0001752724-23-296130.txt : 20231228
0001752724-23-296130.hdr.sgml : 20231228
20231228144508
ACCESSION NUMBER: 0001752724-23-296130
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20231031
FILED AS OF DATE: 20231228
DATE AS OF CHANGE: 20231228
PERIOD START: 20231031
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: Catholic Responsible Investments Funds
CENTRAL INDEX KEY: 0001872555
ORGANIZATION NAME:
IRS NUMBER: 000000000
STATE OF INCORPORATION: DE
FISCAL YEAR END: 1031
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-23718
FILM NUMBER: 231521837
BUSINESS ADDRESS:
STREET 1: ONE FREEDOM VALLEY DRIVE
CITY: OAKS
STATE: PA
ZIP: 19456
BUSINESS PHONE: 610-676-1000
MAIL ADDRESS:
STREET 1: ONE FREEDOM VALLEY DRIVE
CITY: OAKS
STATE: PA
ZIP: 19456
0001872555
S000073784
CATHOLIC RESPONSIBLE INVESTMENTS SMALL-CAP FUND
C000230951
Institutional Shares
CRSSX
NPORT-P
1
primary_doc.xml
NPORT-P
false
0001872555
XXXXXXXX
S000073784
C000230951
Catholic Responsible Investments Funds
811-23718
0001872555
549300NTV87BU611VE10
ONE FREEDOM VALLEY DRIVE
OAKS
19456
6106761000
Catholic Responsible Investments Small-Cap Fund
S000073784
549300ZS2BP2UHZ10H47
2023-10-31
2023-10-31
N
427799361.11
164892.10
427634469.01
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
0.00000000
N
SiTime Corp
N/A
SITIME CORP COMMON STOCK
82982T106
8032.00000000
NS
USD
801593.60000000
0.187448313475
Long
EC
US
N
1
N
N
N
AXCELIS TECHNOLOGIES, INC.
529900HF9B6NL1QG9F05
AXCELIS TECHNOLOGIES INC COMMON STOCK
054540208
15182.00000000
NS
USD
1935705.00000000
0.452654110058
Long
EC
US
N
1
N
N
N
COMMUNITY BANK SYSTEM, INC.
5299008N6YHE6GCP1E80
COMMUNITY BANK SYSTEM INC COMMON STOCK
203607106
24390.00000000
NS
USD
974380.50000000
0.227853592404
Long
EC
US
N
1
N
N
N
PACIRA BIOSCIENCES, INC.
549300P56LERYBDHCF69
PACIRA BIOSCIENCES INC COMMON STOCK
695127100
25160.00000000
NS
USD
711021.60000000
0.166268542768
Long
EC
US
N
1
N
N
N
THE SIMPLY GOOD FOODS COMPANY
N/A
SIMPLY GOOD FOODS CO/THE COMMON STOCK
82900L102
42973.00000000
NS
USD
1602463.17000000
0.374727316464
Long
EC
US
N
1
N
N
N
DOUGLAS EMMETT, INC.
N/A
DOUGLAS EMMETT INC REIT
25960P109
75976.00000000
NS
USD
851690.96000000
0.199163309256
Long
EC
US
N
1
N
N
N
VEECO INSTRUMENTS INC.
5493004201F72ADDZW04
VEECO INSTRUMENTS INC COMMON STOCK
922417100
26036.00000000
NS
USD
623301.84000000
0.145755752908
Long
EC
US
N
1
N
N
N
GOGO INC.
549300VL3DIHSFHYTO04
GOGO INC COMMON STOCK
38046C109
29958.00000000
NS
USD
314559.00000000
0.073557915181
Long
EC
US
N
1
N
N
N
World Kinect Corporation.
D3W7PCXCBRQLL17DZ313
WORLD KINECT CORP COMMON STOCK
981475106
30469.00000000
NS
USD
563676.50000000
0.131812690708
Long
EC
US
N
1
N
N
N
KELLY SERVICES, INC.
25490035B2ZPL6RM1974
KELLY SERVICES INC -A COMMON STOCK
488152208
14877.00000000
NS
USD
265554.45000000
0.062098467089
Long
EC
US
N
1
N
N
N
APPLIED INDUSTRIAL TECHNOLOGIES, INC.
549300NU173IJRC6PO38
APPLIED INDUSTRIAL TECH INC COMMON STOCK
03820C105
18412.00000000
NS
USD
2826426.12000000
0.660944410431
Long
EC
US
N
1
N
N
N
VERITIV CORPORATION
529900VQARHWQROHAS58
VERITIV CORP COMMON STOCK
923454102
6499.00000000
NS
USD
1100995.59000000
0.257461844118
Long
EC
US
N
1
N
N
N
EPLUS INC.
529900FFY8AAFJ21NE91
EPLUS INC COMMON STOCK
294268107
12275.00000000
NS
USD
767187.50000000
0.179402633696
Long
EC
US
N
1
N
N
N
Dorian LPG Ltd.
549300WP1W2WGMC7F395
DORIAN LPG LTD COMMON STOCK
Y2106R110
19251.00000000
NS
USD
615454.47000000
0.143920688017
Long
EC
US
N
1
N
N
N
GLAUKOS CORPORATION
5299004JA1LHE21M6T14
GLAUKOS CORP COMMON STOCK
377322102
23252.00000000
NS
USD
1585786.40000000
0.370827544297
Long
EC
US
N
1
N
N
N
PHIBRO ANIMAL HEALTH CORPORATION
549300U24SP4AF2JUX52
PHIBRO ANIMAL HEALTH CORP-A COMMON STOCK
71742Q106
17244.00000000
NS
USD
188304.48000000
0.044033980805
Long
EC
US
N
1
N
N
N
ARMOUR RESIDENTIAL REIT, INC.
549300K0WA0EJUX74V72
ARMOUR RESIDENTIAL REIT INC REIT
042315705
20247.80000000
NS
USD
295010.45000000
0.068986592844
Long
EC
US
N
1
N
N
WALKER & DUNLOP, INC.
N/A
WALKER & DUNLOP INC COMMON STOCK
93148P102
15226.00000000
NS
USD
986644.80000000
0.230721532406
Long
EC
US
N
1
N
N
N
LAKELAND FINANCIAL CORPORATION
N/A
LAKELAND FINANCIAL CORP COMMON STOCK
511656100
11579.00000000
NS
USD
570265.75000000
0.133353551064
Long
EC
US
N
1
N
N
N
DIGITAL TURBINE, INC.
549300D0WZR1VI2QGB24
DIGITAL TURBINE INC COMMON STOCK
25400W102
45244.00000000
NS
USD
214456.56000000
0.050149502797
Long
EC
US
N
1
N
N
N
PHOTRONICS, INC.
549300OK5JVNIBNY6F63
PHOTRONICS INC COMMON STOCK
719405102
29009.00000000
NS
USD
532605.24000000
0.124546845167
Long
EC
US
N
1
N
N
N
TOOTSIE ROLL INDUSTRIES, INC.
529900SBKOV9XX4M4Q35
TOOTSIE ROLL INDS COMMON STOCK
890516107
9100.00000000
NS
USD
283101.00000000
0.066201632589
Long
EC
US
N
1
N
N
N
SAFETY INSURANCE GROUP, INC.
254900LDCFLA3J746840
SAFETY INSURANCE GROUP INC COMMON STOCK
78648T100
6728.00000000
NS
USD
505743.76000000
0.118265433834
Long
EC
US
N
1
N
N
N
EXTREME NETWORKS, INC.
549300WRECW11X94UB57
EXTREME NETWORKS INC COMMON STOCK
30226D106
59354.00000000
NS
USD
1223879.48000000
0.286197574960
Long
EC
US
N
1
N
N
N
FRANKLIN BSP REALTY TRUST, INC.
549300LH3QNZK9Y1KC93
FRANKLIN BSP REALTY TRUST IN REIT
35243J101
37408.00000000
NS
USD
471714.88000000
0.110307964905
Long
EC
US
N
1
N
N
N
Customers Bancorp, Inc.
549300WLBCHYKZ53FN68
CUSTOMERS BANCORP INC COMMON STOCK
23204G100
12804.00000000
NS
USD
514848.84000000
0.120394607383
Long
EC
US
N
1
N
N
N
TRUSTMARK CORPORATION
5493000HPQ4D2RZ79739
TRUSTMARK CORP COMMON STOCK
898402102
27818.00000000
NS
USD
559419.98000000
0.130817326604
Long
EC
US
N
1
N
N
N
SEMTECH CORPORATION
549300J7WUY317SW6O61
SEMTECH CORP COMMON STOCK
816850101
30295.00000000
NS
USD
422918.20000000
0.098897126085
Long
EC
US
N
1
N
N
N
ACADIA REALTY TRUST
N/A
ACADIA REALTY TRUST REIT
004239109
43366.00000000
NS
USD
621001.12000000
0.145217742021
Long
EC
US
N
1
N
N
N
HCI GROUP, INC.
549300CZF7EZJH0MPH74
HCI GROUP INC COMMON STOCK
40416E103
3348.00000000
NS
USD
197431.56000000
0.046168298934
Long
EC
US
N
1
N
N
N
DELUXE CORPORATION
KWGNKB8TX9LE5TV29231
DELUXE CORP COMMON STOCK
248019101
20489.00000000
NS
USD
349337.45000000
0.081690666986
Long
EC
US
N
1
N
N
N
Evertec, Inc.
N/A
EVERTEC INC COMMON STOCK
30040P103
29450.00000000
NS
USD
935921.00000000
0.218860047031
Long
EC
US
N
1
N
N
N
SIX FLAGS ENTERTAINMENT CORPORATION
549300JYTDUAA4JQ3717
SIX FLAGS ENTERTAINMENT CORP COMMON STOCK
83001A102
34170.00000000
NS
USD
679983.00000000
0.159010334591
Long
EC
US
N
1
N
N
N
HEIDRICK & STRUGGLES INTERNATIONAL, INC.
5493006284N2J367VB57
HEIDRICK & STRUGGLES INTL COMMON STOCK
422819102
9159.00000000
NS
USD
222930.06000000
0.052130984790
Long
EC
US
N
1
N
N
N
TTM TECHNOLOGIES, INC.
549300SC4BDOIS008048
TTM TECHNOLOGIES COMMON STOCK
87305R109
47318.00000000
NS
USD
543683.82000000
0.127137510981
Long
EC
US
N
1
N
N
N
SIRIUSPOINT LTD.
549300OGXFI85N3YZZ51
SIRIUSPOINT LTD COMMON STOCK
G8192H106
41712.00000000
NS
USD
410863.20000000
0.096078129752
Long
EC
US
N
1
N
N
N
HOPE BANCORP, INC.
549300UTF4QGMBHIZ219
HOPE BANCORP INC COMMON STOCK
43940T109
54603.00000000
NS
USD
478322.28000000
0.111853069540
Long
EC
US
N
1
N
N
N
AVANOS MEDICAL, INC.
549300YCXWOM7NEWMQ58
AVANOS MEDICAL INC COMMON STOCK
05350V106
22565.00000000
NS
USD
414293.40000000
0.096880263407
Long
EC
US
N
1
N
N
N
HEARTLAND EXPRESS, INC.
5299005V45FZIQGLOG39
HEARTLAND EXPRESS INC COMMON STOCK
422347104
20983.00000000
NS
USD
244661.78000000
0.057212829584
Long
EC
US
N
1
N
N
N
ARTIVION, INC.
549300YTKV8DMSMG6K81
ARTIVION INC COMMON STOCK
228903100
21105.00000000
NS
USD
268877.70000000
0.062875591067
Long
EC
US
N
1
N
N
N
CENTERSPACE
5493002LG2SH9EEHT720
CENTERSPACE REIT
15202L107
6843.00000000
NS
USD
332432.94000000
0.077737639056
Long
EC
US
N
1
N
N
N
VICOR CORPORATION
5299005KMQOTR6B51F09
VICOR CORP COMMON STOCK
925815102
10886.00000000
NS
USD
421723.64000000
0.098617784711
Long
EC
US
N
1
N
N
N
NEW YORK MORTGAGE TRUST, INC.
549300JFGR0M7ULHWG48
NEW YORK MORTGAGE TRUST INC REIT
649604840
43434.00000000
NS
USD
338350.86000000
0.079121512534
Long
EC
US
N
1
N
N
N
TRUEBLUE, INC.
N/A
TRUEBLUE INC COMMON STOCK
89785X101
14372.00000000
NS
USD
159098.04000000
0.037204213301
Long
EC
US
N
1
N
N
N
SALLY BEAUTY HOLDINGS, INC.
529900VXW6E8ONDIQ271
SALLY BEAUTY HOLDINGS INC COMMON STOCK
79546E104
48978.00000000
NS
USD
416313.00000000
0.097352535908
Long
EC
US
N
1
N
N
N
CSG SYSTEMS INTERNATIONAL, INC.
549300D7FJZUOHHXUA81
CSG SYSTEMS INTL INC COMMON STOCK
126349109
14452.00000000
NS
USD
677220.72000000
0.158364390402
Long
EC
US
N
1
N
N
N
FOOT LOCKER, INC.
549300X383CBNP6MTV94
FOOT LOCKER INC COMMON STOCK
344849104
37234.00000000
NS
USD
781541.66000000
0.182759276119
Long
EC
US
N
1
N
N
N
TOBIRA THERAPEUTICS INC C
N/A
TOBIRA THERAPEUTICS INC C CONTINGENT VALUE RIGHT
888CVR990
2044.00000000
NS
USD
0.00000000
0.000000
Long
EC
US
N
3
N
N
N
SCANSOURCE, INC.
7FHBAN017QDY4K2KP156
SCANSOURCE INC COMMON STOCK
806037107
11300.00000000
NS
USD
343520.00000000
0.080330287873
Long
EC
US
N
1
N
N
N
TRINITY INDUSTRIES, INC.
R1JB4KXN77XFCXOQKV49
TRINITY INDUSTRIES INC COMMON STOCK
896522109
39634.00000000
NS
USD
825576.22000000
0.193056519019
Long
EC
US
N
1
N
N
N
PERFICIENT, INC.
549300HTBXKL2755T650
PERFICIENT INC COMMON STOCK
71375U101
16647.00000000
NS
USD
968688.93000000
0.226522649645
Long
EC
US
N
1
N
N
N
U. S. PHYSICAL THERAPY, INC.
529900KL1UXQYFIOMY96
U.S. PHYSICAL THERAPY INC COMMON STOCK
90337L108
7446.00000000
NS
USD
626283.06000000
0.146452895027
Long
EC
US
N
1
N
N
N
ICHOR HOLDINGS, LTD.
529900PS8R2JVLJ2H892
ICHOR HOLDINGS LTD COMMON STOCK
G4740B105
13612.00000000
NS
USD
330227.12000000
0.077221820019
Long
EC
US
N
1
N
N
N
CAL-MAINE FOODS, INC.
549300NHE5WMIEIEMF53
CAL-MAINE FOODS INC COMMON STOCK
128030202
18522.00000000
NS
USD
839231.82000000
0.196249806977
Long
EC
US
N
1
N
N
N
CHATHAM LODGING TRUST
N/A
CHATHAM LODGING TRUST REIT
16208T102
22366.00000000
NS
USD
206885.50000000
0.048379051501
Long
EC
US
N
1
N
N
N
ABERCROMBIE & FITCH CO.
5493000J7LL72TOGT983
ABERCROMBIE & FITCH CO-CL A COMMON STOCK
002896207
23471.00000000
NS
USD
1427506.22000000
0.333814583119
Long
EC
US
N
1
N
N
N
PRA GROUP, INC.
549300Q5HW3JSSB86K27
PRA GROUP INC COMMON STOCK
69354N106
18148.00000000
NS
USD
223401.88000000
0.052241317337
Long
EC
US
N
1
N
N
N
WINNEBAGO INDUSTRIES, INC.
549300B7OYKYJLTE3G11
WINNEBAGO INDUSTRIES COMMON STOCK
974637100
13766.00000000
NS
USD
797739.70000000
0.186547099874
Long
EC
US
N
1
N
N
N
EMPLOYERS HOLDINGS, INC.
N/A
EMPLOYERS HOLDINGS INC COMMON STOCK
292218104
11856.00000000
NS
USD
450528.00000000
0.105353527989
Long
EC
US
N
1
N
N
N
KKR REAL ESTATE FINANCE TRUST INC.
549300K23AYZDZ2REL62
KKR REAL ESTATE FINANCE TRUS REIT
48251K100
27394.00000000
NS
USD
285993.36000000
0.066877995279
Long
EC
US
N
1
N
N
N
ADDUS HOMECARE CORPORATION
52990090ZT33AKPDBX62
ADDUS HOMECARE CORP COMMON STOCK
006739106
7958.00000000
NS
USD
627886.20000000
0.146827780616
Long
EC
US
N
1
N
N
N
PROGRESS SOFTWARE CORPORATION
549300R65B3JG6972S24
PROGRESS SOFTWARE CORP COMMON STOCK
743312100
20901.00000000
NS
USD
1073893.38000000
0.251124139381
Long
EC
US
N
1
N
N
N
SJW GROUP
N/A
SJW GROUP COMMON STOCK
784305104
15305.00000000
NS
USD
956256.40000000
0.223615369970
Long
EC
US
N
1
N
N
N
DANA INCORPORATED
KVWHW7YLZPFJM8QYNJ51
DANA INC COMMON STOCK
235825205
59056.00000000
NS
USD
677962.88000000
0.158537940491
Long
EC
US
N
1
N
N
N
PACWEST BANCORP
549300YI8VMFO7G36V04
PACWEST BANCORP COMMON STOCK
695263103
53887.00000000
NS
USD
381519.96000000
0.089216372310
Long
EC
US
N
1
N
N
TANGER FACTORY OUTLET CENTERS, INC.
UKEW8YSXE4Y581KYOL30
TANGER FACTORY OUTLET CENTER REIT
875465106
60099.00000000
NS
USD
1355232.45000000
0.316913754201
Long
EC
US
N
1
N
N
N
GUESS ?, INC.
549300QVH3ZK2DW0KP86
GUESS? INC COMMON STOCK
401617105
12498.00000000
NS
USD
268707.00000000
0.062835673799
Long
EC
US
N
1
N
N
N
DXP ENTERPRISES, INC.
