1-800-FLOWERS.COM INC-CL A COMMON STOCK

NPORT-P false 0000939934 XXXXXXXX S000013605 C000036888 SEI INSTITUTIONAL INVESTMENTS TRUST 811-07257 0000939934 0N2JSH1PTH72JCCP2A88 ONE FREEDOM VALLEY DRIVE OAKS 19456 8003425734 SIIT U.S. MANAGED VOLATILITY FUND S000013605 NF4QXLQSW5LFCQE4VR03 2021-05-31 2020-11-30 N 1367802018.10 37794836.32 1330007181.78 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 1-800-FLOWERS.COM, INC. N/A 1-800-FLOWERS.COM INC-CL A COMMON STOCK 68243Q106 2064.00000000 NS USD 48380.16000000 0.003637586372 Long EC US N 1 N N N GENMARK DIAGNOSTICS, INC. N/A GENMARK DIAGNOSTICS INC COMMON STOCK 372309104 12637.00000000 NS USD 168956.69000000 0.012703441929 Long EC US N 1 N N N INTEL CORPORATION KNX4USFCNGPY45LOCE31 INTEL CORP COMMON STOCK 458140100 458300.00000000 NS USD 22158805.00000000 1.666066567425 Long EC US N 1 N N N TOOTSIE ROLL INDUSTRIES, INC. 529900SBKOV9XX4M4Q35 TOOTSIE ROLL INDS COMMON STOCK 890516107 17840.00000000 NS USD 552504.80000000 0.041541489968 Long EC US N 1 N N Garmin Ltd. 2549001E0HIPIJQ0W046 GARMIN LTD COMMON STOCK H2906T109 29676.00000000 NS USD 3464969.76000000 0.260522635326 Long EC US N 1 N N N Reliant Bancorp, Inc. 549300K01QVP0R3WTW85 RELIANT BANCORP INC COMMON STOCK 75956B101 1441.00000000 NS USD 25491.29000000 0.001916627996 Long EC US N 1 N N N GENCOR INDUSTRIES, INC. N/A GENCOR INDUSTRIES INC COMMON STOCK 368678108 2685.00000000 NS USD 32381.10000000 0.002434656026 Long EC US N 1 N N N THE ESTEE LAUDER COMPANIES INC. 549300VFZ8XJ9NUPU221 ESTEE LAUDER COMPANIES-CL A COMMON STOCK 518439104 23261.00000000 NS USD 5706388.52000000 0.429049451624 Long EC US N 1 N N N HOULIHAN LOKEY, INC. 549300S3CNGTQ1QZVY46 HOULIHAN LOKEY INC COMMON STOCK 441593100 6471.00000000 NS USD 419191.38000000 0.031517978680 Long EC US N 1 N N N SOUTHWEST GAS HOLDINGS, INC. N/A SOUTHWEST GAS HOLDINGS INC COMMON STOCK 844895102 1351.00000000 NS USD 86801.75000000 0.006526412126 Long EC US N 1 N N N CHURCH & DWIGHT CO., INC. POOXSI30AWAQGYJZC921 CHURCH & DWIGHT CO INC COMMON STOCK 171340102 71463.00000000 NS USD 6272307.51000000 0.471599521861 Long EC US N 1 N N N NATIONAL HEALTHCARE CORPORATION N/A NATIONAL HEALTHCARE CORP COMMON STOCK 635906100 1687.00000000 NS USD 104965.14000000 0.007892073173 Long EC US N 1 N N N BRISTOL-MYERS SQUIBB COMPANY HLYYNH7UQUORYSJQCN42 BRISTOL-MYERS SQUIBB CO COMMON STOCK 110122108 298600.00000000 NS USD 18632640.00000000 1.400942811080 Long EC US N 1 N N N INTELLIGENT SYSTEMS CORPORATION N/A INTELLIGENT SYSTEMS CORP COMMON STOCK 45816D100 3455.00000000 NS USD 135677.85000000 0.010201287020 Long EC US N 1 N N COCA-COLA CONSOLIDATED, INC. 57VG5X0E00X0QJU7CQ58 COCA-COLA CONSOLIDATED INC COMMON STOCK 191098102 437.00000000 NS USD 114358.53000000 0.008598339284 Long EC US N 1 N N N N/A N/A SEI LIQUIDITY FUND N/A 37501287.38600000 NS USD 37507535.74000000 2.820100241098 Long EC US N 2 N N Amdocs Limited N/A AMDOCS LTD COMMON STOCK G02602103 19645.00000000 NS USD 1292837.45000000 0.097205298415 Long EC US N 1 N N N BANQUE CANADIENNE IMPERIALE DE COMMERCE 2IGI19DL77OX0HC3ZE78 CAN IMPERIAL BK OF COMMERCE COMMON STOCK 136069101 79400.00000000 NS 6707857.09000000 0.504347433750 Long EC CA N 1 N N N ZSCALER, INC. 529900MZ0RTK1BWRNF46 ZSCALER INC COMMON STOCK 98980G102 18847.00000000 NS USD 2935420.25000000 0.220707097691 Long EC US N 1 N N N MAUI LAND & PINEAPPLE COMPANY, INC. N/A MAUI LAND & PINEAPPLE CO COMMON STOCK 577345101 1950.00000000 NS USD 23751.00000000 0.001785779830 Long EC US N 1 N N N FRONTDOOR, INC. 5493008RB0JZJI3QGZ06 FRONTDOOR INC COMMON STOCK 35905A109 19063.00000000 NS USD 902442.42000000 0.067852447141 Long EC US N 1 N N N Village Super Market, Inc. 25490069686XCNNEMQ07 VILLAGE SUPER MARKET-CLASS A COMMON STOCK 927107409 1361.00000000 NS USD 31520.76000000 0.002369969157 Long EC US N 1 N N N CADIZ INC. 549300PFFIS1TCKZS151 CADIZ INC COMMON STOCK 127537207 29367.00000000 NS USD 294844.68000000 0.022168653225 Long EC US N 1 N N AT&T INC. 549300Z40J86GGSTL398 AT&T INC COMMON STOCK 00206R102 727100.00000000 NS USD 20904125.00000000 1.571730234721 Long EC US N 1 N N N HORMEL FOODS CORPORATION MSD54751OJP1FS2ND863 HORMEL FOODS CORP COMMON STOCK 440452100 142001.00000000 NS USD 6699607.18000000 0.503727143114 Long EC US N 1 N N ONE GAS, INC. 549300HXDWI0LATTX840 ONE GAS INC COMMON STOCK 68235P108 2247.00000000 NS USD 177917.46000000 0.013377180397 Long EC US N 1 N N N TYSON FOODS, INC. WD6L6041MNRW1JE49D58 TYSON FOODS INC-CL A COMMON STOCK 902494103 223400.00000000 NS USD 14565680.00000000 1.095157996102 Long EC US N 1 N N N CASEY'S GENERAL STORES, INC. 549300CAFWSI86V66Q65 CASEY'S GENERAL STORES INC COMMON STOCK 147528103 11426.00000000 NS USD 2075875.68000000 0.156080035389 Long EC US N 1 N N N INNOVATIVE INDUSTRIAL PROPERTIES, INC. 5493008BQ0545EZXRR30 INNOVATIVE INDUSTRIAL PROPER REIT 45781V101 3205.00000000 NS USD 492480.30000000 0.037028394037 Long EC US N 1 N N N HALOZYME THERAPEUTICS, INC. 529900242I3SV9AGM753 HALOZYME THERAPEUTICS INC COMMON STOCK 40637H109 13857.00000000 NS USD 541808.70000000 0.040737276266 Long EC US N 1 N N N F5 NETWORKS, INC. N/A F5 NETWORKS INC COMMON