0001752724-24-012506.txt : 20240125
0001752724-24-012506.hdr.sgml : 20240125
20240125095434
ACCESSION NUMBER: 0001752724-24-012506
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20231130
FILED AS OF DATE: 20240125
DATE AS OF CHANGE: 20240125
PERIOD START: 20240531
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: PROSHARES TRUST
CENTRAL INDEX KEY: 0001174610
ORGANIZATION NAME:
IRS NUMBER: 000000000
STATE OF INCORPORATION: DE
FISCAL YEAR END: 0531
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-21114
FILM NUMBER: 24559408
BUSINESS ADDRESS:
STREET 1: 7272 WISCONSIN AVENUE
STREET 2: 21ST FLOOR
CITY: BETHESDA
STATE: MD
ZIP: 20814
BUSINESS PHONE: 240-497-6400
MAIL ADDRESS:
STREET 1: 7272 WISCONSIN AVENUE
STREET 2: 21ST FLOOR
CITY: BETHESDA
STATE: MD
ZIP: 20814
FORMER COMPANY:
FORMER CONFORMED NAME: XTRASHARES TRUST
DATE OF NAME CHANGE: 20030409
FORMER COMPANY:
FORMER CONFORMED NAME: PROFUNDS ETF TRUST
DATE OF NAME CHANGE: 20020531
0001174610
S000014259
ProShares Ultra SmallCap600
C000038818
ProShares Ultra SmallCap600
SAA
NPORT-P
1
primary_doc.xml
NPORT-P
false
0001174610
XXXXXXXX
S000014259
C000038818
ProShares Trust
811-21114
0001174610
5493005D9DS7C1P5AM59
7272 Wisconsin Avenue
Bethesda
20814
240-497-6400
ProShares Ultra SmallCap600
S000014259
QOEPI3XUDE1M6I02XL90
2024-05-31
2023-11-30
N
28060174.54
2595790.21
25464384.33
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
3366826.52000000
UST
S&P SmallCap 600
SML
Radian Group, Inc.
54930005OUP720S5U385
Radian Group, Inc.
750236101
2998.00000000
NS
USD
77078.58000000
0.302691708549
Long
EC
CORP
US
N
1
N
N
N
Green Plains, Inc.
VJ5WLTHARBSDR14KIZ98
Green Plains, Inc.
393222104
1133.00000000
NS
USD
28189.04000000
0.110699868627
Long
EC
CORP
US
N
1
N
N
N
Independent Bank Corp.
549300C5K3W8THR3GE10
Independent Bank Corp.
453836108
840.00000000
NS
USD
47896.80000000
0.188093296815
Long
EC
CORP
US
N
1
N
N
N
Group 1 Automotive, Inc.
549300US8QAZJLWYAF63
Group 1 Automotive, Inc.
398905109
268.00000000
NS
USD
75602.80000000
0.296896241512
Long
EC
CORP
US
N
1
N
N
N
Renasant Corp.
549300OVE6OZHW2UUH81
Renasant Corp.
75970E107
1069.00000000
NS
USD
29119.56000000
0.114354070464
Long
EC
CORP
US
N
1
N
N
N
Trinity Industries, Inc.
R1JB4KXN77XFCXOQKV49
Trinity Industries, Inc.
896522109
1559.00000000
NS
USD
38912.64000000
0.152812019704
Long
EC
CORP
US
N
1
N
N
N
Guess?, Inc.
549300QVH3ZK2DW0KP86
Guess?, Inc.
401617105
520.00000000
NS
USD
11450.40000000
0.044966333572
Long
EC
CORP
US
N
1
N
N
N
Wolverine World Wide, Inc.
549300OVC7PK14LQ8D87
Wolverine World Wide, Inc.
978097103
1514.00000000
NS
USD
12974.98000000
0.050953440820
Long
EC
CORP
US
N
1
N
N
N
Sabre Corp.
529900VKCYZW8GZ4WW58
Sabre Corp.
78573M104
6328.00000000
NS
USD
22337.84000000
0.087721893097
Long
EC
CORP
US
N
1
N
N
N
InterDigital, Inc.
N/A
InterDigital, Inc.
45867G101
503.00000000
NS
USD
50259.76000000
0.197372767189
Long
EC
CORP
US
N
1
N
N
N
Sonos, Inc.
549300WEPU6075I77M08
Sonos, Inc.
83570H108
2442.00000000
NS
USD
36874.20000000
0.144806956736
Long
EC
CORP
US
N
1
N
N
N
Chesapeake Utilities Corp.
254900WW0FDCKAOCKE74
Chesapeake Utilities Corp.
165303108
412.00000000
NS
USD
39387.20000000
0.154675642220
Long
EC
CORP
US
N
1
N
N
N
Helix Energy Solutions Group, Inc.
416AP2JOUTCWEGSOZW41
Helix Energy Solutions Group, Inc.
42330P107
2699.00000000
NS
USD
25154.68000000
0.098783774522
Long
EC
CORP
US
N
1
N
N
N
GMS, Inc.
52990057RENOQO4U0D72
GMS, Inc.
36251C103
776.00000000
NS
USD
52488.64000000
0.206125698229
Long
EC
CORP
US
N
1
N
N
N
Anywhere Real Estate, Inc.
5493004HBTOTE9DI9P12
Anywhere Real Estate, Inc.
75605Y106
2104.00000000
NS
USD
11319.52000000
0.044452360808
Long
EC
CORP
US
N
1
N
N
N
ViaSat, Inc.
UFC8NYMNFSYIHNSM2I38
Viasat, Inc.
92552V100
1417.00000000
NS
USD
28977.65000000
0.113796782299
Long
EC
CORP
US
N
1
N
N
N
Foot Locker, Inc.
549300X383CBNP6MTV94
Foot Locker, Inc.
344849104
1556.00000000
NS
USD
41903.08000000
0.164555637619
Long
EC
CORP
US
N
1
N
N
N
ATN International, Inc.
54930013NP7VEU877V56
ATN International, Inc.
00215F107
202.00000000
NS
USD
6148.88000000
0.024146980819
Long
EC
CORP
US
N
1
N
N
N
Brinker International, Inc.
52990067JY6PBGJNTG76
Brinker International, Inc.
109641100
843.00000000
NS
USD
30356.43000000
0.119211325145
Long
EC
CORP
US
N
1
N
N
N
Talos Energy, Inc.
549300OKFHZ84SFJFT95
Talos Energy, Inc.
87484T108
1913.00000000
NS
USD
26628.96000000
0.104573350978
Long
EC
CORP
US
N
1
N
N
N
Addus HomeCare Corp.
52990090ZT33AKPDBX62
Addus HomeCare Corp.
006739106
309.00000000
NS
USD
26944.80000000
0.105813671561
Long
EC
CORP
US
N
1
N
N
N
Xerox Holdings Corp.
5493000Y33XDVO2CXC18
Xerox Holdings Corp.
98421M106
2154.00000000
NS
USD
30134.46000000
0.118339637076
Long
EC
CORP
US
N
1
N
N
N
Six Flags Entertainment Corp.
549300JYTDUAA4JQ3717
Six Flags Entertainment Corp.
83001A102
1364.00000000
NS
USD
33963.60000000
0.133376874774
Long
EC
CORP
US
N
1
N
N
N
Oxford Industries, Inc.
IDZ20O0XD3GS4UOI2L88
Oxford Industries, Inc.
691497309
281.00000000
NS
USD
25410.83000000
0.099789689280
Long
EC
CORP
US
N
1
N
N
N
Koppers Holdings, Inc.
N/A
Koppers Holdings, Inc.
50060P106
397.00000000
NS
USD
17932.49000000
0.070421847893
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Total Return Swap
N/A
6869.00000000
NC
USD
-781616.71000000
-3.06945064868
N/A
DE
US
N
2
UBS AG
254900R882POXXVAK772
S&P SmallCap 600
SML
Y
2024-11-07
0.00000000
USD
0.00000000
USD
8041263.54000000
USD
-781616.71000000
N
N
N
Resideo Technologies, Inc.
5493006TKFPYISY2DS54
Resideo Technologies, Inc.
76118Y104
2811.00000000
NS
USD
46184.73000000
0.181369906303
Long
EC
CORP
US
N
1
N
N
N
TrueBlue, Inc.
N/A
TrueBlue, Inc.
89785X101
590.00000000
NS
USD
8224.60000000
0.032298444342
Long
EC
CORP
US
N
1
N
N
N
Ethan Allen Interiors, Inc.
N/A
Ethan Allen Interiors, Inc.
297602104
435.00000000
NS
USD
11675.40000000
0.045849920613
Long
EC
CORP
US
N
1
N
N
N
Apollo Medical Holdings, Inc.
5493008O4R82Q4STJ936
Apollo Medical Holdings, Inc.
03763A207
801.00000000
NS
USD
26617.23000000
0.104527286641
Long
EC
CORP
US
N
1
N
N
N
John B Sanfilippo & Son, Inc.
5299007IBEYVXKYDUX28
John B Sanfilippo & Son, Inc.
800422107
171.00000000
NS
USD
15738.84000000
0.061807266949
Long
EC
CORP
US
N
1
N
N
N
OneSpan, Inc.
549300D67QDZG593UX89
OneSpan, Inc.
68287N100
685.00000000
NS
USD
6870.55000000
0.026981017530
Long
EC
CORP
US
N
1
N
N
N
Cal-Maine Foods, Inc.
549300NHE5WMIEIEMF53
Cal-Maine Foods, Inc.
128030202
774.00000000
NS
USD
37090.08000000
0.145654729049
Long
EC
CORP
US
N
1
N
N
N
Balchem Corp.
549300VR70OPMHUI3557
Balchem Corp.
057665200
614.00000000
NS
USD
76578.08000000
0.300726218264
Long
EC
CORP
US
N
1
N
N
N
Two Harbors Investment Corp.
549300ZUIBT6KH4HU823
Two Harbors Investment Corp.
90187B804
1831.00000000
NS
USD
25377.66000000
0.099659428915
Long
EC
CORP
US
N
1
N
N
N
Ligand Pharmaceuticals, Inc.
5493008K7TB0IKP37H79
Ligand Pharmaceuticals, Inc.
53220K504
311.00000000
NS
USD
18134.41000000
0.071214798539
Long
EC
CORP
US
N
1
N
N
N
Artisan Partners Asset Management, Inc.
549300T1FUI6JF63XU51
Artisan Partners Asset Management, Inc., Class A
04316A108
1304.00000000
NS
USD
49095.60000000
0.192801048569
Long
EC
CORP
US
N
1
N
N
N
Meritage Homes Corp.
52990044W9UMFJO2FB97
Meritage Homes Corp.
59001A102
700.00000000
NS
USD
98910.00000000
0.388424863205
Long
EC
CORP
US
N
1
N
N
N
Triumph Group, Inc.
5493007L6S47Q14SL582
Triumph Group, Inc.
896818101
1461.00000000
NS
USD
16348.59000000
0.064201787830
Long
EC
CORP
US
N
1
N
N
N
SpartanNash Co.
549300TV3QCCSQLF5X16
SpartanNash Co.
847215100
662.00000000
NS
USD
14676.54000000
0.057635558000
Long
EC
CORP
US
N
1
N
N
N
Xperi, Inc.
N/A
Xperi, Inc.
98423J101
824.00000000
NS
USD
8503.68000000
0.033394406437
Long
EC
CORP
US
N
1
N
N
N
OPENLANE, Inc.
5493004HKD20LBSG7D03
OPENLANE, Inc.
48238T109
2084.00000000
NS
USD
30468.08000000
0.119649780670
Long
EC
CORP
US
N
1
N
N
N
Tootsie Roll Industries, Inc.
529900SBKOV9XX4M4Q35
Tootsie Roll Industries, Inc.
890516107
332.00000000
NS
USD
10985.88000000
0.043142138673
Long
EC
CORP
US
N
1
N
N
N
Bloomin' Brands, Inc.
E1UJ2GO305B5FXGV7N04
Bloomin' Brands, Inc.
094235108
1658.00000000
NS
USD
38697.72000000
0.151968017363
Long
EC
CORP
US
N
1
N
N
N
PriceSmart, Inc.
549300JVYOSTGVSDZS46
PriceSmart, Inc.
741511109
491.00000000
NS
USD
33088.49000000
0.129940270972
Long
EC
CORP
US
N
1
N
N
N
Brookline Bancorp, Inc.
N/A
Brookline Bancorp, Inc.
11373M107
1688.00000000
NS
USD
16086.64000000
0.063173096162
Long
EC
CORP
US
N
1
N
N
N
ICU Medical, Inc.
5493003NRW7LS2QZRH60
ICU Medical, Inc.
44930G107
386.00000000
NS
USD
33875.36000000
0.133030351572
Long
EC
CORP
US
N
1
N
N
N
Hibbett, Inc.
529900RD6P643J1CZM55
Hibbett, Inc.
428567101
243.00000000
NS
USD
15199.65000000
0.059689838964
Long
EC
CORP
US
N
1
N
N
N
Integer Holdings Corp.
549300SUD2ED5XG6X569
Integer Holdings Corp.
45826H109
634.00000000
NS
USD
55297.48000000
0.217156163225
Long
EC
CORP
US
N
1
N
N
N
Axcelis Technologies, Inc.
529900HF9B6NL1QG9F05
Axcelis Technologies, Inc.
054540208
625.00000000
NS
USD
77675.00000000
0.305033881806
Long
EC
CORP
US
N
1
N
N
N
Northwest Natural Holding Co.
254900PSJL6ZEC8FR782
Northwest Natural Holding Co.
66765N105
687.00000000
NS
USD
25157.94000000
0.098796576716
Long
EC
CORP
US
N
1
N
N
N
Northwest Bancshares, Inc.
N/A
Northwest Bancshares, Inc.
667340103
2420.00000000
NS
USD
26958.80000000
0.105868650310
Long
EC
CORP
US
N
1
N
N
N
Standex International Corp.
RCX52GR0JW2LRRMH9Z54
Standex International Corp.
854231107
226.00000000
NS
USD
30243.32000000
0.118767136122
Long
EC
CORP
US
N
1
N
N
N
Bancorp, Inc. (The)
N/A
Bancorp, Inc. (The)
05969A105
1034.00000000
NS
USD
40336.34000000
0.158402965794
Long
EC
CORP
US
N
1
N
N
N
Varex Imaging Corp.
549300CWYWPVCT8E9W67
Varex Imaging Corp.
92214X106
769.00000000
NS
USD
14495.65000000
0.056925193290
Long
EC
CORP
US
N
1
N
N
N
Semtech Corp.
549300J7WUY317SW6O61
Semtech Corp.
816850101
1218.00000000
NS
USD
19938.66000000
0.078300184844
Long
EC
CORP
US
N
1
N
N
N
Jack in the Box, Inc.
5493002OJW26P0SUUP68
Jack in the Box, Inc.
466367109
383.00000000
NS
USD
27690.90000000
0.108743646188
Long
EC
CORP
US
N
1
N
N
N
America's Car-Mart, Inc.
N/A
America's Car-Mart, Inc.
03062T105
114.00000000
NS
USD
9105.18000000
0.035756529127
Long
EC
CORP
US
N
1
N
N
N
Universal Health Realty Income Trust
549300L4MWZL4IH6H172
Universal Health Realty Income Trust
91359E105
242.00000000
NS
USD
9648.54000000
0.037890332925
Long
EC
CORP
US
N
1
N
N
N
Hilltop Holdings, Inc.
54930010TA543US0PM65
Hilltop Holdings, Inc.
432748101
880.00000000
NS
USD
25916.00000000
0.101773518904
Long
EC
CORP
US
N
1
N
N
N
American Axle & Manufacturing Holdings, Inc.
N/A
American Axle & Manufacturing Holdings, Inc.
024061103
2229.00000000
NS
USD
15513.84000000
0.060923679908
Long
EC
CORP
US
N
1
N
N
N
Proto Labs, Inc.
529900QHG5MGWT2WQQ09
Proto Labs, Inc.
743713109
497.00000000
NS
USD
17991.40000000
0.070653190616
Long
EC
CORP
US
N
1
N
N
N
REX American Resources Corp.
N/A
REX American Resources Corp.
761624105
288.00000000
NS
USD
14117.76000000
0.055441199037
Long
EC
CORP
US
N
1
N
N
N
United Natural Foods, Inc.
549300GKGW6WPZ282D40
United Natural Foods, Inc.
911163103
1116.00000000
NS
USD
16237.80000000
0.063766709571
Long
EC
CORP
US
N
1
N
N
N
ADTRAN Holdings, Inc.
549300VV36J86CRRWF77
ADTRAN Holdings, Inc.
00486H105
1348.00000000
NS
USD
7050.04000000
0.027685884365
Long
EC
CORP
US
N
1
N
N
N
Winnebago Industries, Inc.
549300B7OYKYJLTE3G11
Winnebago Industries, Inc.
974637100
575.00000000
NS
USD
37162.25000000
0.145938144501
Long
EC
CORP
US
N
1
N
N
N
RadNet, Inc.
529900RECG94V2IZJ970
RadNet, Inc.
750491102
1149.00000000
NS
USD
38181.27000000
0.149939890575
Long
EC
CORP
US
N
1
N
N
N
Premier, Inc.
N/A
Premier, Inc., Class A
74051N102
2267.00000000
NS
USD
46677.53000000
0.183305158275
Long
EC
CORP
US
N
1
N
N
N
ATI, Inc.
ZW1LRE7C3H17O2ZN9B45
ATI, Inc.
01741R102
2448.00000000
NS
USD
107589.60000000
0.422510116897
Long
EC
CORP
US
N
1
N
N
N
Liquidity Services, Inc.
5299002AZ4ULSAXN0G81
Liquidity Services, Inc.
