0001752724-24-118350.txt : 20240524
0001752724-24-118350.hdr.sgml : 20240524
20240524105425
ACCESSION NUMBER: 0001752724-24-118350
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20240331
FILED AS OF DATE: 20240524
DATE AS OF CHANGE: 20240524
PERIOD START: 20240331
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: iSHARES TRUST
CENTRAL INDEX KEY: 0001100663
ORGANIZATION NAME:
IRS NUMBER: 943351276
STATE OF INCORPORATION: DE
FISCAL YEAR END: 1231
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-09729
FILM NUMBER: 24981915
BUSINESS ADDRESS:
STREET 1: 400 HOWARD STREET
CITY: SAN FRANCISCO
STATE: CA
ZIP: 94105
BUSINESS PHONE: (415) 670-2000
MAIL ADDRESS:
STREET 1: 400 HOWARD STREET
CITY: SAN FRANCISCO
STATE: CA
ZIP: 94105
FORMER COMPANY:
FORMER CONFORMED NAME: ISHARES TRUST
DATE OF NAME CHANGE: 19991213
0001100663
S000069740
iShares US Small Cap Value Factor ETF
C000222498
iShares US Small Cap Value Factor ETF
SVAL
NPORT-P
1
primary_doc.xml
NPORT-P
false
0001100663
XXXXXXXX
S000069740
C000222498
iShares Trust
811-09729
0001100663
5493000860OXIC4B5K91
400 Howard Street
San Francisco
94105
800-474-2737
iShares US Small Cap Value Factor ETF
S000069740
5493005K2T73QX32JU52
2024-03-31
2024-03-31
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11685.34000000
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VALLEY NATIONAL BANCORP
549300ET52S1UBIB9762
VALLEY NATIONAL BANCORP
919794107
31213.00000000
NS
USD
248455.48000000
0.324326236839
Long
EC
CORP
US
N
1
N
N
N
BYLINE BANCORP, INC.
549300W7ODP4YL2H4823
BYLINE BANCORP INC
124411109
13556.00000000
NS
USD
294436.32000000
0.384348228722
Long
EC
CORP
US
N
1
N
N
N
TTM TECHNOLOGIES, INC.
549300SC4BDOIS008048
TTM TECHNOLOGIES INC
87305R109
20744.00000000
NS
USD
324643.60000000
0.423779894498
Long
EC
CORP
US
N
1
N
N
N
ATLANTIC UNION BANKSHARES CORPORATION
N/A
ATLANTIC UNION BANKSHARES CORP
04911A107
9300.00000000
NS
USD
328383.00000000
0.428661193675
Long
EC
CORP
US
N
1
N
N
N
TAYLOR MORRISON HOME CORPORATION
5299009UDLLGLKOOJE30
TAYLOR MORRISON HOME CORP
87724P106
6271.00000000
NS
USD
389868.07000000
0.508921936464
Long
EC
CORP
US
N
1
N
N
AMKOR TECHNOLOGY, INC.
529900VHLRTKPWZJBM84
AMKOR TECHNOLOGY INC
031652100
11822.00000000
NS
USD
381141.28000000
0.497530249871
Long
EC
CORP
US
N
1
N
N
N
AMERICAN WOODMARK CORPORATION
5299007PFSDWMA74RB56
AMERICAN WOODMARK CORP
030506109
3533.00000000
NS
USD
359164.78000000
0.468842794300
Long
EC
CORP
US
N
1
N
N
N
HUB GROUP, INC.
N/A
HUB GROUP INC
443320106
6804.00000000
NS
USD
294068.88000000
0.383868583707
Long
EC
CORP
US
N
1
N
N
N
MILLERKNOLL, INC.
U98HXD3PNK7HYU2MU887
MILLERKNOLL INC
600544100
10927.00000000
NS
USD
270552.52000000
0.353171041664
Long
EC
CORP
US
N
1
N
N
N
HIBBETT, INC.
529900RD6P643J1CZM55
HIBBETT INC
428567101
5624.00000000
NS
USD
431979.44000000
0.563892839743
Long
EC
CORP
US
N
1
N
N
N
UFP INDUSTRIES, INC.
5493007KB485C9OV5572
UFP INDUSTRIES INC
90278Q108
2609.00000000
NS
USD
320933.09000000
0.418936307449
Long
EC
CORP
US
N
1
N
N
N
UNIVERSAL INSURANCE HOLDINGS, INC.
529900GGAZ6WVUCWQM46
UNIVERSAL INSURANCE HOLDINGS INC
91359V107
19057.00000000
NS
USD
387238.24000000
0.505489036262
Long
EC
CORP
US
N
1
N
N
N
MURPHY OIL CORPORATION
QBKYQD0ODE7DC7PDIN91
MURPHY OIL CORP
626717102
5891.00000000
NS
USD
269218.70000000
0.351429913551
Long
EC
CORP
US
N
1
N
N
N
COVENANT LOGISTICS GROUP, INC.
N/A
COVENANT LOGISTICS GROUP INC
22284P105
6093.00000000
NS
USD
282471.48000000
0.368729690014
Long
EC
CORP
US
N
1
N
N
N
Renasant Corporation
549300OVE6OZHW2UUH81
RENASANT CORP
75970E107
10209.00000000
NS
USD
319745.88000000
0.417386559576
Long
EC
CORP
US
N
1
N
N
N
CENTURY COMMUNITIES, INC.
5299002QMB2O7ZL1CA26
CENTURY COMMUNITIES INC
156504300
4001.00000000
NS
USD
386096.50000000
0.503998643546
Long
EC
CORP
US
N
1
N
N
N
INSTEEL INDUSTRIES, INC.
52990026LKY4MOX3L174
INSTEEL INDUSTRIES INC
45774W108
8231.00000000
NS
USD
314588.82000000
0.410654690096
Long
EC
CORP
US
N
1
N
N
HORIZON BANCORP, INC.
549300U2OQ2EIT5MXG39
HORIZON BANCORP INC IN
440407104
25017.00000000
NS
USD
320968.11000000
0.418982021493
Long
EC
CORP
US
N
1
N
N
N
KB HOME
549300LGUCWQURMWLG09
KB HOME
48666K109
5774.00000000
NS
USD
409261.12000000
0.534237034876
Long
EC
CORP
US
N
1
N
N
N
HOME BANCSHARES, INC.
N/A
HOME BANCSHARES INC AR
436893200
12759.00000000
NS
USD
313488.63000000
0.409218535488
Long
EC
CORP
US
N
1
N
N
N
INTERNATIONAL SEAWAYS, INC.
549300YUFDGFRNGBWF46
INTERNATIONAL SEAWAYS INC
Y41053102
5937.00000000
NS
USD
315848.40000000
0.412298907569
Long
EC
CORP
MH
N
1
N
N
N
Dorian LPG Ltd.
549300WP1W2WGMC7F395
DORIAN LPG LTD
Y2106R110
9300.00000000
NS
USD
357678.00000000
0.466901996849
Long
EC
CORP
MH
N
1
N
N
N
STEWART INFORMATION SERVICES CORPORATION
529900TV1XI0PLKENU10
STEWART INFORMATION SERVICES CORP
860372101
6105.00000000
NS
USD
397191.30000000
0.518481458465
Long
EC
CORP
US
N
1
N
N
N
TRUSTCO BANK CORP N Y
N/A
TRUSTCO BANK CORP NY
898349204
9798.00000000
NS
USD
275911.68000000
0.360166726346
Long
EC
CORP
US
N
1
N
N
N
FIRST MERCHANTS CORPORATION
TZTBT0OTGQ2FEK6XMX94
FIRST MERCHANTS CORP
320817109
9604.00000000
NS
USD
335179.60000000
0.437533268870
Long
EC
CORP
US
N
1
N
N
N
World Kinect Corporation.
