inc.) | Long | Equity-common | US | $854K | 9K | 0.15 |
| TRIUMPH GROUP INC COMMON STOCK (TRIUMPH GROUP, INC.) | Long | Equity-common | US | $611K | 37K | 0.10 |
| TRUPANION INC COMMON STOCK (TRUPANION, INC.) | Long | Equity-common | US | $623K | 17K | 0.11 |
| TRUSTCO BANK CORP NY COMMON STOCK (TRUSTCO BANK CORP N Y) | Long | Equity-common | US | $295K | 8K | 0.05 |
| TRUSTMARK CORP COMMON STOCK (TRUSTMARK CORPORATION) | Long | Equity-common | US | $927K | 27K | 0.16 |
| TTM TECHNOLOGIES COMMON STOCK (TTM TECHNOLOGIES, INC.) | Long | Equity-common | US | $873K | 45K | 0.15 |
| TWO HARBORS INVESTMENT CORP REIT (TWO HARBORS INVESTMENT CORP.) | Long | Equity-common | US | $608K | 45K | 0.10 |
| U.S. PHYSICAL THERAPY INC COMMON STOCK (U. S. PHYSICAL THERAPY, INC.) | Long | Equity-common | US | $716K | 7K | 0.12 |
| UFP TECHNOLOGIES INC COMMON STOCK (UFP TECHNOLOGIES, INC.) | Long | Equity-common | US | $1M | 3K | 0.18 |
| ULTRA CLEAN HOLDINGS INC COMMON STOCK (ULTRA CLEAN HOLDINGS, INC.) | Long | Equity-common | US | $882K | 20K | 0.15 |
| UNIFIRST CORP/MA COMMON STOCK (UNIFIRST CORPORATION) | Long | Equity-common | US | $1M | 7K | 0.22 |
| UNITED COMMUNITY BANKS/GA COMMON STOCK (UNITED COMMUNITY BANKS, INC.) | Long | Equity-common | US | $2M | 52K | 0.28 |
| UNITED FIRE GROUP INC COMMON STOCK (UNITED FIRE GROUP, INC.) | Long | Equity-common | US | $208K | 9K | 0.04 |
| UNITED NATURAL FOODS INC COMMON STOCK (UNITED NATURAL FOODS, INC.) | Long | Equity-common | US | $455K | 29K | 0.08 |
| UNITI GROUP INC REIT (UNITI GROUP INC.) | Long | Equity-common | US | $453K | 118K | 0.08 |
| UNITIL CORP COMMON STOCK (UNITIL CORPORATION) | Long | Equity-common | US | $626K | 10K | 0.11 |
| UPBOUND GROUP INC COMMON STOCK (UPBOUND GROUP, INC.) | Long | Equity-common | US | $747K | 20K | 0.13 |
| URBAN EDGE PROPERTIES REIT | Long | Equity-common | US | $1M | 52K | 0.18 |
| URBAN OUTFITTERS INC COMMON STOCK (URBAN OUTFITTERS, INC.) | Long | Equity-common | US | $1M | 25K | 0.19 |
| US SILICA HOLDINGS INC COMMON STOCK | Long | Equity-common | US | $117K | 8K | 0.02 |
| USANA HEALTH SCIENCES INC COMMON STOCK (USANA HEALTH SCIENCES, INC.) | Long | Equity-common | US | $224K | 5K | 0.04 |
| VAREX IMAGING CORP COMMON STOCK (VAREX IMAGING CORPORATION) | Long | Equity-common | US | $318K | 22K | 0.05 |
| VEECO INSTRUMENTS INC COMMON STOCK (VEECO INSTRUMENTS INC.) | Long | Equity-common | US | $1M | 25K | 0.18 |
| VERICEL CORP COMMON STOCK (VERICEL CORPORATION) | Long | Equity-common | US | $1M | 27K | 0.23 |
| VERIS RESIDENTIAL INC REIT (VERIS RESIDENTIAL, INC.) | Long | Equity-common | US | $613K | 39K | 0.10 |
| VERITEX HOLDINGS INC COMMON STOCK (VERITEX HOLDINGS, INC.) | Long | Equity-common | US | $596K | 24K | 0.10 |
| VERRA MOBILITY CORP COMMON STOCK (VERRA MOBILITY CORPORATION) | Long | Equity-common | US | $2M | 74K | 0.38 |
| VESTIS CORP COMMON STOCK (VESTIS CORPORATION) | Long | Equity-common | US | $794K | 61K | 0.14 |
| VF CORP COMMON STOCK (V.F. CORPORATION) | Long | Equity-common | US | $3M | 150K | 0.44 |
| VIAD CORP COMMON STOCK | Long | Equity-common | US | $346K | 10K | 0.06 |