N/A
DXP ENTERPRISES INC COMMON STOCK
233377407
7441.00000000
NS
USD
242576.60000000
0.056725221556
Long
EC
US
N
1
N
N
N
UPBOUND GROUP, INC.
529900QUHE15UQNCCJ63
UPBOUND GROUP INC COMMON STOCK
76009N100
21701.00000000
NS
USD
565528.06000000
0.132245667967
Long
EC
US
N
1
N
N
N
MARTEN TRANSPORT, LTD.
N/A
MARTEN TRANSPORT LTD COMMON STOCK
573075108
26272.00000000
NS
USD
461861.76000000
0.108003866262
Long
EC
US
N
1
N
N
N
URBAN EDGE PROPERTIES
N/A
URBAN EDGE PROPERTIES REIT
91704F104
56053.00000000
NS
USD
889000.58000000
0.207887961430
Long
EC
US
N
1
N
N
N
CONSOLIDATED COMMUNICATIONS HOLDINGS, INC.
529900F6S64KOO8CXH48
CONSOLIDATED COMMUNICATIONS COMMON STOCK
209034107
38719.00000000
NS
USD
161458.23000000
0.037756130925
Long
EC
US
N
1
N
N
N
MATERION CORPORATION
549300CJ5RI351SUYT02
MATERION CORP COMMON STOCK
576690101
9530.00000000
NS
USD
924219.40000000
0.216123691371
Long
EC
US
N
1
N
N
N
CHICO'S FAS, INC.
5299003ESGN5T1MFXY13
CHICO'S FAS INC COMMON STOCK
168615102
56516.00000000
NS
USD
422739.68000000
0.098855380151
Long
EC
US
N
1
N
N
N
SONIC AUTOMOTIVE, INC.
549300NTLRGJ2JCBZU03
SONIC AUTOMOTIVE INC-CLASS A COMMON STOCK
83545G102
7523.00000000
NS
USD
359975.55000000
0.084178328943
Long
EC
US
N
1
N
N
N
PRICESMART, INC.
549300JVYOSTGVSDZS46
PRICESMART INC COMMON STOCK
741511109
12480.00000000
NS
USD
779875.20000000
0.182369583491
Long
EC
US
N
1
N
N
N
HAVERTY FURNITURE COMPANIES, INC.
529900CVFMMIRXZVPD70
HAVERTY FURNITURE COMMON STOCK
419596101
6149.00000000
NS
USD
160181.45000000
0.037457562850
Long
EC
US
N
1
N
N
N
ENCORE CAPITAL GROUP, INC.
5493000UVC6H49CIH830
ENCORE CAPITAL GROUP INC COMMON STOCK
292554102
10815.00000000
NS
USD
407509.20000000
0.095293815052
Long
EC
US
N
1
N
N
N
SUNCOKE ENERGY, INC.
1KF1J2NXQE2PI0QOB943
SUNCOKE ENERGY INC COMMON STOCK
86722A103
38046.00000000
NS
USD
361817.46000000
0.084609049602
Long
EC
US
N
1
N
N
N
FORMFACTOR, INC.
549300YCEEO6SZD1ZR61
FORMFACTOR INC COMMON STOCK
346375108
36022.00000000
NS
USD
1220425.36000000
0.285389847742
Long
EC
US
N
1
N
N
N
TANDEM DIABETES CARE, INC.
549300JEPFOD0K4D3I05
TANDEM DIABETES CARE INC COMMON STOCK
875372203
31500.00000000
NS
USD
544950.00000000
0.127433600303
Long
EC
US
N
1
N
N
N
WK KELLOGG CO
529900SWC935GFWUJ804
WK KELLOGG CO COMMON STOCK
92942W107
30000.00000000
NS
USD
300600.00000000
0.070293678780
Long
EC
US
N
1
N
N
N
EASTERLY GOVERNMENT PROPERTIES, INC.
549300ERMCEFC6S8HL77
EASTERLY GOVERNMENT PROPERTI REIT
27616P103
42501.00000000
NS
USD
457310.76000000
0.106939639608
Long
EC
US
N
1
N
N
N
TTEC HOLDINGS, INC.
GTJS1N8S8I28A7L4WG97
TTEC HOLDINGS INC COMMON STOCK
89854H102
9330.00000000
NS
USD
192011.40000000
0.044900823931
Long
EC
US
N
1
N
N
N
DXC TECHNOLOGY COMPANY
549300DOVZ3EDJB7O259
DXC TECHNOLOGY CO COMMON STOCK
23355L106
96468.00000000
NS
USD
1945759.56000000
0.455005314352
Long
EC
US
N
1
N
N
N
Xpel Inc
549300KWSE3IGXLJNW66
XPEL INC COMMON STOCK
98379L100
9700.00000000
NS
USD
449110.00000000
0.105021936384
Long
EC
US
N
1
N
N
N
UNITED NATURAL FOODS, INC.
549300GKGW6WPZ282D40
UNITED NATURAL FOODS INC COMMON STOCK
911163103
27730.00000000
NS
USD
404303.40000000
0.094544156119
Long
EC
US
N
1
N
N
N
CENTRAL GARDEN & PET COMPANY
5493004DVZLD37DJ0H83
CENTRAL GARDEN & PET CO COMMON STOCK
153527106
4616.00000000
NS
USD
201396.08000000
0.047095380422
Long
EC
US
N
1
N
N
N
FABRINET
5493004TETZ6IYF7CV44
FABRINET COMMON STOCK
G3323L100
16633.00000000
NS
USD
2578115.00000000
0.602878202491
Long
EC
US
N
1
N
N
N
G-III APPAREL GROUP, LTD.
529900O5KABM3R3SFM87
G-III APPAREL GROUP LTD COMMON STOCK
36237H101
21783.00000000
NS
USD
556555.65000000
0.130147518577
Long
EC
US
N
1
N
N
N
STRATEGIC EDUCATION, INC.
2549002UYIM8Q5EC8H36
STRATEGIC EDUCATION INC COMMON STOCK
86272C103
10350.00000000
NS
USD
851908.50000000
0.199214179804
Long
EC
US
N
1
N
N
N
MARINEMAX, INC.
254900TIXTN8WY3FNN63
MARINEMAX INC COMMON STOCK
567908108
9160.00000000
NS
USD
250800.80000000
0.058648406097
Long
EC
US
N
1
N
N
N
WD-40 COMPANY
549300UZHTN0CNKBOB19
WD-40 CO COMMON STOCK
929236107
6361.00000000
NS
USD
1344715.40000000
0.314454399130
Long
EC
US
N
1
N
N
N
AMERIS BANCORP
PBJHNT51T5V6G5UQFV42
AMERIS BANCORP COMMON STOCK
03076K108
29614.00000000
NS
USD
1104602.20000000
0.258305230295
Long
EC
US
N
1
N
N
N
CORSAIR GAMING, INC.
549300Y7YT18L8G0H525
CORSAIR GAMING INC COMMON STOCK
22041X102
20583.00000000
NS
USD
263256.57000000
0.061561120320
Long
EC
US
N
1
N
N
N
Schrodinger Inc
N/A
SCHRODINGER INC COMMON STOCK
80810D103
26315.00000000
NS
USD
571035.50000000
0.133533552924
Long
EC
US
N
1
N
N
N
EAGLE BANCORP, INC.
549300B47NZODRMG3D47
EAGLE BANCORP INC COMMON STOCK
268948106
13691.00000000
NS
USD
266700.68000000
0.062366506754
Long
EC
US
N
1
N
N
N
OXFORD INDUSTRIES INC
IDZ20O0XD3GS4UOI2L88
OXFORD INDUSTRIES INC COMMON STOCK
691497309
7866.00000000
NS
USD
663890.40000000
0.155247167408
Long
EC
US
N
1
N
N
N
COMFORT SYSTEMS USA, INC.
5299009DT1ZA5HTU6R38
COMFORT SYSTEMS USA INC COMMON STOCK
199908104
16941.00000000
NS
USD
3080720.85000000
0.720409853100
Long
EC
US
N
1
N
N
N
FEDERAL SIGNAL CORPORATION
549300RTXZRPTNP6G884
FEDERAL SIGNAL CORP COMMON STOCK
313855108
29435.00000000
NS
USD
1708407.40000000
0.399501799739
Long
EC
US
N
1
N
N
N
AMC NETWORKS INC.
549300VGG9K75226LR46
AMC NETWORKS INC-A COMMON STOCK
00164V103
14336.00000000
NS
USD
169164.80000000
0.039558270499
Long
EC
US
N
1
N
N
N
NOW INC.
549300AVH5SOCFVVDW91
NOW INC COMMON STOCK
67011P100
51948.00000000
NS
USD
572466.96000000
0.133868292077
Long
EC
US
N
1
N
N
N
Arcus Biosciences Inc
N/A
ARCUS BIOSCIENCES INC COMMON STOCK
03969F109
27940.00000000
NS
USD
438937.40000000
0.102643129076
Long
EC
US
N
1
N
N
N
JETBLUE AIRWAYS CORPORATION
54930070J9H97ZO93T57
JETBLUE AIRWAYS CORP COMMON STOCK
477143101
151849.00000000
NS
USD
570952.24000000
0.133514083025
Long
EC
US
N
1
N
N
N
TREEHOUSE FOODS, INC.
5493007M7EVHE470Q576
TREEHOUSE FOODS INC COMMON STOCK
89469A104
24354.00000000
NS
USD
1015318.26000000
0.237426665430
Long
EC
US
N
1
N
N
N
PGT INNOVATIONS, INC.
549300LRW9WM59C1S579
PGT INNOVATIONS INC COMMON STOCK
69336V101
28644.00000000
NS
USD
857601.36000000
0.200545424223
Long
EC
US
N
1
N
N
N
TRUPANION, INC.
549300J86GFKIDGMQP18
TRUPANION INC COMMON STOCK
898202106
17263.00000000
NS
USD
355617.80000000
0.083159292753
Long
EC
US
N
1
N
N
H.B. FULLER COMPANY
JSMX3Z5FOYM8V0Q52357
H.B. FULLER CO. COMMON STOCK
359694106
24740.00000000
NS
USD
1636551.00000000
0.382698570531
Long
EC
US
N
1
N
N
N
PAR PACIFIC HOLDINGS, INC.
549300BTNS7MHSHRLR55
PAR PACIFIC HOLDINGS INC COMMON STOCK
69888T207
29612.00000000
NS
USD
971865.84000000
0.227265552809
Long
EC
US
N
1
N
N
N
GOOSEHEAD INSURANCE, INC.
549300WH5MBIWHJ9XY95
GOOSEHEAD INSURANCE INC -A COMMON STOCK
38267D109
11549.00000000
NS
USD
749183.63000000
0.175192526396
Long
EC
US
N
1
N
N
N
PACIFIC PREMIER BANCORP, INC.
549300Q1KIC3KLI0XG98
PACIFIC PREMIER BANCORP INC COMMON STOCK
69478X105
43698.00000000
NS
USD
830262.00000000
0.194152263245
Long
EC
US
N
1
N
N
N
WARRIOR MET COAL, INC.
549300152B1S9YKBYV79
WARRIOR MET COAL INC COMMON STOCK
93627C101
23703.00000000
NS
USD
1155047.19000000
0.270101517465
Long
EC
US
N
1
N
N
N
OSI SYSTEMS, INC.
DDX3MPX1Y8YD30050X33
OSI SYSTEMS INC COMMON STOCK
671044105
7023.00000000
NS
USD
732288.21000000
0.171241624113
Long
EC
US
N
1
N
N
N
INSIGHT ENTERPRISES, INC.
529900S8991TYW6YP792
INSIGHT ENTERPRISES INC COMMON STOCK
45765U103
13783.00000000
NS
USD
1975103.90000000
0.461867329023
Long
EC
US
N
1
N
N
N
SELECT MEDICAL HOLDINGS CORPORATION
N/A
SELECT MEDICAL HOLDINGS CORP COMMON STOCK
81619Q105
49963.00000000
NS
USD
1135658.99000000
0.265567692106
Long
EC
US
N
1
N
N
N
LA-Z-BOY INCORPORATED
549300WNO1WMN9ZG2519
LA-Z-BOY INC COMMON STOCK
505336107
22546.00000000
NS
USD
659245.04000000
0.154160875180
Long
EC
US
N
1
N
N
N
ADAPTHEALTH CORP.
N/A
ADAPTHEALTH CORP COMMON STOCK
00653Q102
39624.00000000
NS
USD
290443.92000000
0.067918734584
Long
EC
US
N
1
N
N
N
THE MARCUS CORPORATION
549300NL0OKPNEMP6B79
MARCUS CORPORATION COMMON STOCK
566330106
11267.00000000
NS
USD
175089.18000000
0.040943654613
Long
EC
US
N
1
N
N
BLOOMIN' BRANDS, INC.
E1UJ2GO305B5FXGV7N04
BLOOMIN' BRANDS INC COMMON STOCK
094235108
41292.00000000
NS
USD
963755.28000000
0.225368942365
Long
EC
US
N
1
N
N
N
AVISTA CORPORATION
Q0IK63NITJD6RJ47SW96
AVISTA CORP COMMON STOCK
05379B107
38197.00000000
NS
USD
1210462.93000000
0.283060187548
Long
EC
US
N
1
N
N
N
SCHOLASTIC CORPORATION
N/A
SCHOLASTIC CORP COMMON STOCK
807066105
12851.00000000
NS
USD
474201.90000000
0.110889541036
Long
EC
US
N
1
N
N
N
BRANDYWINE REALTY TRUST
5UZ46ZCYUFYYAC0DS831
BRANDYWINE REALTY TRUST REIT
105368203
78123.00000000
NS
USD
292180.02000000
0.068324712148
Long
EC
US
N
1
N
N
N
GRIFFON CORPORATION
5493000C2SGNC7ZN3242
GRIFFON CORP COMMON STOCK
398433102
20029.00000000
NS
USD
799958.26000000
0.187065898090
Long
EC
US
N
1
N
N
N
OMNICELL, INC.
5493008RH0GTKHHPZI77
OMNICELL INC COMMON STOCK
68213N109
21642.00000000
NS
USD
769156.68000000
0.179863115754
Long
EC
US
N
1
N
N
N
MASTERBRAND, INC.
549300E0Y4BR5Z9RDZ64
MASTERBRAND INC COMMON STOCK
57638P104
61200.00000000
NS
USD
679932.00000000
0.158998408517
Long
EC
US
N
1
N
N
N
PATRICK INDUSTRIES, INC.
549300FZ5ZTCCJ3Z5W14
PATRICK INDUSTRIES INC COMMON STOCK
703343103
9514.00000000
NS
USD
714977.10000000
0.167193514979
Long
EC
US
N
1
N
N
N
ULTRA CLEAN HOLDINGS, INC.
5493007L6LS7QX18PE75
ULTRA CLEAN HOLDINGS INC COMMON STOCK
90385V107
20636.00000000
NS
USD
492374.96000000
0.115139212500
Long
EC
US
N
1
N
N
N
PERDOCEO EDUCATION CORPORATION
529900X5PCA184O9LY90
PERDOCEO EDUCATION CORP COMMON STOCK
71363P106
30605.00000000
NS
USD
553644.45000000
0.129466750255
Long
EC
US
N
1
N
N
N
BRINKER INTERNATIONAL, INC.
52990067JY6PBGJNTG76
BRINKER INTERNATIONAL INC COMMON STOCK
109641100
21242.00000000
NS
USD
720528.64000000
0.168491712482
Long
EC
US
N
1
N
N
N
N/A
N/A
BROWN BROTHERS HARRIMAN SWEEP INTEREST
N/A
4942606.05000000
PA
USD
4942606.05000000
1.155801603514
Long
STIV
US
N
2
N
N
N
Kontoor Brands, Inc.
549300M0CPXV65RFF271
KONTOOR BRANDS INC COMMON STOCK
50050N103
25978.00000000
NS
USD
1206678.10000000
0.282175125591
Long
EC
US
N
1
N
N
N
LINCOLN NATIONAL CORPORATION
EFQMQROEDSNBRIP7LE47
LINCOLN NATIONAL CORP COMMON STOCK
534187109
77857.00000000
NS
USD
1694946.89000000
0.396354132519
Long
EC
US
N
1
N
N
N
INSTALLED BUILDING PRODUCTS, INC.
549300I95Y9P9YM5FI86
INSTALLED BUILDING PRODUCTS COMMON STOCK
45780R101
11706.00000000
NS
USD
1307209.02000000
0.305683735697
Long
EC
US
N
1
N
N
N
UNITI GROUP INC.
549300V3NU625PJUVA84
UNITI GROUP INC REIT
91325V108
123290.00000000
NS
USD
567134.00000000
0.132621208321
Long
EC
US
N
1
N
N
N
INVESCO MORTGAGE CAPITAL INC.
PV3BDP2HFZL2FNXQBL39
INVESCO MORTGAGE CAPITAL REIT
46131B704
22027.00000000
NS
USD
150444.41000000
0.035180608885
Long
EC
US
N
1
N
N
N
STANDEX INTERNATIONAL CORPORATION
RCX52GR0JW2LRRMH9Z54
STANDEX INTERNATIONAL CORP COMMON STOCK
854231107
5957.00000000
NS
USD
855246.49000000
0.199994750652
Long
EC
US
N
1
N
N
N
MINERALS TECHNOLOGIES INC.
549300D3I1QU67GP6403
MINERALS TECHNOLOGIES INC COMMON STOCK
603158106
14829.00000000
NS
USD
801655.74000000
0.187462844577
Long
EC
US
N
1
N
N
N
UNITED FIRE GROUP, INC.
N/A
UNITED FIRE GROUP INC COMMON STOCK
910340108
10478.00000000
NS
USD
211026.92000000
0.049347500094
Long
EC
US
N
1
N
N
N
DIGI INTERNATIONAL INC.
529900KG656HGROI4N27
DIGI INTERNATIONAL INC COMMON STOCK
253798102
16469.00000000
NS
USD
414689.42000000
0.096972870535
Long
EC
US
N
1
N
N
N
INDEPENDENT BANK GROUP, INC.