D3W7PCXCBRQLL17DZ313
WORLD KINECT CORP
981475106
11899.00000000
NS
USD
314728.55000000
0.410837089394
Long
EC
CORP
US
N
1
N
N
N
HANMI FINANCIAL CORPORATION
549300MSZ7RCG7EA6587
HANMI FINANCIAL CORP
410495204
16791.00000000
NS
USD
267312.72000000
0.348941905152
Long
EC
CORP
US
N
1
N
N
N
SEACOAST BANKING CORPORATION OF FLORIDA
549300V6IC06XYQYPG88
SEACOAST BANKING CORP OF FLORIDA
811707801
12181.00000000
NS
USD
309275.59000000
0.403718961042
Long
EC
CORP
US
N
1
N
N
N
FULTON FINANCIAL CORPORATION
5493005QLZ6O1BNC0C11
FULTON FINANCIAL CORP
360271100
22119.00000000
NS
USD
351470.91000000
0.458799450101
Long
EC
CORP
US
N
1
N
N
N
CAMBRIDGE BANCORP
N/A
CAMBRIDGE BANCORP
132152109
4289.00000000
NS
USD
292338.24000000
0.381609458818
Long
EC
CORP
US
N
1
N
N
N
FRESH DEL MONTE PRODUCE INC.
529900I72V9F0FEZR228
FRESH DEL MONTE PRODUCE INC
G36738105
10340.00000000
NS
USD
267909.40000000
0.349720793100
Long
EC
CORP
KY
N
1
N
N
N
VISHAY INTERTECHNOLOGY, INC.
5493009O8F3QQJTCQR75
VISHAY INTERTECHNOLOGY INC
928298108
10790.00000000
NS
USD
244717.20000000
0.319446399676
Long
EC
CORP
US
N
1
N
N
N
ASSOCIATED BANC-CORP
549300N3CIN473IW5094
ASSOCIATED BANC CORP
045487105
15616.00000000
NS
USD
335900.16000000
0.438473866007
Long
EC
CORP
US
N
1
N
N
N
LAKELAND BANCORP, INC.
549300NF90LR9ETZDR73
LAKELAND BANCORP INC
511637100
21171.00000000
NS
USD
256169.10000000
0.334395362088
Long
EC
CORP
US
N
1
N
N
N
ENACT HOLDINGS, INC.
N/A
ENACT HOLDINGS INC
29249E109
9812.00000000
NS
USD
305938.16000000
0.399362381293
Long
EC
CORP
US
N
1
N
N
N
WORTHINGTON ENTERPRISES, INC.
1WRCIANKYOIK6KYE5E82
WORTHINGTON ENTERPRISES INC
981811102
4322.00000000
NS
USD
268958.06000000
0.351089682011
Long
EC
CORP
US
N
1
N
N
N
WARRIOR MET COAL, INC.
549300152B1S9YKBYV79
WARRIOR MET COAL INC
93627C101
5230.00000000
NS
USD
317461.00000000
0.414403946627
Long
EC
CORP
US
N
1
N
N
N
INNOVIVA, INC.
549300ACOX4QTBES6535
INNOVIVA INC
45781M101
20568.00000000
NS
USD
313456.32000000
0.409176358995
Long
EC
CORP
US
N
1
N
N
TRUSTMARK CORPORATION
5493000HPQ4D2RZ79739
TRUSTMARK CORP
898402102
12305.00000000
NS
USD
345893.55000000
0.451518933767
Long
EC
CORP
US
N
1
N
N
N
CIVITAS RESOURCES, INC.
IIVIHPH28S64K95M2381
CIVITAS RESOURCES INC
17888H103
3304.00000000
NS
USD
250806.64000000
0.327395369687
Long
EC
CORP
US
N
1
N
N
N
ASBURY AUTOMOTIVE GROUP, INC.
549300JH4DTA7U42GL91
ASBURY AUTOMOTIVE GROUP INC
043436104
1162.00000000
NS
USD
273976.36000000
0.357640418402
Long
EC
CORP
US
N
1
N
N
N
KORN FERRY
549300FOD20OM0GT5G40
KORN FERRY
500643200
5632.00000000
NS
USD
370360.32000000
0.483457112155
Long
EC
CORP
US
N
1
N
N
N
CALIFORNIA RESOURCES CORPORATION
5493003Q8F0T4F4YMR48
CALIFORNIA RESOURCES CORP
13057Q305
4771.00000000
NS
USD
262882.10000000
0.343158308383
Long
EC
CORP
US
N
1
N
N
N
ENTERPRISE FINANCIAL SERVICES CORP
5493001XTU5DLD632129
ENTERPRISE FINANCIAL SERVICES CORP
293712105
7125.00000000
NS
USD
288990.00000000
0.377238768024
Long
EC
CORP
US
N
1
N
N
N
JBG SMITH PROPERTIES
N/A
JBG SMITH PROPERTIES
46590V100
18847.00000000
NS
USD
302494.35000000
0.394866936324
Long
EC
CORP
US
N
1
N
N
N
TALOS ENERGY INC.
549300OKFHZ84SFJFT95
TALOS ENERGY INC
87484T108
16252.00000000
NS
USD
226390.36000000
0.295523099411
Long
EC
CORP
US
N
1
N
N
N
JAKKS PACIFIC, INC.
549300UEF3348JRXQ295
JAKKS PACIFIC INC
47012E403
14373.00000000
NS
USD
355013.10000000
0.463423317334
Long
EC
CORP
US
N
1
N
N
N
WABASH NATIONAL CORPORATION
5299004ZAWHQZI5XO485
WABASH NATIONAL CORP
929566107
12650.00000000
NS
USD
378741.00000000
0.494396997267
Long
EC
CORP
US
N
1
N
N
N
CAPITOL FEDERAL FINANCIAL, INC.
N/A
CAPITOL FEDERAL FINANCIAL INC
14057J101
56012.00000000
NS
USD
333831.52000000
0.435773526186
Long
EC
CORP
US
N
1
N
N
N
UMB Financial Corporation
549300MGEH3N3CUCV828
UMB FINANCIAL CORP
902788108
4306.00000000
NS
USD
374578.94000000
0.488963970564
Long
EC
CORP
US
N
1
N
N
N
BROADSTONE NET LEASE, INC.
549300U8D7PT70B49V21
BROADSTONE NET LEASE INC
11135E203
18683.00000000
NS
USD
292762.61000000
0.382163418526
Long
EC
CORP
US
N
1
N
N
N
DANA INCORPORATED
KVWHW7YLZPFJM8QYNJ51
DANA INC
235825205
18213.00000000
NS
USD
231305.10000000
0.301938651724
Long
EC
CORP
US
N
1
N
N
N
UNITED BANKSHARES, INC.
5299005O3BAMJ9Z92V62
UNITED BANKSHARES INC WV
909907107
9681.00000000
NS
USD
346482.99000000
0.452288370839
Long
EC
CORP
US
N
1
N
N
N
WORTHINGTON STEEL, INC.
2549009ZUUWL3QLK6G24
WORTHINGTON STEEL INC
982104101
4325.00000000
NS
USD
155051.25000000
0.202399192119
Long
EC
CORP
US
N
1
N
N
N
THRYV HOLDINGS, INC.
N/A
THRYV HOLDINGS INC
886029206
14234.00000000
NS
USD
316421.82000000
0.413047432619
Long
EC
CORP
US
N
1
N
N
N
LCI INDUSTRIES
549300E1B98YNJ1WIQ04
LCI INDUSTRIES
50189K103
2272.00000000
NS
USD
279592.32000000
0.364971322003
Long
EC
CORP
US
N
1
N
N
N
ACADIA REALTY TRUST
N/A
ACADIA REALTY TRUST
004239109
18619.00000000
NS
USD
316709.19000000
0.413422556689
Long
EC
CORP
US
N
1
N
N
N
SIMMONS FIRST NATIONAL CORPORATION
549300IVR5AJKUVOGN05
SIMMONS FIRST NATIONAL CORP
828730200
15765.00000000
NS
USD
306786.90000000
0.400470300709
Long
EC
CORP
US
N
1
N
N
N
NMI HOLDINGS, INC.
529900KNNGFXJX1C3Z08
NMI HOLDINGS INC
629209305
9863.00000000
NS
USD
318969.42000000
0.416372992277
Long
EC
CORP
US
N
1
N
N
N
WERNER ENTERPRISES, INC.
549300P6XRGOCHHJST37
WERNER ENTERPRISES INC
950755108
6860.00000000
NS
USD
268363.20000000
0.350313169836
Long
EC
CORP
US
N
1
N
N
N
AMERICAN EAGLE OUTFITTERS, INC.