53635B107
427.00000000
NS
USD
8181.32000000
0.032128481466
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Total Return Swap
N/A
4897.00000000
NC
USD
-441821.63000000
-1.73505718526
N/A
DE
US
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
S&P SmallCap 600
SML
Y
2024-03-06
0.00000000
USD
0.00000000
USD
5732722.02000000
USD
-441821.63000000
N
N
N
Standard Motor Products, Inc.
THGK1EO5B5HK0JHQVZ90
Standard Motor Products, Inc.
853666105
356.00000000
NS
USD
12805.32000000
0.050287176921
Long
EC
CORP
US
N
1
N
N
N
DiamondRock Hospitality Co.
529900KKD4BPVBUAQ734
DiamondRock Hospitality Co.
252784301
3992.00000000
NS
USD
33213.44000000
0.130430956309
Long
EC
CORP
US
N
1
N
N
N
Madison Square Garden Sports Corp.
N/A
Madison Square Garden Sports Corp., Class C
55825T103
317.00000000
NS
USD
53633.23000000
0.210620564412
Long
EC
CORP
US
N
1
N
N
N
Urban Outfitters, Inc.
549300N3DUFR5U6NRN38
Urban Outfitters, Inc.
917047102
1077.00000000
NS
USD
38448.90000000
0.150990887907
Long
EC
CORP
US
N
1
N
N
N
Trustmark Corp.
5493000HPQ4D2RZ79739
Trustmark Corp.
898402102
1163.00000000
NS
USD
26644.33000000
0.104633709791
Long
EC
CORP
US
N
1
N
N
N
Hawkins, Inc.
549300VL3IJ23OWX1Y34
Hawkins, Inc.
420261109
366.00000000
NS
USD
22487.04000000
0.088307809482
Long
EC
CORP
US
N
1
N
N
N
Centerspace
5493002LG2SH9EEHT720
Centerspace
15202L107
285.00000000
NS
USD
15201.90000000
0.059698674835
Long
EC
CORP
US
N
1
N
N
N
Abercrombie & Fitch Co.
5493000J7LL72TOGT983
Abercrombie & Fitch Co., Class A
002896207
953.00000000
NS
USD
72323.17000000
0.284016958991
Long
EC
CORP
US
N
1
N
N
N
Lindsay Corp.
549300ZFO0QG5H8TPI61
Lindsay Corp.
535555106
210.00000000
NS
USD
25055.10000000
0.098392718533
Long
EC
CORP
US
N
1
N
N
N
Clearfield, Inc.
529900M4S2OQ1ADPR537
Clearfield, Inc.
18482P103
247.00000000
NS
USD
6283.68000000
0.024676347633
Long
EC
CORP
US
N
1
N
N
N
WK Kellogg Co.
529900SWC935GFWUJ804
WK Kellogg Co.
92942W107
1255.00000000
NS
USD
14056.00000000
0.055198664212
Long
EC
CORP
US
N
1
N
N
N
PDF Solutions, Inc.
549300GMSP6MROFBI160
PDF Solutions, Inc.
693282105
581.00000000
NS
USD
17424.19000000
0.068425726592
Long
EC
CORP
US
N
1
N
N
N
Banc of California, Inc.
549300ZKWUJDP6LJ1X87
Banc of California, Inc.
05990K106
2490.00000000
NS
USD
28784.40000000
0.113037879207
Long
EC
CORP
US
N
1
N
N
N
Cracker Barrel Old Country Store, Inc.
8P4PHQIUWPIECBFBW745
Cracker Barrel Old Country Store, Inc.
22410J106
422.00000000
NS
USD
28328.86000000
0.111248949249
Long
EC
CORP
US
N
1
N
N
WaFd, Inc.
N/A
WaFd, Inc.
938824109
1233.00000000
NS
USD
32958.09000000
0.129428183194
Long
EC
CORP
US
N
1
N
N
N
Comstock Resources, Inc.
I03QQGEA4SS774AURI46
Comstock Resources, Inc.
205768302
1750.00000000
NS
USD
17272.50000000
0.067830031844
Long
EC
CORP
US
N
1
N
N
N
Northfield Bancorp, Inc.
N/A
Northfield Bancorp, Inc.
66611T108
754.00000000
NS
USD
7193.16000000
0.028247924264
Long
EC
CORP
US
N
1
N
N
N
World Acceptance Corp.
N/A
World Acceptance Corp.
981419104
65.00000000
NS
USD
7244.25000000
0.028448557428
Long
EC
CORP
US
N
1
N
N
N
Employers Holdings, Inc.
N/A
Employers Holdings, Inc.
292218104
496.00000000
NS
USD
19001.76000000
0.074620928406
Long
EC
CORP
US
N
1
N
N
N
Titan International, Inc.
254900CXRGBE7C4B5A06
Titan International, Inc.
88830M102
979.00000000
NS
USD
12795.53000000
0.050248731067
Long
EC
CORP
US
N
1
N
N
N
Apple Hospitality REIT, Inc.
549300EVZAR0FBZO4F16
Apple Hospitality REIT, Inc.
03784Y200
4052.00000000
NS
USD
67546.84000000
0.265260055474
Long
EC
CORP
US
N
1
N
N
N
SiriusPoint Ltd.
549300OGXFI85N3YZZ51
SiriusPoint Ltd.
N/A
1685.00000000
NS
USD
17995.80000000
0.070670469651
Long
EC
CORP
BM
N
1
N
N
N
Elme Communities
549300DI34BGS8LVKW95
Elme Communities
939653101
1672.00000000
NS
USD
21970.08000000
0.086277679897
Long
EC
CORP
US
N
1
N
N
N
SunPower Corp.
549300TXO070764WUH65
SunPower Corp.
867652406
1635.00000000
NS
USD
6785.25000000
0.026646039865
Long
EC
CORP
US
N
1
N
N
Navient Corp.
54930067J0ZNOEBRW338
Navient Corp.
63938C108
1667.00000000
NS
USD
28555.71000000
0.112139801339
Long
EC
CORP
US
N
1
N
N
N
Outfront Media, Inc.
549300RZWDYU5722I639
Outfront Media, Inc.
69007J106
2765.00000000
NS
USD
33815.95000000
0.132797045323
Long
EC
CORP
US
N
1
N
N
N
GEO Group, Inc. (The)
54930024XOXET7NQVZ63
GEO Group, Inc. (The)
36162J106
2401.00000000
NS
USD
24370.15000000
0.095702883227
Long
EC
CORP
US
N
1
N
N
N
CorVel Corp.
N/A
CorVel Corp.
221006109
173.00000000
NS
USD
36132.78000000
0.141895360719
Long
EC
CORP
US
N
1
N
N
N
Warrior Met Coal, Inc.
549300152B1S9YKBYV79
Warrior Met Coal, Inc.
93627C101
990.00000000
NS
USD
55410.30000000
0.217599213403
Long
EC
CORP
US
N
1
N
N
N
Merit Medical Systems, Inc.
549300OYTY138SP2CE83
Merit Medical Systems, Inc.
589889104
1097.00000000
NS
USD
78501.32000000
0.308278884667
Long
EC
CORP
US
N
1
N
N
N
Chuy's Holdings, Inc.
N/A
Chuy's Holdings, Inc.
171604101
343.00000000
NS
USD
12073.60000000
0.047413673323
Long
EC
CORP
US
N
1
N
N
N
Enhabit, Inc.
549300RFQ78SLDFSHF49
Enhabit, Inc.
29332G102
954.00000000
NS
USD
10169.64000000
0.039936720512
Long
EC
CORP
US
N
1
N
N
N
Phibro Animal Health Corp.
549300U24SP4AF2JUX52
Phibro Animal Health Corp., Class A
71742Q106
387.00000000
NS
USD
3711.33000000
0.014574591523
Long
EC
CORP
US
N
1
N
N
N
Cohu, Inc.
529900FJPORJ3JJ2XS33
Cohu, Inc.
192576106
906.00000000
NS
USD
28747.38000000
0.112892499686
Long
EC
CORP
US
N
1
N
N
N
Ironwood Pharmaceuticals, Inc.
549300PC8MR6QHH6P296
Ironwood Pharmaceuticals, Inc., Class A
46333X108
2614.00000000
NS
USD
25878.60000000
0.101626647102
Long
EC
CORP
US
N
1
N
N
N
DXP Enterprises, Inc.
N/A
DXP Enterprises, Inc.
233377407
261.00000000
NS
USD
7642.08000000
0.030010857128
Long
EC
CORP
US
N
1
N
N
N
Haynes International, Inc.
549300I9MS5UZLRFDO40
Haynes International, Inc.
420877201
242.00000000
NS
USD
11877.36000000
0.046643028341
Long
EC
CORP
US
N
1
N
N
N
Chico's FAS, Inc.
5299003ESGN5T1MFXY13
Chico's FAS, Inc.
168615102
2351.00000000
NS
USD
17726.54000000
0.069613071222
Long
EC
CORP
US
N
1
N
N
N
SM Energy Co.
84BUTVXV5ODI6BXNMH43
SM Energy Co.
78454L100
2260.00000000
NS
USD
84637.00000000
0.332374028380
Long
EC
CORP
US
N
1
N
N
N
Marcus & Millichap, Inc.
549300B2HE8ULXNB1N48
Marcus & Millichap, Inc.
566324109
454.00000000
NS
USD
15622.14000000
0.061348979804
Long
EC
CORP
US
N
1
N
N
N
Virtus Investment Partners, Inc.
549300HWF93HB8BDM648
Virtus Investment Partners, Inc.
92828Q109
130.00000000
NS
USD
25430.60000000
0.099867327128
Long
EC
CORP
US
N
1
N
N
N
JetBlue Airways Corp.
54930070J9H97ZO93T57
JetBlue Airways Corp.
477143101
6345.00000000
NS
USD
28044.90000000
0.110133823133
Long
EC
CORP
US
N
1
N
N
N
Allegiant Travel Co.
549300JM9OZXOHWL2K18
Allegiant Travel Co.
01748X102
288.00000000
NS
USD
19725.12000000
0.077461601837
Long
EC
CORP
US
N
1
N
N
N
OraSure Technologies, Inc.
529900GNNJPNM4XHXQ77
OraSure Technologies, Inc.
68554V108
1398.00000000
NS
USD
10233.36000000
0.040186952362
Long
EC
CORP
US
N
1
N
N
N
Strategic Education, Inc.
2549002UYIM8Q5EC8H36
Strategic Education, Inc.
86272C103
419.00000000
NS
USD
37278.43000000
0.146394389579
Long
EC
CORP
US
N
1
N
N
N
DISH Network Corp.
529900U350CWHH15G169
DISH Network Corp., Class A
25470M109
4725.00000000
NS
USD
17293.50000000
0.067912499968
Long
EC
CORP
US
N
1
N
N
N
Community Health Systems, Inc.
N/A
Community Health Systems, Inc.
203668108
2422.00000000
NS
USD
6224.54000000
0.024444101688
Long
EC
CORP
US
N
1
N
N
N
Moelis & Co.
549300891QNU7VTQUR83
Moelis & Co., Class A
60786M105
1268.00000000
NS
USD
60166.60000000
0.236277458038
Long
EC
CORP
US
N
1
N
N
N
St Joe Co. (The)
529900XVHOT3BF8PWG49
St Joe Co. (The)
790148100
678.00000000
NS
USD
34869.54000000
0.136934549636
Long
EC
CORP
US
N
1
N
N
N
Innospec, Inc.
213800SQBACNY5IWJO68
Innospec, Inc.
45768S105
473.00000000
NS
USD
49698.11000000
0.195167137583
Long
EC
CORP
US
N
1
N
N
N
Core Laboratories, Inc.
N/A
Core Laboratories, Inc.
21867A105
889.00000000
NS
USD
15744.19000000
0.061828276686
Long
EC
CORP
US
N
1
N
N
N
Myriad Genetics, Inc.
52990044IHUOUMETT163
Myriad Genetics, Inc.
62855J104
1559.00000000
NS
USD
29761.31000000
0.116874257057
Long
EC
CORP
US
N
1
N
N
N
LGI Homes, Inc.
549300W02B4WNV8CV109
LGI Homes, Inc.
50187T106
390.00000000
NS
USD
46047.30000000
0.180830211338
Long
EC
CORP
US
N
1
N
N
N
Medifast, Inc.
5299000YHQJ21T5KKI80
Medifast, Inc.
58470H101
207.00000000
NS
USD
13740.66000000
0.053960307156
Long
EC
CORP
US
N
1
N
N
N
Saul Centers, Inc.
N/A
Saul Centers, Inc.
804395101
246.00000000
NS
USD
9089.70000000
0.035695738338
Long
EC
CORP
US
N
1
N
N
N
Southside Bancshares, Inc.
549300TC83207VQA2K65
Southside Bancshares, Inc.
84470P109
552.00000000
NS
USD
15141.36000000
0.059460931015
Long
EC
CORP
US
N
1
N
N
N
TripAdvisor, Inc.
549300XVG45PT5BART17
TripAdvisor, Inc.
896945201
2050.00000000
NS
USD
36551.50000000
0.143539696567
Long
EC
CORP
US
N
1
N
N
N
Omnicell, Inc.
5493008RH0GTKHHPZI77
Omnicell, Inc.
68213N109
861.00000000
NS
USD
28722.96000000
0.112796601039
Long
EC
CORP
US
N
1
N
N
N
Forrester Research, Inc.
549300UUSFXYLJ80Z897
Forrester Research, Inc.
346563109
219.00000000
NS
USD
5295.42000000
0.020795397726
Long
EC
CORP
US
N
1
N
N
N
Sun Country Airlines Holdings, Inc.
549300MOHOJN9GH0NJ48
Sun Country Airlines Holdings, Inc.
866683105
768.00000000
NS
USD
11658.24000000
0.045782532375
Long
EC
CORP
US
N
1
N
N
N
Universal Corp.
549300BZXZ66F6DTIF20
Universal Corp.
913456109
469.00000000
NS
USD
26385.94000000
0.103618998433
Long
EC
CORP
US
N
1
N
N
N
RXO, Inc.
549300KL8CA6GP8XPM30
RXO, Inc.
74982T103
2227.00000000
NS
USD
46677.92000000
0.183306689826
Long
EC
CORP
US
N
1
N
N
N
Walker & Dunlop, Inc.
N/A
Walker & Dunlop, Inc.
93148P102
635.00000000
NS
USD
53352.70000000
0.209518908089
Long
EC
CORP
US
N
1
N
N
N
Consensus Cloud Solutions, Inc.
N/A
Consensus Cloud Solutions, Inc.
20848V105
348.00000000
NS
USD
6410.16000000
0.025173041362
Long
EC
CORP
US
N
1
N
N
N
Mueller Industries, Inc.
5493005IZFE4VJLLYG84
Mueller Industries, Inc.
624756102
2162.00000000
NS
USD
89787.86000000
0.352601731251
Long
EC
CORP
US
N
1
N
N
N
Central Garden & Pet Co.
5493004DVZLD37DJ0H83
Central Garden & Pet Co., Class A
153527205
781.00000000
NS
USD
28334.68000000
0.111271804701
Long
EC
CORP
US
N
1
N
N
N
Cargurus, Inc.
54930027BKQN6B7X7G78
Cargurus, Inc., Class A
141788109
1652.00000000
NS
USD
35716.24000000
0.140259585847
Long
EC
CORP
US
N
1
N
N
N
SPX Technologies, Inc.
P761FCI0CPOG24I8JE10
SPX Technologies, Inc.
78473E103
868.00000000
NS
USD
74049.08000000
0.290794699924
Long
EC
CORP
US
N
1
N
N
N
Steven Madden Ltd.
549300Z9GZ7GYJWSGF43
Steven Madden Ltd.
556269108
1348.00000000
NS
USD
51116.16000000
0.200735895820
Long
EC
CORP
US
N
1
N
N
N
ModivCare, Inc.
549300EFZIFW7F7I0Q28
ModivCare, Inc.
60783X104
235.00000000
NS
USD
8873.60000000
0.034847102074
Long
EC
CORP
US
N
1
N
N
N
Assured Guaranty Ltd.
549300BBOQUJEPH87M14
Assured Guaranty Ltd.
N/A
1060.00000000
NS
USD
71984.60000000
0.282687376482
Long
EC
CORP
BM
N
1
N
N
N
Mercury General Corp.
5493001Q9EXPCEL4W527
Mercury General Corp.
589400100
506.00000000
NS
USD
18848.50000000
0.074019068184
Long
EC
CORP
US
N
1
N
N
N
Korn Ferry
549300FOD20OM0GT5G40
Korn Ferry
500643200
1020.00000000
NS
USD
52774.80000000
0.207249463863
Long
EC
CORP
US
N
1
N
N
N
Veradigm, Inc.
Y68YJHVB1GU4TAU3C223
Veradigm, Inc.
01988P108
2080.00000000
NS
USD
23878.40000000
0.093771754661
Long
EC
CORP
US
N
1
N
N
N
TrustCo Bank Corp.
N/A
TrustCo Bank Corp.
898349204
362.00000000
NS
USD
9716.08000000
0.038155566119
Long
EC
CORP
US
N
1
N
N
N
Scholastic Corp.
N/A
Scholastic Corp.
807066105
531.00000000
NS
USD
20172.69000000
0.079219233179
Long
EC
CORP
US
N
1
N
N
N
Fortrea Holdings, Inc.
5493000FIVFABOVCDU97
Fortrea Holdings, Inc.
34965K107
1687.00000000
NS
USD
49665.28000000
0.195038212416
Long
EC
CORP
US
N
1
N
N
N
USANA Health Sciences, Inc.
549300YTURXE814MAH96
USANA Health Sciences, Inc.
