0001752724-24-045051.txt : 20240228
0001752724-24-045051.hdr.sgml : 20240228
20240228103636
ACCESSION NUMBER: 0001752724-24-045051
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20231231
FILED AS OF DATE: 20240228
DATE AS OF CHANGE: 20240228
PERIOD START: 20240630
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: JPMORGAN TRUST II
CENTRAL INDEX KEY: 0000763852
ORGANIZATION NAME:
IRS NUMBER: 000000000
STATE OF INCORPORATION: DE
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-04236
FILM NUMBER: 24691453
BUSINESS ADDRESS:
STREET 1: 277 PARK AVENUE
CITY: NEW YORK
STATE: NY
ZIP: 10172
BUSINESS PHONE: 800-480-4111
MAIL ADDRESS:
STREET 1: 277 PARK AVENUE
CITY: NEW YORK
STATE: NY
ZIP: 10172
FORMER COMPANY:
FORMER CONFORMED NAME: ONE GROUP MUTUAL FUNDS
DATE OF NAME CHANGE: 20000721
FORMER COMPANY:
FORMER CONFORMED NAME: ONE GROUP
DATE OF NAME CHANGE: 19931105
FORMER COMPANY:
FORMER CONFORMED NAME: HELMSMAN FUND
DATE OF NAME CHANGE: 19920703
0000763852
S000003899
JPMorgan Small Cap Value Fund
C000010893
Class I
PSOPX
C000010894
Class A
PSOAX
C000010896
Class C
OSVCX
C000010897
Class R6
JSVUX
C000033524
Class R5
JSVRX
C000070648
Class R2
JSVZX
C000173567
Class R4
JSVQX
C000173568
Class R3
JSVPX
NPORT-P
1
primary_doc.xml
NPORT-P
false
0000763852
XXXXXXXX
S000003899
C000070648
C000173567
C000010893
C000173568
C000010896
C000010897
C000010894
C000033524
JPMorgan Trust II
811-04236
0000763852
549300IMXLYKELY96B40
277 Park Avenue
New York
10172
800-480-4111
JPMorgan Small Cap Value Fund
S000003899
549300V4YKXS0HHDUK18
2024-06-30
2023-12-31
N
1588076715.89
113251366.46
1474825349.43
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
399626.48000000
N
N/A
N/A
Radian Group, Inc.
54930005OUP720S5U385
Radian Group, Inc.
750236101
301730.00000000
NS
USD
8614391.50000000
0.584095703489
Long
EC
CORP
US
N
1
N
N
N
Green Plains, Inc.
VJ5WLTHARBSDR14KIZ98
Green Plains, Inc.
393222104
81573.00000000
NS
USD
2057271.06000000
0.139492520981
Long
EC
CORP
US
N
1
N
N
Group 1 Automotive, Inc.
549300US8QAZJLWYAF63
Group 1 Automotive, Inc.
398905109
34471.00000000
NS
USD
10504692.54000000
0.712266882587
Long
EC
CORP
US
N
1
N
N
N
Agree Realty Corp.
N/A
Agree Realty Corp.
008492100
177304.00000000
NS
USD
11161286.80000000
0.756787019175
Long
EC
CORP
US
N
1
N
N
N
COPT Defense Properties
YY1J47X6LF9TYY8JY420
COPT Defense Properties
22002T108
309511.00000000
NS
USD
7932766.93000000
0.537878395775
Long
EC
CORP
US
N
1
N
N
N
Schnitzer Steel Industries, Inc.
549300F62TK8VRDSM285
Schnitzer Steel Industries, Inc., Class A
806882106
62934.00000000
NS
USD
1898089.44000000
0.128699268746
Long
EC
CORP
US
N
1
N
N
N
Wintrust Financial Corp.
Q774KI4AW80FHFW33O61
Wintrust Financial Corp.
97650W108
91485.00000000
NS
USD
8485233.75000000
0.575338208912
Long
EC
CORP
US
N
1
N
N
N
RLI Corp.
529900AMTJE5ECN9PS55
RLI Corp.
749607107
32253.00000000
NS
USD
4293519.36000000
0.291120529061
Long
EC
CORP
US
N
1
N
N
N
Chesapeake Utilities Corp.
254900WW0FDCKAOCKE74
Chesapeake Utilities Corp.
165303108
28368.00000000
NS
USD
2996511.84000000
0.203177402745
Long
EC
CORP
US
N
1
N
N
N
GMS, Inc.
52990057RENOQO4U0D72
GMS, Inc.
36251C103
71841.00000000
NS
USD
5921853.63000000
0.401529145962
Long
EC
CORP
US
N
1
N
N
N
BGC Group, Inc.
2549001IGRCG4F0RLD36
BGC Group, Inc., Class A
088929104
84227.00000000
NS
USD
608118.94000000
0.041233285028
Long
EC
CORP
US
N
1
N
N
N
Gulfport Energy Corp.
254900DJRGZBUZ3F5038
Gulfport Energy Corp.
402635502
36203.00000000
NS
USD
4822239.60000000
0.326970213921
Long
EC
CORP
US
N
1
N
N
N
Merchants Bancorp
54930008Y0GPVLF81889
Merchants Bancorp
58844R108
205878.00000000
NS
USD
8766285.24000000
0.594394803655
Long
EC
CORP
US
N
1
N
N
N
Liberty Latin America Ltd.
213800YWQHEAX7CAVO83
Liberty Latin America Ltd., Class C
N/A
579258.00000000
NS
USD
4251753.72000000
0.288288624930
Long
EC
CORP
BM
N
1
N
N
N
WesBanco, Inc.
N/A
WesBanco, Inc.
950810101
42200.00000000
NS
USD
1323814.00000000
0.089760730008
Long
EC
CORP
US
N
1
N
N
N
FirstCash Holdings, Inc.
N/A
FirstCash Holdings, Inc.
33768G107
41057.00000000
NS
USD
4450168.23000000
0.301742049098
Long
EC
CORP
US
N
1
N
N
N
Hancock Whitney Corp.
549300GRNBWY8HIICT41
Hancock Whitney Corp.
410120109
61362.00000000
NS
USD
2981579.58000000
0.202164926250
Long
EC
CORP
US
N
1
N
N
N
ATN International, Inc.
54930013NP7VEU877V56
ATN International, Inc.
00215F107
16274.00000000
NS
USD
634197.78000000
0.043001551352
Long
EC
CORP
US
N
1
N
N
N
Addus HomeCare Corp.
52990090ZT33AKPDBX62
Addus HomeCare Corp.
006739106
33826.00000000
NS
USD
3140744.10000000
0.212957019026
Long
EC
CORP
US
N
1
N
N
N
RxSight, Inc.
N/A
RxSight, Inc.
78349D107
263187.00000000
NS
USD
10611699.84000000
0.719522473905
Long
EC
CORP
US
N
1
N
N
N
Equity Bancshares, Inc.
549300BPQ2EJNU4WF694
Equity Bancshares, Inc., Class A
29460X109
14800.00000000
NS
USD
501720.00000000
0.034018943340
Long
EC
CORP
US
N
1
N
N
N
Helen of Troy Ltd.
N/A
Helen of Troy Ltd.
N/A
11624.00000000
NS
USD
1404295.44000000
0.095217744971
Long
EC
CORP
BM
N
1
N
N
N
Resideo Technologies, Inc.
5493006TKFPYISY2DS54
Resideo Technologies, Inc.
76118Y104
101704.00000000
NS
USD
1914069.28000000
0.129782776024
Long
EC
CORP
US
N
1
N
N
N
Daktronics, Inc.
549300IOLZ3SG5YUJ288
Daktronics, Inc.
234264109
366111.00000000
NS
USD
3104621.28000000
0.210507724267
Long
EC
CORP
US
N
1
N
N
N
John B Sanfilippo & Son, Inc.
5299007IBEYVXKYDUX28
John B Sanfilippo & Son, Inc.
800422107
36615.00000000
NS
USD
3772809.60000000
0.255813991904
Long
EC
CORP
US
N
1
N
N
N
Cal-Maine Foods, Inc.
549300NHE5WMIEIEMF53
Cal-Maine Foods, Inc.
128030202
13090.00000000
NS
USD
751235.10000000
0.050937224552
Long
EC
CORP
US
N
1
N
N
Aviat Networks, Inc.
549300Z3X8Z4MK52CI65
Aviat Networks, Inc.
05366Y201
35408.00000000
NS
USD
1156425.28000000
0.078410998322
Long
EC
CORP
US
N
1
N
N
N
TriCo Bancshares
N/A
TriCo Bancshares
896095106
66433.00000000
NS
USD
2854626.01000000
0.193556885301
Long
EC
CORP
US
N
1
N
N
N
Meritage Homes Corp.
52990044W9UMFJO2FB97
Meritage Homes Corp.
59001A102
66620.00000000
NS
USD
11605204.00000000
0.786886664545
Long
EC
CORP
US
N
1
N
N
N
Ovintiv, Inc.
2549003MEX7YMKLGI239
Ovintiv, Inc.
69047Q102
100541.00000000
NS
USD
4415760.72000000
0.299409060313
Long
EC
CORP
US
N
1
N
N
New Jersey Resources Corp.
549300QKBSQBIX4DQ583
New Jersey Resources Corp.
646025106
66286.00000000
NS
USD
2955029.88000000
0.200364733433
Long
EC
CORP
US
N
1
N
N
N
Xperi, Inc.
N/A
Xperi, Inc.
98423J101
235889.00000000
NS
USD
2599496.78000000
0.176257940033
Long
EC
CORP
US
N
1
N
N
N
Mercantile Bank Corp.
P16VZZCKTJ5IONL6XE37
Mercantile Bank Corp.
587376104
17206.00000000
NS
USD
694778.28000000
0.047109190269
Long
EC
CORP
US
N
1
N
N
N
Enstar Group Ltd.
213800AMAL5QFXVUCN04
Enstar Group Ltd.
N/A
5872.00000000
NS
USD
1728423.20000000
0.117195110639
Long
EC
CORP
BM
N
1
N
N
N
Full House Resorts, Inc.
5493009DKIWW0H901Y82
Full House Resorts, Inc.
359678109
65631.00000000
NS
USD
352438.47000000
0.023896963131
Long
EC
CORP
US
N
1
N
N
N
Brookline Bancorp, Inc.
N/A
Brookline Bancorp, Inc.
11373M107
97912.00000000
NS
USD
1068219.92000000
0.072430265754
Long
EC
CORP
US
N
1
N
N
N
Kymera Therapeutics, Inc.
N/A
Kymera Therapeutics, Inc.
501575104
222320.00000000
NS
USD
5660267.20000000
0.383792372580
Long
EC
CORP
US
N
1
N
N
N
Sight Sciences, Inc.
N/A
Sight Sciences, Inc.
82657M105
546060.00000000
NS
USD
2817669.60000000
0.191051069273
Long
EC
CORP
US
N
1
N
N
N
Northwest Natural Holding Co.
254900PSJL6ZEC8FR782
Northwest Natural Holding Co.
