0001752724-23-184509.txt : 20230822
0001752724-23-184509.hdr.sgml : 20230822
20230822121233
ACCESSION NUMBER: 0001752724-23-184509
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20230630
FILED AS OF DATE: 20230822
DATE AS OF CHANGE: 20230822
PERIOD START: 20231231
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: NATIONWIDE VARIABLE INSURANCE TRUST
CENTRAL INDEX KEY: 0000353905
IRS NUMBER: 000000000
STATE OF INCORPORATION: DE
FISCAL YEAR END: 1231
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-03213
FILM NUMBER: 231191900
BUSINESS ADDRESS:
STREET 1: ONE NATIONWIDE PLAZA
STREET 2: MAIL CODE 5-02-210
CITY: COLUMBUS
STATE: OH
ZIP: 43215
BUSINESS PHONE: 614-435-5749
MAIL ADDRESS:
STREET 1: ONE NATIONWIDE PLAZA
STREET 2: MAIL CODE 5-02-210
CITY: COLUMBUS
STATE: OH
ZIP: 43215
FORMER COMPANY:
FORMER CONFORMED NAME: GARTMORE VARIABLE INSURANCE TRUST
DATE OF NAME CHANGE: 20020125
FORMER COMPANY:
FORMER CONFORMED NAME: NATIONWIDE SEPARATE ACCOUNT TRUST
DATE OF NAME CHANGE: 19920703
FORMER COMPANY:
FORMER CONFORMED NAME: NATIONWIDE SEPARATE ACCOUNT MONEY MARKET TRUST
DATE OF NAME CHANGE: 19860226
0000353905
S000005418
NVIT Multi-Manager Small Cap Value Fund
C000014739
Class I
C000014740
Class II
C000014742
Class IV
NPORT-P
1
primary_doc.xml
NPORT-P
false
0000353905
XXXXXXXX
S000005418
C000014739
C000014740
C000014742
Nationwide Variable Insurance Trust
811-03213
0000353905
549300WLMVM3JP578846
One Nationwide Plaza Location:N0900
Mail Code 5-02-210T
Columbus
43215
614-435-3820
NVIT Multi-Manager Small Cap Value Fund
S000005418
549300GHI4YV2T0P8Q02
2023-12-31
2023-06-30
N
215908253.48
12048055.36
203860198.12
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
3687673.74000000
UST
Third Coast Bancshares, Inc.
N/A
Third Coast Bancshares, Inc.
88422P109
1560.00000000
NS
USD
24757.20000000
0.012144204816
Long
EC
CORP
US
N
1
N
N
N
Schnitzer Steel Industries, Inc.
549300F62TK8VRDSM285
Schnitzer Steel Industries, Inc., Class A
806882106
24079.00000000
NS
USD
722129.21000000
0.354227660259
Long
EC
CORP
US
N
1
N
N
N
Trinity Industries, Inc.
R1JB4KXN77XFCXOQKV49
Trinity Industries, Inc.
896522109
15260.00000000
NS
USD
392334.60000000
0.192452770878
Long
EC
CORP
US
N
1
N
N
N
Cue Health, Inc.
N/A
Cue Health, Inc.
229790100
4600.00000000
NS
USD
1697.40000000
0.000832629427
Long
EC
CORP
US
N
1
N
N
N
GMS, Inc.
52990057RENOQO4U0D72
GMS, Inc.
36251C103
6170.00000000
NS
USD
426964.00000000
0.209439608092
Long
EC
CORP
US
N
1
N
N
Gulfport Energy Corp.
254900DJRGZBUZ3F5038
Gulfport Energy Corp.
402635502
3990.00000000
NS
USD
419229.30000000
0.205645488362
Long
EC
CORP
US
N
1
N
N
N
Merchants Bancorp
54930008Y0GPVLF81889
Merchants Bancorp
58844R108
8649.00000000
NS
USD
221241.42000000
0.108526049734
Long
EC
CORP
US
N
1
N
N
N
Douglas Elliman, Inc.
549300BXICHPOXA1NO93
Douglas Elliman, Inc.
25961D105
36750.00000000
NS
USD
81585.00000000
0.040020072948
Long
EC
CORP
US
N
1
N
N
N
CREDIT SUISSE NEW YORK BRANCH
549300D0YARF5HYP1809
Treasury Repurchase Agreement
N/A
200000.00000000
PA
USD
200000.00000000
0.098106448362
Long
RA
CORP
US
N
2
Repurchase
Y
5.06000000
2023-07-03
206712.60000000
USD
204086.02020000
USD
UST
N
N
Addus HomeCare Corp.
52990090ZT33AKPDBX62
Addus HomeCare Corp.
006739106
58884.00000000
NS
USD
5458546.80000000
2.677593198838
Long
EC
CORP
US
N
1
N
N
Xerox Holdings Corp.
5493000Y33XDVO2CXC18
Xerox Holdings Corp.
98421M106
88086.00000000
NS
USD
1311600.54000000
0.643382353247
Long
EC
CORP
US
N
1
N
N
N
Athira Pharma, Inc.
N/A
Athira Pharma, Inc.
04746L104
6200.00000000
NS
USD
18290.00000000
0.008971834702
Long
EC
CORP
US
N
1
N
N
N
Zions Bancorp NA
8WH0EE09O9V05QJZ3V89
Zions Bancorp NA
989701107
23142.00000000
NS
USD
621594.12000000
0.304911957180
Long
EC
CORP
US
N
1
N
N
N
Southern First Bancshares, Inc.
N/A
Southern First Bancshares, Inc.
842873101
2801.00000000
NS
USD
69324.75000000
0.034006025030
Long
EC
CORP
US
N
1
N
N
Koppers Holdings, Inc.
N/A
Koppers Holdings, Inc.
50060P106
3102.00000000
NS
USD
105778.20000000
0.051887617580
Long
EC
CORP
US
N
1
N
N
N
Hawaiian Holdings, Inc.
529900TQUS2JVPSSPP86
Hawaiian Holdings, Inc.
419879101
41542.00000000
NS
USD
447407.34000000
0.219467725493
Long
EC
CORP
US
N
1
N
N
N
MidWestOne Financial Group, Inc.
N/A
MidWestOne Financial Group, Inc.
598511103
199.00000000
NS
USD
4252.63000000
0.002086052127
Long
EC
CORP
US
N
1
N
N
N
Resideo Technologies, Inc.
5493006TKFPYISY2DS54
Resideo Technologies, Inc.
76118Y104
39533.00000000
NS
USD
698152.78000000
0.342466448300
Long
EC
CORP
US
N
1
N
N
N
TrueBlue, Inc.
N/A
TrueBlue, Inc.
89785X101
22429.00000000
NS
USD
397217.59000000
0.194848034909
Long
EC
CORP
US
N
1
N
N
N
Landstar System, Inc.
254900CUQXQRL09MEI52
Landstar System, Inc.
515098101
17846.00000000
NS
USD
3436068.84000000
1.685502551104
Long
EC
CORP
US
N
1
N
N
Daktronics, Inc.
549300IOLZ3SG5YUJ288
Daktronics, Inc.
234264109
13737.00000000
NS
USD
87916.80000000
0.043126024996
Long
EC
CORP
US
N
1
N
N
N
Tango Therapeutics, Inc.
N/A
Tango Therapeutics, Inc.
87583X109
17202.00000000
NS
USD
57110.64000000
0.028014610270
Long
EC
CORP
US
N
1
N
N
N
Stoneridge, Inc.
PNBCIH9LE7WI83VJIF08
Stoneridge, Inc.
86183P102
11400.00000000
NS
USD
214890.00000000
0.105410473442
Long
EC
CORP
US
N
1
N
N
N
TrueCar, Inc.
549300KK16488YXWVE52
TrueCar, Inc.
89785L107
33080.00000000
NS
USD
74760.80000000
0.036672582823
Long
EC
CORP
US
N
1
N
N
N
Kyndryl Holdings, Inc.
549300LQ4LWX2R8ZV130
Kyndryl Holdings, Inc.
50155Q100
2750.00000000
NS
USD
36520.00000000
0.017914237470
Long
EC
CORP
US
N
1
N
N
N
HarborOne Bancorp, Inc.
549300CNOEY2QUB7F917
HarborOne Bancorp, Inc.
41165Y100
23385.00000000
NS
USD
202981.80000000
0.099569117400
Long
EC
CORP
US
N
1
N
N
N
Great Lakes Dredge & Dock Corp.
549300H65E3MZ1CX0P05
Great Lakes Dredge & Dock Corp.
390607109
5550.00000000
NS
USD
45288.00000000
0.022215224167
Long
EC
CORP
US
N
1
N
N
N
Xperi, Inc.
N/A
Xperi, Inc.
98423J101
26908.00000000
NS
USD
353840.20000000
0.173570026549
Long
EC
CORP
US
N
1
N
N
N
Mercantile Bank Corp.
P16VZZCKTJ5IONL6XE37
Mercantile Bank Corp.
587376104
2120.00000000
NS
USD
58554.40000000
0.028722821099
Long
EC
CORP
US
N
1
N
N
N
Enstar Group Ltd.
213800AMAL5QFXVUCN04
Enstar Group Ltd.
N/A
15500.00000000
NS
USD
3785720.00000000
1.857017718471
Long
EC
CORP
BM
N
1
N
N
N
WideOpenWest, Inc.
549300RM6J2BWWOFU889
WideOpenWest, Inc.
96758W101
3000.00000000
NS
USD
25320.00000000
0.012420276362
Long
EC
CORP
US
N
1
N
N
N
ICU Medical, Inc.
5493003NRW7LS2QZRH60
ICU Medical, Inc.
44930G107
18600.00000000
NS
USD
3314334.00000000
1.625787687133
Long
EC
CORP
US
N
1
N
N
Northwest Natural Holding Co.
254900PSJL6ZEC8FR782
Northwest Natural Holding Co.
66765N105
12204.00000000
NS
USD
525382.20000000
0.257716908374
Long
EC
CORP
US
N
1
N
N
N
E2open Parent Holdings, Inc.
N/A
E2open Parent Holdings, Inc.
29788T103
338200.00000000
NS
USD
1893920.00000000
0.929028823412
Long
EC
CORP
US
N
1
N
N
N
America's Car-Mart, Inc.
N/A
America's Car-Mart, Inc.
03062T105
30500.00000000
NS
USD
3043290.00000000
1.492831866183
Long
EC
CORP
US
N
1
N
N
N
Financial Institutions, Inc.
N/A
Financial Institutions, Inc.
317585404
6112.00000000
NS
USD
96202.88000000
0.047190614395
Long
EC
CORP
US
N
1
N
N
N
American Axle & Manufacturing Holdings, Inc.
N/A
American Axle & Manufacturing Holdings, Inc.
024061103
114416.00000000
NS
USD
946220.32000000
0.464151574817
Long
EC
CORP
US
N
1
N
N
N
Proto Labs, Inc.
529900QHG5MGWT2WQQ09
Proto Labs, Inc.
743713109
14700.00000000
NS
USD
513912.00000000
0.252090405453
Long
EC
CORP
US
N
1
N
N
N
REX American Resources Corp.
N/A
REX American Resources Corp.
761624105
10353.00000000
NS
USD
360387.93000000
0.176781899224
Long
EC
CORP
US
N
1
N
N
N
Regional Management Corp.