90328M107
213.00000000
NS
USD
10066.38000000
0.039531212966
Long
EC
CORP
US
N
1
N
N
N
Fabrinet
5493004TETZ6IYF7CV44
Fabrinet
N/A
691.00000000
NS
USD
111872.90000000
0.439330865220
Long
EC
CORP
KY
N
1
N
N
N
Kelly Services, Inc.
25490035B2ZPL6RM1974
Kelly Services, Inc., Class A
488152208
611.00000000
NS
USD
12702.69000000
0.049884143419
Long
EC
CORP
US
N
1
N
N
N
Cathay General Bancorp
549300K1SLJ8C97H5L68
Cathay General Bancorp
149150104
1381.00000000
NS
USD
50655.08000000
0.198925209985
Long
EC
CORP
US
N
1
N
N
N
Viavi Solutions, Inc.
5493006K3E3N1QOBF092
Viavi Solutions, Inc.
925550105
4236.00000000
NS
USD
34226.88000000
0.134410789424
Long
EC
CORP
US
N
1
N
N
N
Essential Properties Realty Trust, Inc.
2549009LXQLVYCGLZO50
Essential Properties Realty Trust, Inc.
29670E107
2971.00000000
NS
USD
70561.25000000
0.277097804861
Long
EC
CORP
US
N
1
N
N
N
United Community Banks, Inc.
549300GVW0FV66X3U703
United Community Banks, Inc.
90984P303
2263.00000000
NS
USD
55782.95000000
0.219062629895
Long
EC
CORP
US
N
1
N
N
N
Boise Cascade Co.
549300Z8B8LSRHC7XA55
Boise Cascade Co.
09739D100
754.00000000
NS
USD
82412.20000000
0.323637119719
Long
EC
CORP
US
N
1
N
N
N
Arlo Technologies, Inc.
549300T4EUX2OQ75HV52
Arlo Technologies, Inc.
04206A101
1791.00000000
NS
USD
16280.19000000
0.063933177370
Long
EC
CORP
US
N
1
N
N
N
Ellington Financial, Inc.
60GS1D1R1YY5G1W7IT74
Ellington Financial, Inc.
28852N109
1295.00000000
NS
USD
16835.00000000
0.066111945931
Long
EC
CORP
US
N
1
N
N
Cytek Biosciences, Inc.
549300K2J28BOC6FBO89
Cytek Biosciences, Inc.
23285D109
1895.00000000
NS
USD
13151.30000000
0.051645858896
Long
EC
CORP
US
N
1
N
N
N
Interface, Inc.
549300VXZWQOIDFPU355
Interface, Inc., Class A
458665304
1106.00000000
NS
USD
11181.66000000
0.043910977210
Long
EC
CORP
US
N
1
N
N
N
Cytokinetics, Inc.
549300BE5DY1HW7IHA64
Cytokinetics, Inc.
23282W605
1828.00000000
NS
USD
61201.44000000
0.240341330098
Long
EC
CORP
US
N
1
N
N
N
3D Systems Corp.
5493003HHDOCCW4OP744
3D Systems Corp.
88554D205
2542.00000000
NS
USD
13574.28000000
0.053306923992
Long
EC
CORP
US
N
1
N
N
N
EW Scripps Co. (The)
549300U1OW41QPKYW028
EW Scripps Co. (The), Class A
811054402
1119.00000000
NS
USD
7732.29000000
0.030365116626
Long
EC
CORP
US
N
1
N
N
N
Phinia, Inc.
254900HG6MORZE1FFM18
Phinia, Inc.
71880K101
895.00000000
NS
USD
22822.50000000
0.089625178854
Long
EC
CORP
US
N
1
N
N
N
Mercer International, Inc.
549300Z5IAG39VRTY874
Mercer International, Inc.
588056101
836.00000000
NS
USD
8008.88000000
0.031451300358
Long
EC
CORP
US
N
1
N
N
N
Clearway Energy, Inc.
549300LHAZ9HA9G3XC48
Clearway Energy, Inc., Class A
18539C105
659.00000000
NS
USD
15598.53000000
0.061256262071
Long
EC
CORP
US
N
1
N
N
N
Healthcare Services Group, Inc.
529900GVZ1D2FBYMS719
Healthcare Services Group, Inc.
421906108
1413.00000000
NS
USD
13720.23000000
0.053880077453
Long
EC
CORP
US
N
1
N
N
N
Safety Insurance Group, Inc.
254900LDCFLA3J746840
Safety Insurance Group, Inc.
78648T100
282.00000000
NS
USD
21694.26000000
0.085194519996
Long
EC
CORP
US
N
1
N
N
N
Brady Corp.
549300G2LEQOFQC8GY34
Brady Corp., Class A
104674106
874.00000000
NS
USD
49179.98000000
0.193132413345
Long
EC
CORP
US
N
1
N
N
N
Callon Petroleum Co.
549300EFOWPEB0WLZW21
Callon Petroleum Co.
13123X508
1064.00000000
NS
USD
33271.28000000
0.130658097085
Long
EC
CORP
US
N
1
N
N
N
J & J Snack Foods Corp.
N/A
J & J Snack Foods Corp.
466032109
294.00000000
NS
USD
48377.70000000
0.189981816850
Long
EC
CORP
US
N
1
N
N
N
Griffon Corp.
5493000C2SGNC7ZN3242
Griffon Corp.
398433102
780.00000000
NS
USD
36293.40000000
0.142526124054
Long
EC
CORP
US
N
1
N
N
N
Cinemark Holdings, Inc.
549300LL2QMPTYIE0K55
Cinemark Holdings, Inc.
17243V102
2061.00000000
NS
USD
29369.25000000
0.115334616456
Long
EC
CORP
US
N
1
N
N
N
California Water Service Group
529900QABDOBU6UVRQ36
California Water Service Group
130788102
1099.00000000
NS
USD
55576.43000000
0.218251614803
Long
EC
CORP
US
N
1
N
N
N
Advance Auto Parts, Inc.
529900UCNQ5H9FSL0Y70
Advance Auto Parts, Inc.
00751Y106
1132.00000000
NS
USD
57494.28000000
0.225783114387
Long
EC
CORP
US
N
1
N
N
N
Designer Brands, Inc.
549300X8J6FI8PPRK859
Designer Brands, Inc., Class A
250565108
938.00000000
NS
USD
10918.32000000
0.042876826937
Long
EC
CORP
US
N
1
N
N
Gentherm, Inc.
HKM6YX1U5JS60TCUB219
Gentherm, Inc.
37253A103
628.00000000
NS
USD
28837.76000000
0.113247426783
Long
EC
CORP
US
N
1
N
N
N
Shenandoah Telecommunications Co.
549300XH3H4OUKFPHS84
Shenandoah Telecommunications Co.
82312B106
957.00000000
NS
USD
21312.39000000
0.083694896070
Long
EC
CORP
US
N
1
N
N
N
TechTarget, Inc.
529900YQA5JL2H2VMB84
TechTarget, Inc.
87874R100
482.00000000
NS
USD
14267.20000000
0.056028057914
Long
EC
CORP
US
N
1
N
N
N
Middlesex Water Co.
N/A
Middlesex Water Co.
596680108
338.00000000
NS
USD
21598.20000000
0.084817287235
Long
EC
CORP
US
N
1
N
N
N
National Beverage Corp.
549300O9MZIQJI8TGV17
National Beverage Corp.
635017106
444.00000000
NS
USD
21107.76000000
0.082891303109
Long
EC
CORP
US
N
1
N
N
N
Lincoln National Corp.
EFQMQROEDSNBRIP7LE47
Lincoln National Corp.
534187109
3230.00000000
NS
USD
76809.40000000
0.301634624283
Long
EC
CORP
US
N
1
N
N
N
Wabash National Corp.
5299004ZAWHQZI5XO485
Wabash National Corp.
929566107
895.00000000
NS
USD
19618.40000000
0.077042506686
Long
EC
CORP
US
N
1
N
N
N
Fulgent Genetics, Inc.
549300CL6P01M68QJ404
Fulgent Genetics, Inc.
359664109
387.00000000
NS
USD
10673.46000000
0.041915248614
Long
EC
CORP
US
N
1
N
N
N
La-Z-Boy, Inc.
549300WNO1WMN9ZG2519
La-Z-Boy, Inc.
505336107
824.00000000
NS
USD
28996.56000000
0.113871042881
Long
EC
CORP
US
N
1
N
N
N
Insight Enterprises, Inc.
529900S8991TYW6YP792
Insight Enterprises, Inc.
45765U103
576.00000000
NS
USD
87217.92000000
0.342509439339
Long
EC
CORP
US
N
1
N
N
N
ArcBest Corp.
5493006S3KBNE8ZS3J23
ArcBest Corp.
03937C105
457.00000000
NS
USD
54469.83000000
0.213905937383
Long
EC
CORP
US
N
1
N
N
N
Mercury Systems, Inc.
549300P3B84SGK7HH679
Mercury Systems, Inc.
589378108
975.00000000
NS
USD
33432.75000000
0.131292198416
Long
EC
CORP
US
N
1
N
N
N
HealthStream, Inc.
529900OJ88H8635JNH64
HealthStream, Inc.
42222N103
462.00000000
NS
USD
11550.00000000
0.045357468102
Long
EC
CORP
US
N
1
N
N
N
Verra Mobility Corp.
549300XX5EKGLR0M4152
Verra Mobility Corp., Class A
92511U102
3231.00000000
NS
USD
64878.48000000
0.254781262956
Long
EC
CORP
US
N
1
N
N
N
Alpha & Omega Semiconductor Ltd.
5493001FE7J03YOV2V35
Alpha & Omega Semiconductor Ltd.
N/A
427.00000000
NS
USD
9133.53000000
0.035867861094
Long
EC
CORP
BM
N
1
N
N
N
Agilysys, Inc.
5299001XWB5V3B5IPN93
Agilysys, Inc.
00847J105
386.00000000
NS
USD
33230.74000000
0.130498894335
Long
EC
CORP
US
N
1
N
N
N
Apollo Commercial Real Estate Finance, Inc.
549300E0AN7M2AQHSY29
Apollo Commercial Real Estate Finance, Inc.
03762U105
2476.00000000
NS
USD
26691.28000000
0.104818084953
Long
EC
CORP
US
N
1
N
N
N
Vital Energy, Inc.
549300X0PTWU2QSLSL14
Vital Energy, Inc.
516806205
319.00000000
NS
USD
14303.96000000
0.056172416401
Long
EC
CORP
US
N
1
N
N
N
Ensign Group, Inc. (The)
5493003K4HEEA8Q0BC72
Ensign Group, Inc. (The)
29358P101
1070.00000000
NS
USD
114564.90000000
0.449902493283
Long
EC
CORP
US
N
1
N
N
N
Hope Bancorp, Inc.
549300UTF4QGMBHIZ219
Hope Bancorp, Inc.
43940T109
2285.00000000
NS
USD
22393.00000000
0.087938509369
Long
EC
CORP
US
N
1
N
N
N
SJW Group
N/A
SJW Group
784305104
550.00000000
NS
USD
36102.00000000
0.141774486012
Long
EC
CORP
US
N
1
N
N
N
TreeHouse Foods, Inc.
5493007M7EVHE470Q576
TreeHouse Foods, Inc.
89469A104
977.00000000
NS
USD
39773.67000000
0.156193330592
Long
EC
CORP
US
N
1
N
N
N
CEVA, Inc.
529900G9T7CVU2J2VU73
CEVA, Inc.
157210105
450.00000000
NS
USD
9792.00000000
0.038453708022
Long
EC
CORP
US
N
1
N
N
N
Ambac Financial Group, Inc.
5493000UC0RBBNDHI717
Ambac Financial Group, Inc.
023139884
863.00000000
NS
USD
12729.25000000
0.049988445960
Long
EC
CORP
US
N
1
N
N
N
ARMOUR Residential REIT, Inc.
549300K0WA0EJUX74V72
ARMOUR Residential REIT, Inc.
042315705
869.00000000
NS
USD
15294.40000000
0.060061927285
Long
EC
CORP
US
N
1
N
N
HNI Corp.
549300SKRADLC4O5HV93
HNI Corp.
404251100
886.00000000
NS
USD
34616.02000000
0.135938963029
Long
EC
CORP
US
N
1
N
N
N
Livent Corp.
254900OOLQ2VNMZTJL47
Livent Corp.
53814L108
3422.00000000
NS
USD
47086.72000000
0.184912069303
Long
EC
CORP
US
N
1
N
N
N
Plexus Corp.
549300W7HCBI5YT25I79
Plexus Corp.
729132100
523.00000000
NS
USD
53288.47000000
0.209266673442
Long
EC
CORP
US
N
1
N
N
N
ePlus, Inc.
529900FFY8AAFJ21NE91
ePlus, Inc.
294268107
513.00000000
NS
USD
32565.24000000
0.127885440221
Long
EC
CORP
US
N
1
N
N
N
Cross Country Healthcare, Inc.
54930037L0NBIPZ5S663
Cross Country Healthcare, Inc.
227483104
641.00000000
NS
USD
12993.07000000
0.051024481219
Long
EC
CORP
US
N
1
N
N
N
Nu Skin Enterprises, Inc.
54930050DETB6CP71D38
Nu Skin Enterprises, Inc., Class A
67018T105
951.00000000
NS
USD
16186.02000000
0.063563366740
Long
EC
CORP
US
N
1
N
N
N
Ultra Clean Holdings, Inc.
5493007L6LS7QX18PE75
Ultra Clean Holdings, Inc.
90385V107
851.00000000
NS
USD
23096.14000000
0.090699777778
Long
EC
CORP
US
N
1
N
N
N
Clearwater Paper Corp.
549300HCVV19GXN4P292
Clearwater Paper Corp.
18538R103
318.00000000
NS
USD
11152.26000000
0.043795521837
Long
EC
CORP
US
N
1
N
N
N
EVERTEC, Inc.
N/A
EVERTEC, Inc.
30040P103
1231.00000000
NS
USD
45510.07000000
0.178720480378
Long
EC
CORP
PR
N
1
N
N
N
Vector Group Ltd.
549300TUIF4WWN6NDN50
Vector Group Ltd.
92240M108
2524.00000000
NS
USD
27032.04000000
0.106156267709
Long
EC
CORP
US
N
1
N
N
N
Bristow Group, Inc.
5493005Q24EN3UC1PV68
Bristow Group, Inc., Class A
11040G103
456.00000000
NS
USD
11742.00000000
0.046111462377
Long
EC
CORP
US
N
1
N
N
N
ESCO Technologies, Inc.
5493007JJLP5MEWVDH10
ESCO Technologies, Inc.
296315104
491.00000000
NS
USD
51545.18000000
0.202420680319
Long
EC
CORP
US
N
1
N
N
N
Horace Mann Educators Corp.
254900G5YAV3A2YK8T32
Horace Mann Educators Corp.
440327104
778.00000000
NS
USD
26031.88000000
0.102228585865
Long
EC
CORP
US
N
1
N
N
N
US Silica Holdings, Inc.
529900HOXGPM9F75C193
US Silica Holdings, Inc.
90346E103
1468.00000000
NS
USD
16559.04000000
0.065028236243
Long
EC
CORP
US
N
1
N
N
N
Tennant Co.
JYAIRLT8DVP6DP8UT336
Tennant Co.
880345103
354.00000000
NS
USD
30309.48000000
0.119026949983
Long
EC
CORP
US
N
1
N
N
N
Newell Brands, Inc.
549300LWGYFM1TVO1Z12
Newell Brands, Inc.
651229106
7256.00000000
NS
USD
55363.28000000
0.217414563346
Long
EC
CORP
US
N
1
N
N
N
Goosehead Insurance, Inc.
549300WH5MBIWHJ9XY95
Goosehead Insurance, Inc., Class A
38267D109
455.00000000
NS
USD
33342.40000000
0.130937389131
Long
EC
CORP
US
N
1
N
N
N
NBT Bancorp, Inc.
N/A
NBT Bancorp, Inc.
628778102
899.00000000
NS
USD
31941.47000000
0.125435862049
Long
EC
CORP
US
N
1
N
N
N
Leslie's, Inc.
N/A
Leslie's, Inc.
527064109
3504.00000000
NS
USD
17274.72000000
0.067838749903
Long
EC
CORP
US
N
1
N
N
N
Mister Car Wash, Inc.
N/A
Mister Car Wash, Inc.
60646V105
1726.00000000
NS
USD
12565.28000000
0.049344526995
Long
EC
CORP
US
N
1
N
N
N
Resources Connection, Inc.
N/A
Resources Connection, Inc.
76122Q105
609.00000000
NS
USD
8282.40000000
0.032525428035
Long
EC
CORP
US
N
1
N
N
N
Berkshire Hills Bancorp, Inc.
549300AS2OC6UMMBNO37
Berkshire Hills Bancorp, Inc.
084680107
838.00000000
NS
USD
17539.34000000
0.068877926804
Long
EC
CORP
US
N
1
N
N
N
Monro, Inc.
N/A
Monro, Inc.
610236101
598.00000000
NS
USD
17294.16000000
0.067915091823
Long
EC
CORP
US
N
1
N
N
N
Blackstone Mortgage Trust, Inc.
549300OLDJ20R2Y2UW20
Blackstone Mortgage Trust, Inc., Class A
09257W100
3281.00000000
NS
USD
72772.58000000
0.285781816111
Long
EC
CORP
US
N
1
N
N
Consolidated Communications Holdings, Inc.
529900F6S64KOO8CXH48
Consolidated Communications Holdings, Inc.
209034107
1421.00000000
NS
USD
6110.30000000
0.023995475094
Long
EC
CORP
US
N
1
N
N
N
National Bank Holdings Corp.