STOCK 315616102 10033.00000000 NS USD 1633472.73000000 0.122816835305 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 3884533.48000000 NS USD 3884533.48000000 0.292068609343 Long STIV RF US N 2 N N N ROBERT HALF INTERNATIONAL INC. 529900VPCUY9H3HLIC08 ROBERT HALF INTL INC COMMON STOCK 770323103 31911.00000000 NS USD 2048047.98000000 0.153987738416 Long EC US N 1 N N N GrowGeneration Corp N/A GROWGENERATION CORP COMMON STOCK 39986L109 16422.00000000 NS USD 577561.74000000 0.043425460246 Long EC US N 1 N N VISTRA CORP. 549300KP43CPCUJOOG15 Vistra Corp. COMMON STOCK 92840M102 7398.00000000 NS USD 138194.64000000 0.010390518329 Long EC US N 1 N N N MORNINGSTAR, INC. 529900YGNQPOVAXQ7F29 MORNINGSTAR INC COMMON STOCK 617700109 8276.00000000 NS USD 1656027.60000000 0.124512681035 Long EC US N 1 N N N KKR REAL ESTATE FINANCE TRUST INC. 549300K23AYZDZ2REL62 KKR REAL ESTATE FINANCE TRUS REIT 48251K100 23775.00000000 NS USD 433418.25000000 0.032587662377 Long EC US N 1 N N N APPLE INC. HWUPKR0MPOU8FGXBT394 APPLE INC COMMON STOCK 037833100 34400.00000000 NS USD 4095320.00000000 0.307917134290 Long EC US N 1 N N N THE PROCTER & GAMBLE COMPANY 2572IBTT8CCZW6AU4141 PROCTER & GAMBLE CO/THE COMMON STOCK 742718109 40315.00000000 NS USD 5598544.05000000 0.420940888642 Long EC US N 1 N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 JPMORGAN CHASE & CO COMMON STOCK 46625H100 57600.00000000 NS USD 6789888.00000000 0.510515138039 Long EC US N 1 N N N GOOSEHEAD INSURANCE, INC. 549300WH5MBIWHJ9XY95 GOOSEHEAD INSURANCE INC -A COMMON STOCK 38267D109 3117.00000000 NS USD 383733.87000000 0.028852014880 Long EC US N 1 N N N AFLAC INCORPORATED 549300N0B7DOGLXWPP39 AFLAC INC COMMON STOCK 001055102 258600.00000000 NS USD 11360298.00000000 0.854153132075 Long EC US N 1 N N N C.H. ROBINSON WORLDWIDE, INC. 529900WNWN5L0OVDHA79 C.H. ROBINSON WORLDWIDE INC COMMON STOCK 12541W209 65154.00000000 NS USD 6122521.38000000 0.460337467637 Long EC US N 1 N N N INTERNATIONAL BUSINESS MACHINES CORPORATION VGRQXHF3J8VDLUA7XE92 INTL BUSINESS MACHINES CORP COMMON STOCK 459200101 127800.00000000 NS USD 15785856.00000000 1.186900057101 Long EC US N 1 N N N CENTRAL GARDEN & PET COMPANY 5493004DVZLD37DJ0H83 CENTRAL GARDEN & PET CO COMMON STOCK 153527106 989.00000000 NS USD 39599.56000000 0.002977394448 Long EC US N 1 N N N Dropbox Inc 549300JCDF7UAR6TJR51 DROPBOX INC-CLASS A COMMON STOCK 26210C104 85655.00000000 NS USD 1710530.35000000 0.128610610035 Long EC US N 1 N N N WALMART INC. Y87794H0US1R65VBXU25 WALMART INC COMMON STOCK 931142103 22704.00000000 NS USD 3468944.16000000 0.260821460780 Long EC US N 1 N N N TRUECAR, INC. 549300KK16488YXWVE52 TRUECAR INC COMMON STOCK 89785L107 14186.00000000 NS USD 57878.88000000 0.004351771989 Long EC US N 1 N N N INCYTE CORPORATION 549300Z4WN6JVZ3T4680 INCYTE CORP COMMON STOCK 45337C102 24927.00000000 NS USD 2107328.58000000 0.158444902318 Long EC US N 1 N N N SERVICENOW, INC. 549300HJTQM36M0E1G39 SERVICENOW INC COMMON STOCK 81762P102 8026.00000000 NS USD 4290298.30000000 0.322577077686 Long EC US N 1 N N N Brightcove Inc 5493006VI8OCN44T4W47 BRIGHTCOVE COMMON STOCK 10921T101 9568.00000000 NS USD 159785.60000000 0.012013890014 Long EC US N 1 N N N ZOOM VIDEO COMMUNICATIONS, INC. 549300T9GCHU0ODOM055 ZOOM VIDEO COMMUNICATIONS-A COMMON STOCK 98980L101 6478.00000000 NS USD 3098816.08000000 0.232992432104 Long EC US N 1 N N N PHILLIPS 66 5493005JBO5YSIGK1814 PHILLIPS 66 COMMON STOCK 718546104 78100.00000000 NS USD 4731298.00000000 0.355734770820 Long EC US N 1 N N N THE SHERWIN-WILLIAMS COMPANY Z15BMIOX8DDH0X2OBP21 SHERWIN-WILLIAMS CO/THE COMMON STOCK 824348106 8768.00000000 NS USD 6555219.84000000 0.492871010758 Long EC US N 1 N N N ELI LILLY AND COMPANY FRDRIPF3EKNDJ2CQJL29 ELI LILLY & CO COMMON STOCK 532457108 32020.00000000 NS USD 4663713.00000000 0.350653219312 Long EC US N 1 N N N SIMULATIONS PLUS, INC. N/A SIMULATIONS PLUS INC COMMON STOCK 829214105 4319.00000000 NS USD 241734.43000000 0.018175422908 Long EC US N 1 N N N ALLISON TRANSMISSION HOLDINGS, INC. 529900RP7DJ882LI9T83 ALLISON TRANSMISSION HOLDING COMMON STOCK 01973R101 179500.00000000 NS USD 7368475.00000000 0.554017685087 Long EC US N 1 N N N INVESTORS BANCORP, INC. N/A INVESTORS BANCORP INC COMMON STOCK 46146L101 423000.00000000 NS USD 4094640.00000000 0.307866006747 Long EC US N 1 N N CSG SYSTEMS INTERNATIONAL, INC. 549300D7FJZUOHHXUA81 CSG SYSTEMS INTL INC COMMON STOCK 126349109 6676.00000000 NS USD 289604.88000000 0.021774685427 Long EC US N 1 N N N AMERICAN STATES WATER COMPANY 529900L26LIS2V8PWM23 AMERICAN STATES WATER CO COMMON STOCK 029899101 8188.00000000 NS USD 604438.16000000 0.045446232793 Long EC US N 1 N N N HUNTINGTON INGALLS INDUSTRIES, INC. 5TZLZ6WJTBVJ0QWBG121 HUNTINGTON INGALLS INDUSTRIE COMMON STOCK 446413106 27000.00000000 NS USD 4325130.00000000 0.325195988356 Long EC US N 1 N N N TFS FINANCIAL CORPORATION N/A TFS FINANCIAL CORP COMMON STOCK 87240R107 12246.00000000 NS USD 210631.20000000 0.015836846814 Long EC US N 1 N N N UNIVERSAL HEALTH SERVICES, INC. 549300YGMGQDO0NMJD09 UNIVERSAL HEALTH SERVICES-B COMMON STOCK 913903100 38900.00000000 NS USD 5079562.00000000 