66765N105
83005.00000000
NS
USD
3232214.70000000
0.219159150013
Long
EC
CORP
US
N
1
N
N
N
Bancorp, Inc. (The)
N/A
Bancorp, Inc. (The)
05969A105
50565.00000000
NS
USD
1949786.40000000
0.132204562442
Long
EC
CORP
US
N
1
N
N
N
Financial Institutions, Inc.
N/A
Financial Institutions, Inc.
317585404
40848.00000000
NS
USD
870062.40000000
0.058994266699
Long
EC
CORP
US
N
1
N
N
N
REX American Resources Corp.
N/A
REX American Resources Corp.
761624105
19963.00000000
NS
USD
944249.90000000
0.064024523335
Long
EC
CORP
US
N
1
N
N
N
United Natural Foods, Inc.
549300GKGW6WPZ282D40
United Natural Foods, Inc.
911163103
106678.00000000
NS
USD
1731383.94000000
0.117395862545
Long
EC
CORP
US
N
1
N
N
N
DiamondRock Hospitality Co.
529900KKD4BPVBUAQ734
DiamondRock Hospitality Co.
252784301
91474.00000000
NS
USD
858940.86000000
0.058240174698
Long
EC
CORP
US
N
1
N
N
N
Urban Outfitters, Inc.
549300N3DUFR5U6NRN38
Urban Outfitters, Inc.
917047102
113027.00000000
NS
USD
4033933.63000000
0.273519412421
Long
EC
CORP
US
N
1
N
N
N
Old National Bancorp
549300MMK90CL5KMVX16
Old National Bancorp
680033107
658594.00000000
NS
USD
11123652.66000000
0.754235249909
Long
EC
CORP
US
N
1
N
N
N
Abercrombie & Fitch Co.
5493000J7LL72TOGT983
Abercrombie & Fitch Co., Class A
002896207
71405.00000000
NS
USD
6299349.10000000
0.427125089925
Long
EC
CORP
US
N
1
N
N
N
Radiant Logistics, Inc.
549300HWCW2HBOG4GN20
Radiant Logistics, Inc.
75025X100
240623.00000000
NS
USD
1597736.72000000
0.108333961076
Long
EC
CORP
US
N
1
N
N
N
Banc of California, Inc.
549300ZKWUJDP6LJ1X87
Banc of California, Inc.
05990K106
146509.00000000
NS
USD
1967615.87000000
0.133413483214
Long
EC
CORP
US
N
1
N
N
N
Savers Value Village, Inc.
N/A
Savers Value Village, Inc.
80517M109
127400.00000000
NS
USD
2214212.00000000
0.150133844719
Long
EC
CORP
US
N
1
N
N
Titan International, Inc.
254900CXRGBE7C4B5A06
Titan International, Inc.
88830M102
32440.00000000
NS
USD
482707.20000000
0.032729787305
Long
EC
CORP
US
N
1
N
N
N
Constellium SE
724500KRJEMC79KAAU28
Constellium SE
N/A
151026.00000000
NS
USD
3014478.96000000
0.204395656825
Long
EC
CORP
FR
N
1
N
N
N
Apple Hospitality REIT, Inc.
549300EVZAR0FBZO4F16
Apple Hospitality REIT, Inc.
03784Y200
354096.00000000
NS
USD
5881534.56000000
0.398795325987
Long
EC
CORP
US
N
1
N
N
Dynex Capital, Inc.
5CIJ4S9HAEBWILA19B65
Dynex Capital, Inc.
26817Q886
116341.00000000
NS
USD
1456589.32000000
0.098763512612
Long
EC
CORP
US
N
1
N
N
QCR Holdings, Inc.
549300MWKWM7KWJVQO33
QCR Holdings, Inc.
74727A104
108868.00000000
NS
USD
6356802.52000000
0.431020698312
Long
EC
CORP
US
N
1
N
N
N
Warrior Met Coal, Inc.
549300152B1S9YKBYV79
Warrior Met Coal, Inc.
93627C101
55040.00000000
NS
USD
3355788.80000000
0.227538047220
Long
EC
CORP
US
N
1
N
N
N
Hudson Technologies, Inc.
N/A
Hudson Technologies, Inc.
444144109
92525.00000000
NS
USD
1248162.25000000
0.084631190430
Long
EC
CORP
US
N
1
N
N
N
Capital City Bank Group, Inc.
254900NVLVUJQZKTQE82
Capital City Bank Group, Inc.
139674105
83329.00000000
NS
USD
2452372.47000000
0.166282229346
Long
EC
CORP
US
N
1
N
N
N
Open Lending Corp.
N/A
Open Lending Corp.
68373J104
87128.00000000
NS
USD
741459.28000000
0.050274378609
Long
EC
CORP
US
N
1
N
N
N
Allogene Therapeutics, Inc.
N/A
Allogene Therapeutics, Inc.
019770106
417320.00000000
NS
USD
1339597.20000000
0.090830904182
Long
EC
CORP
US
N
1
N
N
Nelnet, Inc.
549300T6B0Q52I6OM558
Nelnet, Inc., Class A
64031N108
9459.00000000
NS
USD
834472.98000000
0.056581138934
Long
EC
CORP
US
N
1
N
N
N
SM Energy Co.
84BUTVXV5ODI6BXNMH43
SM Energy Co.
78454L100
305197.00000000
NS
USD
11817227.84000000
0.801262864417
Long
EC
CORP
US
N
1
N
N
N
Equity Commonwealth
549300YPGVU9PR4L0606
Equity Commonwealth
294628102
149608.00000000
NS
USD
2872473.60000000
0.194767034693
Long
EC
CORP
US
N
1
N
N
N
JPMorgan U.S. Government Money Market Fund
549300NQ5E5B7ZV4T516
JPMorgan U.S. Government Money Market Fund, Share Class IM
4812C2270
11992073.86000000
NS
USD
11992073.86000000
0.813118235636
Long
STIV
RF
US
N
1
N
N
SpringWorks Therapeutics, Inc.
N/A
SpringWorks Therapeutics, Inc.
85205L107
148984.00000000
NS
USD
5437916.00000000
0.368715929794
Long
EC
CORP
US
N
1
N
N
Virtus Investment Partners, Inc.
549300HWF93HB8BDM648
Virtus Investment Partners, Inc.
92828Q109
10220.00000000
NS
USD
2470787.20000000
0.167530833461
Long
EC
CORP
US
N
1
N
N
N
JetBlue Airways Corp.
54930070J9H97ZO93T57
JetBlue Airways Corp.
477143101
246900.00000000
NS
USD
1370295.00000000
0.092912357421
Long
EC
CORP
US
N
1
N
N
N
Old Second Bancorp, Inc.
549300XVJC1MPUT81C04
Old Second Bancorp, Inc.
680277100
334948.00000000
NS
USD
5171597.12000000
0.350658274350
Long
EC
CORP
US
N
1
N
N
N
REVOLUTION Medicines, Inc.
549300JU3X0LBCQ65892
REVOLUTION Medicines, Inc.
76155X100
73371.00000000
NS
USD
2104280.28000000
0.142679964160
Long
EC
CORP
US
N
1
N
N
N
Mid Penn Bancorp, Inc.
N/A
Mid Penn Bancorp, Inc.
59540G107
17126.00000000
NS
USD
415819.28000000
0.028194476055
Long
EC
CORP
US
N
1
N
N
N
Midland States Bancorp, Inc.
5493006RHXW9TTBWYC94
Midland States Bancorp, Inc.
597742105
28434.00000000
NS
USD
783641.04000000
0.053134497606
Long
EC
CORP
US
N
1
N
N
N
MacroGenics, Inc.
5493001KJQUA83L8MH79
MacroGenics, Inc.
556099109
546134.00000000
NS
USD
5253809.08000000
0.356232626597
Long
EC
CORP
US
N
1
N
N
Uranium Energy Corp.
549300VD69WD2USLIP04
Uranium Energy Corp.
916896103
537335.00000000
NS
USD
3438944.00000000
0.233176355514
Long
EC
CORP
US
N
1
N
N
Intra-Cellular Therapies, Inc.
5299002U2KGF193IJA20
Intra-Cellular Therapies, Inc.
46116X101
54320.00000000
NS
USD
3890398.40000000
0.263787058006
Long
EC
CORP
US
N
1
N
N
N
Southside Bancshares, Inc.
549300TC83207VQA2K65
Southside Bancshares, Inc.
84470P109
33652.00000000
NS
USD
1053980.64000000
0.071464776517
Long
EC
CORP
US
N
1
N
N
N
Taylor Morrison Home Corp.
5299009UDLLGLKOOJE30
Taylor Morrison Home Corp.
87724P106
211256.00000000
NS
USD
11270507.60000000
0.764192696060
Long
EC
CORP
US
N
1
N
N
N
Repay Holdings Corp.
N/A
Repay Holdings Corp.
76029L100
409589.00000000
NS
USD
3497890.06000000
0.237173171816
Long
EC
CORP
US
N
1
N
N
Amalgamated Financial Corp.
N/A
Amalgamated Financial Corp.
022671101
47100.00000000
NS
USD
1268874.00000000
0.086035543157
Long
EC
CORP
US
N
1
N
N
N
Mueller Industries, Inc.
5493005IZFE4VJLLYG84
Mueller Industries, Inc.
624756102
229145.00000000
NS
USD
10804186.75000000
0.732573979296
Long
EC
CORP
US
N
1
N
N
ON24, Inc.
N/A
ON24, Inc.
68339B104
333267.00000000
NS
USD
2626143.96000000
0.178064742446
Long
EC
CORP
US
N
1
N
N
N
Central Garden & Pet Co.
5493004DVZLD37DJ0H83
Central Garden & Pet Co., Class A
153527205
138333.00000000
NS
USD
6092185.32000000
0.413078424665
Long
EC
CORP
US
N
1
N
N
N
ModivCare, Inc.
549300EFZIFW7F7I0Q28
ModivCare, Inc.
60783X104
53947.00000000
NS
USD
2373128.53000000
0.160909122623
Long
EC
CORP
US
N
1
N
N
N
Heartland Financial USA, Inc.
549300QF7B0DFZT32C73
Heartland Financial USA, Inc.
42234Q102
27700.00000000
NS
USD
1041797.00000000
0.070638669209
Long
EC
CORP
US
N
1
N
N
N
Bluebird Bio, Inc.
N/A
Bluebird Bio, Inc.
09609G100
491250.00000000
NS
USD
677925.00000000
0.045966459707
Long
EC
CORP
US
N
1
N
N
Veradigm, Inc.
Y68YJHVB1GU4TAU3C223
Veradigm, Inc.
01988P108
295900.00000000
NS
USD
3103991.00000000
0.210464988359
Long
EC
CORP
US
N
1
N
N
N
OceanFirst Financial Corp.
N/A
OceanFirst Financial Corp.
675234108
251527.00000000
NS
USD
4366508.72000000
0.296069546247
Long
EC
CORP
US
N
1
N
N
N
CrossFirst Bankshares, Inc.
N/A
CrossFirst Bankshares, Inc.
22766M109
47858.00000000
NS
USD
649911.64000000
0.044067023953
Long
EC
CORP
US
N
1
N
N
N
Barrett Business Services, Inc.