N/A
National Bank Holdings Corp., Class A
633707104
718.00000000
NS
USD
23701.18000000
0.093075802237
Long
EC
CORP
US
N
1
N
N
N
Moog, Inc.
549300WM2I4U7OBAHG07
Moog, Inc., Class A
615394202
547.00000000
NS
USD
76585.47000000
0.300755239190
Long
EC
CORP
US
N
1
N
N
N
Franklin BSP Realty Trust, Inc.
549300LH3QNZK9Y1KC93
Franklin BSP Realty Trust, Inc.
35243J101
1565.00000000
NS
USD
20470.20000000
0.080387570870
Long
EC
CORP
US
N
1
N
N
N
Community Bank System, Inc.
5299008N6YHE6GCP1E80
Community Bank System, Inc.
203607106
1019.00000000
NS
USD
45202.84000000
0.177513971726
Long
EC
CORP
US
N
1
N
N
N
Avanos Medical, Inc.
549300YCXWOM7NEWMQ58
Avanos Medical, Inc.
05350V106
893.00000000
NS
USD
19244.15000000
0.075572806907
Long
EC
CORP
US
N
1
N
N
N
Cars.com, Inc.
5493002G6J07LNGX4M98
Cars.com, Inc.
14575E105
1177.00000000
NS
USD
21915.74000000
0.086064283809
Long
EC
CORP
US
N
1
N
N
N
Westamerica Bancorp
N/A
Westamerica Bancorp
957090103
507.00000000
NS
USD
25709.97000000
0.100964428068
Long
EC
CORP
US
N
1
N
N
N
First Commonwealth Financial Corp.
549300ZHLQ42NXDETL24
First Commonwealth Financial Corp.
319829107
1950.00000000
NS
USD
26071.50000000
0.102384175726
Long
EC
CORP
US
N
1
N
N
N
UniFirst Corp.
5493003XBTNWBC8UK019
UniFirst Corp.
904708104
288.00000000
NS
USD
49708.80000000
0.195209117785
Long
EC
CORP
US
N
1
N
N
N
Envestnet, Inc.
549300HLWZ5OKIDM8737
Envestnet, Inc.
29404K106
945.00000000
NS
USD
35938.35000000
0.141131823704
Long
EC
CORP
US
N
1
N
N
N
Heritage Financial Corp.
N/A
Heritage Financial Corp.
42722X106
667.00000000
NS
USD
11885.94000000
0.046676722460
Long
EC
CORP
US
N
1
N
N
N
Axos Financial, Inc.
529900D8M56422GK9O25
Axos Financial, Inc.
05465C100
999.00000000
NS
USD
38231.73000000
0.150138049695
Long
EC
CORP
US
N
1
N
N
N
Photronics, Inc.
549300OK5JVNIBNY6F63
Photronics, Inc.
719405102
1190.00000000
NS
USD
25144.70000000
0.098744582528
Long
EC
CORP
US
N
1
N
N
N
Uniti Group, Inc.
549300V3NU625PJUVA84
Uniti Group, Inc.
91325V108
4545.00000000
NS
USD
25133.85000000
0.098701973997
Long
EC
CORP
US
N
1
N
N
Adtalem Global Education, Inc.
549300Z467EZLMODV621
Adtalem Global Education, Inc.
00737L103
791.00000000
NS
USD
45063.27000000
0.176965872867
Long
EC
CORP
US
N
1
N
N
N
LXP Industrial Trust
549300S4MH2ICXDBFV43
LXP Industrial Trust
529043101
5572.00000000
NS
USD
48922.16000000
0.192119940407
Long
EC
CORP
US
N
1
N
N
N
Xenia Hotels & Resorts, Inc.
54930075IWIPHF5IQL62
Xenia Hotels & Resorts, Inc.
984017103
2042.00000000
NS
USD
24932.82000000
0.097912518429
Long
EC
CORP
US
N
1
N
N
N
Seacoast Banking Corp. of Florida
549300V6IC06XYQYPG88
Seacoast Banking Corp. of Florida
811707801
1620.00000000
NS
USD
37648.80000000
0.147848852389
Long
EC
CORP
US
N
1
N
N
N
Capitol Federal Financial, Inc.
N/A
Capitol Federal Financial, Inc.
14057J101
2412.00000000
NS
USD
13000.68000000
0.051054366096
Long
EC
CORP
US
N
1
N
N
N
Pacira BioSciences, Inc.
N/A
Pacira BioSciences, Inc.
695127100
884.00000000
NS
USD
24115.52000000
0.094702937591
Long
EC
CORP
US
N
1
N
N
N
AAON, Inc.
N/A
AAON, Inc.
000360206
1290.00000000
NS
USD
80754.00000000
0.317125279580
Long
EC
CORP
US
N
1
N
N
N
XPEL, Inc.
549300KWSE3IGXLJNW66
XPEL, Inc.
98379L100
405.00000000
NS
USD
18508.50000000
0.072683869989
Long
EC
CORP
US
Y
1
N
N
N
John Bean Technologies Corp.
5493007CT6ATBZ2L6826
John Bean Technologies Corp.
477839104
606.00000000
NS
USD
62599.80000000
0.245832764651
Long
EC
CORP
US
N
1
N
N
N
Apogee Enterprises, Inc.
549300579S7QW8V4IJ60
Apogee Enterprises, Inc.
037598109
420.00000000
NS
USD
18942.00000000
0.074386247688
Long
EC
CORP
US
N
1
N
N
N
Stride, Inc.
254900BRWS3AFONWU277
Stride, Inc.
86333M108
770.00000000
NS
USD
46646.60000000
0.183183694510
Long
EC
CORP
US
N
1
N
N
N
NV5 Global, Inc.
N/A
NV5 Global, Inc.
62945V109
242.00000000
NS
USD
23541.76000000
0.092449751366
Long
EC
CORP
US
N
1
N
N
N
Jackson Financial, Inc.
213800WXW2KG1N4CO374
Jackson Financial, Inc., Class A
46817M107
1388.00000000
NS
USD
66249.24000000
0.260164310832
Long
EC
CORP
US
N
1
N
N
N
Federal Signal Corp.
549300RTXZRPTNP6G884
Federal Signal Corp.
313855108
1161.00000000
NS
USD
80039.34000000
0.314318771515
Long
EC
CORP
US
N
1
N
N
N
Fresh Del Monte Produce, Inc.
529900I72V9F0FEZR228
Fresh Del Monte Produce, Inc.
N/A
641.00000000
NS
USD
14614.80000000
0.057393101716
Long
EC
CORP
KY
N
1
N
N
N
Sensient Technologies Corp.
CMMZHMFZQG86EI7WZU92
Sensient Technologies Corp.
81725T100
804.00000000
NS
USD
46583.76000000
0.182936918467
Long
EC
CORP
US
N
1
N
N
N
Shoe Carnival, Inc.
N/A
Shoe Carnival, Inc.
824889109
344.00000000
NS
USD
8355.76000000
0.032813516681
Long
EC
CORP
US
N
1
N
N
N
National Vision Holdings, Inc.
549300JHURCBLI5ROA42
National Vision Holdings, Inc.
63845R107
1488.00000000
NS
USD
27453.60000000
0.107811756389
Long
EC
CORP
US
N
1
N
N
N
Redwood Trust, Inc.
DRBV4N1ERQLEMIF11G78
Redwood Trust, Inc.
758075402
2174.00000000
NS
USD
15457.14000000
0.060701015974
Long
EC
CORP
US
N
1
N
N
N
UFP Technologies, Inc.
549300RJ8LY41HS70C91
UFP Technologies, Inc.
902673102
134.00000000
NS
USD
22305.64000000
0.087595441974
Long
EC
CORP
US
N
1
N
N
N
Xencor, Inc.
549300V5IF65437JKG30
Xencor, Inc.
98401F105
1154.00000000
NS
USD
21164.36000000
0.083113574338
Long
EC
CORP
US
N
1
N
N
N
PennyMac Mortgage Investment Trust
549300BSSOQO1ZWDUJ97
PennyMac Mortgage Investment Trust
70931T103
1652.00000000
NS
USD
23194.08000000
0.091084393399
Long
EC
CORP
US
N
1
N
N
N
BJ's Restaurants, Inc.
5299000EOW66I1OJNQ23
BJ's Restaurants, Inc.
09180C106
449.00000000
NS
USD
13438.57000000
0.052773983560
Long
EC
CORP
US
N
1
N
N
N
RPT Realty
549300T03GDH1L37S188
RPT Realty
74971D101
1520.00000000
NS
USD
17662.40000000
0.069361190009
Long
EC
CORP
US
N
1
N
N
N
Simply Good Foods Co. (The)
N/A
Simply Good Foods Co. (The)
82900L102
1725.00000000
NS
USD
66826.50000000
0.262431241745
Long
EC
CORP
US
N
1
N
N
N
Telephone & Data Systems, Inc.
N/A
Telephone and Data Systems, Inc.
879433829
1864.00000000
NS
USD
36720.80000000
0.144204546727
Long
EC
CORP
US
N
1
N
N
N
American Woodmark Corp.
5299007PFSDWMA74RB56
American Woodmark Corp.
030506109
312.00000000
NS
USD
22588.80000000
0.088707426448
Long
EC
CORP
US
N
1
N
N
N
Repurchase Agreement
N/A
Repurchase Agreement
000000000
262212.51000000
PA
USD
262212.51000000
1.029722559170
Long
RA
CORP
US
N
2
Repurchase
N
5.20000000
2023-12-01
262212.51000000
USD
267456.77610000
USD
UST
N
N
N
Hanmi Financial Corp.
549300MSZ7RCG7EA6587
Hanmi Financial Corp.
410495204
580.00000000
NS
USD
9651.20000000
0.037900778887
Long
EC
CORP
US
N
1
N
N
N
Repurchase Agreement
N/A
Repurchase Agreement
000000000
2359912.58000000
PA
USD
2359912.58000000
9.267502993267
Long
RA
CORP
US
N
2
Repurchase
N
5.31000000
2023-12-01
2359912.58000000
USD
2407110.83220000
USD
UST
N
N
N
elf Beauty, Inc.
549300U2K9TCON25C029
elf Beauty, Inc.
26856L103
1037.00000000
NS
USD
122459.33000000
0.480904342367
Long
EC
CORP
US
N
1
N
N
N
Collegium Pharmaceutical, Inc.
54930049FXZMTLW8D496
Collegium Pharmaceutical, Inc.
19459J104
661.00000000
NS
USD
16941.43000000
0.066529902236
Long
EC
CORP
US
N
1
N
N
N
Brightsphere Investment Group, Inc.
5493004FTLQNQTBOP608
Brightsphere Investment Group, Inc.
10948W103
616.00000000
NS
USD
10749.20000000
0.042212683647
Long
EC
CORP
US
N
1
N
N
N
FB Financial Corp.
5493000B2LD2C2A6C435
FB Financial Corp.
30257X104
668.00000000
NS
USD
22418.08000000
0.088036999871
Long
EC
CORP
US
N
1
N
N
N
KKR Real Estate Finance Trust, Inc.
549300K23AYZDZ2REL62
KKR Real Estate Finance Trust, Inc.
48251K100
1105.00000000
NS
USD
13878.80000000
0.054502790329
Long
EC
CORP
US
N
1
N
N
N
DoubleVerify Holdings, Inc.
N/A
DoubleVerify Holdings, Inc.
25862V105
2614.00000000
NS
USD
86784.80000000
0.340808553921
Long
EC
CORP
US
N
1
N
N
N
AAR Corp.
MP76T5YQX3YK5VVAQ802
AAR Corp.
000361105
633.00000000
NS
USD
43866.90000000
0.172267663853
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Total Return Swap
N/A
6210.00000000
NC
USD
-371230.88000000
-1.45784353231
N/A
DE
US
N
2
Morgan Stanley & Co. International plc
4PQUHN3JPFGFNF3BB653
S&P SmallCap 600
SML
Y
2024-03-06
0.00000000
USD
0.00000000
USD
7269798.60000000
USD
-371230.88000000
N
N
N
Mesa Laboratories, Inc.
549300ZCG738WLX8ZW79
Mesa Laboratories, Inc.
59064R109
97.00000000
NS
USD
8280.89000000
0.032519498184
Long
EC
CORP
US
N
1
N
N
N
SPS Commerce, Inc.
2549006XVF9GCCETDQ72
SPS Commerce, Inc.
78463M107
698.00000000
NS
USD
120251.44000000
0.472233840180
Long
EC
CORP
US
N
1
N
N
N
Four Corners Property Trust, Inc.
549300SVTPZPBDVNER42
Four Corners Property Trust, Inc.
35086T109
1724.00000000
NS
USD
39634.76000000
0.155647823589
Long
EC
CORP
US
N
1
N
N
N
TimkenSteel Corp.
549300QZTZWHDE9HJL14
TimkenSteel Corp.
887399103
736.00000000
NS
USD
14955.52000000
0.058731127390
Long
EC
CORP
US
N
1
N
N
N
Whitestone REIT
N/A
Whitestone REIT
966084204
896.00000000
NS
USD
9820.16000000
0.038564293849
Long
EC
CORP
US
N
1
N
N
N
Gogo, Inc.
549300VL3DIHSFHYTO04
Gogo, Inc.
38046C109
1176.00000000
NS
USD
11795.28000000
0.046320695788
Long
EC
CORP
US
N
1
N
N
N
Signet Jewelers Ltd.
549300N3XPGE91WV7M22
Signet Jewelers Ltd.
N/A
865.00000000
NS
USD
71085.70000000
0.279157348077
Long
EC
CORP
BM
N
1
N
N
N
Sleep Number Corp.
529900W0TZQLBT2DSS66
Sleep Number Corp.
83125X103
402.00000000
NS
USD
4076.28000000
0.016007769703
Long
EC
CORP
US
N
1
N
N
N
Hain Celestial Group, Inc. (The)
5493000S8QXWHLIXDP75
Hain Celestial Group, Inc. (The)
405217100
1703.00000000
NS
USD
18000.71000000
0.070689751484
Long
EC
CORP
US
N
1
N
N
N
Ichor Holdings Ltd.
529900PS8R2JVLJ2H892
Ichor Holdings Ltd.
N/A
557.00000000
NS
USD
14554.41000000
0.057155946954
Long
EC
CORP
KY
N
1
N
N
N
SkyWest, Inc.
529900UYS2KGS6Z42P09
SkyWest, Inc.
830879102
801.00000000
NS
USD
37871.28000000
0.148722543255
Long
EC
CORP
US
N
1
N
N
N
AdvanSix, Inc.
5493009TPRODMCAZLF67
AdvanSix, Inc.
00773T101
518.00000000
NS
USD
13535.34000000
0.053154004528
Long
EC
CORP
US
N
1
N
N
N
Avista Corp.
Q0IK63NITJD6RJ47SW96
Avista Corp.
05379B107
1457.00000000
NS
USD
49465.15000000
0.194252291196
Long
EC
CORP
US
N
1
N
N
N
First Bancorp
N/A
First Bancorp
318910106
782.00000000
NS
USD
24507.88000000
0.096243756308
Long
EC
CORP
US
N
1
N
N
N
Sunstone Hotel Investors, Inc.
529900ZQ2V52V96ATF67
Sunstone Hotel Investors, Inc.
867892101
3945.00000000
NS
USD
38976.60000000
0.153063194047
Long
EC
CORP
US
N
1
N
N
N
Kaiser Aluminum Corp.
N/A
Kaiser Aluminum Corp.
483007704
305.00000000
NS
USD
17836.40000000
0.070044497321
Long
EC
CORP
US
N
1
N
N
N
Hanesbrands, Inc.
GX5LWVWZLL5S4W1L2F20
Hanesbrands, Inc.
410345102
6662.00000000
NS
USD
24249.68000000
0.095229791090
Long
EC
CORP
US
N
1
N
N
N
Unitil Corp.
N/A
Unitil Corp.
913259107
306.00000000
NS
USD
14834.88000000
0.058257367654
Long
EC
CORP
US
N
1
N
N
N
Lumen Technologies, Inc.
8M3THTGWLTYZVE6BBY25
Lumen Technologies, Inc.
550241103
19193.00000000
NS
USD
25142.83000000
0.098737238937
Long
EC
CORP
US
N
1
N
N
Dine Brands Global, Inc.
529900HKM8OWSHLKJY75
Dine Brands Global, Inc.
254423106
296.00000000
NS
USD
12867.12000000
0.050529868828
Long
EC
CORP
US
N
1
N
N
N
Dave & Buster's Entertainment, Inc.
529900WTVU85QZLYHR86
Dave & Buster's Entertainment, Inc.
238337109
654.00000000
NS
USD
26840.16000000
0.105402744681
Long
EC
CORP
US
N
1
N
N
N
Extreme Networks, Inc.
549300WRECW11X94UB57
Extreme Networks, Inc.
30226D106
2433.00000000
NS
USD
39268.62000000
0.154209972214
Long
EC
CORP
US
N
1
N
N
N
RPC, Inc.
N/A
RPC, Inc.
749660106
1621.00000000
NS
USD
11752.25000000
0.046151714676
Long
EC
CORP
US
N
1
N
N
N
WD-40 Co.
549300UZHTN0CNKBOB19
WD-40 Co.
929236107
258.00000000
NS
USD
62405.04000000
0.245067931709
Long
EC
CORP
US
N
1
N
N
N
Park National Corp.
5493001T01TDELV5OO63
Park National Corp.
700658107
274.00000000
NS
USD
30414.00000000
0.119437405616
Long
EC
CORP
US
N
1
N
N
N
Palomar Holdings, Inc.
549300DOI1MUW11BLX74
Palomar Holdings, Inc.