0.381919892582 Long EC US N 1 N N N BWX TECHNOLOGIES, INC. 549300NP85N265KWMS58 BWX TECHNOLOGIES INC COMMON STOCK 05605H100 14359.00000000 NS USD 816739.92000000 0.061408684944 Long EC US N 1 N N N FEDERAL SIGNAL CORPORATION 549300RTXZRPTNP6G884 FEDERAL SIGNAL CORP COMMON STOCK 313855108 4960.00000000 NS USD 153908.80000000 0.011572027738 Long EC US N 1 N N N Relmada Therapeutics Inc 549300217EASRZ9JSF81 RELMADA THERAPEUTICS INC COMMON STOCK 75955J402 4252.00000000 NS USD 151201.12000000 0.011368443875 Long EC US N 1 N N N THE PROGRESSIVE CORPORATION 529900TACNVLY9DCR586 PROGRESSIVE CORP COMMON STOCK 743315103 46378.00000000 NS USD 4039987.58000000 0.303756824425 Long EC US N 1 N N N CSW INDUSTRIALS, INC. 549300SYOEO3RVQ7FB83 CSW INDUSTRIALS INC COMMON STOCK 126402106 3305.00000000 NS USD 354593.45000000 0.026661017689 Long EC US N 1 N N N BOX, INC. 549300KQUCPD8687YS68 BOX INC - CLASS A COMMON STOCK 10316T104 20989.00000000 NS USD 392284.41000000 0.029494909153 Long EC US N 1 N N N BUNGE LIMITED 5493007M0RIN8HY3MM77 BUNGE LTD COMMON STOCK G16962105 22932.00000000 NS USD 1350465.48000000 0.101538209605 Long EC US N 1 N N N HORACE MANN EDUCATORS CORPORATION 254900G5YAV3A2YK8T32 HORACE MANN EDUCATORS COMMON STOCK 440327104 503.00000000 NS USD 20079.76000000 0.001509748238 Long EC US N 1 N N N CINTAS CORPORATION N/A CINTAS CORP COMMON STOCK 172908105 4819.00000000 NS USD 1712190.70000000 0.128735447707 Long EC US N 1 N N N MDU RESOURCES GROUP, INC. N/A MDU RESOURCES GROUP INC COMMON STOCK 552690109 62578.00000000 NS USD 1560695.32000000 0.117344879139 Long EC US N 1 N N N MERCK & CO., INC. 4YV9Y5M8S0BRK1RP0397 MERCK & CO. INC. COMMON STOCK 58933Y105 68842.00000000 NS USD 5534208.38000000 0.416103646342 Long EC US N 1 N N N MAXIMUS, INC. 549300DQCDS8HJ7QF202 MAXIMUS INC COMMON STOCK 577933104 4099.00000000 NS USD 294349.19000000 0.022131398539 Long EC US N 1 N N N AMAZON.COM, INC. ZXTILKJKG63JELOEG630 AMAZON.COM INC COMMON STOCK 023135106 760.00000000 NS USD 2407710.40000000 0.181029879611 Long EC US N 1 N N N BERRY GLOBAL GROUP, INC. 549300G6KKUMMXM8NH73 BERRY GLOBAL GROUP INC COMMON STOCK 08579W103 28097.00000000 NS USD 1489141.00000000 0.111964884129 Long EC US N 1 N N N KELLOGG COMPANY LONOZNOJYIBXOHXWDB86 KELLOGG CO COMMON STOCK 487836108 92200.00000000 NS USD 5892502.00000000 0.443042870799 Long EC US N 1 N N N OMNICOM GROUP INC. HKUPACFHSSASQK8HLS17 OMNICOM GROUP COMMON STOCK 681919106 116900.00000000 NS USD 7364700.00000000 0.553733852034 Long EC US N 1 N N N BIODELIVERY SCIENCES INTERNATIONAL, INC. 529900YQ5QSV2ZNM2W45 BIODELIVERY SCIENCES INTL COMMON STOCK 09060J106 15740.00000000 NS USD 59812.00000000 0.004497118573 Long EC US N 1 N N N NORTHEAST BANK 549300F0LV9TSW34E306 NORTHEAST BANCORP COMMON STOCK 66405S100 5104.00000000 NS USD 111165.12000000 0.008358234566 Long EC US N 1 N N N CRYOPORT, INC. N/A CRYOPORT INC COMMON STOCK 229050307 4096.00000000 NS USD 199270.40000000 0.014982655938 Long EC US N 1 N N N Joint Corp N/A JOINT CORP/THE COMMON STOCK 47973J102 14123.00000000 NS USD 354487.30000000 0.026653036529 Long EC US N 1 N N N AGILENT TECHNOLOGIES, INC. QUIX8Y7A2WP0XRMW7G29 AGILENT TECHNOLOGIES INC COMMON STOCK 00846U101 18536.00000000 NS USD 2166858.40000000 0.162920804465 Long EC US N 1 N N N PURPLE INNOVATION, INC. N/A PURPLE INNOVATION INC COMMON STOCK 74640Y106 8021.00000000 NS USD 239186.22000000 0.017983829206 Long EC US N 1 N N N AUTOZONE, INC. GA3JGKJ41LJKXDN23E90 AUTOZONE INC COMMON STOCK 053332102 13000.00000000 NS USD 14789450.00000000 1.111982717281 Long EC US N 1 N N N Translate Bio Inc N/A TRANSLATE BIO INC COMMON STOCK 89374L104 2299.00000000 NS USD 51083.78000000 0.003840864974 Long EC US N 1 N N N DTE ENERGY COMPANY 549300IX8SD6XXD71I78 DTE ENERGY COMPANY COMMON STOCK 233331107 51600.00000000 NS USD 6491796.00000000 0.488102326734 Long EC US N 1 N N N COGECO COMMUNICATIONS INC. 549300XHH6LJM6IAXV57 COGECO COMMUNICATIONS INC COMMON STOCK 19239C106 13400.00000000 NS 972091.98000000 0.073089227886 Long EC CA N 1 N N N Qualys Inc 549300EMBXYOW9W1XA17 QUALYS INC COMMON STOCK 74758T303 2914.00000000 NS USD 276859.14000000 0.020816364286 Long EC US N 1 N N Shenandoah Telecommunications Company 549300XH3H4OUKFPHS84 SHENANDOAH TELECOMMUNICATION COMMON STOCK 82312B106 1110.00000000 NS USD 49328.40000000 0.003708882228 Long EC US N 1 N N N PERDOCEO EDUCATION CORPORATION 529900X5PCA184O9LY90 PERDOCEO EDUCATION CORP COMMON STOCK 71363P106 6775.00000000 NS USD 76828.50000000 0.005776547754 Long EC US N 1 N N N AMGEN INC. 62QBXGPJ34PQ72Z12S66 AMGEN INC COMMON STOCK 031162100 50100.00000000 NS USD 11124204.00000000 0.836401799358 Long EC US N 1 N N N THE ALLSTATE CORPORATION OBT0W1ED8G0NWVOLOJ77 ALLSTATE CORP COMMON STOCK 020002101 177400.00000000 NS USD 18156890.00000000 1.365172327543 Long EC US N 1 N N N UNIVERSAL CORPORATION 549300BZXZ66F6DTIF20 UNIVERSAL CORP/VA COMMON STOCK 913456109 7484.00000000 NS USD 340596.84000000 0.025608646679 Long EC US N 1 N N N COMMUNITY BANK SYSTEM, INC. 5299008N6YHE6GCP1E80 COMMUNITY BANK SYSTEM INC COMMON STOCK 203607106 3257.00000000 NS USD 202748.25000000 0.015244147007 Long EC US