5299001Z9HXK01DHW793
AMERICAN EAGLE OUTFITTERS INC
02553E106
16085.00000000
NS
USD
414832.15000000
0.541509288220
Long
EC
CORP
US
N
1
N
N
N
CONNECTONE BANCORP, INC.
549300E2M5ZYAZKUK134
CONNECTONE BANCORP INC
20786W107
14984.00000000
NS
USD
292188.00000000
0.381413340086
Long
EC
CORP
US
N
1
N
N
N
RESOURCES CONNECTION, INC.
N/A
RESOURCES CONNECTION INC
76122Q105
17920.00000000
NS
USD
235827.20000000
0.307841663706
Long
EC
CORP
US
N
1
N
N
N
S & T BANCORP, INC.
N/A
S T BANCORP INC
783859101
9874.00000000
NS
USD
316757.92000000
0.413486167350
Long
EC
CORP
US
N
1
N
N
N
TRICO BANCSHARES
N/A
TRICO BANCSHARES
896095106
8341.00000000
NS
USD
306781.98000000
0.400463878290
Long
EC
CORP
US
N
1
N
N
N
NICOLET BANKSHARES, INC.
N/A
NICOLET BANKSHARES INC
65406E102
3828.00000000
NS
USD
329169.72000000
0.429688154066
Long
EC
CORP
US
N
1
N
N
BERKSHIRE HILLS BANCORP, INC.
549300AS2OC6UMMBNO37
BERKSHIRE HILLS BANCORP INC
084680107
13336.00000000
NS
USD
305661.12000000
0.399000741692
Long
EC
CORP
US
N
1
N
N
N
FIRST COMMONWEALTH FINANCIAL CORPORATION
549300ZHLQ42NXDETL24
FIRST COMMONWEALTH FINANCIAL CORP
319829107
21899.00000000
NS
USD
304834.08000000
0.397921148797
Long
EC
CORP
US
N
1
N
N
N
EAGLE BANCORP, INC.
549300B47NZODRMG3D47
EAGLE BANCORP INC
268948106
12465.00000000
NS
USD
292802.85000000
0.382215946600
Long
EC
CORP
US
N
1
N
N
N
OLD SECOND BANCORP, INC.
549300XVJC1MPUT81C04
OLD SECOND BANCORP INC
680277100
19631.00000000
NS
USD
271693.04000000
0.354659841829
Long
EC
CORP
US
N
1
N
N
N
PATTERSON-UTI ENERGY, INC.
254900XGFBKIXD6G0697
PATTERSON UTI ENERGY INC
703481101
19305.00000000
NS
USD
230501.70000000
0.300889917767
Long
EC
CORP
US
N
1
N
N
N
FIRST BUSEY CORPORATION
549300X4ZNLYSX7GUY60
FIRST BUSEY CORP
319383204
13901.00000000
NS
USD
334319.05000000
0.436409933039
Long
EC
CORP
US
N
1
N
N
N
Aaron's Company Inc
N/A
AARON S CO INC THE
00258W108
25499.00000000
NS
USD
191242.50000000
0.249642150572
Long
EC
CORP
US
N
1
N
N
N
STEELCASE INC.
GIE4CCPBJDI8SMV1OX95
STEELCASE INC
858155203
23920.00000000
NS
USD
312873.60000000
0.408415694007
Long
EC
CORP
US
N
1
N
N
N
UNITED NATURAL FOODS, INC.
549300GKGW6WPZ282D40
UNITED NATURAL FOODS INC
911163103
18895.00000000
NS
USD
217103.55000000
0.283400379721
Long
EC
CORP
US
N
1
N
N
N
GERMAN AMERICAN BANCORP, INC.
N/A
GERMAN AMERICAN BANCORP INC
373865104
9851.00000000
NS
USD
341238.64000000
0.445442555645
Long
EC
CORP
US
N
1
N
N
N
NORTHERN OIL AND GAS, INC.
OKFF0PIZDDMNH4UCYE51
NORTHERN OIL AND GAS INC
665531307
6641.00000000
NS
USD
263514.88000000
0.343984320174
Long
EC
CORP
US
N
1
N
N
N
GREIF, INC.
54930070FVGKR0Z1FI24
GREIF INC
397624107
3999.00000000
NS
USD
276130.95000000
0.360452954743
Long
EC
CORP
US
N
1
N
N
N
TRUEBLUE, INC.
N/A
TRUEBLUE INC
89785X101
18211.00000000
NS
USD
228001.72000000
0.297626519811
Long
EC
CORP
US
N
1
N
N
N
HANCOCK WHITNEY CORPORATION
549300GRNBWY8HIICT41
HANCOCK WHITNEY CORP
410120109
7223.00000000
NS
USD
332546.92000000
0.434096648365
Long
EC
CORP
US
N
1
N
N
N
MUELLER INDUSTRIES, INC.
5493005IZFE4VJLLYG84
MUELLER INDUSTRIES INC
624756102
7110.00000000
NS
USD
383442.30000000
0.500533931487
Long
EC
CORP
US
N
1
N
N
N
NORTHWESTERN CORPORATION
3BPWMBHR1R9SHUN7J795
NORTHWESTERN CORP
668074305
5559.00000000
NS
USD
283119.87000000
0.369576078625
Long
EC
CORP
US
N
1
N
N
N
FLUSHING FINANCIAL CORPORATION
N/A
FLUSHING FINANCIAL CORP
343873105
20364.00000000
NS
USD
256790.04000000
0.335205918303
Long
EC
CORP
US
N
1
N
N
N
M/I HOMES, INC.
5299005M71FH9CCSFB69
M I HOMES INC
55305B101
3179.00000000
NS
USD
433265.91000000
0.565572158605
Long
EC
CORP
US
N
1
N
N
N
ESSENT GROUP LTD
254900QUO860OUT6ZF83
ESSENT GROUP LTD
G3198U102
5650.00000000
NS
USD
336231.50000000
0.438906387179
Long
EC
CORP
BM
N
1
N
N
N
TEEKAY TANKERS LTD.
549300DE8ZAIYS2T6Q22
TEEKAY TANKERS LTD
Y8565N300
6418.00000000
NS
USD
374875.38000000
0.489350934336
Long
EC
CORP
MH
N
1
N
N
N
CORECIVIC, INC.
529900JFA3K6PTLT8B15
CORECIVIC INC
21871N101
23749.00000000
NS
USD
370721.89000000
0.483929094651
Long
EC
CORP
US
N
1
N
N
N
NBT BANCORP INC.
N/A
NBT BANCORP INC
628778102
8437.00000000
NS
USD
309469.16000000
0.403971641440
Long
EC
CORP
US
N
1
N
N
N
HERITAGE FINANCIAL CORPORATION
N/A
HERITAGE FINANCIAL CORP WA
42722X106
16394.00000000
NS
USD
317879.66000000
0.414950452674
Long
EC
CORP
US
N
1
N
N
N
QUANEX BUILDING PRODUCTS CORPORATION
5493000TL30VL5WOAW87
QUANEX BUILDING PRODUCTS CORP
747619104
9484.00000000
NS
USD
364470.12000000
0.475768223988
Long
EC
CORP
US
N
1
N
N
N
VERITEX HOLDINGS, INC.
549300F3SMOML02SC814
VERITEX HOLDINGS INC
923451108
14896.00000000
NS
USD
305219.04000000
0.398423663888
Long
EC
CORP
US
N
1
N
N
N
FIRST FINANCIAL CORPORATION
N/A
FIRST FINANCIAL CORP IN
320218100
7890.00000000
NS
USD
302423.70000000
0.394774711960
Long
EC
CORP
US
N
1
N
N
N
HILLTOP HOLDINGS INC.
54930010TA543US0PM65
HILLTOP HOLDINGS INC
432748101
9421.00000000
NS
USD
295065.72000000
0.385169828364
Long
EC
CORP
US
N
1
N
N
N
INTERFACE, INC.