N/A
INDEPENDENT BANK GROUP INC COMMON STOCK
45384B106
16367.00000000
NS
USD
578573.45000000
0.135296261627
Long
EC
US
N
1
N
N
N
DIODES INCORPORATED
549300XP2X1ARVH3BX23
DIODES INC COMMON STOCK
254543101
20869.00000000
NS
USD
1358154.52000000
0.317597064414
Long
EC
US
N
1
N
N
N
ASTEC INDUSTRIES, INC.
5493002DO2QKHLKB2A48
ASTEC INDUSTRIES INC COMMON STOCK
046224101
11415.00000000
NS
USD
457056.60000000
0.106880205671
Long
EC
US
N
1
N
N
N
PREFERRED BANK
5493007K6HGI9G0ECX16
PREFERRED BANK/LOS ANGELES COMMON STOCK
740367404
5939.00000000
NS
USD
353786.23000000
0.082730990048
Long
EC
US
N
1
N
N
N
TRUSTCO BANK CORP N Y
N/A
TRUSTCO BANK CORP NY COMMON STOCK
898349204
8709.00000000
NS
USD
222340.77000000
0.051993182522
Long
EC
US
N
1
N
N
N
ARTISAN PARTNERS ASSET MANAGEMENT INC.
549300T1FUI6JF63XU51
ARTISAN PARTNERS ASSET MA -A COMMON STOCK
04316A108
31868.00000000
NS
USD
1051644.00000000
0.245921242605
Long
EC
US
N
1
N
N
N
SUNSTONE HOTEL INVESTORS, INC.
529900ZQ2V52V96ATF67
SUNSTONE HOTEL INVESTORS INC REIT
867892101
94406.00000000
NS
USD
877975.80000000
0.205309876454
Long
EC
US
N
1
N
N
N
FIRST COMMONWEALTH FINANCIAL CORPORATION
549300ZHLQ42NXDETL24
FIRST COMMONWEALTH FINL CORP COMMON STOCK
319829107
46634.00000000
NS
USD
568002.12000000
0.132824213472
Long
EC
US
N
1
N
N
N
HUB GROUP, INC.
N/A
HUB GROUP INC-CL A COMMON STOCK
443320106
14315.00000000
NS
USD
984156.25000000
0.230139598493
Long
EC
US
N
1
N
N
N
PROVIDENT FINANCIAL SERVICES, INC.
529900JOSO3SXEDVE477
PROVIDENT FINANCIAL SERVICES COMMON STOCK
74386T105
34384.00000000
NS
USD
483095.20000000
0.112969190981
Long
EC
US
N
1
N
N
N
RXO, INC.
549300KL8CA6GP8XPM30
RXO INC COMMON STOCK
74982T103
54086.00000000
NS
USD
947045.86000000
0.221461535173
Long
EC
US
N
1
N
N
N
GRANITE CONSTRUCTION INCORPORATED
549300OM4BWMCIXVCZ39
GRANITE CONSTRUCTION INC COMMON STOCK
387328107
21759.00000000
NS
USD
880804.32000000
0.205971310507
Long
EC
US
N
1
N
N
N
CALIFORNIA RESOURCES CORPORATION
5493003Q8F0T4F4YMR48
CALIFORNIA RESOURCES CORP COMMON STOCK
13057Q305
32452.00000000
NS
USD
1706650.68000000
0.399091000300
Long
EC
US
N
1
N
N
N
TRIUMPH GROUP, INC.
5493007L6S47Q14SL582
TRIUMPH GROUP INC COMMON STOCK
896818101
39114.00000000
NS
USD
291790.44000000
0.068233610979
Long
EC
US
N
1
N
N
N
LCI INDUSTRIES
549300E1B98YNJ1WIQ04
LCI INDUSTRIES COMMON STOCK
50189K103
11539.00000000
NS
USD
1251866.11000000
0.292742096514
Long
EC
US
N
1
N
N
N
THE ENSIGN GROUP, INC.
5493003K4HEEA8Q0BC72
ENSIGN GROUP INC/THE COMMON STOCK
29358P101
26610.00000000
NS
USD
2570526.00000000
0.601103556023
Long
EC
US
N
1
N
N
N
SL GREEN REALTY CORP.
549300VQZPJU97H3GT17
SL GREEN REALTY CORP REIT
78440X887
30314.00000000
NS
USD
887897.06000000
0.207629909267
Long
EC
US
N
1
N
N
OIL STATES INTERNATIONAL, INC.
5493004TF4KQJGMYL777
OIL STATES INTERNATIONAL INC COMMON STOCK
678026105
35743.00000000
NS
USD
259494.18000000
0.060681305835
Long
EC
US
N
1
N
N
N
NABORS INDUSTRIES LTD.
N/A
NABORS INDUSTRIES LTD COMMON STOCK
G6359F137
4623.00000000
NS
USD
451389.72000000
0.105555036535
Long
EC
US
N
1
N
N
N
HELMERICH & PAYNE, INC.
254900NAOGHJ88RZ4C73
HELMERICH & PAYNE COMMON STOCK
423452101
47542.00000000
NS
USD
1881236.94000000
0.439917049800
Long
EC
US
N
1
N
N
N
KENNEDY-WILSON HOLDINGS, INC.
549300MOI1T78144X610
KENNEDY-WILSON HOLDINGS INC COMMON STOCK
489398107
53988.00000000
NS
USD
694825.56000000
0.162481186703
Long
EC
US
N
1
N
N
N
CAPITOL FEDERAL FINANCIAL, INC.
N/A
CAPITOL FEDERAL FINANCIAL IN COMMON STOCK
14057J101
57980.00000000
NS
USD
301496.00000000
0.070503203518
Long
EC
US
N
1
N
N
N
HIGHWOODS PROPERTIES, INC.
ZIIGTYKL9T0X3HLTDX53
HIGHWOODS PROPERTIES INC REIT
431284108
48153.00000000
NS
USD
861457.17000000
0.201447084467
Long
EC
US
N
1
N
N
N
CEVA, INC
529900G9T7CVU2J2VU73
CEVA INC COMMON STOCK
157210105
11590.00000000
NS
USD
199000.30000000
0.046535140270
Long
EC
US
N
1
N
N
N
Fulgent Genetics Inc
549300CL6P01M68QJ404
FULGENT GENETICS INC COMMON STOCK
359664109
10464.00000000
NS
USD
250508.16000000
0.058579973822
Long
EC
US
N
1
N
N
N
Quinstreet Inc
549300TP8MFBFPOS4Y78
QUINSTREET INC COMMON STOCK
74874Q100
26068.00000000
NS
USD
294829.08000000
0.068944180454
Long
EC
US
N
1
N
N
N
LIVERAMP HOLDINGS, INC.
254900GXS75LG1X7RF88
LIVERAMP HOLDINGS INC COMMON STOCK
53815P108
32082.00000000
NS
USD
887388.12000000
0.207510896409
Long
EC
US
N
1
N
N
N
Renasant Corporation
549300OVE6OZHW2UUH81
RENASANT CORP COMMON STOCK
75970E107
25580.00000000
NS
USD
623896.20000000
0.145894740768
Long
EC
US
N
1
N
N
N
INNOVATIVE INDUSTRIAL PROPERTIES, INC.
5493008BQ0545EZXRR30
INNOVATIVE INDUSTRIAL PROPER REIT
45781V101
12777.00000000
NS
USD
917771.91000000
0.214615980822
Long
EC
US
N
1
N
N
N
Apple Hospitality REIT, Inc.
549300EVZAR0FBZO4F16
APPLE HOSPITALITY REIT INC REIT
03784Y200
96957.00000000
NS
USD
1520285.76000000
0.355510575075
Long
EC
US
N
1
N
N
N
Mativ Holdings, Inc.
549300Z1FU4IDULG1R21
MATIV HOLDINGS INC COMMON STOCK
808541106
25529.00000000
NS
USD
334429.90000000
0.078204617315
Long
EC
US
N
1
N
N
N
OLYMPIC STEEL, INC.
549300GQ061U6N6KWJ49
OLYMPIC STEEL INC COMMON STOCK
68162K106
4807.00000000
NS
USD
244051.39000000
0.057070093195
Long
EC
US
N
1
N
N
N
TELEPHONE AND DATA SYSTEMS, INC.
N/A
TELEPHONE AND DATA SYSTEMS COMMON STOCK
879433829
45985.00000000
NS
USD
836467.15000000
0.195603303900
Long
EC
US
N
1
N
N
N
NV5 GLOBAL, INC.
N/A
NV5 GLOBAL INC COMMON STOCK
62945V109
6087.00000000
NS
USD
574308.45000000
0.134298914521
Long
EC
US
N
1
N
N
N
HAYNES INTERNATIONAL, INC.
549300I9MS5UZLRFDO40
HAYNES INTERNATIONAL INC COMMON STOCK
420877201
5893.00000000
NS
USD
253546.33000000
0.059290433389
Long
EC
US
N
1
N
N
N
Vir Biotechnology Inc
N/A
VIR BIOTECHNOLOGY INC COMMON STOCK
92764N102
44872.00000000
NS
USD
355834.96000000
0.083210074441
Long
EC
US
N
1
N
N
N
BREAD FINANCIAL HOLDINGS, INC.
549300G8S4PO686J7H97
BREAD FINANCIAL HOLDINGS INC COMMON STOCK
018581108
22885.00000000
NS
USD
618581.55000000
0.144651938706
Long
EC
US
N
1
N
N
N
CONSENSUS CLOUD SOLUTIONS, INC.
N/A
CONSENSUS CLOUD SOLUTION COMMON STOCK
20848V105
9064.00000000
NS
USD
195691.76000000
0.045761456145
Long
EC
US
N
1
N
N
N
CENTRAL GARDEN & PET COMPANY
5493004DVZLD37DJ0H83
CENTRAL GARDEN AND PET CO-A COMMON STOCK
153527205
18971.00000000
NS
USD
752958.99000000
0.176075373845
Long
EC
US
N
1
N
N
N
FB Financial Corporation
5493000B2LD2C2A6C435
FB FINANCIAL CORP COMMON STOCK
30257X104
15962.00000000
NS
USD
468803.94000000
0.109627257382
Long
EC
US
N
1
N
N
N
SIMMONS FIRST NATIONAL CORPORATION
549300IVR5AJKUVOGN05
SIMMONS FIRST NATL CORP-CL A COMMON STOCK
828730200
57533.00000000
NS
USD
817543.93000000
0.191178211591
Long
EC
US
N
1
N
N
N
SHUTTERSTOCK, INC.
529900G2TDIS56V0LO22
SHUTTERSTOCK INC COMMON STOCK
825690100
11119.00000000
NS
USD
452320.92000000
0.105772792601
Long
EC
US
N
1
N
N
N
BENCHMARK ELECTRONICS, INC.
549300W18RHYZOZKOP53
BENCHMARK ELECTRONICS INC COMMON STOCK
08160H101
16206.00000000
NS
USD
392347.26000000
0.091748277660
Long
EC
US
N
1
N
N
N
BARNES GROUP INC.
G1MSYD2DQZX30V5DMX12
BARNES GROUP INC COMMON STOCK
067806109
24647.00000000
NS
USD
512411.13000000
0.119824562128
Long
EC
US
N
1
N
N
N
HEALTHSTREAM, INC.
529900OJ88H8635JNH64
HEALTHSTREAM INC COMMON STOCK
42222N103
12984.00000000
NS
USD
329793.60000000
0.077120443719
Long
EC
US
N
1
N
N
N
NORTHWEST NATURAL HOLDING COMPANY
N/A
NORTHWEST NATURAL HOLDING CO COMMON STOCK
66765N105
18859.00000000
NS
USD
692313.89000000
0.161893846303
Long
EC
US
N
1
N
N
N
Hawkins, Inc.
549300VL3IJ23OWX1Y34
HAWKINS INC COMMON STOCK
420261109
9067.00000000
NS
USD
520717.81000000
0.121767034169
Long
EC
US
N
1
N
N
N
ARCHROCK INC.
549300K3RIHMHDVFTL28
ARCHROCK INC COMMON STOCK
03957W106
76783.00000000
NS
USD
972840.61000000
0.227493497484
Long
EC
US
N
1
N
N
N
SIGNET JEWELERS LIMITED
549300N3XPGE91WV7M22
SIGNET JEWELERS LTD COMMON STOCK
G81276100
20691.00000000
NS
USD
1444852.53000000
0.337870923582
Long
EC
US
N
1
N
N
N
ADEIA INC.
N/A
ADEIA INC COMMON STOCK
00676P107
51692.00000000
NS
USD
435763.56000000
0.101900943815
Long
EC
US
N
1
N
N
N
MERCURY GENERAL CORPORATION
5493001Q9EXPCEL4W527
MERCURY GENERAL CORP COMMON STOCK
589400100
13332.00000000
NS
USD
411692.16000000
0.096271977549
Long
EC
US
N
1
N
N
N
SOUTHSIDE BANCSHARES, INC.
549300TC83207VQA2K65
SOUTHSIDE BANCSHARES INC COMMON STOCK
84470P109
13173.00000000
NS
USD
351719.10000000
0.082247602915
Long
EC
US
N
1
N
N
N
KOHL'S CORPORATION
549300JF6LPRTRJ0FH50
KOHLS CORP COMMON STOCK
500255104
50965.00000000
NS
USD
1149260.75000000
0.268748389871
Long
EC
US
N
1
N
N
N
SHOE CARNIVAL, INC.
N/A
SHOE CARNIVAL INC COMMON STOCK
824889109
8178.00000000
NS
USD
187112.64000000
0.043755275488
Long
EC
US
N
1
N
N
N
VITAL ENERGY, INC.
549300X0PTWU2QSLSL14
VITAL ENERGY INC COMMON STOCK
516806205
8811.00000000
NS
USD
440902.44000000
0.103102643016
Long
EC
US
N
1
N
N
N
LTC PROPERTIES, INC.
549300NRZP8IJG2KY677
LTC PROPERTIES INC REIT
502175102
18862.00000000
NS
USD
596227.82000000
0.139424640249
Long
EC
US
N
1
N
N
N
HUDSON PACIFIC PROPERTIES, INC.
N/A
HUDSON PACIFIC PROPERTIES IN REIT
444097109
62104.00000000
NS
USD
276983.84000000
0.064771167918
Long
EC
US
N
1
N
N
N
DISH NETWORK CORPORATION
529900U350CWHH15G169
DISH NETWORK CORP-A COMMON STOCK
25470M109
113075.00000000
NS
USD
554067.50000000
0.129565678202
Long
EC
US
N
1
N
N
N
Payoneer Global Inc
N/A
PAYONEER GLOBAL INC COMMON STOCK
70451X104
122109.00000000
NS
USD
707011.11000000
0.165330711445
Long
EC
US
N
1
N
N
N
THE MACERICH COMPANY
529900PSWCB5KI0JYU46
MACERICH CO/THE REIT
554382101
104065.00000000
NS
USD
1011511.80000000
0.236536545414
Long
EC
US
N
1
N
N
N
BANC OF CALIFORNIA, INC.
549300ZKWUJDP6LJ1X87
BANC OF CALIFORNIA INC COMMON STOCK
05990K106
23988.00000000
NS
USD
268905.48000000
0.062882087270
Long
EC
US
N
1
N
N
N
CROSS COUNTRY HEALTHCARE, INC.
54930037L0NBIPZ5S663
CROSS COUNTRY HEALTHCARE INC COMMON STOCK
227483104
16483.00000000
NS
USD
381746.28000000
0.089269296014
Long
EC
US
N
1
N
N
N
SUMMIT HOTEL PROPERTIES, INC.
254900OBQWJK6X20LS71
SUMMIT HOTEL PROPERTIES INC REIT
866082100
49247.00000000
NS
USD
277753.08000000
0.064951050518
Long
EC
US
N
1
N
N
N
FRONTDOOR, INC.
5493008RB0JZJI3QGZ06
FRONTDOOR INC COMMON STOCK
35905A109
38253.00000000
NS
USD
1106659.29000000
0.258786269629
Long
EC
US
N
1
N
N
N
RADIAN GROUP INC.
54930005OUP720S5U385
RADIAN GROUP INC COMMON STOCK
750236101
71733.00000000
NS
USD
1817714.22000000
0.425062606437
Long
EC
US
N
1
N
N
N
SERVISFIRST BANCSHARES, INC.
N/A
SERVISFIRST BANCSHARES INC COMMON STOCK
81768T108
22319.00000000
NS
USD
1052564.04000000
0.246136388967
Long
EC
US
N
1
N
N
N
URBAN OUTFITTERS, INC.
549300N3DUFR5U6NRN38
URBAN OUTFITTERS INC COMMON STOCK
917047102
25848.00000000
NS
USD
894857.76000000
0.209257631189
Long
EC
US
N
1
N
N
N
MR. COOPER GROUP INC.
549300KD8C6DPXYC2M26
MR COOPER GROUP INC COMMON STOCK
62482R107
30461.00000000
NS
USD
1721960.33000000
0.402671078874
Long
EC
US
N
1
N
N
N
RPT REALTY
549300T03GDH1L37S188
RPT REALTY REIT
74971D101
36258.00000000
NS
USD
391223.82000000
0.091485567313
Long
EC
US
N
1
N
N
N
SAFEHOLD INC.
QFFLKWYYS3UPWD86E794
SAFEHOLD INC REIT
78646V107
20327.69820000
NS
USD
330731.65000000
0.077339801622
Long
EC
US
N
1
N
N
N
THE ODP CORPORATION
N/A
ODP CORP/THE COMMON STOCK
88337F105
15431.00000000
NS
USD
693160.52000000
0.162091826134
Long
EC
US
N
1
N
N
N
EMBECTA CORP.
549300RPG8GXVDHNXZ62
EMBECTA CORP COMMON STOCK
29082K105
28168.00000000
NS
USD
425900.16000000
0.099594441249
Long
EC
US
N
1
N
N
N
AMERICA'S CAR-MART, INC.
N/A
AMERICA'S CAR-MART INC COMMON STOCK
03062T105
2840.00000000
NS
USD
190223.20000000
0.044482663065
Long
EC
US
N
1
N
N
N
DRIL-QUIP, INC.
5299007REICYIJNMW197
DRIL-QUIP INC COMMON STOCK
262037104
17914.00000000
NS
USD
388017.24000000
0.090735725980
Long
EC
US
N
1
N
N
N
SHAKE SHACK INC.