549300S5O87W87JW4146
Regional Management Corp.
75902K106
1920.00000000
NS
USD
58560.00000000
0.028725568080
Long
EC
CORP
US
N
1
N
N
N
Tilly's, Inc.
N/A
Tilly's, Inc., Class A
886885102
11426.00000000
NS
USD
80096.26000000
0.039289797978
Long
EC
CORP
US
N
1
N
N
N
Lands' End, Inc.
54930016WOL7P2P67Q43
Lands' End, Inc.
51509F105
17600.00000000
NS
USD
136576.00000000
0.066994931457
Long
EC
CORP
US
N
1
N
N
N
Scorpio Tankers, Inc.
549300NVJUH16NXG8K87
Scorpio Tankers, Inc.
N/A
19098.00000000
NS
USD
901998.54000000
0.442459365937
Long
EC
CORP
MH
N
1
N
N
N
Trinseo plc
549300TJ3HIGDA2Z8315
Trinseo plc
N/A
19311.00000000
NS
USD
244670.37000000
0.120018705101
Long
EC
CORP
IE
N
1
N
N
N
Trustmark Corp.
5493000HPQ4D2RZ79739
Trustmark Corp.
898402102
2700.00000000
NS
USD
57024.00000000
0.027972110557
Long
EC
CORP
US
N
1
N
N
N
Abercrombie & Fitch Co.
5493000J7LL72TOGT983
Abercrombie & Fitch Co., Class A
002896207
14397.00000000
NS
USD
542478.96000000
0.266103420384
Long
EC
CORP
US
N
1
N
N
N
Radiant Logistics, Inc.
549300HWCW2HBOG4GN20
Radiant Logistics, Inc.
75025X100
13875.00000000
NS
USD
93240.00000000
0.045737226226
Long
EC
CORP
US
N
1
N
N
N
Banc of California, Inc.
549300ZKWUJDP6LJ1X87
Banc of California, Inc.
05990K106
3773.00000000
NS
USD
43691.34000000
0.021432010957
Long
EC
CORP
US
N
1
N
N
N
Northfield Bancorp, Inc.
N/A
Northfield Bancorp, Inc.
66611T108
6713.00000000
NS
USD
73708.74000000
0.036156513473
Long
EC
CORP
US
N
1
N
N
N
Employers Holdings, Inc.
N/A
Employers Holdings, Inc.
292218104
16815.00000000
NS
USD
629049.15000000
0.308568889759
Long
EC
CORP
US
N
1
N
N
N
Tarsus Pharmaceuticals, Inc.
N/A
Tarsus Pharmaceuticals, Inc.
87650L103
6023.00000000
NS
USD
108835.61000000
0.053387375762
Long
EC
CORP
US
N
1
N
N
Apple Hospitality REIT, Inc.
549300EVZAR0FBZO4F16
Apple Hospitality REIT, Inc.
03784Y200
82389.00000000
NS
USD
1244897.79000000
0.610662503755
Long
EC
CORP
US
N
1
N
N
N
Universal Electronics, Inc.
549300ZW9EULAR7T6F89
Universal Electronics, Inc.
913483103
11749.00000000
NS
USD
113025.38000000
0.055442593033
Long
EC
CORP
US
N
1
N
N
N
SiriusPoint Ltd.
549300OGXFI85N3YZZ51
SiriusPoint Ltd.
N/A
12779.00000000
NS
USD
115394.37000000
0.056604659008
Long
EC
CORP
BM
N
1
N
N
N
Nurix Therapeutics, Inc.
N/A
Nurix Therapeutics, Inc.
67080M103
3500.00000000
NS
USD
34965.00000000
0.017151459834
Long
EC
CORP
US
N
1
N
N
N
Navient Corp.
54930067J0ZNOEBRW338
Navient Corp.
63938C108
83263.00000000
NS
USD
1547026.54000000
0.758866396808
Long
EC
CORP
US
N
1
N
N
N
Caribou Biosciences, Inc.
N/A
Caribou Biosciences, Inc.
142038108
22700.00000000
NS
USD
96475.00000000
0.047324098028
Long
EC
CORP
US
N
1
N
N
N
Comtech Telecommunications Corp.
529900FTEZ8MGM0Y8F73
Comtech Telecommunications Corp.
205826209
12841.00000000
NS
USD
117366.74000000
0.057572170086
Long
EC
CORP
US
N
1
N
N
N
Century Therapeutics, Inc.
N/A
Century Therapeutics, Inc.
15673T100
6300.00000000
NS
USD
19908.00000000
0.009765515869
Long
EC
CORP
US
N
1
N
N
QCR Holdings, Inc.
549300MWKWM7KWJVQO33
QCR Holdings, Inc.
74727A104
6533.00000000
NS
USD
268048.99000000
0.131486671980
Long
EC
CORP
US
N
1
N
N
Warrior Met Coal, Inc.
549300152B1S9YKBYV79
Warrior Met Coal, Inc.
93627C101
30975.00000000
NS
USD
1206476.25000000
0.591815499605
Long
EC
CORP
US
N
1
N
N
N
Guaranty Bancshares, Inc.
N/A
Guaranty Bancshares, Inc.
400764106
3052.00000000
NS
USD
82648.16000000
0.040541587206
Long
EC
CORP
US
N
1
N
N
N
Capital City Bank Group, Inc.
254900NVLVUJQZKTQE82
Capital City Bank Group, Inc.
139674105
3672.00000000
NS
USD
112510.08000000
0.055189821768
Long
EC
CORP
US
N
1
N
N
N
Squarespace, Inc.
549300T4QP7KELU8ST60
Squarespace, Inc., Class A
85225A107
25057.00000000
NS
USD
790297.78000000
0.387666541722
Long
EC
CORP
US
N
1
N
N
N
Valhi, Inc.
N/A
Valhi, Inc.
918905209
1451.00000000
NS
USD
18645.35000000
0.009146145334
Long
EC
CORP
US
N
1
N
N
N
Seer, Inc.
N/A
Seer, Inc., Class A
81578P106
26500.00000000
NS
USD
113155.00000000
0.055506175822
Long
EC
CORP
US
N
1
N
N
N
Rayonier Advanced Materials, Inc.
54930053QJ7OUGZG4F72
Rayonier Advanced Materials, Inc.
75508B104
45458.00000000
NS
USD
194560.24000000
0.095438070694
Long
EC
CORP
US
N
1
N
N
N
Dropbox, Inc.
549300JCDF7UAR6TJR51
Dropbox, Inc., Class A
26210C104
35231.00000000
NS
USD
939610.77000000
0.460909377438
Long
EC
CORP
US
N
1
N
N
DXP Enterprises, Inc.
N/A
DXP Enterprises, Inc.
233377407
1220.00000000
NS
USD
44420.20000000
0.021789540287
Long
EC
CORP
US
N
1
N
N
N
Inogen, Inc.
549300J8WJIVTOJ8IH97
Inogen, Inc.
45780L104
24800.00000000
NS
USD
286440.00000000
0.140508055344
Long
EC
CORP
US
N
1
N
N
N
SM Energy Co.
84BUTVXV5ODI6BXNMH43
SM Energy Co.
78454L100
11700.00000000
NS
USD
370071.00000000
0.181531757259
Long
EC
CORP
US
N
1
N
N
Equity Commonwealth
549300YPGVU9PR4L0606
Equity Commonwealth
294628102
59534.00000000
NS
USD
1206158.84000000
0.591659799766
Long
EC
CORP
US
N
1
N
N
N
Virtus Investment Partners, Inc.
549300HWF93HB8BDM648
Virtus Investment Partners, Inc.
92828Q109
14219.00000000
NS
USD
2807825.93000000
1.377329148060
Long
EC
CORP
US
N
1
N
N
N
Marqeta, Inc.
254900UZARK0FMZGZE18
Marqeta, Inc., Class A
57142B104
143734.00000000
NS
USD
699984.58000000
0.343365005261
Long
EC
CORP
US
N
1
N
N
N
Old Second Bancorp, Inc.
549300XVJC1MPUT81C04
Old Second Bancorp, Inc.
680277100
5202.00000000
NS
USD
67938.12000000
0.033325838308
Long
EC
CORP
US
N
1
N
N
N
OraSure Technologies, Inc.
529900GNNJPNM4XHXQ77
OraSure Technologies, Inc.
68554V108
54060.00000000
NS
USD
270840.60000000
0.132856046691
Long
EC
CORP
US
N
1
N
N
N
Community Health Systems, Inc.
N/A
Community Health Systems, Inc.
203668108
15400.00000000
NS
USD
67760.00000000
0.033238464705
Long
EC
CORP
US
N
1
N
N
N
Conduent, Inc.
549300SFJ2D2CYY6CQ11
Conduent, Inc.
206787103
91912.00000000
NS
USD
312500.80000000
0.153291717991
Long
EC
CORP
US
N
1
N
N
N
Midland States Bancorp, Inc.
5493006RHXW9TTBWYC94
Midland States Bancorp, Inc.
597742105
7844.00000000
NS
USD
156174.04000000
0.076608401954
Long
EC
CORP
US
N
1
N
N
N
MacroGenics, Inc.
5493001KJQUA83L8MH79
MacroGenics, Inc.
556099109
8500.00000000
NS
USD
45475.00000000
0.022306953696
Long
EC
CORP
US
N
1
N
N
N
FibroGen, Inc.
549300Q914ULWWY95822
FibroGen, Inc.
31572Q808
3350.00000000
NS
USD
9045.00000000
0.004436864127
Long
EC
CORP
US
N
1
N
N
N
Atlas Energy Solutions, Inc.
N/A
Atlas Energy Solutions, Inc., Class A
04930R107
2350.00000000
NS
USD
40796.00000000
0.020011753336
Long
EC
CORP
US
N
1
N
N
N
Kodiak Sciences, Inc.
254900IXI5NI8C9OQE24
Kodiak Sciences, Inc.
50015M109
8200.00000000
NS
USD
56580.00000000
0.027754314241
Long
EC
CORP
US
N
1
N
N
N
Nektar Therapeutics
5299005I24806IOIYE03
Nektar Therapeutics, Class A
640268108
212308.00000000
NS
USD
122119.56000000
0.059903581535
Long
EC
CORP
US
N
1
N
N
N
CANTOR FITZGERAL & CO
5493004J7H4GCPG6OB62
Government Agency Repurchase Agreement
N/A
7979639.90000000
PA
USD
7979639.90000000
3.914270648997
Long
RA
CORP
US
N
2
Repurchase
Y
5.07000000
2023-07-03
62112083.23990000
USD
7961049.84850000
USD
AMBS
5645.19630000
USD
5446.06860000
USD
ACMO
170953.57100000
USD
172736.79550000
USD
N
N
Taylor Morrison Home Corp.
5299009UDLLGLKOOJE30
Taylor Morrison Home Corp., Class A
87724P106
9292.00000000
NS
USD
453170.84000000
0.222294908068
Long
EC
CORP
US
N
1
N
N
N
Amalgamated Financial Corp.
N/A
Amalgamated Financial Corp.
022671101
5363.00000000
NS
USD
86290.67000000
0.042328355802
Long
EC
CORP
US
N
1
N
N
N
Amerant Bancorp, Inc.