N 1 N N N XBiotech Inc 5299002WACAY28TQAS52 XBIOTECH INC COMMON STOCK 98400H102 11134.00000000 NS USD 212214.04000000 0.015955856698 Long EC US N 1 N N MICROSTRATEGY INCORPORATED 549300WQTWEJUEHXQX21 MICROSTRATEGY INC-CL A COMMON STOCK 594972408 1960.00000000 NS USD 671829.20000000 0.050513200921 Long EC US N 1 N N N JUNIPER NETWORKS, INC. AUHIXNGG7U2U7JEHM527 JUNIPER NETWORKS INC COMMON STOCK 48203R104 495700.00000000 NS USD 10791389.00000000 0.811378250270 Long EC US N 1 N N N BALCHEM CORPORATION 549300VR70OPMHUI3557 BALCHEM CORP COMMON STOCK 057665200 4152.00000000 NS USD 430520.88000000 0.032369816185 Long EC US N 1 N N N NI HOLDINGS, INC. 549300LLJVCO2EGU3180 NI HOLDINGS INC COMMON STOCK 65342T106 2526.00000000 NS USD 43194.60000000 0.003247696748 Long EC US N 1 N N N THE CLOROX COMPANY 54930044KVSC06Z79I06 CLOROX COMPANY COMMON STOCK 189054109 29209.00000000 NS USD 5928258.64000000 0.445731325455 Long EC US N 1 N N CELSIUS HOLDINGS, INC. N/A CELSIUS HOLDINGS INC COMMON STOCK 15118V207 14069.00000000 NS USD 453725.25000000 0.034114496238 Long EC US N 1 N N N NOVAGOLD RESOURCES INC. 529900587LVZTJ2BHS60 NOVAGOLD RESOURCES INC COMMON STOCK 66987E206 16798.00000000 NS USD 167308.08000000 0.012579486960 Long EC US N 1 N N N THE NEW YORK TIMES COMPANY 529900J1WEMMIW7BOH57 NEW YORK TIMES CO-A COMMON STOCK 650111107 54157.00000000 NS USD 2323876.87000000 0.174726640715 Long EC US N 1 N N ALERUS FINANCIAL CORPORATION 5493008BXLBPPELQ3G57 ALERUS FINANCIAL CORP COMMON STOCK 01446U103 4560.00000000 NS USD 109576.80000000 0.008238812654 Long EC US N 1 N N N APTARGROUP, INC. VNPEQDQFAA7IY1T2PX43 APTARGROUP INC COMMON STOCK 038336103 38510.00000000 NS USD 4864583.20000000 0.365756160315 Long EC US N 1 N N N Telenav Inc 529900IWKA0QZA533R93 TELENAV INC COMMON STOCK 879455103 4022.00000000 NS USD 19104.50000000 0.001436420814 Long EC US N 1 N N N OLD DOMINION FREIGHT LINE, INC. 5299009TWK32WE417T96 OLD DOMINION FREIGHT LINE COMMON STOCK 679580100 15980.00000000 NS USD 3249692.80000000 0.244336485134 Long EC US N 1 N N N CONSOLIDATED WATER CO. LTD. 5299001BMEW8X9VIJA73 CONSOLIDATED WATER CO-ORD SH COMMON STOCK G23773107 1660.00000000 NS USD 18193.60000000 0.001367932463 Long EC US N 1 N N N TUCOWS INC. 529900860LTAB4QUV247 TUCOWS INC-CLASS A COMMON STOCK 898697206 1337.00000000 NS USD 96932.50000000 0.007288118540 Long EC US N 1 N N N TOYOTA MOTOR CORPORATION 5493006W3QUS5LMH6R84 TOYOTA MOTOR CORP -SPON ADR DEPOSITARY RECEIPT 892331307 48000.00000000 NS USD 6454080.00000000 0.485266552573 Long EC US N 1 N N ZYNGA INC. 549300XNQ0U2EL088Z74 ZYNGA INC - CL A COMMON STOCK 98986T108 362925.00000000 NS USD 2994131.25000000 0.225121434757 Long EC US N 1 N N Viemed Healthcare Inc 254900XU539S8GOIOW89 VIEMED HEALTHCARE INC COMMON STOCK 92663R105 26284.00000000 NS USD 256269.00000000 0.019268241819 Long EC US N 1 N N N ARTESIAN RESOURCES CORPORATION N/A ARTESIAN RESOURCES CORP-CL A COMMON STOCK 043113208 1536.00000000 NS USD 56785.92000000 0.004269594990 Long EC US N 1 N N N JACK HENRY & ASSOCIATES, INC. 529900X1QS8C54W0JB21 JACK HENRY & ASSOCIATES INC COMMON STOCK 426281101 24722.00000000 NS USD 3976780.92000000 0.299004469635 Long EC US N 1 N N N SPS COMMERCE, INC. 2549006XVF9GCCETDQ72 SPS COMMERCE INC COMMON STOCK 78463M107 3248.00000000 NS USD 334771.36000000 0.025170643030 Long EC US N 1 N N N Catabasis Pharmaceuticals Inc N/A CATABASIS PHARMACEUTICALS IN COMMON STOCK 14875P206 11364.00000000 NS USD 18750.60000000 0.001409811936 Long EC US N 1 N N N Gold Resource Corp 5299006MQBYLDAOI2D32 GOLD RESOURCE CORP COMMON STOCK 38068T105 39528.00000000 NS USD 117793.44000000 0.008856601799 Long EC US N 1 N N N SMITH & WESSON BRANDS, INC. 5493004PFHUPOR1PWN79 SMITH & WESSON BRANDS INC COMMON STOCK 831754106 1174.00000000 NS USD 18502.24000000 0.001391138352 Long EC US N 1 N N N KEARNY FINANCIAL CORP. N/A KEARNY FINANCIAL CORP/MD COMMON STOCK 48716P108 12056.00000000 NS USD 119233.84000000 0.008964901966 Long EC US N 1 N N N JOHNSON & JOHNSON 549300G0CFPGEF6X2043 JOHNSON & JOHNSON COMMON STOCK 478160104 41023.00000000 NS USD 5935207.64000000 0.446253803837 Long EC US N 1 N N N MILLER INDUSTRIES, INC. 549300F1O74SPUJ7UU94 MILLER INDUSTRIES INC/TENN COMMON STOCK 600551204 2452.00000000 NS USD 81872.28000000 0.006155777286 Long EC US N 1 N N N NETGEAR, INC. 54930067KX3UNRHDWA78 NETGEAR INC COMMON STOCK 64111Q104 10568.00000000 NS USD 336168.08000000 0.025275659004 Long EC US N 1 N N N SONOCO PRODUCTS COMPANY GKOMIK4RDJGHEF0VNP11 SONOCO PRODUCTS CO COMMON STOCK 835495102 129900.00000000 NS USD 7541994.00000000 0.567064155992 Long EC US N 1 N N N SEASPINE HOLDINGS CORPORATION 5493006QNC6E00LJ7M10 SEASPINE HOLDINGS CORP COMMON STOCK 81255T108 6486.00000000 NS USD 92230.92000000 0.006934618193 Long EC US N 1 N N N HOSTESS BRANDS, INC. N/A HOSTESS BRANDS INC COMMON STOCK 44109J106 49099.00000000 NS USD 665291.45000000 0.050021643425 Long EC US N 1 N N N MEDIFAST, INC. 5299000YHQJ21T5KKI80 MEDIFAST INC COMMON STOCK 58470H101 2297.00000000 NS USD 468909.58000000 0.035256169021 Long EC US N 1 N N N NAPCO SECURITY TECHNOLOGIES, INC. 529900KV21J4YY9YST76 NAPCO SECURITY TECHNOLOGIES