0001752724-23-120157.txt : 20230526
0001752724-23-120157.hdr.sgml : 20230526
20230526110704
ACCESSION NUMBER: 0001752724-23-120157
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20230331
FILED AS OF DATE: 20230526
DATE AS OF CHANGE: 20230526
PERIOD START: 20230930
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: SEI INSTITUTIONAL MANAGED TRUST
CENTRAL INDEX KEY: 0000804239
IRS NUMBER: 000000000
STATE OF INCORPORATION: MA
FISCAL YEAR END: 0930
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-04878
FILM NUMBER: 23964570
BUSINESS ADDRESS:
STREET 1: 2 OLIVER ST
CITY: BOSTON
STATE: MA
ZIP: 02109
BUSINESS PHONE: 8003455734
MAIL ADDRESS:
STREET 1: SEI INVESTMENTS
STREET 2: 1 FREEDOM VALLEY DRIVE
CITY: OAKS
STATE: PA
ZIP: 19456
FORMER COMPANY:
FORMER CONFORMED NAME: TRUSTFUNDS INSTITUTIONAL MANAGED TRUST
DATE OF NAME CHANGE: 19890509
0000804239
S000006672
SIMT SMALL CAP VALUE FUND
C000018194
CLASS I
SMVIX
C000018195
CLASS F
SESVX
C000147388
Class Y
SPVYX
NPORT-P
1
primary_doc.xml
NPORT-P
false
0000804239
XXXXXXXX
S000006672
C000018194
C000147388
C000018195
SEI INSTITUTIONAL MANAGED TRUST
811-04878
0000804239
9FTE3UO0Y1HGMNV0D371
2 OLIVER STREET
BOSTON
02109
8003455734
SIMT Small Cap Value Fund
S000006672
T7C5A2UXC3THVGJ1KG82
2023-09-30
2023-03-31
N
358859745.70
2830642.61
356029103.09
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
VICTORIA'S SECRET & CO.
5493006T3O70U3UWVF17
VICTORIA'S SECRET & CO COMMON STOCK
926400102
63792.00000000
NS
USD
2178496.80000000
0.611887281430
Long
EC
US
N
1
N
N
N
QCR HOLDINGS, INC.
549300MWKWM7KWJVQO33
QCR HOLDINGS INC COMMON STOCK
74727A104
4792.00000000
NS
USD
210416.72000000
0.059100988703
Long
EC
US
N
1
N
N
N
CAL-MAINE FOODS, INC.
549300NHE5WMIEIEMF53
CAL-MAINE FOODS INC COMMON STOCK
128030202
6050.00000000
NS
USD
368384.50000000
0.103470333408
Long
EC
US
N
1
N
N
N
BCB BANCORP, INC.
54930024V6Z8FYSN4291
BCB BANCORP INC COMMON STOCK
055298103
4000.00000000
NS
USD
52520.00000000
0.014751603041
Long
EC
US
N
1
N
N
N
OPPENHEIMER HOLDINGS INC.
N/A
OPPENHEIMER HOLDINGS-CL A COMMON STOCK
683797104
4859.00000000
NS
USD
190229.85000000
0.053430983127
Long
EC
US
N
1
N
N
N
LIVANOVA PLC
2138001K2FX6SHK2B339
LIVANOVA PLC COMMON STOCK
G5509L101
23056.00000000
NS
USD
1004780.48000000
0.282218636420
Long
EC
US
N
1
N
N
N
JACKSON FINANCIAL INC.
213800WXW2KG1N4CO374
JACKSON FINANCIAL INC-A COMMON STOCK
46817M107
21629.00000000
NS
USD
809140.89000000
0.227268187622
Long
EC
US
N
1
N
N
N
TELEDYNE TECHNOLOGIES INCORPORATED
549300VSMO9KYQWDND94
TELEDYNE TECHNOLOGIES INC COMMON STOCK
879360105
3474.00000000
NS
USD
1554128.64000000
0.436517303364
Long
EC
US
N
1
N
N
N
VISTA OUTDOOR INC.
549300QI2D33ESTJLN81
VISTA OUTDOOR INC COMMON STOCK
928377100
2670.00000000
NS
USD
73985.70000000
0.020780801164
Long
EC
US
N
1
N
N
N
AMKOR TECHNOLOGY, INC.
529900VHLRTKPWZJBM84
AMKOR TECHNOLOGY INC COMMON STOCK
031652100
108210.00000000
NS
USD
2815624.20000000
0.790841022703
Long
EC
US
N
1
N
N
N
Customers Bancorp, Inc.
549300WLBCHYKZ53FN68
CUSTOMERS BANCORP INC COMMON STOCK
23204G100
10152.00000000
NS
USD
188015.04000000
0.052808896342
Long
EC
US
N
1
N
N
N
HOPE BANCORP, INC.
549300UTF4QGMBHIZ219
HOPE BANCORP INC COMMON STOCK
43940T109
114753.00000000
NS
USD
1126874.46000000
0.316511894735
Long
EC
US
N
1
N
N
N
UNITIL CORPORATION
N/A
UNITIL CORP COMMON STOCK
913259107
1587.00000000
NS
USD
90522.48000000
0.025425584373
Long
EC
US
N
1
N
N
N
WESCO INTERNATIONAL, INC.
529900TXOGREY3WNJ434
WESCO INTERNATIONAL INC COMMON STOCK
95082P105
13054.00000000
NS
USD
2017365.16000000
0.566629284654
Long
EC
US
N
1
N
N
N
GREAT SOUTHERN BANCORP, INC.
5493000ZL7DLNMN1AB26
GREAT SOUTHERN BANCORP INC COMMON STOCK
390905107
6917.00000000
NS
USD
350553.56000000
0.098462051825
Long
EC
US
N
1
N
N
N
MAGNOLIA OIL & GAS CORPORATION
N/A
MAGNOLIA OIL & GAS CORP - A COMMON STOCK
559663109
123435.00000000
NS
USD
2700757.80000000
0.758577817532
Long
EC
US
N
1
N
N
N
COMERICA INCORPORATED
I9Q57JVPWHHZ3ZGBW498
COMERICA INC COMMON STOCK
200340107
12800.00000000
NS
USD
555776.00000000
0.156104092383
Long
EC
US
N
1
N
N
N
SCHOLASTIC CORPORATION
N/A
SCHOLASTIC CORP COMMON STOCK
807066105
7838.00000000
NS
USD
268216.36000000
0.075335515459
Long
EC
US
N
1
N
N
N
ADVANSIX INC.
5493009TPRODMCAZLF67
ADVANSIX INC COMMON STOCK
00773T101
23393.00000000
NS
USD
895250.11000000
0.251454193556
Long
EC
US
N
1
N
N
N
CHICO'S FAS, INC.
5299003ESGN5T1MFXY13
CHICO'S FAS INC COMMON STOCK
168615102
33606.00000000
NS
USD
184833.00000000
0.051915137946
Long
EC
US
N
1
N
N
N
HOMESTREET, INC.
N/A
HOMESTREET INC COMMON STOCK
43785V102
25397.00000000
NS
USD
456892.03000000
0.128329966857
Long
EC
US
N
1
N
N
N
Capri Holdings Limited
549300LPG8W0H1OX3A26
CAPRI HOLDINGS LTD COMMON STOCK
G1890L107
13195.00000000
NS
USD
620165.00000000
0.174189411656
Long
EC
US
N
1
N
N
N
IRONWOOD PHARMACEUTICALS, INC.
549300PC8MR6QHH6P296
IRONWOOD PHARMACEUTICALS INC COMMON STOCK
46333X108
149808.00000000
NS
USD
1575980.16000000
0.442654869032
Long
EC
US
N
1
N
N
N
SOUTHWESTERN ENERGY COMPANY
EFWMP121W54QV9MGOP87
SOUTHWESTERN ENERGY CO COMMON STOCK
845467109
280549.00000000
NS
USD
1402745.00000000
0.393997285004
Long
EC
US
N
1
N
N
N
BLOOMIN' BRANDS, INC.
E1UJ2GO305B5FXGV7N04
BLOOMIN' BRANDS INC COMMON STOCK
094235108
136643.00000000
NS
USD
3504892.95000000
0.984440013353
Long
EC
US
N
1
N
N
N
MERITAGE HOMES CORPORATION
52990044W9UMFJO2FB97
MERITAGE HOMES CORP COMMON STOCK
59001A102
12288.00000000
NS
USD
1434746.88000000
0.402985842322
Long
EC
US
N
1
N
N
N
PEDIATRIX MEDICAL GROUP, INC.
N/A
Pediatrix Medical Group Inc COMMON STOCK
58502B106
23879.00000000
NS
USD
356035.89000000
0.100001906279
Long
EC
US
N
1
N
N
N
PILGRIM'S PRIDE CORPORATION
549300ZSLGV64ZL3HD75
PILGRIM'S PRIDE CORP COMMON STOCK
72147K108
69568.00000000
NS
USD
1612586.24000000
0.452936635236
Long
EC
US
N
1
N
N
N
HUB GROUP, INC.
N/A
HUB GROUP INC-CL A COMMON STOCK
443320106
724.00000000
NS
USD
60772.56000000
0.017069548380
Long
EC
US
N
1
N
N
N
Douglas Elliman Inc
549300BXICHPOXA1NO93
DOUGLAS ELLIMAN INC COMMON STOCK
25961D105
25262.00000000
NS
USD
78564.82000000
0.022066965682
Long
EC
US
N
1
N
N
N
SALLY BEAUTY HOLDINGS, INC.
529900VXW6E8ONDIQ271
SALLY BEAUTY HOLDINGS INC COMMON STOCK
79546E104
51779.00000000
NS
USD
806716.82000000
0.226587324743
Long
EC
US
N
1
N
N
N
Xerox Holdings Corp
5493000Y33XDVO2CXC18
XEROX HOLDINGS CORP COMMON STOCK
98421M106
27788.00000000
NS
USD
427935.20000000
0.120196690744
Long
EC
US
N
1
N
N
N
PENNYMAC FINANCIAL SERVICES, INC.
549300W1D516HBDEU871
PENNYMAC FINANCIAL SERVICES COMMON STOCK
70932M107
19118.00000000
NS
USD
1139623.98000000
0.320092927827
Long
EC
US
N
1
N
N
N
CIVISTA BANCSHARES, INC.
5493001LX61Z2UVYSC48
CIVISTA BANCSHARES INC COMMON STOCK
178867107
4598.00000000
NS
USD
77614.24000000
0.021799970655
Long
EC
US
N
1
N
N
N
TWO HARBORS INVESTMENT CORP.
549300ZUIBT6KH4HU823
TWO HARBORS INVESTMENT CORP REIT
90187B804
11596.00000000
NS
USD
170577.16000000
0.047911015846
Long
EC
US
N
1
N
N
N
WINNEBAGO INDUSTRIES, INC.
549300B7OYKYJLTE3G11
WINNEBAGO INDUSTRIES COMMON STOCK
974637100
18233.00000000
NS
USD
1052044.10000000
0.295493848921
Long
EC
US
N
1
N
N
N
H & R BLOCK, INC.
549300CE3KUCWLZBG404
H&R BLOCK INC COMMON STOCK
093671105
40245.00000000
NS
USD
1418636.25000000
0.398460754384
Long
EC
US
N
1
N
N
N
INTERFACE, INC.
549300VXZWQOIDFPU355
INTERFACE INC COMMON STOCK
458665304
38264.00000000
NS
USD
310703.68000000
0.087269180329
Long
EC
US
N
1
N
N
N
ENTRAVISION COMMUNICATIONS CORPORATION
549300SKHY2ALCLKV539
ENTRAVISION COMMUNICATIONS-A COMMON STOCK
29382R107
16827.00000000
NS
USD
101803.35000000
0.028594109053
Long
EC
US
N
1
N
N
N
COMSTOCK RESOURCES, INC.
I03QQGEA4SS774AURI46
COMSTOCK RESOURCES INC COMMON STOCK
205768302
61920.00000000
NS
USD
668116.80000000
0.187657917344
Long
EC
US
N
1
N
N
N
VANDA PHARMACEUTICALS INC.
529900AY8VOOQBKJ0O70
VANDA PHARMACEUTICALS INC COMMON STOCK
921659108
17220.00000000
NS
USD
116923.80000000
0.032841079278
Long
EC
US
N
1
N
N
N
TANGER FACTORY OUTLET CENTERS, INC.
UKEW8YSXE4Y581KYOL30
TANGER FACTORY OUTLET CENTER REIT
875465106
58286.00000000
NS
USD
1144154.18000000
0.321365351896
Long
EC
US
N
1
N
N
N
RUSH ENTERPRISES, INC.
529900V3XHTN7A6DFT17
RUSH ENTERPRISES INC-CL A COMMON STOCK
781846209
17288.00000000
NS
USD
943924.80000000
0.265125741633
Long
EC
US
N
1
N
N
N
DT MIDSTREAM, INC.
N/A
DT MIDSTREAM INC COMMON STOCK
23345M107
67400.00000000
NS
USD
3327538.00000000
0.934625279540
Long
EC
US
N
1
N
N
N
CAMDEN NATIONAL CORPORATION
549300ZVEDL2L8UW4F28
CAMDEN NATIONAL CORP COMMON STOCK
133034108
20223.00000000
NS
USD
731870.37000000
0.205564759635
Long
EC
US
N
1
N
N
N
DELEK US HOLDINGS, INC.
5493003O53JMENV1N385
DELEK US HOLDINGS INC COMMON STOCK
24665A103
89725.00000000
NS
USD
2059188.75000000
0.578376523752
Long
EC
US
N
1
N
N
N
HEIDRICK & STRUGGLES INTERNATIONAL, INC.