69753M105
471.00000000
NS
USD
27558.21000000
0.108222565457
Long
EC
CORP
US
N
1
N
N
N
Pebblebrook Hotel Trust
5493004Q1NNH6JXCSI52
Pebblebrook Hotel Trust
70509V100
2294.00000000
NS
USD
29248.50000000
0.114860424744
Long
EC
CORP
US
N
1
N
N
N
Veritex Holdings, Inc.
549300F3SMOML02SC814
Veritex Holdings, Inc.
923451108
1033.00000000
NS
USD
19771.62000000
0.077644209825
Long
EC
CORP
US
N
1
N
N
N
American States Water Co.
529900L26LIS2V8PWM23
American States Water Co.
029899101
704.00000000
NS
USD
56249.60000000
0.220895189418
Long
EC
CORP
US
N
1
N
N
N
Cavco Industries, Inc.
N/A
Cavco Industries, Inc.
149568107
154.00000000
NS
USD
43548.12000000
0.171015797733
Long
EC
CORP
US
N
1
N
N
N
Urban Edge Properties
N/A
Urban Edge Properties
91704F104
2240.00000000
NS
USD
37520.00000000
0.147343047896
Long
EC
CORP
US
N
1
N
N
N
Dana, Inc.
KVWHW7YLZPFJM8QYNJ51
Dana, Inc.
235825205
2446.00000000
NS
USD
32311.66000000
0.126889617990
Long
EC
CORP
US
N
1
N
N
N
Alexander & Baldwin, Inc.
N/A
Alexander & Baldwin, Inc.
014491104
1383.00000000
NS
USD
23165.25000000
0.090971176447
Long
EC
CORP
US
N
1
N
N
N
First Bancorp
N/A
First Bancorp
318672706
3395.00000000
NS
USD
50925.00000000
0.199985200270
Long
EC
CORP
PR
N
1
N
N
N
Stewart Information Services Corp.
529900TV1XI0PLKENU10
Stewart Information Services Corp.
860372101
521.00000000
NS
USD
24617.25000000
0.096673258151
Long
EC
CORP
US
N
1
N
N
N
Insteel Industries, Inc.
52990026LKY4MOX3L174
Insteel Industries, Inc.
45774W108
370.00000000
NS
USD
12587.40000000
0.049431393419
Long
EC
CORP
US
N
1
N
N
N
Rogers Corp.
PW0CN80KNFR7RUOOKJ84
Rogers Corp.
775133101
319.00000000
NS
USD
41278.60000000
0.162103271239
Long
EC
CORP
US
N
1
N
N
N
Orthofix Medical, Inc.
N/A
Orthofix Medical, Inc.
68752M108
699.00000000
NS
USD
7723.95000000
0.030332365000
Long
EC
CORP
US
N
1
N
N
N
Materion Corp.
549300CJ5RI351SUYT02
Materion Corp.
576690101
393.00000000
NS
USD
44452.23000000
0.174566286087
Long
EC
CORP
US
N
1
N
N
N
Par Pacific Holdings, Inc.
549300BTNS7MHSHRLR55
Par Pacific Holdings, Inc.
69888T207
1070.00000000
NS
USD
36668.90000000
0.144000732649
Long
EC
CORP
US
N
1
N
N
N
CSG Systems International, Inc.
549300D7FJZUOHHXUA81
CSG Systems International, Inc.
126349109
579.00000000
NS
USD
28481.01000000
0.111846450441
Long
EC
CORP
US
N
1
N
N
N
Olympic Steel, Inc.
549300GQ061U6N6KWJ49
Olympic Steel, Inc.
68162K106
187.00000000
NS
USD
10571.11000000
0.041513314686
Long
EC
CORP
US
N
1
N
N
N
Arcus Biosciences, Inc.
N/A
Arcus Biosciences, Inc.
03969F109
1021.00000000
NS
USD
15376.26000000
0.060383395886
Long
EC
CORP
US
N
1
N
N
N
Century Communities, Inc.
5299002QMB2O7ZL1CA26
Century Communities, Inc.
156504300
543.00000000
NS
USD
39172.02000000
0.153830618845
Long
EC
CORP
US
N
1
N
N
N
Worthington Industries, Inc.
1WRCIANKYOIK6KYE5E82
Worthington Industries, Inc.
981811102
580.00000000
NS
USD
41586.00000000
0.163310447490
Long
EC
CORP
US
N
1
N
N
N
Global Net Lease, Inc.
549300NUYANCT5SU8Z65
Global Net Lease, Inc.
379378201
3700.00000000
NS
USD
32486.00000000
0.127574260500
Long
EC
CORP
US
N
1
N
N
N
ServisFirst Bancshares, Inc.
N/A
ServisFirst Bancshares, Inc.
81768T108
933.00000000
NS
USD
47732.28000000
0.187447217970
Long
EC
CORP
US
N
1
N
N
N
Simulations Plus, Inc.
N/A
Simulations Plus, Inc.
829214105
304.00000000
NS
USD
11916.80000000
0.046797911332
Long
EC
CORP
US
N
1
N
N
N
Catalyst Pharmaceuticals, Inc.
5299004O0R5XXLA5H544
Catalyst Pharmaceuticals, Inc.
14888U101
1908.00000000
NS
USD
27532.44000000
0.108121365288
Long
EC
CORP
US
N
1
N
N
N
Acadia Realty Trust
N/A
Acadia Realty Trust
004239109
1812.00000000
NS
USD
27397.44000000
0.107591213064
Long
EC
CORP
US
N
1
N
N
N
Fulton Financial Corp.
5493005QLZ6O1BNC0C11
Fulton Financial Corp.
360271100
3123.00000000
NS
USD
44440.29000000
0.174519397068
Long
EC
CORP
US
N
1
N
N
N
Mativ Holdings, Inc.
549300Z1FU4IDULG1R21
Mativ Holdings, Inc.
808541106
1042.00000000
NS
USD
12191.40000000
0.047876280227
Long
EC
CORP
US
N
1
N
N
N
Certara, Inc.
N/A
Certara, Inc.
15687V109
2038.00000000
NS
USD
29367.58000000
0.115328058277
Long
EC
CORP
US
N
1
N
N
N
Marcus Corp. (The)
549300NL0OKPNEMP6B79
Marcus Corp. (The)
566330106
469.00000000
NS
USD
6523.79000000
0.025619272453
Long
EC
CORP
US
N
1
N
N
N
Shutterstock, Inc.
529900G2TDIS56V0LO22
Shutterstock, Inc.
825690100
460.00000000
NS
USD
20198.60000000
0.079320983135
Long
EC
CORP
US
N
1
N
N
N
Perficient, Inc.
549300HTBXKL2755T650
Perficient, Inc.
71375U101
663.00000000
NS
USD
41026.44000000
0.161113025425
Long
EC
CORP
US
N
1
N
N
N
James River Group Holdings Ltd.
N/A
James River Group Holdings Ltd.
N/A
716.00000000
NS
USD
6429.68000000
0.025249697446
Long
EC
CORP
BM
N
1
N
N
N
Sanmina Corp.
X5K24XLM8QYRXF00EB42
Sanmina Corp.
801056102
1090.00000000
NS
USD
54619.90000000
0.214495270304
Long
EC
CORP
US
N
1
N
N
N
Hub Group, Inc.
N/A
Hub Group, Inc., Class A
443320106
598.00000000
NS
USD
45178.90000000
0.177419958065
Long
EC
CORP
US
N
1
N
N
N
Kohl's Corp.
549300JF6LPRTRJ0FH50
Kohl's Corp.
500255104
2106.00000000
NS
USD
49385.70000000
0.193940286794
Long
EC
CORP
US
N
1
N
N
N
Deluxe Corp.
KWGNKB8TX9LE5TV29231
Deluxe Corp.
248019101
831.00000000
NS
USD
15198.99000000
0.059687247109
Long
EC
CORP
US
N
1
N
N
N
HCI Group, Inc.
549300CZF7EZJH0MPH74
HCI Group, Inc.
40416E103
115.00000000
NS
USD
9748.55000000
0.038283077547
Long
EC
CORP
US
N
1
N
N
N
Enerpac Tool Group Corp.
IZW37BPZKUJE1QXGB081
Enerpac Tool Group Corp., Class A
292765104
1068.00000000
NS
USD
29156.40000000
0.114498743115
Long
EC
CORP
US
N
1
N
N
N
REGENXBIO, Inc.
549300EOES47LATSET33
REGENXBIO, Inc.
75901B107
770.00000000
NS
USD
15030.40000000
0.059025185157
Long
EC
CORP
US
N
1
N
N
N
Ameris Bancorp
PBJHNT51T5V6G5UQFV42
Ameris Bancorp
03076K108
1237.00000000
NS
USD
52671.46000000
0.206843642152
Long
EC
CORP
US
N
1
N
N
N
Eagle Bancorp, Inc.
549300B47NZODRMG3D47
Eagle Bancorp, Inc.
268948106
569.00000000
NS
USD
13508.06000000
0.053046874508
Long
EC
CORP
US
N
1
N
N
N
Innovative Industrial Properties, Inc.
5493008BQ0545EZXRR30
Innovative Industrial Properties, Inc.
45781V101
534.00000000
NS
USD
43606.44000000
0.171244823495
Long
EC
CORP
US
N
1
N
N
N
Pacific Premier Bancorp, Inc.
549300Q1KIC3KLI0XG98
Pacific Premier Bancorp, Inc.
69478X105
1826.00000000
NS
USD
41121.52000000
0.161486409673
Long
EC
CORP
US
N
1
N
N
N
AMN Healthcare Services, Inc.
529900W3ARRTCNFH2I39
AMN Healthcare Services, Inc.
001744101
723.00000000
NS
USD
49019.40000000
0.192501807091
Long
EC
CORP
US
N
1
N
N
N
US Physical Therapy, Inc.
529900KL1UXQYFIOMY96
US Physical Therapy, Inc.
90337L108
285.00000000
NS
USD
24233.55000000
0.095166447717
Long
EC
CORP
US
N
1
N
N
N
CVR Energy, Inc.
529900SOYZIXZBTXB558
CVR Energy, Inc.
12662P108
555.00000000
NS
USD
17632.35000000
0.069243182051
Long
EC
CORP
US
N
1
N
N
N
WSFS Financial Corp.
549300SU7VQHD6QRG886
WSFS Financial Corp.
929328102
1163.00000000
NS
USD
44856.91000000
0.176155486104
Long
EC
CORP
US
N
1
N
N
N
Enviri Corp.
KAO98FK89NPNNPQGUZ43
Enviri Corp.
415864107
1519.00000000
NS
USD
8962.10000000
0.035194646310
Long
EC
CORP
US
N
1
N
N
N
Sally Beauty Holdings, Inc.
529900VXW6E8ONDIQ271
Sally Beauty Holdings, Inc.
79546E104
2052.00000000
NS
USD
19842.84000000
0.077923894577
Long
EC
CORP
US
N
1
N
N
N
Agiliti, Inc.
N/A
Agiliti, Inc.
00848J104
668.00000000
NS
USD
5384.08000000
0.021143570291
Long
EC
CORP
US
N
1
N
N
N
Encore Capital Group, Inc.
5493000UVC6H49CIH830
Encore Capital Group, Inc.
292554102
447.00000000
NS
USD
20025.60000000
0.078641602877
Long
EC
CORP
US
N
1
N
N
N
World Kinect Corp.
D3W7PCXCBRQLL17DZ313
World Kinect Corp.
981475106
1146.00000000
NS
USD
24111.84000000
0.094688486034
Long
EC
CORP
US
N
1
N
N
N
Matthews International Corp.
549300ZVC5O0ATML6U61
Matthews International Corp., Class A
577128101
580.00000000
NS
USD
19807.00000000
0.077783148979
Long
EC
CORP
US
N
1
N
N
N
A10 Networks, Inc.
549300UQD4IWUML81Q35
A10 Networks, Inc.
002121101
1326.00000000
NS
USD
16561.74000000
0.065038839287
Long
EC
CORP
US
N
1
N
N
N
MGP Ingredients, Inc.
2549006OMHFVZ4MS8538
MGP Ingredients, Inc.
55303J106
298.00000000
NS
USD
25464.10000000
0.099998883420
Long
EC
CORP
US
N
1
N
N
N
Patrick Industries, Inc.
549300FZ5ZTCCJ3Z5W14
Patrick Industries, Inc.
703343103
398.00000000
NS
USD
32651.92000000
0.128225837219
Long
EC
CORP
US
N
1
N
N
N
Banner Corp.
N/A
Banner Corp.
06652V208
654.00000000
NS
USD
29521.56000000
0.115932745977
Long
EC
CORP
US
N
1
N
N
N
John Wiley & Sons, Inc.
5493003XM719UN7E8P64
John Wiley & Sons, Inc., Class A
968223206
810.00000000
NS
USD
24470.10000000
0.096095392226
Long
EC
CORP
US
N
1
N
N
N
NMI Holdings, Inc.
529900KNNGFXJX1C3Z08
NMI Holdings, Inc., Class A
629209305
1567.00000000
NS
USD
43092.50000000
0.169226553611
Long
EC
CORP
US
N
1
N
N
N
Installed Building Products, Inc.
549300I95Y9P9YM5FI86
Installed Building Products, Inc.
45780R101
449.00000000
NS
USD
67578.99000000
0.265386310245
Long
EC
CORP
US
N
1
N
N
N
Sturm Ruger & Co., Inc.
529900DV1BWFJSHFO847
Sturm Ruger & Co., Inc.
864159108
337.00000000
NS
USD
14814.52000000
0.058177412844
Long
EC
CORP
US
N
1
N
N
N
Greenbrier Cos., Inc. (The)
5493001GAGGFR30BP390
Greenbrier Cos., Inc. (The)
393657101
588.00000000
NS
USD
22173.48000000
0.087076442582
Long
EC
CORP
US
N
1
N
N
N
Myers Industries, Inc.
549300I2H9XMVTCW4Q51
Myers Industries, Inc.
628464109
701.00000000
NS
USD
12351.62000000
0.048505472741
Long
EC
CORP
US
N
1
N
N
N
Itron, Inc.
24F6LSZD18II6ICG6S41
Itron, Inc.
465741106
866.00000000
NS
USD
58351.08000000
0.229147813839
Long
EC
CORP
US
N
1
N
N
N
CONMED Corp.
Z6C0YCECH9DCU5ZIQW84
CONMED Corp.
207410101
585.00000000
NS
USD
62752.95000000
0.246434192897
Long
EC
CORP
US
N
1
N
N
N
PGT Innovations, Inc.
549300LRW9WM59C1S579
PGT Innovations, Inc.
69336V101
1111.00000000
NS
USD
35763.09000000
0.140443568305
Long
EC
CORP
US
N
1
N
N
N
SL Green Realty Corp.
549300VQZPJU97H3GT17
SL Green Realty Corp.
78440X887
1226.00000000
NS
USD
44834.82000000
0.176068737492
Long
EC
CORP
US
N
1
N
N
BioLife Solutions, Inc.
549300G2IVCMC2TJDW72
BioLife Solutions, Inc.
09062W204
654.00000000
NS
USD
8089.98000000
0.031769784398
Long
EC
CORP
US
N
1
N
N
N
Frontdoor, Inc.
5493008RB0JZJI3QGZ06
Frontdoor, Inc.
35905A109
1530.00000000
NS
USD
52524.90000000
0.206268093189
Long
EC
CORP
US
N
1
N
N
N
M/I Homes, Inc.
5299005M71FH9CCSFB69
M/I Homes, Inc.
55305B101
529.00000000
NS
USD
55814.79000000
0.219187667279
Long
EC
CORP
US
N
1
N
N
N
MYR Group, Inc.
529900G1IMMZHOQ17I54
MYR Group, Inc.
55405W104
318.00000000
NS
USD
39565.56000000
0.155376071485
Long
EC
CORP
US
N
1
N
N
N
Amphastar Pharmaceuticals, Inc.
54930055TH0ZLSAQMJ38
Amphastar Pharmaceuticals, Inc.
03209R103
726.00000000
NS
USD
40888.32000000
0.160570620793
Long
EC
CORP
US
N
1
N
N
N
Easterly Government Properties, Inc.
549300ERMCEFC6S8HL77
Easterly Government Properties, Inc., Class A
27616P103
1779.00000000
NS
USD
20743.14000000
0.081459420856
Long
EC
CORP
US
N
1
N
N
N
Nabors Industries Ltd.
N/A
Nabors Industries Ltd.
N/A
171.00000000
NS
USD
14846.22000000
0.058301900441
Long
EC
CORP
BM
N
1
N
N
N
NexPoint Residential Trust, Inc.
549300U2J6XVYBF87166
NexPoint Residential Trust, Inc.
65341D102
435.00000000
NS
USD
13245.75000000
0.052016769101
Long
EC
CORP
US
N
1
N
N
N
Hayward Holdings, Inc.
N/A
Hayward Holdings, Inc.
421298100
2394.00000000
NS
USD
28225.26000000
0.110842106505
Long
EC
CORP
US
N
1
N
N
N
QuinStreet, Inc.
549300TP8MFBFPOS4Y78
QuinStreet, Inc.
74874Q100
979.00000000
NS
USD
12227.71000000
0.048018871540
Long
EC
CORP
US
N
1
N
N
N
Tanger, Inc.
UKEW8YSXE4Y581KYOL30
Tanger, Inc.
875465106
2003.00000000
NS
USD
49994.88000000
0.196332569254
Long
EC
CORP
US
N
1
N
N
N
Asbury Automotive Group, Inc.
549300JH4DTA7U42GL91
Asbury Automotive Group, Inc.
043436104
392.00000000
NS
USD
82249.44000000
0.322997952489
Long
EC
CORP
US
N
1
N
N
N
LTC Properties, Inc.
549300NRZP8IJG2KY677
LTC Properties, Inc.