5493007OCZP75TGDUY32
Amerant Bancorp, Inc., Class A
023576101
1000.00000000
NS
USD
17190.00000000
0.008432249236
Long
EC
CORP
US
N
1
N
N
First of Long Island Corp. (The)
N/A
First of Long Island Corp. (The)
320734106
1325.00000000
NS
USD
15926.50000000
0.007812461749
Long
EC
CORP
US
N
1
N
N
N
Mistras Group, Inc.
5493000CMNXVLND3FU73
Mistras Group, Inc.
60649T107
1100.00000000
NS
USD
8492.00000000
0.004165599797
Long
EC
CORP
US
N
1
N
N
N
Vera Bradley, Inc.
52990005Q6LEJKXO7M51
Vera Bradley, Inc.
92335C106
19334.00000000
NS
USD
123544.26000000
0.060602442820
Long
EC
CORP
US
N
1
N
N
N
Consensus Cloud Solutions, Inc.
N/A
Consensus Cloud Solutions, Inc.
20848V105
5520.00000000
NS
USD
171120.00000000
0.083939877218
Long
EC
CORP
US
N
1
N
N
N
ON24, Inc.
N/A
ON24, Inc.
68339B104
6096.00000000
NS
USD
49499.52000000
0.024281110514
Long
EC
CORP
US
N
1
N
N
N
Macatawa Bank Corp.
N/A
Macatawa Bank Corp.
554225102
1488.00000000
NS
USD
13808.64000000
0.006773583135
Long
EC
CORP
US
N
1
N
N
N
Hersha Hospitality Trust
549300DNC58BIN1VO064
Hersha Hospitality Trust, Class A
427825500
37309.00000000
NS
USD
227211.81000000
0.111454718525
Long
EC
CORP
US
N
1
N
N
Carter Bankshares, Inc.
N/A
Carter Bankshares, Inc.
146103106
4632.00000000
NS
USD
68507.28000000
0.033605029638
Long
EC
CORP
US
N
1
N
N
N
Heartland Financial USA, Inc.
549300QF7B0DFZT32C73
Heartland Financial USA, Inc.
42234Q102
3358.00000000
NS
USD
93587.46000000
0.045907666559
Long
EC
CORP
US
N
1
N
N
N
Hillman Solutions Corp.
N/A
Hillman Solutions Corp.
431636109
304400.00000000
NS
USD
2742644.00000000
1.345355309811
Long
EC
CORP
US
N
1
N
N
N
Mercury General Corp.
5493001Q9EXPCEL4W527
Mercury General Corp.
589400100
2640.00000000
NS
USD
79912.80000000
0.039199804933
Long
EC
CORP
US
N
1
N
N
N
Bluebird Bio, Inc.
N/A
Bluebird Bio, Inc.
09609G100
94919.00000000
NS
USD
312283.51000000
0.153185130241
Long
EC
CORP
US
N
1
N
N
Veradigm, Inc.
Y68YJHVB1GU4TAU3C223
Veradigm, Inc.
01988P108
84046.00000000
NS
USD
1058979.60000000
0.519463637220
Long
EC
CORP
US
N
1
N
N
N
OceanFirst Financial Corp.
N/A
OceanFirst Financial Corp.
675234108
6546.00000000
NS
USD
102248.52000000
0.050156195737
Long
EC
CORP
US
N
1
N
N
N
ALLETE, Inc.
549300NNLSIMY6Z8OT86
ALLETE, Inc.
018522300
4410.00000000
NS
USD
255647.70000000
0.125403439395
Long
EC
CORP
US
N
1
N
N
N
Playtika Holding Corp.
254900E35Z4TKA4UFG64
Playtika Holding Corp.
72815L107
10682.00000000
NS
USD
123911.20000000
0.060782438721
Long
EC
CORP
US
N
1
N
N
N
Grand Canyon Education, Inc.
529900XFER799IYOSW74
Grand Canyon Education, Inc.
38526M106
1422.00000000
NS
USD
146764.62000000
0.071992778067
Long
EC
CORP
US
N
1
N
N
N
Aduro Biotech, Inc.
N/A
Aduro Biotech, Inc. CVR
007CVR012
2406.00000000
NS
USD
0.00000000
0.000000
Long
CORP
US
N
3
N
N
Barrett Business Services, Inc.
529900HXB6TMG0SR9Y34
Barrett Business Services, Inc.
068463108
3180.00000000
NS
USD
277296.00000000
0.136022628525
Long
EC
CORP
US
N
1
N
N
N
Kelly Services, Inc.
N/A
Kelly Services, Inc., Class A
488152208
11613.00000000
NS
USD
204504.93000000
0.100316261774
Long
EC
CORP
US
N
1
N
N
N
Turtle Beach Corp.
549300SZRV8U8PXSYI20
Turtle Beach Corp.
900450206
4200.00000000
NS
USD
48930.00000000
0.024001742591
Long
EC
CORP
US
N
1
N
N
N
Cardlytics, Inc.
549300JETJBH94EIPC66
Cardlytics, Inc.
14161W105
7000.00000000
NS
USD
44240.00000000
0.021701146377
Long
EC
CORP
US
N
1
N
N
N
Boise Cascade Co.
549300Z8B8LSRHC7XA55
Boise Cascade Co.
09739D100
21220.00000000
NS
USD
1917227.00000000
0.940461658372
Long
EC
CORP
US
N
1
N
N
N
Chord Energy Corp.
529900FA4V2YNIKZ0M71
Chord Energy Corp.
674215207
0.21300000
NS
USD
32.76000000
0.000016069836
Long
EC
CORP
US
N
1
N
N
N
JELD-WEN Holding, Inc.
529900AXX7CT9GZSCS30
JELD-WEN Holding, Inc.
47580P103
15516.00000000
NS
USD
272150.64000000
0.133498663549
Long
EC
CORP
US
N
1
N
N
N
LendingClub Corp.
549300YC50YO7Y1OJR92
LendingClub Corp.
52603A208
8819.00000000
NS
USD
85985.25000000
0.042178537445
Long
EC
CORP
US
N
1
N
N
N
Sutro Biopharma, Inc.
5493005U6P15VD25P851
Sutro Biopharma, Inc.
869367102
50017.00000000
NS
USD
232579.05000000
0.114087522794
Long
EC
CORP
US
N
1
N
N
N
Parsons Corp.
549300ZXH0VRBSEPX752
Parsons Corp.
70202L102
10938.00000000
NS
USD
526555.32000000
0.258292361557
Long
EC
CORP
US
N
1
N
N
Exelixis, Inc.
254900PJQB59O2O95R37
Exelixis, Inc.
30161Q104
58863.00000000
NS
USD
1124871.93000000
0.551785949574
Long
EC
CORP
US
N
1
N
N
N
Markforged Holding Corp.
N/A
Markforged Holding Corp.
57064N102
3900.00000000
NS
USD
4719.00000000
0.002314821649
Long
EC
CORP
US
N
1
N
N
N
Quanterix Corp.
N/A
Quanterix Corp.
74766Q101
1500.00000000
NS
USD
33825.00000000
0.016592253079
Long
EC
CORP
US
N
1
N
N
N
Fate Therapeutics, Inc.
549300L14Q4UHOODLA90
Fate Therapeutics, Inc.
31189P102
88016.00000000
NS
USD
418956.16000000
0.205511504385
Long
EC
CORP
US
N
1
N
N
N
SecureWorks Corp.
N/A
SecureWorks Corp., Class A
81374A105
4792.00000000
NS
USD
34646.16000000
0.016995058534
Long
EC
CORP
US
N
1
N
N
N
REV Group, Inc.
549300SRD0SIG5ZZ3X20
REV Group, Inc.
749527107
17622.00000000
NS
USD
233667.72000000
0.114621550530
Long
EC
CORP
US
N
1
N
N
N
Castle Biosciences, Inc.
N/A
Castle Biosciences, Inc.
14843C105
10000.00000000
NS
USD
137200.00000000
0.067301023576
Long
EC
CORP
US
N
1
N
N
N
Enanta Pharmaceuticals, Inc.
529900SSN4DODDQSN594
Enanta Pharmaceuticals, Inc.
29251M106
15677.00000000
NS
USD
335487.80000000
0.164567582634
Long
EC
CORP
US
N
1
N
N
N
Eastern Bankshares, Inc.
549300J245MBQU3DO403
Eastern Bankshares, Inc.
27627N105
12050.00000000
NS
USD
147853.50000000
0.072526908814
Long
EC
CORP
US
N
1
N
N
N
ArcBest Corp.
5493006S3KBNE8ZS3J23
ArcBest Corp.
03937C105
14774.00000000
NS
USD
1459671.20000000
0.716015786044
Long
EC
CORP
US
N
1
N
N
N
Cullinan Oncology, Inc.
N/A
Cullinan Oncology, Inc.
230031106
2150.00000000
NS
USD
23134.00000000
0.011347972882
Long
EC
CORP
US
N
1
N
N
N
Verra Mobility Corp.
549300XX5EKGLR0M4152
Verra Mobility Corp., Class A
92511U102
232665.00000000
NS
USD
4588153.80000000
2.250637369291
Long
EC
CORP
US
N
1
N
N
Bluegreen Vacations Holding Corp.
549300HWTUPNFVNT5B06
Bluegreen Vacations Holding Corp., Class A
096308101
5240.00000000
NS
USD
186806.00000000
0.091634365963
Long
EC
CORP
US
N
1
N
N
N
PTC Therapeutics, Inc.
549300UJLWOIWFDGB318
PTC Therapeutics, Inc.
69366J200
17741.00000000
NS
USD
721526.47000000
0.353931996855
Long
EC
CORP
US
N
1
N
N
Great Southern Bancorp, Inc.
5493000ZL7DLNMN1AB26
Great Southern Bancorp, Inc.
390905107
3219.00000000
NS
USD
163299.87000000
0.080103851318
Long
EC
CORP
US
N
1
N
N
Sphere Entertainment Co.
N/A
Sphere Entertainment Co.
55826T102
13060.00000000
NS
USD
357713.40000000
0.175469956028
Long
EC
CORP
US
N
1
N
N
N
American Well Corp.
N/A
American Well Corp., Class A
03044L105
100913.00000000
NS
USD
211917.30000000
0.103952268247
Long
EC
CORP
US
N
1
N
N
N
Waterstone Financial, Inc.
5493002KM21XRC2DCQ02
Waterstone Financial, Inc.
94188P101
9414.00000000
NS
USD
136408.86000000
0.066912943898
Long
EC
CORP
US
N
1
N
N
N
Independent Bank Corp.
N/A
Independent Bank Corp.
453838609
8307.00000000
NS
USD
140886.72000000
0.069109478603
Long
EC
CORP
US
N
1
N
N
N
ePlus, Inc.
529900FFY8AAFJ21NE91
ePlus, Inc.
294268107
87100.00000000
NS
USD
4903730.00000000
2.405437670139
Long
EC
CORP
US
N
1
N
N
N
Cross Country Healthcare, Inc.
54930037L0NBIPZ5S663
Cross Country Healthcare, Inc.
227483104
1083.00000000
NS
USD
30410.64000000
0.014917399414
Long
EC
CORP
US
N
1
N
N
N
UMB Financial Corp.
549300MGEH3N3CUCV828
UMB Financial Corp.
902788108
8064.00000000
NS
USD
491097.60000000
0.240899206676
Long
EC
CORP
US
N
1
N
N
N
Clearwater Paper Corp.