5493006284N2J367VB57
HEIDRICK & STRUGGLES INTL COMMON STOCK
422819102
5834.00000000
NS
USD
177120.24000000
0.049748809426
Long
EC
US
N
1
N
N
N
HF SINCLAIR CORPORATION
N/A
HF SINCLAIR CORP COMMON STOCK
403949100
62241.00000000
NS
USD
3011219.58000000
0.845779053977
Long
EC
US
N
1
N
N
N
VERRA MOBILITY CORPORATION
549300XX5EKGLR0M4152
VERRA MOBILITY CORP COMMON STOCK
92511U102
132879.00000000
NS
USD
2248312.68000000
0.631496880588
Long
EC
US
N
1
N
N
N
AMERICAN EAGLE OUTFITTERS, INC.
5299001Z9HXK01DHW793
AMERICAN EAGLE OUTFITTERS COMMON STOCK
02553E106
154630.00000000
NS
USD
2078227.20000000
0.583723965811
Long
EC
US
N
1
N
N
N
SELECT MEDICAL HOLDINGS CORPORATION
N/A
SELECT MEDICAL HOLDINGS CORP COMMON STOCK
81619Q105
46496.00000000
NS
USD
1201921.60000000
0.337590828830
Long
EC
US
N
1
N
N
N
PRESTIGE CONSUMER HEALTHCARE INC.
N/A
PRESTIGE CONSUMER HEALTHCARE COMMON STOCK
74112D101
21072.00000000
NS
USD
1319739.36000000
0.370682999941
Long
EC
US
N
1
N
N
N
FLUOR CORPORATION.
CQ7WZ4NOFWT7FAE6Q943
FLUOR CORP COMMON STOCK
343412102
10509.00000000
NS
USD
324833.19000000
0.091237819375
Long
EC
US
N
1
N
N
N
BRISTOW GROUP INC.
5493005Q24EN3UC1PV68
BRISTOW GROUP INC COMMON STOCK
11040G103
6871.00000000
NS
USD
153910.40000000
0.043229724386
Long
EC
US
N
1
N
N
N
ECHOSTAR CORPORATION
549300EE20907QZ9GT38
ECHOSTAR CORP-A COMMON STOCK
278768106
11616.00000000
NS
USD
212456.64000000
0.059673953099
Long
EC
US
N
1
N
N
N
APOGEE ENTERPRISES, INC.
549300579S7QW8V4IJ60
APOGEE ENTERPRISES INC COMMON STOCK
037598109
14704.00000000
NS
USD
635948.00000000
0.178622476219
Long
EC
US
N
1
N
N
N
THE ODP CORPORATION
N/A
ODP CORP/THE COMMON STOCK
88337F105
18103.00000000
NS
USD
814272.94000000
0.228709656860
Long
EC
US
N
1
N
N
N
AMERICAN ASSETS TRUST, INC.
N/A
AMERICAN ASSETS TRUST INC REIT
024013104
28681.00000000
NS
USD
533179.79000000
0.149757361230
Long
EC
US
N
1
N
N
N
SERVICE PROPERTIES TRUST
529900IS770AG1K9QG27
SERVICE PROPERTIES TRUST REIT
81761L102
45487.00000000
NS
USD
453050.52000000
0.127250979222
Long
EC
US
N
1
N
N
N
REPUBLIC FIRST BANCORP, INC.
254900GIRCF2RJWU8438
REPUBLIC FIRST BANCORP INC COMMON STOCK
760416107
17661.00000000
NS
USD
24018.96000000
0.006746347360
Long
EC
US
N
1
N
N
N
COLUMBIA BANKING SYSTEM, INC.
N/A
COLUMBIA BANKING SYSTEM INC COMMON STOCK
197236102
119961.00000000
NS
USD
2569564.62000000
0.721728813093
Long
EC
US
N
1
N
N
N
BRINKER INTERNATIONAL, INC.
52990067JY6PBGJNTG76
BRINKER INTERNATIONAL INC COMMON STOCK
109641100
72243.00000000
NS
USD
2745234.00000000
0.771070110890
Long
EC
US
N
1
N
N
N
EAGLE PHARMACEUTICALS, INC.
549300TN20OLYTJVP152
EAGLE PHARMACEUTICALS INC COMMON STOCK
269796108
3432.00000000
NS
USD
97365.84000000
0.027347719373
Long
EC
US
N
1
N
N
N
TRUEBLUE, INC.
N/A
TRUEBLUE INC COMMON STOCK
89785X101
13004.00000000
NS
USD
231471.20000000
0.065014685033
Long
EC
US
N
1
N
N
N
Third Coast Bancshares Inc
N/A
THIRD COAST BANCSHARES INC COMMON STOCK
88422P109
4000.00000000
NS
USD
62840.00000000
0.017650242481
Long
EC
US
N
1
N
N
N
BIGLARI HOLDINGS INC.
549300GLWWSODF8TM682
BIGLARI HOLDINGS INC-B COMMON STOCK
08986R309
325.00000000
NS
USD
54990.00000000
0.015445366550
Long
EC
US
N
1
N
N
N
FMC CORPORATION
CKDHZ2X64EEBQCSP7013
FMC CORP COMMON STOCK
302491303
27142.00000000
NS
USD
3314852.46000000
0.931062216889
Long
EC
US
N
1
N
N
N
OLD NATIONAL BANCORP
549300MMK90CL5KMVX16
OLD NATIONAL BANCORP COMMON STOCK
680033107
156502.00000000
NS
USD
2256758.84000000
0.633869203504
Long
EC
US
N
1
N
N
N
SPROUTS FARMERS MARKET, INC.
529900P8F4G77Q52XE24
SPROUTS FARMERS MARKET INC COMMON STOCK
85208M102
47093.00000000
NS
USD
1649667.79000000
0.463351949512
Long
EC
US
N
1
N
N
N
REPUBLIC BANCORP, INC.
N/A
REPUBLIC BANCORP INC-CLASS A COMMON STOCK
760281204
9707.00000000
NS
USD
411868.01000000
0.115683804055
Long
EC
US
N
1
N
N
N
KRONOS WORLDWIDE, INC.
549300OBZ34C65APL277
KRONOS WORLDWIDE INC COMMON STOCK
50105F105
1434.00000000
NS
USD
13207.14000000
0.003709567528
Long
EC
US
N
1
N
N
N
MANPOWERGROUP INC.
ERO1WSFOSR0JJ6CRQ987
MANPOWERGROUP INC COMMON STOCK
56418H100
6913.00000000
NS
USD
570529.89000000
0.160248104733
Long
EC
US
N
1
N
N
N
COCA-COLA CONSOLIDATED, INC.
57VG5X0E00X0QJU7CQ58
COCA-COLA CONSOLIDATED INC COMMON STOCK
191098102
2005.00000000
NS
USD
1072835.40000000
0.301333624326
Long
EC
US
N
1
N
N
N
NCR CORPORATION
549300YKTY8JX1DV2R67
NCR CORPORATION COMMON STOCK
62886E108
32204.00000000
NS
USD
759692.36000000
0.213379286526
Long
EC
US
N
1
N
N
N
TELEPHONE AND DATA SYSTEMS, INC.
N/A
TELEPHONE AND DATA SYSTEMS COMMON STOCK
879433829
26718.00000000
NS
USD
280806.18000000
0.078871692668
Long
EC
US
N
1
N
N
N
TRITON INTERNATIONAL LIMITED
N/A
TRITON INTERNATIONAL LTD COMMON STOCK
G9078F107
23720.00000000
NS
USD
1499578.40000000
0.421195454805
Long
EC
US
N
1
N
N
N
Carter Bankshares, Inc.
N/A
CARTER BANKSHARES INC COMMON STOCK
146103106
7203.00000000
NS
USD
100842.00000000
0.028324088992
Long
EC
US
N
1
N
N
N
DICK'S SPORTING GOODS, INC.
529900SSBV5I4LWSK313
DICK'S SPORTING GOODS INC COMMON STOCK
253393102
7820.00000000
NS
USD
1109579.80000000
0.311654241288
Long
EC
US
N
1
N
N
N
CNB FINANCIAL CORPORATION
254900RUYUOKD91VNX69
CNB FINANCIAL CORP/PA COMMON STOCK
126128107
5063.00000000
NS
USD
97209.60000000
0.027303835320
Long
EC
US
N
1
N
N
N
FIRST BUSINESS FINANCIAL SERVICES, INC.
549300BXKLW2T50TKU95
FIRST BUSINESS FINANCIAL SER COMMON STOCK
319390100
2400.00000000
NS
USD
73224.00000000
0.020566857980
Long
EC
US
N
1
N
N
N
THE CHEMOURS COMPANY
549300M1BOLNXL8DOV14
CHEMOURS CO/THE COMMON STOCK
163851108
20292.00000000
NS
USD
607542.48000000
0.170644049805
Long
EC
US
N
1
N
N
N
NEXSTAR MEDIA GROUP, INC.
52990083ZRR5UT591988
Nexstar Media Group Inc COMMON STOCK
65336K103
35975.00000000
NS
USD
6211443.50000000
1.744644874840
Long
EC
US
N
1
N
N
N
PACIFIC PREMIER BANCORP, INC.
549300Q1KIC3KLI0XG98
PACIFIC PREMIER BANCORP INC COMMON STOCK
69478X105
52393.00000000
NS
USD
1258479.86000000
0.353476681843
Long
EC
US
N
1
N
N
N
RLJ LODGING TRUST
N/A
RLJ LODGING TRUST REIT
74965L101
16338.00000000
NS
USD
173182.80000000
0.048642877365
Long
EC
US
N
1
N
N
N
BANKWELL FINANCIAL GROUP, INC.
5493004NUBQXPY84NX67
BANKWELL FINANCIAL GROUP INC COMMON STOCK
06654A103
1565.00000000
NS
USD
38905.90000000
0.010927730250
Long
EC
US
N
1
N
N
N
EZCORP, INC.
5493003K6PG3ZQ7TUQ63
EZCORP INC-CL A COMMON STOCK
302301106
15751.00000000
NS
USD
135458.60000000
0.038047058182
Long
EC
US
N
1
N
N
N
CIRRUS LOGIC, INC.
549300NKSJEM5ZZSSV18
CIRRUS LOGIC INC COMMON STOCK
172755100
10817.00000000
NS
USD
1183163.46000000
0.332322119099
Long
EC
US
N
1
N
N
N
ENCORE WIRE CORPORATION
N/A
ENCORE WIRE CORP COMMON STOCK
292562105
11356.00000000
NS
USD
2104607.48000000
0.591133551087
Long
EC
US
N
1
N
N
N
Bank Ozk
549300VYK2WBD7SST478
BANK OZK COMMON STOCK
06417N103
24568.00000000
NS
USD
840225.60000000
0.235999133977
Long
EC
US
N
1
N
N
N
TITAN MACHINERY INC.
549300835ZM8G0BT5C94
TITAN MACHINERY INC COMMON STOCK
88830R101
5729.00000000
NS
USD
174448.05000000
0.048998255616
Long
EC
US
N
1
N
N
N
PIEDMONT OFFICE REALTY TRUST, INC.
N/A
PIEDMONT OFFICE REALTY TRU-A REIT
720190206
64119.00000000
NS
USD
468068.70000000
0.131469224267
Long
EC
US
N
1
N
N
N
TUPPERWARE BRANDS CORPORATION
G8NWFN4YP7CR6FOP4886
TUPPERWARE BRANDS CORP COMMON STOCK
899896104
64997.00000000
NS
USD
162492.50000000
0.045640229573
Long
EC
US
N
1
N
N
N
Marcus & Millichap Inc
549300B2HE8ULXNB1N48
MARCUS & MILLICHAP INC COMMON STOCK
566324109
3088.00000000
NS
USD
99155.68000000
0.027850442320
Long
EC
US
N
1
N
N
N
MURPHY OIL CORPORATION
QBKYQD0ODE7DC7PDIN91
MURPHY OIL CORP COMMON STOCK
626717102
21656.00000000
NS
USD
800838.88000000
0.224936352969
Long
EC
US
N
1
N
N
N
MID PENN BANCORP, INC.
N/A
MID PENN BANCORP INC COMMON STOCK
59540G107
4546.00000000
NS
USD
116423.06000000
0.032700433472
Long
EC
US
N
1
N
N
N
HILLENBRAND, INC.
U246OE781574J2BUD366
HILLENBRAND INC COMMON STOCK
431571108
11392.00000000
NS
USD
541461.76000000
0.152083567129
Long
EC
US
N
1
N
N
N
CHORD ENERGY CORPORATION
529900FA4V2YNIKZ0M71
CHORD ENERGY CORP COMMON STOCK
674215207
5463.00000000
NS
USD
735319.80000000
0.206533621442
Long
EC
US
N
1
N
N
N
THOR INDUSTRIES, INC.
254900XZO1228PDSG060
THOR INDUSTRIES INC COMMON STOCK
885160101
9367.00000000
NS
USD
745987.88000000
0.209530028170
Long
EC
US
N
1
N
N
N
ABM INDUSTRIES INCORPORATED
QF02R89VEIOROM77J447
ABM INDUSTRIES INC COMMON STOCK
000957100
56717.00000000
NS
USD
2548861.98000000
0.715913940146
Long
EC
US
N
1
N
N
N
AMNEAL PHARMACEUTICALS, INC.
549300VV176ZO5WQHZ61
AMNEAL PHARMACEUTICALS INC COMMON STOCK
03168L105
99560.00000000
NS
USD
138388.40000000
0.038869968437
Long
EC
US
N
1
N
N
N
SIGA TECHNOLOGIES, INC.