502175102
788.00000000
NS
USD
25704.56000000
0.100943182709
Long
EC
CORP
US
N
1
N
N
N
Trupanion, Inc.
549300J86GFKIDGMQP18
Trupanion, Inc.
898202106
677.00000000
NS
USD
17412.44000000
0.068379583713
Long
EC
CORP
US
N
1
N
N
N
Schrodinger, Inc.
N/A
Schrodinger, Inc.
80810D103
1039.00000000
NS
USD
32302.51000000
0.126853685450
Long
EC
CORP
US
N
1
N
N
N
National Presto Industries, Inc.
N/A
National Presto Industries, Inc.
637215104
100.00000000
NS
USD
7472.00000000
0.029342943866
Long
EC
CORP
US
N
1
N
N
N
Vista Outdoor, Inc.
549300QI2D33ESTJLN81
Vista Outdoor, Inc.
928377100
1104.00000000
NS
USD
31143.84000000
0.122303526354
Long
EC
CORP
US
N
1
N
N
N
Triumph Financial, Inc.
5493003RNRMEVYDZ1Q52
Triumph Financial, Inc.
89679E300
412.00000000
NS
USD
27962.44000000
0.109809998300
Long
EC
CORP
US
N
1
N
N
N
Vir Biotechnology, Inc.
N/A
Vir Biotechnology, Inc.
92764N102
1636.00000000
NS
USD
15525.64000000
0.060970019140
Long
EC
CORP
US
N
1
N
N
N
Retail Opportunity Investments Corp.
N/A
Retail Opportunity Investments Corp.
76131N101
2399.00000000
NS
USD
30875.13000000
0.121248287804
Long
EC
CORP
US
N
1
N
N
N
Organon & Co.
549300AMCKY57OK2CO56
Organon & Co.
68622V106
4866.00000000
NS
USD
55083.12000000
0.216314360033
Long
EC
CORP
US
N
1
N
N
N
California Resources Corp.
5493003Q8F0T4F4YMR48
California Resources Corp.
13057Q305
1234.00000000
NS
USD
63193.14000000
0.248162842584
Long
EC
CORP
US
N
1
N
N
N
Artivion, Inc.
549300YTKV8DMSMG6K81
Artivion, Inc.
228903100
742.00000000
NS
USD
13163.08000000
0.051692119587
Long
EC
CORP
US
N
1
N
N
N
Ready Capital Corp.
549300MYWGZUG7ZUYO87
Ready Capital Corp.
75574U101
3008.00000000
NS
USD
30741.76000000
0.120724536676
Long
EC
CORP
US
N
1
N
N
N
Corsair Gaming, Inc.
549300Y7YT18L8G0H525
Corsair Gaming, Inc.
22041X102
822.00000000
NS
USD
10612.02000000
0.041673970446
Long
EC
CORP
US
N
1
N
N
N
Brandywine Realty Trust
5UZ46ZCYUFYYAC0DS831
Brandywine Realty Trust
105368203
3277.00000000
NS
USD
14615.42000000
0.057395536489
Long
EC
CORP
US
N
1
N
N
N
AdaptHealth Corp.
N/A
AdaptHealth Corp., Class A
00653Q102
1555.00000000
NS
USD
13186.40000000
0.051783698475
Long
EC
CORP
US
N
1
N
N
N
STAAR Surgical Co.
5299006LRHI7OJ8BY308
STAAR Surgical Co.
852312305
923.00000000
NS
USD
28945.28000000
0.113669663577
Long
EC
CORP
US
N
1
N
N
N
Supernus Pharmaceuticals, Inc.
549300GRM36VBKISYJ58
Supernus Pharmaceuticals, Inc.
868459108
1040.00000000
NS
USD
28340.00000000
0.111292696625
Long
EC
CORP
US
N
1
N
N
N
Arbor Realty Trust, Inc.
549300ASFUWYQO0RW077
Arbor Realty Trust, Inc.
038923108
3551.00000000
NS
USD
44316.48000000
0.174033188573
Long
EC
CORP
US
N
1
N
N
Cushman & Wakefield plc
N/A
Cushman & Wakefield plc
N/A
3201.00000000
NS
USD
26280.21000000
0.103203791065
Long
EC
CORP
GB
N
1
N
N
N
AeroVironment, Inc.
529900PGHVI29YLZ6221
AeroVironment, Inc.
008073108
499.00000000
NS
USD
68667.39000000
0.269660515291
Long
EC
CORP
US
N
1
N
N
N
B&G Foods, Inc.
549300TRW1LZMDJZAQ78
B&G Foods, Inc.
05508R106
1377.00000000
NS
USD
12723.48000000
0.049965786861
Long
EC
CORP
US
N
1
N
N
N
Dorman Products, Inc.
N/A
Dorman Products, Inc.
258278100
540.00000000
NS
USD
38901.60000000
0.152768665033
Long
EC
CORP
US
N
1
N
N
N
Marten Transport Ltd.
N/A
Marten Transport Ltd.
573075108
1099.00000000
NS
USD
20716.15000000
0.081353429682
Long
EC
CORP
US
N
1
N
N
N
Boot Barn Holdings, Inc.
529900QE1BFMYA3N4E71
Boot Barn Holdings, Inc.
099406100
571.00000000
NS
USD
41842.88000000
0.164319228997
Long
EC
CORP
US
N
1
N
N
N
Diodes, Inc.
549300XP2X1ARVH3BX23
Diodes, Inc.
254543101
871.00000000
NS
USD
57851.82000000
0.227187193101
Long
EC
CORP
US
N
1
N
N
N
Sonic Automotive, Inc.
549300NTLRGJ2JCBZU03
Sonic Automotive, Inc., Class A
83545G102
303.00000000
NS
USD
15534.81000000
0.061006030221
Long
EC
CORP
US
N
1
N
N
N
HB Fuller Co.
JSMX3Z5FOYM8V0Q52357
HB Fuller Co.
359694106
1026.00000000
NS
USD
77647.68000000
0.304926594704
Long
EC
CORP
US
N
1
N
N
N
Digi International, Inc.
529900KG656HGROI4N27
Digi International, Inc.
253798102
685.00000000
NS
USD
16124.90000000
0.063323345230
Long
EC
CORP
US
N
1
N
N
N
Safehold, Inc.
QFFLKWYYS3UPWD86E794
Safehold, Inc.
78646V107
852.00000000
NS
USD
16775.88000000
0.065879778527
Long
EC
CORP
US
N
1
N
N
N
ODP Corp. (The)
N/A
ODP Corp. (The)
88337F105
645.00000000
NS
USD
29379.75000000
0.115375850518
Long
EC
CORP
US
N
1
N
N
N
Papa John's International, Inc.
HZYLD3DK5XOX0WBVNB56
Papa John's International, Inc.
698813102
623.00000000
NS
USD
40644.52000000
0.159613205146
Long
EC
CORP
US
N
1
N
N
N
Monarch Casino & Resort, Inc.
549300AK5FF7KY11V997
Monarch Casino & Resort, Inc.
609027107
255.00000000
NS
USD
16034.40000000
0.062967946886
Long
EC
CORP
US
N
1
N
N
N
Tompkins Financial Corp.
254900QDQ6V0QJ0Z2348
Tompkins Financial Corp.
890110109
238.00000000
NS
USD
12606.86000000
0.049507813880
Long
EC
CORP
US
N
1
N
N
N
ANI Pharmaceuticals, Inc.
5493000T6CXTND40YH31
ANI Pharmaceuticals, Inc.
00182C103
305.00000000
NS
USD
15192.05000000
0.059659993358
Long
EC
CORP
US
N
1
N
N
N
Calavo Growers, Inc.
N/A
Calavo Growers, Inc.
128246105
339.00000000
NS
USD
7352.91000000
0.028875271063
Long
EC
CORP
US
N
1
N
N
N
ACI Worldwide, Inc.
5493003BPVMZUJ6F5C02
ACI Worldwide, Inc.
004498101
2068.00000000
NS
USD
55298.32000000
0.217159461950
Long
EC
CORP
US
N
1
N
N
N
Cerence, Inc.
5493002WL2W5WMS89568
Cerence, Inc.
156727109
768.00000000
NS
USD
13278.72000000
0.052146244055
Long
EC
CORP
US
N
1
N
N
N
Digital Turbine, Inc.
549300D0WZR1VI2QGB24
Digital Turbine, Inc.
25400W102
1723.00000000
NS
USD
8011.95000000
0.031463356412
Long
EC
CORP
US
N
1
N
N
N
INVESCO GOVT AND AGCY LEX
O37NHJVF7S22I1ONOU83
INVESCO GOVERNMENT & AGENCY PORTFOLIO OPEN-END FUND USD
825252885
228789.50000000
NS
USD
228789.50000000
0.898468610256
Long
STIV
RF
US
N
1
N
N
Clearway Energy, Inc.
549300LHAZ9HA9G3XC48
Clearway Energy, Inc., Class C
18539C204
1569.00000000
NS
USD
39177.93000000
0.153853827731
Long
EC
CORP
US
N
1
N
N
N
ABM Industries, Inc.
QF02R89VEIOROM77J447
ABM Industries, Inc.
000957100
1259.00000000
NS
USD
51606.41000000
0.202661133806
Long
EC
CORP
US
N
1
N
N
N
Corcept Therapeutics, Inc.
529900EO9LUTFMZ7FF90
Corcept Therapeutics, Inc.
218352102
1718.00000000
NS
USD
43757.46000000
0.171837887116
Long
EC
CORP
US
N
1
N
N
N
Advanced Energy Industries, Inc.
549300756XI3QLFT2U27
Advanced Energy Industries, Inc.
007973100
717.00000000
NS
USD
68150.85000000
0.267632035068
Long
EC
CORP
US
N
1
N
N
N
ProPetro Holding Corp.
N/A
ProPetro Holding Corp.
74347M108
1653.00000000
NS
USD
15058.83000000
0.059136831288
Long
EC
CORP
US
N
1
N
N
N
PROG Holdings, Inc.
549300DHYTLBOVRXIG52
PROG Holdings, Inc.
74319R101
870.00000000
NS
USD
23716.20000000
0.093134786581
Long
EC
CORP
US
N
1
N
N
N
Service Properties Trust
529900IS770AG1K9QG27
Service Properties Trust
81761L102
3151.00000000
NS
USD
22529.65000000
0.088475141232
Long
EC
CORP
US
N
1
N
N
N
Kaman Corp.
5493003YK076OLTEQF95
Kaman Corp.
483548103
537.00000000
NS
USD
10884.99000000
0.042745938244
Long
EC
CORP
US
N
1
N
N
N
Kennedy-Wilson Holdings, Inc.
549300MOI1T78144X610
Kennedy-Wilson Holdings, Inc.
489398107
2256.00000000
NS
USD
25605.60000000
0.100554561493
Long
EC
CORP
US
N
1
N
N
N
Adeia, Inc.
N/A
Adeia, Inc.
00676P107
2033.00000000
NS
USD
18683.27000000
0.073370201132
Long
EC
CORP
US
N
1
N
N
N
Repurchase Agreement
N/A
Repurchase Agreement
000000000
1022628.78000000
PA
USD
1022628.78000000
4.015917945423
Long
RA
CORP
US
N
2
Repurchase
N
5.30000000
2023-12-01
1022628.78000000
USD
1043081.38840000
USD
UST
N
N
N
Payoneer Global, Inc.
N/A
Payoneer Global, Inc.
70451X104
4924.00000000
NS
USD
25506.32000000
0.100164683620
Long
EC
CORP
US
N
1
N
N
N
Preferred Bank
5493007K6HGI9G0ECX16
Preferred Bank
740367404
249.00000000
NS
USD
15345.87000000
0.060264052729
Long
EC
CORP
US
N
1
N
N
N
Progress Software Corp.
549300R65B3JG6972S24
Progress Software Corp.
743312100
826.00000000
NS
USD
44488.36000000
0.174708170531
Long
EC
CORP
US
N
1
N
N
N
Avid Bioservices, Inc.
549300GRUS3ZMGP8MX22
Avid Bioservices, Inc.
05368M106
1194.00000000
NS
USD
6077.46000000
0.023866510657
Long
EC
CORP
US
N
1
N
N
N
OFG Bancorp
549300Q4QEXJ37LEXQ06
OFG Bancorp
67103X102
897.00000000
NS
USD
30103.32000000
0.118217348630
Long
EC
CORP
PR
N
1
N
N
N
Franklin Electric Co., Inc.
RR6AURIKMXUE4Q24G284
Franklin Electric Co., Inc.
353514102
758.00000000
NS
USD
67462.00000000
0.264926884254
Long
EC
CORP
US
N
1
N
N
N
Macerich Co. (The)
529900PSWCB5KI0JYU46
Macerich Co. (The)
554382101
4099.00000000
NS
USD
47015.53000000
0.184632502363
Long
EC
CORP
US
N
1
N
N
N
City Holding Co.
N/A
City Holding Co.
177835105
286.00000000
NS
USD
27533.22000000
0.108124428390
Long
EC
CORP
US
N
1
N
N
N
Edgewell Personal Care Co.
549300CY8QZDL4Z3RU59
Edgewell Personal Care Co.
28035Q102
968.00000000
NS
USD
33696.08000000
0.132326309418
Long
EC
CORP
US
N
1
N
N
N
MDC Holdings, Inc.
5299005FV4VNV75R8R35
MDC Holdings, Inc.
552676108
1136.00000000
NS
USD
50279.36000000
0.197449737438
Long
EC
CORP
US
N
1
N
N
N
PC Connection, Inc.
5299005WPRNIXDV2KM73
PC Connection, Inc.
69318J100
215.00000000
NS
USD
12820.45000000
0.050346593241
Long
EC
CORP
US
N
1
N
N
N
Comfort Systems USA, Inc.
5299009DT1ZA5HTU6R38
Comfort Systems USA, Inc.
199908104
681.00000000
NS
USD
131827.98000000
0.517695532283
Long
EC
CORP
US
N
1
N
N
N
O-I Glass, Inc.
N/A
O-I Glass, Inc.
67098H104
2953.00000000
NS
USD
43586.28000000
0.171165654096
Long
EC
CORP
US
N
1
N
N
N
Matson, Inc.
549300OI5H3Y0I9I4I12
Matson, Inc.
57686G105
672.00000000
NS
USD
64357.44000000
0.252735110992
Long
EC
CORP
US
N
1
N
N
N
DXC Technology Co.
549300DOVZ3EDJB7O259
DXC Technology Co.
23355L106
3907.00000000
NS
USD
90368.91000000
0.354883545696
Long
EC
CORP
US
N
1
N
N
N
LeMaitre Vascular, Inc.
549300FZUBUB7MHY8R17
LeMaitre Vascular, Inc.
525558201
377.00000000
NS
USD
19867.90000000
0.078022306538
Long
EC
CORP
US
N
1
N
N
N
CONSOL Energy, Inc.
549300YJCTPJBTK7IJ81
CONSOL Energy, Inc.
20854L108
548.00000000
NS
USD
58455.16000000
0.229556541569
Long
EC
CORP
US
N
1
N
N
N
Benchmark Electronics, Inc.
549300W18RHYZOZKOP53
Benchmark Electronics, Inc.
08160H101
679.00000000
NS
USD
16941.05000000
0.066528409956
Long
EC
CORP
US
N
1
N
N
N
Upbound Group, Inc.
529900QUHE15UQNCCJ63
Upbound Group, Inc.
76009N100
874.00000000
NS
USD
25433.40000000
0.099878322877
Long
EC
CORP
US
N
1
N
N
N
Bank of Hawaii Corp.
5493006Q8BQ8AD8M2U33
Bank of Hawaii Corp.
062540109
756.00000000
NS
USD
43900.92000000
0.172401262214
Long
EC
CORP
US
N
1
N
N
NCR Atleos Corp.
N/A
NCR Atleos Corp.
63001N106
1274.00000000
NS
USD
28295.54000000
0.111118099826
Long
EC
CORP
US
N
1
N
N
N
CoreCivic, Inc.
529900JFA3K6PTLT8B15
CoreCivic, Inc.
21871N101
2163.00000000
NS
USD
31298.61000000
0.122911316426
Long
EC
CORP
US
N
1
N
N
N
Badger Meter, Inc.
5493002JENE20OGTUG20
Badger Meter, Inc.
056525108
558.00000000
NS
USD
82232.46000000
0.322931271120
Long
EC
CORP
US
N
1
N
N
N
Otter Tail Corp.
N/A
Otter Tail Corp.
689648103
794.00000000
NS
USD
60590.14000000
0.237940722284
Long
EC
CORP
US
N
1
N
N
N
NeoGenomics, Inc.
N/A
NeoGenomics, Inc.
64049M209
2429.00000000
NS
USD
44134.93000000
0.173320232007
Long
EC
CORP
US
N
1
N
N
N
B. Riley Financial, Inc.
N/A
B Riley Financial, Inc.
05580M108
314.00000000
NS
USD
5777.60000000
0.022688944390
Long
EC
CORP
US
N
1
N
N
New York Mortgage Trust, Inc.
549300JFGR0M7ULHWG48
New York Mortgage Trust, Inc.
649604840
1737.00000000
NS
USD
15268.23000000
0.059959156295
Long
EC
CORP
US
N
1
N
N
N
Dril-Quip, Inc.
5299007REICYIJNMW197
Dril-Quip, Inc.
262037104
651.00000000
NS
USD
14465.22000000
0.056805693051
Long
EC
CORP
US
N
1
N
N
N
Minerals Technologies, Inc.
549300D3I1QU67GP6403
Minerals Technologies, Inc.
603158106
620.00000000
NS
USD
38836.80000000
0.152514191965
Long
EC
CORP
US
N
1
N
N
N
Heidrick & Struggles International, Inc.