549300HCVV19GXN4P292
Clearwater Paper Corp.
18538R103
14260.00000000
NS
USD
446623.20000000
0.219083079541
Long
EC
CORP
US
N
1
N
N
N
Vector Group Ltd.
549300TUIF4WWN6NDN50
Vector Group Ltd.
92240M108
29005.00000000
NS
USD
371554.05000000
0.182259241100
Long
EC
CORP
US
N
1
N
N
N
Bristow Group, Inc.
5493005Q24EN3UC1PV68
Bristow Group, Inc., Class A
11040G103
3000.00000000
NS
USD
86190.00000000
0.042278973921
Long
EC
CORP
US
N
1
N
N
N
Horace Mann Educators Corp.
254900G5YAV3A2YK8T32
Horace Mann Educators Corp.
440327104
3300.00000000
NS
USD
97878.00000000
0.048012314764
Long
EC
CORP
US
N
1
N
N
N
Skyward Specialty Insurance Group, Inc.
549300GXGXJG0YH4VN21
Skyward Specialty Insurance Group, Inc.
830940102
1320.00000000
NS
USD
33528.00000000
0.016446565003
Long
EC
CORP
US
N
1
N
N
N
NBT Bancorp, Inc.
N/A
NBT Bancorp, Inc.
628778102
2741.00000000
NS
USD
87300.85000000
0.042823881662
Long
EC
CORP
US
N
1
N
N
N
Leslie's, Inc.
N/A
Leslie's, Inc.
527064109
208000.00000000
NS
USD
1953120.00000000
0.958068332127
Long
EC
CORP
US
N
1
N
N
Duluth Holdings, Inc.
549300B6G8G3WGHFYU15
Duluth Holdings, Inc., Class B
26443V101
7300.00000000
NS
USD
45844.00000000
0.022487960093
Long
EC
CORP
US
N
1
N
N
N
Informatica, Inc.
N/A
Informatica, Inc., Class A
45674M101
20352.00000000
NS
USD
376512.00000000
0.184691275429
Long
EC
CORP
US
N
1
N
N
Resources Connection, Inc.
N/A
Resources Connection, Inc.
76122Q105
12238.00000000
NS
USD
192258.98000000
0.094309228467
Long
EC
CORP
US
N
1
N
N
N
Berkshire Hills Bancorp, Inc.
549300AS2OC6UMMBNO37
Berkshire Hills Bancorp, Inc.
084680107
18504.00000000
NS
USD
383587.92000000
0.188162242329
Long
EC
CORP
US
N
1
N
N
N
Greenlight Capital Re Ltd.
549300Q9HRIFA2BGHJ51
Greenlight Capital Re Ltd., Class A
N/A
8196.00000000
NS
USD
86344.86000000
0.042354937744
Long
EC
CORP
KY
N
1
N
N
N
Bandwidth, Inc.
549300QC70JB7MUGXM66
Bandwidth, Inc., Class A
05988J103
27702.00000000
NS
USD
378963.36000000
0.185893746545
Long
EC
CORP
US
N
1
N
N
N
CareDx, Inc.
549300NQOFKL9NON0U06
CareDx, Inc.
14167L103
38100.00000000
NS
USD
323850.00000000
0.158858866510
Long
EC
CORP
US
N
1
N
N
N
Manitowoc Co., Inc. (The)
2RTSLGQ89VMY18RHX631
Manitowoc Co., Inc. (The)
563571405
38133.00000000
NS
USD
718044.39000000
0.352223924347
Long
EC
CORP
US
N
1
N
N
N
Cooper-Standard Holdings, Inc.
549300VVOH2RQP5YMB08
Cooper-Standard Holdings, Inc.
21676P103
2250.00000000
NS
USD
32085.00000000
0.015738726978
Long
EC
CORP
US
N
1
N
N
N
Universal Insurance Holdings, Inc.
529900GGAZ6WVUCWQM46
Universal Insurance Holdings, Inc.
91359V107
22026.00000000
NS
USD
339861.18000000
0.166712866530
Long
EC
CORP
US
N
1
N
N
SeaWorld Entertainment, Inc.
529900G0H4NV3IIK3269
SeaWorld Entertainment, Inc.
81282V100
16823.00000000
NS
USD
942256.23000000
0.462207060863
Long
EC
CORP
US
N
1
N
N
N
Avanos Medical, Inc.
549300YCXWOM7NEWMQ58
Avanos Medical, Inc.
05350V106
2560.00000000
NS
USD
65433.60000000
0.032097290497
Long
EC
CORP
US
N
1
N
N
N
UniFirst Corp.
5493003XBTNWBC8UK019
UniFirst Corp.
904708104
13350.00000000
NS
USD
2069383.50000000
1.015099327423
Long
EC
CORP
US
N
1
N
N
N
Element Solutions, Inc.
549300FLGN6P5CU20J91
Element Solutions, Inc.
28618M106
209588.00000000
NS
USD
4024089.60000000
1.973945692739
Long
EC
CORP
US
N
1
N
N
N
Laureate Education, Inc.
5JL7TMOH5TY3IUYSUP91
Laureate Education, Inc.
518613203
32012.00000000
NS
USD
387025.08000000
0.189848280129
Long
EC
CORP
US
N
1
N
N
N
Ryerson Holding Corp.
549300JMA41B3ZHOVE45
Ryerson Holding Corp.
783754104
17648.00000000
NS
USD
765570.24000000
0.375536886091
Long
EC
CORP
US
N
1
N
N
Byline Bancorp, Inc.
549300W7ODP4YL2H4823
Byline Bancorp, Inc.
124411109
3301.00000000
NS
USD
59715.09000000
0.029292176967
Long
EC
CORP
US
N
1
N
N
N
Xenia Hotels & Resorts, Inc.
54930075IWIPHF5IQL62
Xenia Hotels & Resorts, Inc.
984017103
53200.00000000
NS
USD
654892.00000000
0.321245640904
Long
EC
CORP
US
N
1
N
N
N
Herbalife Ltd.
549300BA7TYPBSZZIA41
Herbalife Ltd.
N/A
3012.00000000
NS
USD
39878.88000000
0.019561876407
Long
EC
CORP
KY
N
1
N
N
N
First Business Financial Services, Inc.
549300BXKLW2T50TKU95
First Business Financial Services, Inc.
319390100
764.00000000
NS
USD
22530.36000000
0.011051867999
Long
EC
CORP
US
N
1
N
N
N
First Savings Financial Group, Inc.
549300BD6X6E6468JI14
First Savings Financial Group, Inc.
33621E109
865.00000000
NS
USD
11418.00000000
0.005600897137
Long
EC
CORP
US
N
1
N
N
N
DocGo, Inc.
N/A
DocGo, Inc.
256086109
156576.00000000
NS
USD
1467117.12000000
0.719668249874
Long
EC
CORP
US
N
1
N
N
N
First Internet Bancorp
549300T25MP2M92XU194
First Internet Bancorp
320557101
7909.00000000
NS
USD
117448.65000000
0.057612349582
Long
EC
CORP
US
N
1
N
N
N
Jackson Financial, Inc.
213800WXW2KG1N4CO374
Jackson Financial, Inc., Class A
46817M107
36451.00000000
NS
USD
1115765.11000000
0.547318760743
Long
EC
CORP
US
N
1
N
N
Adient plc
5493002QLDY8O75RTR78
Adient plc
N/A
20440.00000000
NS
USD
783260.80000000
0.384214676147
Long
EC
CORP
IE
N
1
N
N
N
Nature's Sunshine Products, Inc.
N/A
Nature's Sunshine Products, Inc.
639027101
3570.00000000
NS
USD
48730.50000000
0.023903881409
Long
EC
CORP
US
N
1
N
N
N
PERSHING LLC
ZI8Q1A8EI8LQFJNM0D94
Government Agency Repurchase Agreement
N/A
3000000.00000000
PA
USD
3000000.00000000
1.471596725435
Long
RA
CORP
US
N
2
Repurchase
Y
5.08000000
2023-07-03
55991.77790000
USD
40556.08950000
USD
UST
11547752.84400000
USD
3019443.91940000
USD
AMBS
N
N
Fresh Del Monte Produce, Inc.
529900I72V9F0FEZR228
Fresh Del Monte Produce, Inc.
N/A
1617.00000000
NS
USD
41573.07000000
0.020392931226
Long
EC
CORP
KY
N
1
N
N
N
1stdibs.com, Inc.
N/A
1stdibs.com, Inc.
320551104
9623.00000000
NS
USD
35990.02000000
0.017654265193
Long
EC
CORP
US
N
1
N
N
N
National Vision Holdings, Inc.
549300JHURCBLI5ROA42
National Vision Holdings, Inc.
63845R107
38989.00000000
NS
USD
947042.81000000
0.464555032681
Long
EC
CORP
US
N
1
N
N
N
VOXX International Corp.
EC1QKSEOVR96PYJPNS25
VOXX International Corp., Class A
91829F104
1184.00000000
NS
USD
14776.32000000
0.007248261375
Long
EC
CORP
US
N
1
N
N
N
Capstar Financial Holdings, Inc.
N/A
Capstar Financial Holdings, Inc.
14070T102
7212.00000000
NS
USD
88491.24000000
0.043407806337
Long
EC
CORP
US
N
1
N
N
N
2U, Inc.
5493008RVTXVR43PYF84
2U, Inc.
90214J101
66629.00000000
NS
USD
268514.87000000
0.131715201140
Long
EC
CORP
US
N
1
N
N
N
Unisys Corp.
549300T21W22FIJJOW08
Unisys Corp.
909214306
47591.00000000
NS
USD
189412.18000000
0.092912781281
Long
EC
CORP
US
N
1
N
N
N
CNO Financial Group, Inc.
11XPYHB76MPM4Y4P2897
CNO Financial Group, Inc.
12621E103
61352.00000000
NS
USD
1452201.84000000
0.712351824138
Long
EC
CORP
US
N
1
N
N
N
Deciphera Pharmaceuticals, Inc.
529900QR4WAPYY0CBF25
Deciphera Pharmaceuticals, Inc.
24344T101
17725.00000000
NS
USD
249568.00000000
0.122421150524
Long
EC
CORP
US
N
1
N
N
N
Bioventus, Inc.
N/A
Bioventus, Inc., Class A
09075A108
1000.00000000
NS
USD
2890.00000000
0.001417638178
Long
EC
CORP
US
N
1
N
N
N
Selectquote, Inc.
549300BV28BWDIN9SP24
Selectquote, Inc.
816307300
24238.00000000
NS
USD
47264.10000000
0.023184564930
Long
EC
CORP
US
N
1
N
N
N
American Woodmark Corp.
5299007PFSDWMA74RB56
American Woodmark Corp.
030506109
45100.00000000
NS
USD
3444287.00000000
1.689533823553
Long
EC
CORP
US
N
1
N
N
N
Hanmi Financial Corp.
549300MSZ7RCG7EA6587
Hanmi Financial Corp.
410495204
18795.00000000
NS
USD
280609.35000000
0.137647933528
Long
EC
CORP
US
N
1
N
N
N
Nuvation Bio, Inc.
N/A
Nuvation Bio, Inc.
67080N101
5100.00000000
NS
USD
9180.00000000
0.004503085979
Long
EC
CORP
US
N
1
N
N
Atea Pharmaceuticals, Inc.