COMMON STOCK 630402105 3703.00000000 NS USD 112941.50000000 0.008491796250 Long EC US N 1 N N N COSTCO WHOLESALE CORPORATION 29DX7H14B9S6O3FD6V18 COSTCO WHOLESALE CORP COMMON STOCK 22160K105 17007.00000000 NS USD 6662832.39000000 0.500962136240 Long EC US N 1 N N N VERIZON COMMUNICATIONS INC. 2S72QS2UO2OESLG6Y829 VERIZON COMMUNICATIONS INC COMMON STOCK 92343V104 61053.00000000 NS USD 3688211.73000000 0.277307655216 Long EC US N 1 N N N RANPAK HOLDINGS CORP N/A RANPAK HOLDINGS CORP COMMON STOCK 75321W103 12166.00000000 NS USD 137597.46000000 0.010345617819 Long EC US N 1 N N N MobileIron Inc 5493009ZKZIDFX3SG973 MOBILEIRON INC COMMON STOCK 60739U204 33085.00000000 NS USD 232918.40000000 0.017512567089 Long EC US N 1 N N N Upwork Inc N/A UPWORK INC COMMON STOCK 91688F104 15955.00000000 NS USD 522047.60000000 0.039251487296 Long EC US N 1 N N N Live Oak Bancshares, Inc. N/A LIVE OAK BANCSHARES INC COMMON STOCK 53803X105 8886.00000000 NS USD 365392.32000000 0.027472958417 Long EC US N 1 N N N VERIZON COMMUNICATIONS INC. 2S72QS2UO2OESLG6Y829 VERIZON COMMUNICATIONS INC COMMON STOCK 92343V104 459600.00000000 NS USD 27764436.00000000 2.087540306575 Long EC US N 1 N N N LAKELAND INDUSTRIES, INC. 549300HGP70IM9WKU164 LAKELAND INDUSTRIES INC COMMON STOCK 511795106 11405.00000000 NS USD 226047.10000000 0.016995930781 Long EC US N 1 N N N N/A N/A S&P500 EMINI FUT DEC20 PHYSICAL INDEX FUTURE. N/A 75.00000000 NC USD 13587000.00000000 1.021573431040 N/A DE US N 1 J.P. MORGAN SECURITIES N/A Long S&P 500 Future Dec 2020 N/A N/A 2020-12-21 13176502.28000000 USD 410497.72000000 N N N LES COMPAGNIES LOBLAW LIMITEE 5493008LN3O1DIDTSH67 LOBLAW COMPANIES LTD COMMON STOCK 539481101 76100.00000000 NS 3770059.42000000 0.283461583640 Long EC CA N 1 N N N Amdocs Limited N/A AMDOCS LTD COMMON STOCK G02602103 373900.00000000 NS USD 24606359.00000000 1.850092190259 Long EC US N 1 N N N STEREOTAXIS, INC. 549300KPNOKI02O2ZP21 STEREOTAXIS INC COMMON STOCK 85916J409 28993.00000000 NS USD 124669.90000000 0.009373626075 Long EC US N 1 N N N WHITE MOUNTAINS INSURANCE GROUP, LTD. 549300N3FL068JERBG02 WHITE MOUNTAINS INSURANCE GP COMMON STOCK G9618E107 1637.00000000 NS USD 1571520.00000000 0.118158760458 Long EC US N 1 N N N PFIZER INC. 765LHXWGK1KXCLTFYQ30 PFIZER INC COMMON STOCK 717081103 481800.00000000 NS USD 18457758.00000000 1.387793859526 Long EC US N 1 N N N ABBVIE INC. FR5LCKFTG8054YNNRU85 ABBVIE INC COMMON STOCK 00287Y109 71100.00000000 NS USD 7435638.00000000 0.559067507443 Long EC US N 1 N N N GRACO INC 4T5VJ4S81BRT6Q7GGT78 GRACO INC COMMON STOCK 384109104 1091.00000000 NS USD 73904.34000000 0.005556687288 Long EC US N 1 N N N WATERSTONE FINANCIAL, INC. 5493002KM21XRC2DCQ02 WATERSTONE FINANCIAL INC COMMON STOCK 94188P101 6724.00000000 NS USD 118107.06000000 0.008880182123 Long EC US N 1 N N N PS BUSINESS PARKS, INC. N/A PS BUSINESS PARKS INC/CA REIT 69360J107 2024.00000000 NS USD 266763.20000000 0.020057275152 Long EC US N 1 N N N Mondelez International, Inc. 549300DV9GIB88LZ5P30 MONDELEZ INTERNATIONAL INC-A COMMON STOCK 609207105 31056.00000000 NS USD 1784167.20000000 0.134147185401 Long EC US N 1 N N N Ooma Inc N/A OOMA INC COMMON STOCK 683416101 13623.00000000 NS USD 212655.03000000 0.015989013661 Long EC US N 1 N N N CONAGRA BRANDS, INC. 54930035UDEIH090K650 CONAGRA BRANDS INC COMMON STOCK 205887102 33587.00000000 NS USD 1227940.72000000 0.092325871380 Long EC US N 1 N N N CAMPBELL SOUP COMPANY 5493007JDSMX8Z5Z1902 CAMPBELL SOUP CO COMMON STOCK 134429109 94351.00000000 NS USD 4719437.02000000 0.354842972628 Long EC US N 1 N N MURPHY USA INC. 549300Y081F8XIKQIO72 MURPHY USA INC COMMON STOCK 626755102 4124.00000000 NS USD 528696.80000000 0.039751424446 Long EC US N 1 N N N GSI Technology Inc N/A GSI TECHNOLOGY INC COMMON STOCK 36241U106 2600.00000000 NS USD 17264.00000000 0.001298038103 Long EC US N 1 N N N eXp World Holdings Inc 549300TWVVZC283VEC32 EXP WORLD HOLDINGS INC COMMON STOCK 30212W100 5021.00000000 NS USD 267769.93000000 0.020132968728 Long EC US N 1 N N N Genie Energy Ltd 52990057E36X8869GX58 GENIE ENERGY LTD-B COMMON STOCK 372284208 13329.00000000 NS USD 110630.70000000 0.008318052828 Long EC US N 1 N N N BCE Inc. 5493001I9203PRB5KR45 BCE INC COMMON STOCK 05534B760 57600.00000000 NS 2502415.31000000 0.188150511086 Long EC CA N 1 N N N CUMMINS INC. ZUNI8PYC725B6H8JU438 CUMMINS INC COMMON STOCK 231021106 33700.00000000 NS USD 7790429.00000000 0.585743378436 Long EC US N 1 N N N NEOGEN CORPORATION 549300HJT9FC36N4UW43 NEOGEN CORP COMMON STOCK 640491106 3622.00000000 NS USD 268824.84000000 0.020212284841 Long EC US N 1 N N N SNAP-ON INCORPORATED HHWAT5TDOYZMM26KKQ73 SNAP-ON INC COMMON STOCK 833034101 34600.00000000 NS USD 6084410.00000000 0.457471965817 Long EC US N 1 N N N OLLIE'S BARGAIN OUTLET HOLDINGS, INC. 529900YO5DSQCPEFDZ05 OLLIE'S BARGAIN OUTLET HOLDI COMMON STOCK 681116109 42876.00000000 NS USD 3775660.56000000 0.283882719711 Long EC US N 1 N N REPUBLIC SERVICES, INC. NKNQHM6BLECKVOQP7O46 REPUBLIC SERVICES INC COMMON STOCK 760759100 91300.00000000 NS USD 8830536.00000000 0.663946489986 Long EC US N 1 N N N INTEVAC, INC. N/A INTEVAC INC COMMON