529900HXB6TMG0SR9Y34
Barrett Business Services, Inc.
068463108
46875.00000000
NS
USD
5428125.00000000
0.368052054577
Long
EC
CORP
US
N
1
N
N
N
ACCO Brands Corp.
JCT8P4Y190IH4I1NX328
ACCO Brands Corp.
00081T108
114687.00000000
NS
USD
697296.96000000
0.047279968456
Long
EC
CORP
US
N
1
N
N
N
Magnite, Inc.
54930018FR2YX1HHSB02
Magnite, Inc.
55955D100
268339.00000000
NS
USD
2506286.26000000
0.169937834399
Long
EC
CORP
US
N
1
N
N
N
Essential Properties Realty Trust, Inc.
2549009LXQLVYCGLZO50
Essential Properties Realty Trust, Inc.
29670E107
151925.00000000
NS
USD
3883203.00000000
0.263299176509
Long
EC
CORP
US
N
1
N
N
N
Business First Bancshares, Inc.
549300ILTC50KHDX4A08
Business First Bancshares, Inc.
12326C105
81074.00000000
NS
USD
1998474.10000000
0.135505814350
Long
EC
CORP
US
N
1
N
N
N
Boise Cascade Co.
549300Z8B8LSRHC7XA55
Boise Cascade Co.
09739D100
58319.00000000
NS
USD
7544145.84000000
0.511528083166
Long
EC
CORP
US
N
1
N
N
N
Chord Energy Corp.
529900FA4V2YNIKZ0M71
Chord Energy Corp.
674215207
60061.00000000
NS
USD
9983940.03000000
0.676957446782
Long
EC
CORP
US
N
1
N
N
N
Ellington Financial, Inc.
60GS1D1R1YY5G1W7IT74
Ellington Financial, Inc.
28852N109
26507.00000000
NS
USD
336903.97000000
0.022843651970
Long
EC
CORP
US
N
1
N
N
Gray Television, Inc.
529900TM5726KDN7UU35
Gray Television, Inc.
389375106
445531.00000000
NS
USD
3991957.76000000
0.270673253720
Long
EC
CORP
US
N
1
N
N
N
Essent Group Ltd.
254900QUO860OUT6ZF83
Essent Group Ltd.
N/A
242047.00000000
NS
USD
12765558.78000000
0.865564101195
Long
EC
CORP
BM
N
1
N
N
N
MVB Financial Corp.
549300KSUQ2FUU1X2O74
MVB Financial Corp.
553810102
12607.00000000
NS
USD
284413.92000000
0.019284583093
Long
EC
CORP
US
N
1
N
N
N
Cytokinetics, Inc.
549300BE5DY1HW7IHA64
Cytokinetics, Inc.
23282W605
73860.00000000
NS
USD
6166571.40000000
0.418122145946
Long
EC
CORP
US
N
1
N
N
Luxfer Holdings plc
21380045UF5SJYZOXE41
Luxfer Holdings plc
N/A
28263.00000000
NS
USD
252671.22000000
0.017132280788
Long
EC
CORP
GB
N
1
N
N
N
International Game Technology plc
549300UQ6KHRCZDRGZ76
International Game Technology plc
N/A
85329.00000000
NS
USD
2338867.89000000
0.158586092306
Long
EC
CORP
GB
N
1
N
N
N
GATX Corp.
549300IHYHCQP2PIR591
GATX Corp.
361448103
12923.00000000
NS
USD
1553603.06000000
0.105341494204
Long
EC
CORP
US
N
1
N
N
N
City Office REIT, Inc.
5493003J7157VP25NL57
City Office REIT, Inc.
178587101
91500.00000000
NS
USD
559065.00000000
0.037907200348
Long
EC
CORP
US
N
1
N
N
N
MFA Financial, Inc.
YW72IMH2RRC8Z1TGLG58
MFA Financial, Inc.
55272X607
563834.00000000
NS
USD
6354409.18000000
0.430858418758
Long
EC
CORP
US
N
1
N
N
N
Parsons Corp.
549300ZXH0VRBSEPX752
Parsons Corp.
70202L102
83674.00000000
NS
USD
5247196.54000000
0.355784265711
Long
EC
CORP
US
N
1
N
N
Clearway Energy, Inc.
549300LHAZ9HA9G3XC48
Clearway Energy, Inc.
18539C105
102244.00000000
NS
USD
2615401.52000000
0.177336355183
Long
EC
CORP
US
N
1
N
N
Griffon Corp.
5493000C2SGNC7ZN3242
Griffon Corp.
398433102
91635.00000000
NS
USD
5585153.25000000
0.378699298337
Long
EC
CORP
US
N
1
N
N
N
Pinnacle Financial Partners, Inc.
54930098EZ8JMSAZGS24
Pinnacle Financial Partners, Inc.
72346Q104
46368.00000000
NS
USD
4044216.96000000
0.274216669896
Long
EC
CORP
US
N
1
N
N
N
Terex Corp.
YAWJZJYEQ7M1SYMOS462
Terex Corp.
880779103
61674.00000000
NS
USD
3543788.04000000
0.240285267768
Long
EC
CORP
US
N
1
N
N
N
Tronox Holdings plc
549300NRVC84SGJSXV06
Tronox Holdings plc
N/A
58983.00000000
NS
USD
835199.28000000
0.056630385443
Long
EC
CORP
GB
N
1
N
N
N
Prothena Corp. plc
5299009ZXQ8NIIJ8OL30
Prothena Corp. plc
N/A
82718.00000000
NS
USD
3005972.12000000
0.203818853612
Long
EC
CORP
IE
N
1
N
N
N
Greif, Inc.
54930070FVGKR0Z1FI24
Greif, Inc., Class A
397624107
38981.00000000
NS
USD
2556763.79000000
0.173360445085
Long
EC
CORP
US
N
1
N
N
N
United Bankshares, Inc.
5299005O3BAMJ9Z92V62
United Bankshares, Inc.
909907107
82700.00000000
NS
USD
3105385.00000000
0.210559508025
Long
EC
CORP
US
N
1
N
N
N
Popular, Inc.
5493008CARDZMVQ3LO89
Popular, Inc.
733174700
82761.00000000
NS
USD
6792195.27000000
0.460542346429
Long
EC
CORP
PR
N
1
N
N
N
Fate Therapeutics, Inc.
549300L14Q4UHOODLA90
Fate Therapeutics, Inc.
31189P102
603722.00000000
NS
USD
2257920.28000000
0.153097468854
Long
EC
CORP
US
N
1
N
N
N
First Bancshares, Inc. (The)
5493006DL5RXJODMAF36
First Bancshares, Inc. (The)
318916103
85413.00000000
NS
USD
2505163.29000000
0.169861691824
Long
EC
CORP
US
N
1
N
N
N
Live Oak Bancshares, Inc.
N/A
Live Oak Bancshares, Inc.
53803X105
36088.00000000
NS
USD
1642004.00000000
0.111335488004
Long
EC
CORP
US
N
1
N
N
N
Premier Financial Corp.
N/A
Premier Financial Corp.
74052F108
104245.00000000
NS
USD
2512304.50000000
0.170345898988
Long
EC
CORP
US
N
1
N
N
N
Fulgent Genetics, Inc.
549300CL6P01M68QJ404
Fulgent Genetics, Inc.
359664109
68968.00000000
NS
USD
1993864.88000000
0.135193287854
Long
EC
CORP
US
N
1
N
N
Eastern Bankshares, Inc.
549300J245MBQU3DO403
Eastern Bankshares, Inc.
27627N105
532232.00000000
NS
USD
7557694.40000000
0.512446738383
Long
EC
CORP
US
N
1
N
N
N
ArcBest Corp.
5493006S3KBNE8ZS3J23
ArcBest Corp.
03937C105
66572.00000000
NS
USD
8002620.12000000
0.542614766086
Long
EC
CORP
US
N
1
N
N
N
Victory Capital Holdings, Inc.
549300BN5LH2CIPPHS71
Victory Capital Holdings, Inc., Class A
92645B103
183725.00000000
NS
USD
6327489.00000000
0.429033105678
Long
EC
CORP
US
N
1
N
N
N
Bluegreen Vacations Holding Corp.
549300HWTUPNFVNT5B06
Bluegreen Vacations Holding Corp.
096308101
29260.00000000
NS
USD
2198011.20000000
0.149035355328
Long
EC
CORP
US
N
1
N
N
Regency Centers Corp.
529900053A7X7FJ97S58
Regency Centers Corp.
758849103
10536.00000000
NS
USD
705912.00000000
0.047864108131
Long
EC
CORP
US
N
1
N
N
N
Carvana Co.
5493003WEAK2PJ5WS063
Carvana Co.
146869102
34857.00000000
NS
USD
1845329.58000000
0.125121905499
Long
EC
CORP
US
N
1
N
N
Northwestern Energy Group, Inc.
254900N1WG46G1VMDM34
Northwestern Energy Group, Inc.
668074305
69553.00000000
NS
USD
3539552.17000000
0.239998056133
Long
EC
CORP
US
N
1
N
N
N
AssetMark Financial Holdings, Inc.
5493001K4EDHT2T6W812
AssetMark Financial Holdings, Inc.
04546L106
47700.00000000
NS
USD
1428615.00000000
0.096866723951
Long
EC
CORP
US
N
1
N
N
N
Hope Bancorp, Inc.
549300UTF4QGMBHIZ219
Hope Bancorp, Inc.
43940T109
190400.00000000
NS
USD
2300032.00000000
0.155952838815
Long
EC
CORP
US
N
1
N
N
N
Ultra Clean Holdings, Inc.
5493007L6LS7QX18PE75
Ultra Clean Holdings, Inc.
90385V107
34382.00000000
NS
USD
1173801.48000000
0.079589185285
Long
EC
CORP
US
N
1
N
N
N
UMB Financial Corp.
549300MGEH3N3CUCV828
UMB Financial Corp.
902788108
22700.00000000
NS
USD
1896585.00000000
0.128597260735
Long
EC
CORP
US
N
1
N
N
N
Skyward Specialty Insurance Group, Inc.
549300GXGXJG0YH4VN21
Skyward Specialty Insurance Group, Inc.
830940102
37434.00000000
NS
USD
1268263.92000000
0.085994176903
Long
EC
CORP
US
N
1
N
N
Blackstone Mortgage Trust, Inc.
549300OLDJ20R2Y2UW20
Blackstone Mortgage Trust, Inc., Class A
09257W100
47081.00000000
NS
USD
1001412.87000000
0.067900437864
Long
EC
CORP
US
N
1
N
N
UFP Industries, Inc.
5493007KB485C9OV5572
UFP Industries, Inc.
90278Q108
90925.00000000
NS
USD
11415633.75000000
0.774032922231
Long
EC
CORP
US
N
1
N
N
N
National Bank Holdings Corp.
N/A
National Bank Holdings Corp., Class A
633707104
57906.00000000
NS
USD
2153524.14000000
0.146018926297
Long
EC
CORP
US
N
1
N
N
N
Darling Ingredients, Inc.
L1N0SPPKS7EXZYUMZ898
Darling Ingredients, Inc.