5493006284N2J367VB57
Heidrick & Struggles International, Inc.
422819102
381.00000000
NS
USD
10355.58000000
0.040666916842
Long
EC
CORP
US
N
1
N
N
N
FormFactor, Inc.
549300YCEEO6SZD1ZR61
FormFactor, Inc.
346375108
1479.00000000
NS
USD
55580.82000000
0.218268854568
Long
EC
CORP
US
N
1
N
N
N
Prestige Consumer Healthcare, Inc.
N/A
Prestige Consumer Healthcare, Inc.
74112D101
943.00000000
NS
USD
54081.05000000
0.212379177517
Long
EC
CORP
US
N
1
N
N
N
Select Medical Holdings Corp.
N/A
Select Medical Holdings Corp.
81619Q105
1985.00000000
NS
USD
44861.00000000
0.176171547753
Long
EC
CORP
US
N
1
N
N
N
Knowles Corp.
5493003EO323TDZQU148
Knowles Corp.
49926D109
1735.00000000
NS
USD
27534.45000000
0.108129258666
Long
EC
CORP
US
N
1
N
N
N
Privia Health Group, Inc.
N/A
Privia Health Group, Inc.
74276R102
1944.00000000
NS
USD
40163.04000000
0.157722407420
Long
EC
CORP
US
N
1
N
N
N
Chatham Lodging Trust
N/A
Chatham Lodging Trust
16208T102
930.00000000
NS
USD
9216.30000000
0.036192903313
Long
EC
CORP
US
N
1
N
N
N
Inter Parfums, Inc.
N/A
Inter Parfums, Inc.
458334109
341.00000000
NS
USD
42679.56000000
0.167604916132
Long
EC
CORP
US
N
1
N
N
N
EZCORP, Inc.
5493003K6PG3ZQ7TUQ63
EZCORP, Inc., Class A
302301106
992.00000000
NS
USD
8134.40000000
0.031944224115
Long
EC
CORP
US
N
1
N
N
N
Albany International Corp.
L73WCPNCZIRSQGZTW097
Albany International Corp., Class A
012348108
594.00000000
NS
USD
50977.08000000
0.200189721217
Long
EC
CORP
US
N
1
N
N
N
Academy Sports & Outdoors, Inc.
N/A
Academy Sports & Outdoors, Inc.
00402L107
1456.00000000
NS
USD
74066.72000000
0.290863973148
Long
EC
CORP
US
N
1
N
N
N
ScanSource, Inc.
7FHBAN017QDY4K2KP156
ScanSource, Inc.
806037107
474.00000000
NS
USD
15845.82000000
0.062227383135
Long
EC
CORP
US
N
1
N
N
N
Powell Industries, Inc.
549300V08RO7MX2UBN26
Powell Industries, Inc.
739128106
174.00000000
NS
USD
14469.84000000
0.056823836038
Long
EC
CORP
US
N
1
N
N
N
AMC Networks, Inc.
549300VGG9K75226LR46
AMC Networks, Inc., Class A
00164V103
579.00000000
NS
USD
8823.96000000
0.034652163137
Long
EC
CORP
US
N
1
N
N
N
NetScout Systems, Inc.
5493005HZXZ3SPNVCV76
NetScout Systems, Inc.
64115T104
1374.00000000
NS
USD
27589.92000000
0.108347092324
Long
EC
CORP
US
N
1
N
N
N
Glaukos Corp.
5299004JA1LHE21M6T14
Glaukos Corp.
377322102
926.00000000
NS
USD
59162.14000000
0.232332889864
Long
EC
CORP
US
N
1
N
N
N
American Assets Trust, Inc.
N/A
American Assets Trust, Inc.
024013104
925.00000000
NS
USD
18629.50000000
0.073159043464
Long
EC
CORP
US
N
1
N
N
N
SMART Global Holdings, Inc.
529900RDGHQY8XKXPN14
SMART Global Holdings, Inc.
N/A
953.00000000
NS
USD
15876.98000000
0.062349750122
Long
EC
CORP
KY
N
1
N
N
N
Golden Entertainment, Inc.
549300P8YYCKQVJ0Y638
Golden Entertainment, Inc.
381013101
412.00000000
NS
USD
14683.68000000
0.057663597162
Long
EC
CORP
US
N
1
N
N
N
Stellar Bancorp, Inc.
54930070P8Z0WHFBB536
Stellar Bancorp, Inc.
858927106
893.00000000
NS
USD
21306.98000000
0.083673650711
Long
EC
CORP
US
N
1
N
N
N
Lakeland Financial Corp.
N/A
Lakeland Financial Corp.
511656100
484.00000000
NS
USD
26886.20000000
0.105583546225
Long
EC
CORP
US
N
1
N
N
N
Cogent Communications Holdings, Inc.
N/A
Cogent Communications Holdings, Inc.
19239V302
828.00000000
NS
USD
52876.08000000
0.207647195843
Long
EC
CORP
US
N
1
N
N
N
Community Healthcare Trust, Inc.
549300FATSRCMKOV9536
Community Healthcare Trust, Inc.
20369C106
470.00000000
NS
USD
12737.00000000
0.050018880625
Long
EC
CORP
US
N
1
N
N
N
Encore Wire Corp.
N/A
Encore Wire Corp.
292562105
320.00000000
NS
USD
58976.00000000
0.231601908122
Long
EC
CORP
US
N
1
N
N
N
Genworth Financial, Inc.
549300EMCG286BDNKJ33
Genworth Financial, Inc., Class A
37247D106
8818.00000000
NS
USD
51938.02000000
0.203963384022
Long
EC
CORP
US
N
1
N
N
N
Northern Oil and Gas, Inc.
OKFF0PIZDDMNH4UCYE51
Northern Oil and Gas, Inc.
665531307
1724.00000000
NS
USD
64512.08000000
0.253342390548
Long
EC
CORP
US
N
1
N
N
N
Kulicke & Soffa Industries, Inc.
529900H6BEIRBF429744
Kulicke & Soffa Industries, Inc.
501242101
1075.00000000
NS
USD
55384.00000000
0.217495931895
Long
EC
CORP
US
N
1
N
N
N
MarineMax, Inc.
254900TIXTN8WY3FNN63
MarineMax, Inc.
567908108
380.00000000
NS
USD
11335.40000000
0.044514722418
Long
EC
CORP
US
N
1
N
N
N
Alarm.com Holdings, Inc.
549300HIH92U1EKIHZ32
Alarm.com Holdings, Inc.
011642105
950.00000000
NS
USD
51756.00000000
0.203248581741
Long
EC
CORP
US
N
1
N
N
N
Viad Corp.
549300PXU4ZW7LPO5Y40
Viad Corp.
92552R406
398.00000000
NS
USD
13253.40000000
0.052046811060
Long
EC
CORP
US
N
1
N
N
N
Arcosa, Inc.
549300WFHLTCZV7D6V29
Arcosa, Inc.
039653100
928.00000000
NS
USD
68857.60000000
0.270407480140
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Total Return Swap
N/A
3465.00000000
NC
USD
-185587.46000000
-0.72881188720
N/A
DE
US
N
2
Bank of America NA
B4TYDEB6GKMZO031MB27
S&P SmallCap 600
SML
Y
2025-02-11
0.00000000
USD
0.00000000
USD
4237789.20000000
USD
-185587.46000000
N
N
N
Stepan Co.
IZU1EW9GB3WC7CYCSR17
Stepan Co.
858586100
404.00000000
NS
USD
33358.28000000
0.130999750740
Long
EC
CORP
US
N
1
N
N
N
Repurchase Agreement
N/A
Repurchase Agreement
000000000
622754.69999999
PA
USD
622754.70000000
2.445591033851
Long
RA
CORP
US
N
2
Repurchase
N
5.30000000
2023-12-01
622754.70000000
USD
635209.80210000
USD
UST
N
N
N
Harmonic, Inc.
549300LRGRD8XC9BTL66
Harmonic, Inc.
413160102
2131.00000000
NS
USD
23568.86000000
0.092556174516
Long
EC
CORP
US
N
1
N
N
N
Oceaneering International, Inc.
549300L6PH74701W0R30
Oceaneering International, Inc.
675232102
1919.00000000
NS
USD
39646.54000000
0.155694084279
Long
EC
CORP
US
N
1
N
N
N
Yelp, Inc.
5299007OU2DOSXPQBO35
Yelp, Inc., Class A
985817105
1308.00000000
NS
USD
57172.68000000
0.224520173977
Long
EC
CORP
US
N
1
N
N
N
LiveRamp Holdings, Inc.
254900GXS75LG1X7RF88
LiveRamp Holdings, Inc.
53815P108
1260.00000000
NS
USD
41781.60000000
0.164078579158
Long
EC
CORP
US
N
1
N
N
N
Getty Realty Corp.
2549000P1W5SFJWCNP90
Getty Realty Corp.
374297109
875.00000000
NS
USD
25751.25000000
0.101126536837
Long
EC
CORP
US
N
1
N
N
N
Douglas Emmett, Inc.
N/A
Douglas Emmett, Inc.
25960P109
3175.00000000
NS
USD
38798.50000000
0.152363785816
Long
EC
CORP
US
N
1
N
N
N
JBG SMITH Properties
N/A
JBG SMITH Properties
46590V100
1792.00000000
NS
USD
24586.24000000
0.096551480221
Long
EC
CORP
US
N
1
N
N
N
Granite Construction, Inc.
549300OM4BWMCIXVCZ39
Granite Construction, Inc.
387328107
836.00000000
NS
USD
38414.20000000
0.150854619150
Long
EC
CORP
US
N
1
N
N
N
Innoviva, Inc.
549300ACOX4QTBES6535
Innoviva, Inc.
45781M101
1091.00000000
NS
USD
15110.35000000
0.059339153086
Long
EC
CORP
US
N
1
N
N
N
Dime Community Bancshares, Inc.
N/A
Dime Community Bancshares, Inc.
25432X102
665.00000000
NS
USD
13366.50000000
0.052490960813
Long
EC
CORP
US
N
1
N
N
N
United Fire Group, Inc.
N/A
United Fire Group, Inc.
910340108
404.00000000
NS
USD
8439.56000000
0.033142603766
Long
EC
CORP
US
N
1
N
N
N
Armada Hoffler Properties, Inc.
549300WQRSIV6XZT9313
Armada Hoffler Properties, Inc.
04208T108
1294.00000000
NS
USD
14208.12000000
0.055796047592
Long
EC
CORP
US
N
1
N
N
N
S&T Bancorp, Inc.
N/A
S&T Bancorp, Inc.
783859101
728.00000000
NS
USD
20376.72000000
0.080020469907
Long
EC
CORP
US
N
1
N
N
N
Ingevity Corp.
5493009UTFC4B5IMGF87
Ingevity Corp.
45688C107
641.00000000
NS
USD
24864.39000000
0.097643790157
Long
EC
CORP
US
N
1
N
N
N
Perdoceo Education Corp.
529900X5PCA184O9LY90
Perdoceo Education Corp.
71363P106
1249.00000000
NS
USD
21757.58000000
0.085443181025
Long
EC
CORP
US
N
1
N
N
N
Central Pacific Financial Corp.
549300W3YEAOZ4KGG849
Central Pacific Financial Corp.
154760409
515.00000000
NS
USD
9048.55000000
0.035534140086
Long
EC
CORP
US
N
1
N
N
N
Mr Cooper Group, Inc.
549300KD8C6DPXYC2M26
Mr Cooper Group, Inc.
62482R107
1273.00000000
NS
USD
77041.96000000
0.302547899849
Long
EC
CORP
US
N
1
N
N
N
Forward Air Corp.
N/A
Forward Air Corp.
349853101
489.00000000
NS
USD
31066.17000000
0.121998512107
Long
EC
CORP
US
N
1
N
N
N
WisdomTree, Inc.
549300WIU8IS7UFO7871
WisdomTree, Inc.
97717P104
2175.00000000
NS
USD
14159.25000000
0.055604132487
Long
EC
CORP
US
N
1
N
N
N
Shake Shack, Inc.
529900J74GJAHYP80N79
Shake Shack, Inc., Class A
819047101
714.00000000
NS
USD
43239.84000000
0.169805165676
Long
EC
CORP
US
N
1
N
N
N
Methode Electronics, Inc.
529900VM413LGLUS3F07
Methode Electronics, Inc.
591520200
686.00000000
NS
USD
16278.78000000
0.063927640225
Long
EC
CORP
US
N
1
N
N
N
Summit Hotel Properties, Inc.
254900OBQWJK6X20LS71
Summit Hotel Properties, Inc.
866082100
2048.00000000
NS
USD
12820.48000000
0.050346711052
Long
EC
CORP
US
N
1
N
N
N
Veris Residential, Inc.
254900KTVBRYJCQU2J23
Veris Residential, Inc.
554489104
1525.00000000
NS
USD
22097.25000000
0.086777083292
Long
EC
CORP
US
N
1
N
N
N
Sylvamo Corp.
5493001AOYU1ZOWOC971
Sylvamo Corp.
871332102
678.00000000
NS
USD
34089.84000000
0.133872626010
Long
EC
CORP
US
N
1
N
N
N
Century Aluminum Co.
549300U5ODNGEYWKSW73
Century Aluminum Co.
156431108
985.00000000
NS
USD
7742.10000000
0.030403641021
Long
EC
CORP
US
N
1
N
N
N
Helmerich & Payne, Inc.
254900NAOGHJ88RZ4C73
Helmerich & Payne, Inc.
423452101
1893.00000000
NS
USD
68583.39000000
0.269330642795
Long
EC
CORP
US
N
1
N
N
N
CTS Corp.
549300YV1HQLBVHOI649
CTS Corp.
126501105
597.00000000
NS
USD
23133.75000000
0.090847474261
Long
EC
CORP
US
N
1
N
N
N
Carpenter Technology Corp.
DX6I6ZD3X5WNNCDJKP85
Carpenter Technology Corp.
144285103
924.00000000
NS
USD
65428.44000000
0.256940985307
Long
EC
CORP
US
N
1
N
N
N
Pathward Financial, Inc.
5493004X52BH1NBLW813
Pathward Financial, Inc.
59100U108
499.00000000
NS
USD
24745.41000000
0.097176549329
Long
EC
CORP
US
N
1
N
N
N
SiTime Corp.
N/A
SiTime Corp.
82982T106
326.00000000
NS
USD
36055.60000000
0.141592270728
Long
EC
CORP
US
N
1
N
N
N
Heartland Express, Inc.
5299005V45FZIQGLOG39
Heartland Express, Inc.
422347104
873.00000000
NS
USD
11715.66000000
0.046008023787
Long
EC
CORP
US
N
1
N
N
N
Hudson Pacific Properties, Inc.
N/A
Hudson Pacific Properties, Inc.
444097109
2415.00000000
NS
USD
14176.05000000
0.055670106986
Long
EC
CORP
US
N
1
N
N
N
Veeco Instruments, Inc.
5493004201F72ADDZW04
Veeco Instruments, Inc.
922417100
1073.00000000
NS
USD
30612.69000000
0.120217671879
Long
EC
CORP
US
N
1
N
N
N
Enova International, Inc.
549300O8XOCQSB49UO63
Enova International, Inc.
29357K103
586.00000000
NS
USD
24143.20000000
0.094811638432
Long
EC
CORP
US
N
1
N
N
N
Central Garden & Pet Co.
5493004DVZLD37DJ0H83
Central Garden & Pet Co.
153527106
181.00000000
NS
USD
7344.98000000
0.028844129529
Long
EC
CORP
US
N
1
N
N
N
First Financial Bancorp
549300D3F5B3EZMY7P77
First Financial Bancorp
320209109
1811.00000000
NS
USD
36600.31000000
0.143731376049
Long
EC
CORP
US
N
1
N
N
N
OSI Systems, Inc.
DDX3MPX1Y8YD30050X33
OSI Systems, Inc.
671044105
293.00000000
NS
USD
36123.97000000
0.141860763377
Long
EC
CORP
US
N
1
N
N
N
CVB Financial Corp.
N/A
CVB Financial Corp.
126600105
2521.00000000
NS
USD
45075.48000000
0.177013822191
Long
EC
CORP
US
N
1
N
N
N
NOW, Inc.
549300AVH5SOCFVVDW91
NOW, Inc.
67011P100
2032.00000000
NS
USD
20259.04000000
0.079558334250
Long
EC
CORP
US
N
1
N
N
N
Vicor Corp.
5299005KMQOTR6B51F09
Vicor Corp.
925815102
427.00000000
NS
USD
15615.39000000
0.061322472193
Long
EC
CORP
US
N
1
N
N
N
Independent Bank Group, Inc.
N/A
Independent Bank Group, Inc.
45384B106
684.00000000
NS
USD
26457.12000000
0.103898526102
Long
EC
CORP
US
N
1
N
N
N
Kennametal, Inc.
549300GZDSG25XUV0Y08
Kennametal, Inc.
489170100
1518.00000000
NS
USD
35384.58000000
0.138957139279
Long
EC
CORP
US
N
1
N
N
N
Alamo Group, Inc.
54930080C93RVZRSDV26
Alamo Group, Inc.
011311107
197.00000000
NS
USD
36188.90000000
0.142115746962
Long
EC
CORP
US
N
1
N
N
N
Bread Financial Holdings, Inc.
549300G8S4PO686J7H97
Bread Financial Holdings, Inc.
018581108
956.00000000
NS
USD
26863.60000000
0.105494794815
Long
EC
CORP
US
N
1
N
N
N
Caleres, Inc.
JFU6RQQJ8Z1CPOLBXQ18
Caleres, Inc.