| VIASAT INC COMMON STOCK (VIASAT, INC.) | Long | Equity-common | US | $698K | 35K | 0.12 |
| VIAVI SOLUTIONS INC COMMON STOCK (VIAVI SOLUTIONS INC.) | Long | Equity-common | US | $782K | 97K | 0.13 |
| VICOR CORP COMMON STOCK (VICOR CORPORATION) | Long | Equity-common | US | $470K | 11K | 0.08 |
| VICTORIA'S SECRET & CO COMMON STOCK (VICTORIA'S SECRET & CO.) | Long | Equity-common | US | $630K | 36K | 0.11 |
| VIRTU FINANCIAL INC-CLASS A COMMON STOCK (VIRTU FINANCIAL, INC.) | Long | Equity-common | US | $1M | 39K | 0.18 |
| VIRTUS INVESTMENT PARTNERS COMMON STOCK (VIRTUS INVESTMENT PARTNERS, INC.) | Long | Equity-common | US | $660K | 3K | 0.11 |
| VITAL ENERGY INC COMMON STOCK (VITAL ENERGY, INC.) | Long | Equity-common | US | $636K | 15K | 0.11 |
| WABASH NATIONAL CORP COMMON STOCK (WABASH NATIONAL CORPORATION) | Long | Equity-common | US | $486K | 23K | 0.08 |
| WAFD INC COMMON STOCK (WaFd, Inc) | Long | Equity-common | US | $1M | 29K | 0.18 |
| WALKER & DUNLOP INC COMMON STOCK (WALKER & DUNLOP, INC.) | Long | Equity-common | US | $2M | 15K | 0.28 |
| WARRIOR MET COAL INC COMMON STOCK (WARRIOR MET COAL, INC.) | Long | Equity-common | US | $2M | 24K | 0.28 |
| WD-40 CO COMMON STOCK (WD-40 COMPANY) | Long | Equity-common | US | $2M | 6K | 0.27 |
| WERNER ENTERPRISES INC COMMON STOCK (WERNER ENTERPRISES, INC.) | Long | Equity-common | US | $1M | 28K | 0.19 |
| WESTAMERICA BANCORPORATION COMMON STOCK | Long | Equity-common | US | $628K | 12K | 0.11 |
| WHITESTONE REIT REIT | Long | Equity-common | US | $286K | 21K | 0.05 |
| WILEY (JOHN) & SONS-CLASS A COMMON STOCK (JOHN WILEY & SONS, INC.) | Long | Equity-common | US | $901K | 19K | 0.15 |
| WINNEBAGO INDUSTRIES COMMON STOCK (WINNEBAGO INDUSTRIES, INC.) | Long | Equity-common | US | $798K | 13K | 0.14 |
| WISDOMTREE INC COMMON STOCK (WISDOMTREE, INC.) | Long | Equity-common | US | $581K | 49K | 0.10 |
| WK KELLOGG CO COMMON STOCK | Long | Equity-common | US | $568K | 32K | 0.10 |
| WOLVERINE WORLD WIDE INC COMMON STOCK (WOLVERINE WORLD WIDE, INC.) | Long | Equity-common | US | $578K | 39K | 0.10 |
| WORLD ACCEPTANCE CORP COMMON STOCK (WORLD ACCEPTANCE CORPORATION) | Long | Equity-common | US | $199K | 2K | 0.03 |
| WORLD KINECT CORP COMMON STOCK (World Kinect Corporation.) | Long | Equity-common | US | $854K | 31K | 0.15 |
| WORTHINGTON ENTERPRISES INC COMMON STOCK (WORTHINGTON ENTERPRISES, INC.) | Long | Equity-common | US | $749K | 15K | 0.13 |
| WORTHINGTON STEEL INC COMMON STOCK (WORTHINGTON STEEL, INC.) | Long | Equity-common | US | $586K | 15K | 0.10 |
| WSFS FINANCIAL CORP COMMON STOCK (WSFS FINANCIAL CORPORATION) | Long | Equity-common | US | $1M | 26K | 0.25 |
| XENIA HOTELS & RESORTS INC REIT (XENIA HOTELS & RESORTS, INC.) | Long | Equity-common | US | $674K | 49K | 0.12 |
| XEROX HOLDINGS CORP COMMON STOCK | Long | Equity-common | US | $555K | 52K | 0.10 |
| XPEL INC COMMON STOCK | Long | Equity-common | US | $379K | 9K | 0.06 |
| YELP INC COMMON STOCK (YELP INC.) | Long | Equity-common | US | $1M | 29K | 0.18 |
Address
Catholic Responsible Investments Funds
ONE FREEDOM VALLEY DRIVE
OAKS
Pennsylvania
19456
United States of America
Websites
Directors
Robert Nesher
Joseph T. Grause, Jr.