237266101
34163.00000000
NS
USD
1702683.92000000
0.115449868057
Long
EC
CORP
US
N
1
N
N
N
SeaWorld Entertainment, Inc.
529900G0H4NV3IIK3269
SeaWorld Entertainment, Inc.
81282V100
77264.00000000
NS
USD
4081857.12000000
0.276768847347
Long
EC
CORP
US
N
1
N
N
N
Cars.com, Inc.
5493002G6J07LNGX4M98
Cars.com, Inc.
14575E105
64511.00000000
NS
USD
1223773.67000000
0.082977531575
Long
EC
CORP
US
N
1
N
N
N
Westamerica BanCorp
N/A
Westamerica BanCorp
957090103
34279.00000000
NS
USD
1933678.39000000
0.131112364643
Long
EC
CORP
US
N
1
N
N
N
First Commonwealth Financial Corp.
549300ZHLQ42NXDETL24
First Commonwealth Financial Corp.
319829107
160517.00000000
NS
USD
2478382.48000000
0.168045828677
Long
EC
CORP
US
N
1
N
N
N
Lexicon Pharmaceuticals, Inc.
N/A
Lexicon Pharmaceuticals, Inc.
528872302
1465284.00000000
NS
USD
2241884.52000000
0.152010169940
Long
EC
CORP
US
N
1
N
N
Laureate Education, Inc.
5JL7TMOH5TY3IUYSUP91
Laureate Education, Inc., Class A
518613203
266676.00000000
NS
USD
3656127.96000000
0.247902435458
Long
EC
CORP
US
N
1
N
N
N
Towne Bank
54930039UO39UJGI7078
Towne Bank
89214P109
79074.00000000
NS
USD
2353242.24000000
0.159560739914
Long
EC
CORP
US
N
1
N
N
N
Ryerson Holding Corp.
549300JMA41B3ZHOVE45
Ryerson Holding Corp.
783754104
77434.00000000
NS
USD
2685411.12000000
0.182083330818
Long
EC
CORP
US
N
1
N
N
N
Adtalem Global Education, Inc.
549300Z467EZLMODV621
Adtalem Global Education, Inc.
00737L103
78000.00000000
NS
USD
4598100.00000000
0.311772509319
Long
EC
CORP
US
N
1
N
N
N
Byline Bancorp, Inc.
549300W7ODP4YL2H4823
Byline Bancorp, Inc.
124411109
223387.00000000
NS
USD
5262997.72000000
0.356855659013
Long
EC
CORP
US
N
1
N
N
N
Xenia Hotels & Resorts, Inc.
54930075IWIPHF5IQL62
Xenia Hotels & Resorts, Inc.
984017103
74225.00000000
NS
USD
1010944.50000000
0.068546726593
Long
EC
CORP
US
N
1
N
N
N
Herbalife Ltd.
549300BA7TYPBSZZIA41
Herbalife Ltd.
N/A
170853.00000000
NS
USD
2607216.78000000
0.176781391844
Long
EC
CORP
KY
N
1
N
N
InvenTrust Properties Corp.
5493006BQYSOBYVUFA03
InvenTrust Properties Corp.
46124J201
128390.00000000
NS
USD
3253402.60000000
0.220595787918
Long
EC
CORP
US
N
1
N
N
N
Stride, Inc.
254900BRWS3AFONWU277
Stride, Inc.
86333M108
45594.00000000
NS
USD
2706915.78000000
0.183541446520
Long
EC
CORP
US
N
1
N
N
Valvoline, Inc.
549300CMHPBEY6VPOT75
Valvoline, Inc.
92047W101
38956.00000000
NS
USD
1463966.48000000
0.099263718281
Long
EC
CORP
US
N
1
N
N
N
Jackson Financial, Inc.
213800WXW2KG1N4CO374
Jackson Financial, Inc., Class A
46817M107
153709.00000000
NS
USD
7869900.80000000
0.533615780542
Long
EC
CORP
US
N
1
N
N
N
Adient plc
5493002QLDY8O75RTR78
Adient plc
N/A
171496.00000000
NS
USD
6235594.56000000
0.422802236373
Long
EC
CORP
IE
N
1
N
N
N
Nature's Sunshine Products, Inc.
N/A
Nature's Sunshine Products, Inc.
639027101
40005.00000000
NS
USD
691686.45000000
0.046899549852
Long
EC
CORP
US
N
1
N
N
N
Fresh Del Monte Produce, Inc.
529900I72V9F0FEZR228
Fresh Del Monte Produce, Inc.
N/A
73744.00000000
NS
USD
1935780.00000000
0.131254863550
Long
EC
CORP
KY
N
1
N
N
N
Capstar Financial Holdings, Inc.
N/A
Capstar Financial Holdings, Inc.
14070T102
46630.00000000
NS
USD
873846.20000000
0.059250825891
Long
EC
CORP
US
N
1
N
N
PennyMac Mortgage Investment Trust
549300BSSOQO1ZWDUJ97
PennyMac Mortgage Investment Trust
70931T103
52321.00000000
NS
USD
782198.95000000
0.053036717215
Long
EC
CORP
US
N
1
N
N
RPT Realty
549300T03GDH1L37S188
RPT Realty
74971D101
99740.00000000
NS
USD
1279664.20000000
0.086767168769
Long
EC
CORP
US
N
1
N
N
N
Unisys Corp.
549300T21W22FIJJOW08
Unisys Corp.
909214306
722333.00000000
NS
USD
4059511.46000000
0.275253707943
Long
EC
CORP
US
N
1
N
N
N
Simply Good Foods Co. (The)
N/A
Simply Good Foods Co. (The)
82900L102
36339.00000000
NS
USD
1439024.40000000
0.097572529557
Long
EC
CORP
US
N
1
N
N
N
CNO Financial Group, Inc.
11XPYHB76MPM4Y4P2897
CNO Financial Group, Inc.
12621E103
65349.00000000
NS
USD
1823237.10000000
0.123623932874
Long
EC
CORP
US
N
1
N
N
N
Telephone and Data Systems, Inc.
N/A
Telephone and Data Systems, Inc.
879433829
54900.00000000
NS
USD
1007415.00000000
0.068307410120
Long
EC
CORP
US
N
1
N
N
N
Magnolia Oil & Gas Corp.
N/A
Magnolia Oil & Gas Corp., Class A
559663109
29846.00000000
NS
USD
635421.34000000
0.043084514396
Long
EC
CORP
US
N
1
N
N
Peabody Energy Corp.
EJCO258LNNVSKAR2JX59
Peabody Energy Corp.
704551100
138256.00000000
NS
USD
3362385.92000000
0.227985362558
Long
EC
CORP
US
N
1
N
N
Iovance Biotherapeutics, Inc.
2549002L8WT2ACU5Q878
Iovance Biotherapeutics, Inc.
462260100
420574.00000000
NS
USD
3419266.62000000
0.231842137872
Long
EC
CORP
US
N
1
N
N
KKR Real Estate Finance Trust, Inc.
549300K23AYZDZ2REL62
KKR Real Estate Finance Trust, Inc.
48251K100
118120.00000000
NS
USD
1562727.60000000
0.105960180342
Long
EC
CORP
US
N
1
N
N
N
Syndax Pharmaceuticals, Inc.
529900OF94TRHKZVBS87
Syndax Pharmaceuticals, Inc.
87164F105
184223.00000000
NS
USD
3981059.03000000
0.269934269270
Long
EC
CORP
US
N
1
N
N
N
ConnectOne Bancorp, Inc.
549300E2M5ZYAZKUK134
ConnectOne Bancorp, Inc.
20786W107
411460.00000000
NS
USD
9426548.60000000
0.639163722242
Long
EC
CORP
US
N
1
N
N
N
Associated Banc-Corp.
549300N3CIN473IW5094
Associated Banc-Corp.
045487105
63100.00000000
NS
USD
1349709.00000000
0.091516531128
Long
EC
CORP
US
N
1
N
N
N
Gogo, Inc.
549300VL3DIHSFHYTO04
Gogo, Inc.
38046C109
192471.00000000
NS
USD
1949731.23000000
0.132200821660
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Russell 2000 E-Mini Index
N/A
413.00000000
NC
USD
3048337.81000000
0.206691443917
N/A
DE
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Long
Russell 2000 E-Mini Index
US1248351090
2024-03-15
42287070.00000000
USD
3048337.81000000
N
N
N
Signet Jewelers Ltd.
549300N3XPGE91WV7M22
Signet Jewelers Ltd.
N/A
69362.00000000
NS
USD
7439768.12000000
0.504450789571
Long
EC
CORP
BM
N
1
N
N
N
Entravision Communications Corp.
549300SKHY2ALCLKV539
Entravision Communications Corp., Class A
29382R107
556399.00000000
NS
USD
2320183.83000000
0.157319226367
Long
EC
CORP
US
N
1
N
N
N
Murphy Oil Corp.
QBKYQD0ODE7DC7PDIN91
Murphy Oil Corp.
626717102
204562.00000000
NS
USD
8726614.92000000
0.591704971939
Long
EC
CORP
US
N
1
N
N
N
SkyWest, Inc.
529900UYS2KGS6Z42P09
SkyWest, Inc.
830879102
165294.00000000
NS
USD
8628346.80000000
0.585041937564
Long
EC
CORP
US
N
1
N
N
N
First Merchants Corp.
TZTBT0OTGQ2FEK6XMX94
First Merchants Corp.
320817109
131848.00000000
NS
USD
4888923.84000000
0.331491714723
Long
EC
CORP
US
N
1
N
N
N
AdvanSix, Inc.
5493009TPRODMCAZLF67
AdvanSix, Inc.
00773T101
88862.00000000
NS
USD
2662305.52000000
0.180516663958
Long
EC
CORP
US
N
1
N
N
N
Federated Hermes, Inc.
R05X5UQ874RGFF7HHD84
Federated Hermes, Inc.
314211103
38433.00000000
NS
USD
1301341.38000000
0.088236982128
Long
EC
CORP
US
N
1
N
N
N
Ladder Capital Corp.
549300Q6LLV2QCV67C06
Ladder Capital Corp.
505743104
397016.00000000
NS
USD
4569654.16000000
0.309843749415
Long
EC
CORP
US
N
1
N
N
N
Agios Pharmaceuticals, Inc.
529900ONJHY8EOGYT555
Agios Pharmaceuticals, Inc.
00847X104
102229.00000000
NS
USD
2276639.83000000
0.154366741179
Long
EC
CORP
US
N
1
N
N
N
Teekay Tankers Ltd.
549300DE8ZAIYS2T6Q22
Teekay Tankers Ltd., Class A
N/A
64921.00000000
NS
USD
3244102.37000000
0.219965189183
Long
EC
CORP
MH
N
1
N
N
N
SouthState Corp.
549300JZUANXM0YQ4W53
SouthState Corp.
840441109
60198.00000000
NS
USD
5083721.10000000
0.344699872562
Long
EC
CORP
US
N
1
N
N
N
Unitil Corp.
N/A
Unitil Corp.
913259107
123367.00000000
NS
USD
6485403.19000000
0.439740420281
Long
EC
CORP
US
N
1
N
N
N
Black Hills Corp.