N/A
Atea Pharmaceuticals, Inc.
04683R106
13200.00000000
NS
USD
49368.00000000
0.024216595713
Long
EC
CORP
US
N
1
N
N
N
Focus Financial Partners, Inc.
5493006FFJCGLZ246V12
Focus Financial Partners, Inc., Class A
34417P100
50300.00000000
NS
USD
2641253.00000000
1.295619755282
Long
EC
CORP
US
N
1
N
N
N
FB Financial Corp.
5493000B2LD2C2A6C435
FB Financial Corp.
30257X104
9159.00000000
NS
USD
256909.95000000
0.126022613717
Long
EC
CORP
US
N
1
N
N
N
SP Plus Corp.
0IDE18EMH1CUKQCUYE69
SP Plus Corp.
78469C103
40600.00000000
NS
USD
1587866.00000000
0.778899468676
Long
EC
CORP
US
N
1
N
N
N
Investar Holding Corp.
54930001EK2YM28LOJ08
Investar Holding Corp.
46134L105
1360.00000000
NS
USD
16469.60000000
0.008078869809
Long
EC
CORP
US
N
1
N
N
N
Health Catalyst, Inc.
549300223PL6GWKVJG92
Health Catalyst, Inc.
42225T107
65509.00000000
NS
USD
818862.50000000
0.401678457860
Long
EC
CORP
US
N
1
N
N
N
Associated Banc-Corp.
549300N3CIN473IW5094
Associated Banc-Corp.
045487105
61309.00000000
NS
USD
995045.07000000
0.488101688890
Long
EC
CORP
US
N
1
N
N
N
Grocery Outlet Holding Corp.
N/A
Grocery Outlet Holding Corp.
39874R101
96534.00000000
NS
USD
2954905.74000000
1.449476536984
Long
EC
CORP
US
N
1
N
N
Genesco, Inc.
549300VY2Q511P1K5P56
Genesco, Inc.
371532102
3067.00000000
NS
USD
76797.68000000
0.037671738136
Long
EC
CORP
US
N
1
N
N
N
Paysafe Ltd.
N/A
Paysafe Ltd.
N/A
35061.00000000
NS
USD
353765.49000000
0.173533378885
Long
EC
CORP
BM
N
1
N
N
N
Hain Celestial Group, Inc. (The)
5493000S8QXWHLIXDP75
Hain Celestial Group, Inc. (The)
405217100
18550.00000000
NS
USD
232060.50000000
0.113833157300
Long
EC
CORP
US
N
1
N
N
N
Sunstone Hotel Investors, Inc.
529900ZQ2V52V96ATF67
Sunstone Hotel Investors, Inc.
867892101
93541.00000000
NS
USD
946634.92000000
0.464354949484
Long
EC
CORP
US
N
1
N
N
N
Ollie's Bargain Outlet Holdings, Inc.
529900YO5DSQCPEFDZ05
Ollie's Bargain Outlet Holdings, Inc.
681116109
42200.00000000
NS
USD
2444646.00000000
1.199177682816
Long
EC
CORP
US
N
1
N
N
Agios Pharmaceuticals, Inc.
529900ONJHY8EOGYT555
Agios Pharmaceuticals, Inc.
00847X104
21335.00000000
NS
USD
604207.20000000
0.296383112334
Long
EC
CORP
US
N
1
N
N
Teekay Tankers Ltd.
549300DE8ZAIYS2T6Q22
Teekay Tankers Ltd., Class A
N/A
19220.00000000
NS
USD
734780.60000000
0.360433574957
Long
EC
CORP
MH
N
1
N
N
N
Outbrain, Inc.
549300TNEHRXPVGWVW07
Outbrain, Inc.
69002R103
3600.00000000
NS
USD
17712.00000000
0.008688307066
Long
EC
CORP
US
N
1
N
N
N
2seventy bio, Inc.
N/A
2seventy bio, Inc.
901384107
28742.00000000
NS
USD
290869.04000000
0.142680642264
Long
EC
CORP
US
N
1
N
N
TuSimple Holdings, Inc.
N/A
TuSimple Holdings, Inc., Class A
90089L108
48779.00000000
NS
USD
80973.14000000
0.039719935890
Long
EC
CORP
US
N
1
N
N
N
Pebblebrook Hotel Trust
5493004Q1NNH6JXCSI52
Pebblebrook Hotel Trust
70509V100
47487.00000000
NS
USD
661968.78000000
0.324717029662
Long
EC
CORP
US
N
1
N
N
N
API Group Corp.
213800NZT1VX6PZ7BT53
API Group Corp.
00187Y100
129100.00000000
NS
USD
3519266.00000000
1.726313440512
Long
EC
CORP
US
N
1
N
N
N
Tenet Healthcare Corp.
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp.
88033G407
1085.00000000
NS
USD
88297.30000000
0.043312672514
Long
EC
CORP
US
N
1
N
N
N
Veritex Holdings, Inc.
549300F3SMOML02SC814
Veritex Holdings, Inc.
923451108
9140.00000000
NS
USD
163880.20000000
0.080388521894
Long
EC
CORP
US
N
1
N
N
N
AerSale Corp.
N/A
AerSale Corp.
00810F106
5172.00000000
NS
USD
76028.40000000
0.037294381493
Long
EC
CORP
US
N
1
N
N
N
Dana, Inc.
KVWHW7YLZPFJM8QYNJ51
Dana, Inc.
235825205
72980.00000000
NS
USD
1240660.00000000
0.608583731126
Long
EC
CORP
US
N
1
N
N
N
First Bancorp
N/A
First Bancorp
318672706
57007.00000000
NS
USD
696625.54000000
0.341717287839
Long
EC
CORP
PR
N
1
N
N
N
Five Star Bancorp
5493008ZRBIHKWC0JA73
Five Star Bancorp
33830T103
1000.00000000
NS
USD
22370.00000000
0.010973206249
Long
EC
CORP
US
N
1
N
N
N
GoPro, Inc.
549300CQJMLT21SZFL16
GoPro, Inc., Class A
38268T103
143267.00000000
NS
USD
593125.38000000
0.290947122326
Long
EC
CORP
US
N
1
N
N
N
Stewart Information Services Corp.
529900TV1XI0PLKENU10
Stewart Information Services Corp.
860372101
1587.00000000
NS
USD
65289.18000000
0.032026447831
Long
EC
CORP
US
N
1
N
N
N
Goodyear Tire & Rubber Co. (The)
5493002BI0S2ZQUY3437
Goodyear Tire & Rubber Co. (The)
382550101
116060.00000000
NS
USD
1587700.80000000
0.778818432750
Long
EC
CORP
US
N
1
N
N
N
AnaptysBio, Inc.
529900HH4WQT03IG1A12
AnaptysBio, Inc.
032724106
15749.00000000
NS
USD
320334.66000000
0.157134478899
Long
EC
CORP
US
N
1
N
N
N
Chimerix, Inc.
5299002IR2GXUBEPKS66
Chimerix, Inc.
16934W106
26500.00000000
NS
USD
32065.00000000
0.015728916333
Long
EC
CORP
US
N
1
N
N
N
Global Industrial Co.
5493000GO8Z3HEWCGE46
Global Industrial Co.
37892E102
2466.00000000
NS
USD
68480.82000000
0.033592050155
Long
EC
CORP
US
N
1
N
N
N
ViewRay, Inc.
5493006XTUBSKFU3W106
ViewRay, Inc.
92672L107
115400.00000000
NS
USD
40643.88000000
0.019937133572
Long
EC
CORP
US
N
1
N
N
Olympic Steel, Inc.
549300GQ061U6N6KWJ49
Olympic Steel, Inc.
68162K106
7454.00000000
NS
USD
365246.00000000
0.179164939192
Long
EC
CORP
US
N
1
N
N
Oshkosh Corp.
549300FEKNPCFSA2B506
Oshkosh Corp.
688239201
4292.00000000
NS
USD
371644.28000000
0.182303501824
Long
EC
CORP
US
N
1
N
N
N
SmartFinancial, Inc.
N/A
SmartFinancial, Inc.
83190L208
3843.00000000
NS
USD
82662.93000000
0.040548832367
Long
EC
CORP
US
N
1
N
N
N
CSW Industrials, Inc.
549300SYOEO3RVQ7FB83
CSW Industrials, Inc.
126402106
9600.00000000
NS
USD
1595424.00000000
0.782606911360
Long
EC
CORP
US
N
1
N
N
N
Kezar Life Sciences, Inc.
549300EV1V8GXBV18004
Kezar Life Sciences, Inc.
49372L100
12575.00000000
NS
USD
30808.75000000
0.015112685204
Long
EC
CORP
US
N
1
N
N
Donegal Group, Inc.
N/A
Donegal Group, Inc., Class A
257701201
4395.00000000
NS
USD
63419.85000000
0.031109481195
Long
EC
CORP
US
N
1
N
N
N
Steelcase, Inc.
GIE4CCPBJDI8SMV1OX95
Steelcase, Inc., Class A
858155203
54458.00000000
NS
USD
419871.18000000
0.205960351197
Long
EC
CORP
US
N
1
N
N
N
Vanda Pharmaceuticals, Inc.
529900AY8VOOQBKJ0O70
Vanda Pharmaceuticals, Inc.
921659108
46955.00000000
NS
USD
309433.45000000
0.151787083920
Long
EC
CORP
US
N
1
N
N
N
Western New England Bancorp, Inc.
549300Y8QE4EI2LP6B42
Western New England Bancorp, Inc.
958892101
360.00000000
NS
USD
2102.40000000
0.001031294985
Long
EC
CORP
US
N
1
N
N
N
Hanover Insurance Group, Inc. (The)
JJYR6MFKFF6CF8DBZ078
Hanover Insurance Group, Inc. (The)
410867105
848.00000000
NS
USD
95849.44000000
0.047017240679
Long
EC
CORP
US
N
1
N
N
N
Covenant Logistics Group, Inc.
N/A
Covenant Logistics Group, Inc., Class A
22284P105
12756.00000000
NS
USD
559095.48000000
0.274254359191
Long
EC
CORP
US
N
1
N
N
N
NanoString Technologies, Inc.
549300G4CK0Y3WRDMY89
NanoString Technologies, Inc.
63009R109
14000.00000000
NS
USD
56700.00000000
0.027813178110
Long
EC
CORP
US
N
1
N
N
N
Ocwen Financial Corp.
549300DDD1YQ8EIAT278
Ocwen Financial Corp.
675746606
1734.00000000
NS
USD
51967.98000000
0.025491969731
Long
EC
CORP
US
N
1
N
N
1st Source Corp.
N/A
1st Source Corp.
336901103
1590.00000000
NS
USD
66668.70000000
0.032703146869
Long
EC
CORP
US
N
1
N
N
N
James River Group Holdings Ltd.
N/A
James River Group Holdings Ltd.
N/A
12972.00000000
NS
USD
236868.72000000
0.116191744236
Long
EC
CORP
BM
N
1
N
N
N
Lyell Immunopharma, Inc.
N/A
Lyell Immunopharma, Inc.
55083R104
12100.00000000
NS
USD
38478.00000000
0.018874699600
Long
EC
CORP
US
N
1
N
N
N
AGCO Corp.
LYOM0B2GCF1JWXK5ZG04
AGCO Corp.