529900J74GJAHYP80N79
SHAKE SHACK INC - CLASS A COMMON STOCK
819047101
17919.00000000
NS
USD
1004180.76000000
0.234822221493
Long
EC
US
N
1
N
N
N
CTS CORPORATION
549300YV1HQLBVHOI649
CTS CORP COMMON STOCK
126501105
14282.00000000
NS
USD
534289.62000000
0.124940728289
Long
EC
US
N
1
N
N
N
PEBBLEBROOK HOTEL TRUST
5493004Q1NNH6JXCSI52
PEBBLEBROOK HOTEL TRUST REIT
70509V100
54908.00000000
NS
USD
655052.44000000
0.153180458421
Long
EC
US
N
1
N
N
N
AMERICAN ASSETS TRUST, INC.
N/A
AMERICAN ASSETS TRUST INC REIT
024013104
22084.00000000
NS
USD
391991.00000000
0.091664968192
Long
EC
US
N
1
N
N
N
QUAKER CHEMICAL CORPORATION
549300PJQ1R3WCWCPS54
QUAKER CHEMICAL CORPORATION COMMON STOCK
747316107
6479.00000000
NS
USD
931161.88000000
0.217747152645
Long
EC
US
N
1
N
N
N
SUPERNUS PHARMACEUTICALS, INC.
549300GRM36VBKISYJ58
SUPERNUS PHARMACEUTICALS INC COMMON STOCK
868459108
30437.00000000
NS
USD
725922.45000000
0.169753025681
Long
EC
US
N
1
N
N
N
Enhabit Inc
549300RFQ78SLDFSHF49
ENHABIT INC COMMON STOCK
29332G102
26022.00000000
NS
USD
191782.14000000
0.044847212724
Long
EC
US
N
1
N
N
N
ENCORE WIRE CORPORATION
N/A
ENCORE WIRE CORP COMMON STOCK
292562105
7863.00000000
NS
USD
1406140.29000000
0.328818276331
Long
EC
US
N
1
N
N
N
OPENLANE, INC.
5493004HKD20LBSG7D03
OPENLANE INC COMMON STOCK
48238T109
52506.00000000
NS
USD
705155.58000000
0.164896805824
Long
EC
US
N
1
N
N
N
FIRST HAWAIIAN, INC.
5493002DJSH46F5OLV06
FIRST HAWAIIAN INC COMMON STOCK
32051X108
58147.00000000
NS
USD
1042575.71000000
0.243800672198
Long
EC
US
N
1
N
N
N
BANK OF HAWAII CORPORATION
5493006Q8BQ8AD8M2U33
BANK OF HAWAII CORP COMMON STOCK
062540109
18103.00000000
NS
USD
894107.17000000
0.209082109791
Long
EC
US
N
1
N
N
N-ABLE, INC.
N/A
N-ABLE INC COMMON STOCK
62878D100
35791.00000000
NS
USD
463851.36000000
0.108469123425
Long
EC
US
N
1
N
N
N
INDEPENDENT BANK CORP.
549300C5K3W8THR3GE10
INDEPENDENT BANK CORP/MA COMMON STOCK
453836108
20111.00000000
NS
USD
981416.80000000
0.229498992976
Long
EC
US
N
1
N
N
N
READY CAPITAL CORPORATION
549300MYWGZUG7ZUYO87
READY CAPITAL CORP REIT
75574U101
71994.00000000
NS
USD
678903.42000000
0.158757880666
Long
EC
US
N
1
N
N
N
JOHN WILEY & SONS, INC.
5493003XM719UN7E8P64
WILEY (JOHN) & SONS-CLASS A COMMON STOCK
968223206
19848.00000000
NS
USD
600798.96000000
0.140493576532
Long
EC
US
N
1
N
N
N
ABM INDUSTRIES INCORPORATED
QF02R89VEIOROM77J447
ABM INDUSTRIES INC COMMON STOCK
000957100
30140.00000000
NS
USD
1185707.60000000
0.277271287963
Long
EC
US
N
1
N
N
N
Arlo Technologies Inc
549300T4EUX2OQ75HV52
ARLO TECHNOLOGIES INC COMMON STOCK
04206A101
45509.00000000
NS
USD
386371.41000000
0.090350857566
Long
EC
US
N
1
N
N
N
MGP INGREDIENTS, INC.
2549006OMHFVZ4MS8538
MGP INGREDIENTS INC COMMON STOCK
55303J106
7672.00000000
NS
USD
726231.52000000
0.169825300023
Long
EC
US
N
1
N
N
N
NAVIENT CORPORATION
54930067J0ZNOEBRW338
NAVIENT CORP COMMON STOCK
63938C108
39895.00000000
NS
USD
634729.45000000
0.148428037494
Long
EC
US
N
1
N
N
N
CVB FINANCIAL CORP.
N/A
CVB FINANCIAL CORP COMMON STOCK
126600105
60319.00000000
NS
USD
942182.78000000
0.220324330305
Long
EC
US
N
1
N
N
N
ADVANCED ENERGY INDUSTRIES, INC.
549300756XI3QLFT2U27
ADVANCED ENERGY INDUSTRIES COMMON STOCK
007973100
17166.00000000
NS
USD
1497905.16000000
0.350276993215
Long
EC
US
N
1
N
N
N
CENTURY COMMUNITIES, INC.
5299002QMB2O7ZL1CA26
CENTURY COMMUNITIES INC COMMON STOCK
156504300
14504.00000000
NS
USD
891996.00000000
0.208588424142
Long
EC
US
N
1
N
N
N
JAMES RIVER GROUP HOLDINGS, LTD.
N/A
JAMES RIVER GROUP HOLDINGS L COMMON STOCK
G5005R107
17222.00000000
NS
USD
236802.50000000
0.055374979605
Long
EC
US
N
1
N
N
N
ENOVA INTERNATIONAL, INC.
549300O8XOCQSB49UO63
ENOVA INTERNATIONAL INC COMMON STOCK
29357K103
14029.00000000
NS
USD
559476.52000000
0.130830548177
Long
EC
US
N
1
N
N
N
THRYV HOLDINGS, INC.
N/A
THRYV HOLDINGS INC COMMON STOCK
886029206
14377.00000000
NS
USD
250591.11000000
0.058599371229
Long
EC
US
N
1
N
N
N
HORACE MANN EDUCATORS CORPORATION
254900G5YAV3A2YK8T32
HORACE MANN EDUCATORS COMMON STOCK
440327104
18848.00000000
NS
USD
598047.04000000
0.139850054974
Long
EC
US
N
1
N
N
N
NBT BANCORP INC.
N/A
N B T BANCORP INC COMMON STOCK
628778102
21521.00000000
NS
USD
720307.87000000
0.168440086615
Long
EC
US
N
1
N
N
N
LEMAITRE VASCULAR, INC.
549300FZUBUB7MHY8R17
LEMAITRE VASCULAR INC COMMON STOCK
525558201
10200.00000000
NS
USD
495516.00000000
0.115873727659
Long
EC
US
N
1
N
N
N
BRISTOW GROUP INC.
5493005Q24EN3UC1PV68
BRISTOW GROUP INC COMMON STOCK
11040G103
13525.00000000
NS
USD
353543.50000000
0.082674228955
Long
EC
US
N
1
N
N
N
THE BANCORP, INC.
N/A
BANCORP INC/THE COMMON STOCK
05969A105
24734.00000000
NS
USD
881767.10000000
0.206196451385
Long
EC
US
N
1
N
N
N
THE BUCKLE, INC.
5299007IU0461T3GDL34
BUCKLE INC/THE COMMON STOCK
118440106
13538.00000000
NS
USD
457178.26000000
0.106908655202
Long
EC
US
N
1
N
N
N
BROOKLINE BANCORP, INC.
N/A
BROOKLINE BANCORP INC COMMON STOCK
11373M107
40260.00000000
NS
USD
327716.40000000
0.076634701771
Long
EC
US
N
1
N
N
N
CERENCE INC.
5493002WL2W5WMS89568
CERENCE INC COMMON STOCK
156727109
20273.00000000
NS
USD
310379.63000000
0.072580592186
Long
EC
US
N
1
N
N
N
ONESPAN INC.
549300D67QDZG593UX89
ONESPAN INC COMMON STOCK
68287N100
19896.00000000
NS
USD
157178.40000000
0.036755315904
Long
EC
US
N
1
N
N
N
GMS Inc.
52990057RENOQO4U0D72
GMS INC COMMON STOCK
36251C103
19633.00000000
NS
USD
1148137.84000000
0.268485803461
Long
EC
US
N
1
N
N
N
SITE CENTERS CORP.
W2AVA6SODOQ1LCYJQR54
SITE CENTERS CORP REIT
82981J109
82008.00000000
NS
USD
956213.28000000
0.223605286592
Long
EC
US
N
1
N
N
N
GREEN PLAINS INC.
VJ5WLTHARBSDR14KIZ98
GREEN PLAINS INC COMMON STOCK
393222104
30520.00000000
NS
USD
896677.60000000
0.209683190898
Long
EC
US
N
1
N
N
N
STANDARD MOTOR PRODUCTS, INC.
THGK1EO5B5HK0JHQVZ90
STANDARD MOTOR PRODS COMMON STOCK
853666105
8553.00000000
NS
USD
298756.29000000
0.069862537201
Long
EC
US
N
1
N
N
N
APOLLO COMMERCIAL REAL ESTATE FINANCE, INC.
549300E0AN7M2AQHSY29
APOLLO COMMERCIAL REAL ESTAT REIT
03762U105
59236.00000000
NS
USD
589990.56000000
0.137966090845
Long
EC
US
N
1
N
N
N
LIQUIDITY SERVICES, INC.
5299002AZ4ULSAXN0G81
LIQUIDITY SERVICES INC COMMON STOCK
53635B107
11847.00000000
NS
USD
228291.69000000
0.053384772871
Long
EC
US
N
1
N
N
N
TECHTARGET, INC.
529900YQA5JL2H2VMB84
TECHTARGET COMMON STOCK
87874R100
11708.00000000
NS
USD
294807.44000000
0.068939120057
Long
EC
US
N
1
N
N
N
Marcus & Millichap Inc
549300B2HE8ULXNB1N48
MARCUS & MILLICHAP INC COMMON STOCK
566324109
11551.00000000
NS
USD
331513.70000000
0.077522679770
Long
EC
US
N
1
N
N
N
EARNOUT SHS 15.00
N/A
EARNOUT SHS 15.00 COMMON STOCK
68218J301
3296.09340000
NS
USD
0.00000000
0.000000
Long
EC
US
N
3
N
N
N
MONRO, INC.
N/A
MONRO INC COMMON STOCK
610236101
14292.00000000
NS
USD
354727.44000000
0.082951086899
Long
EC
US
N
1
N
N
N
Cracker Barrel Old Country Store, Inc.
8P4PHQIUWPIECBFBW745
CRACKER BARREL OLD COUNTRY COMMON STOCK
22410J106
10508.00000000
NS
USD
697310.88000000
0.163062365298
Long
EC
US
N
1
N
N
N
PATTERSON-UTI ENERGY, INC.
254900XGFBKIXD6G0697
PATTERSON-UTI ENERGY INC COMMON STOCK
703481101
151219.73600000
NS
USD
1920490.65000000
0.449096316872
Long
EC
US
N
1
N
N
N
ATLANTIC UNION BANKSHARES CORPORATION
N/A
ATLANTIC UNION BANKSHARES CO COMMON STOCK
04911A107
34177.00000000
NS
USD
984639.37000000
0.230252573483
Long
EC
US
N
1
N
N
N
DIAMONDROCK HOSPITALITY COMPANY
529900KKD4BPVBUAQ734
DIAMONDROCK HOSPITALITY CO REIT
252784301
95519.00000000
NS
USD
738361.87000000
0.172661916545
Long
EC
US
N
1
N
N
N
POWELL INDUSTRIES, INC.
549300V08RO7MX2UBN26
POWELL INDUSTRIES INC COMMON STOCK
739128106
4725.00000000
NS
USD
362171.25000000
0.084691781473
Long
EC
US
N
1
N
N
N
MYERS INDUSTRIES, INC.
549300I2H9XMVTCW4Q51
MYERS INDUSTRIES INC COMMON STOCK
628464109
17045.00000000
NS
USD
285844.65000000
0.066843220253
Long
EC
US
N
1
N
N
N
HANMI FINANCIAL CORPORATION
549300MSZ7RCG7EA6587
HANMI FINANCIAL CORPORATION COMMON STOCK
410495204
13956.00000000
NS
USD
204874.08000000
0.047908691849
Long
EC
US
N
1
N
N
N
SM ENERGY COMPANY
84BUTVXV5ODI6BXNMH43
SM ENERGY CO COMMON STOCK
78454L100
56489.00000000
NS
USD
2277636.48000000
0.532612931149
Long
EC
US
N
1
N
N
N
LIGAND PHARMACEUTICALS INCORPORATED
5493008K7TB0IKP37H79
LIGAND PHARMACEUTICALS COMMON STOCK
53220K504
9699.00000000
NS
USD
507160.71000000
0.118596779902
Long
EC
US
N
1
N
N
N
GIBRALTAR INDUSTRIES, INC.
N/A
GIBRALTAR INDUSTRIES INC COMMON STOCK
374689107
14886.00000000
NS
USD
905961.96000000
0.211854288102
Long
EC
US
N
1
N
N
N
AMBAC FINANCIAL GROUP, INC.
5493000UC0RBBNDHI717
AMBAC FINANCIAL GROUP INC COMMON STOCK
023139884
21081.00000000
NS
USD
255712.53000000
0.059796987504
Long
EC
US
N
1
N
N
N
INGEVITY CORPORATION
5493009UTFC4B5IMGF87
INGEVITY CORP COMMON STOCK
45688C107
15486.00000000
NS
USD
623776.08000000
0.145866651358
Long
EC
US
N
1
N
N
N
NORTHWEST BANCSHARES, INC.
N/A
NORTHWEST BANCSHARES INC COMMON STOCK
667340103
57889.00000000
NS
USD
603203.38000000
0.141055837102
Long
EC
US
N
1
N
N
N
BOISE CASCADE COMPANY
549300Z8B8LSRHC7XA55
BOISE CASCADE CO COMMON STOCK
09739D100
18677.00000000
NS
USD
1750968.75000000
0.409454540475
Long
EC
US
N
1
N
N
N
BRADY CORPORATION
549300G2LEQOFQC8GY34
BRADY CORPORATION - CL A COMMON STOCK
104674106
21273.00000000
NS
USD
1094708.58000000
0.255991660946
Long
EC
US
N
1
N
N
N
NEOGENOMICS, INC.
N/A
NEOGENOMICS INC COMMON STOCK
64049M209
61500.00000000
NS
USD
862230.00000000
0.201627806569
Long
EC
US
N
1
N
N
N
EARNOUT SHS 12.50
N/A
EARNOUT SHS 12.50 COMMON STOCK
68218J202
3296.09340000
NS
USD
0.00000000
0.000000
Long
EC
US
N
3
N
N
N
CVR ENERGY, INC.
529900SOYZIXZBTXB558
CVR ENERGY INC COMMON STOCK
12662P108
15604.00000000
NS
USD
511031.00000000
0.119501826216
Long
EC
US
N
1
N
N
N
ADTALEM GLOBAL EDUCATION INC.
549300Z467EZLMODV621
ADTALEM GLOBAL EDUCATION INC COMMON STOCK
00737L103
19488.00000000
NS
USD
1009478.40000000
0.236061045859
Long
EC
US
N
1
N
N
N
SMART GLOBAL HOLDINGS, INC.
529900RDGHQY8XKXPN14
SMART GLOBAL HOLDINGS INC COMMON STOCK
G8232Y101
23856.00000000
NS
USD
326827.20000000
0.076426767177
Long
EC
US
N
1
N
N
N
AMERISAFE, INC
2549002B4EXPBLGMNN22
AMERISAFE INC COMMON STOCK
03071H100
8816.00000000
NS
USD
449351.52000000
0.105078414525
Long
EC
US
N
1
N
N
N
O-I GLASS, INC.
N/A
O-I GLASS INC COMMON STOCK
67098H104
70655.00000000
NS
USD
1091619.75000000
0.255269354813
Long
EC
US
N
1
N
N
N
CLEARWATER PAPER CORPORATION
549300HCVV19GXN4P292
CLEARWATER PAPER CORP COMMON STOCK
18538R103
7651.00000000
NS
USD
258680.31000000
0.060490986752
Long
EC
US
N
1
N
N
N
HELIX ENERGY SOLUTIONS GROUP, INC.
416AP2JOUTCWEGSOZW41
HELIX ENERGY SOLUTIONS GROUP COMMON STOCK
42330P107
71835.00000000
NS
USD
703983.00000000
0.164622604354
Long
EC
US
N
1
N
N
N
HEALTHCARE SERVICES GROUP, INC.
529900GVZ1D2FBYMS719
HEALTHCARE SERVICES GROUP COMMON STOCK
421906108
35435.00000000
NS
USD
336632.50000000
0.078719683373
Long
EC
US
N
1
N
N
N
TOMPKINS FINANCIAL CORPORATION
254900QDQ6V0QJ0Z2348
TOMPKINS FINANCIAL CORP COMMON STOCK
890110109
5720.00000000
NS
USD
286457.60000000
0.066986555284
Long
EC
US
N
1
N
N
N
MOVADO GROUP, INC.
549300WCGCGPWGHVXM59
MOVADO GROUP INC COMMON STOCK
624580106
9026.00000000
NS
USD
251464.36000000
0.058803576003
Long
EC
US
N
1
N
N
N
USANA HEALTH SCIENCES, INC.
549300YTURXE814MAH96
USANA HEALTH SCIENCES INC COMMON STOCK
90328M107
5360.00000000
NS
USD
244148.00000000
0.057092684919
Long
EC
US
N
1
N
N
N
INNOVIVA, INC.
549300ACOX4QTBES6535
INNOVIVA INC COMMON STOCK
45781M101
43467.00000000
NS
USD
539425.47000000
0.126141718942
Long
EC
US
N
1
N
N
N
CARGURUS, INC.