3MGELCRSTNSAMJ962671
Black Hills Corp.
092113109
9023.00000000
NS
USD
486790.85000000
0.033006677718
Long
EC
CORP
US
N
1
N
N
N
2seventy bio, Inc.
N/A
2seventy bio, Inc.
901384107
181032.00000000
NS
USD
773006.64000000
0.052413435956
Long
EC
CORP
US
N
1
N
N
International Seaways, Inc.
549300YUFDGFRNGBWF46
International Seaways, Inc.
N/A
94662.00000000
NS
USD
4305227.76000000
0.291914412893
Long
EC
CORP
MH
N
1
N
N
N
Dole plc
635400JUG5XJXOPPJJ47
Dole plc
N/A
335380.00000000
NS
USD
4121820.20000000
0.279478529548
Long
EC
CORP
IE
N
1
N
N
N
API Group Corp.
213800NZT1VX6PZ7BT53
API Group Corp.
00187Y100
168148.00000000
NS
USD
5817920.80000000
0.394482017972
Long
EC
CORP
US
N
1
N
N
N
Veritex Holdings, Inc.
549300F3SMOML02SC814
Veritex Holdings, Inc.
923451108
95794.00000000
NS
USD
2229126.38000000
0.151145108867
Long
EC
CORP
US
N
1
N
N
N
American States Water Co.
529900L26LIS2V8PWM23
American States Water Co.
029899101
44338.00000000
NS
USD
3565661.96000000
0.241768421011
Long
EC
CORP
US
N
1
N
N
N
Liberty Latin America Ltd.
213800YWQHEAX7CAVO83
Liberty Latin America Ltd., Class A
N/A
96347.00000000
NS
USD
704296.57000000
0.047754574483
Long
EC
CORP
BM
N
1
N
N
N
Dana, Inc.
KVWHW7YLZPFJM8QYNJ51
Dana, Inc.
235825205
112842.00000000
NS
USD
1648621.62000000
0.111784193337
Long
EC
CORP
US
N
1
N
N
N
Alexander & Baldwin, Inc.
N/A
Alexander & Baldwin, Inc.
014491104
50601.00000000
NS
USD
962431.02000000
0.065257287608
Long
EC
CORP
US
N
1
N
N
N
First BanCorp
N/A
First BanCorp
318672706
939751.00000000
NS
USD
15458903.95000000
1.048185397408
Long
EC
CORP
PR
N
1
N
N
BellRing Brands, Inc.
549300S3BOK5CMTS8054
BellRing Brands, Inc.
07831C103
165885.00000000
NS
USD
9195005.55000000
0.623464029388
Long
EC
CORP
US
N
1
N
N
N
Matador Resources Co.
549300CI3Q2UUK5R4G79
Matador Resources Co.
576485205
160441.00000000
NS
USD
9122675.26000000
0.618559700206
Long
EC
CORP
US
N
1
N
N
N
KBR, Inc.
254900OFQDXZRKRCV808
KBR, Inc.
48242W106
34248.00000000
NS
USD
1897681.68000000
0.128671620726
Long
EC
CORP
US
N
1
N
N
N
Par Pacific Holdings, Inc.
549300BTNS7MHSHRLR55
Par Pacific Holdings, Inc.
69888T207
34148.00000000
NS
USD
1241962.76000000
0.084210836251
Long
EC
CORP
US
N
1
N
N
N
First Industrial Realty Trust, Inc.
N/A
First Industrial Realty Trust, Inc.
32054K103
29944.00000000
NS
USD
1577150.48000000
0.106938118510
Long
EC
CORP
US
N
1
N
N
N
Olympic Steel, Inc.
549300GQ061U6N6KWJ49
Olympic Steel, Inc.
68162K106
13343.00000000
NS
USD
889978.10000000
0.060344643543
Long
EC
CORP
US
N
1
N
N
N
SmartFinancial, Inc.
N/A
SmartFinancial, Inc.
83190L208
16559.00000000
NS
USD
405529.91000000
0.027496809039
Long
EC
CORP
US
N
1
N
N
N
CNX Resources Corp.
549300JK3KH8PWM3B226
CNX Resources Corp.
12653C108
191465.00000000
NS
USD
3829300.00000000
0.259644303068
Long
EC
CORP
US
N
1
N
N
Rush Enterprises, Inc.
529900V3XHTN7A6DFT17
Rush Enterprises, Inc., Class A
781846209
269589.00000000
NS
USD
13560326.70000000
0.919453052881
Long
EC
CORP
US
N
1
N
N
N
Geron Corp.
549300T282D7Z2YESL90
Geron Corp.
374163103
644277.00000000
NS
USD
1359424.47000000
0.092175285061
Long
EC
CORP
US
N
1
N
N
Light & Wonder, Inc.
529900JXALYBOHXKFM62
Light & Wonder, Inc.
80874P109
118670.00000000
NS
USD
9743993.70000000
0.660687972563
Long
EC
CORP
US
N
1
N
N
N
Information Services Group, Inc.
549300ZUNI6DQ0G8Q273
Information Services Group, Inc.
45675Y104
744994.00000000
NS
USD
3508921.74000000
0.237921170893
Long
EC
CORP
US
N
1
N
N
N
1st Source Corp.
N/A
1st Source Corp.
336901103
19069.00000000
NS
USD
1047841.55000000
0.071048517738
Long
EC
CORP
US
N
1
N
N
N
MGE Energy, Inc.
N/A
MGE Energy, Inc.
55277P104
65115.00000000
NS
USD
4708465.65000000
0.319255812345
Long
EC
CORP
US
N
1
N
N
N
James River Group Holdings Ltd.
N/A
James River Group Holdings Ltd.
N/A
47404.00000000
NS
USD
438012.96000000
0.029699310509
Long
EC
CORP
BM
N
1
N
N
N
AGCO Corp.
LYOM0B2GCF1JWXK5ZG04
AGCO Corp.
001084102
47700.00000000
NS
USD
5791257.00000000
0.392674088646
Long
EC
CORP
US
N
1
N
N
N
Safe Bulkers, Inc.
549300V6ZM2HJJYQQO85
Safe Bulkers, Inc.
N/A
205824.00000000
NS
USD
808888.32000000
0.054846380306
Long
EC
CORP
MH
N
1
N
N
N
Hub Group, Inc.
N/A
Hub Group, Inc., Class A
443320106
99688.00000000
NS
USD
9165314.72000000
0.621450853386
Long
EC
CORP
US
N
1
N
N
N
Ameris Bancorp
PBJHNT51T5V6G5UQFV42
Ameris Bancorp
03076K108
147570.00000000
NS
USD
7828588.50000000
0.530814614966
Long
EC
CORP
US
N
1
N
N
N
Innovative Industrial Properties, Inc.
5493008BQ0545EZXRR30
Innovative Industrial Properties, Inc.
45781V101
22154.00000000
NS
USD
2233566.28000000
0.151446154682
Long
EC
CORP
US
N
1
N
N
Sabra Health Care REIT, Inc.
549300E3BC7GU7TAZ621
Sabra Health Care REIT, Inc.
78573L106
472239.00000000
NS
USD
6738850.53000000
0.456925325605
Long
EC
CORP
US
N
1
N
N
N
CVR Energy, Inc.
529900SOYZIXZBTXB558
CVR Energy, Inc.
12662P108
111951.00000000
NS
USD
3392115.30000000
0.230001152428
Long
EC
CORP
US
N
1
N
N
Synaptics, Inc.
549300AJ3LI4FWNRQX29
Synaptics, Inc.
87157D109
97433.00000000
NS
USD
11115156.64000000
0.753659180342
Long
EC
CORP
US
N
1
N
N
N
WSFS Financial Corp.
549300SU7VQHD6QRG886
WSFS Financial Corp.
929328102
36100.00000000
NS
USD
1658073.00000000
0.112425040744
Long
EC
CORP
US
N
1
N
N
N
Encore Capital Group, Inc.
5493000UVC6H49CIH830
Encore Capital Group, Inc.
292554102
60625.00000000
NS
USD
3076718.75000000
0.208615803300
Long
EC
CORP
US
N
1
N
N
World Kinect Corp.
D3W7PCXCBRQLL17DZ313
World Kinect Corp.
981475106
107484.00000000
NS
USD
2448485.52000000
0.166018676106
Long
EC
CORP
US
N
1
N
N
N
Orrstown Financial Services, Inc.
5493008IR3FINUFGVM95
Orrstown Financial Services, Inc.
687380105
21225.00000000
NS
USD
626137.50000000
0.042455026979
Long
EC
CORP
US
N
1
N
N
N
Independence Realty Trust, Inc.
549300Z3L8NU44NQEB29
Independence Realty Trust, Inc.
45378A106
99752.00000000
NS
USD
1526205.60000000
0.103483819327
Long
EC
CORP
US
N
1
N
N
N
First Financial Corp.
N/A
First Financial Corp.
320218100
79306.00000000
NS
USD
3412537.18000000
0.231385850624
Long
EC
CORP
US
N
1
N
N
N
UMH Properties, Inc.
529900OM5K3PJ11F0Q09
UMH Properties, Inc.
903002103
102003.00000000
NS
USD
1562685.96000000
0.105957356957
Long
EC
CORP
US
N
1
N
N
N
Archer Aviation, Inc.
N/A
Archer Aviation, Inc., Class A
03945R102
222660.00000000
NS
USD
1367132.40000000
0.092697918470
Long
EC
CORP
US
N
1
N
N
Banner Corp.
N/A
Banner Corp.
06652V208
66119.00000000
NS
USD
3541333.64000000
0.240118848063
Long
EC
CORP
US
N
1
N
N
N
John Wiley & Sons, Inc.
5493003XM719UN7E8P64
John Wiley & Sons, Inc., Class A
968223206
19530.00000000
NS
USD
619882.20000000
0.042030888622
Long
EC
CORP
US
N
1
N
N
N
NMI Holdings, Inc.
529900KNNGFXJX1C3Z08
NMI Holdings, Inc., Class A
629209305
206006.00000000
NS
USD
6114258.08000000
0.414575060183
Long
EC
CORP
US
N
1
N
N
N
Avidity Biosciences, Inc.
N/A
Avidity Biosciences, Inc.
05370A108
223366.00000000
NS
USD
2021462.30000000
0.137064520946
Long
EC
CORP
US
N
1
N
N
N
Myers Industries, Inc.
549300I2H9XMVTCW4Q51
Myers Industries, Inc.
628464109
17861.00000000
NS
USD
349182.55000000
0.023676196651
Long
EC
CORP
US
N
1
N
N
N
First Citizens BancShares, Inc.
549300N3Z00ZHE2XC526
First Citizens BancShares, Inc., Class A
31946M103
4669.00000000
NS
USD
6625170.93000000
0.449217321397
Long
EC
CORP
US
N
1
N
N
N
Beacon Roofing Supply, Inc.
549300HDXQWWCBOYXP31
Beacon Roofing Supply, Inc.
073685109
104349.00000000
NS
USD
9080449.98000000
0.615696630350
Long
EC
CORP
US
N
1
N
N
N
Commercial Metals Co.