129500104
649.00000000
NS
USD
19703.64000000
0.077377248727
Long
EC
CORP
US
N
1
N
N
N
Alpha Metallurgical Resources, Inc.
N/A
Alpha Metallurgical Resources, Inc.
020764106
232.00000000
NS
USD
65089.92000000
0.255611599151
Long
EC
CORP
US
N
1
N
N
N
Highwoods Properties, Inc.
ZIIGTYKL9T0X3HLTDX53
Highwoods Properties, Inc.
431284108
2012.00000000
NS
USD
38127.40000000
0.149728340202
Long
EC
CORP
US
N
1
N
N
N
Pitney Bowes, Inc.
549300N2O26NW4ST6W55
Pitney Bowes, Inc.
724479100
2916.00000000
NS
USD
11780.64000000
0.046263203725
Long
EC
CORP
US
N
1
N
N
N
AMERISAFE, Inc.
2549002B4EXPBLGMNN22
AMERISAFE, Inc.
03071H100
365.00000000
NS
USD
17578.40000000
0.069031317514
Long
EC
CORP
US
N
1
N
N
N
Kontoor Brands, Inc.
549300M0CPXV65RFF271
Kontoor Brands, Inc.
50050N103
951.00000000
NS
USD
52276.47000000
0.205292495284
Long
EC
CORP
US
N
1
N
N
N
Phillips Edison & Co., Inc.
549300JPN4YHYPXTJQ85
Phillips Edison & Co., Inc.
71844V201
2235.00000000
NS
USD
78761.40000000
0.309300232745
Long
EC
CORP
US
N
1
N
N
N
Simmons First National Corp.
549300IVR5AJKUVOGN05
Simmons First National Corp., Class A
828730200
2404.00000000
NS
USD
38439.96000000
0.150955780048
Long
EC
CORP
US
N
1
N
N
N
Patterson-UTI Energy, Inc.
254900XGFBKIXD6G0697
Patterson-UTI Energy, Inc.
703481101
6103.00000000
NS
USD
71466.13000000
0.280651317046
Long
EC
CORP
US
N
1
N
N
N
G-III Apparel Group Ltd.
529900O5KABM3R3SFM87
G-III Apparel Group Ltd.
36237H101
773.00000000
NS
USD
22239.21000000
0.087334567809
Long
EC
CORP
US
N
1
N
N
N
Chefs' Warehouse, Inc. (The)
549300JYEDC8C547E980
Chefs' Warehouse, Inc. (The)
163086101
672.00000000
NS
USD
18076.80000000
0.070988560986
Long
EC
CORP
US
N
1
N
N
N
TTEC Holdings, Inc.
GTJS1N8S8I28A7L4WG97
TTEC Holdings, Inc.
89854H102
361.00000000
NS
USD
6757.92000000
0.026538713492
Long
EC
CORP
US
N
1
N
N
N
Astec Industries, Inc.
5493002DO2QKHLKB2A48
Astec Industries, Inc.
046224101
433.00000000
NS
USD
13461.97000000
0.052865876612
Long
EC
CORP
US
N
1
N
N
N
Quaker Chemical Corp.
549300PJQ1R3WCWCPS54
Quaker Chemical Corp.
747316107
264.00000000
NS
USD
47200.56000000
0.185359125075
Long
EC
CORP
US
N
1
N
N
N
TTM Technologies, Inc.
549300SC4BDOIS008048
TTM Technologies, Inc.
87305R109
1978.00000000
NS
USD
29689.78000000
0.116593354919
Long
EC
CORP
US
N
1
N
N
N
American Eagle Outfitters, Inc.
5299001Z9HXK01DHW793
American Eagle Outfitters, Inc.
02553E106
3534.00000000
NS
USD
67252.02000000
0.264102281557
Long
EC
CORP
US
N
1
N
N
N
Archrock, Inc.
549300K3RIHMHDVFTL28
Archrock, Inc.
03957W106
2622.00000000
NS
USD
37992.78000000
0.149199680257
Long
EC
CORP
US
N
1
N
N
N
Atlantic Union Bankshares Corp.
N/A
Atlantic Union Bankshares Corp.
04911A107
1428.00000000
NS
USD
43653.96000000
0.171431437078
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Total Return Swap
N/A
5509.00000000
NC
USD
-391095.39000000
-1.53585252614
N/A
DE
US
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
S&P SmallCap 600
SML
Y
2024-04-08
0.00000000
USD
0.00000000
USD
6449165.94000000
USD
-391095.39000000
N
N
N
eXp World Holdings, Inc.
549300TWVVZC283VEC32
eXp World Holdings, Inc.
30212W100
1462.00000000
NS
USD
17704.82000000
0.069527775620
Long
EC
CORP
US
N
1
N
N
N
BancFirst Corp.
549300EJEHGBP4IO2J30
BancFirst Corp.
05945F103
276.00000000
NS
USD
23909.88000000
0.093895378306
Long
EC
CORP
US
N
1
N
N
N
Cheesecake Factory, Inc. (The)
529900872XMLK10SY247
Cheesecake Factory, Inc. (The)
163072101
898.00000000
NS
USD
28152.30000000
0.110555588680
Long
EC
CORP
US
N
1
N
N
N
Repurchase Agreement
N/A
Repurchase Agreement
000000000
262212.51000000
PA
USD
262212.51000000
1.029722559170
Long
RA
CORP
US
N
2
Repurchase
N
5.30000000
2023-12-01
262212.51000000
USD
267456.76190000
USD
UST
N
N
N
AZZ, Inc.
549300HD1X2NFLWPYC83
AZZ, Inc.
002474104
476.00000000
NS
USD
23404.92000000
0.091912373363
Long
EC
CORP
US
N
1
N
N
N
Green Dot Corp.
N/A
Green Dot Corp., Class A
39304D102
857.00000000
NS
USD
6873.14000000
0.026991188598
Long
EC
CORP
US
N
1
N
N
N
Donnelley Financial Solutions, Inc.
549300O1NPY4J56QCU04
Donnelley Financial Solutions, Inc.
25787G100
475.00000000
NS
USD
28034.50000000
0.110092981776
Long
EC
CORP
US
N
1
N
N
N
Vericel Corp.
54930076YM3PLTDR4B91
Vericel Corp.
92346J108
907.00000000
NS
USD
32234.78000000
0.126587706116
Long
EC
CORP
US
N
1
N
N
N
Liberty Energy, Inc.
N/A
Liberty Energy, Inc., Class A
53115L104
2952.00000000
NS
USD
58597.20000000
0.230114340251
Long
EC
CORP
US
N
1
N
N
N
Harmony Biosciences Holdings, Inc.
N/A
Harmony Biosciences Holdings, Inc.
413197104
640.00000000
NS
USD
18598.40000000
0.073036912100
Long
EC
CORP
US
N
1
N
N
N
Invesco Mortgage Capital, Inc.
PV3BDP2HFZL2FNXQBL39
Invesco Mortgage Capital, Inc.
46131B704
849.00000000
NS
USD
6800.49000000
0.026705888160
Long
EC
CORP
US
N
1
N
N
Green Brick Partners, Inc.
549300R7SCIV7FQI6T56
Green Brick Partners, Inc.
392709101
484.00000000
NS
USD
22965.80000000
0.090187925623
Long
EC
CORP
US
N
1
N
N
N
First Hawaiian, Inc.
5493002DJSH46F5OLV06
First Hawaiian, Inc.
32051X108
2430.00000000
NS
USD
47749.50000000
0.187514841832
Long
EC
CORP
US
N
1
N
N
N
Quanex Building Products Corp.
5493000TL30VL5WOAW87
Quanex Building Products Corp.
747619104
627.00000000
NS
USD
19305.33000000
0.075813064041
Long
EC
CORP
US
N
1
N
N
N
Haverty Furniture Cos., Inc.
529900CVFMMIRXZVPD70
Haverty Furniture Cos., Inc.
419596101
256.00000000
NS
USD
8023.04000000
0.031506907435
Long
EC
CORP
US
N
1
N
N
N
Rambus, Inc.
2549000211GDCQSLV833
Rambus, Inc.
750917106
2078.00000000
NS
USD
140618.26000000
0.552215432258
Long
EC
CORP
US
N
1
N
N
N
Provident Financial Services, Inc.
529900JOSO3SXEDVE477
Provident Financial Services, Inc.
74386T105
1438.00000000
NS
USD
21886.36000000
0.085948906976
Long
EC
CORP
US
N
1
N
N
N
American Equity Investment Life Holding Co.
549300RK5RZQ740FPL83
American Equity Investment Life Holding Co.
025676206
1178.00000000
NS
USD
64978.48000000
0.255173968307
Long
EC
CORP
US
N
1
N
N
N
Enpro Industries, Inc.
549300Y5CFT2LKCFDN54
Enpro Industries, Inc.
29355X107
398.00000000
NS
USD
51115.14000000
0.200731890225
Long
EC
CORP
US
N
1
N
N
N
PRA Group, Inc.
549300Q5HW3JSSB86K27
PRA Group, Inc.
69354N106
747.00000000
NS
USD
13841.91000000
0.054357921325
Long
EC
CORP
US
N
1
N
N
N
Oil States International, Inc.
5493004TF4KQJGMYL777
Oil States International, Inc.
678026105
1217.00000000
NS
USD
8385.13000000
0.032928854243
Long
EC
CORP
US
N
1
N
N
N
Dorian LPG Ltd.
549300WP1W2WGMC7F395
Dorian LPG Ltd.
N/A
646.00000000
NS
USD
27364.56000000
0.107462091544
Long
EC
CORP
MH
N
1
N
N
N
Gibraltar Industries, Inc.
N/A
Gibraltar Industries, Inc.
374689107
579.00000000
NS
USD
38903.01000000
0.152774202179
Long
EC
CORP
US
N
1
N
N
N
MaxLinear, Inc.
549300EMOI0SM2IY4F64
MaxLinear, Inc., Class A
57776J100
1404.00000000
NS
USD
26296.92000000
0.103269412129
Long
EC
CORP
US
N
1
N
N
N
Barnes Group, Inc.
G1MSYD2DQZX30V5DMX12
Barnes Group, Inc.
067806109
964.00000000
NS
USD
25430.32000000
0.099866227553
Long
EC
CORP
US
N
1
N
N
N
Buckle, Inc. (The)
5299007IU0461T3GDL34
Buckle, Inc. (The)
118440106
567.00000000
NS
USD
21863.52000000
0.085859213074
Long
EC
CORP
US
N
1
N
N
N
N-able, Inc.
N/A
N-able, Inc.
62878D100
1321.00000000
NS
USD
15733.11000000
0.061784764933
Long
EC
CORP
US
N
1
N
N
N
StoneX Group, Inc.
549300JUF07L8VF02M60
StoneX Group, Inc.
861896108
511.00000000
NS
USD
31237.43000000
0.122671059292
Long
EC
CORP
US
N
1
N
N
N
TRI Pointe Homes, Inc.
N/A
Tri Pointe Homes, Inc.
87265H109
1885.00000000
NS
USD
55004.30000000
0.216004829675
Long
EC
CORP
US
N
1
N
N
N
Energizer Holdings, Inc.
5493000D6NN0V57UME20
Energizer Holdings, Inc.
29272W109
1266.00000000
NS
USD
39043.44000000
0.153325678304
Long
EC
CORP
US
N
1
N
N
N
Pediatrix Medical Group, Inc.
N/A
Pediatrix Medical Group, Inc.
58502B106
1576.00000000
NS
USD
13206.88000000
0.051864124531
Long
EC
CORP
US
N
1
N
N
N
Thryv Holdings, Inc.
N/A
Thryv Holdings, Inc.
886029206
580.00000000
NS
USD
10318.20000000
0.040520123582
Long
EC
CORP
US
N
1
N
N
N
Movado Group, Inc.
549300WCGCGPWGHVXM59
Movado Group, Inc.
624580106
297.00000000
NS
USD
7766.55000000
0.030499657479
Long
EC
CORP
US
N
1
N
N
N
Repurchase Agreement
N/A
Repurchase Agreement
000000000
467532.54000000
PA
USD
467532.54000000
1.836025304759
Long
RA
CORP
US
N
2
Repurchase
N
5.28000000
2023-12-01
467532.54000000
USD
476883.30620000
USD
UST
N
N
N
Dycom Industries, Inc.
549300F56EKTHQI3WT60
Dycom Industries, Inc.
267475101
558.00000000
NS
USD
57959.46000000
0.227609901142
Long
EC
CORP
US
N
1
N
N
N
SITE Centers Corp.
W2AVA6SODOQ1LCYJQR54
SITE Centers Corp.
82981J109
3427.00000000
NS
USD
45202.13000000
0.177511183518
Long
EC
CORP
US
N
1
N
N
N
Andersons, Inc. (The)
L38MWB8MVRFV7HVJPU11
Andersons, Inc. (The)
034164103
600.00000000
NS
USD
29916.00000000
0.117481732965
Long
EC
CORP
US
N
1
N
N
N
Customers Bancorp, Inc.
549300WLBCHYKZ53FN68
Customers Bancorp, Inc.
23204G100
536.00000000
NS
USD
24157.52000000
0.094867873838
Long
EC
CORP
US
N
1
N
N
N
Dynavax Technologies Corp.
549300T5URIXWDILX594
Dynavax Technologies Corp.
268158201
2452.00000000
NS
USD
33592.40000000
0.131919152509
Long
EC
CORP
US
N
1
N
N
N
Victoria's Secret & Co.
5493006T3O70U3UWVF17
Victoria's Secret & Co.
926400102
1469.00000000
NS
USD
39589.55000000
0.155470281499
Long
EC
CORP
US
N
1
N
N
N
Compass Minerals International, Inc.
2549008X9G8XP7YJGC47
Compass Minerals International, Inc.
20451N101
642.00000000
NS
USD
15587.76000000
0.061213967704
Long
EC
CORP
US
N
1
N
N
N
Piper Sandler Cos.
QUQDBTUSOAKFEVMRMF78
Piper Sandler Cos.
724078100
286.00000000
NS
USD
44252.78000000
0.173783035264
Long
EC
CORP
US
N
1
N
N
N
LCI Industries
549300E1B98YNJ1WIQ04
LCI Industries
50189K103
482.00000000
NS
USD
52301.82000000
0.205392046091
Long
EC
CORP
US
N
1
N
N
N
ProAssurance Corp.
54930015E5J57R675E89
ProAssurance Corp.
74267C106
991.00000000
NS
USD
12258.67000000
0.048140453117
Long
EC
CORP
US
N
1
N
N
N
SunCoke Energy, Inc.
1KF1J2NXQE2PI0QOB943
SunCoke Energy, Inc.
86722A103
1595.00000000
NS
USD
14849.45000000
0.058314584823
Long
EC
CORP
US
N
1
N
N
N
CareTrust REIT, Inc.
5493001NVXE2B9GPLU96
CareTrust REIT, Inc.
14174T107
1894.00000000
NS
USD
43713.52000000
0.171665332385
Long
EC
CORP
US
N
1
N
N
N
Embecta Corp.
549300RPG8GXVDHNXZ62
Embecta Corp.
29082K105
1091.00000000
NS
USD
20008.94000000
0.078576178165
Long
EC
CORP
US
N
1
N
N
N
Hannon Armstrong Sustainable Infrastructure Capital, Inc.
254900ZZRL7MWL1X8E92
Hannon Armstrong Sustainable Infrastructure Capital, Inc.
41068X100
2040.00000000
NS
USD
49388.40000000
0.193950889838
Long
EC
CORP
US
N
1
N
N
N
BankUnited, Inc.
96OVUWEW5D4YX6PFXD91
BankUnited, Inc.
06652K103
1417.00000000
NS
USD
39095.03000000
0.153528274995
Long
EC
CORP
US
N
1
N
N
N
Applied Industrial Technologies, Inc.
549300NU173IJRC6PO38
Applied Industrial Technologies, Inc.
03820C105
736.00000000
NS
USD
117811.52000000
0.462652143767
Long
EC
CORP
US
N
1
N
N
N
Owens & Minor, Inc.
549300LMT5KQQXCEZ733
Owens & Minor, Inc.
690732102
1457.00000000
NS
USD
28965.16000000
0.113747733401
Long
EC
CORP
US
N
1
N
N
N
iRobot Corp.
5493009PRNKOUKBAT390
iRobot Corp.
462726100
525.00000000
NS
USD
18957.75000000
0.074448098781
Long
EC
CORP
US
N
1
N
N
N
Repurchase Agreement
N/A
Repurchase Agreement
000000000
65553.13000000
PA
USD
65553.13000000
0.257430649610
Long
RA
CORP
US
N
2
Repurchase
N
5.10000000
2023-12-01
65553.13000000
USD
66864.19360000
USD
UST
N
N
N
Hillenbrand, Inc.
U246OE781574J2BUD366
Hillenbrand, Inc.
431571108
1331.00000000
NS
USD
51562.94000000
0.202490424790
Long
EC
CORP
US
N
1
N
N
N
Masterbrand, Inc.
549300E0Y4BR5Z9RDZ64
Masterbrand, Inc.
57638P104
2431.00000000
NS
USD
32624.02000000
0.128116272426
Long
EC
CORP
US
N
1
N
N
N
Tandem Diabetes Care, Inc.
549300JEPFOD0K4D3I05
Tandem Diabetes Care, Inc.
875372203
1239.00000000
NS
USD
25077.36000000
0.098480134744
Long
EC
CORP
US
N
1
N
N
N
MillerKnoll, Inc.
U98HXD3PNK7HYU2MU887
MillerKnoll, Inc.
600544100
1441.00000000
NS
USD
37177.80000000
0.145999210183
Long
EC
CORP
US
N
1
N
N
N
2024-01-02
ProShares Trust
Maria Clem Sell
Maria Clem Sell
Treasurer