001084102
5038.00000000
NS
USD
662093.96000000
0.324778434488
Long
EC
CORP
US
N
1
N
N
Adicet Bio, Inc.
549300VRD2QO80WBOP18
Adicet Bio, Inc.
007002108
2933.00000000
NS
USD
7127.19000000
0.003496116488
Long
EC
CORP
US
N
1
N
N
Horizon Bancorp, Inc.
549300U2OQ2EIT5MXG39
Horizon Bancorp, Inc.
440407104
9210.00000000
NS
USD
95876.10000000
0.047030318269
Long
EC
CORP
US
N
1
N
N
N
EverCommerce, Inc.
N/A
EverCommerce, Inc.
29977X105
16433.00000000
NS
USD
194566.72000000
0.095441249343
Long
EC
CORP
US
N
1
N
N
N
REGENXBIO, Inc.
549300EOES47LATSET33
REGENXBIO, Inc.
75901B107
20953.00000000
NS
USD
418850.47000000
0.205459660033
Long
EC
CORP
US
N
1
N
N
N
Primis Financial Corp.
549300JNX3M2EENG1F11
Primis Financial Corp.
74167B109
5970.00000000
NS
USD
50267.40000000
0.024657780412
Long
EC
CORP
US
N
1
N
N
BioCryst Pharmaceuticals, Inc.
549300Z0INP1Z5NP6J59
BioCryst Pharmaceuticals, Inc.
09058V103
2697.00000000
NS
USD
18986.88000000
0.009313676811
Long
EC
CORP
US
N
1
N
N
United States Cellular Corp.
549300B164AZXESI6E03
United States Cellular Corp.
911684108
28056.00000000
NS
USD
494627.28000000
0.242630628519
Long
EC
CORP
US
N
1
N
N
N
Northrim Bancorp, Inc.
5493006X7RLLTZ3SG075
Northrim Bancorp, Inc.
666762109
2505.00000000
NS
USD
98521.65000000
0.048328045841
Long
EC
CORP
US
N
1
N
N
N
Thoughtworks Holding, Inc.
984500E705D15F2DF680
Thoughtworks Holding, Inc.
88546E105
140300.00000000
NS
USD
1059265.00000000
0.519603635122
Long
EC
CORP
US
N
1
N
N
Enviri Corp.
KAO98FK89NPNNPQGUZ43
Enviri Corp.
415864107
52559.00000000
NS
USD
518757.33000000
0.254467196041
Long
EC
CORP
US
N
1
N
N
N
Computer Programs & Systems, Inc.
5493005Q6CJC78TGL805
Computer Programs & Systems, Inc.
205306103
11701.00000000
NS
USD
288897.69000000
0.141713631529
Long
EC
CORP
US
N
1
N
N
N
Encore Capital Group, Inc.
5493000UVC6H49CIH830
Encore Capital Group, Inc.
292554102
5390.00000000
NS
USD
262061.80000000
0.128549762247
Long
EC
CORP
US
N
1
N
N
N
World Kinect Corp.
D3W7PCXCBRQLL17DZ313
World Kinect Corp.
981475106
39586.00000000
NS
USD
818638.48000000
0.401568568827
Long
EC
CORP
US
N
1
N
N
N
RBB Bancorp
549300A23FBFZNGET525
RBB Bancorp
74930B105
3770.00000000
NS
USD
45013.80000000
0.022080720226
Long
EC
CORP
US
N
1
N
N
N
First Financial Corp.
N/A
First Financial Corp.
320218100
7221.00000000
NS
USD
234465.87000000
0.115013068839
Long
EC
CORP
US
N
1
N
N
N
Bowlero Corp.
N/A
Bowlero Corp.
10258P102
31750.00000000
NS
USD
369570.00000000
0.181286000606
Long
EC
CORP
US
N
1
N
N
Banner Corp.
N/A
Banner Corp.
06652V208
7314.00000000
NS
USD
319402.38000000
0.156677165501
Long
EC
CORP
US
N
1
N
N
N
Avid Technology, Inc.
549300PQGW3DXKJTQ914
Avid Technology, Inc.
05367P100
9308.00000000
NS
USD
237354.00000000
0.116429789722
Long
EC
CORP
US
N
1
N
N
N
DHT Holdings, Inc.
549300SMD6IVZYT74K40
DHT Holdings, Inc.
N/A
26744.00000000
NS
USD
228126.32000000
0.111903315165
Long
EC
CORP
MH
N
1
N
N
N
Beacon Roofing Supply, Inc.
549300HDXQWWCBOYXP31
Beacon Roofing Supply, Inc.
073685109
44400.00000000
NS
USD
3684312.00000000
1.807273824894
Long
EC
CORP
US
N
1
N
N
N
Community Trust Bancorp, Inc.
N/A
Community Trust Bancorp, Inc.
204149108
6849.00000000
NS
USD
243618.93000000
0.119502939880
Long
EC
CORP
US
N
1
N
N
N
FS Bancorp, Inc.
N/A
FS Bancorp, Inc.
30263Y104
1120.00000000
NS
USD
33678.40000000
0.016520341052
Long
EC
CORP
US
N
1
N
N
Wyndham Hotels & Resorts, Inc.
549300FE3MQ4RVXXC673
Wyndham Hotels & Resorts, Inc.
98311A105
34000.00000000
NS
USD
2331380.00000000
1.143617057915
Long
EC
CORP
US
N
1
N
N
Capital Bancorp, Inc.
549300LQKYGWQ7VP0C75
Capital Bancorp, Inc.
139737100
3073.00000000
NS
USD
55621.30000000
0.027284040981
Long
EC
CORP
US
N
1
N
N
N
Vistra Corp.
549300KP43CPCUJOOG15
Vistra Corp.
92840M102
22940.00000000
NS
USD
602175.00000000
0.295386252713
Long
EC
CORP
US
N
1
N
N
N
SolarWinds Corp.
N/A
SolarWinds Corp.
83417Q204
34999.00000000
NS
USD
359089.74000000
0.176145095173
Long
EC
CORP
US
N
1
N
N
N
Hayward Holdings, Inc.
N/A
Hayward Holdings, Inc.
421298100
78400.00000000
NS
USD
1007440.00000000
0.494181801690
Long
EC
CORP
US
N
1
N
N
QuinStreet, Inc.
549300TP8MFBFPOS4Y78
QuinStreet, Inc.
74874Q100
13650.00000000
NS
USD
120529.50000000
0.059123605839
Long
EC
CORP
US
N
1
N
N
N
CTO Realty Growth, Inc.
N/A
CTO Realty Growth, Inc.
22948Q101
11835.00000000
NS
USD
202851.90000000
0.099505397262
Long
EC
CORP
US
N
1
N
N
N
Proterra, Inc.
N/A
Proterra, Inc.
74374T109
32814.00000000
NS
USD
39376.80000000
0.019315589979
Long
EC
CORP
US
N
1
N
N
N
Primoris Services Corp.
549300UF3OLBJ8D5K349
Primoris Services Corp.
74164F103
21291.00000000
NS
USD
648736.77000000
0.318226302133
Long
EC
CORP
US
N
1
N
N
N
First Foundation, Inc.
254900TQZQ6LBCK77E82
First Foundation, Inc.
32026V104
70674.00000000
NS
USD
280575.78000000
0.137631466361
Long
EC
CORP
US
N
1
N
N
N
Barnes & Noble Education, Inc.
549300JQGDS5THBPED41
Barnes & Noble Education, Inc.
06777U101
12359.00000000
NS
USD
15572.34000000
0.007638734850
Long
EC
CORP
US
N
1
N
N
N
California Resources Corp.
5493003Q8F0T4F4YMR48
California Resources Corp.
13057Q305
28835.00000000
NS
USD
1305937.15000000
0.640604277854
Long
EC
CORP
US
N
1
N
N
N
American Outdoor Brands, Inc.
N/A
American Outdoor Brands, Inc.
02875D109
3614.00000000
NS
USD
31369.52000000
0.015387760970
Long
EC
CORP
US
N
1
N
N
N
Cushman & Wakefield plc
N/A
Cushman & Wakefield plc
N/A
200734.00000000
NS
USD
1642004.12000000
0.805455962047
Long
EC
CORP
GB
N
1
N
N
Hooker Furnishings Corp.
N/A
Hooker Furnishings Corp.
439038100
1624.00000000
NS
USD
30303.84000000
0.014865010570
Long
EC
CORP
US
N
1
N
N
N
Dorman Products, Inc.
N/A
Dorman Products, Inc.
258278100
33600.00000000
NS
USD
2648688.00000000
1.299266862499
Long
EC
CORP
US
N
1
N
N
N
HomeTrust Bancshares, Inc.
N/A
HomeTrust Bancshares, Inc.
437872104
5589.00000000
NS
USD
116754.21000000
0.057271704372
Long
EC
CORP
US
N
1
N
N
N
Precigen, Inc.
549300XCWNQU35K64G19
Precigen, Inc.
74017N105
7212.00000000
NS
USD
8293.80000000
0.004068376307
Long
EC
CORP
US
N
1
N
N
BANK OF AMERICA N.A.
B4TYDEB6GKMZO031MB27
Government Agency Repurchase Agreement
N/A
25000.00000000
PA
USD
25000.00000000
0.012263306045
Long
RA
CORP
US
N
2
Repurchase
Y
5.06000000
2023-07-03
216966.81700000
USD
25500.00000000
USD
AMBS
N
N
A-Mark Precious Metals, Inc.
XP6XYFDZQGKLUMOFGT37
A-Mark Precious Metals, Inc.
00181T107
9153.00000000
NS
USD
342642.56000000
0.168077223096
Long
EC
CORP
US
N
1
N
N
N
ANI Pharmaceuticals, Inc.
5493000T6CXTND40YH31
ANI Pharmaceuticals, Inc.
00182C103
3340.00000000
NS
USD
179792.20000000
0.088193870926
Long
EC
CORP
US
N
1
N
N
Lear Corp.
549300UPNBTXA1SYTQ33
Lear Corp.
521865204
3996.00000000
NS
USD
573625.80000000
0.281381949635
Long
EC
CORP
US
N
1
N
N
N
Cerence, Inc.
5493002WL2W5WMS89568
Cerence, Inc.
156727109
30996.00000000
NS
USD
906013.08000000
0.444428627243
Long
EC
CORP
US
N
1
N
N
N
Brightcove, Inc.
5493006VI8OCN44T4W47
Brightcove, Inc.
10921T101
3600.00000000
NS
USD
14436.00000000
0.007081323442
Long
EC
CORP
US
N
1
N
N
N
Travere Therapeutics, Inc.
N/A
Travere Therapeutics, Inc.
89422G107
19633.00000000
NS
USD
301562.88000000
0.147926315573
Long
EC
CORP
US
N
1
N
N
N
Peapack-Gladstone Financial Corp.
549300G8DN2UK8K0ET30
Peapack-Gladstone Financial Corp.
704699107
5163.00000000
NS
USD
139814.04000000
0.068583294477
Long
EC
CORP
US
N
1
N
N
N
ProPetro Holding Corp.
N/A
ProPetro Holding Corp.
74347M108
26196.00000000
NS
USD
215855.04000000
0.105883856677
Long
EC
CORP
US
N
1
N
N
N
PROG Holdings, Inc.
549300DHYTLBOVRXIG52
PROG Holdings, Inc.