549300OQS2LO07ZJ7N73
Commercial Metals Co.
201723103
241039.00000000
NS
USD
12061591.56000000
0.817831858169
Long
EC
CORP
US
N
1
N
N
N
SL Green Realty Corp.
549300VQZPJU97H3GT17
SL Green Realty Corp.
78440X887
87201.00000000
NS
USD
3938869.17000000
0.267073601055
Long
EC
CORP
US
N
1
N
N
Community Trust Bancorp, Inc.
N/A
Community Trust Bancorp, Inc.
204149108
24437.00000000
NS
USD
1071806.82000000
0.072673474212
Long
EC
CORP
US
N
1
N
N
N
M/I Homes, Inc.
5299005M71FH9CCSFB69
M/I Homes, Inc.
55305B101
81031.00000000
NS
USD
11161209.94000000
0.756781807711
Long
EC
CORP
US
N
1
N
N
N
MYR Group, Inc.
529900G1IMMZHOQ17I54
MYR Group, Inc.
55405W104
48331.00000000
NS
USD
6990112.53000000
0.473962054741
Long
EC
CORP
US
N
1
N
N
N
Easterly Government Properties, Inc.
549300ERMCEFC6S8HL77
Easterly Government Properties, Inc.
27616P103
52000.00000000
NS
USD
698880.00000000
0.047387305911
Long
EC
CORP
US
N
1
N
N
N
QuinStreet, Inc.
549300TP8MFBFPOS4Y78
QuinStreet, Inc.
74874Q100
142784.00000000
NS
USD
1830490.88000000
0.124115772807
Long
EC
CORP
US
N
1
N
N
N
Tanger, Inc.
UKEW8YSXE4Y581KYOL30
Tanger, Inc.
875465106
58189.00000000
NS
USD
1612999.08000000
0.109368819882
Long
EC
CORP
US
N
1
N
N
Asbury Automotive Group, Inc.
549300JH4DTA7U42GL91
Asbury Automotive Group, Inc.
043436104
44523.00000000
NS
USD
10016339.31000000
0.679154268257
Long
EC
CORP
US
N
1
N
N
N
Primoris Services Corp.
549300UF3OLBJ8D5K349
Primoris Services Corp.
74164F103
87519.00000000
NS
USD
2906505.99000000
0.197074588602
Long
EC
CORP
US
N
1
N
N
N
Retail Opportunity Investments Corp.
N/A
Retail Opportunity Investments Corp.
76131N101
664685.00000000
NS
USD
9325530.55000000
0.632314229858
Long
EC
CORP
US
N
1
N
N
N
California Resources Corp.
5493003Q8F0T4F4YMR48
California Resources Corp.
13057Q305
108210.00000000
NS
USD
5916922.80000000
0.401194812815
Long
EC
CORP
US
N
1
N
N
N
Ready Capital Corp.
549300MYWGZUG7ZUYO87
Ready Capital Corp.
75574U101
82372.00000000
NS
USD
844313.00000000
0.057248337935
Long
EC
CORP
US
N
1
N
N
Brandywine Realty Trust
5UZ46ZCYUFYYAC0DS831
Brandywine Realty Trust
105368203
484086.00000000
NS
USD
2614064.40000000
0.177245692244
Long
EC
CORP
US
N
1
N
N
N
HomeTrust Bancshares, Inc.
N/A
HomeTrust Bancshares, Inc.
437872104
42509.00000000
NS
USD
1144342.28000000
0.077591714872
Long
EC
CORP
US
N
1
N
N
N
Spire, Inc.
549300NXSY15DRY2R511
Spire, Inc.
84857L101
69552.00000000
NS
USD
4335871.68000000
0.293992212818
Long
EC
CORP
US
N
1
N
N
N
HB Fuller Co.
JSMX3Z5FOYM8V0Q52357
HB Fuller Co.
359694106
30468.00000000
NS
USD
2480399.88000000
0.168182617755
Long
EC
CORP
US
N
1
N
N
N
ODP Corp. (The)
N/A
ODP Corp. (The)
88337F105
103804.00000000
NS
USD
5844165.20000000
0.396261510032
Long
EC
CORP
US
N
1
N
N
N
ANI Pharmaceuticals, Inc.
5493000T6CXTND40YH31
ANI Pharmaceuticals, Inc.
00182C103
74830.00000000
NS
USD
4126126.20000000
0.279770496323
Long
EC
CORP
US
N
1
N
N
N
EchoStar Corp.
549300EE20907QZ9GT38
EchoStar Corp., Class A
278768106
79060.00000000
NS
USD
1310024.20000000
0.088825717601
Long
EC
CORP
US
N
1
N
N
N
PennyMac Financial Services, Inc.
549300W1D516HBDEU871
PennyMac Financial Services, Inc.
70932M107
50120.00000000
NS
USD
4429104.40000000
0.300313823715
Long
EC
CORP
US
N
1
N
N
ChampionX Corp.
549300EP2909K6DYYP38
ChampionX Corp.
15872M104
47481.00000000
NS
USD
1386920.01000000
0.094039610217
Long
EC
CORP
US
N
1
N
N
N
PBF Energy, Inc.
2549003PBEDCSZMZIY02
PBF Energy, Inc., Class A
69318G106
68476.00000000
NS
USD
3010204.96000000
0.204105859799
Long
EC
CORP
US
N
1
N
N
N
Clearway Energy, Inc.
549300LHAZ9HA9G3XC48
Clearway Energy, Inc., Class C
18539C204
128180.00000000
NS
USD
3515977.40000000
0.238399577370
Long
EC
CORP
US
N
1
N
N
ABM Industries, Inc.
QF02R89VEIOROM77J447
ABM Industries, Inc.
000957100
175912.00000000
NS
USD
7886134.96000000
0.534716531896
Long
EC
CORP
US
N
1
N
N
N
Delek US Holdings, Inc.
5493003O53JMENV1N385
Delek US Holdings, Inc.
24665A103
16411.00000000
NS
USD
423403.80000000
0.028708741693
Long
EC
CORP
US
N
1
N
N
N
Peapack-Gladstone Financial Corp.
549300G8DN2UK8K0ET30
Peapack-Gladstone Financial Corp.
704699107
18328.00000000
NS
USD
546540.96000000
0.037058012341
Long
EC
CORP
US
N
1
N
N
N
Verint Systems, Inc.
549300KEQJS5FRVUCO94
Verint Systems, Inc.
92343X100
118766.00000000
NS
USD
3210244.98000000
0.217669501086
Long
EC
CORP
US
N
1
N
N
N
PROG Holdings, Inc.
549300DHYTLBOVRXIG52
PROG Holdings, Inc.
74319R101
112210.00000000
NS
USD
3468411.10000000
0.235174361583
Long
EC
CORP
US
N
1
N
N
N
JPMorgan Securities Lending Money Market Fund
5493002FD4HXUJXMRO62
JPMorgan Securities Lending Money Market Fund, Class Agency SL Shares
46645V642
99604136.34000000
NS
USD
99604136.34000000
6.753622480010
Long
STIV
RF
US
N
1
N
N
Adeia, Inc.
N/A
Adeia, Inc.
00676P107
298347.00000000
NS
USD
3696519.33000000
0.250641157709
Long
EC
CORP
US
N
1
N
N
N
Terreno Realty Corp.
N/A
Terreno Realty Corp.
88146M101
95369.00000000
NS
USD
5976775.23000000
0.405253085208
Long
EC
CORP
US
N
1
N
N
N
Kite Realty Group Trust
N/A
Kite Realty Group Trust
49803T300
357354.00000000
NS
USD
8169112.44000000
0.553903717694
Long
EC
CORP
US
N
1
N
N
N
Preferred Bank
5493007K6HGI9G0ECX16
Preferred Bank
740367404
45788.00000000
NS
USD
3344813.40000000
0.226793864188
Long
EC
CORP
US
N
1
N
N
N
Ecovyst, Inc.
N/A
Ecovyst, Inc.
27923Q109
57996.00000000
NS
USD
566620.92000000
0.038419526774
Long
EC
CORP
US
N
1
N
N
N
OFG Bancorp
549300Q4QEXJ37LEXQ06
OFG Bancorp
67103X102
429900.00000000
NS
USD
16112652.00000000
1.092512547755
Long
EC
CORP
PR
N
1
N
N
N
Arcellx, Inc.
N/A
Arcellx, Inc.
03940C100
136640.00000000
NS
USD
7583520.00000000
0.514197833860
Long
EC
CORP
US
N
1
N
N
City Holding Co.
N/A
City Holding Co.
177835105
3376.00000000
NS
USD
372237.76000000
0.025239446836
Long
EC
CORP
US
N
1
N
N
Edgewell Personal Care Co.
549300CY8QZDL4Z3RU59
Edgewell Personal Care Co.
28035Q102
74055.00000000
NS
USD
2712634.65000000
0.183929212435
Long
EC
CORP
US
N
1
N
N
N
Primo Water Corp.
N/A
Primo Water Corp.
74167P108
223999.00000000
NS
USD
3371184.95000000
0.228581977608
Long
EC
CORP
CA
N
1
N
N
N
Comfort Systems USA, Inc.
5299009DT1ZA5HTU6R38
Comfort Systems USA, Inc.
199908104
27527.00000000
NS
USD
5661478.09000000
0.383874476539
Long
EC
CORP
US
N
1
N
N
N
Forestar Group, Inc.
549300BC2UB0GHV60V70
Forestar Group, Inc.
346232101
175398.00000000
NS
USD
5800411.86000000
0.393294830621
Long
EC
CORP
US
N
1
N
N
N
Columbia Banking System, Inc.
N/A
Columbia Banking System, Inc.
197236102
54675.00000000
NS
USD
1458729.00000000
0.098908592842
Long
EC
CORP
US
N
1
N
N
N
O-I Glass, Inc.
N/A
O-I Glass, Inc.
67098H104
74594.00000000
NS
USD
1221849.72000000
0.082847078840
Long
EC
CORP
US
N
1
N
N
N
Matson, Inc.
549300OI5H3Y0I9I4I12
Matson, Inc.
57686G105
72285.00000000
NS
USD
7922436.00000000
0.537177910798
Long
EC
CORP
US
N
1
N
N
N
CONSOL Energy, Inc.
549300YJCTPJBTK7IJ81
CONSOL Energy, Inc.
20854L108
20211.00000000
NS
USD
2031811.83000000
0.137766267089
Long
EC
CORP
US
N
1
N
N
N
Benchmark Electronics, Inc.
549300W18RHYZOZKOP53
Benchmark Electronics, Inc.
08160H101
148959.00000000
NS
USD
4117226.76000000
0.279167073009
Long
EC
CORP
US
N
1
N
N
N
Ryman Hospitality Properties, Inc.
529900GCCWW9SRMPJR11
Ryman Hospitality Properties, Inc.
78377T107
86267.00000000
NS
USD
9494546.02000000
0.643774262740
Long
EC
CORP
US
N
1
N
N
N
BlueLinx Holdings, Inc.
549300YSX7GU28F5I540
BlueLinx Holdings, Inc.