N/A
SIGA TECHNOLOGIES INC COMMON STOCK
826917106
13000.00000000
NS
USD
74750.00000000
0.020995474625
Long
EC
US
N
1
N
N
N
LXP INDUSTRIAL TRUST
549300S4MH2ICXDBFV43
LXP INDUSTRIAL TRUST REIT
529043101
3503.00000000
NS
USD
36115.93000000
0.010144094874
Long
EC
US
N
1
N
N
N
Leslie's Inc
N/A
LESLIE'S INC COMMON STOCK
527064109
126399.00000000
NS
USD
1391652.99000000
0.390881806549
Long
EC
US
N
1
N
N
N
HOMETRUST BANCSHARES, INC.
N/A
HOMETRUST BANCSHARES INC COMMON STOCK
437872104
4006.00000000
NS
USD
98507.54000000
0.027668395405
Long
EC
US
N
1
N
N
N
VIPER ENERGY PARTNERS LP
5299009LINL232255G03
VIPER ENERGY PARTNERS LP COMMON STOCK
92763M105
6889.00000000
NS
USD
192892.00000000
0.054178716943
Long
EC
US
N
1
N
N
N
GUESS ?, INC.
549300QVH3ZK2DW0KP86
GUESS? INC COMMON STOCK
401617105
35748.00000000
NS
USD
695656.08000000
0.195393037805
Long
EC
US
N
1
N
N
N
SIERRA BANCORP
N/A
SIERRA BANCORP COMMON STOCK
82620P102
4509.00000000
NS
USD
77644.98000000
0.021808604781
Long
EC
US
N
1
N
N
N
CHATHAM LODGING TRUST
N/A
CHATHAM LODGING TRUST REIT
16208T102
44725.00000000
NS
USD
469165.25000000
0.131777218752
Long
EC
US
N
1
N
N
N
CARTER'S, INC.
5299003WAQK4R3L3ZU36
CARTER'S INC COMMON STOCK
146229109
9447.00000000
NS
USD
679428.24000000
0.190835028401
Long
EC
US
N
1
N
N
N
LINCOLN NATIONAL CORPORATION
EFQMQROEDSNBRIP7LE47
LINCOLN NATIONAL CORP COMMON STOCK
534187109
84642.00000000
NS
USD
1901905.74000000
0.534199514447
Long
EC
US
N
1
N
N
N
CSG SYSTEMS INTERNATIONAL, INC.
549300D7FJZUOHHXUA81
CSG SYSTEMS INTL INC COMMON STOCK
126349109
15466.00000000
NS
USD
830524.20000000
0.233274244378
Long
EC
US
N
1
N
N
N
DELUXE CORPORATION
KWGNKB8TX9LE5TV29231
DELUXE CORP COMMON STOCK
248019101
12713.00000000
NS
USD
203408.00000000
0.057132408062
Long
EC
US
N
1
N
N
N
METHODE ELECTRONICS, INC.
529900VM413LGLUS3F07
METHODE ELECTRONICS INC COMMON STOCK
591520200
10375.00000000
NS
USD
455255.00000000
0.127870164559
Long
EC
US
N
1
N
N
N
VIA RENEWABLES, INC.
549300U656GZMTWR1T03
VIA RENEWABLES INC COMMON STOCK
92556D304
857.40000000
NS
USD
15759.01000000
0.004426326348
Long
EC
US
N
1
N
N
N
MIDLAND STATES BANCORP, INC.
5493006RHXW9TTBWYC94
MIDLAND STATES BANCORP INC COMMON STOCK
597742105
6502.00000000
NS
USD
139272.84000000
0.039118386331
Long
EC
US
N
1
N
N
N
EURONET WORLDWIDE, INC.
YG3575C4DSHJPA5KET68
EURONET WORLDWIDE INC COMMON STOCK
298736109
16895.00000000
NS
USD
1890550.50000000
0.531010101025
Long
EC
US
N
1
N
N
N
FIRST FINANCIAL CORPORATION
N/A
FIRST FINANCIAL CORP/INDIANA COMMON STOCK
320218100
13031.00000000
NS
USD
488401.88000000
0.137180324799
Long
EC
US
N
1
N
N
N
FLUSHING FINANCIAL CORPORATION
N/A
FLUSHING FINANCIAL CORP COMMON STOCK
343873105
47072.00000000
NS
USD
700902.08000000
0.196866512854
Long
EC
US
N
1
N
N
N
ADVANTAGE SOLUTIONS INC.
N/A
ADVANTAGE SOLUTIONS INC COMMON STOCK
00791N102
22958.00000000
NS
USD
36273.64000000
0.010188391815
Long
EC
US
N
1
N
N
N
ARCBEST CORPORATION
5493006S3KBNE8ZS3J23
ARCBEST CORP COMMON STOCK
03937C105
14630.00000000
NS
USD
1352104.60000000
0.379773616332
Long
EC
US
N
1
N
N
N
MIDWESTONE FINANCIAL GROUP, INC.
N/A
MIDWESTONE FINANCIAL GROUP I COMMON STOCK
598511103
4386.00000000
NS
USD
107106.12000000
0.030083529427
Long
EC
US
N
1
N
N
N
WASHINGTON FEDERAL, INC.
N/A
WASHINGTON FEDERAL INC COMMON STOCK
938824109
28112.00000000
NS
USD
846733.44000000
0.237827029490
Long
EC
US
N
1
N
N
N
URBAN OUTFITTERS, INC.
549300N3DUFR5U6NRN38
URBAN OUTFITTERS INC COMMON STOCK
917047102
60451.00000000
NS
USD
1675701.72000000
0.470664253415
Long
EC
US
N
1
N
N
N
TRI POINTE HOMES, INC.
N/A
TRI POINTE HOMES INC COMMON STOCK
87265H109
78210.00000000
NS
USD
1980277.20000000
0.556212169963
Long
EC
US
N
1
N
N
N
BIG 5 SPORTING GOODS CORPORATION
529900BFAM7VKQMKUC49
BIG 5 SPORTING GOODS CORP COMMON STOCK
08915P101
6921.00000000
NS
USD
53222.49000000
0.014948915562
Long
EC
US
N
1
N
N
GENCO SHIPPING & TRADING LIMITED
5493003MBZ5GU8QHXZ58
GENCO SHIPPING & TRADING LTD COMMON STOCK
Y2685T131
6414.00000000
NS
USD
100443.24000000
0.028212086913
Long
EC
US
N
1
N
N
N
ALEXANDER & BALDWIN, INC.
N/A
ALEXANDER & BALDWIN INC REIT
014491104
9957.00000000
NS
USD
188286.87000000
0.052885246842
Long
EC
US
N
1
N
N
N
MERCHANTS BANCORP
54930008Y0GPVLF81889
MERCHANTS BANCORP/IN COMMON STOCK
58844R108
5977.00000000
NS
USD
155641.08000000
0.043715830714
Long
EC
US
N
1
N
N
N
ALLISON TRANSMISSION HOLDINGS, INC.
529900RP7DJ882LI9T83
ALLISON TRANSMISSION HOLDING COMMON STOCK
01973R101
24064.00000000
NS
USD
1088655.36000000
0.305777070062
Long
EC
US
N
1
N
N
N
ENNIS, INC.
N/A
ENNIS INC COMMON STOCK
293389102
21905.00000000
NS
USD
461976.45000000
0.129758057976
Long
EC
US
N
1
N
N
N
PEOPLES FINANCIAL SERVICES CORP.
N/A
PEOPLES FINANCIAL SERVICES COMMON STOCK
711040105
840.00000000
NS
USD
36414.00000000
0.010227815558
Long
EC
US
N
1
N
N
N
INNOVIVA, INC.
549300ACOX4QTBES6535
INNOVIVA INC COMMON STOCK
45781M101
17595.00000000
NS
USD
197943.75000000
0.055597631845
Long
EC
US
N
1
N
N
N
EAGLE BULK SHIPPING INC.
549300EC4INNZBWR8W37
EAGLE BULK SHIPPING INC COMMON STOCK
Y2187A150
3395.00000000
NS
USD
154472.50000000
0.043387604737
Long
EC
US
N
1
N
N
N
MEDIFAST, INC.
5299000YHQJ21T5KKI80
MEDIFAST INC COMMON STOCK
58470H101
6621.00000000
NS
USD
686399.07000000
0.192792966654
Long
EC
US
N
1
N
N
N
ADEIA INC.
N/A
ADEIA INC COMMON STOCK
00676P107
29641.00000000
NS
USD
262619.26000000
0.073763424877
Long
EC
US
N
1
N
N
N
TRAVEL + LEISURE CO.
T4VNTWMFQ7JQB65L7T35
TRAVEL + LEISURE CO COMMON STOCK
894164102
13500.00000000
NS
USD
529200.00000000
0.148639534073
Long
EC
US
N
1
N
N
N
COMMUNITY TRUST BANCORP, INC.
N/A
COMMUNITY TRUST BANCORP INC COMMON STOCK
204149108
10140.00000000
NS
USD
384813.00000000
0.108084703374
Long
EC
US
N
1
N
N
N
UGI CORPORATION
DX6GCWD4Q1JO9CRE5I40
UGI CORP COMMON STOCK
902681105
12300.00000000
NS
USD
427548.00000000
0.120087935589
Long
EC
US
N
1
N
N
N
GENWORTH FINANCIAL, INC.
549300EMCG286BDNKJ33
GENWORTH FINANCIAL INC-CL A COMMON STOCK
37247D106
237298.00000000
NS
USD
1191235.96000000
0.334589489921
Long
EC
US
N
1
N
N
N
UNITI GROUP INC.
549300V3NU625PJUVA84
UNITI GROUP INC REIT
91325V108
91739.00000000
NS
USD
325673.45000000
0.091473828171
Long
EC
US
N
1
N
N
N
TEREX CORPORATION
YAWJZJYEQ7M1SYMOS462
TEREX CORP COMMON STOCK
880779103
36794.00000000
NS
USD
1780093.72000000
0.499985451905
Long
EC
US
N
1
N
N
N
AMERICAN AXLE & MANUFACTURING HOLDINGS, INC.
N/A
AMERICAN AXLE & MFG HOLDINGS COMMON STOCK
024061103
70825.00000000
NS
USD
553143.25000000
0.155364616319
Long
EC
US
N
1
N
N
N
ACCO BRANDS CORPORATION
JCT8P4Y190IH4I1NX328
ACCO BRANDS CORP COMMON STOCK
00081T108
510841.00000000
NS
USD
2717674.12000000
0.763329204386
Long
EC
US
N
1
N
N
N
BERKSHIRE HILLS BANCORP, INC.
549300AS2OC6UMMBNO37
BERKSHIRE HILLS BANCORP INC COMMON STOCK
084680107
32500.00000000
NS
USD
814450.00000000
0.228759388749
Long
EC
US
N
1
N
N
N
Co-Diagnostics Inc
549300Z1JPESYWFM1R93
CO-DIAGNOSTICS INC COMMON STOCK
189763105
16069.00000000
NS
USD
23782.12000000
0.006679824709
Long
EC
US
N
1
N
N
N
UPBOUND GROUP, INC.
529900QUHE15UQNCCJ63
UPBOUND GROUP INC COMMON STOCK
76009N100
22699.00000000
NS
USD
556352.49000000
0.156266014539
Long
EC
US
N
1
N
N
N
VAREX IMAGING CORPORATION
549300CWYWPVCT8E9W67
VAREX IMAGING CORP COMMON STOCK
92214X106
4500.00000000
NS
USD
81855.00000000
0.022991098000
Long
EC
US
N
1
N
N
N
CONSENSUS CLOUD SOLUTIONS, INC.
N/A
CONSENSUS CLOUD SOLUTION COMMON STOCK
20848V105
25304.00000000
NS
USD
862613.36000000
0.242287316546
Long
EC
US
N
1
N
N
N
UNISYS CORPORATION
549300T21W22FIJJOW08
UNISYS CORP COMMON STOCK
909214306
8449.00000000
NS
USD
32782.12000000
0.009207707941
Long
EC
US
N
1
N
N
N
NU SKIN ENTERPRISES, INC.
54930050DETB6CP71D38
NU SKIN ENTERPRISES INC - A COMMON STOCK
67018T105
3050.00000000
NS
USD
119895.50000000
0.033675758234
Long
EC
US
N
1
N
N
N
National Energy Services Reunited Corp.
N/A
NATIONAL ENERGY SERVICES REU COMMON STOCK
G6375R107
4990.00000000
NS
USD
26247.40000000
0.007372262484
Long
EC
US
N
1
N
N
N
FIRST GUARANTY BANCSHARES, INC.
549300600XNPWN48W622
FIRST GUARANTY BANCSHARES IN COMMON STOCK
32043P106
2368.00000000
NS
USD
37106.56000000
0.010422338982
Long
EC
US
N
1
N
N
N
INTEGRA LIFESCIENCES HOLDINGS CORPORATION
WB7IJCYY8YFTENS4O147
INTEGRA LIFESCIENCES HOLDING COMMON STOCK
457985208
31184.00000000
NS
USD
1790273.44000000
0.502844690072
Long
EC
US
N
1
N
N
N
SmartFinancial, Inc.
N/A
SMARTFINANCIAL INC COMMON STOCK
83190L208
2250.00000000
NS
USD
52065.00000000
0.014623804500
Long
EC
US
N
1
N
N
N
IDT CORPORATION
549300JNTN7ZMJDFCL56
IDT CORP-CLASS B COMMON STOCK
448947507
1416.00000000
NS
USD
48257.28000000
0.013554307662
Long
EC
US
N
1
N
N
N
OSCAR HEALTH, INC.
N/A
OSCAR HEALTH INC - CLASS A COMMON STOCK
687793109
5967.00000000
NS
USD
39024.18000000
0.010960952253
Long
EC
US
N
1
N
N
N
BRIGHTSPIRE CAPITAL, INC.