STOCK 461148108 10954.00000000 NS USD 65943.08000000 0.004958099542 Long EC US N 1 N N N Collegium Pharmaceutical, Inc. 54930049FXZMTLW8D496 COLLEGIUM PHARMACEUTICAL INC COMMON STOCK 19459J104 2788.00000000 NS USD 51550.12000000 0.003875927942 Long EC US N 1 N N N Altria Group, Inc. XSGZFLO9YTNO9VCQV219 ALTRIA GROUP INC COMMON STOCK 02209S103 226400.00000000 NS USD 9017512.00000000 0.678004759939 Long EC US N 1 N N N KELLOGG COMPANY LONOZNOJYIBXOHXWDB86 KELLOGG CO COMMON STOCK 487836108 71528.00000000 NS USD 4571354.48000000 0.343709007186 Long EC US N 1 N N N THE PROVIDENCE SERVICE CORPORATION 549300EFZIFW7F7I0Q28 PROVIDENCE SERVICE CORP COMMON STOCK 743815102 1706.00000000 NS USD 231657.74000000 0.017417781134 Long EC US N 1 N N N PACIRA BIOSCIENCES, INC. N/A PACIRA BIOSCIENCES INC COMMON STOCK 695127100 7765.00000000 NS USD 470481.35000000 0.035374346578 Long EC US N 1 N N N HCA HEALTHCARE, INC. 529900PH4ZGUH2MNEU89 HCA HEALTHCARE INC COMMON STOCK 40412C101 37200.00000000 NS USD 5584092.00000000 0.419854274209 Long EC US N 1 N N N WALMART INC. Y87794H0US1R65VBXU25 WALMART INC COMMON STOCK 931142103 118500.00000000 NS USD 18105615.00000000 1.361317085203 Long EC US N 1 N N N ELECTRONIC ARTS INC. 549300O7A67PUEYKDL45 ELECTRONIC ARTS INC COMMON STOCK 285512109 29888.00000000 NS USD 3818192.00000000 0.287080555075 Long EC US N 1 N N N AMERICOLD REALTY TRUST 549300R7N1V5YV8MWH02 AMERICOLD REALTY TRUST REIT 03064D108 23076.00000000 NS USD 787583.88000000 0.059216513323 Long EC US N 1 N N N COLGATE-PALMOLIVE COMPANY YMEGZFW4SBUSS5BQXF88 COLGATE-PALMOLIVE CO COMMON STOCK 194162103 66875.00000000 NS USD 5727175.00000000 0.430612336418 Long EC US N 1 N N N ORTHOFIX MEDICAL INC. N/A ORTHOFIX MEDICAL INC COMMON STOCK 68752M108 1597.00000000 NS USD 58705.72000000 0.004413940075 Long EC US N 1 N N N U.S. BANCORP N1GZ7BBF3NP8GI976H15 US BANCORP COMMON STOCK 902973304 158300.00000000 NS USD 6840143.00000000 0.514293689064 Long EC US N 1 N N N EXPEDITORS INTERNATIONAL OF WASHINGTON, INC 984500B055A804AB6E40 EXPEDITORS INTL WASH INC COMMON STOCK 302130109 52146.00000000 NS USD 4660288.02000000 0.350395703409 Long EC US N 1 N N N BRISTOL-MYERS SQUIBB COMPANY HLYYNH7UQUORYSJQCN42 BRISTOL-MYERS SQUIBB CO COMMON STOCK 110122108 75670.00000000 NS USD 4721808.00000000 0.355021240838 Long EC US N 1 N N N THE HAIN CELESTIAL GROUP, INC. 5493000S8QXWHLIXDP75 HAIN CELESTIAL GROUP INC COMMON STOCK 405217100 5843.00000000 NS USD 224955.50000000 0.016913856036 Long EC US N 1 N N N DISCOVERY, INC. 5493006ZCRFWKF6B1K26 DISCOVERY INC-C COMMON STOCK 25470F302 48845.00000000 NS USD 1173256.90000000 0.088214328168 Long EC US N 1 N N N BRANDYWINE REALTY TRUST 5UZ46ZCYUFYYAC0DS831 BRANDYWINE REALTY TRUST REIT 105368203 270500.00000000 NS USD 3010665.00000000 0.226364567142 Long EC US N 1 N N N CANON INC. 529900JH1GSC035SSP77 CANON INC-SPONS ADR DEPOSITARY RECEIPT 138006309 94900.00000000 NS USD 1682577.00000000 0.126508865745 Long EC US N 1 N N 3M COMPANY LUZQVYP4VS22CLWDAR65 3M CO COMMON STOCK 88579Y101 64300.00000000 NS USD 11106539.00000000 0.835073611041 Long EC US N 1 N N N VIATRIS INC. 254900ZZTSW7NL773X71 VIATRIS INC COMMON STOCK 92556V106 59781.20440000 NS USD 1005519.86000000 0.075602588751 Long EC US N 1 N N N MASIMO CORPORATION 549300Q4A8JK0PIYCU29 MASIMO CORP COMMON STOCK 574795100 7990.00000000 NS USD 2033375.10000000 0.152884520313 Long EC US N 1 N N N Freshpet Inc 549300S4ZK8ZQ6HNPN59 FRESHPET INC COMMON STOCK 358039105 3846.00000000 NS USD 526440.48000000 0.039581777242 Long EC US N 1 N N N PAPA JOHN'S INTERNATIONAL, INC. HZYLD3DK5XOX0WBVNB56 PAPA JOHN'S INTL INC COMMON STOCK 698813102 4495.00000000 NS USD 361218.20000000 0.027159116503 Long EC US N 1 N N N JOHNSON OUTDOORS INC. N/A JOHNSON OUTDOORS INC-A COMMON STOCK 479167108 1183.00000000 NS USD 98898.80000000 0.007435959847 Long EC US N 1 N N N WATSCO, INC. 549300F1Y3LN5BX5WN75 WATSCO INC COMMON STOCK 942622200 11567.00000000 NS USD 2629873.12000000 0.197733753323 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 16125079.99000000 NS USD 16125079.99000000 1.212405482534 Long STIV RF US N 2 N N N DOMINO'S PIZZA, INC. 5299004V0Y8MI5D9FF45 DOMINO'S PIZZA INC COMMON STOCK 25754A201 12598.00000000 NS USD 4945596.86000000 0.371847380055 Long EC US N 1 N N N SAFETY INSURANCE GROUP, INC. 254900LDCFLA3J746840 SAFETY INSURANCE GROUP INC COMMON STOCK 78648T100 3728.00000000 NS USD 265620.00000000 0.019971320729 Long EC US N 1 N N N CARRIER GLOBAL CORPORATION 549300JE3W6CWY2NAN77 CARRIER GLOBAL CORP COMMON STOCK 14448C104 59100.00000000 NS USD 2249937.00000000 0.169167282013 Long EC US N 1 N N N CRAWFORD & COMPANY 7TZZFJ2GPOGLWIKIXY82 CRAWFORD & COMPANY -CL A COMMON STOCK 224633206 4403.00000000 NS USD 32362.05000000 0.002433223703 Long EC US N 1 N N N Red Violet Inc 549300T4EGADG881UU63 RED VIOLET INC COMMON STOCK 75704L104 9203.00000000 NS USD 246364.31000000 0.018523532306 Long EC US N 1 N N N ETSY, INC. 54930089Q7XT501AEA40 ETSY INC COMMON STOCK 29786A106 4184.00000000 NS USD 672368.80000000 0.050553772130 Long EC US N 1 N N N Pepsico, Inc. FJSUNZKFNQ5YPJ5OT455 PEPSICO INC COMMON STOCK 713448108 41318.00000000 NS