54930027BKQN6B7X7G78
CARGURUS INC COMMON STOCK
141788109
40311.00000000
NS
USD
694558.53000000
0.162418743186
Long
EC
US
N
1
N
N
N
ROGERS CORPORATION
PW0CN80KNFR7RUOOKJ84
ROGERS CORP COMMON STOCK
775133101
7686.00000000
NS
USD
944532.54000000
0.220873808930
Long
EC
US
N
1
N
N
N
RADNET, INC.
529900RECG94V2IZJ970
RADNET INC COMMON STOCK
750491102
30608.00000000
NS
USD
825191.68000000
0.192966596427
Long
EC
US
N
1
N
N
N
THE CHEESECAKE FACTORY INCORPORATED
529900872XMLK10SY247
CHEESECAKE FACTORY INC/THE COMMON STOCK
163072101
22798.00000000
NS
USD
708333.86000000
0.165640029354
Long
EC
US
N
1
N
N
N
DORMAN PRODUCTS, INC.
N/A
DORMAN PRODUCTS INC COMMON STOCK
258278100
12913.00000000
NS
USD
802930.34000000
0.187760902870
Long
EC
US
N
1
N
N
N
AXOS FINANCIAL, INC.
529900D8M56422GK9O25
AXOS FINANCIAL INC COMMON STOCK
05465C100
23904.00000000
NS
USD
861261.12000000
0.201401239239
Long
EC
US
N
1
N
N
N
ATN INTERNATIONAL, INC.
54930013NP7VEU877V56
ATN INTERNATIONAL INC COMMON STOCK
00215F107
5516.00000000
NS
USD
170720.20000000
0.039921992349
Long
EC
US
N
1
N
N
N
ASSURED GUARANTY LTD.
549300BBOQUJEPH87M14
ASSURED GUARANTY LTD COMMON STOCK
G0585R106
25355.00000000
NS
USD
1582152.00000000
0.369977659579
Long
EC
US
N
1
N
N
N
Sun Country Airlines Holdings Inc
549300MOHOJN9GH0NJ48
SUN COUNTRY AIRLINES HOLDING COMMON STOCK
866683105
18462.00000000
NS
USD
240375.24000000
0.056210445466
Long
EC
US
N
1
N
N
N
CALIFORNIA WATER SERVICE GROUP
529900QABDOBU6UVRQ36
CALIFORNIA WATER SERVICE GRP COMMON STOCK
130788102
29199.00000000
NS
USD
1421407.32000000
0.332388388450
Long
EC
US
N
1
N
N
N
LIBERTY ENERGY INC.
N/A
Liberty Energy Inc COMMON STOCK
53115L104
76347.00000000
NS
USD
1504035.90000000
0.351710633495
Long
EC
US
N
1
N
N
N
LUMEN TECHNOLOGIES, INC.
8M3THTGWLTYZVE6BBY25
LUMEN TECHNOLOGIES INC COMMON STOCK
550241103
471089.00000000
NS
USD
687789.94000000
0.160835945145
Long
EC
US
N
1
N
N
N
S & T BANCORP, INC.
N/A
S & T BANCORP INC COMMON STOCK
783859101
17396.00000000
NS
USD
448120.96000000
0.104790654747
Long
EC
US
N
1
N
N
N
COMSTOCK RESOURCES, INC.
I03QQGEA4SS774AURI46
COMSTOCK RESOURCES INC COMMON STOCK
205768302
46172.00000000
NS
USD
581767.20000000
0.136043102733
Long
EC
US
N
1
N
N
N
eXp World Holdings Inc
549300TWVVZC283VEC32
EXP WORLD HOLDINGS INC COMMON STOCK
30212W100
40975.00000000
NS
USD
543738.25000000
0.127150239142
Long
EC
US
N
1
N
N
METHODE ELECTRONICS, INC.
529900VM413LGLUS3F07
METHODE ELECTRONICS INC COMMON STOCK
591520200
16353.00000000
NS
USD
373993.11000000
0.087456259282
Long
EC
US
N
1
N
N
N
ENVIRI CORPORATION
KAO98FK89NPNNPQGUZ43
ENVIRI CORP COMMON STOCK
415864107
40643.00000000
NS
USD
233290.82000000
0.054553792293
Long
EC
US
N
1
N
N
N
THE ST. JOE COMPANY
529900XVHOT3BF8PWG49
ST JOE CO/THE COMMON STOCK
790148100
20642.00000000
NS
USD
962742.88000000
0.225132198119
Long
EC
US
N
1
N
N
N
BRIGHTSPHERE INVESTMENT GROUP INC.
5493004FTLQNQTBOP608
BRIGHTSPHERE INVESTMENT GROU COMMON STOCK
10948W103
14821.00000000
NS
USD
232096.86000000
0.054274591226
Long
EC
US
N
1
N
N
N
AGILITI, INC.
N/A
AGILITI INC COMMON STOCK
00848J104
20432.00000000
NS
USD
115032.16000000
0.026899646388
Long
EC
US
N
1
N
N
N
HILLENBRAND, INC.
U246OE781574J2BUD366
HILLENBRAND INC COMMON STOCK
431571108
33664.00000000
NS
USD
1280241.92000000
0.299377625700
Long
EC
US
N
1
N
N
N
NCR ATLEOS CORPORATION
N/A
NCR ATLEOS CORP COMMON STOCK
63001N106
31223.00000000
NS
USD
688779.38000000
0.161067320320
Long
EC
US
N
1
N
N
N
TRIPADVISOR, INC.
549300XVG45PT5BART17
TRIPADVISOR INC COMMON STOCK
896945201
50207.00000000
NS
USD
741055.32000000
0.173291765211
Long
EC
US
N
1
N
N
N
DONNELLEY FINANCIAL SOLUTIONS, INC.
549300O1NPY4J56QCU04
DONNELLEY FINANCIAL SOLUTION COMMON STOCK
25787G100
11724.00000000
NS
USD
638137.32000000
0.149224949400
Long
EC
US
N
1
N
N
N
WaFd, Inc
N/A
WAFD INC COMMON STOCK
938824109
29495.00000000
NS
USD
727936.60000000
0.170224023728
Long
EC
US
N
1
N
N
N
PRESTIGE CONSUMER HEALTHCARE INC.
N/A
PRESTIGE CONSUMER HEALTHCARE COMMON STOCK
74112D101
25379.00000000
NS
USD
1506497.44000000
0.352286251266
Long
EC
US
N
1
N
N
N
WISDOMTREE, INC.
549300WIU8IS7UFO7871
WISDOMTREE INC COMMON STOCK
97717P104
51872.00000000
NS
USD
321606.40000000
0.075205911428
Long
EC
US
N
1
N
N
N
SPARTANNASH COMPANY
549300TV3QCCSQLF5X16
SPARTANNASH CO COMMON STOCK
847215100
16433.00000000
NS
USD
369578.17000000
0.086423849521
Long
EC
US
N
1
N
N
N
GENTHERM INCORPORATED
HKM6YX1U5JS60TCUB219
GENTHERM INC COMMON STOCK
37253A103
15033.00000000
NS
USD
604627.26000000
0.141388803713
Long
EC
US
N
1
N
N
N
ALAMO GROUP INC.
54930080C93RVZRSDV26
ALAMO GROUP INC COMMON STOCK
011311107
5101.00000000
NS
USD
817690.30000000
0.191212439421
Long
EC
US
N
1
N
N
N
STONEX GROUP INC.
549300JUF07L8VF02M60
STONEX GROUP INC COMMON STOCK
861896108
8149.00000000
NS
USD
776762.68000000
0.181641737579
Long
EC
US
N
1
N
N
N
FIRST BANCORP
N/A
FIRST BANCORP PUERTO RICO COMMON STOCK
318672706
81243.00000000
NS
USD
1084594.05000000
0.253626432993
Long
EC
US
N
1
N
N
N
NORTHERN OIL AND GAS, INC.
OKFF0PIZDDMNH4UCYE51
NORTHERN OIL AND GAS INC COMMON STOCK
665531307
45466.00000000
NS
USD
1743166.44000000
0.407630012621
Long
EC
US
N
1
N
N
N
ARCOSA, INC.
549300WFHLTCZV7D6V29
ARCOSA INC COMMON STOCK
039653100
22999.00000000
NS
USD
1588540.93000000
0.371471676190
Long
EC
US
N
1
N
N
N
INNOSPEC INC.
213800SQBACNY5IWJO68
INNOSPEC INC COMMON STOCK
45768S105
11396.00000000
NS
USD
1116808.00000000
0.261159490390
Long
EC
US
N
1
N
N
N
VIRTUS INVESTMENT PARTNERS, INC.
549300HWF93HB8BDM648
VIRTUS INVESTMENT PARTNERS COMMON STOCK
92828Q109
3107.00000000
NS
USD
572402.61000000
0.133853244179
Long
EC
US
N
1
N
N
N
RAMBUS INC.
2549000211GDCQSLV833
RAMBUS INC COMMON STOCK
750917106
50363.00000000
NS
USD
2736221.79000000
0.639850617358
Long
EC
US
N
1
N
N
N
WORLD ACCEPTANCE CORPORATION
529900M7JQUDCH7Q9153
WORLD ACCEPTANCE CORP COMMON STOCK
981419104
1688.00000000
NS
USD
166470.56000000
0.038928237095
Long
EC
US
N
1
N
N
N
AVANTAX, INC
5299001IO03J69IP6L77
AVANTAX INC COMMON STOCK
095229100
17277.00000000
NS
USD
445919.37000000
0.104275824872
Long
EC
US
N
1
N
N
N
THE GEO GROUP, INC.
54930024XOXET7NQVZ63
GEO GROUP INC/THE COMMON STOCK
36162J106
57728.00000000
NS
USD
504542.72000000
0.117984577147
Long
EC
US
N
1
N
N
N
ADVANSIX INC.
5493009TPRODMCAZLF67
ADVANSIX INC COMMON STOCK
00773T101
12361.00000000
NS
USD
340545.55000000
0.079634728881
Long
EC
US
N
1
N
N
N
MYR GROUP INC.
529900G1IMMZHOQ17I54
MYR GROUP INC/DELAWARE COMMON STOCK
55405W104
8266.00000000
NS
USD
957450.78000000
0.223894669252
Long
EC
US
N
1
N
N
N
JOHN B. SANFILIPPO & SON, INC.
5299007IBEYVXKYDUX28
JOHN B. SANFILIPPO & SON INC COMMON STOCK
800422107
4556.00000000
NS
USD
465896.56000000
0.108947382347
Long
EC
US
N
1
N
N
N
ENERPAC TOOL GROUP CORP.
IZW37BPZKUJE1QXGB081
ENERPAC TOOL GROUP COMMON STOCK
292765104
28272.00000000
NS
USD
800097.60000000
0.187098481993
Long
EC
US
N
1
N
N
N
PC CONNECTION, INC.
5299005WPRNIXDV2KM73
PC CONNECTION INC COMMON STOCK
69318J100
5169.00000000
NS
USD
276955.02000000
0.064764428517
Long
EC
US
N
1
N
N
N
MESA LABORATORIES, INC.
549300ZCG738WLX8ZW79
MESA LABORATORIES INC COMMON STOCK
59064R109
3200.00000000
NS
USD
300256.00000000
0.070213236247
Long
EC
US
N
1
N
N
N
THE GREENBRIER COMPANIES, INC.
5493001GAGGFR30BP390
GREENBRIER COMPANIES INC COMMON STOCK
393657101
15009.00000000
NS
USD
519161.31000000
0.121403055090
Long
EC
US
N
1
N
N
N
Triumph Financial, Inc.
5493003RNRMEVYDZ1Q52
TRIUMPH FINANCIAL INC COMMON STOCK
89679E300
9863.00000000
NS
USD
613971.75000000
0.143573961991
Long
EC
US
N
1
N
N
N
SYLVAMO CORPORATION
5493001AOYU1ZOWOC971
SYLVAMO CORP COMMON STOCK
871332102
16392.00000000
NS
USD
726165.60000000
0.169809884989
Long
EC
US
N
1
N
N
N
U.S. SILICA HOLDINGS, INC.
529900HOXGPM9F75C193
US SILICA HOLDINGS INC COMMON STOCK
90346E103
39525.00000000
NS
USD
477066.75000000
0.111559470662
Long
EC
US
N
1
N
N
N
Energizer Holdings, Inc.
5493000D6NN0V57UME20
ENERGIZER HOLDINGS INC COMMON STOCK
29272W109
32400.00000000
NS
USD
1023192.00000000
0.239267896801
Long
EC
US
N
1
N
N
N
EnPro Industries, Inc.
549300Y5CFT2LKCFDN54
ENPRO INDUSTRIES INC COMMON STOCK
29355X107
10145.00000000
NS
USD
1126703.70000000
0.263473546135
Long
EC
US
N
1
N
N
N
OUTFRONT MEDIA INC.
549300RZWDYU5722I639
OUTFRONT MEDIA INC REIT
69007J106
76896.00000000
NS
USD
750504.96000000
0.175501512246
Long
EC
US
N
1
N
N
N
CORE LABORATORIES INC.
N/A
CORE LABORATORIES INC COMMON STOCK
21867A105
25921.00000000
NS
USD
555227.82000000
0.129837012737
Long
EC
US
N
1
N
N
N
MADISON SQUARE GARDEN SPORTS CORP.
N/A
MADISON SQUARE GARDEN SPORTS COMMON STOCK
55825T103
7644.00000000
NS
USD
1285262.16000000
0.300551581582
Long
EC
US
N
1
N
N
N
GENWORTH FINANCIAL, INC.
549300EMCG286BDNKJ33
GENWORTH FINANCIAL INC-CL A COMMON STOCK
37247D106
211010.00000000
NS
USD
1263949.90000000
0.295567825233
Long
EC
US
N
1
N
N
N
Edgewell Personal Care Company
549300CY8QZDL4Z3RU59
EDGEWELL PERSONAL CARE CO COMMON STOCK
28035Q102
23437.00000000
NS
USD
817951.30000000
0.191273472854
Long
EC
US
N
1
N
N
N
SONOS, INC.
549300WEPU6075I77M08
SONOS INC COMMON STOCK
83570H108
65412.00000000
NS
USD
705141.36000000
0.164893480554
Long
EC
US
N
1
N
N
N
NEXPOINT RESIDENTIAL TRUST, INC.
549300U2J6XVYBF87166
NEXPOINT RESIDENTIAL REIT
65341D102
11354.00000000
NS
USD
306444.46000000
0.071660374036
Long
EC
US
N
1
N
N
N
SANMINA CORPORATION
X5K24XLM8QYRXF00EB42
SANMINA CORP COMMON STOCK
801056102
26076.00000000
NS
USD
1326486.12000000
0.310191580924
Long
EC
US
N
1
N
N
N
PROG Holdings, Inc
549300DHYTLBOVRXIG52
PROG HOLDINGS INC COMMON STOCK
74319R101
21683.00000000
NS
USD
593897.37000000
0.138879677163
Long
EC
US
N
1
N
N
N
DIME COMMUNITY BANCSHARES, INC.
N/A
DIME COMMUNITY BANCSHARES IN COMMON STOCK
25432X102
15997.00000000
NS
USD
294184.83000000
0.068793526088
Long
EC
US
N
1
N
N
N
BADGER METER, INC.
5493002JENE20OGTUG20
BADGER METER INC COMMON STOCK
056525108
13463.00000000
NS
USD
1865298.65000000
0.436189967174
Long
EC
US
N
1
N
N
N
CYTOKINETICS, INCORPORATED
549300BE5DY1HW7IHA64
CYTOKINETICS INC COMMON STOCK
23282W605
47724.00000000
NS
USD
1663658.64000000
0.389037545044
Long
EC
US
N
1
N
N
N
BANKUNITED, INC.
96OVUWEW5D4YX6PFXD91
BANKUNITED INC COMMON STOCK
06652K103
33908.00000000
NS
USD
739533.48000000
0.172935891185
Long
EC
US
N
1
N
N
N
COHU, INC.
529900FJPORJ3JJ2XS33
COHU INC COMMON STOCK
192576106
21747.00000000
NS
USD
655454.58000000
0.153274496678
Long
EC
US
N
1
N
N
N
CERTARA, INC.
N/A
CERTARA INC COMMON STOCK
15687V109
51673.00000000
NS
USD
629893.87000000
0.147297263351
Long
EC
US
N
1
N
N
N
FULTON FINANCIAL CORPORATION
5493005QLZ6O1BNC0C11
FULTON FINANCIAL CORP COMMON STOCK
360271100
74742.00000000
NS
USD
970898.58000000
0.227039364307
Long
EC
US
N
1
N
N
N
InterDigital, Inc.
529900HQAUTC3VI47G64
INTERDIGITAL INC COMMON STOCK
45867G101
12637.00000000
NS
USD
950934.25000000
0.222370814074
Long
EC
US
N
1
N
N
N
MISTER CAR WASH, INC.
N/A
MISTER CAR WASH INC COMMON STOCK
60646V105
46283.00000000
NS
USD
240671.60000000
0.056279747644
Long
EC
US
N
1
N
N
N
ANYWHERE REAL ESTATE INC.
5493004HBTOTE9DI9P12
ANYWHERE REAL ESTATE INC COMMON STOCK
75605Y106
50578.00000000
NS
USD
236199.26000000
0.055233915204
Long
EC
US
N
1
N
N
N
AAON, INC.
549300ZHF0E5VM7PUD37
AAON INC COMMON STOCK
000360206
32505.00000000
NS
USD
1770872.40000000
0.414108901019
Long
EC
US
N
1
N
N
N
THE CHEFS' WAREHOUSE, INC.
549300JYEDC8C547E980
CHEFS' WAREHOUSE INC/THE COMMON STOCK
163086101
18029.00000000
NS
USD
343091.87000000
0.080230171995
Long
EC
US
N
1
N
N
N
CINEMARK HOLDINGS, INC.
549300LL2QMPTYIE0K55
CINEMARK HOLDINGS INC COMMON STOCK
17243V102
51009.00000000
NS
USD
841138.41000000
0.196695652702
Long
EC
US
N
1
N
N
N
CONMED CORPORATION
Z6C0YCECH9DCU5ZIQW84
CONMED CORP COMMON STOCK
207410101
14836.00000000
NS
USD
1445916.56000000
0.338119741223
Long
EC
US
N
1
N
N
N
CAVCO INDUSTRIES, INC.