549300VXZWQOIDFPU355
INTERFACE INC
458665304
27235.00000000
NS
USD
458092.70000000
0.597980296165
Long
EC
CORP
US
N
1
N
N
N
Univest Financial Corporation
4WII2HCR8UEWNU03U507
UNIVEST FINANCIAL CORP
915271100
15373.00000000
NS
USD
320065.86000000
0.417804251749
Long
EC
CORP
US
N
1
N
N
N
ENCORE WIRE CORPORATION
N/A
ENCORE WIRE CORP
292562105
1465.00000000
NS
USD
384972.70000000
0.502531669161
Long
EC
CORP
US
N
1
N
N
N
PACIFIC PREMIER BANCORP, INC.
549300Q1KIC3KLI0XG98
PACIFIC PREMIER BANCORP INC
69478X105
11015.00000000
NS
USD
264360.00000000
0.345087514152
Long
EC
CORP
US
N
1
N
N
N
Washington Trust Bancorp, Inc.
J66MZFCNJPP3PERHZW54
WASHINGTON TRUST BANCORP INC
940610108
10147.00000000
NS
USD
272751.36000000
0.356041340611
Long
EC
CORP
US
N
1
N
N
N
PEDIATRIX MEDICAL GROUP, INC.
N/A
PEDIATRIX MEDICAL GROUP INC
58502B106
21022.00000000
NS
USD
210850.66000000
0.275238047044
Long
EC
CORP
US
N
1
N
N
N
KELLY SERVICES, INC.
25490035B2ZPL6RM1974
KELLY SERVICES INC
488152208
14688.00000000
NS
USD
367787.52000000
0.480098657183
Long
EC
CORP
US
N
1
N
N
N
Alpha and Omega Semiconductor Ltd
5493001FE7J03YOV2V35
ALPHA OMEGA SEMICONDUCTOR LTD
G6331P104
8948.00000000
NS
USD
197213.92000000
0.257437060860
Long
EC
CORP
BM
N
1
N
N
N
ARDMORE SHIPPING CORPORATION
549300J8HD7K6BHD8O28
ARDMORE SHIPPING CORP
Y0207T100
20536.00000000
NS
USD
337201.12000000
0.440172099675
Long
EC
CORP
MH
N
1
N
N
N
CORE MOLDING TECHNOLOGIES, INC.
549300ZY2MFRXCKVIJ28
CORE MOLDING TECHNOLOGIES INC
218683100
9375.00000000
NS
USD
177468.75000000
0.231662315695
Long
EC
CORP
US
N
1
N
N
N
SKYWEST, INC.
529900UYS2KGS6Z42P09
SKYWEST INC
830879102
6371.00000000
NS
USD
440108.68000000
0.574504502716
Long
EC
CORP
US
N
1
N
N
N
FIRST INTERSTATE BANCSYSTEM, INC.
549300WRWYTYX0RCNJ43
FIRST INTERSTATE BANCSYSTEM INC
32055Y201
10713.00000000
NS
USD
291500.73000000
0.380516198703
Long
EC
CORP
US
N
1
N
N
N
Banco Latinoamericano de Comercio Exterior, S.A.
549300CN3134K4LC0651
BANCO LATINOAMERICANO DE COMERCIO EXTERIOR SA
P16994132
12603.00000000
NS
USD
373300.86000000
0.487295603753
Long
EC
PA
N
1
N
N
N
AXOS FINANCIAL, INC.
529900D8M56422GK9O25
AXOS FINANCIAL INC
05465C100
7067.00000000
NS
USD
381900.68000000
0.498521547565
Long
EC
CORP
US
N
1
N
N
N
Xerox Holdings Corp
5493000Y33XDVO2CXC18
XEROX HOLDINGS CORP
98421M106
17028.00000000
NS
USD
304801.20000000
0.397878228244
Long
EC
CORP
US
N
1
N
N
N
SPARTANNASH COMPANY
549300TV3QCCSQLF5X16
SPARTANNASH CO
847215100
12144.00000000
NS
USD
245430.24000000
0.320377180433
Long
EC
CORP
US
N
1
N
N
N
QCR HOLDINGS, INC.
549300MWKWM7KWJVQO33
QCR HOLDINGS INC
74727A104
5507.00000000
NS
USD
334495.18000000
0.436639847791
Long
EC
CORP
US
N
1
N
N
N
SIGNET JEWELERS LIMITED
549300N3XPGE91WV7M22
SIGNET JEWELERS LTD
G81276100
3721.00000000
NS
USD
372360.47000000
0.486068047211
Long
EC
CORP
BM
N
1
N
N
N
MERCHANTS BANCORP
54930008Y0GPVLF81889
MERCHANTS BANCORP IN
58844R108
9638.00000000
NS
USD
416168.84000000
0.543254162745
Long
EC
CORP
US
N
1
N
N
N
GOLAR LNG LIMITED
213800C2VSFZG3EZLO34
GOLAR LNG LTD
G9456A100
11013.00000000
NS
USD
264972.78000000
0.345887418551
Long
EC
CORP
BM
N
1
N
N
N
WINNEBAGO INDUSTRIES, INC.
549300B7OYKYJLTE3G11
WINNEBAGO INDUSTRIES INC
974637100
4494.00000000
NS
USD
332556.00000000
0.434108501121
Long
EC
CORP
US
N
1
N
N
N
RAMACO RESOURCES, INC.
5493001BYUI4TCQOPF70
RAMACO RESOURCES INC
75134P600
24311.00000000
NS
USD
409397.24000000
0.534414721790
Long
EC
CORP
US
N
1
N
N
N
JAMES RIVER GROUP HOLDINGS, LTD.
N/A
JAMES RIVER GROUP HOLDINGS LTD
G5005R107
17361.00000000
NS
USD
161457.30000000
0.210761455207
Long
EC
CORP
BM
N
1
N
N
N
GUESS ?, INC.
549300QVH3ZK2DW0KP86
GUESS INC
401617105
12346.00000000
NS
USD
388528.62000000
0.507173459119
Long
EC
CORP
US
N
1
N
N
N
SOUTHSIDE BANCSHARES, INC.
549300TC83207VQA2K65
SOUTHSIDE BANCSHARES INC
84470P109
9316.00000000
NS
USD
272306.68000000
0.355460868846
Long
EC
CORP
US
N
1
N
N
N
VISTA OUTDOOR INC.
549300QI2D33ESTJLN81
VISTA OUTDOOR INC
928377100
8067.00000000
NS
USD
264436.26000000
0.345187061640
Long
EC
CORP
US
N
1
N
N
CENTRAL PACIFIC FINANCIAL CORP.
549300W3YEAOZ4KGG849
CENTRAL PACIFIC FINANCIAL CORP
154760409
16030.00000000
NS
USD
316592.50000000
0.413270233107
Long
EC
CORP
US
N
1
N
N
N
TEXAS CAPITAL BANCSHARES, INC.
549300466Q2SXRX0YM48
TEXAS CAPITAL BANCSHARES INC
88224Q107
4531.00000000
NS
USD
278883.05000000
0.364045462489
Long
EC
CORP
US
N
1
N
N
N
PEAPACK-GLADSTONE FINANCIAL CORPORATION
549300G8DN2UK8K0ET30
PEAPACK GLADSTONE FINANCIAL CORP
704699107
10417.00000000
NS
USD
253445.61000000
0.330840200967
Long
EC
CORP
US
N
1
N
N
N
GMS Inc.
52990057RENOQO4U0D72
GMS INC
36251C103
4176.00000000
NS
USD
406491.84000000
0.530622100880
Long
EC
CORP
US
N
1
N
N
N
BANNER CORPORATION
N/A
BANNER CORP
06652V208
6309.00000000
NS
USD
302832.00000000
0.395307694378
Long
EC
CORP
US
N
1
N
N
N
MAGNOLIA OIL & GAS CORPORATION
N/A
MAGNOLIA OIL GAS CORP
559663109
11662.00000000
NS
USD
302628.90000000
0.395042573807
Long
EC
CORP
US
N
1
N
N
N
Aris Water Solutions Inc
N/A
ARIS WATER SOLUTIONS INC
04041L106
26772.00000000
NS
USD
378823.80000000
0.494505081872
Long
EC
CORP
US
N
1
N
N
N
HUDSON TECHNOLOGIES, INC.
N/A
HUDSON TECHNOLOGIES INC
444144109
20088.00000000
NS
USD
221168.88000000
0.288707138020
Long
EC
CORP
US
N
1
N
N
N
VAALCO ENERGY, INC.