USD 5959295.14000000 0.448064884283 Long EC US N 1 N N N MGP INGREDIENTS, INC. 2549006OMHFVZ4MS8538 MGP INGREDIENTS INC COMMON STOCK 55303J106 10018.00000000 NS USD 436884.98000000 0.032848317361 Long EC US N 1 N N ANTERO MIDSTREAM CORPORATION N/A ANTERO MIDSTREAM CORP COMMON STOCK 03676B102 85730.00000000 NS USD 577820.20000000 0.043444893224 Long EC US N 1 N N N F5 NETWORKS, INC. N/A F5 NETWORKS INC COMMON STOCK 315616102 79200.00000000 NS USD 12894552.00000000 0.969509952776 Long EC US N 1 N N N ASPEN GROUP, INC. N/A ASPEN GROUP INC COMMON STOCK 04530L203 13224.00000000 NS USD 160671.60000000 0.012080506195 Long EC US N 1 N N N THE HARTFORD FINANCIAL SERVICES GROUP, INC. IU7C3FTM7Y3BQM112U94 HARTFORD FINANCIAL SVCS GRP COMMON STOCK 416515104 104800.00000000 NS USD 4632160.00000000 0.348280826108 Long EC US N 1 N N N WD-40 COMPANY 549300UZHTN0CNKBOB19 WD-40 CO COMMON STOCK 929236107 2411.00000000 NS USD 613141.41000000 0.046100608959 Long EC US N 1 N N CERNER CORPORATION 549300L4UJ40IEVVI304 CERNER CORP COMMON STOCK 156782104 19039.00000000 NS USD 1424878.76000000 0.107133162852 Long EC US N 1 N N N China Mobile Limited 529900U2JJ7GK68NI589 CHINA MOBILE LTD-SPON ADR DEPOSITARY RECEIPT 16941M109 87300.00000000 NS USD 2605905.00000000 0.195931648768 Long EC US N 1 N N PAE Inc N/A PAE INC COMMON STOCK 69290Y109 4188.00000000 NS USD 40246.68000000 0.003026049825 Long EC US N 1 N N N COMCAST CORPORATION 51M0QTTNCGUN7KFCFZ59 COMCAST CORP-CLASS A COMMON STOCK 20030N101 389200.00000000 NS USD 19553408.00000000 1.470173113939 Long EC US N 1 N N N NIC, INC. 529900B18T4Q37BZ0F35 NIC INC COMMON STOCK 62914B100 14166.00000000 NS USD 331980.21000000 0.024960783261 Long EC US N 1 N N N PROGRESS SOFTWARE CORPORATION N/A PROGRESS SOFTWARE CORP COMMON STOCK 743312100 7786.00000000 NS USD 312218.60000000 0.023474955945 Long EC US N 1 N N N J & J SNACK FOODS CORP. N/A J & J SNACK FOODS CORP COMMON STOCK 466032109 2184.00000000 NS USD 317531.76000000 0.023874439503 Long EC US N 1 N N N AMPHASTAR PHARMACEUTICALS INC 54930055TH0ZLSAQMJ38 AMPHASTAR PHARMACEUTICALS IN COMMON STOCK 03209R103 13694.00000000 NS USD 243205.44000000 0.018286024566 Long EC US N 1 N N AMERICAN NATIONAL GROUP, INC. 549300I1RRC5M591MY93 AMERICAN NATIONAL GROUP INC COMMON STOCK 02772A109 6185.00000000 NS USD 524364.30000000 0.039425674325 Long EC US N 1 N N N Northrop Grumman Corporation RIMU48P07456QXSO0R61 NORTHROP GRUMMAN CORP COMMON STOCK 666807102 19300.00000000 NS USD 5833618.00000000 0.438615526285 Long EC US N 1 N N N THE KROGER CO. 6CPEOKI6OYJ13Q6O7870 KROGER CO COMMON STOCK 501044101 477700.00000000 NS USD 15764100.00000000 1.185264276460 Long EC US N 1 N N N NICOLET BANKSHARES, INC. N/A NICOLET BANKSHARES INC COMMON STOCK 65406E102 814.00000000 NS USD 54139.14000000 0.004070590049 Long EC US N 1 N N N UNITED STATES CELLULAR CORPORATION N/A US CELLULAR CORP COMMON STOCK 911684108 7108.00000000 NS USD 222835.80000000 0.016754480957 Long EC US N 1 N N N PIEDMONT OFFICE REALTY TRUST, INC. N/A PIEDMONT OFFICE REALTY TRU-A REIT 720190206 226600.00000000 NS USD 3541758.00000000 0.266296156029 Long EC US N 1 N N N VIRTU FINANCIAL, INC. 5493001OPW2K42CH3884 VIRTU FINANCIAL INC-CLASS A COMMON STOCK 928254101 34860.00000000 NS USD 794459.40000000 0.059733466922 Long EC US N 1 N N N TECHTARGET, INC. 529900YQA5JL2H2VMB84 TECHTARGET COMMON STOCK 87874R100 8798.00000000 NS USD 461895.00000000 0.034728759838 Long EC US N 1 N N N PUBLIC SERVICE ENTERPRISE GROUP INCORPORATED PUSS41EMO3E6XXNV3U28 PUBLIC SERVICE ENTERPRISE GP COMMON STOCK 744573106 105700.00000000 NS USD 6160196.00000000 0.463170130536 Long EC US N 1 N N N THE J. M. SMUCKER COMPANY 5493000WDH6A0LHDJD55 JM SMUCKER CO/THE COMMON STOCK 832696405 137100.00000000 NS USD 16068120.00000000 1.208122799644 Long EC US N 1 N N N REGENERON PHARMACEUTICALS, INC. 549300RCBFWIRX3HYQ56 REGENERON PHARMACEUTICALS COMMON STOCK 75886F107 8800.00000000 NS USD 4541064.00000000 0.341431539784 Long EC US N 1 N N N GLADSTONE LAND CORPORATION 54930002B3Q17H38FG74 GLADSTONE LAND CORP REIT 376549101 6871.00000000 NS USD 99973.05000000 0.007516730087 Long EC US N 1 N N N EBAY INC. OML71K8X303XQONU6T67 EBAY INC COMMON STOCK 278642103 364700.00000000 NS USD 18391821.00000000 1.382836217123 Long EC US N 1 N N N LULULEMON ATHLETICA INC. 549300D9GZ4BMLDW5T40 LULULEMON ATHLETICA INC COMMON STOCK 550021109 12037.00000000 NS USD 4456338.14000000 0.335061208770 Long EC US N 1 N N N METTLER-TOLEDO INTERNATIONAL INC. 5493000BD5GJNUDIUG10 METTLER-TOLEDO INTERNATIONAL COMMON STOCK 592688105 2985.00000000 NS USD 3432869.40000000 0.258109087456 Long EC US N 1 N N N THE TORO COMPANY YJKE4YIT6BWQHVEW0D14 TORO CO COMMON STOCK 891092108 23085.00000000 NS USD 2094040.35000000 0.157445792675 Long EC US N 1 N N N LINDE PUBLIC LIMITED COMPANY 8945002PAZHZLBGKGF02 LINDE PLC COMMON STOCK G5494J103 21526.00000000 NS USD 5519696.92000000 0.415012565015 Long EC US N 1 N N N NewMarket Corporation 54930082CG88ERDREQ47 NEWMARKET CORP COMMON STOCK 651587107 9167.00000000 NS USD 3389589.92000000 0.254855008787 Long EC US N 1 N N N CSG SYSTEMS INTERNATIONAL, INC. 549300D7FJZUOHHXUA81 CSG SYSTEMS