74319R101
43687.00000000
NS
USD
1403226.44000000
0.688327811382
Long
EC
CORP
US
N
1
N
N
N
Kaman Corp.
5493003YK076OLTEQF95
Kaman Corp.
483548103
8499.00000000
NS
USD
206780.67000000
0.101432585618
Long
EC
CORP
US
N
1
N
N
N
Quantum Corp.
5493007210175UIK7S88
Quantum Corp.
747906501
8300.00000000
NS
USD
8964.00000000
0.004397131015
Long
EC
CORP
US
N
1
N
N
N
Adeia, Inc.
N/A
Adeia, Inc.
00676P107
58653.00000000
NS
USD
645769.53000000
0.316770775244
Long
EC
CORP
US
N
1
N
N
N
Aaron's Co., Inc. (The)
N/A
Aaron's Co., Inc. (The)
00258W108
29988.00000000
NS
USD
424030.32000000
0.208000543465
Long
EC
CORP
US
N
1
N
N
N
Ecovyst, Inc.
N/A
Ecovyst, Inc.
27923Q109
57802.00000000
NS
USD
662410.92000000
0.324933913588
Long
EC
CORP
US
N
1
N
N
N
OFG Bancorp
549300Q4QEXJ37LEXQ06
OFG Bancorp
67103X102
31207.00000000
NS
USD
813878.56000000
0.399233674599
Long
EC
CORP
PR
N
1
N
N
N
Edgewell Personal Care Co.
549300CY8QZDL4Z3RU59
Edgewell Personal Care Co.
28035Q102
22952.00000000
NS
USD
948147.12000000
0.465096732340
Long
EC
CORP
US
N
1
N
N
N
AZEK Co., Inc. (The)
5493002LDDDU1RX46815
AZEK Co., Inc. (The), Class A
05478C105
68000.00000000
NS
USD
2059720.00000000
1.010359069104
Long
EC
CORP
US
N
1
N
N
Forestar Group, Inc.
549300BC2UB0GHV60V70
Forestar Group, Inc.
346232101
11020.00000000
NS
USD
248501.00000000
0.121897752622
Long
EC
CORP
US
N
1
N
N
N
nLight, Inc.
N/A
nLight, Inc.
65487K100
15300.00000000
NS
USD
235926.00000000
0.115729309681
Long
EC
CORP
US
N
1
N
N
N
DHI Group, Inc.
529900489RAC0CU0AO81
DHI Group, Inc.
23331S100
5985.00000000
NS
USD
22922.55000000
0.011244249839
Long
EC
CORP
US
N
1
N
N
N
CONSOL Energy, Inc.
549300YJCTPJBTK7IJ81
CONSOL Energy, Inc.
20854L108
5726.00000000
NS
USD
388280.06000000
0.190463888282
Long
EC
CORP
US
N
1
N
N
N
Benchmark Electronics, Inc.
549300W18RHYZOZKOP53
Benchmark Electronics, Inc.
08160H101
13418.00000000
NS
USD
346586.94000000
0.170012068660
Long
EC
CORP
US
N
1
N
N
N
C4 Therapeutics, Inc.
N/A
C4 Therapeutics, Inc.
12529R107
37989.00000000
NS
USD
104469.75000000
0.051245780669
Long
EC
CORP
US
N
1
N
N
N
Cara Therapeutics, Inc.
549300COVOY41P0GZ881
Cara Therapeutics, Inc.
140755109
57400.00000000
NS
USD
162442.00000000
0.079683038424
Long
EC
CORP
US
N
1
N
N
N
Paysafe Ltd.
N/A
Paysafe Ltd.
N/A
1.00000000
NS
USD
10.09000000
0.000004949470
Long
EC
CORP
BM
N
1
N
N
Nutanix, Inc.
549300X7J6E8TKVIXW09
Nutanix, Inc., Class A
67059N108
30081.00000000
NS
USD
843772.05000000
0.413897395264
Long
EC
CORP
US
N
1
N
N
N
CoreCivic, Inc.
529900JFA3K6PTLT8B15
CoreCivic, Inc.
21871N101
123461.00000000
NS
USD
1161768.01000000
0.569884666410
Long
EC
CORP
US
N
1
N
N
N
Heidrick & Struggles International, Inc.
5493006284N2J367VB57
Heidrick & Struggles International, Inc.
422819102
8227.00000000
NS
USD
217768.69000000
0.106822563702
Long
EC
CORP
US
N
1
N
N
N
Heritage Commerce Corp.
549300CLIS851ELSR406
Heritage Commerce Corp.
426927109
655.00000000
NS
USD
5423.40000000
0.002660352560
Long
EC
CORP
US
N
1
N
N
N
Chatham Lodging Trust
N/A
Chatham Lodging Trust
16208T102
14712.00000000
NS
USD
137704.32000000
0.067548408796
Long
EC
CORP
US
N
1
N
N
N
Texas Capital Bancshares, Inc.
549300466Q2SXRX0YM48
Texas Capital Bancshares, Inc.
88224Q107
24976.00000000
NS
USD
1286264.00000000
0.630953963481
Long
EC
CORP
US
N
1
N
N
N
Inter Parfums, Inc.
N/A
Inter Parfums, Inc.
458334109
19200.00000000
NS
USD
2596416.00000000
1.273625761156
Long
EC
CORP
US
N
1
N
N
N
Centrus Energy Corp.
549300G6VDK9G8276661
Centrus Energy Corp., Class A
15643U104
2220.00000000
NS
USD
72283.20000000
0.035457240141
Long
EC
CORP
US
N
1
N
N
N
EZCORP, Inc.
5493003K6PG3ZQ7TUQ63
EZCORP, Inc., Class A
302301106
42679.00000000
NS
USD
357650.02000000
0.175438866094
Long
EC
CORP
US
N
1
N
N
N
ScanSource, Inc.
7FHBAN017QDY4K2KP156
ScanSource, Inc.
806037107
9268.00000000
NS
USD
273962.08000000
0.134387233273
Long
EC
CORP
US
N
1
N
N
N
Powell Industries, Inc.
549300V08RO7MX2UBN26
Powell Industries, Inc.
739128106
6764.00000000
NS
USD
409830.76000000
0.201035201466
Long
EC
CORP
US
N
1
N
N
N
KVH Industries, Inc.
N/A
KVH Industries, Inc.
482738101
3350.00000000
NS
USD
30619.00000000
0.015019606712
Long
EC
CORP
US
N
1
N
N
1-800-Flowers.com, Inc.
N/A
1-800-Flowers.com, Inc., Class A
68243Q106
40977.00000000
NS
USD
319620.60000000
0.156784209447
Long
EC
CORP
US
N
1
N
N
Encore Wire Corp.
N/A
Encore Wire Corp.
292562105
10254.00000000
NS
USD
1906526.22000000
0.935212580769
Long
EC
CORP
US
N
1
N
N
N
Stitch Fix, Inc.
549300TNHOVBOJZIYE72
Stitch Fix, Inc., Class A
860897107
30700.00000000
NS
USD
118195.00000000
0.057978458320
Long
EC
CORP
US
N
1
N
N
N
Upland Software, Inc.
549300NS277POYJ63W89
Upland Software, Inc.
91544A109
34322.00000000
NS
USD
123559.20000000
0.060609771372
Long
EC
CORP
US
N
1
N
N
N
Lancaster Colony Corp.
529900X4O13HED1ZAS58
Lancaster Colony Corp.
513847103
10100.00000000
NS
USD
2031009.00000000
0.996275397909
Long
EC
CORP
US
N
1
N
N
LiveRamp Holdings, Inc.
254900GXS75LG1X7RF88
LiveRamp Holdings, Inc.
53815P108
24160.00000000
NS
USD
690009.60000000
0.338471955959
Long
EC
CORP
US
N
1
N
N
N
Argan, Inc.
529900E4KZWBV9KGBS83
Argan, Inc.
04010E109
8438.00000000
NS
USD
332541.58000000
0.163122366733
Long
EC
CORP
US
N
1
N
N
N
Reinsurance Group of America, Inc.
LORM1GNEU1DKEW527V90
Reinsurance Group of America, Inc.
759351604
5551.00000000
NS
USD
769868.19000000
0.377645169140
Long
EC
CORP
US
N
1
N
N
N
NETGEAR, Inc.
54930067KX3UNRHDWA78
NETGEAR, Inc.
64111Q104
16345.00000000
NS
USD
231445.20000000
0.113531332812
Long
EC
CORP
US
N
1
N
N
N
United Fire Group, Inc.
N/A
United Fire Group, Inc.
910340108
7353.00000000
NS
USD
166618.98000000
0.081731981787
Long
EC
CORP
US
N
1
N
N
N
Armada Hoffler Properties, Inc.
549300WQRSIV6XZT9313
Armada Hoffler Properties, Inc.
04208T108
17138.00000000
NS
USD
200171.84000000
0.098190741422
Long
EC
CORP
US
N
1
N
N
N
Central Pacific Financial Corp.
549300W3YEAOZ4KGG849
Central Pacific Financial Corp.
154760409
26516.00000000
NS
USD
416566.36000000
0.204339230434
Long
EC
CORP
US
N
1
N
N
N
BCB Bancorp, Inc.
54930024V6Z8FYSN4291
BCB Bancorp, Inc.
055298103
3196.00000000
NS
USD
37521.04000000
0.018405279866
Long
EC
CORP
US
N
1
N
N
Chegg, Inc.
549300AKX7O8JG0O3G77
Chegg, Inc.
163092109
21050.00000000
NS
USD
186924.00000000
0.091692248768
Long
EC
CORP
US
N
1
N
N
N
Zillow Group, Inc.
2549002XEELQDIR6FU05
Zillow Group, Inc., Class A
98954M101
1962.00000000
NS
USD
96530.40000000
0.047351273514
Long
EC
CORP
US
N
1
N
N
N
Infinity Bio-energy Ltd.
N/A
Infinity Bio-energy Ltd.
N/A
155500.00000000
NS
USD
0.00000000
0.000000
Long
EC
CORP
GB
N
3
N
N
N
iTeos Therapeutics, Inc.
N/A
iTeos Therapeutics, Inc.
46565G104
17099.00000000
NS
USD
226390.76000000
0.111051967028
Long
EC
CORP
US
N
1
N
N
N
Pathward Financial, Inc.
5493004X52BH1NBLW813
Pathward Financial, Inc.
59100U108
17093.00000000
NS
USD
792431.48000000
0.388713190366
Long
EC
CORP
US
N
1
N
N
N
Babcock & Wilcox Enterprises, Inc.
5493006H661OZN2C0T54
Babcock & Wilcox Enterprises, Inc.
05614L209
5700.00000000
NS
USD
33630.00000000
0.016496599292
Long
EC
CORP
US
N
1
N
N
N
Opendoor Technologies, Inc.
254900KX11YZ4HV5BQ47
Opendoor Technologies, Inc.
683712103
74116.00000000
NS
USD
297946.32000000
0.146152276289
Long
EC
CORP
US
N
1
N
N
N
Enova International, Inc.
549300O8XOCQSB49UO63
Enova International, Inc.
29357K103
17888.00000000
NS
USD
950210.56000000
0.466108916190
Long
EC
CORP
US
N
1
N
N
N
NOW, Inc.
549300AVH5SOCFVVDW91
NOW, Inc.