549300CFHFVIWB8M6T24
VAALCO ENERGY INC
91851C201
60861.00000000
NS
USD
424201.17000000
0.553739322347
Long
EC
CORP
US
N
1
N
N
N
TRI POINTE HOMES, INC.
N/A
TRI POINTE HOMES INC
87265H109
9769.00000000
NS
USD
377669.54000000
0.492998345928
Long
EC
CORP
US
N
1
N
N
N
M.D.C. HOLDINGS, INC.
5299005FV4VNV75R8R35
MDC HOLDINGS INC
552676108
6480.00000000
NS
USD
407656.80000000
0.532142804279
Long
EC
CORP
US
N
1
N
N
N
INDEPENDENT BANK CORP.
549300C5K3W8THR3GE10
INDEPENDENT BANK CORP
453836108
5447.00000000
NS
USD
283352.94000000
0.369880321124
Long
EC
CORP
US
N
1
N
N
N
EMPLOYERS HOLDINGS, INC.
N/A
EMPLOYERS HOLDINGS INC
292218104
6822.00000000
NS
USD
309650.58000000
0.404208461598
Long
EC
CORP
US
N
1
N
N
N
LA-Z-BOY INCORPORATED
549300WNO1WMN9ZG2519
LA Z BOY INC
505336107
8652.00000000
NS
USD
325488.24000000
0.424882461898
Long
EC
CORP
US
N
1
N
N
N
ARCBEST CORPORATION
5493006S3KBNE8ZS3J23
ARCBEST CORP
03937C105
2628.00000000
NS
USD
374490.00000000
0.488847870990
Long
EC
CORP
US
N
1
N
N
N
SIRIUSPOINT LTD.
549300OGXFI85N3YZZ51
SIRIUSPOINT LTD
G8192H106
26272.00000000
NS
USD
333917.12000000
0.435885265825
Long
EC
CORP
BM
N
1
N
N
N
RADIAN GROUP INC.
54930005OUP720S5U385
RADIAN GROUP INC
750236101
10853.00000000
NS
USD
363249.91000000
0.474175398918
Long
EC
CORP
US
N
1
N
N
N
PATRICK INDUSTRIES, INC.
549300FZ5ZTCCJ3Z5W14
PATRICK INDUSTRIES INC
703343103
3560.00000000
NS
USD
425313.20000000
0.555190932532
Long
EC
CORP
US
N
1
N
N
N
AIR TRANSPORT SERVICES GROUP, INC.
5493000F3MSFGIXTQE27
AIR TRANSPORT SERVICES GROUP INC
00922R105
12813.00000000
NS
USD
176306.88000000
0.230145645888
Long
EC
CORP
US
N
1
N
N
N
DELEK US HOLDINGS, INC.
5493003O53JMENV1N385
DELEK US HOLDINGS INC
24665A103
9404.00000000
NS
USD
289078.96000000
0.377354893706
Long
EC
CORP
US
N
1
N
N
N
AVIENT CORPORATION
SM8L9RZYIB34LNTWO040
AVIENT CORP
05368V106
7565.00000000
NS
USD
328321.00000000
0.428580260758
Long
EC
CORP
US
N
1
N
N
N
RESIDEO TECHNOLOGIES, INC.
5493006TKFPYISY2DS54
RESIDEO TECHNOLOGIES INC
76118Y104
16910.00000000
NS
USD
379122.20000000
0.494894604168
Long
EC
CORP
US
N
1
N
N
N
MATADOR RESOURCES COMPANY
549300CI3Q2UUK5R4G79
MATADOR RESOURCES CO
576485205
4492.00000000
NS
USD
299930.84000000
0.391520608235
Long
EC
CORP
US
N
1
N
N
N
Live Oak Bancshares, Inc.
N/A
LIVE OAK BANCSHARES INC
53803X105
9229.00000000
NS
USD
383095.79000000
0.500081607858
Long
EC
CORP
US
N
1
N
N
N
ORIGIN BANCORP, INC.
54930055DO2Z4KO3NB45
ORIGIN BANCORP INC
68621T102
9252.00000000
NS
USD
289032.48000000
0.377294220126
Long
EC
CORP
US
N
1
N
N
N
HORACE MANN EDUCATORS CORPORATION
254900G5YAV3A2YK8T32
HORACE MANN EDUCATORS CORP
440327104
9201.00000000
NS
USD
340344.99000000
0.444276012079
Long
EC
CORP
US
N
1
N
N
N
MERITAGE HOMES CORPORATION
52990044W9UMFJO2FB97
MERITAGE HOMES CORP
59001A102
2183.00000000
NS
USD
383029.18000000
0.499994657187
Long
EC
CORP
US
N
1
N
N
N
JP MORGAN
ZBUT11V806EZRVTWT807
BLK_CFD_EQ: SVAL-JMC
N/A
2391.00000000
OU
Notional
USD
38661.25000000
0.050467221427
N/A
DE
US
N
2
JP MORGAN
ZBUT11V806EZRVTWT807
BLK_CFD_EQ: SVAL-JMC
SVAL-JMC
AXOS FINANCIAL INC
5.00000000
USD
270.20000000
USD
CATHAY GENERAL BANCORP
9.00000000
USD
340.47000000
USD
PACIFIC PREMIER BANCORP INC
1023.00000000
USD
24552.00000000
USD
ATLANTIC UNION BANKSHARES CO
9.00000000
USD
317.79000000
USD
GREEN DOT CORP-CLASS A
1298.00000000
USD
12110.34000000
USD
FIRST BANCORP PUERTO RICO
24.00000000
USD
420.96000000
USD
SEACOAST BANKING CORP/FL
5.00000000
USD
126.95000000
USD
WAFD INC
18.00000000
USD
522.54000000
USD
Y
Multi - See Part E
Multi - See Part E
2025-02-10
0.00000000
USD
0.00000000
USD
2391.00000000
USD
1105.50000000
N
N
N
LSB INDUSTRIES, INC.
5493001H215A0HG0MI71
LSB INDUSTRIES INC
502160104
26153.00000000
NS
USD
229623.34000000
0.299743333303
Long
EC
CORP
US
N
1
N
N
N
Hallador Energy Company
254900GKEQRHOI2SSC19
HALLADOR ENERGY CO
40609P105
18590.00000000
NS
USD
99084.70000000
0.129342157715
Long
EC
CORP
US
N
1
N
N
N
NORTHWEST BANCSHARES, INC.
N/A
NORTHWEST BANCSHARES INC
667340103
26137.00000000
NS
USD
304496.05000000
0.397479894703
Long
EC
CORP
US
N
1
N
N
N
NORTHFIELD BANCORP, INC.
N/A
NORTHFIELD BANCORP INC
66611T108
28288.00000000
NS
USD
274959.36000000
0.358923596744
Long
EC
CORP
US
N
1
N
N
N
TARGET HOSPITALITY CORP.
N/A
TARGET HOSPITALITY CORP
87615L107
16799.00000000
NS
USD
182605.13000000
0.238367190131
Long
EC
CORP
US
N
1
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
BLK_CFD_EQ: SVAL-GSC
N/A
4272.00000000
OU
Notional
USD
327961.44000000
0.428110902055
N/A
DE
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
BLK_CFD_EQ: SVAL-GSC
SVAL-GSC
PREFERRED BANK/LOS ANGELES
4272.00000000
USD
327961.44000000
USD
Y
Multi - See Part E
Multi - See Part E
2026-08-19
0.00000000
USD
0.00000000
USD
4272.00000000
USD
20847.36000000
N
N
N
THE ANDERSONS, INC.
L38MWB8MVRFV7HVJPU11
ANDERSONS INC THE
034164103
5187.00000000
NS
USD
297578.19000000
0.388449530386
Long
EC
CORP
US
N
1
N
N
N
BOISE CASCADE COMPANY
549300Z8B8LSRHC7XA55
BOISE CASCADE CO
09739D100
2593.00000000
NS
USD
397688.41000000
0.519130370760
Long
EC
CORP
US
N
1
N
N
N
Stellar Bancorp, Inc.