549300BOIFLLMVU37752
BRIGHTSPIRE CAPITAL INC REIT
10949T109
60274.00000000
NS
USD
355616.60000000
0.099884137817
Long
EC
US
N
1
N
N
N
THE GOODYEAR TIRE & RUBBER COMPANY
5493002BI0S2ZQUY3437
GOODYEAR TIRE & RUBBER CO COMMON STOCK
382550101
78617.00000000
NS
USD
866359.34000000
0.243339472105
Long
EC
US
N
1
N
N
N
DIVERSIFIED HEALTHCARE TRUST
N/A
DIVERSIFIED HEALTHCARE TRUST REIT
25525P107
48583.00000000
NS
USD
65587.05000000
0.018421822663
Long
EC
US
N
1
N
N
N
HUNTSMAN CORPORATION
5299000V56320A7RIQ67
HUNTSMAN CORP COMMON STOCK
447011107
37937.00000000
NS
USD
1037956.32000000
0.291536930827
Long
EC
US
N
1
N
N
N
GENESCO INC.
549300VY2Q511P1K5P56
GENESCO INC COMMON STOCK
371532102
13164.00000000
NS
USD
485488.32000000
0.136361975969
Long
EC
US
N
1
N
N
N
QUIDELORTHO CORPORATION
549300YU8CMO9HF53113
QUIDELORTHO CORP COMMON STOCK
219798105
13244.00000000
NS
USD
1179907.96000000
0.331407727559
Long
EC
US
N
1
N
N
N
CATALYST PHARMACEUTICALS, INC.
5299004O0R5XXLA5H544
CATALYST PHARMACEUTICALS INC COMMON STOCK
14888U101
19933.00000000
NS
USD
330489.14000000
0.092826439504
Long
EC
US
N
1
N
N
N
ASSOCIATED BANC-CORP
549300N3CIN473IW5094
ASSOCIATED BANC-CORP COMMON STOCK
045487105
70672.00000000
NS
USD
1270682.56000000
0.356904126368
Long
EC
US
N
1
N
N
N
ATKORE INC
52990002TI38AM4RPV48
Atkore Inc COMMON STOCK
047649108
13535.00000000
NS
USD
1901396.80000000
0.534056565459
Long
EC
US
N
1
N
N
N
SUNSTONE HOTEL INVESTORS, INC.
529900ZQ2V52V96ATF67
SUNSTONE HOTEL INVESTORS INC REIT
867892101
17789.00000000
NS
USD
175755.32000000
0.049365436273
Long
EC
US
N
1
N
N
N
STARWOOD PROPERTY TRUST, INC.
BUGSFQZERKRBFWIG5267
STARWOOD PROPERTY TRUST INC REIT
85571B105
156977.00000000
NS
USD
2776923.13000000
0.779970824266
Long
EC
US
N
1
N
N
N
KAMAN CORPORATION
5493003YK076OLTEQF95
KAMAN CORP COMMON STOCK
483548103
33906.00000000
NS
USD
775091.16000000
0.217704438562
Long
EC
US
N
1
N
N
N
BAYCOM CORP
549300UOLS54Q5ONIG33
BAYCOM CORP COMMON STOCK
07272M107
4440.00000000
NS
USD
75835.20000000
0.021300281168
Long
EC
US
N
1
N
N
N
MDU RESOURCES GROUP, INC.
N/A
MDU RESOURCES GROUP INC COMMON STOCK
552690109
25108.00000000
NS
USD
765291.84000000
0.214952045593
Long
EC
US
N
1
N
N
N
CATHAY GENERAL BANCORP
549300K1SLJ8C97H5L68
CATHAY GENERAL BANCORP COMMON STOCK
149150104
36652.00000000
NS
USD
1265227.04000000
0.355371802197
Long
EC
US
N
1
N
N
N
B. RILEY FINANCIAL, INC.
N/A
B. RILEY FINANCIAL INC COMMON STOCK
05580M108
11672.00000000
NS
USD
331368.08000000
0.093073312581
Long
EC
US
N
1
N
N
V2X, INC.
N/A
V2X INC COMMON STOCK
92242T101
593.00000000
NS
USD
23553.96000000
0.006615740060
Long
EC
US
N
1
N
N
N
SONIC AUTOMOTIVE, INC.
549300NTLRGJ2JCBZU03
SONIC AUTOMOTIVE INC-CLASS A COMMON STOCK
83545G102
22681.00000000
NS
USD
1232485.54000000
0.346175503435
Long
EC
US
N
1
N
N
N
SITE CENTERS CORP.
W2AVA6SODOQ1LCYJQR54
SITE CENTERS CORP REIT
82981J109
4500.00000000
NS
USD
55260.00000000
0.015521203047
Long
EC
US
N
1
N
N
N
SIXTH STREET SPECIALTY LENDING, INC.
549300TX61566GJWCN05
SIXTH STREET SPECIALTY LENDI COMMON STOCK
83012A109
33800.00000000
NS
USD
618540.00000000
0.173732988295
Long
EC
US
N
1
N
N
N
ENOVIS CORPORATION
635400OP2DYYYMOIYL17
ENOVIS CORP COMMON STOCK
194014502
38602.00000000
NS
USD
2064820.98000000
0.579958481505
Long
EC
US
N
1
N
N
N
COMMERCIAL METALS COMPANY
549300OQS2LO07ZJ7N73
COMMERCIAL METALS CO COMMON STOCK
201723103
81766.00000000
NS
USD
3998357.40000000
1.123042292132
Long
EC
US
N
1
N
N
N
REX AMERICAN RESOURCES CORPORATION
N/A
REX AMERICAN RESOURCES CORP COMMON STOCK
761624105
4644.00000000
NS
USD
132771.96000000
0.037292445715
Long
EC
US
N
1
N
N
N
SPARTANNASH COMPANY
549300TV3QCCSQLF5X16
SPARTANNASH CO COMMON STOCK
847215100
22908.00000000
NS
USD
568118.40000000
0.159570775273
Long
EC
US
N
1
N
N
N
AMERICAN EQUITY INVESTMENT LIFE HOLDING COMPANY
549300RK5RZQ740FPL83
AMERICAN EQUITY INVT LIFE HL COMMON STOCK
025676206
65412.00000000
NS
USD
2386883.88000000
0.670418193143
Long
EC
US
N
1
N
N
N
RITHM CAPITAL CORP.
549300WNTHGEO5LP2G31
RITHM CAPITAL CORP REIT
64828T201
113008.00000000
NS
USD
904064.00000000
0.253929802972
Long
EC
US
N
1
N
N
N
INDEPENDENT BANK CORPORATION
N/A
INDEPENDENT BANK CORP - MICH COMMON STOCK
453838609
6278.00000000
NS
USD
111560.06000000
0.031334533899
Long
EC
US
N
1
N
N
N
ZIMVIE INC.
549300GFKURT1J6XR665
ZIMVIE INC COMMON STOCK
98888T107
5861.00000000
NS
USD
42375.03000000
0.011902125312
Long
EC
US
N
1
N
N
N
BANKUNITED, INC.
96OVUWEW5D4YX6PFXD91
BANKUNITED INC COMMON STOCK
06652K103
111811.00000000
NS
USD
2524692.38000000
0.709125281637
Long
EC
US
N
1
N
N
N
FS KKR CAPITAL CORP.
549300TYRSI1T21B1360
FS KKR CAPITAL CORP COMMON STOCK
302635206
29785.00000000
NS
USD
551022.50000000
0.154768948722
Long
EC
US
N
1
N
N
N
Apple Hospitality REIT, Inc.
549300EVZAR0FBZO4F16
APPLE HOSPITALITY REIT INC REIT
03784Y200
52276.00000000
NS
USD
811323.52000000
0.227881235819
Long
EC
US
N
1
N
N
N
INDUSTRIAL LOGISTICS PROPERTIES TRUST
5493004XH9PJW009HR47
INDUSTRIAL LOGISTICS PROPERT REIT
456237106
36893.00000000
NS
USD
113261.51000000
0.031812430224
Long
EC
US
N
1
N
N
N
BANNER CORPORATION
N/A
BANNER CORPORATION COMMON STOCK
06652V208
11870.00000000
NS
USD
645371.90000000
0.181269422751
Long
EC
US
N
1
N
N
N
MUELLER INDUSTRIES, INC.
5493005IZFE4VJLLYG84
MUELLER INDUSTRIES INC COMMON STOCK
624756102
24390.00000000
NS
USD
1792177.20000000
0.503379410403
Long
EC
US
N
1
N
N
N
BENCHMARK ELECTRONICS, INC.
549300W18RHYZOZKOP53
BENCHMARK ELECTRONICS INC COMMON STOCK
08160H101
26198.00000000
NS
USD
620630.62000000
0.174320193100
Long
EC
US
N
1
N
N
N
VERADIGM INC.
Y68YJHVB1GU4TAU3C223
VERADIGM INC COMMON STOCK
01988P108
20048.00000000
NS
USD
261626.40000000
0.073484554416
Long
EC
US
N
1
N
N
N
WARRIOR MET COAL, INC.
549300152B1S9YKBYV79
WARRIOR MET COAL INC COMMON STOCK
93627C101
12359.00000000
NS
USD
453698.89000000
0.127433090739
Long
EC
US
N
1
N
N
N
FIRST INTERNET BANCORP
549300T25MP2M92XU194
FIRST INTERNET BANCORP COMMON STOCK
320557101
3003.00000000
NS
USD
49999.95000000
0.014043781692
Long
EC
US
N
1
N
N
N
BLUE RIDGE BANKSHARES, INC.
N/A
BLUE RIDGE BANKSHARES INC COMMON STOCK
095825105
5776.00000000
NS
USD
58915.20000000
0.016547860691
Long
EC
US
N
1
N
N
N
HARLEY-DAVIDSON, INC.
ZDNAWZWXIKMWI51R2A08
HARLEY-DAVIDSON INC COMMON STOCK
412822108
22288.00000000
NS
USD
846275.36000000
0.237698365851
Long
EC
US
N
1
N
N
N
Gaming and Leisure Properties, Inc.
5493006GWRDBCZYWTM57
GAMING AND LEISURE PROPERTIE REIT
36467J108
93499.00000000
NS
USD
4867557.94000000
1.367179788886
Long
EC
US
N
1
N
N
N
NATURE'S SUNSHINE PRODUCTS, INC.
N/A
NATURES SUNSHINE PRODS INC COMMON STOCK
639027101
5446.00000000
NS
USD
55603.66000000
0.015617728864
Long
EC
US
N
1
N
N
N
PEOPLES BANCORP INC.
N/A
PEOPLES BANCORP INC COMMON STOCK
709789101
15990.00000000
NS
USD
411742.50000000
0.115648551319
Long
EC
US
N
1
N
N
N
SPECTRUM BRANDS HOLDINGS, INC.
549300JM0MJETDD30O20
SPECTRUM BRANDS HOLDINGS INC COMMON STOCK
84790A105
42976.00000000
NS
USD
2845870.72000000
0.799336541676
Long
EC
US
N
1
N
N
N
EPR PROPERTIES
549300YSSXFHMPOWZ492
EPR PROPERTIES REIT
26884U109
23636.00000000
NS
USD
900531.60000000
0.252937636890
Long
EC
US
N
1
N
N
N
ANYWHERE REAL ESTATE INC.
5493004HBTOTE9DI9P12
ANYWHERE REAL ESTATE INC COMMON STOCK
75605Y106
29998.00000000
NS
USD
158389.44000000
0.044487778843
Long
EC
US
N
1
N
N
N
JABIL INC.
5493000CGCQY2OQU7669
JABIL INC COMMON STOCK
466313103
30253.00000000
NS
USD
2667104.48000000
0.749125410493
Long
EC
US
N
1
N
N
N
REDWOOD TRUST, INC.
DRBV4N1ERQLEMIF11G78
REDWOOD TRUST INC REIT
758075402
43651.00000000
NS
USD
294207.74000000
0.082635868092
Long
EC
US
N
1
N
N
N
SCANSOURCE, INC.
7FHBAN017QDY4K2KP156
SCANSOURCE INC COMMON STOCK
806037107
15259.00000000
NS
USD
464483.96000000
0.130462357141
Long
EC
US
N
1
N
N
N
PENNANTPARK INVESTMENT CORPORATION
529900OK432R4C6NQQ73
PENNANTPARK INVESTMENT CORP COMMON STOCK
708062104
59908.00000000
NS
USD
316314.24000000
0.088845051501
Long
EC
US
N
1
N
N
N
MOVADO GROUP, INC.
549300WCGCGPWGHVXM59
MOVADO GROUP INC COMMON STOCK
624580106
4903.00000000
NS
USD
141059.31000000
0.039620162727
Long
EC
US
N
1
N
N
N
THE TIMKEN COMPANY
B0I35MLPFXZSE70ASS73
TIMKEN CO COMMON STOCK
887389104
14464.00000000
NS
USD
1181998.08000000
0.331994791926
Long
EC
US
N
1
N
N
N
UFP INDUSTRIES, INC.
5493007KB485C9OV5572
UFP INDUSTRIES INC COMMON STOCK
90278Q108
3153.00000000
NS
USD
250568.91000000
0.070378771798
Long
EC
US
N
1
N
N
N
PRIMORIS SERVICES CORPORATION
549300UF3OLBJ8D5K349
PRIMORIS SERVICES CORP COMMON STOCK
74164F103
26839.00000000
NS
USD
661849.74000000
0.185897651134
Long
EC
US
N
1
N
N
N
TOWNE BANK
54930039UO39UJGI7078
TOWNE BANK COMMON STOCK
89214P109
20236.00000000
NS
USD
539289.40000000
0.151473403527
Long
EC
US
N
1
N
N
N
DIODES INCORPORATED
549300XP2X1ARVH3BX23
DIODES INC COMMON STOCK
254543101
15413.00000000
NS
USD
1429709.88000000
0.401571070339
Long
EC
US
N
1
N
N
N
CTO REALTY GROWTH, INC.