N/A
CAVCO INDUSTRIES INC COMMON STOCK
149568107
4043.00000000
NS
USD
1008768.93000000
0.235895140149
Long
EC
US
N
1
N
N
N
CITY HOLDING COMPANY
N/A
CITY HOLDING CO COMMON STOCK
177835105
6836.00000000
NS
USD
620572.08000000
0.145117413345
Long
EC
US
N
1
N
N
N
THE E.W. SCRIPPS COMPANY
549300U1OW41QPKYW028
EW SCRIPPS CO/THE-A COMMON STOCK
811054402
26900.00000000
NS
USD
147143.00000000
0.034408592071
Long
EC
US
N
1
N
N
N
DAVE & BUSTER'S ENTERTAINMENT, INC.
529900WTVU85QZLYHR86
DAVE & BUSTER'S ENTERTAINMEN COMMON STOCK
238337109
16548.00000000
NS
USD
578187.12000000
0.135205920453
Long
EC
US
N
1
N
N
N
WOLVERINE WORLD WIDE, INC.
549300OVC7PK14LQ8D87
WOLVERINE WORLD WIDE INC COMMON STOCK
978097103
43195.00000000
NS
USD
347719.75000000
0.081312376620
Long
EC
US
N
1
N
N
N
HILLTOP HOLDINGS INC.
54930010TA543US0PM65
HILLTOP HOLDINGS INC COMMON STOCK
432748101
21051.00000000
NS
USD
581428.62000000
0.135963927638
Long
EC
US
N
1
N
N
N
BLACKSTONE MORTGAGE TRUST, INC.
549300OLDJ20R2Y2UW20
BLACKSTONE MORTGAGE TRU-CL A REIT
09257W100
78516.00000000
NS
USD
1566394.20000000
0.366292783560
Long
EC
US
N
1
N
N
TALOS ENERGY INC.
549300OKFHZ84SFJFT95
TALOS ENERGY INC COMMON STOCK
87484T108
49335.00000000
NS
USD
764692.50000000
0.178819191486
Long
EC
US
N
1
N
N
N
State Street Institutional Government Money Market Fund
N/A
State Street Institutional Government Money Market Fund
857492706
5758266.6
PA
USD
5758266.6
1.346539396913
Long
STIV
US
N
1
N
N
GETTY REALTY CORP.
2549000P1W5SFJWCNP90
GETTY REALTY CORP REIT
374297109
20929.00000000
NS
USD
557129.98000000
0.130281822531
Long
EC
US
N
1
N
N
N
GROUP 1 AUTOMOTIVE, INC.
549300US8QAZJLWYAF63
GROUP 1 AUTOMOTIVE INC COMMON STOCK
398905109
6403.00000000
NS
USD
1615668.99000000
0.377815425809
Long
EC
US
N
1
N
N
N
STEWART INFORMATION SERVICES CORPORATION
529900TV1XI0PLKENU10
STEWART INFORMATION SERVICES COMMON STOCK
860372101
12450.00000000
NS
USD
543691.50000000
0.127139306908
Long
EC
US
N
1
N
N
N
PARK NATIONAL CORPORATION
5493001T01TDELV5OO63
PARK NATIONAL CORP COMMON STOCK
700658107
6549.00000000
NS
USD
664003.11000000
0.155273524030
Long
EC
US
N
1
N
N
N
SAUL CENTERS, INC.
N/A
SAUL CENTERS INC REIT
804395101
5919.00000000
NS
USD
205803.63000000
0.048126062072
Long
EC
US
N
1
N
N
N
PITNEY BOWES INC.
549300N2O26NW4ST6W55
PITNEY BOWES INC COMMON STOCK
724479100
88686.00000000
NS
USD
286455.78000000
0.066986129687
Long
EC
US
N
1
N
N
N
NATIONAL BANK HOLDINGS CORPORATION
N/A
NATIONAL BANK HOLD-CL A COMMON STOCK
633707104
17167.00000000
NS
USD
535267.06000000
0.125169297329
Long
EC
US
N
1
N
N
N
DESIGNER BRANDS INC.
549300X8J6FI8PPRK859
DESIGNER BRANDS INC-CLASS A COMMON STOCK
250565108
22543.00000000
NS
USD
227909.73000000
0.053295453597
Long
EC
US
N
1
N
N
N
Collegium Pharmaceutical, Inc.
54930049FXZMTLW8D496
COLLEGIUM PHARMACEUTICAL INC COMMON STOCK
19459J104
21748.00000000
NS
USD
473236.48000000
0.110663782808
Long
EC
US
N
1
N
N
N
KNOWLES CORPORATION
5493003EO323TDZQU148
KNOWLES CORP COMMON STOCK
49926D109
43002.00000000
NS
USD
558595.98000000
0.130624638676
Long
EC
US
N
1
N
N
N
AZZ INC.
549300HD1X2NFLWPYC83
AZZ INC COMMON STOCK
002474104
12446.00000000
NS
USD
588322.42000000
0.137576005358
Long
EC
US
N
1
N
N
N
M/I HOMES, INC.
5299005M71FH9CCSFB69
M/I HOMES INC COMMON STOCK
55305B101
14199.00000000
NS
USD
1165311.93000000
0.272501871212
Long
EC
US
N
1
N
N
N
TITAN INTERNATIONAL, INC.
254900CXRGBE7C4B5A06
TITAN INTERNATIONAL INC COMMON STOCK
88830M102
25470.00000000
NS
USD
289339.20000000
0.067660401807
Long
EC
US
N
1
N
N
N
OFG BANCORP
549300Q4QEXJ37LEXQ06
OFG BANCORP COMMON STOCK
67103X102
21475.00000000
NS
USD
636089.50000000
0.148746077806
Long
EC
US
N
1
N
N
N
NATIONAL VISION HOLDINGS, INC.
549300JHURCBLI5ROA42
NATIONAL VISION HOLDINGS INC COMMON STOCK
63845R107
36235.00000000
NS
USD
563091.90000000
0.131675985171
Long
EC
US
N
1
N
N
N
PHINIA INC.
254900HG6MORZE1FFM18
PHINIA INC COMMON STOCK
71880K101
21498.00000000
NS
USD
556368.24000000
0.130103693766
Long
EC
US
N
1
N
N
N
COGENT COMMUNICATIONS HOLDINGS, INC.
N/A
COGENT COMMUNICATIONS HOLDIN COMMON STOCK
19239V302
20060.00000000
NS
USD
1303498.80000000
0.304816120884
Long
EC
US
N
1
N
N
N
LGI HOMES, INC.
549300W02B4WNV8CV109
LGI HOMES INC COMMON STOCK
50187T106
10260.00000000
NS
USD
969672.60000000
0.226752675537
Long
EC
US
N
1
N
N
N
VERIS RESIDENTIAL, INC.
254900KTVBRYJCQU2J23
VERIS RESIDENTIAL INC REIT
554489104
42671.00000000
NS
USD
571364.69000000
0.133610532219
Long
EC
US
N
1
N
N
N
CHUY'S HOLDINGS, INC.
N/A
CHUY'S HOLDINGS INC COMMON STOCK
171604101
9196.00000000
NS
USD
309537.36000000
0.072383631917
Long
EC
US
N
1
N
N
N
NU SKIN ENTERPRISES, INC.
54930050DETB6CP71D38
NU SKIN ENTERPRISES INC - A COMMON STOCK
67018T105
22949.00000000
NS
USD
435801.51000000
0.101909818216
Long
EC
US
N
1
N
N
N
KULICKE AND SOFFA INDUSTRIES, INC.
529900H6BEIRBF429744
KULICKE & SOFFA INDUSTRIES COMMON STOCK
501242101
25918.00000000
NS
USD
1078447.98000000
0.252189207875
Long
EC
US
N
1
N
N
N
VIAD CORP
549300PXU4ZW7LPO5Y40
VIAD CORP COMMON STOCK
92552R406
10645.00000000
NS
USD
257928.35000000
0.060315144987
Long
EC
US
N
1
N
N
N
HIBBETT, INC.
529900RD6P643J1CZM55
HIBBETT INC COMMON STOCK
428567101
5835.00000000
NS
USD
268818.45000000
0.062861735776
Long
EC
US
N
1
N
N
N
Shenandoah Telecommunications Company
549300XH3H4OUKFPHS84
SHENANDOAH TELECOMMUNICATION COMMON STOCK
82312B106
24432.00000000
NS
USD
578061.12000000
0.135176456036
Long
EC
US
N
1
N
N
N
J & J SNACK FOODS CORP.
N/A
J & J SNACK FOODS CORP COMMON STOCK
466032109
7451.00000000
NS
USD
1166901.11000000
0.272873492331
Long
EC
US
N
1
N
N
N
MIDDLESEX WATER COMPANY
N/A
MIDDLESEX WATER CO COMMON STOCK
596680108
9799.00000000
NS
USD
622530.47000000
0.145575372219
Long
EC
US
N
1
N
N
N
MERITAGE HOMES CORPORATION
52990044W9UMFJO2FB97
MERITAGE HOMES CORP COMMON STOCK
59001A102
17715.00000000
NS
USD
2019864.30000000
0.472334305669
Long
EC
US
N
1
N
N
N
CORVEL CORPORATION
N/A
CORVEL CORP COMMON STOCK
221006109
4611.00000000
NS
USD
894257.34000000
0.209117226230
Long
EC
US
N
1
N
N
N
SEACOAST BANKING CORPORATION OF FLORIDA
549300V6IC06XYQYPG88
SEACOAST BANKING CORP/FL COMMON STOCK
811707801
38770.00000000
NS
USD
783541.70000000
0.183226974620
Long
EC
US
N
1
N
N
N
A10 NETWORKS, INC.
549300UQD4IWUML81Q35
A10 NETWORKS INC COMMON STOCK
002121101
34428.00000000
NS
USD
374232.36000000
0.087512206596
Long
EC
US
N
1
N
N
N
SENSIENT TECHNOLOGIES CORPORATION
CMMZHMFZQG86EI7WZU92
SENSIENT TECHNOLOGIES CORP COMMON STOCK
81725T100
19252.00000000
NS
USD
1086197.84000000
0.254001470581
Long
EC
US
N
1
N
N
N
MOELIS & COMPANY
549300891QNU7VTQUR83
MOELIS & CO - CLASS A COMMON STOCK
60786M105
31195.00000000
NS
USD
1298959.80000000
0.303754700365
Long
EC
US
N
1
N
N
N
VERITEX HOLDINGS, INC.
549300F3SMOML02SC814
VERITEX HOLDINGS INC COMMON STOCK
923451108
24672.00000000
NS
USD
424851.84000000
0.099349297306
Long
EC
US
N
1
N
N
N
STEPAN COMPANY
IZU1EW9GB3WC7CYCSR17
STEPAN CO COMMON STOCK
858586100
9675.00000000
NS
USD
723690.00000000
0.169230979363
Long
EC
US
N
1
N
N
N
REX AMERICAN RESOURCES CORPORATION
N/A
REX AMERICAN RESOURCES CORP COMMON STOCK
761624105
9813.00000000
NS
USD
372992.13000000
0.087222185541
Long
EC
US
N
1
N
N
N
NEXTGEN HEALTHCARE, INC.
549300N5HIPS1URF0F20
NEXTGEN HEALTHCARE INC COMMON STOCK
65343C102
27373.00000000
NS
USD
654762.16000000
0.153112578019
Long
EC
US
N
1
N
N
N
INSTEEL INDUSTRIES, INC.
52990026LKY4MOX3L174
INSTEEL INDUSTRIES INC COMMON STOCK
45774W108
10067.00000000
NS
USD
280969.97000000
0.065703302788
Long
EC
US
N
1
N
N
N
TRI POINTE HOMES, INC.
N/A
TRI POINTE HOMES INC COMMON STOCK
87265H109
49145.00000000
NS
USD
1231573.70000000
0.287996826554
Long
EC
US
N
1
N
N
N
N/A
N/A
E-MINI RUSS 2000 DEC23 PHYSICAL INDEX FUTURE.
N/A
63.00000000
NC
USD
5255460.00000000
1.228960802006
N/A
DE
US
N
1
GOLDMAN, SACHS & CO.
N/A
Long
Russell 2000 E-mini Composite Index Futures Dec 2023
N/A
N/A
2023-12-18
5402824.98000000
USD
-147364.98000000
N
N
N
FOUR CORNERS PROPERTY TRUST, INC.
549300SVTPZPBDVNER42
FOUR CORNERS PROPERTY TRUST REIT
35086T109
41268.00000000
NS
USD
879008.40000000
0.205551344360
Long
EC
US
N
1
N
N
N
ASBURY AUTOMOTIVE GROUP, INC.
549300JH4DTA7U42GL91
ASBURY AUTOMOTIVE GROUP COMMON STOCK
043436104
9375.00000000
NS
USD
1794093.75000000
0.419539087705
Long
EC
US
N
1
N
N
N
PROASSURANCE CORPORATION
54930015E5J57R675E89
PROASSURANCE CORP COMMON STOCK
74267C106
24261.00000000
NS
USD
412437.00000000
0.096446154341
Long
EC
US
N
1
N
N
N
INTEGER HOLDINGS CORPORATION
549300SUD2ED5XG6X569
INTEGER HOLDINGS CORP COMMON STOCK
45826H109
16061.00000000
NS
USD
1303671.37000000
0.304856475442
Long
EC
US
N
1
N
N
N
KENNAMETAL INC.
549300GZDSG25XUV0Y08
KENNAMETAL INC COMMON STOCK
489170100
38700.00000000
NS
USD
894357.00000000
0.209140531180
Long
EC
US
N
1
N
N
N
GREEN BRICK PARTNERS, INC.
549300R7SCIV7FQI6T56
GREEN BRICK PARTNERS INC COMMON STOCK
392709101
13463.00000000
NS
USD
521018.10000000
0.121837255356
Long
EC
US
N
1
N
N
N
NATIONAL BEVERAGE CORP.
549300O9MZIQJI8TGV17
NATIONAL BEVERAGE CORP COMMON STOCK
635017106
11362.00000000
NS
USD
526969.56000000
0.123228971981
Long
EC
US
N
1
N
N
N
Matson Inc
549300OI5H3Y0I9I4I12
MATSON INC COMMON STOCK
57686G105
16080.00000000
NS
USD
1399764.00000000
0.327327215516
Long
EC
US
N
1
N
N
N
HARMONIC INC.
549300LRGRD8XC9BTL66
HARMONIC INC COMMON STOCK
413160102
51983.00000000
NS
USD
560896.57000000
0.131162619163
Long
EC
US
N
1
N
N
N
ARBOR REALTY TRUST, INC.
549300ASFUWYQO0RW077
ARBOR REALTY TRUST INC REIT
038923108
84982.00000000
NS
USD
1071623.02000000
0.250593228015
Long
EC
US
N
1
N
N
ORASURE TECHNOLOGIES, INC.
529900GNNJPNM4XHXQ77
ORASURE TECHNOLOGIES INC COMMON STOCK
68554V108
37794.00000000
NS
USD
195017.04000000
0.045603676535
Long
EC
US
N
1
N
N
N
INTER PARFUMS, INC.
N/A
INTER PARFUMS INC COMMON STOCK
458334109
8529.00000000
NS
USD
1084121.19000000
0.253515857248
Long
EC
US
N
1
N
N
N
AAR CORP.
MP76T5YQX3YK5VVAQ802
AAR CORP COMMON STOCK
000361105
16500.00000000
NS
USD
979440.00000000
0.229036729024
Long
EC
US
N
1
N
N
N
IRONWOOD PHARMACEUTICALS, INC.
549300PC8MR6QHH6P296
IRONWOOD PHARMACEUTICALS INC COMMON STOCK
46333X108
77796.00000000
NS
USD
697830.12000000
0.163183786754
Long
EC
US
N
1
N
N
N
Proto Labs, Inc.
529900QHG5MGWT2WQQ09
PROTO LABS INC COMMON STOCK
743713109
13697.00000000
NS
USD
323386.17000000
0.075622100984
Long
EC
US
N
1
N
N
N
PENNYMAC MORTGAGE INVESTMENT TRUST
549300BSSOQO1ZWDUJ97
PENNYMAC MORTGAGE INVESTMENT REIT
70931T103
39475.00000000
NS
USD
499358.75000000
0.116772333894
Long
EC
US
N
1
N
N
N
Koppers Holdings Inc.
N/A
KOPPERS HOLDINGS INC COMMON STOCK
50060P106
9540.00000000
NS
USD
348877.80000000
0.081583180328
Long
EC
US
N
1
N
N
N
AMERICAN WOODMARK CORPORATION
5299007PFSDWMA74RB56
AMERICAN WOODMARK CORP COMMON STOCK
030506109
8163.00000000
NS
USD
548798.49000000
0.128333548806
Long
EC
US
N
1
N
N
N
MILLERKNOLL, INC.
U98HXD3PNK7HYU2MU887
MILLERKNOLL INC COMMON STOCK
600544100
35602.00000000
NS
USD
836647.00000000
0.195645360846
Long
EC
US
N
1
N
N
N
ADTRAN HOLDINGS, INC.
549300VV36J86CRRWF77
ADTRAN HOLDINGS INC COMMON STOCK
00486H105
33255.00000000
NS
USD
218485.35000000
0.051091613476
Long
EC
US
N
1
N
N
N
SUNPOWER CORPORATION
549300TXO070764WUH65
SUNPOWER CORP COMMON STOCK
867652406
43919.00000000
NS
USD
187534.13000000
0.043853838637
Long
EC
US
N
1
N
N
VAREX IMAGING CORPORATION
549300CWYWPVCT8E9W67
VAREX IMAGING CORP COMMON STOCK
92214X106
20415.00000000
NS
USD
368490.75000000
0.086169562255
Long
EC
US
N
1
N
N
N
WESTAMERICA BANCORPORATION
N/A
WESTAMERICA BANCORPORATION COMMON STOCK
957090103
12130.00000000
NS
USD
573021.20000000
0.133997898094
Long
EC
US
N
1
N
N
N
ALLEGIANT TRAVEL COMPANY
549300JM9OZXOHWL2K18
ALLEGIANT TRAVEL CO COMMON STOCK
01748X102
6885.00000000
NS
USD
458678.70000000
0.107259524954
Long
EC
US
N
1
N
N
N
Leslie's Inc
N/A
LESLIE'S INC COMMON STOCK
527064109
84017.00000000
NS
USD
415043.98000000
0.097055782467
Long
EC
US
N
1
N
N
N
Pathward Financial, Inc.