54930070P8Z0WHFBB536
STELLAR BANCORP INC
858927106
12531.00000000
NS
USD
305255.16000000
0.398470813839
Long
EC
CORP
US
N
1
N
N
N
DIME COMMUNITY BANCSHARES, INC.
N/A
DIME COMMUNITY BANCSHARES INC
25432X102
13653.00000000
NS
USD
262956.78000000
0.343255793386
Long
EC
CORP
US
N
1
N
N
N
EASTERN BANKSHARES, INC.
549300J245MBQU3DO403
EASTERN BANKSHARES INC
27627N105
21306.00000000
NS
USD
293596.68000000
0.383252188169
Long
EC
CORP
US
N
1
N
N
N
BIG 5 SPORTING GOODS CORPORATION
529900BFAM7VKQMKUC49
BIG 5 SPORTING GOODS CORP
08915P101
38134.00000000
NS
USD
134231.68000000
0.175221957829
Long
EC
CORP
US
N
1
N
N
N
SM ENERGY COMPANY
84BUTVXV5ODI6BXNMH43
SM ENERGY CO
78454L100
6738.00000000
NS
USD
335889.30000000
0.438459689693
Long
EC
CORP
US
N
1
N
N
N
WESTAMERICA BANCORPORATION
N/A
WESTAMERICA BANCORP
957090103
6182.00000000
NS
USD
302176.16000000
0.394451580763
Long
EC
CORP
US
N
1
N
N
N
Apple Hospitality REIT, Inc.
549300EVZAR0FBZO4F16
APPLE HOSPITALITY REIT INC
03784Y200
17417.00000000
NS
USD
285290.46000000
0.372409500880
Long
EC
CORP
US
N
1
N
N
N
OFG BANCORP
549300Q4QEXJ37LEXQ06
OFG BANCORP
67103X102
8955.00000000
NS
USD
329633.55000000
0.430293623659
Long
EC
CORP
PR
N
1
N
N
N
OIL STATES INTERNATIONAL, INC.
5493004TF4KQJGMYL777
OIL STATES INTERNATIONAL INC
678026105
31921.00000000
NS
USD
196633.36000000
0.256679215470
Long
EC
CORP
US
N
1
N
N
N
PROVIDENT FINANCIAL SERVICES, INC.
529900JOSO3SXEDVE477
PROVIDENT FINANCIAL SERVICES INC
74386T105
17505.00000000
NS
USD
255047.85000000
0.332931716395
Long
EC
CORP
US
N
1
N
N
N
RING ENERGY INC.
549300HMY6TJ265I8S64
RING ENERGY INC
76680V108
137015.00000000
NS
USD
268549.40000000
0.350556229660
Long
EC
CORP
US
N
1
N
N
Solo Brands Inc
N/A
SOLO BRANDS INC
83425V104
52425.00000000
NS
USD
113762.25000000
0.148501785659
Long
EC
CORP
US
N
1
N
N
N
BEAZER HOMES USA, INC.
549300DUPYT2T0F60I45
BEAZER HOMES USA INC
07556Q881
10725.00000000
NS
USD
351780.00000000
0.459202926798
Long
EC
CORP
US
N
1
N
N
N
SOLARIS OILFIELD INFRASTRUCTURE, INC.
529900MTK3C8Y8TIIC10
SOLARIS OILFIELD INFRASTRUCTURE INC
83418M103
25064.00000000
NS
USD
217304.88000000
0.283663189788
Long
EC
CORP
US
N
1
N
N
N
THE RMR GROUP INC.
549300JP4L34E48UJM16
RMR GROUP INC THE
74967R106
10896.00000000
NS
USD
261504.00000000
0.341359378502
Long
EC
CORP
US
N
1
N
N
N
CATHAY GENERAL BANCORP
549300K1SLJ8C97H5L68
CATHAY GENERAL BANCORP
149150104
7701.00000000
NS
USD
291328.83000000
0.380291805665
Long
EC
CORP
US
N
1
N
N
N
BERRY CORPORATION (BRY)
N/A
BERRY CORP
08579X101
32582.00000000
NS
USD
262285.10000000
0.342379002716
Long
EC
CORP
US
N
1
N
N
N
AMERIS BANCORP
PBJHNT51T5V6G5UQFV42
AMERIS BANCORP
03076K108
6965.00000000
NS
USD
336966.70000000
0.439866094927
Long
EC
CORP
US
N
1
N
N
N
GRAHAM HOLDINGS COMPANY
529900BOSCEEEMAFQJ29
GRAHAM HOLDINGS CO
384637104
458.00000000
NS
USD
351597.44000000
0.458964618520
Long
EC
CORP
US
N
1
N
N
N
CNO FINANCIAL GROUP, INC.
11XPYHB76MPM4Y4P2897
CNO FINANCIAL GROUP INC
12621E103
11259.00000000
NS
USD
309397.32000000
0.403877863686
Long
EC
CORP
US
N
1
N
N
N
PAR PACIFIC HOLDINGS, INC.
549300BTNS7MHSHRLR55
PAR PACIFIC HOLDINGS INC
69888T207
7434.00000000
NS
USD
275504.04000000
0.359634605471
Long
EC
CORP
US
N
1
N
N
N
BANC OF CALIFORNIA, INC.
549300ZKWUJDP6LJ1X87
BANC OF CALIFORNIA INC
05990K106
21581.00000000
NS
USD
328247.01000000
0.428483676459
Long
EC
CORP
US
N
1
N
N
N
LENDINGCLUB CORPORATION
549300YC50YO7Y1OJR92
LENDINGCLUB CORP
52603A208
43800.00000000
NS
USD
385002.00000000
0.502569916491
Long
EC
CORP
US
N
1
N
N
N
SANDY SPRING BANCORP, INC.
N/A
SANDY SPRING BANCORP INC
800363103
12468.00000000
NS
USD
289008.24000000
0.377262577966
Long
EC
CORP
US
N
1
N
N
N
NATIONAL BANK HOLDINGS CORPORATION
N/A
NATIONAL BANK HOLDINGS CORP
633707104
8985.00000000
NS
USD
324088.95000000
0.423055871235
Long
EC
CORP
US
N
1
N
N
N
FIRST MID BANCSHARES, INC.
N/A
FIRST MID BANCSHARES INC
320866106
10060.00000000
NS
USD
328760.80000000
0.429154362319
Long
EC
CORP
US
N
1
N
N
N
COMMERCIAL VEHICLE GROUP, INC.
5493006OG8I91X0K7Q22
COMMERCIAL VEHICLE GROUP INC
202608105
34430.00000000
NS
USD
221384.90000000
0.288989123966
Long
EC
CORP
US
N
1
N
N
N
BlackRock Funds III: BlackRock Cash Funds: Institutional; SL Agency Shares
N/A
BLACKROCK CASH FUNDS INSTITUTIONAL FUND SL AGENCY
066922519
2092025.38490000
NS
USD
2093071.40000000
2.732231829208
Long
STIV
RF
US
N
1
N
N
HEARTLAND EXPRESS, INC.
5299005V45FZIQGLOG39
HEARTLAND EXPRESS INC
422347104
18188.00000000
NS
USD
217164.72000000
0.283480229181
Long
EC
CORP
US
N
1
N
N
N
TOMPKINS FINANCIAL CORPORATION
254900QDQ6V0QJ0Z2348
TOMPKINS FINANCIAL CORP
890110109
5450.00000000
NS
USD
274080.50000000
0.357776359595
Long
EC
CORP
US
N
1
N
N
N
GLACIER BANCORP, INC.
549300SMJAUKZB5D7V74
GLACIER BANCORP INC
37637Q105
9375.00000000
NS
USD
377625.00000000
0.492940204765
Long
EC
CORP
US
N
1
N
N
N
Pathward Financial, Inc.
5493004X52BH1NBLW813
PATHWARD FINANCIAL INC
59100U108
5801.00000000
NS
USD
292834.48000000
0.382257235441
Long
EC
CORP
US
N
1
N
N
N
ENSTAR GROUP LIMITED
213800AMAL5QFXVUCN04
ENSTAR GROUP LTD
G3075P101
1104.00000000
NS
USD
343079.04000000
0.447844957903
Long
EC
CORP
BM
N
1
N
N
N
CONSTELLIUM SE
724500KRJEMC79KAAU28
CONSTELLIUM SE
F21107101
14680.00000000
NS
USD
324574.80000000
0.423690085067
Long
EC
CORP
FR
N
1
N
N
N
SCORPIO TANKERS INC.