N/A
CTO REALTY GROWTH INC REIT
22948Q101
4895.00000000
NS
USD
84487.70000000
0.023730560020
Long
EC
US
N
1
N
N
N
AMN HEALTHCARE SERVICES, INC.
529900W3ARRTCNFH2I39
AMN HEALTHCARE SERVICES INC COMMON STOCK
001744101
38720.00000000
NS
USD
3212211.20000000
0.902232759097
Long
EC
US
N
1
N
N
N
WABASH NATIONAL CORPORATION
5299004ZAWHQZI5XO485
WABASH NATIONAL CORP COMMON STOCK
929566107
44196.00000000
NS
USD
1086779.64000000
0.305250225492
Long
EC
US
N
1
N
N
N
NEWMARK GROUP, INC.
N/A
NEWMARK GROUP INC-CLASS A COMMON STOCK
65158N102
188137.00000000
NS
USD
1332009.96000000
0.374129515941
Long
EC
US
N
1
N
N
N
TUTOR PERINI CORPORATION
549300FHXYVPW8LJ6D98
TUTOR PERINI CORP COMMON STOCK
901109108
11956.00000000
NS
USD
73768.52000000
0.020719800533
Long
EC
US
N
1
N
N
N
XENIA HOTELS & RESORTS, INC.
54930075IWIPHF5IQL62
XENIA HOTELS & RESORTS INC REIT
984017103
5651.00000000
NS
USD
73971.59000000
0.020776838005
Long
EC
US
N
1
N
N
N
PACWEST BANCORP
549300YI8VMFO7G36V04
PACWEST BANCORP COMMON STOCK
695263103
140860.00000000
NS
USD
1370567.80000000
0.384959484520
Long
EC
US
N
1
N
N
Lions Gate Entertainment Corp.
5493000JSMHPHZURLM72
LIONS GATE ENTERTAINMENT-A COMMON STOCK
535919401
147658.00000000
NS
USD
1634574.06000000
0.459112484292
Long
EC
US
N
1
N
N
N
BGC PARTNERS, INC.
TF1LXM1YNB81WKUH5G19
BGC PARTNERS INC-CL A COMMON STOCK
05541T101
568809.00000000
NS
USD
2974871.07000000
0.835569632982
Long
EC
US
N
1
N
N
N
FIRST BUSEY CORPORATION
549300X4ZNLYSX7GUY60
FIRST BUSEY CORP COMMON STOCK
319383204
47931.00000000
NS
USD
974916.54000000
0.273830574955
Long
EC
US
N
1
N
N
N
RBB BANCORP
549300A23FBFZNGET525
RBB BANCORP COMMON STOCK
74930B105
4906.00000000
NS
USD
76043.00000000
0.021358647183
Long
EC
US
N
1
N
N
N
Otter Tail Corporation
N/A
OTTER TAIL CORP COMMON STOCK
689648103
2420.00000000
NS
USD
174893.40000000
0.049123343704
Long
EC
US
N
1
N
N
N
INGREDION INCORPORATED
PKSTQ48QDN0XSVS7YK88
INGREDION INC COMMON STOCK
457187102
13044.00000000
NS
USD
1326966.12000000
0.372712822767
Long
EC
US
N
1
N
N
N
SIGNET JEWELERS LIMITED
549300N3XPGE91WV7M22
SIGNET JEWELERS LTD COMMON STOCK
G81276100
18500.00000000
NS
USD
1438930.00000000
0.404160779978
Long
EC
US
N
1
N
N
N
BLUEGREEN VACATIONS HOLDING CORPORATION
549300HWTUPNFVNT5B06
BLUEGREEN VACATIONS HOLDING COMMON STOCK
096308101
3675.00000000
NS
USD
100621.50000000
0.028262155853
Long
EC
US
N
1
N
N
N
ENTERPRISE BANCORP, INC.
N/A
ENTERPRISE BANCORP INC COMMON STOCK
293668109
2900.00000000
NS
USD
91234.00000000
0.025625433204
Long
EC
US
N
1
N
N
N
ARBOR REALTY TRUST, INC.
549300ASFUWYQO0RW077
ARBOR REALTY TRUST INC REIT
038923108
65836.00000000
NS
USD
756455.64000000
0.212470169835
Long
EC
US
N
1
N
N
N
NEXTIER OILFIELD SOLUTIONS INC.
529900L27H2D4QT0IT24
NEXTIER OILFIELD SOLUTIONS I COMMON STOCK
65290C105
26000.00000000
NS
USD
206700.00000000
0.058057051574
Long
EC
US
N
1
N
N
N
HERCULES CAPITAL, INC.
549300UJ5OC256GR2B73
HERCULES CAPITAL INC COMMON STOCK
427096508
47609.00000000
NS
USD
613680.01000000
0.172367934158
Long
EC
US
N
1
N
N
GREIF, INC.
54930070FVGKR0Z1FI24
GREIF INC-CL A COMMON STOCK
397624107
26208.00000000
NS
USD
1660800.96000000
0.466478988820
Long
EC
US
N
1
N
N
N
PEBBLEBROOK HOTEL TRUST
5493004Q1NNH6JXCSI52
PEBBLEBROOK HOTEL TRUST REIT
70509V100
4360.00000000
NS
USD
61214.40000000
0.017193650594
Long
EC
US
N
1
N
N
N
Iteos Therapeutics Inc
N/A
ITEOS THERAPEUTICS INC COMMON STOCK
46565G104
7004.00000000
NS
USD
95324.44000000
0.026774339280
Long
EC
US
N
1
N
N
N
SFL CORPORATION LTD.
549300RLYYPSB0C7RH77
SFL CORP LTD COMMON STOCK
G7738W106
65246.00000000
NS
USD
619837.00000000
0.174097284356
Long
EC
US
N
1
N
N
N
PCB BANCORP
549300E5CI0LZ8Q25890
PCB BANCORP COMMON STOCK
69320M109
3500.00000000
NS
USD
50715.00000000
0.014244622015
Long
EC
US
N
1
N
N
N
AVANOS MEDICAL, INC.
549300YCXWOM7NEWMQ58
AVANOS MEDICAL INC COMMON STOCK
05350V106
20455.00000000
NS
USD
608331.70000000
0.170865722695
Long
EC
US
N
1
N
N
N
INSIGHT ENTERPRISES, INC.
529900S8991TYW6YP792
INSIGHT ENTERPRISES INC COMMON STOCK
45765U103
5915.00000000
NS
USD
845608.40000000
0.237511032851
Long
EC
US
N
1
N
N
N
BUSINESS FIRST BANCSHARES, INC.
549300ILTC50KHDX4A08
BUSINESS FIRST BANCSHARES COMMON STOCK
12326C105
5863.00000000
NS
USD
100433.19000000
0.028209264110
Long
EC
US
N
1
N
N
N
LITHIA MOTORS, INC.
SE8N1EZEHPZQBCBVKD53
LITHIA MOTORS INC COMMON STOCK
536797103
13017.00000000
NS
USD
2979981.81000000
0.837005116754
Long
EC
US
N
1
N
N
N
GREEN DOT CORPORATION
N/A
GREEN DOT CORP-CLASS A COMMON STOCK
39304D102
13500.00000000
NS
USD
231930.00000000
0.065143550902
Long
EC
US
N
1
N
N
N
ARGAN, INC.
529900E4KZWBV9KGBS83
ARGAN INC COMMON STOCK
04010E109
754.00000000
NS
USD
30514.38000000
0.008570754394
Long
EC
US
N
1
N
N
N
SILGAN HOLDINGS INC.
KAF673KJXD92C8KSLU49
SILGAN HOLDINGS INC COMMON STOCK
827048109
123208.00000000
NS
USD
6612573.36000000
1.857312591192
Long
EC
US
N
1
N
N
N
PREMIER, INC.
N/A
PREMIER INC-CLASS A COMMON STOCK
74051N102
27248.00000000
NS
USD
882017.76000000
0.247737545145
Long
EC
US
N
1
N
N
N
ORGANON & CO.
549300AMCKY57OK2CO56
ORGANON & CO COMMON STOCK
68622V106
30000.00000000
NS
USD
705600.00000000
0.198186045431
Long
EC
US
N
1
N
N
N
NEXTGEN HEALTHCARE, INC.
549300N5HIPS1URF0F20
NEXTGEN HEALTHCARE INC COMMON STOCK
65343C102
1004.00000000
NS
USD
17479.64000000
0.004909609874
Long
EC
US
N
1
N
N
N
MOOG INC.
549300WM2I4U7OBAHG07
MOOG INC-CLASS A COMMON STOCK
615394202
12159.00000000
NS
USD
1225019.25000000
0.344078402402
Long
EC
US
N
1
N
N
N
GLOBAL NET LEASE, INC.
549300NUYANCT5SU8Z65
GLOBAL NET LEASE INC REIT
379378201
56412.00000000
NS
USD
725458.32000000
0.203763769226
Long
EC
US
N
1
N
N
N
EXELIXIS, INC.
254900PJQB59O2O95R37
EXELIXIS INC COMMON STOCK
30161Q104
43393.00000000
NS
USD
842258.13000000
0.236570022700
Long
EC
US
N
1
N
N
N
Matson Inc
549300OI5H3Y0I9I4I12
MATSON INC COMMON STOCK
57686G105
9719.00000000
NS
USD
579932.73000000
0.162889136019
Long
EC
US
N
1
N
N
N
TD SYNNEX CORPORATION
5493004HI6PFLF46NS53
TD SYNNEX CORP COMMON STOCK
87162W100
8893.00000000
NS
USD
860753.47000000
0.241764918241
Long
EC
US
N
1
N
N
N
METROPOLITAN BANK HOLDING CORP.
N/A
METROPOLITAN BANK HOLDING CO COMMON STOCK
591774104
3100.00000000
NS
USD
105059.00000000
0.029508542725
Long
EC
US
N
1
N
N
N
MODINE MANUFACTURING COMPANY
Z35SZFYJR8GZZRSIUU09
MODINE MANUFACTURING CO COMMON STOCK
607828100
86498.00000000
NS
USD
1993778.90000000
0.560004472301
Long
EC
US
N
1
N
N
N
MGIC INVESTMENT CORPORATION
254900S8483WM4M98R28
MGIC INVESTMENT CORP COMMON STOCK
552848103
61442.00000000
NS
USD
824551.64000000
0.231596696125
Long
EC
US
N
1
N
N
N
F.N.B. CORPORATION
PCYSKIGYNYFDTBLVZU83
FNB CORP COMMON STOCK
302520101
209969.00000000
NS
USD
2435640.40000000
0.684112725297
Long
EC
US
N
1
N
N
N
GREENLIGHT CAPITAL RE, LTD.
549300Q9HRIFA2BGHJ51
GREENLIGHT CAPITAL RE LTD-A COMMON STOCK
G4095J109
9121.00000000
NS
USD
85646.19000000
0.024055951959
Long
EC
US
N
1
N
N
N
APOLLO COMMERCIAL REAL ESTATE FINANCE, INC.
549300E0AN7M2AQHSY29
APOLLO COMMERCIAL REAL ESTAT REIT
03762U105
26004.00000000
NS
USD
242097.24000000
0.067999283737
Long
EC
US
N
1
N
N
N
CRAWFORD & COMPANY
7TZZFJ2GPOGLWIKIXY82
CRAWFORD & COMPANY -CL A COMMON STOCK
224633206
5820.00000000
NS
USD
48655.20000000
0.013666073806
Long
EC
US
N
1
N
N
N
MINERALS TECHNOLOGIES INC.
549300D3I1QU67GP6403
MINERALS TECHNOLOGIES INC COMMON STOCK
603158106
1186.00000000
NS
USD
71658.12000000
0.020127040002
Long
EC
US
N
1
N
N
N
ZUMIEZ INC.
549300J0PDF58P6HZD25
ZUMIEZ INC COMMON STOCK
989817101
5830.00000000
NS
USD
107505.20000000
0.030195621387
Long
EC
US
N
1
N
N
N
Energizer Holdings, Inc.
5493000D6NN0V57UME20
ENERGIZER HOLDINGS INC COMMON STOCK
29272W109
22563.00000000
NS
USD
782936.10000000
0.219907893260
Long
EC
US
N
1
N
N
N
NORTHWEST NATURAL HOLDING COMPANY
N/A
NORTHWEST NATURAL HOLDING CO COMMON STOCK
66765N105
6625.00000000
NS
USD
315085.00000000
0.088499787591
Long
EC
US
N
1
N
N
N
TECHNIPFMC PLC
549300D5I93QWCJTCK36
TECHNIPFMC PLC COMMON STOCK
G87110105
67000.00000000
NS
USD
914550.00000000
0.256875067813
Long
EC
US
N
1
N
N
N
EMCOR GROUP, INC.
529900X0SQJB2J7YDU43
EMCOR GROUP INC COMMON STOCK
29084Q100
4045.00000000
NS
USD
657676.55000000
0.184725502576
Long
EC
US
N
1
N
N
N
CNX RESOURCES CORPORATION
549300JK3KH8PWM3B226
CNX RESOURCES CORP COMMON STOCK
12653C108
22155.00000000
NS
USD
354923.10000000
0.099689350370
Long
EC
US
N
1
N
N
N
VERINT SYSTEMS INC.
549300KEQJS5FRVUCO94
VERINT SYSTEMS INC COMMON STOCK
92343X100
86422.00000000
NS
USD
3218355.28000000
0.903958483187
Long
EC
US
N
1
N
N
N
SILICON MOTION TECHNOLOGY CORPORATION
5299005RBVBZQJTYFC89
SILICON MOTION TECHNOL-ADR DEPOSITARY RECEIPT
82706C108
28889.00000000
NS
USD
1892807.28000000
0.531643976172
Long
EC
US
N
1
N
N
N
CITY OFFICE REIT, INC.