N. Jeffrey Klauder
Bruce R. Speca
Betty Krikorian
Robert Mulhall
Kathleen Gaffney
Monica Walker
Transfer Agents
Atlantic Shareholder Services, LLC
Pricing Services
Thomson Reuters Corporation
IHS Markit
Bloomberg
S&P
Pricing Direct
Intercontinental Exchange, Inc.
Custodians
THE HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED (HSBC)
AO CITIBANK FOR CITIBANK, N.A
CITIBANK, N.A., BUENOS AIRES BRANCH
CITIBANK MAGHREB FOR CITIBANK, N.A
MUFG BANK, LTD
HSBC BANK BERMUDA LIMITED FOR THE HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED (HSBC)
DEUTSCHE BANK AG
HSBC SAUDI ARABIA AND THE SAUDI BRITISH BANK (SABB) FOR THE HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED (HSBC)
HSBC BANK MIDDLE EAST LTD - QATAR BRANCH FOR THE HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED (HSBC)
BANCO NACIONAL DE MEXICO, SA (BANAMEX) FOR CITIBANK, N.A.
Brown Brothers Harriman
HSBC BANK (TAIWAN) LIMITED FOR THE HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED (HSBC)
BNP PARIBAS SECURITIES SERVICES
HSBC BANK MIDDLE EAST LIMITED FOR THE HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED (HSBC)
BANK HANDLOWY W WARSZAWIE SA (BHW) FOR CITIBANK NA
CITIBANK, N.A., SAO PAULO
SKANDINAVISKA ENSKILDA BANKEN AB (PUBL), OSLO BRANCH
STANDARD CHARTERED BANK (SINGAPORE) LIMITED FOR STANDARD CHARTERED BANK
THE HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED - KOREA BRANCH
DEUTSCHE BANK AG
STANDARD BANK OF SOUTH AFRICA LIMITED (SBSA)
SKANDINAVISKA ENSKILDA BANKEN AB (PUBL), HELSINKI BRANCH
BNP PARIBAS SECURITIES SERVICES
HSBC BANK (VIETNAM) LTD. FOR THE HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED (HSBC)
THE HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED (HSBC) - THAILAND BRANCH
SKANDINAVISKA ENSKILDA BANKEN AB (PUBL)
HSBC BANK PLC
CITIBANK EUROPE PLC, ORGANIZACNI SLOZKA FOR CITIBANK, N.A
CACEIS BANK
BANCO DE CHILE FOR CITIBANK, N.A.
DEUTSCHE BANK AG, AMSTERDAM BRANCH
HSBC BANK AUSTRALIA LIMITED FOR THE HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED (HSBC)
BANCO BILBAO VIZCAYA ARGENTARIA SA
HSBC BANK MALAYSIA BERHAD (HBMB) FOR THE HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED (HSBC)
CITIBANK, N.A.- JAKARTA BRANCH
BANK HAPOALIM BM
BNP PARIBAS SECURITIES SERVICES - MILAN BRANCH
SKANDINAVISKA ENSKILDA BANKEN AB (PUBL), DANMARK BRANCH
DEUTSCHE BANK A.S. FOR DEUTSCHE BANK A.S. AND DEUTSCHE BANK AG
CITIBANK DEL PERU S.A. FOR CITIBANK, N.A
THE HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED (HSBC) - NEW ZEALAND BRANCH
CREDIT SUISSE (SWITZERLAND) LTD.
CITIBANK, N.A., LONDON BRANCH
THE HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED (HSBC) - PHILIPPINE BRANCH
UNICREDIT BANK HUNGARY ZRT FOR UNICREDIT BANK HUNGARY ZRT AND UNICREDIT S.P.A
HSBC BANK MIDDLE EAST LIMITED - KUWAIT BRANCH FOR THE HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED (HSBC)
HSBC CONTINENTAL EUROPE, GREECE FOR THE HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED (HSBC)
THE HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED (HSBC) - INDIA BRANCH
CITITRUST COLOMBIA S.A., SOCIEDAD FIDUCIARIA FOR CITIBANK, N.A
RBC INVESTOR SERVICES TRUST FOR ROYAL BANK OF CANADA (RBC)
CITIBANK, N.A.- CAIRO BRANCH
STANDARD CHARTERED BANK (CHINA) LIMITED FOR STANDARD CHARTERED BANK
Shareholder Servicing Agents
Christian Brothers Investment Services, Inc.
Admins
SEI Investments Global Funds Services
Brokers
MORGAN STANLEY & CO, INC
BARCLAYS CAPITAL INC.
UBS INTERNATIONAL INC
JEFFERIES LLC
MERRILL LYNCH
JP MORGAN
BANK OF AMERICA SECURITIES LLC
CITI
DAIWA SECURITIES AMERICA, INC.
MACQUARIE CAPITAL