549300NVJUH16NXG8K87
SCORPIO TANKERS INC
Y7542C130
4937.00000000
NS
USD
353242.35000000
0.461111834070
Long
EC
CORP
MH
N
1
N
N
N
CLEARWATER PAPER CORPORATION
549300HCVV19GXN4P292
CLEARWATER PAPER CORP
18538R103
7371.00000000
NS
USD
322333.83000000
0.420764790898
Long
EC
CORP
US
N
1
N
N
N
CONSOL ENERGY INC.
549300YJCTPJBTK7IJ81
CONSOL ENERGY INC
20854L108
2547.00000000
NS
USD
213336.72000000
0.278483274255
Long
EC
CORP
US
N
1
N
N
N
HEARTLAND FINANCIAL USA, INC.
549300QF7B0DFZT32C73
HEARTLAND FINANCIAL USA INC
42234Q102
9078.00000000
NS
USD
319091.70000000
0.416532612875
Long
EC
CORP
US
N
1
N
N
N
HERITAGE COMMERCE CORP
549300CLIS851ELSR406
HERITAGE COMMERCE CORP
426927109
31544.00000000
NS
USD
270647.52000000
0.353295051779
Long
EC
CORP
US
N
1
N
N
N
ALPHA METALLURGICAL RESOURCES, INC.
N/A
ALPHA METALLURGICAL RESOURCES INC
020764106
1028.00000000
NS
USD
340442.76000000
0.444403638067
Long
EC
CORP
US
N
1
N
N
N
ALLETE, INC.
549300NNLSIMY6Z8OT86
ALLETE INC
018522300
5060.00000000
NS
USD
301778.40000000
0.393932356940
Long
EC
CORP
US
N
1
N
N
N
EASTERLY GOVERNMENT PROPERTIES, INC.
549300ERMCEFC6S8HL77
EASTERLY GOVERNMENT PROPERTIES INC
27616P103
23375.00000000
NS
USD
269046.25000000
0.351204802559
Long
EC
CORP
US
N
1
N
N
N
FULGENT GENETICS, INC.
549300CL6P01M68QJ404
FULGENT GENETICS INC
359664109
9991.00000000
NS
USD
216804.70000000
0.283010270008
Long
EC
CORP
US
N
1
N
N
N
DILLARD'S, INC.
529900FGYKMWL6019P91
DILLARD S INC
254067101
808.00000000
NS
USD
381085.12000000
0.497456940313
Long
EC
CORP
US
N
1
N
N
N
STAGWELL INC.
549300KIYTU6J3NYJ009
STAGWELL INC
85256A109
56968.00000000
NS
USD
354340.96000000
0.462545926194
Long
EC
CORP
US
N
1
N
N
N
HSBC BANK PLC
MP6I5ZYZBEU3UXPYFY54
BLK_CFD_EQ: SVAL-HSC
N/A
18597.00000000
OU
Notional
USD
179085.35000000
0.233772576231
N/A
DE
US
N
2
HSBC BANK PLC
MP6I5ZYZBEU3UXPYFY54
BLK_CFD_EQ: SVAL-HSC
SVAL-HSC
PACIFIC PREMIER BANCORP INC
250.00000000
USD
6000.00000000
USD
FULTON FINANCIAL CORP
40.00000000
USD
635.60000000
USD
GREEN DOT CORP-CLASS A
18266.00000000
USD
170421.78000000
USD
PREFERRED BANK/LOS ANGELES
23.00000000
USD
1765.71000000
USD
PROVIDENT FINANCIAL SERVICES
18.00000000
USD
262.26000000
USD
Y
Multi - See Part E
Multi - See Part E
2028-02-10
0.00000000
USD
0.00000000
USD
18597.00000000
USD
10526.91000000
N
N
N
FIRST BANCORP
N/A
FIRST BANCORP SOUTHERN PINES NC
318910106
9502.00000000
NS
USD
343212.24000000
0.448018833137
Long
EC
CORP
US
N
1
N
N
N
WSFS FINANCIAL CORPORATION
549300SU7VQHD6QRG886
WSFS FINANCIAL CORP
929328102
7326.00000000
NS
USD
330695.64000000
0.431680043685
Long
EC
CORP
US
N
1
N
N
N
First BanCorp.
N/A
FIRST BANCORP PUERTO RICO
318672706
19889.00000000
NS
USD
348853.06000000
0.455382188227
Long
EC
CORP
PR
N
1
N
N
N
HIGHPEAK ENERGY, INC.
549300J4RNCV140DUY76
HIGHPEAK ENERGY INC
43114Q105
15828.00000000
NS
USD
249607.56000000
0.325830127076
Long
EC
CORP
US
N
1
N
N
PERDOCEO EDUCATION CORPORATION
529900X5PCA184O9LY90
PERDOCEO EDUCATION CORP
71363P106
15937.00000000
NS
USD
279853.72000000
0.365312545623
Long
EC
CORP
US
N
1
N
N
N
AMERICAN NATIONAL BANKSHARES INC.
5493001AQ734BV16EM88
AMERICAN NATIONAL BANKSHARES INC
027745108
7042.00000000
NS
USD
336325.92000000
0.439029640179
Long
EC
CORP
US
N
1
N
N
N
MEDIFAST, INC.
5299000YHQJ21T5KKI80
MEDIFAST INC
58470H101
3575.00000000
NS
USD
136994.00000000
0.178827806452
Long
EC
CORP
US
N
1
N
N
N
CVB FINANCIAL CORP.
N/A
CVB FINANCIAL CORP
126600105
16447.00000000
NS
USD
293414.48000000
0.383014349824
Long
EC
CORP
US
N
1
N
N
N
THE MARCUS CORPORATION
549300NL0OKPNEMP6B79
MARCUS CORP THE
566330106
17259.00000000
NS
USD
246113.34000000
0.321268878424
Long
EC
CORP
US
N
1
N
N
N
HOPE BANCORP, INC.
549300UTF4QGMBHIZ219
HOPE BANCORP INC
43940T109
30213.00000000
NS
USD
347751.63000000
0.453944414961
Long
EC
CORP
US
N
1
N
N
N
WaFd, Inc
N/A
WAFD INC
938824109
10454.00000000
NS
USD
303479.62000000
0.396153077854
Long
EC
CORP
US
N
1
N
N
N
CNX RESOURCES CORPORATION
549300JK3KH8PWM3B226
CNX RESOURCES CORP
12653C108
11832.00000000
NS
USD
280655.04000000
0.366358564412
Long
EC
CORP
US
N
1
N
N
RLJ LODGING TRUST
N/A
RLJ LODGING TRUST
74965L101
27291.00000000
NS
USD
322579.62000000
0.421085637698
Long
EC
CORP
US
N
1
N
N
N
TITAN INTERNATIONAL, INC.
254900CXRGBE7C4B5A06
TITAN INTERNATIONAL INC
88830M102
19894.00000000
NS
USD
247879.24000000
0.323574030646
Long
EC
CORP
US
N
1
N
N
N
ARCH RESOURCES, INC.
W47HVZ7Q6FXL86RELH91
ARCH RESOURCES INC
03940R107
1566.00000000
NS
USD
251797.14000000
0.328688338301
Long
EC
CORP
US
N
1
N
N
N
PERMIAN RESOURCES CORPORATION
529900NXUJPOKU7OJ511
PERMIAN RESOURCES CORP
71424F105
38226.00000000
NS
USD
675071.16000000
0.881217387200
Long
EC
CORP
US
N
1
N
N
N
1ST SOURCE CORPORATION
N/A
1ST SOURCE CORP
336901103
6348.00000000
NS
USD
332762.16000000
0.434377616123
Long
EC
CORP
US
N
1
N
N
N
BROOKLINE BANCORP, INC.