67011P100
57015.00000000
NS
USD
590675.40000000
0.289745328145
Long
EC
CORP
US
N
1
N
N
N
Brighthouse Financial, Inc.
5493003T8SZSHOGGAW52
Brighthouse Financial, Inc.
10922N103
7898.00000000
NS
USD
373970.30000000
0.183444489630
Long
EC
CORP
US
N
1
N
N
Sierra Bancorp
N/A
Sierra Bancorp
82620P102
2845.00000000
NS
USD
48279.65000000
0.023682724948
Long
EC
CORP
US
N
1
N
N
N
Alpha Metallurgical Resources, Inc.
N/A
Alpha Metallurgical Resources, Inc.
020764106
1513.00000000
NS
USD
248676.68000000
0.121983929326
Long
EC
CORP
US
N
1
N
N
N
Y-mAbs Therapeutics, Inc.
N/A
Y-mAbs Therapeutics, Inc.
984241109
7200.00000000
NS
USD
48888.00000000
0.023981140237
Long
EC
CORP
US
N
1
N
N
N
Cirrus Logic, Inc.
549300NKSJEM5ZZSSV18
Cirrus Logic, Inc.
172755100
7034.00000000
NS
USD
569824.34000000
0.279517210939
Long
EC
CORP
US
N
1
N
N
Patterson-UTI Energy, Inc.
254900XGFBKIXD6G0697
Patterson-UTI Energy, Inc.
703481101
70064.00000000
NS
USD
838666.08000000
0.411392752353
Long
EC
CORP
US
N
1
N
N
N
G-III Apparel Group Ltd.
529900O5KABM3R3SFM87
G-III Apparel Group Ltd.
36237H101
33322.00000000
NS
USD
642114.94000000
0.314978081019
Long
EC
CORP
US
N
1
N
N
N
Astec Industries, Inc.
5493002DO2QKHLKB2A48
Astec Industries, Inc.
046224101
8971.00000000
NS
USD
407642.24000000
0.199961661844
Long
EC
CORP
US
N
1
N
N
N
ONE Gas, Inc.
549300HXDWI0LATTX840
ONE Gas, Inc.
68235P108
5913.00000000
NS
USD
454177.53000000
0.222788721971
Long
EC
CORP
US
N
1
N
N
Zimvie, Inc.
549300GFKURT1J6XR665
Zimvie, Inc.
98888T107
27647.00000000
NS
USD
310475.81000000
0.152298395107
Long
EC
CORP
US
N
1
N
N
N
Atlantic Union Bankshares Corp.
N/A
Atlantic Union Bankshares Corp.
04911A107
4410.00000000
NS
USD
114439.50000000
0.056136264486
Long
EC
CORP
US
N
1
N
N
N
MeridianLink, Inc.
N/A
MeridianLink, Inc.
58985J105
121989.00000000
NS
USD
2537371.20000000
1.244662383044
Long
EC
CORP
US
N
1
N
N
N
NGM Biopharmaceuticals, Inc.
5493008V5DSDZIGQOP17
NGM Biopharmaceuticals, Inc.
62921N105
24900.00000000
NS
USD
64491.00000000
0.031634914806
Long
EC
CORP
US
N
1
N
N
N
Green Dot Corp.
N/A
Green Dot Corp., Class A
39304D102
19918.00000000
NS
USD
373263.32000000
0.183097693145
Long
EC
CORP
US
N
1
N
N
N
Tutor Perini Corp.
549300FHXYVPW8LJ6D98
Tutor Perini Corp.
901109108
26288.00000000
NS
USD
187959.20000000
0.092200047745
Long
EC
CORP
US
N
1
N
N
N
Spok Holdings, Inc.
549300HXXANIVN2ICC89
Spok Holdings, Inc.
84863T106
12300.00000000
NS
USD
163467.00000000
0.080185833972
Long
EC
CORP
US
N
1
N
N
N
HBT Financial, Inc.
549300NTXD4Q6UK5BY66
HBT Financial, Inc.
404111106
3264.00000000
NS
USD
60188.16000000
0.029524233055
Long
EC
CORP
US
N
1
N
N
MP Materials Corp.
N/A
MP Materials Corp.
553368101
3045.00000000
NS
USD
69669.60000000
0.034175185074
Long
EC
CORP
US
N
1
N
N
Quanex Building Products Corp.
5493000TL30VL5WOAW87
Quanex Building Products Corp.
747619104
7625.00000000
NS
USD
204731.25000000
0.100427279031
Long
EC
CORP
US
N
1
N
N
N
Emergent BioSolutions, Inc.
549300YW6TUOX8BE5103
Emergent BioSolutions, Inc.
29089Q105
67430.00000000
NS
USD
495610.50000000
0.243112929630
Long
EC
CORP
US
N
1
N
N
N
Ribbon Communications, Inc.
549300L1E8Z8RL7CUL52
Ribbon Communications, Inc.
762544104
60520.00000000
NS
USD
168850.80000000
0.082826761455
Long
EC
CORP
US
N
1
N
N
FARO Technologies, Inc.
529900MFEFNOFP3YR823
FARO Technologies, Inc.
311642102
14586.00000000
NS
USD
236293.20000000
0.115909433120
Long
EC
CORP
US
N
1
N
N
N
NRG Energy, Inc.
5E2UPK5SW04M13XY7I38
NRG Energy, Inc.
629377508
18335.00000000
NS
USD
685545.65000000
0.336282244558
Long
EC
CORP
US
N
1
N
N
N
American Equity Investment Life Holding Co.
549300RK5RZQ740FPL83
American Equity Investment Life Holding Co.
025676206
32488.00000000
NS
USD
1692949.68000000
0.830446401804
Long
EC
CORP
US
N
1
N
N
N
PRA Group, Inc.
549300Q5HW3JSSB86K27
PRA Group, Inc.
69354N106
4300.00000000
NS
USD
98255.00000000
0.048197245419
Long
EC
CORP
US
N
1
N
N
N
Unifi, Inc.
549300MW5LPO0M2LNO04
Unifi, Inc.
904677200
9616.00000000
NS
USD
77601.12000000
0.038065851360
Long
EC
CORP
US
N
1
N
N
N
Matrix Service Co.
529900VYBKSX6HD2YW58
Matrix Service Co.
576853105
13200.00000000
NS
USD
77748.00000000
0.038137900736
Long
EC
CORP
US
N
1
N
N
N
Oil States International, Inc.
5493004TF4KQJGMYL777
Oil States International, Inc.
678026105
5500.00000000
NS
USD
41085.00000000
0.020153517154
Long
EC
CORP
US
N
1
N
N
N
Dorian LPG Ltd.
549300WP1W2WGMC7F395
Dorian LPG Ltd.
N/A
27721.00000000
NS
USD
711043.65000000
0.348789835660
Long
EC
CORP
MH
N
1
N
N
RLJ Lodging Trust
N/A
RLJ Lodging Trust
74965L101
86950.00000000
NS
USD
892976.50000000
0.438033764430
Long
EC
CORP
US
N
1
N
N
N
StoneX Group, Inc.
549300JUF07L8VF02M60
StoneX Group, Inc.
861896108
5975.00000000
NS
USD
496403.00000000
0.243501676432
Long
EC
CORP
US
N
1
N
N
N
South Plains Financial, Inc.
549300SNEBP48642N493
South Plains Financial, Inc.
83946P107
2612.00000000
NS
USD
58796.12000000
0.028841392553
Long
EC
CORP
US
N
1
N
N
N
EMCOR Group, Inc.
529900X0SQJB2J7YDU43
EMCOR Group, Inc.
29084Q100
16200.00000000
NS
USD
2993436.00000000
1.468376871800
Long
EC
CORP
US
N
1
N
N
N
Tri Pointe Homes, Inc.
N/A
Tri Pointe Homes, Inc.
87265H109
49572.00000000
NS
USD
1628935.92000000
0.799045588605
Long
EC
CORP
US
N
1
N
N
N
Home Bancorp, Inc.
N/A
Home Bancorp, Inc.
43689E107
843.00000000
NS
USD
27996.03000000
0.013732955357
Long
EC
CORP
US
N
1
N
N
N
Movado Group, Inc.
549300WCGCGPWGHVXM59
Movado Group, Inc.
624580106
4514.00000000
NS
USD
121110.62000000
0.059408663935
Long
EC
CORP
US
N
1
N
N
N
SLM Corp.
N/A
SLM Corp.
78442P106
22161.00000000
NS
USD
361667.52000000
0.177409579376
Long
EC
CORP
US
N
1
N
N
Andersons, Inc. (The)
L38MWB8MVRFV7HVJPU11
Andersons, Inc. (The)
034164103
9021.00000000
NS
USD
416319.15000000
0.204217965958
Long
EC
CORP
US
N
1
N
N
N
Customers Bancorp, Inc.
549300WLBCHYKZ53FN68
Customers Bancorp, Inc.
23204G100
32886.00000000
NS
USD
995130.36000000
0.488143526385
Long
EC
CORP
US
N
1
N
N
N
AngioDynamics, Inc.
549300W3VKC5ZKMO8C28
AngioDynamics, Inc.
03475V101
19800.00000000
NS
USD
206514.00000000
0.101301775385
Long
EC
CORP
US
N
1
N
N
N
Stagwell, Inc.
549300KIYTU6J3NYJ009
Stagwell, Inc., Class A
85256A109
26453.00000000
NS
USD
190726.13000000
0.093557316120
Long
EC
CORP
US
N
1
N
N
N
ProAssurance Corp.
54930015E5J57R675E89
ProAssurance Corp.
74267C106
27520.00000000
NS
USD
415276.80000000
0.203706659676
Long
EC
CORP
US
N
1
N
N
N
SunCoke Energy, Inc.
1KF1J2NXQE2PI0QOB943
SunCoke Energy, Inc.
86722A103
79084.00000000
NS
USD
622391.08000000
0.305302891756
Long
EC
CORP
US
N
1
N
N
N
American Vanguard Corp.
529900GWI78WZA5M9783
American Vanguard Corp.
030371108
3651.00000000
NS
USD
65243.37000000
0.032003976549
Long
EC
CORP
US
N
1
N
N
N
BankUnited, Inc.
96OVUWEW5D4YX6PFXD91
BankUnited, Inc.
06652K103
20860.00000000
NS
USD
449533.00000000
0.220510430258
Long
EC
CORP
US
N
1
N
N
N
BrightView Holdings, Inc.
549300F8QN8YHVI7L866
BrightView Holdings, Inc.
10948C107
11700.00000000
NS
USD
84006.00000000
0.041207651505
Long
EC
CORP
US
N
1
N
N
N
HomeStreet, Inc.
N/A
HomeStreet, Inc.
43785V102
22302.00000000
NS
USD
132027.84000000
0.064763912336
Long
EC
CORP
US
N
1
N
N
N
eHealth, Inc.
5299003O8Y5OKXUZQ421
eHealth, Inc.
28238P109
7509.00000000
NS
USD
60372.36000000
0.029614589094
Long
EC
CORP
US
N
1
N
N
N
EQRx, Inc.
N/A
EQRx, Inc.
26886C107
152266.00000000
NS
USD
283214.76000000
0.138925971136
Long
EC
CORP
US
N
1
N
N
2023-07-31
Nationwide Variable Insurance Trust
David Majewski
David Majewski
Treasurer