5493003J7157VP25NL57
CITY OFFICE REIT INC REIT
178587101
40274.00000000
NS
USD
277890.60000000
0.078052776469
Long
EC
US
N
1
N
N
N
ENOVA INTERNATIONAL, INC.
549300O8XOCQSB49UO63
ENOVA INTERNATIONAL INC COMMON STOCK
29357K103
5055.00000000
NS
USD
224593.65000000
0.063082946885
Long
EC
US
N
1
N
N
N
VALHI, INC.
N/A
VALHI INC COMMON STOCK
918905209
1055.00000000
NS
USD
18367.55000000
0.005159002407
Long
EC
US
N
1
N
N
N
G-III APPAREL GROUP, LTD.
529900O5KABM3R3SFM87
G-III APPAREL GROUP LTD COMMON STOCK
36237H101
22248.00000000
NS
USD
345956.40000000
0.097170820305
Long
EC
US
N
1
N
N
N
THE CATO CORPORATION
529900R4SJUY7GCUU865
CATO CORP-CLASS A COMMON STOCK
149205106
6012.00000000
NS
USD
53146.08000000
0.014927453834
Long
EC
US
N
1
N
N
N
LOUISIANA-PACIFIC CORPORATION
549300C7E2UAO5BVRR75
LOUISIANA-PACIFIC CORP COMMON STOCK
546347105
11888.00000000
NS
USD
644448.48000000
0.181010056314
Long
EC
US
N
1
N
N
N
PVH CORP.
123WALMHY1GZXG2YDL90
PVH CORP COMMON STOCK
693656100
10100.00000000
NS
USD
900516.00000000
0.252933255226
Long
EC
US
N
1
N
N
N
TAYLOR MORRISON HOME CORPORATION
5299009UDLLGLKOOJE30
TAYLOR MORRISON HOME CORP COMMON STOCK
87724P106
29834.00000000
NS
USD
1141448.84000000
0.320605487049
Long
EC
US
N
1
N
N
N
HERBALIFE NUTRITION LTD.
549300BA7TYPBSZZIA41
HERBALIFE NUTRITION LTD COMMON STOCK
G4412G101
21359.00000000
NS
USD
343879.90000000
0.096587581468
Long
EC
US
N
1
N
N
N
DONNELLEY FINANCIAL SOLUTIONS, INC.
549300O1NPY4J56QCU04
DONNELLEY FINANCIAL SOLUTION COMMON STOCK
25787G100
25508.00000000
NS
USD
1042256.88000000
0.292744854550
Long
EC
US
N
1
N
N
N
POTLATCHDELTIC CORPORATION
54930084YA8UJOTXDM59
POTLATCHDELTIC CORP REIT
737630103
15171.00000000
NS
USD
750964.50000000
0.210927840865
Long
EC
US
N
1
N
N
N
SUMMIT FINANCIAL GROUP, INC.
N/A
SUMMIT FINANCIAL GROUP INC COMMON STOCK
86606G101
3604.00000000
NS
USD
74783.00000000
0.021004743531
Long
EC
US
N
1
N
N
N
FINANCIAL INSTITUTIONS, INC.
N/A
FINANCIAL INSTITUTIONS INC COMMON STOCK
317585404
4854.00000000
NS
USD
93585.12000000
0.026285806184
Long
EC
US
N
1
N
N
N
NEW MOUNTAIN FINANCE CORPORATION
549300L1MPTT1H7SES77
NEW MOUNTAIN FINANCE CORP COMMON STOCK
647551100
35378.00000000
NS
USD
430550.26000000
0.120931198113
Long
EC
US
N
1
N
N
N
SEI Daily Income Trust: Government Fund; Class F Shares
N/A
SEI DAILY INCOME TRUST GOVERNMENT FUND (#36)
783965593
5279314.01000000
NS
USD
5279314.01000000
1.482832151692
Long
STIV
RF
US
N
2
N
N
N
AXALTA COATING SYSTEMS LTD.
529900AGLPA40GV6H619
AXALTA COATING SYSTEMS LTD COMMON STOCK
G0750C108
114882.00000000
NS
USD
3479775.78000000
0.977385205253
Long
EC
US
N
1
N
N
N
FIRST COMMONWEALTH FINANCIAL CORPORATION
549300ZHLQ42NXDETL24
FIRST COMMONWEALTH FINL CORP COMMON STOCK
319829107
159357.00000000
NS
USD
1980807.51000000
0.556361121270
Long
EC
US
N
1
N
N
N
CARLYLE SECURED LENDING, INC.
5493003POT0JT6WD1D83
CARLYLE SECURED LENDING INC COMMON STOCK
872280102
37000.00000000
NS
USD
503940.00000000
0.141544608467
Long
EC
US
N
1
N
N
N
Fulgent Genetics Inc
549300CL6P01M68QJ404
FULGENT GENETICS INC COMMON STOCK
359664109
6500.00000000
NS
USD
202930.00000000
0.056998149375
Long
EC
US
N
1
N
N
N
US FOODS HOLDING CORP.
549300UGOZSO64CFPR97
US FOODS HOLDING CORP COMMON STOCK
912008109
21700.00000000
NS
USD
801598.00000000
0.225149571493
Long
EC
US
N
1
N
N
N
PHOTRONICS, INC.
549300OK5JVNIBNY6F63
PHOTRONICS INC COMMON STOCK
719405102
165203.00000000
NS
USD
2739065.74000000
0.769337595221
Long
EC
US
N
1
N
N
N
AMALGAMATED BANK
254900FMBXF85WQYV433
AMALGAMATED FINANCIAL CORP COMMON STOCK
022671101
4384.00000000
NS
USD
77552.96000000
0.021782758579
Long
EC
US
N
1
N
N
N
TEEKAY CORPORATION
YHKQM2RIPKZYOZ6RVZ46
TEEKAY CORP COMMON STOCK
Y8564W103
20000.00000000
NS
USD
123600.00000000
0.034716263060
Long
EC
US
N
1
N
N
N
CALIFORNIA RESOURCES CORPORATION
5493003Q8F0T4F4YMR48
CALIFORNIA RESOURCES CORP COMMON STOCK
13057Q305
27037.00000000
NS
USD
1040924.50000000
0.292370621099
Long
EC
US
N
1
N
N
N
O-I GLASS, INC.
N/A
O-I GLASS INC COMMON STOCK
67098H104
47243.00000000
NS
USD
1072888.53000000
0.301348547264
Long
EC
US
N
1
N
N
N
SHOE CARNIVAL, INC.
N/A
SHOE CARNIVAL INC COMMON STOCK
824889109
1654.00000000
NS
USD
42425.10000000
0.011916188769
Long
EC
US
N
1
N
N
N
CROSS COUNTRY HEALTHCARE, INC.
54930037L0NBIPZ5S663
CROSS COUNTRY HEALTHCARE INC COMMON STOCK
227483104
101251.00000000
NS
USD
2259922.32000000
0.634757748842
Long
EC
US
N
1
N
N
N
SIMMONS FIRST NATIONAL CORPORATION
549300IVR5AJKUVOGN05
SIMMONS FIRST NATL CORP-CL A COMMON STOCK
828730200
38404.00000000
NS
USD
671685.96000000
0.188660408424
Long
EC
US
N
1
N
N
N
PERDOCEO EDUCATION CORPORATION
529900X5PCA184O9LY90
PERDOCEO EDUCATION CORP COMMON STOCK
71363P106
20135.00000000
NS
USD
270413.05000000
0.075952512772
Long
EC
US
N
1
N
N
N
BWX TECHNOLOGIES, INC.
549300NP85N265KWMS58
BWX TECHNOLOGIES INC COMMON STOCK
05605H100
56937.00000000
NS
USD
3589308.48000000
1.008150302559
Long
EC
US
N
1
N
N
N
COMPUTER PROGRAMS AND SYSTEMS, INC.
5493005Q6CJC78TGL805
COMPUTER PROGRAMS & SYSTEMS COMMON STOCK
205306103
19696.00000000
NS
USD
594819.20000000
0.167070386897
Long
EC
US
N
1
N
N
N
GROUP 1 AUTOMOTIVE, INC.
549300US8QAZJLWYAF63
GROUP 1 AUTOMOTIVE INC COMMON STOCK
398905109
7662.00000000
NS
USD
1734830.04000000
0.487271974381
Long
EC
US
N
1
N
N
N
FIRST BANK
549300YS4CB1171BRJ08
FIRST BANK/HAMILTON NJ COMMON STOCK
31931U102
4774.00000000
NS
USD
48217.40000000
0.013543106330
Long
EC
US
N
1
N
N
N
URSTADT BIDDLE PROPERTIES INC.
549300XXD0YL0AER3Z82
URSTADT BIDDLE - CLASS A REIT
917286205
8782.00000000
NS
USD
154299.74000000
0.043339080614
Long
EC
US
N
1
N
N
N
TIMKENSTEEL CORPORATION
549300QZTZWHDE9HJL14
TIMKENSTEEL CORP COMMON STOCK
887399103
7730.00000000
NS
USD
141768.20000000
0.039819272854
Long
EC
US
N
1
N
N
N
Popular, Inc.
5493008CARDZMVQ3LO89
POPULAR INC COMMON STOCK
733174700
17949.00000000
NS
USD
1030452.09000000
0.289429173361
Long
EC
US
N
1
N
N
N
W&T OFFSHORE, INC.
549300Q7EOY2YIO3YK85
W&T OFFSHORE INC COMMON STOCK
92922P106
174023.00000000
NS
USD
884036.84000000
0.248304656087
Long
EC
US
N
1
N
N
N
AMC NETWORKS INC.
549300VGG9K75226LR46
AMC NETWORKS INC-A COMMON STOCK
00164V103
18606.00000000
NS
USD
327093.48000000
0.091872680396
Long
EC
US
N
1
N
N
N
TTM TECHNOLOGIES, INC.
549300SC4BDOIS008048
TTM TECHNOLOGIES COMMON STOCK
87305R109
53829.00000000
NS
USD
726153.21000000
0.203958947091
Long
EC
US
N
1
N
N
N
SIRIUSPOINT LTD.
549300OGXFI85N3YZZ51
SIRIUSPOINT LTD COMMON STOCK
G8192H106
28661.00000000
NS
USD
233013.93000000
0.065448000732
Long
EC
US
N
1
N
N
N
FIRST MERCHANTS CORPORATION
TZTBT0OTGQ2FEK6XMX94
FIRST MERCHANTS CORP COMMON STOCK
320817109
55053.00000000
NS
USD
1813996.35000000
0.509507884118
Long
EC
US
N
1
N
N
N
PARAMOUNT GROUP, INC.
N/A
PARAMOUNT GROUP INC REIT
69924R108
2496.00000000
NS
USD
11381.76000000
0.003196862251
Long
EC
US
N
1
N
N
N
RIMINI STREET, INC.
54930042ITIRGVM4HY55
RIMINI STREET INC COMMON STOCK
76674Q107
7468.00000000
NS
USD
30768.16000000
0.008642035084
Long
EC
US
N
1
N
N
N
CNO FINANCIAL GROUP, INC.
11XPYHB76MPM4Y4P2897
CNO FINANCIAL GROUP INC COMMON STOCK
12621E103
209057.00000000
NS
USD
4638974.83000000
1.302976298773
Long
EC
US
N
1
N
N
N
OCEANFIRST FINANCIAL CORP.
N/A
OCEANFIRST FINANCIAL CORP COMMON STOCK
675234108
16218.00000000
NS
USD
299708.64000000
0.084180938411
Long
EC
US
N
1
N
N
N
CIVITAS RESOURCES, INC.
IIVIHPH28S64K95M2381
CIVITAS RESOURCES INC COMMON STOCK
17888H103
13163.00000000
NS
USD
899559.42000000
0.252664574944
Long
EC
US
N
1
N
N
N
UNIVERSAL TECHNICAL INSTITUTE, INC.
2549003YOJGAZ0PVFV48
UNIVERSAL TECHNICAL INSTITUT COMMON STOCK
913915104
9294.00000000
NS
USD
68589.72000000
0.019265200345
Long
EC
US
N
1
N
N
N
MVB FINANCIAL CORP.
549300KSUQ2FUU1X2O74
MVB FINANCIAL CORP COMMON STOCK
553810102
3000.00000000
NS
USD
61920.00000000
0.017391836639
Long
EC
US
N
1
N
N
N
LADDER CAPITAL CORP
549300Q6LLV2QCV67C06
LADDER CAPITAL CORP-REIT REIT
505743104
59500.00000000
NS
USD
562275.00000000
0.157929504953
Long
EC
US
N
1
N
N
N
MACY'S, INC.
529900NZQ81TIOW3CW52
MACY'S INC COMMON STOCK
55616P104
56392.00000000
NS
USD
986296.08000000
0.277026813662
Long
EC
US
N
1
N
N
N
RITCHIE BROS. AUCTIONEERS INCORPORATED
5493002H8U24DJXQ4886
RITCHIE BROS AUCTIONEERS COMMON STOCK
767744105
17286.00000000
NS
USD
973028.94000000
0.273300393578
Long
EC
US
N
1
N
N
N
Pathward Financial, Inc.
5493004X52BH1NBLW813
PATHWARD FINANCIAL INC COMMON STOCK
59100U108
8006.00000000
NS
USD
332168.94000000
0.093298254866
Long
EC
US
N
1
N
N
N
ORRSTOWN FINANCIAL SERVICES, INC.
5493008IR3FINUFGVM95
ORRSTOWN FINL SERVICES INC COMMON STOCK
687380105
3530.00000000
NS
USD
70105.80000000
0.019691030702
Long
EC
US
N
1
N
N
N
KELLY SERVICES, INC.