N/A
BROOKLINE BANCORP INC
11373M107
29350.00000000
NS
USD
292326.00000000
0.381593481094
Long
EC
CORP
US
N
1
N
N
N
PROG Holdings, Inc
549300DHYTLBOVRXIG52
PROG HOLDINGS INC
74319R101
8045.00000000
NS
USD
277069.80000000
0.361678501016
Long
EC
CORP
US
N
1
N
N
N
COMMUNITY TRUST BANCORP, INC.
N/A
COMMUNITY TRUST BANCORP INC
204149108
7787.00000000
NS
USD
332115.55000000
0.433533551070
Long
EC
CORP
US
N
1
N
N
N
RILEY EXPLORATION PERMIAN, INC.
5493008CUBI02XP43Q95
RILEY EXPLORATION PERMIAN INC
76665T102
8405.00000000
NS
USD
277365.00000000
0.362063846129
Long
EC
CORP
US
N
1
N
N
N
THE ODP CORPORATION
N/A
ODP CORP THE
88337F105
5789.00000000
NS
USD
307106.45000000
0.400887431573
Long
EC
CORP
US
N
1
N
N
N
PREMIER FINANCIAL CORP.
N/A
PREMIER FINANCIAL CORP
74052F108
15661.00000000
NS
USD
317918.30000000
0.415000892156
Long
EC
CORP
US
N
1
N
N
N
PEOPLES BANCORP INC.
N/A
PEOPLES BANCORP INC OH
709789101
10527.00000000
NS
USD
311704.47000000
0.406889547217
Long
EC
CORP
US
N
1
N
N
N
TOWNE BANK
54930039UO39UJGI7078
TOWNE BANK PORTSMOUTH VA
89214P109
11652.00000000
NS
USD
326955.12000000
0.426797282494
Long
EC
CORP
US
N
1
N
N
N
Cadence Bank
Q7C315HKI8VX0SSKBS64
CADENCE BANK
12740C103
12600.00000000
NS
USD
365400.00000000
0.476982061095
Long
EC
CORP
US
N
1
N
N
N
FORESTAR GROUP INC.
549300BC2UB0GHV60V70
FORESTAR GROUP INC
346232101
9918.00000000
NS
USD
398604.42000000
0.520326102390
Long
EC
CORP
US
N
1
N
N
N
The Bank of N.T. Butterfield & Son Limited
549300V8RVM0EMTDPF28
BANK OF NT BUTTERFIELD SON LTD THE
G0772R208
9867.00000000
NS
USD
315645.33000000
0.412033826159
Long
EC
CORP
BM
N
1
N
N
N
ADVANSIX INC.
5493009TPRODMCAZLF67
ADVANSIX INC
00773T101
8596.00000000
NS
USD
245845.60000000
0.320919378761
Long
EC
CORP
US
N
1
N
N
N
SUNCOKE ENERGY, INC.
1KF1J2NXQE2PI0QOB943
SUNCOKE ENERGY INC
86722A103
26323.00000000
NS
USD
296660.21000000
0.387251227178
Long
EC
CORP
US
N
1
N
N
N
CAL-MAINE FOODS, INC.
549300NHE5WMIEIEMF53
CAL MAINE FOODS INC
128030202
5518.00000000
NS
USD
324734.30000000
0.423898291523
Long
EC
CORP
US
N
1
N
N
N
BLUELINX HOLDINGS INC.
549300YSX7GU28F5I540
BLUELINX HOLDINGS INC
09624H208
3255.00000000
NS
USD
423931.20000000
0.553386911710
Long
EC
CORP
US
N
1
N
N
N
U.S. SILICA HOLDINGS, INC.
529900HOXGPM9F75C193
US SILICA HOLDINGS INC
90346E103
19029.00000000
NS
USD
236149.89000000
0.308262893431
Long
EC
CORP
US
N
1
N
N
N
RYERSON HOLDING CORPORATION
549300JMA41B3ZHOVE45
RYERSON HOLDING CORP
783754104
9184.00000000
NS
USD
307664.00000000
0.401615240407
Long
EC
CORP
US
N
1
N
N
N
FB Financial Corporation
5493000B2LD2C2A6C435
FB FINANCIAL CORP
30257X104
9421.00000000
NS
USD
354794.86000000
0.463138433467
Long
EC
CORP
US
N
1
N
N
N
ATKORE INC
52990002TI38AM4RPV48
ATKORE INC
047649108
1791.00000000
NS
USD
340934.76000000
0.445045879923
Long
EC
CORP
US
N
1
N
N
N
FIRST FINANCIAL BANCORP.
549300D3F5B3EZMY7P77
FIRST FINANCIAL BANCORP
320209109
13642.00000000
NS
USD
305853.64000000
0.399252051452
Long
EC
CORP
US
N
1
N
N
N
MONRO, INC.
N/A
MONRO INC
610236101
9622.00000000
NS
USD
303477.88000000
0.396150806511
Long
EC
CORP
US
N
1
N
N
N
COASTAL FINANCIAL CORPORATION
549300XG5L36T6IU0B47
COASTAL FINANCIAL CORP WA
19046P209
6226.00000000
NS
USD
242004.62000000
0.315905480137
Long
EC
CORP
US
N
1
N
N
N
CVR ENERGY, INC.
529900SOYZIXZBTXB558
CVR ENERGY INC
12662P108
7851.00000000
NS
USD
279966.66000000
0.365459974069
Long
EC
CORP
US
N
1
N
N
N
Caleres Inc.
JFU6RQQJ8Z1CPOLBXQ18
CALERES INC
129500104
9290.00000000
NS
USD
381168.70000000
0.497566043106
Long
EC
CORP
US
N
1
N
N
N
ETHAN ALLEN INTERIORS INC.
N/A
ETHAN ALLEN INTERIORS INC
297602104
8935.00000000
NS
USD
308882.95000000
0.403206420712
Long
EC
CORP
US
N
1
N
N
N
ARKO CORP.
N/A
ARKO CORP
041242108
37353.00000000
NS
USD
212912.10000000
0.277928988205
Long
EC
CORP
US
N
1
N
N
N
OLD NATIONAL BANCORP
549300MMK90CL5KMVX16
OLD NATIONAL BANCORP IN
680033107
18375.00000000
NS
USD
319908.75000000
0.417599165127
Long
EC
CORP
US
N
1
N
N
N
MICRO EMIN RUS2000JUN24
N/A
MICRO EMIN RUS2000JUN24
N/A
16.00000000
NC
USD
4081.05000000
0.005327278709
N/A
DE
US
N
1
CHICAGO MERCANTILE EXCHANGE INC
SNZ2OJLFK8MNNCLQOF39
Long
Micro Russell 2000 E-Mini Index
MEKM24
2024-06-21
167590.95000000
USD
4081.05000000
N
N
N
HELMERICH & PAYNE, INC.
254900NAOGHJ88RZ4C73
HELMERICH PAYNE INC
423452101
6332.00000000
NS
USD
266323.92000000
0.347651155667
Long
EC
CORP
US
N
1
N
N
N
METALLUS INC.
549300QZTZWHDE9HJL14
METALLUS INC
887399103
12301.00000000
NS
USD
273697.25000000
0.357276076686
Long
EC
CORP
US
N
1
N
N
N
DMC GLOBAL INC.
549300CBDXD1Z5MRNG02
DMC GLOBAL INC
23291C103
10919.00000000
NS
USD
212811.31000000
0.277797420000
Long
EC
CORP
US
N
1
N
N
N
BlackRock Funds III: BlackRock Cash Funds: Treasury; SL Agency Shares
N/A
BLACKROCK CASH FUNDS TREASURY
066922477
364658.91000000
NS
USD
364658.91000000
0.476014664720
Long
STIV
RF
US
N
1
N
N
N
HEIDRICK & STRUGGLES INTERNATIONAL, INC.
5493006284N2J367VB57
HEIDRICK STRUGGLES INTERNATIONAL INC
422819102
10678.00000000
NS
USD
359421.48000000
0.469177882683
Long
EC
CORP
US
N
1
N
N
N
Matson Inc
549300OI5H3Y0I9I4I12
MATSON INC
57686G105
3012.00000000
NS
USD
338548.80000000
0.441931320212
Long
EC
CORP
US
N
1
N
N
N
2024-04-30
iShares Trust
Chuck Pulsfort
Chuck Pulsfort
Assistant Treasurer