09624H208
24282.00000000
NS
USD
2751393.42000000
0.186557236832
Long
EC
CORP
US
N
1
N
N
N
NeoGenomics, Inc.
N/A
NeoGenomics, Inc.
64049M209
269285.00000000
NS
USD
4357031.30000000
0.295426933208
Long
EC
CORP
US
N
1
N
N
JPMorgan Prime Money Market Fund
N/A
JPMorgan Prime Money Market Fund, Class IM
46637K844
43654356.56000000
NS
USD
43689280.05000000
2.962335849928
Long
STIV
RF
US
N
1
N
N
N
Bank of NT Butterfield & Son Ltd. (The)
549300V8RVM0EMTDPF28
Bank of NT Butterfield & Son Ltd. (The)
N/A
289049.00000000
NS
USD
9252458.49000000
0.627359605228
Long
EC
CORP
BM
N
1
N
N
N
Heidrick & Struggles International, Inc.
5493006284N2J367VB57
Heidrick & Struggles International, Inc.
422819102
74471.00000000
NS
USD
2199128.63000000
0.149111122266
Long
EC
CORP
US
N
1
N
N
N
Heritage Commerce Corp.
549300CLIS851ELSR406
Heritage Commerce Corp.
426927109
272206.00000000
NS
USD
2700283.52000000
0.183091748527
Long
EC
CORP
US
N
1
N
N
N
Global Medical REIT, Inc.
549300HFRIPQDYU3GU60
Global Medical REIT, Inc.
37954A204
60938.00000000
NS
USD
676411.80000000
0.045863857728
Long
EC
CORP
US
N
1
N
N
N
Prestige Consumer Healthcare, Inc.
N/A
Prestige Consumer Healthcare, Inc.
74112D101
71212.00000000
NS
USD
4359598.64000000
0.295601010769
Long
EC
CORP
US
N
1
N
N
N
Knowles Corp.
5493003EO323TDZQU148
Knowles Corp.
49926D109
707574.00000000
NS
USD
12672650.34000000
0.859264477987
Long
EC
CORP
US
N
1
N
N
N
Federal Agricultural Mortgage Corp.
549300MS654K78GYF580
Federal Agricultural Mortgage Corp., Class C
313148306
16377.00000000
NS
USD
3131609.94000000
0.212337680608
Long
EC
CORP
US
N
1
N
N
N
Enterprise Financial Services Corp.
5493001XTU5DLD632129
Enterprise Financial Services Corp.
293712105
127941.00000000
NS
USD
5712565.65000000
0.387338450088
Long
EC
CORP
US
N
1
N
N
N
Inari Medical, Inc.
254900K1GAHHPGQGTS83
Inari Medical, Inc.
45332Y109
45660.00000000
NS
USD
2964247.20000000
0.200989710486
Long
EC
CORP
US
N
1
N
N
Albany International Corp.
L73WCPNCZIRSQGZTW097
Albany International Corp., Class A
012348108
8931.00000000
NS
USD
877202.82000000
0.059478420298
Long
EC
CORP
US
N
1
N
N
N
Academy Sports & Outdoors, Inc.
N/A
Academy Sports & Outdoors, Inc.
00402L107
61231.00000000
NS
USD
4041246.00000000
0.274015225027
Long
EC
CORP
US
N
1
N
N
N
Enact Holdings, Inc.
N/A
Enact Holdings, Inc.
29249E109
99634.00000000
NS
USD
2878426.26000000
0.195170652654
Long
EC
CORP
US
N
1
N
N
N
ScanSource, Inc.
7FHBAN017QDY4K2KP156
ScanSource, Inc.
806037107
97870.00000000
NS
USD
3876630.70000000
0.262853544082
Long
EC
CORP
US
N
1
N
N
N
First Mid Bancshares, Inc.
N/A
First Mid Bancshares, Inc.
320866106
21530.00000000
NS
USD
746229.80000000
0.050597841994
Long
EC
CORP
US
N
1
N
N
N
Powell Industries, Inc.
549300V08RO7MX2UBN26
Powell Industries, Inc.
739128106
40119.00000000
NS
USD
3546519.60000000
0.240470480207
Long
EC
CORP
US
N
1
N
N
N
AMC Networks, Inc.
549300VGG9K75226LR46
AMC Networks, Inc., Class A
00164V103
124609.00000000
NS
USD
2341403.11000000
0.158757991982
Long
EC
CORP
US
N
1
N
N
American Assets Trust, Inc.
N/A
American Assets Trust, Inc.
024013104
38349.00000000
NS
USD
863235.99000000
0.058531404436
Long
EC
CORP
US
N
1
N
N
N
Evolent Health, Inc.
549300CZOCFHQ2BBTR11
Evolent Health, Inc., Class A
30050B101
186945.00000000
NS
USD
6174793.35000000
0.418679632295
Long
EC
CORP
US
N
1
N
N
N
Community Healthcare Trust, Inc.
549300FATSRCMKOV9536
Community Healthcare Trust, Inc.
20369C106
46729.00000000
NS
USD
1244860.56000000
0.084407320533
Long
EC
CORP
US
N
1
N
N
N
Encore Wire Corp.
N/A
Encore Wire Corp.
292562105
76527.00000000
NS
USD
16346167.20000000
1.108345961528
Long
EC
CORP
US
N
1
N
N
LiveRamp Holdings, Inc.
254900GXS75LG1X7RF88
LiveRamp Holdings, Inc.
53815P108
254474.00000000
NS
USD
9639475.12000000
0.653601128006
Long
EC
CORP
US
N
1
N
N
N
Argan, Inc.
529900E4KZWBV9KGBS83
Argan, Inc.
04010E109
18220.00000000
NS
USD
852513.80000000
0.057804390216
Long
EC
CORP
US
N
1
N
N
N
NETGEAR, Inc.
54930067KX3UNRHDWA78
NETGEAR, Inc.
64111Q104
232965.00000000
NS
USD
3396629.70000000
0.230307249689
Long
EC
CORP
US
N
1
N
N
N
Summit Materials, Inc.
549300XNOLX5GIOSO108
Summit Materials, Inc., Class A
86614U100
80088.00000000
NS
USD
3080184.48000000
0.208850795871
Long
EC
CORP
US
N
1
N
N
N
Armada Hoffler Properties, Inc.
549300WQRSIV6XZT9313
Armada Hoffler Properties, Inc.
04208T108
81320.00000000
NS
USD
1005928.40000000
0.068206611744
Long
EC
CORP
US
N
1
N
N
N
Peoples Bancorp, Inc.
N/A
Peoples Bancorp, Inc.
709789101
82.00000000
NS
USD
2768.32000000
0.000187704937
Long
EC
CORP
US
N
1
N
N
N
Alphatec Holdings, Inc.
549300EZE8CQ8K65FS24
Alphatec Holdings, Inc.
02081G201
383328.00000000
NS
USD
5792086.08000000
0.392730304116
Long
EC
CORP
US
N
1
N
N
N
WESCO International, Inc.
529900TXOGREY3WNJ434
WESCO International, Inc.
95082P105
38205.00000000
NS
USD
6643085.40000000
0.450432005563
Long
EC
CORP
US
N
1
N
N
N
Perdoceo Education Corp.
529900X5PCA184O9LY90
Perdoceo Education Corp.
71363P106
179200.00000000
NS
USD
3146752.00000000
0.213364382515
Long
EC
CORP
US
N
1
N
N
N
Central Pacific Financial Corp.
549300W3YEAOZ4KGG849
Central Pacific Financial Corp.
154760409
77854.00000000
NS
USD
1532166.72000000
0.103888010915
Long
EC
CORP
US
N
1
N
N
N
Mr. Cooper Group, Inc.
549300KD8C6DPXYC2M26
Mr. Cooper Group, Inc.
62482R107
155550.00000000
NS
USD
10129416.00000000
0.686821392371
Long
EC
CORP
US
N
1
N
N
N
FNB Corp.
PCYSKIGYNYFDTBLVZU83
FNB Corp.
302520101
58521.00000000
NS
USD
805834.17000000
0.054639294768
Long
EC
CORP
US
N
1
N
N
IDACORP, Inc.
N134NUJDWN8UEFA8B673
IDACORP, Inc.
451107106
58687.00000000
NS
USD
5770105.84000000
0.391239941883
Long
EC
CORP
US
N
1
N
N
Broadstone Net Lease, Inc.
549300U8D7PT70B49V21
Broadstone Net Lease, Inc.
11135E203
378654.00000000
NS
USD
6520421.88000000
0.442114849905
Long
EC
CORP
US
N
1
N
N
N
Southwest Gas Holdings, Inc.
254900LKF9EV0CUKNE09
Southwest Gas Holdings, Inc.
844895102
37718.00000000
NS
USD
2389435.30000000
0.162014797272
Long
EC
CORP
US
N
1
N
N
N
Veris Residential, Inc.
254900KTVBRYJCQU2J23
Veris Residential, Inc.
554489104
93431.00000000
NS
USD
1469669.63000000
0.099650418306
Long
EC
CORP
US
N
1
N
N
N
Titan Machinery, Inc.
549300835ZM8G0BT5C94
Titan Machinery, Inc.
88830R101
53057.00000000
NS
USD
1532286.16000000
0.103896109501
Long
EC
CORP
US
N
1
N
N
N
Helmerich & Payne, Inc.
254900NAOGHJ88RZ4C73
Helmerich & Payne, Inc.
423452101
87349.00000000
NS
USD
3163780.78000000
0.214519012791
Long
EC
CORP
US
N
1
N
N
N
Pathward Financial, Inc.
5493004X52BH1NBLW813
Pathward Financial, Inc.
59100U108
171037.00000000
NS
USD
9052988.41000000
0.613834608518
Long
EC
CORP
US
N
1
N
N
N
Opendoor Technologies, Inc.
254900KX11YZ4HV5BQ47
Opendoor Technologies, Inc.
683712103
365000.00000000
NS
USD
1635200.00000000
0.110874145242
Long
EC
CORP
US
N
1
N
N
N
Hudson Pacific Properties, Inc.
N/A
Hudson Pacific Properties, Inc.
444097109
145600.00000000
NS
USD
1355536.00000000
0.091911628758
Long
EC
CORP
US
N
1
N
N
N
Veeco Instruments, Inc.
5493004201F72ADDZW04
Veeco Instruments, Inc.
922417100
108606.00000000
NS
USD
3370044.18000000
0.228504628110
Long
EC
CORP
US
N
1
N
N
N
Enova International, Inc.
549300O8XOCQSB49UO63
Enova International, Inc.
29357K103
49379.00000000
NS
USD
2733621.44000000
0.185352214149
Long
EC
CORP
US
N
1
N
N
N
OSI Systems, Inc.
DDX3MPX1Y8YD30050X33
OSI Systems, Inc.
671044105
50924.00000000
NS
USD
6571742.20000000
0.445594605662
Long
EC
CORP
US
N
1
N
N
N
CVB Financial Corp.
N/A
CVB Financial Corp.
126600105
383337.00000000
NS
USD
7739574.03000000
0.524779020986
Long
EC
CORP
US
N
1
N
N
NOW, Inc.