N/A
KELLY SERVICES INC -A COMMON STOCK
488152208
29293.00000000
NS
USD
485970.87000000
0.136497512642
Long
EC
US
N
1
N
N
N
ZIFF DAVIS, INC.
5493008OJYGLHD7MXA18
ZIFF DAVIS INC COMMON STOCK
48123V102
54017.00000000
NS
USD
4216026.85000000
1.184180398009
Long
EC
US
N
1
N
N
N
FRANKLIN STREET PROPERTIES CORP.
549300STLK2T6QY5WO82
FRANKLIN STREET PROPERTIES C REIT
35471R106
86591.00000000
NS
USD
135947.87000000
0.038184482341
Long
EC
US
N
1
N
N
N
MERCANTILE BANK CORPORATION
P16VZZCKTJ5IONL6XE37
MERCANTILE BANK CORP COMMON STOCK
587376104
4399.00000000
NS
USD
134521.42000000
0.037783826892
Long
EC
US
N
1
N
N
N
A-MARK PRECIOUS METALS, INC.
XP6XYFDZQGKLUMOFGT37
A-MARK PRECIOUS METALS INC COMMON STOCK
00181T107
5257.00000000
NS
USD
182155.05000000
0.051162966290
Long
EC
US
N
1
N
N
N
KAR AUCTION SERVICES, INC.
5493004HKD20LBSG7D03
KAR AUCTION SERVICES INC COMMON STOCK
48238T109
171144.00000000
NS
USD
2341249.92000000
0.657600712885
Long
EC
US
N
1
N
N
N
GOLUB CAPITAL BDC, INC.
2549005WE0QLGK9APF78
GOLUB CAPITAL BDC INC COMMON STOCK
38173M102
46500.00000000
NS
USD
630540.00000000
0.177103499272
Long
EC
US
N
1
N
N
N
SOUTH PLAINS FINANCIAL, INC.
549300SNEBP48642N493
SOUTH PLAINS FINANCIAL INC COMMON STOCK
83946P107
3417.00000000
NS
USD
73157.97000000
0.020548311743
Long
EC
US
N
1
N
N
N
RADIAN GROUP INC.
54930005OUP720S5U385
RADIAN GROUP INC COMMON STOCK
750236101
85163.00000000
NS
USD
1882102.30000000
0.528637205123
Long
EC
US
N
1
N
N
N
SABRA HEALTH CARE REIT, INC.
549300E3BC7GU7TAZ621
SABRA HEALTH CARE REIT INC REIT
78573L106
111299.00000000
NS
USD
1279938.50000000
0.359503896982
Long
EC
US
N
1
N
N
N
ESAB CORPORATION
549300ZNV0SWBXEIWT04
ESAB CORP COMMON STOCK
29605J106
39045.00000000
NS
USD
2306388.15000000
0.647808881347
Long
EC
US
N
1
N
N
N
ETHAN ALLEN INTERIORS INC.
N/A
ETHAN ALLEN INTERIORS INC COMMON STOCK
297602104
6584.00000000
NS
USD
180796.64000000
0.050781421639
Long
EC
US
N
1
N
N
N
CORCEPT THERAPEUTICS INCORPORATED
529900EO9LUTFMZ7FF90
CORCEPT THERAPEUTICS INC COMMON STOCK
218352102
4347.00000000
NS
USD
94156.02000000
0.026446158244
Long
EC
US
N
1
N
N
N
Collegium Pharmaceutical, Inc.
54930049FXZMTLW8D496
COLLEGIUM PHARMACEUTICAL INC COMMON STOCK
19459J104
39267.00000000
NS
USD
942015.33000000
0.264589417501
Long
EC
US
N
1
N
N
N
Ingles Markets, Incorporated
549300XH5RYBMYP8TF26
INGLES MARKETS INC-CLASS A COMMON STOCK
457030104
16408.00000000
NS
USD
1455389.60000000
0.408783885184
Long
EC
US
N
1
N
N
N
PORTLAND GENERAL ELECTRIC COMPANY
GJOUP9M7C39GLSK9R870
PORTLAND GENERAL ELECTRIC CO COMMON STOCK
736508847
3596.00000000
NS
USD
175808.44000000
0.049380356401
Long
EC
US
N
1
N
N
N
SANMINA CORPORATION
X5K24XLM8QYRXF00EB42
SANMINA CORP COMMON STOCK
801056102
50058.00000000
NS
USD
3053037.42000000
0.857524678039
Long
EC
US
N
1
N
N
N
INGEVITY CORPORATION
5493009UTFC4B5IMGF87
INGEVITY CORP COMMON STOCK
45688C107
9734.00000000
NS
USD
696175.68000000
0.195538980931
Long
EC
US
N
1
N
N
N
Mativ Holdings, Inc.
549300Z1FU4IDULG1R21
MATIV HOLDINGS INC COMMON STOCK
808541106
22418.00000000
NS
USD
481314.46000000
0.135189639224
Long
EC
US
N
1
N
N
N
PEAPACK-GLADSTONE FINANCIAL CORPORATION
549300G8DN2UK8K0ET30
PEAPACK GLADSTONE FINL CORP COMMON STOCK
704699107
5631.00000000
NS
USD
166790.22000000
0.046847355610
Long
EC
US
N
1
N
N
N
WERNER ENTERPRISES, INC.
549300P6XRGOCHHJST37
WERNER ENTERPRISES INC COMMON STOCK
950755108
23723.00000000
NS
USD
1079159.27000000
0.303109847097
Long
EC
US
N
1
N
N
N
JOHN WILEY & SONS, INC.
5493003XM719UN7E8P64
WILEY (JOHN) & SONS-CLASS A COMMON STOCK
968223206
66508.00000000
NS
USD
2578515.16000000
0.724242804203
Long
EC
US
N
1
N
N
N
PROVIDENT BANCORP, INC.
N/A
PROVIDENT BANCORP INC COMMON STOCK
74383L105
4672.00000000
NS
USD
31956.48000000
0.008975805551
Long
EC
US
N
1
N
N
N
ZIONS BANCORPORATION, NATIONAL ASSOCIATION
8WH0EE09O9V05QJZ3V89
ZIONS BANCORP NA COMMON STOCK
989701107
45396.00000000
NS
USD
1358702.28000000
0.381626745737
Long
EC
US
N
1
N
N
N
Paysafe Limited
N/A
PAYSAFE LTD COMMON STOCK
G6964L206
9033.16660000
NS
USD
156002.79000000
0.043817426341
Long
EC
US
N
1
N
N
N
KB HOME
549300LGUCWQURMWLG09
KB HOME COMMON STOCK
48666K109
21107.00000000
NS
USD
848079.26000000
0.238205037913
Long
EC
US
N
1
N
N
N
FIRST FOUNDATION INC.
254900TQZQ6LBCK77E82
FIRST FOUNDATION INC COMMON STOCK
32026V104
15500.00000000
NS
USD
115475.00000000
0.032434146253
Long
EC
US
N
1
N
N
N
PDC ENERGY, INC.
5493008W8H2T511J5Y59
PDC ENERGY INC COMMON STOCK
69327R101
26732.00000000
NS
USD
1715659.76000000
0.481887504451
Long
EC
US
N
1
N
N
N
PBF ENERGY INC.
2549003PBEDCSZMZIY02
PBF ENERGY INC-CLASS A COMMON STOCK
69318G106
23985.00000000
NS
USD
1039989.60000000
0.292108030207
Long
EC
US
N
1
N
N
N
SUMMIT HOTEL PROPERTIES, INC.
254900OBQWJK6X20LS71
SUMMIT HOTEL PROPERTIES INC REIT
866082100
4100.00000000
NS
USD
28700.00000000
0.008061138752
Long
EC
US
N
1
N
N
N
SUNCOKE ENERGY, INC.
1KF1J2NXQE2PI0QOB943
SUNCOKE ENERGY INC COMMON STOCK
86722A103
88096.00000000
NS
USD
791102.08000000
0.222201520362
Long
EC
US
N
1
N
N
N
NETSCOUT SYSTEMS, INC.
5493005HZXZ3SPNVCV76
NETSCOUT SYSTEMS INC COMMON STOCK
64115T104
6016.00000000
NS
USD
172358.40000000
0.048411323260
Long
EC
US
N
1
N
N
N
XPO, INC.
54930096DB9LCLPN7H13
XPO INC COMMON STOCK
983793100
13099.00000000
NS
USD
417858.10000000
0.117366276063
Long
EC
US
N
1
N
N
N
RESOURCES CONNECTION, INC.
N/A
RESOURCES CONNECTION INC COMMON STOCK
76122Q105
4918.00000000
NS
USD
83901.08000000
0.023565792591
Long
EC
US
N
1
N
N
N
INVESCO MORTGAGE CAPITAL INC.
PV3BDP2HFZL2FNXQBL39
INVESCO MORTGAGE CAPITAL REIT
46131B704
19075.00000000
NS
USD
211541.75000000
0.059416982534
Long
EC
US
N
1
N
N
N
CRESCENT POINT ENERGY CORP.
549300FTKUHZK8OC7N74
CRESCENT POINT ENERGY CORP COMMON STOCK
22576C101
56510.00000000
NS
USD
398960.60000000
0.112058423465
Long
EC
US
N
1
N
N
N
CINEMARK HOLDINGS, INC.
549300LL2QMPTYIE0K55
CINEMARK HOLDINGS INC COMMON STOCK
17243V102
163007.00000000
NS
USD
2410873.53000000
0.677156308030
Long
EC
US
N
1
N
N
N
ALASKA AIR GROUP, INC.
529900G48RT4KWLC6C27
ALASKA AIR GROUP INC COMMON STOCK
011659109
15633.00000000
NS
USD
655960.68000000
0.184243556020
Long
EC
US
N
1
N
N
N
VICTORY CAPITAL HOLDINGS, INC.
549300BN5LH2CIPPHS71
VICTORY CAPITAL HOLDING - A COMMON STOCK
92645B103
19500.00000000
NS
USD
570765.00000000
0.160314141469
Long
EC
US
N
1
N
N
N
QURATE RETAIL, INC.
549300PSXEKU4PHLCR04
QURATE RETAIL INC-SERIES A COMMON STOCK
74915M100
103000.00000000
NS
USD
101743.40000000
0.028577270542
Long
EC
US
N
1
N
N
N
BOISE CASCADE COMPANY
549300Z8B8LSRHC7XA55
BOISE CASCADE CO COMMON STOCK
09739D100
11348.00000000
NS
USD
717761.00000000
0.201601777430
Long
EC
US
N
1
N
N
N
OFFICE PROPERTIES INCOME TRUST
N/A
OFFICE PROPERTIES INCOME TRU REIT
67623C109
18671.00000000
NS
USD
229653.30000000
0.064504080707
Long
EC
US
N
1
N
N
N
KENNAMETAL INC.
549300GZDSG25XUV0Y08
KENNAMETAL INC COMMON STOCK
489170100
13020.00000000
NS
USD
359091.60000000
0.100860181620
Long
EC
US
N
1
N
N
N
HANCOCK WHITNEY CORPORATION
549300GRNBWY8HIICT41
HANCOCK WHITNEY CORP COMMON STOCK
410120109
30065.00000000
NS
USD
1094366.00000000
0.307381051296
Long
EC
US
N
1
N
N
N
GXO LOGISTICS, INC.
5493007CNWMXN78JRN66
GXO LOGISTICS INC COMMON STOCK
36262G101
63299.00000000
NS
USD
3194067.54000000
0.897136641998
Long
EC
US
N
1
N
N
N
FULTON FINANCIAL CORPORATION
5493005QLZ6O1BNC0C11
FULTON FINANCIAL CORP COMMON STOCK
360271100
61083.00000000
NS
USD
844167.06000000
0.237106195160
Long
EC
US
N
1
N
N
N
BRIXMOR PROPERTY GROUP INC.
5299007UXW6Y0W2EGZ95
BRIXMOR PROPERTY GROUP INC REIT
11120U105
29107.00000000
NS
USD
626382.64000000
0.175935796979
Long
EC
US
N
1
N
N
N
Arcus Biosciences Inc
N/A
ARCUS BIOSCIENCES INC COMMON STOCK
03969F109
8877.00000000
NS
USD
161916.48000000
0.045478439429
Long
EC
US
N
1
N
N
N
RYDER SYSTEM, INC.
ZXJ6Y2OSPZXIVGRILD15
RYDER SYSTEM INC COMMON STOCK
783549108
15874.00000000
NS
USD
1416595.76000000
0.397887629889
Long
EC
US
N
1
N
N
N
NATIONAL FUEL GAS COMPANY
8JB38FFW1Y3C1HM8E841
NATIONAL FUEL GAS CO COMMON STOCK
636180101
26315.00000000
NS
USD
1519428.10000000
0.426770757450
Long
EC
US
N
1
N
N
N
BRANDYWINE REALTY TRUST
5UZ46ZCYUFYYAC0DS831
BRANDYWINE REALTY TRUST REIT
105368203
55921.00000000
NS
USD
264506.33000000
0.074293457389
Long
EC
US
N
1
N
N
N
FUTUREFUEL CORP.
529900WYQZSMWFXLA845
FUTUREFUEL CORP COMMON STOCK
36116M106
8285.00000000
NS
USD
61143.30000000
0.017173680316
Long
EC
US
N
1
N
N
N
SYNOVUS FINANCIAL CORP.
549300EIUS8UN5JTLE54
SYNOVUS FINANCIAL CORP COMMON STOCK
87161C501
20383.00000000
NS
USD
628407.89000000
0.176504640925
Long
EC
US
N
1
N
N
N
DHT HOLDINGS, INC.