5493004X52BH1NBLW813
PATHWARD FINANCIAL INC COMMON STOCK
59100U108
11940.00000000
NS
USD
540762.60000000
0.126454399537
Long
EC
US
N
1
N
N
N
E.L.F. BEAUTY, INC.
549300U2K9TCON25C029
ELF BEAUTY INC COMMON STOCK
26856L103
25543.00000000
NS
USD
2366048.09000000
0.553287506378
Long
EC
US
N
1
N
N
N
Cytek Biosciences Inc
549300K2J28BOC6FBO89
CYTEK BIOSCIENCES INC COMMON STOCK
23285D109
57857.00000000
NS
USD
243577.97000000
0.056959386497
Long
EC
US
N
1
N
N
N
MODIVCARE INC.
549300EFZIFW7F7I0Q28
MODIVCARE INC COMMON STOCK
60783X104
6552.00000000
NS
USD
276756.48000000
0.064718001016
Long
EC
US
N
1
N
N
N
WSFS FINANCIAL CORPORATION
549300SU7VQHD6QRG886
WSFS FINANCIAL CORP COMMON STOCK
929328102
27821.00000000
NS
USD
984863.40000000
0.230304961683
Long
EC
US
N
1
N
N
N
HNI CORPORATION
549300SKRADLC4O5HV93
HNI CORP COMMON STOCK
404251100
21903.00000000
NS
USD
759815.07000000
0.177678630948
Long
EC
US
N
1
N
N
N
PREMIER, INC.
N/A
PREMIER INC-CLASS A COMMON STOCK
74051N102
55701.00000000
NS
USD
1070573.22000000
0.250347737982
Long
EC
US
N
1
N
N
N
NETSCOUT SYSTEMS, INC.
5493005HZXZ3SPNVCV76
NETSCOUT SYSTEMS INC COMMON STOCK
64115T104
32875.00000000
NS
USD
717661.25000000
0.167821188890
Long
EC
US
N
1
N
N
N
IROBOT CORPORATION
5493009PRNKOUKBAT390
IROBOT CORP COMMON STOCK
462726100
14541.00000000
NS
USD
478835.13000000
0.111972996729
Long
EC
US
N
1
N
N
N
PALOMAR HOLDINGS, INC.
549300DOI1MUW11BLX74
PALOMAR HOLDINGS INC COMMON STOCK
69753M105
11656.00000000
NS
USD
583732.48000000
0.136502672797
Long
EC
US
N
1
N
N
N
CORECIVIC, INC.
529900JFA3K6PTLT8B15
CORECIVIC INC COMMON STOCK
21871N101
51740.00000000
NS
USD
657098.00000000
0.153658801527
Long
EC
US
N
1
N
N
N
ELME COMMUNITIES
549300DI34BGS8LVKW95
ELME COMMUNITIES REIT
939653101
39984.00000000
NS
USD
510195.84000000
0.119306528582
Long
EC
US
N
1
N
N
N
NMI HOLDINGS, INC.
529900KNNGFXJX1C3Z08
NMI HOLDINGS INC-CLASS A COMMON STOCK
629209305
37492.00000000
NS
USD
1025406.20000000
0.239785675456
Long
EC
US
N
1
N
N
N
KAISER ALUMINUM CORPORATION
N/A
KAISER ALUMINUM CORP COMMON STOCK
483007704
7574.00000000
NS
USD
430203.20000000
0.100600683802
Long
EC
US
N
1
N
N
N
Clearfield, Inc.
529900M4S2OQ1ADPR537
CLEARFIELD INC COMMON STOCK
18482P103
6090.00000000
NS
USD
146281.80000000
0.034207205125
Long
EC
US
N
1
N
N
N
HAYWARD HOLDINGS, INC.
N/A
HAYWARD HOLDINGS INC COMMON STOCK
421298100
61827.00000000
NS
USD
649183.50000000
0.151808038651
Long
EC
US
N
1
N
N
N
CARS.COM INC.
5493002G6J07LNGX4M98
CARS.COM INC COMMON STOCK
14575E105
28563.00000000
NS
USD
435014.49000000
0.101725777860
Long
EC
US
N
1
N
N
N
SLEEP NUMBER CORPORATION
529900W0TZQLBT2DSS66
SLEEP NUMBER CORP COMMON STOCK
83125X103
10240.00000000
NS
USD
166604.80000000
0.038959628391
Long
EC
US
N
1
N
N
N
BANNER CORPORATION
N/A
BANNER CORPORATION COMMON STOCK
06652V208
15650.00000000
NS
USD
660586.50000000
0.154474568322
Long
EC
US
N
1
N
N
N
DoubleVerify Holdings Inc
N/A
DOUBLEVERIFY HOLDINGS INC COMMON STOCK
25862V105
59184.00000000
NS
USD
1647090.72000000
0.385163226858
Long
EC
US
N
1
N
N
N
UNIFIRST CORPORATION
5493003XBTNWBC8UK019
UNIFIRST CORP/MA COMMON STOCK
904708104
7001.00000000
NS
USD
1151174.43000000
0.269195893554
Long
EC
US
N
1
N
N
N
RETAIL OPPORTUNITY INVESTMENTS CORP.
N/A
RETAIL OPPORTUNITY INVESTMEN REIT
76131N101
57415.00000000
NS
USD
674052.10000000
0.157623425810
Long
EC
US
N
1
N
N
N
HANESBRANDS INC.
GX5LWVWZLL5S4W1L2F20
HANESBRANDS INC COMMON STOCK
410345102
180860.00000000
NS
USD
757803.40000000
0.177208212835
Long
EC
US
N
1
N
N
N
INTERFACE, INC.
549300VXZWQOIDFPU355
INTERFACE INC COMMON STOCK
458665304
29161.00000000
NS
USD
259241.29000000
0.060622168881
Long
EC
US
N
1
N
N
N
APOGEE ENTERPRISES, INC.
549300579S7QW8V4IJ60
APOGEE ENTERPRISES INC COMMON STOCK
037598109
11059.00000000
NS
USD
474652.28000000
0.110994859955
Long
EC
US
N
1
N
N
N
VERRA MOBILITY CORPORATION
549300XX5EKGLR0M4152
VERRA MOBILITY CORP COMMON STOCK
92511U102
80440.00000000
NS
USD
1590298.80000000
0.371882744550
Long
EC
US
N
1
N
N
N
THE ANDERSONS, INC.
L38MWB8MVRFV7HVJPU11
ANDERSONS INC/THE COMMON STOCK
034164103
15170.00000000
NS
USD
760472.10000000
0.177832273848
Long
EC
US
N
1
N
N
N
STEVEN MADDEN, LTD.
549300Z9GZ7GYJWSGF43
STEVEN MADDEN LTD COMMON STOCK
556269108
36644.00000000
NS
USD
1201556.76000000
0.280977528023
Long
EC
US
N
1
N
N
N
VERICEL CORPORATION
54930076YM3PLTDR4B91
VERICEL CORP COMMON STOCK
92346J108
25597.00000000
NS
USD
900502.46000000
0.210577613653
Long
EC
US
N
1
N
N
N
WHITESTONE REIT
N/A
WHITESTONE REIT REIT
966084204
21536.00000000
NS
USD
214283.20000000
0.050108963502
Long
EC
US
N
1
N
N
N
YELP INC.
5299007OU2DOSXPQBO35
YELP INC COMMON STOCK
985817105
31789.00000000
NS
USD
1341177.91000000
0.313627176290
Long
EC
US
N
1
N
N
N
CENTRAL PACIFIC FINANCIAL CORP.
549300W3YEAOZ4KGG849
CENTRAL PACIFIC FINANCIAL CO COMMON STOCK
154760409
12379.00000000
NS
USD
195340.62000000
0.045679343962
Long
EC
US
N
1
N
N
N
AMERICAN EAGLE OUTFITTERS, INC.
5299001Z9HXK01DHW793
AMERICAN EAGLE OUTFITTERS COMMON STOCK
02553E106
85575.00000000
NS
USD
1494995.25000000
0.349596526552
Long
EC
US
N
1
N
N
N
RESIDEO TECHNOLOGIES, INC.
5493006TKFPYISY2DS54
RESIDEO TECHNOLOGIES INC COMMON STOCK
76118Y104
69267.00000000
NS
USD
1002986.16000000
0.234542870765
Long
EC
US
N
1
N
N
N
WABASH NATIONAL CORPORATION
5299004ZAWHQZI5XO485
WABASH NATIONAL CORP COMMON STOCK
929566107
22879.00000000
NS
USD
473366.51000000
0.110694189618
Long
EC
US
N
1
N
N
N
MATTHEWS INTERNATIONAL CORPORATION
549300ZVC5O0ATML6U61
MATTHEWS INTL CORP-CLASS A COMMON STOCK
577128101
15417.00000000
NS
USD
546378.48000000
0.127767642600
Long
EC
US
N
1
N
N
N
RPC, INC.
549300ZDXAFBC3SB4918
RPC INC COMMON STOCK
749660106
45741.00000000
NS
USD
380565.12000000
0.088993088157
Long
EC
US
N
1
N
N
N
JOHN BEAN TECHNOLOGIES CORPORATION
5493007CT6ATBZ2L6826
JOHN BEAN TECHNOLOGIES CORP COMMON STOCK
477839104
15389.00000000
NS
USD
1600763.78000000
0.374329923335
Long
EC
US
N
1
N
N
N
UNITIL CORPORATION
N/A
UNITIL CORP COMMON STOCK
913259107
9508.00000000
NS
USD
434230.36000000
0.101542413315
Long
EC
US
N
1
N
N
N
Xerox Holdings Corp
5493000Y33XDVO2CXC18
XEROX HOLDINGS CORP COMMON STOCK
98421M106
52268.00000000
NS
USD
671121.12000000
0.156938032042
Long
EC
US
N
1
N
N
N
CALAVO GROWERS, INC.
N/A
CALAVO GROWERS INC COMMON STOCK
128246105
9493.00000000
NS
USD
240552.62000000
0.056251924817
Long
EC
US
N
1
N
N
N
CUSHMAN & WAKEFIELD PLC
N/A
CUSHMAN & WAKEFIELD PLC COMMON STOCK
G2717B108
80456.00000000
NS
USD
592960.72000000
0.138660646643
Long
EC
US
N
1
N
N
N
AMERICAN AXLE & MANUFACTURING HOLDINGS, INC.
N/A
AMERICAN AXLE & MFG HOLDINGS COMMON STOCK
024061103
53173.00000000
NS
USD
358917.75000000
0.083930968153
Long
EC
US
N
1
N
N
N
THE HAIN CELESTIAL GROUP, INC.
5493000S8QXWHLIXDP75
HAIN CELESTIAL GROUP INC COMMON STOCK
405217100
44553.00000000
NS
USD
492310.65000000
0.115124173956
Long
EC
US
N
1
N
N
N
Xencor Inc
549300V5IF65437JKG30
XENCOR INC COMMON STOCK
98401F105
32622.00000000
NS
USD
565991.70000000
0.132354087665
Long
EC
US
N
1
N
N
N
LIVENT CORPORATION
254900OOLQ2VNMZTJL47
LIVENT CORP COMMON STOCK
53814L108
82823.00000000
NS
USD
1208387.57000000
0.282574875874
Long
EC
US
N
1
N
N
N
TIMKENSTEEL CORPORATION
549300QZTZWHDE9HJL14
TIMKENSTEEL CORP COMMON STOCK
887399103
18643.00000000
NS
USD
379012.19000000
0.088629943904
Long
EC
US
N
1
N
N
N
TENNANT COMPANY
JYAIRLT8DVP6DP8UT336
TENNANT CO COMMON STOCK
880345103
9367.00000000
NS
USD
695218.74000000
0.162573129712
Long
EC
US
N
1
N
N
N
DYCOM INDUSTRIES, INC.
549300F56EKTHQI3WT60
DYCOM INDUSTRIES INC COMMON STOCK
267475101
14038.00000000
NS
USD
1195756.84000000
0.279621248204
Long
EC
US
N
1
N
N
N
MAXLINEAR, INC.
549300EMOI0SM2IY4F64
MAXLINEAR INC COMMON STOCK
57776J100
34240.00000000
NS
USD
520448.00000000
0.121703940565
Long
EC
US
N
1
N
N
N
PROPETRO HOLDING CORP.
N/A
PROPETRO HOLDING CORP COMMON STOCK
74347M108
45776.00000000
NS
USD
479732.48000000
0.112182837157
Long
EC
US
N
1
N
N
N
JACKSON FINANCIAL INC.
213800WXW2KG1N4CO374
JACKSON FINANCIAL INC-A COMMON STOCK
46817M107
33542.00000000
NS
USD
1231326.82000000
0.287939095005
Long
EC
US
N
1
N
N
N
DINE BRANDS GLOBAL, INC.
529900HKM8OWSHLKJY75
DINE BRANDS GLOBAL INC COMMON STOCK
254423106
7301.00000000
NS
USD
359866.29000000
0.084152779085
Long
EC
US
N
1
N
N
N
HARMONY BIOSCIENCES HOLDINGS, INC.
N/A
HARMONY BIOSCIENCES HOLDINGS COMMON STOCK
413197104
18701.00000000
NS
USD
440221.54000000
0.102943418246
Long
EC
US
N
1
N
N
N
MEDIFAST, INC.
5299000YHQJ21T5KKI80
MEDIFAST INC COMMON STOCK
58470H101
4944.00000000
NS
USD
341927.04000000
0.079957782821
Long
EC
US
N
1
N
N
N
SERVICE PROPERTIES TRUST
529900IS770AG1K9QG27
SERVICE PROPERTIES TRUST REIT
81761L102
81703.00000000
NS
USD
592346.75000000
0.138517073090
Long
EC
US
N
1
N
N
N
CATHAY GENERAL BANCORP
549300K1SLJ8C97H5L68
CATHAY GENERAL BANCORP COMMON STOCK
149150104
33052.00000000
NS
USD
1120793.32000000
0.262091435845
Long
EC
US
N
1
N
N
N
RESOURCES CONNECTION, INC.
N/A
RESOURCES CONNECTION INC COMMON STOCK
76122Q105
14644.00000000
NS
USD
197254.68000000
0.046126936506
Long
EC
US
N
1
N
N
N
QUANEX BUILDING PRODUCTS CORPORATION
5493000TL30VL5WOAW87
QUANEX BUILDING PRODUCTS COMMON STOCK
747619104
16665.00000000
NS
USD
447455.25000000
0.104634982076
Long
EC
US
N
1
N
N
N
FORWARD AIR CORPORATION
N/A
FORWARD AIR CORP COMMON STOCK
349853101
11709.00000000
NS
USD
754176.69000000
0.176360126382
Long
EC
US
N
1
N
N
N
ACADEMY SPORTS AND OUTDOORS, INC.
N/A
ACADEMY SPORTS & OUTDOORS IN COMMON STOCK
00402L107
34838.00000000
NS
USD
1562135.92000000
0.365297007890
Long
EC
US
N
1
N
N
N
VERADIGM INC.
Y68YJHVB1GU4TAU3C223
VERADIGM INC COMMON STOCK
01988P108
52259.00000000
NS
USD
689296.21000000
0.161188178211
Long
EC
US
N
1
N
N
N
JACK IN THE BOX INC.
5493002OJW26P0SUUP68
JACK IN THE BOX INC COMMON STOCK
466367109
9471.00000000
NS
USD
598377.78000000
0.139927396728
Long
EC
US
N
1
N
N
N
BERKSHIRE HILLS BANCORP, INC.
549300AS2OC6UMMBNO37
BERKSHIRE HILLS BANCORP INC COMMON STOCK
084680107
19997.00000000
NS
USD
392141.17000000
0.091700084632
Long
EC
US
N
1
N
N
N
AMN HEALTHCARE SERVICES, INC.
529900W3ARRTCNFH2I39
AMN HEALTHCARE SERVICES INC COMMON STOCK
001744101
17873.00000000
NS
USD
1355845.78000000
0.317057178093
Long
EC
US
N
1
N
N
N
CATALYST PHARMACEUTICALS, INC.
5299004O0R5XXLA5H544
CATALYST PHARMACEUTICALS INC COMMON STOCK
14888U101
52584.00000000
NS
USD
652567.44000000
0.152599354656
Long
EC
US
N
1
N
N
N
N/A
N/A
GOLDMAN SACHS COLLATERAL
N/A
314558.80000000
PA
USD
314558.80000000
0.073557868412
Long
STIV
US
N
2
N
N
N
SKYWEST, INC.
529900UYS2KGS6Z42P09
SKYWEST INC COMMON STOCK
830879102
19681.00000000
NS
USD
829947.77000000
0.194078782264
Long
EC
US
N
1
N
N
N
UNITED COMMUNITY BANKS, INC.
549300GVW0FV66X3U703
UNITED COMMUNITY BANKS/GA COMMON STOCK
90984P303
54157.00000000
NS
USD
1196328.13000000
0.279754841271
Long
EC
US
N
1
N
N
N
Alpha and Omega Semiconductor Ltd
5493001FE7J03YOV2V35
ALPHA & OMEGA SEMICONDUCTOR COMMON STOCK
G6331P104
10596.00000000
NS
USD
251337.12000000
0.058773821619
Long
EC
US
N
1
N
N
N
FRESH DEL MONTE PRODUCE INC.
529900I72V9F0FEZR228
FRESH DEL MONTE PRODUCE INC COMMON STOCK
G36738105
15395.00000000
NS
USD
384875.00000000
0.090000930208
Long
EC
US
N
1
N
N
N
VICTORIA'S SECRET & CO.
5493006T3O70U3UWVF17
VICTORIA'S SECRET & CO COMMON STOCK
926400102
35503.00000000
NS
USD
634793.64000000
0.148443047977
Long
EC
US
N
1
N
N
N
TWO HARBORS INVESTMENT CORP.
549300ZUIBT6KH4HU823
TWO HARBORS INVESTMENT CORP REIT
90187B804
43796.50000000
NS
USD
508477.37000000
0.118904673698
Long
EC
US
N
1
N
N
N
XENIA HOTELS & RESORTS, INC.