549300AVH5SOCFVVDW91
NOW, Inc.
67011P100
562867.00000000
NS
USD
6371654.44000000
0.432027727382
Long
EC
CORP
US
N
1
N
N
N
Sierra Bancorp
N/A
Sierra Bancorp
82620P102
25322.00000000
NS
USD
571011.10000000
0.038717201343
Long
EC
CORP
US
N
1
N
N
N
ASGN, Inc.
LZBNYYCBUKY537072438
ASGN, Inc.
00191U102
62231.00000000
NS
USD
5984755.27000000
0.405794168937
Long
EC
CORP
US
N
1
N
N
N
JAKKS Pacific, Inc.
549300UEF3348JRXQ295
JAKKS Pacific, Inc.
47012E403
62500.00000000
NS
USD
2221875.00000000
0.150653431666
Long
EC
CORP
US
N
1
N
N
N
STAG Industrial, Inc.
549300QWYX2W6FASVQ07
STAG Industrial, Inc.
85254J102
182147.00000000
NS
USD
7151091.22000000
0.484877156658
Long
EC
CORP
US
N
1
N
N
N
Brightspire Capital, Inc.
549300BOIFLLMVU37752
Brightspire Capital, Inc.
10949T109
516190.00000000
NS
USD
3840453.60000000
0.260400568886
Long
EC
CORP
US
N
1
N
N
N
Caleres, Inc.
JFU6RQQJ8Z1CPOLBXQ18
Caleres, Inc.
129500104
71253.00000000
NS
USD
2189604.69000000
0.148465354955
Long
EC
CORP
US
N
1
N
N
N
Alpha Metallurgical Resources, Inc.
N/A
Alpha Metallurgical Resources, Inc.
020764106
29293.00000000
NS
USD
9927983.56000000
0.673163338549
Long
EC
CORP
US
N
1
N
N
Phillips Edison & Co., Inc.
549300JPN4YHYPXTJQ85
Phillips Edison & Co., Inc.
71844V201
109093.00000000
NS
USD
3979712.64000000
0.269842977782
Long
EC
CORP
US
N
1
N
N
Patterson-UTI Energy, Inc.
254900XGFBKIXD6G0697
Patterson-UTI Energy, Inc.
703481101
548986.00000000
NS
USD
5929048.80000000
0.402017011864
Long
EC
CORP
US
N
1
N
N
N
G-III Apparel Group Ltd.
529900O5KABM3R3SFM87
G-III Apparel Group Ltd.
36237H101
168632.00000000
NS
USD
5730115.36000000
0.388528401835
Long
EC
CORP
US
N
1
N
N
N
StoneCo Ltd.
549300O1A9LEF0XZCR35
StoneCo Ltd., Class A
N/A
124644.00000000
NS
USD
2247331.32000000
0.152379488247
Long
EC
CORP
KY
N
1
N
N
Hecla Mining Co.
5493009Y6HOBZD1QD537
Hecla Mining Co.
422704106
725731.00000000
NS
USD
3490766.11000000
0.236690134960
Long
EC
CORP
US
N
1
N
N
N
Portland General Electric Co.
GJOUP9M7C39GLSK9R870
Portland General Electric Co.
736508847
218356.00000000
NS
USD
9463549.04000000
0.641672523709
Long
EC
CORP
US
N
1
N
N
N
Biohaven Ltd.
N/A
Biohaven Ltd.
N/A
5776.00000000
NS
USD
247212.80000000
0.016762174592
Long
EC
CORP
VG
N
1
N
N
ONE Gas, Inc.
549300HXDWI0LATTX840
ONE Gas, Inc.
68235P108
98312.00000000
NS
USD
6264440.64000000
0.424758134406
Long
EC
CORP
US
N
1
N
N
Sprouts Farmers Market, Inc.
529900P8F4G77Q52XE24
Sprouts Farmers Market, Inc.
85208M102
111743.00000000
NS
USD
5375955.73000000
0.364514736072
Long
EC
CORP
US
N
1
N
N
N
Civitas Resources, Inc.
IIVIHPH28S64K95M2381
Civitas Resources, Inc.
17888H103
61116.00000000
NS
USD
4179112.08000000
0.283363184774
Long
EC
CORP
US
N
1
N
N
Liberty Energy, Inc.
N/A
Liberty Energy, Inc.
53115L104
350241.00000000
NS
USD
6353371.74000000
0.430788075513
Long
EC
CORP
US
N
1
N
N
N
Joby Aviation, Inc.
N/A
Joby Aviation, Inc.
N/A
213530.00000000
NS
USD
1419974.50000000
0.096280857970
Long
EC
CORP
US
N
1
N
N
Green Brick Partners, Inc.
549300R7SCIV7FQI6T56
Green Brick Partners, Inc.
392709101
32045.00000000
NS
USD
1664417.30000000
0.112855213713
Long
EC
CORP
US
N
1
N
N
N
Select Water Solutions, Inc.
54930094OK8LA3QDW486
Select Water Solutions, Inc.
81617J301
347947.00000000
NS
USD
2640917.73000000
0.179066472584
Long
EC
CORP
US
N
1
N
N
N
American Equity Investment Life Holding Co.
549300RK5RZQ740FPL83
American Equity Investment Life Holding Co.
025676206
78670.00000000
NS
USD
4389786.00000000
0.297647853808
Long
EC
CORP
US
N
1
N
N
N
Enpro, Inc.
549300Y5CFT2LKCFDN54
Enpro, Inc.
29355X107
12082.00000000
NS
USD
1893732.68000000
0.128403860208
Long
EC
CORP
US
N
1
N
N
N
ACM Research, Inc.
549300MCTENUWL2GJL61
ACM Research, Inc., Class A
00108J109
210255.00000000
NS
USD
4108382.70000000
0.278567404715
Long
EC
CORP
US
N
1
N
N
N
Avient Corp.
SM8L9RZYIB34LNTWO040
Avient Corp.
05368V106
55159.00000000
NS
USD
2292959.63000000
0.155473299322
Long
EC
CORP
US
N
1
N
N
N
Oil States International, Inc.
5493004TF4KQJGMYL777
Oil States International, Inc.
678026105
263105.00000000
NS
USD
1786482.95000000
0.121131831012
Long
EC
CORP
US
N
1
N
N
N
Dorian LPG Ltd.
549300WP1W2WGMC7F395
Dorian LPG Ltd.
N/A
174094.00000000
NS
USD
7637503.78000000
0.517858184560
Long
EC
CORP
MH
N
1
N
N
Gibraltar Industries, Inc.
N/A
Gibraltar Industries, Inc.
374689107
46754.00000000
NS
USD
3692630.92000000
0.250377505473
Long
EC
CORP
US
N
1
N
N
N
RLJ Lodging Trust
N/A
RLJ Lodging Trust
74965L101
378467.00000000
NS
USD
4435633.24000000
0.300756509353
Long
EC
CORP
US
N
1
N
N
N
Home BancShares, Inc.
N/A
Home BancShares, Inc.
436893200
212000.00000000
NS
USD
5369960.00000000
0.364108197765
Long
EC
CORP
US
N
1
N
N
N
StoneX Group, Inc.
549300JUF07L8VF02M60
StoneX Group, Inc.
861896108
36516.00000000
NS
USD
2695976.28000000
0.182799697675
Long
EC
CORP
US
N
1
N
N
N
South Plains Financial, Inc.
549300SNEBP48642N493
South Plains Financial, Inc.
83946P107
10296.00000000
NS
USD
298172.16000000
0.020217455586
Long
EC
CORP
US
N
1
N
N
N
Tri Pointe Homes, Inc.
N/A
Tri Pointe Homes, Inc.
87265H109
164232.00000000
NS
USD
5813812.80000000
0.394203476516
Long
EC
CORP
US
N
1
N
N
N
V2X, Inc.
N/A
V2X, Inc.
92242T101
62356.00000000
NS
USD
2895812.64000000
0.196349529869
Long
EC
CORP
US
N
1
N
N
N
Thryv Holdings, Inc.
N/A
Thryv Holdings, Inc.
886029206
91406.00000000
NS
USD
1860112.10000000
0.126124228927
Long
EC
CORP
US
N
1
N
N
N
Arch Resources, Inc.
W47HVZ7Q6FXL86RELH91
Arch Resources, Inc.
03940R107
20893.00000000
NS
USD
3466984.42000000
0.235077626061
Long
EC
CORP
US
N
1
N
N
N
SITE Centers Corp.
W2AVA6SODOQ1LCYJQR54
SITE Centers Corp.
82981J109
264771.00000000
NS
USD
3608828.73000000
0.244695328256
Long
EC
CORP
US
N
1
N
N
N
Andersons, Inc. (The)
L38MWB8MVRFV7HVJPU11
Andersons, Inc. (The)
034164103
88782.00000000
NS
USD
5108516.28000000
0.346381100784
Long
EC
CORP
US
N
1
N
N
N
Customers Bancorp, Inc.
549300WLBCHYKZ53FN68
Customers Bancorp, Inc.
23204G100
203072.00000000
NS
USD
11701008.64000000
0.793382663548
Long
EC
CORP
US
N
1
N
N
N
Dynavax Technologies Corp.
549300T5URIXWDILX594
Dynavax Technologies Corp.
268158201
169442.00000000
NS
USD
2368799.16000000
0.160615571254
Long
EC
CORP
US
N
1
N
N
N
Piper Sandler Cos.
QUQDBTUSOAKFEVMRMF78
Piper Sandler Cos.
724078100
12534.00000000
NS
USD
2191820.58000000
0.148615602576
Long
EC
CORP
US
N
1
N
N
N
Noble Corp. plc
549300I3HBUNXO0OG954
Noble Corp. plc
N/A
110455.00000000
NS
USD
5319512.80000000
0.360687643594
Long
EC
CORP
GB
N
1
N
N
N
SunCoke Energy, Inc.
1KF1J2NXQE2PI0QOB943
SunCoke Energy, Inc.
86722A103
125112.00000000
NS
USD
1343702.88000000
0.091109288331
Long
EC
CORP
US
N
1
N
N
N
CareTrust REIT, Inc.
5493001NVXE2B9GPLU96
CareTrust REIT, Inc.
14174T107
104954.00000000
NS
USD
2348870.52000000
0.159264317019
Long
EC
CORP
US
N
1
N
N
N
PotlatchDeltic Corp.
54930084YA8UJOTXDM59
PotlatchDeltic Corp.
737630103
145231.00000000
NS
USD
7130842.10000000
0.483504172392
Long
EC
CORP
US
N
1
N
N
N
BankUnited, Inc.
96OVUWEW5D4YX6PFXD91
BankUnited, Inc.
06652K103
81186.00000000
NS
USD
2632861.98000000
0.178520255365
Long
EC
CORP
US
N
1
N
N
N
Plymouth Industrial REIT, Inc.
N/A
Plymouth Industrial REIT, Inc.
729640102
130814.00000000
NS
USD
3148692.98000000
0.213495989963
Long
EC
CORP
US
N
1
N
N
N
2024-01-30
JPMorgan Trust II
Timothy J. Clemens
Timothy J. Clemens
Treasurer and Principal Financial Officer