549300SMD6IVZYT74K40
DHT HOLDINGS INC COMMON STOCK
Y2065G121
38336.00000000
NS
USD
414412.16000000
0.116398394514
Long
EC
US
N
1
N
N
N
KITE REALTY GROUP TRUST
N/A
KITE REALTY GROUP TRUST REIT
49803T300
32262.00000000
NS
USD
674921.04000000
0.189569064478
Long
EC
US
N
1
N
N
N
HELEN OF TROY LIMITED
N/A
HELEN OF TROY LTD COMMON STOCK
G4388N106
9343.00000000
NS
USD
889173.31000000
0.249747366797
Long
EC
US
N
1
N
N
N
LA-Z-BOY INCORPORATED
549300WNO1WMN9ZG2519
LA-Z-BOY INC COMMON STOCK
505336107
47344.00000000
NS
USD
1376763.52000000
0.386699713043
Long
EC
US
N
1
N
N
N
EQUITY COMMONWEALTH
549300YPGVU9PR4L0606
EQUITY COMMONWEALTH REIT
294628102
63739.00000000
NS
USD
1320034.69000000
0.370765951025
Long
EC
US
N
1
N
N
N
AerSale Corp
N/A
AERSALE CORP COMMON STOCK
00810F106
4881.00000000
NS
USD
84050.82000000
0.023607850951
Long
EC
US
N
1
N
N
N
SUPER MICRO COMPUTER, INC.
54930022CZO1N2UGVW07
SUPER MICRO COMPUTER INC COMMON STOCK
86800U104
34265.00000000
NS
USD
3650935.75000000
1.025459918392
Long
EC
US
N
1
N
N
N
AXIS CAPITAL HOLDINGS LIMITED
N/A
AXIS CAPITAL HOLDINGS LTD COMMON STOCK
G0692U109
15008.00000000
NS
USD
818236.16000000
0.229822829903
Long
EC
US
N
1
N
N
N
NAVIENT CORPORATION
54930067J0ZNOEBRW338
NAVIENT CORP COMMON STOCK
63938C108
58190.00000000
NS
USD
930458.10000000
0.261343269953
Long
EC
US
N
1
N
N
N
FORESTAR GROUP INC.
549300BC2UB0GHV60V70
FORESTAR GROUP INC COMMON STOCK
346232101
5053.00000000
NS
USD
78624.68000000
0.022083778915
Long
EC
US
N
1
N
N
N
FIRST AMERICAN FINANCIAL CORPORATION
549300B6VEZK3N0A1P55
FIRST AMERICAN FINANCIAL COMMON STOCK
31847R102
10366.00000000
NS
USD
576971.56000000
0.162057414686
Long
EC
US
N
1
N
N
N
LENDINGCLUB CORPORATION
549300YC50YO7Y1OJR92
LENDINGCLUB CORP COMMON STOCK
52603A208
30639.00000000
NS
USD
220907.19000000
0.062047509061
Long
EC
US
N
1
N
N
N
Village Super Market, Inc.
25490069686XCNNEMQ07
VILLAGE SUPER MARKET-CLASS A COMMON STOCK
927107409
13897.00000000
NS
USD
317963.36000000
0.089308249589
Long
EC
US
N
1
N
N
N
MEDICAL PROPERTIES TRUST, INC.
254900U6E39J1MQCCY14
MEDICAL PROPERTIES TRUST INC REIT
58463J304
253654.00000000
NS
USD
2085035.88000000
0.585636360034
Long
EC
US
N
1
N
N
N
Koppers Holdings Inc.
N/A
KOPPERS HOLDINGS INC COMMON STOCK
50060P106
23760.00000000
NS
USD
830887.20000000
0.233376202335
Long
EC
US
N
1
N
N
N
SKYWEST, INC.
529900UYS2KGS6Z42P09
SKYWEST INC COMMON STOCK
830879102
8046.00000000
NS
USD
178379.82000000
0.050102595111
Long
EC
US
N
1
N
N
N
CENTRAL PACIFIC FINANCIAL CORP.
549300W3YEAOZ4KGG849
CENTRAL PACIFIC FINANCIAL CO COMMON STOCK
154760409
31526.00000000
NS
USD
564315.40000000
0.158502604169
Long
EC
US
N
1
N
N
N
EMERGENT BIOSOLUTIONS INC.
549300YW6TUOX8BE5103
EMERGENT BIOSOLUTIONS INC COMMON STOCK
29089Q105
18367.00000000
NS
USD
190282.12000000
0.053445664511
Long
EC
US
N
1
N
N
N
CAPITAL BANCORP, INC.
549300LQKYGWQ7VP0C75
CAPITAL BANCORP INC/MD COMMON STOCK
139737100
2753.00000000
NS
USD
45809.92000000
0.012866903183
Long
EC
US
N
1
N
N
N
WORLD FUEL SERVICES CORPORATION
D3W7PCXCBRQLL17DZ313
WORLD FUEL SERVICES CORP COMMON STOCK
981475106
49588.00000000
NS
USD
1266973.40000000
0.355862312660
Long
EC
US
N
1
N
N
N
Banco Latinoamericano de Comercio Exterior, S.A.
549300CN3134K4LC0651
BANCO LATINOAMERICANO COME-E COMMON STOCK
P16994132
37823.00000000
NS
USD
657363.74000000
0.184637641781
Long
EC
US
N
1
N
N
N
BIG LOTS, INC.
N/A
BIG LOTS INC COMMON STOCK
089302103
10080.00000000
NS
USD
110476.80000000
0.031030272256
Long
EC
US
N
1
N
N
N
AVNET, INC.
XJI53DCPL7QABOWK4Z75
AVNET INC COMMON STOCK
053807103
29289.00000000
NS
USD
1323862.80000000
0.371841174923
Long
EC
US
N
1
N
N
N
ALPHA METALLURGICAL RESOURCES, INC.
N/A
ALPHA METALLURGICAL RESOURCE COMMON STOCK
020764106
2250.00000000
NS
USD
351000.00000000
0.098587446069
Long
EC
US
N
1
N
N
N
DIAMONDROCK HOSPITALITY COMPANY
529900KKD4BPVBUAQ734
DIAMONDROCK HOSPITALITY CO REIT
252784301
6594.00000000
NS
USD
53609.22000000
0.015057538705
Long
EC
US
N
1
N
N
N
ABCELLERA BIOLOGICS INC.
9845000861BC95FF9F73
ABCELLERA BIOLOGICS INC COMMON STOCK
00288U106
1480.00000000
NS
USD
11159.20000000
0.003134350507
Long
EC
US
N
1
N
N
N
Aaron's Company Inc
N/A
AARON'S CO INC/THE COMMON STOCK
00258W108
32783.00000000
NS
USD
316683.78000000
0.088948846386
Long
EC
US
N
1
N
N
N
ASHLAND INC.
529900E4L9R04SB8HB11
Ashland Inc COMMON STOCK
044186104
32467.00000000
NS
USD
3334685.57000000
0.936632859802
Long
EC
US
N
1
N
N
N
HANMI FINANCIAL CORPORATION
549300MSZ7RCG7EA6587
HANMI FINANCIAL CORPORATION COMMON STOCK
410495204
29402.00000000
NS
USD
545995.14000000
0.153356884384
Long
EC
US
N
1
N
N
N
HAVERTY FURNITURE COMPANIES, INC.
529900CVFMMIRXZVPD70
HAVERTY FURNITURE COMMON STOCK
419596101
26455.00000000
NS
USD
844179.05000000
0.237109562862
Long
EC
US
N
1
N
N
N
TITAN INTERNATIONAL, INC.
254900CXRGBE7C4B5A06
TITAN INTERNATIONAL INC COMMON STOCK
88830M102
15000.00000000
NS
USD
157200.00000000
0.044153693795
Long
EC
US
N
1
N
N
N
QUANEX BUILDING PRODUCTS CORPORATION
5493000TL30VL5WOAW87
QUANEX BUILDING PRODUCTS COMMON STOCK
747619104
7497.00000000
NS
USD
161410.41000000
0.045336296555
Long
EC
US
N
1
N
N
N
VISHAY INTERTECHNOLOGY, INC.
5493009O8F3QQJTCQR75
VISHAY INTERTECHNOLOGY INC COMMON STOCK
928298108
38941.00000000
NS
USD
880845.42000000
0.247408263075
Long
EC
US
N
1
N
N
N
HORIZON BANCORP, INC.
549300U2OQ2EIT5MXG39
HORIZON BANCORP INC/IN COMMON STOCK
440407104
1050.00000000
NS
USD
11613.00000000
0.003261811997
Long
EC
US
N
1
N
N
N
HERSHA HOSPITALITY TRUST
549300DNC58BIN1VO064
HERSHA HOSPITALITY TRUST-A REIT
427825500
9104.00000000
NS
USD
61178.88000000
0.017183673882
Long
EC
US
N
1
N
N
N
CROSSFIRST BANKSHARES, INC.
N/A
CROSSFIRST BANKSHARES INC COMMON STOCK
22766M109
11080.00000000
NS
USD
116118.40000000
0.032614861816
Long
EC
US
N
1
N
N
N
RAYONIER ADVANCED MATERIALS INC.
54930053QJ7OUGZG4F72
RAYONIER ADVANCED MATERIALS COMMON STOCK
75508B104
3940.00000000
NS
USD
24703.80000000
0.006938702422
Long
EC
US
N
1
N
N
N
PARK-OHIO HOLDINGS CORP.
N/A
PARK-OHIO HOLDINGS CORP COMMON STOCK
700666100
11604.00000000
NS
USD
140176.32000000
0.039372152103
Long
EC
US
N
1
N
N
N
OFG BANCORP
549300Q4QEXJ37LEXQ06
OFG BANCORP COMMON STOCK
67103X102
79694.00000000
NS
USD
1987568.36000000
0.558260081198
Long
EC
US
N
1
N
N
N
YELP INC.
5299007OU2DOSXPQBO35
YELP INC COMMON STOCK
985817105
4612.00000000
NS
USD
141588.40000000
0.039768771364
Long
EC
US
N
1
N
N
N
SAFE BULKERS, INC.
549300V6ZM2HJJYQQO85
SAFE BULKERS INC COMMON STOCK
Y7388L103
26340.00000000
NS
USD
97194.60000000
0.027299622181
Long
EC
US
N
1
N
N
N
BAR HARBOR BANKSHARES
N/A
BAR HARBOR BANKSHARES COMMON STOCK
066849100
4295.00000000
NS
USD
113602.75000000
0.031908276321
Long
EC
US
N
1
N
N
N
MASTERCRAFT BOAT HOLDINGS, INC.
549300IXWX41555YJ117
MASTERCRAFT BOAT HOLDINGS IN COMMON STOCK
57637H103
5463.00000000
NS
USD
166239.09000000
0.046692556467
Long
EC
US
N
1
N
N
N
PAR PACIFIC HOLDINGS, INC.
549300BTNS7MHSHRLR55
PAR PACIFIC HOLDINGS INC COMMON STOCK
69888T207
3700.00000000
NS
USD
108040.00000000
0.030345833827
Long
EC
US
N
1
N
N
N
ACADIA REALTY TRUST
N/A
ACADIA REALTY TRUST REIT
004239109
1711.00000000
NS
USD
23868.45000000
0.006704072726
Long
EC
US
N
1
N
N
N
CONDUENT INCORPORATED
549300SFJ2D2CYY6CQ11
CONDUENT INC COMMON STOCK
206787103
52230.00000000
NS
USD
179148.90000000
0.050318611159
Long
EC
US
N
1
N
N
N
ACI WORLDWIDE, INC.
5493003BPVMZUJ6F5C02
ACI WORLDWIDE INC COMMON STOCK
004498101
43431.00000000
NS
USD
1171768.38000000
0.329121515581
Long
EC
US
N
1
N
N
N
N/A
N/A
SEI LIQUIDITY FUND
N/A
2456748.63600000
NS
USD
2459475.18000000
0.690807340931
Long
EC
US
N
2
N
N
N
FEDERATED HERMES, INC.
R05X5UQ874RGFF7HHD84
FEDERATED HERMES INC COMMON STOCK
314211103
26381.00000000
NS
USD
1058933.34000000
0.297428870507
Long
EC
US
N
1
N
N
N
CLEARWATER PAPER CORPORATION
549300HCVV19GXN4P292
CLEARWATER PAPER CORP COMMON STOCK
18538R103
4378.00000000
NS
USD
146312.76000000
0.041095730301
Long
EC
US
N
1
N
N
N
DYNAVAX TECHNOLOGIES CORPORATION
549300T5URIXWDILX594
DYNAVAX TECHNOLOGIES CORP COMMON STOCK
268158201
35122.00000000
NS
USD
344546.82000000
0.096774903233
Long
EC
US
N
1
N
N
N
CORECIVIC, INC.
529900JFA3K6PTLT8B15
CORECIVIC INC COMMON STOCK
21871N101
22280.00000000
NS
USD
204976.00000000
0.057572821497
Long
EC
US
N
1
N
N
N
CARRIAGE SERVICES, INC.
N/A
CARRIAGE SERVICES INC COMMON STOCK
143905107
13839.00000000
NS
USD
422366.28000000
0.118632515245
Long
EC
US
N
1
N
N
N
HILLTOP HOLDINGS INC.
54930010TA543US0PM65
HILLTOP HOLDINGS INC COMMON STOCK
432748101
16789.00000000
NS
USD
498129.63000000
0.139912615479
Long
EC
US
N
1
N
N
N
COVENANT LOGISTICS GROUP, INC.
N/A
COVENANT LOGISTICS GROUP INC COMMON STOCK
22284P105
3450.00000000
NS
USD
122199.00000000
0.034322755903
Long
EC
US
N
1
N
N
N
2023-03-31
SEI INSTITUTIONAL MANAGED TRUST
Ankit Puri
Ankit Puri
CFO