54930075IWIPHF5IQL62
XENIA HOTELS & RESORTS INC REIT
984017103
48848.00000000
NS
USD
568102.24000000
0.132847625991
Long
EC
US
N
1
N
N
N
LINDSAY CORPORATION
549300ZFO0QG5H8TPI61
LINDSAY CORP COMMON STOCK
535555106
5423.00000000
NS
USD
677441.16000000
0.158415939100
Long
EC
US
N
1
N
N
N
EZCORP, INC.
5493003K6PG3ZQ7TUQ63
EZCORP INC-CL A COMMON STOCK
302301106
23852.00000000
NS
USD
195586.40000000
0.045736818281
Long
EC
US
N
1
N
N
N
CARETRUST REIT, INC.
5493001NVXE2B9GPLU96
CARETRUST REIT INC REIT
14174T107
47531.00000000
NS
USD
1022867.12000000
0.239191925376
Long
EC
US
N
1
N
N
N
ATI Inc.
ZW1LRE7C3H17O2ZN9B45
ATI Inc COMMON STOCK
01741R102
59432.00000000
NS
USD
2244746.64000000
0.524921820543
Long
EC
US
N
1
N
N
N
Stellar Bancorp, Inc.
54930070P8Z0WHFBB536
STELLAR BANCORP INC COMMON STOCK
858927106
21334.92160000
NS
USD
463821.20000000
0.108462070673
Long
EC
US
N
1
N
N
N
MUELLER INDUSTRIES, INC.
5493005IZFE4VJLLYG84
MUELLER INDUSTRIES INC COMMON STOCK
624756102
53050.00000000
NS
USD
2000515.50000000
0.467809693786
Long
EC
US
N
1
N
N
N
REDWOOD TRUST, INC.
DRBV4N1ERQLEMIF11G78
REDWOOD TRUST INC REIT
758075402
55496.00000000
NS
USD
348514.88000000
0.081498313456
Long
EC
US
N
1
N
N
N
LXP INDUSTRIAL TRUST
549300S4MH2ICXDBFV43
LXP INDUSTRIAL TRUST REIT
529043101
133329.00000000
NS
USD
1054632.39000000
0.246620061390
Long
EC
US
N
1
N
N
N
SPS COMMERCE, INC.
2549006XVF9GCCETDQ72
SPS COMMERCE INC COMMON STOCK
78463M107
17187.00000000
NS
USD
2755763.58000000
0.644420358905
Long
EC
US
N
1
N
N
N
Privia Health Group Inc
N/A
PRIVIA HEALTH GROUP INC COMMON STOCK
74276R102
48793.00000000
NS
USD
1025628.86000000
0.239837743289
Long
EC
US
N
1
N
N
N
AVID TECHNOLOGY, INC.
549300PQGW3DXKJTQ914
AVID TECHNOLOGY INC COMMON STOCK
05367P100
15411.00000000
NS
USD
416405.22000000
0.097374101055
Long
EC
US
N
1
N
N
N
STRIDE, INC.
254900BRWS3AFONWU277
STRIDE INC COMMON STOCK
86333M108
18965.00000000
NS
USD
1042695.70000000
0.243828731209
Long
EC
US
N
1
N
N
N
ALBANY INTERNATIONAL CORP.
L73WCPNCZIRSQGZTW097
ALBANY INTL CORP-CL A COMMON STOCK
012348108
15161.00000000
NS
USD
1237289.21000000
0.289333367552
Long
EC
US
N
1
N
N
N
Owens & Minor, Inc.
549300LMT5KQQXCEZ733
OWENS & MINOR INC COMMON STOCK
690732102
37419.00000000
NS
USD
536214.27000000
0.125390797248
Long
EC
US
N
1
N
N
N
PAPA JOHN'S INTERNATIONAL, INC.
HZYLD3DK5XOX0WBVNB56
PAPA JOHN'S INTL INC COMMON STOCK
698813102
15472.00000000
NS
USD
1005989.44000000
0.235245171496
Long
EC
US
N
1
N
N
N
ELLINGTON FINANCIAL INC.
60GS1D1R1YY5G1W7IT74
ELLINGTON FINANCIAL INC REIT
28852N109
30896.00000000
NS
USD
371678.88000000
0.086915089155
Long
EC
US
N
1
N
N
FORRESTER RESEARCH, INC.
549300UUSFXYLJ80Z897
FORRESTER RESEARCH INC COMMON STOCK
346563109
6053.00000000
NS
USD
140429.60000000
0.032838699912
Long
EC
US
N
1
N
N
N
GLOBAL NET LEASE, INC.
549300NUYANCT5SU8Z65
GLOBAL NET LEASE INC REIT
379378201
90951.00000000
NS
USD
722150.94000000
0.168871078533
Long
EC
US
N
1
N
N
N
ETHAN ALLEN INTERIORS INC.
N/A
ETHAN ALLEN INTERIORS INC COMMON STOCK
297602104
13593.00000000
NS
USD
356952.18000000
0.083471330275
Long
EC
US
N
1
N
N
N
GREEN DOT CORPORATION
N/A
GREEN DOT CORP-CLASS A COMMON STOCK
39304D102
20606.00000000
NS
USD
230375.08000000
0.053871962317
Long
EC
US
N
1
N
N
N
FORTREA HOLDINGS INC.
5493000FIVFABOVCDU97
FORTREA HOLDINGS INC COMMON STOCK
34965K107
43322.00000000
NS
USD
1230344.80000000
0.287709454957
Long
EC
US
N
1
N
N
N
FIRST FINANCIAL BANCORP.
549300D3F5B3EZMY7P77
FIRST FINANCIAL BANCORP COMMON STOCK
320209109
43345.00000000
NS
USD
801882.50000000
0.187515871172
Long
EC
US
N
1
N
N
N
SPX TECHNOLOGIES, INC.
N/A
SPX TECHNOLOGIES INC COMMON STOCK
78473E103
21890.00000000
NS
USD
1753826.80000000
0.410122879958
Long
EC
US
N
1
N
N
N
ALARM.COM HOLDINGS, INC.
549300HIH92U1EKIHZ32
ALARM.COM HOLDINGS INC COMMON STOCK
011642105
23646.00000000
NS
USD
1209019.98000000
0.282722761520
Long
EC
US
N
1
N
N
N
HOSTESS BRANDS, INC.
N/A
HOSTESS BRANDS INC COMMON STOCK
44109J106
62445.00000000
NS
USD
2085663.00000000
0.487720974604
Long
EC
US
N
1
N
N
N
MYRIAD GENETICS, INC.
52990044IHUOUMETT163
MYRIAD GENETICS INC COMMON STOCK
62855J104
42320.00000000
NS
USD
659345.60000000
0.154184390590
Long
EC
US
N
1
N
N
N
BOOT BARN HOLDINGS, INC.
529900QE1BFMYA3N4E71
BOOT BARN HOLDINGS INC COMMON STOCK
099406100
13864.00000000
NS
USD
963548.00000000
0.225320471062
Long
EC
US
N
1
N
N
N
ARMADA HOFFLER PROPERTIES, INC.
549300WQRSIV6XZT9313
ARMADA HOFFLER PROPERTIES IN REIT
04208T108
31105.00000000
NS
USD
309805.80000000
0.072446405154
Long
EC
US
N
1
N
N
N
ESCO TECHNOLOGIES INC.
5493007JJLP5MEWVDH10
ESCO TECHNOLOGIES INC COMMON STOCK
296315104
12521.00000000
NS
USD
1217291.62000000
0.284657039648
Long
EC
US
N
1
N
N
N
SIMULATIONS PLUS, INC.
N/A
SIMULATIONS PLUS INC COMMON STOCK
829214105
8291.00000000
NS
USD
292423.57000000
0.068381664994
Long
EC
US
N
1
N
N
N
VIASAT, INC.
UFC8NYMNFSYIHNSM2I38
VIASAT INC COMMON STOCK
92552V100
34681.00000000
NS
USD
639517.64000000
0.149547729742
Long
EC
US
N
1
N
N
N
SABRE CORPORATION
529900VKCYZW8GZ4WW58
SABRE CORP COMMON STOCK
78573M104
160642.00000000
NS
USD
562247.00000000
0.131478409890
Long
EC
US
N
1
N
N
N
HERITAGE FINANCIAL CORPORATION
N/A
HERITAGE FINANCIAL CORP COMMON STOCK
42722X106
16044.00000000
NS
USD
261035.88000000
0.061041824014
Long
EC
US
N
1
N
N
N
ADVANCE AUTO PARTS, INC.
529900UCNQ5H9FSL0Y70
ADVANCE AUTO PARTS INC COMMON STOCK
00751Y106
27086.00000000
NS
USD
1409284.58000000
0.329553551485
Long
EC
US
N
1
N
N
N
CENTURY ALUMINUM COMPANY
549300U5ODNGEYWKSW73
CENTURY ALUMINUM COMPANY COMMON STOCK
156431108
27736.00000000
NS
USD
183334.96000000
0.042871885520
Long
EC
US
N
1
N
N
N
B. RILEY FINANCIAL, INC.
N/A
B. RILEY FINANCIAL INC COMMON STOCK
05580M108
8109.00000000
NS
USD
293626.89000000
0.068663054846
Long
EC
US
N
1
N
N
UFP TECHNOLOGIES, INC.
549300RJ8LY41HS70C91
UFP TECHNOLOGIES INC COMMON STOCK
902673102
3661.00000000
NS
USD
570823.12000000
0.133483889014
Long
EC
US
N
1
N
N
N
AMERICAN EQUITY INVESTMENT LIFE HOLDING COMPANY
549300RK5RZQ740FPL83
AMERICAN EQUITY INVT LIFE HL COMMON STOCK
025676206
28790.00000000
NS
USD
1524718.40000000
0.356547123885
Long
EC
US
N
1
N
N
N
ESSENTIAL PROPERTIES REALTY TRUST, INC.
2549009LXQLVYCGLZO50
ESSENTIAL PROPERTIES REALTY REIT
29670E107
71087.00000000
NS
USD
1560359.65000000
0.364881636789
Long
EC
US
N
1
N
N
N
ORTHOFIX MEDICAL INC.
N/A
ORTHOFIX MEDICAL INC COMMON STOCK
68752M108
19553.00000000
NS
USD
215865.12000000
0.050478886910
Long
EC
US
N
1
N
N
N
BJ'S RESTAURANTS, INC.
5299000EOW66I1OJNQ23
BJ'S RESTAURANTS INC COMMON STOCK
09180C106
11853.00000000
NS
USD
304859.16000000
0.071289660233
Long
EC
US
N
1
N
N
N
ALEXANDER & BALDWIN, INC.
N/A
ALEXANDER & BALDWIN INC REIT
014491104
33067.00000000
NS
USD
522458.60000000
0.122174108464
Long
EC
US
N
1
N
N
N
PHILLIPS EDISON & COMPANY, INC.
549300JPN4YHYPXTJQ85
PHILLIPS EDISON & COMPANY IN REIT
71844V201
57043.00000000
NS
USD
2014188.33000000
0.471007010885
Long
EC
US
N
1
N
N
N
CARPENTER TECHNOLOGY CORPORATION
DX6I6ZD3X5WNNCDJKP85
CARPENTER TECHNOLOGY COMMON STOCK
144285103
22672.00000000
NS
USD
1421987.84000000
0.332524139902
Long
EC
US
N
1
N
N
N
ARCBEST CORPORATION
5493006S3KBNE8ZS3J23
ARCBEST CORP COMMON STOCK
03937C105
11024.00000000
NS
USD
1200293.12000000
0.280682032666
Long
EC
US
N
1
N
N
N
KORN FERRY
549300FOD20OM0GT5G40
KORN FERRY COMMON STOCK
500643200
24552.00000000
NS
USD
1117607.04000000
0.261346341558
Long
EC
US
N
1
N
N
N
BALCHEM CORPORATION
549300VR70OPMHUI3557
BALCHEM CORP COMMON STOCK
057665200
14872.00000000
NS
USD
1728721.28000000
0.404252090342
Long
EC
US
N
1
N
N
N
BANCFIRST CORPORATION
549300EJEHGBP4IO2J30
BANCFIRST CORP COMMON STOCK
05945F103
6600.00000000
NS
USD
535326.00000000
0.125183080128
Long
EC
US
N
1
N
N
N
MERIT MEDICAL SYSTEMS, INC.
549300OYTY138SP2CE83
MERIT MEDICAL SYSTEMS INC COMMON STOCK
589889104
27406.00000000
NS
USD
1883888.44000000
0.440537088687
Long
EC
US
N
1
N
N
N
COMPASS MINERALS INTERNATIONAL, INC.
2549008X9G8XP7YJGC47
COMPASS MINERALS INTERNATION COMMON STOCK
20451N101
16097.00000000
NS
USD
396630.08000000
0.092749791876
Long
EC
US
N
1
N
N
N
Xperi Inc
N/A
XPERI INC COMMON STOCK
98423J101
21672.00000000
NS
USD
183995.28000000
0.043026297769
Long
EC
US
N
1
N
N
N
STAAR SURGICAL COMPANY
5299006LRHI7OJ8BY308
STAAR SURGICAL CO COMMON STOCK
852312305
23090.00000000
NS
USD
965623.80000000
0.225805885628
Long
EC
US
N
1
N
N
N
HANNON ARMSTRONG SUSTAINABLE INFRASTRUCTURE CAPITAL, INC.
254900ZZRL7MWL1X8E92
HANNON ARMSTRONG SUSTAINABLE REIT
41068X100
49227.00000000
NS
USD
843750.78000000
0.197306541250
Long
EC
US
N
1
N
N
N
CHESAPEAKE UTILITIES CORPORATION
254900WW0FDCKAOCKE74
CHESAPEAKE UTILITIES CORP COMMON STOCK
165303108
9497.00000000
NS
USD
841529.17000000
0.196787029808
Long
EC
US
N
1
N
N
N
VIAVI SOLUTIONS INC.
5493006K3E3N1QOBF092
VIAVI SOLUTIONS INC COMMON STOCK
925550105
101894.00000000
NS
USD
792735.32000000
0.185376852767
Long
EC
US
N
1
N
N
N
FRANKLIN ELECTRIC CO., INC.
RR6AURIKMXUE4Q24G284
FRANKLIN ELECTRIC CO INC COMMON STOCK
353514102
19105.00000000
NS
USD
1656785.60000000
0.387430321937
Long
EC
US
N
1
N
N
N
PDF SOLUTIONS, INC.
549300GMSP6MROFBI160
PDF SOLUTIONS INC COMMON STOCK
693282105
14578.00000000
NS
USD
386754.34000000
0.090440403668
Long
EC
US
N
1
N
N
N
B&G FOODS, INC.
549300TRW1LZMDJZAQ78
B&G FOODS INC COMMON STOCK
05508R106
35678.00000000
NS
USD
287921.46000000
0.067328871002
Long
EC
US
N
1
N
N
JBG SMITH PROPERTIES
N/A
JBG SMITH PROPERTIES REIT
46590V100
42883.00000000
NS
USD
551904.21000000
0.129059804575
Long
EC
US
N
1
N
N
N
PIPER SANDLER COMPANIES
QUQDBTUSOAKFEVMRMF78
PIPER SANDLER COS COMMON STOCK
724078100
6982.00000000
NS
USD
976432.70000000
0.228333488238
Long
EC
US
N
1
N
N
N
PLEXUS CORP.
549300W7HCBI5YT25I79
PLEXUS CORP COMMON STOCK
729132100
12522.00000000
NS
USD
1231163.04000000
0.287900795941
Long
EC
US
N
1
N
N
N
MERCER INTERNATIONAL INC.
549300Z5IAG39VRTY874
MERCER INTERNATIONAL INC COMMON STOCK
588056101
21138.00000000
NS
USD
167835.72000000
0.039247472353
Long
EC
US
N
1
N
N
N
Caleres Inc.
JFU6RQQJ8Z1CPOLBXQ18
CALERES INC COMMON STOCK
129500104
15609.00000000
NS
USD
399278.22000000
0.093369045045
Long
EC
US
N
1
N
N
N
CALLON PETROLEUM COMPANY
549300EFOWPEB0WLZW21
CALLON PETROLEUM CO COMMON STOCK
13123X508
27405.00000000
NS
USD
1023576.75000000
0.239357868501
Long
EC
US
N
1
N
N
N
NORTHFIELD BANCORP, INC.
N/A
NORTHFIELD BANCORP INC COMMON STOCK
66611T108
18123.00000000
NS
USD
155857.80000000
0.036446500760
Long
EC
US
N
1
N
N
N
ITRON, INC.
24F6LSZD18II6ICG6S41
ITRON INC COMMON STOCK
465741106
20944.00000000
NS
USD
1199672.32000000
0.280536861955
Long
EC
US
N
1
N
N
N
M.D.C. HOLDINGS, INC.
5299005FV4VNV75R8R35
MDC HOLDINGS INC COMMON STOCK
552676108
29761.00000000
NS
USD
1129429.95000000
0.264111064904
Long
EC
US
N
1
N
N
N
APOLLO MEDICAL HOLDINGS, INC.
5493008O4R82Q4STJ936
APOLLO MEDICAL HOLDINGS INC COMMON STOCK
03763A207
20395.00000000
NS
USD
636527.95000000
0.148848606959
Long
EC
US
N
1
N
N
N
AMERICAN STATES WATER COMPANY
529900L26LIS2V8PWM23
AMERICAN STATES WATER CO COMMON STOCK
029899101
19100.00000000
NS
USD
1490755.00000000
0.348604967099
Long
EC
US
N
1
N
N
N
MERCURY SYSTEMS, INC.
549300P3B84SGK7HH679
MERCURY SYSTEMS INC COMMON STOCK
589378108
24815.00000000
NS
USD
892843.70000000
0.208786654187
Long
EC
US
N
1
N
N
N
FIRST BANCORP
N/A
FIRST BANCORP/NC COMMON STOCK
318910106
18700.00000000
NS
USD
542674.00000000
0.126901370054
Long
EC
US
N
1
N
N
N
2023-10-31
Catholic Responsible Investments Funds
Paul Ainslie
Paul Ainslie
CCO