INTL INC COMMON STOCK 126349109 103800.00000000 NS USD 4502844.00000000 0.338557871091 Long EC US N 1 N N N KIMBERLY-CLARK CORPORATION MP3J6QPYPGN75NVW2S34 KIMBERLY-CLARK CORP COMMON STOCK 494368103 72600.00000000 NS USD 10113906.00000000 0.760439953900 Long EC US N 1 N N N POOL CORPORATION 5493005VZK1KMN6CO617 POOL CORP COMMON STOCK 73278L105 8602.00000000 NS USD 2977238.22000000 0.223851288984 Long EC US N 1 N N N VAPOTHERM, INC. 549300A6KMUMDX27EQ68 VAPOTHERM INC COMMON STOCK 922107107 1664.00000000 NS USD 41866.24000000 0.003147820596 Long EC US N 1 N N N HMS HOLDINGS CORP. 5299008569C65X81JE73 HMS HOLDINGS CORP COMMON STOCK 40425J101 11424.00000000 NS USD 358942.08000000 0.026987980585 Long EC US N 1 N N N CVS HEALTH CORPORATION 549300EJG376EN5NQE29 CVS HEALTH CORP COMMON STOCK 126650100 197400.00000000 NS USD 13381746.00000000 1.006140882795 Long EC US N 1 N N N EverQuote Inc N/A EVERQUOTE INC - CLASS A COMMON STOCK 30041R108 4650.00000000 NS USD 175119.00000000 0.013166771006 Long EC US N 1 N N Tradeweb Markets Inc N/A TRADEWEB MARKETS INC-CLASS A COMMON STOCK 892672106 47206.00000000 NS USD 2815837.90000000 0.211715992107 Long EC US N 1 N N N IRON MOUNTAIN INCORPORATED SQL3F6CKNNBM3SQGHX24 IRON MOUNTAIN INC REIT 46284V101 160400.00000000 NS USD 4411000.00000000 0.331652344470 Long EC US N 1 N N THE KROGER CO. 6CPEOKI6OYJ13Q6O7870 KROGER CO COMMON STOCK 501044101 142874.00000000 NS USD 4714842.00000000 0.354497484268 Long EC US N 1 N N N EMPLOYERS HOLDINGS, INC. N/A EMPLOYERS HOLDINGS INC COMMON STOCK 292218104 5079.00000000 NS USD 154960.29000000 0.011651086710 Long EC US N 1 N N N CACI INTERNATIONAL INC. SYRPI2D1O9WRTS2WX210 CACI INTERNATIONAL INC -CL A COMMON STOCK 127190304 21400.00000000 NS USD 5078006.00000000 0.381802900733 Long EC US N 1 N N N Proto Labs, Inc. 529900QHG5MGWT2WQQ09 PROTO LABS INC COMMON STOCK 743713109 1903.00000000 NS USD 262918.48000000 0.019768200021 Long EC US N 1 N N KINSALE CAPITAL GROUP, INC. 529900QTUQHNZ6HOA508 KINSALE CAPITAL GROUP INC COMMON STOCK 49714P108 2832.00000000 NS USD 680133.12000000 0.051137552437 Long EC US N 1 N N N CarGurus Inc 54930027BKQN6B7X7G78 CARGURUS INC COMMON STOCK 141788109 10625.00000000 NS USD 266156.25000000 0.020011640060 Long EC US N 1 N N N NEXTERA ENERGY, INC. N/A NEXTERA ENERGY INC COMMON STOCK 65339F101 44668.00000000 NS USD 3287118.12000000 0.247150403774 Long EC US N 1 N N N Pure Cycle Corp N/A PURE CYCLE CORP COMMON STOCK 746228303 11847.00000000 NS USD 113020.38000000 0.008497727046 Long EC US N 1 N N N TARGET CORPORATION 8WDDFXB5T1Z6J0XC1L66 TARGET CORP COMMON STOCK 87612E106 198600.00000000 NS USD 35654658.00000000 2.680786877577 Long EC US N 1 N N N A10 NETWORKS, INC. 549300UQD4IWUML81Q35 A10 NETWORKS INC COMMON STOCK 002121101 10558.00000000 NS USD 84252.84000000 0.006334765793 Long EC US N 1 N N N CANADIAN TIRE CORPORATION, LIMITED 549300RLHDA7VQYMUB14 CANADIAN TIRE CORP-CLASS A COMMON STOCK 136681202 51400.00000000 NS 6582960.10000000 0.494956733330 Long EC CA N 1 N N N CASSAVA SCIENCES, INC. 529900XA0UG5JXABYF08 CASSAVA SCIENCES INC COMMON STOCK 14817C107 15709.00000000 NS USD 121273.48000000 0.009118257529 Long EC US N 1 N N VEREIT, INC. 5493002H54FNIBW75H44 VEREIT INC REIT 92339V100 914100.00000000 NS USD 6480969.00000000 0.487288270979 Long EC US N 1 N N N MCCORMICK & COMPANY, INCORPORATED 549300JQQA6MQ4OJP259 MCCORMICK & CO-NON VTG SHRS COMMON STOCK 579780206 26567.00000000 NS USD 4967497.66000000 0.373494047855 Long EC US N 1 N N N SENSIENT TECHNOLOGIES CORPORATION CMMZHMFZQG86EI7WZU92 SENSIENT TECHNOLOGIES CORP COMMON STOCK 81725T100 4743.00000000 NS USD 340167.96000000 0.025576400237 Long EC US N 1 N N N WEST PHARMACEUTICAL SERVICES, INC. 5493007NKRGM1RJQ1P16 WEST PHARMACEUTICAL SERVICES COMMON STOCK 955306105 18527.00000000 NS USD 5097889.32000000 0.383297879127 Long EC US N 1 N N N SIGA TECHNOLOGIES, INC. N/A SIGA TECHNOLOGIES INC COMMON STOCK 826917106 38405.00000000 NS USD 266146.65000000 0.020010918260 Long EC US N 1 N N N Evergy, Inc. 549300PGTHDQY6PSUI61 EVERGY INC COMMON STOCK 30034W106 258200.00000000 NS USD 14306862.00000000 1.075698101182 Long EC US N 1 N N N ASSURED GUARANTY LTD. 549300BBOQUJEPH87M14 ASSURED GUARANTY LTD COMMON STOCK G0585R106 99900.00000000 NS USD 3009987.00000000 0.226313589974 Long EC US N 1 N N N COHERUS BIOSCIENCES, INC. 5493007IL8W5MV932D26 COHERUS BIOSCIENCES INC COMMON STOCK 19249H103 8952.00000000 NS USD 165253.92000000 0.012425039673 Long EC US N 1 N N N RESOURCES CONNECTION, INC. N/A RESOURCES CONNECTION INC COMMON STOCK 76122Q105 2055.00000000 NS USD 24886.05000000 0.001871121475 Long EC US N 1 N N N PENNYMAC FINANCIAL SERVICES, INC. 549300W1D516HBDEU871 PENNYMAC FINANCIAL SERVICES COMMON STOCK 70932M107 9485.00000000 NS USD 546715.40000000 0.041106199085 Long EC US N 1 N N N COLUMBIA FINANCIAL, INC. 254900B9UDXFOJAZKN61 COLUMBIA FINANCIAL INC COMMON STOCK 197641103 14761.00000000 NS USD 212115.57000000 0.015948452978 Long EC US N 1 N N N HARBORONE BANCORP, INC. 549300SCDGOYSCWQJR34 HARBORONE BANCORP INC COMMON STOCK 41165Y100 43681.00000000 NS USD 428510.61000000 0.032218668881 Long EC US N 1 N N N VOCERA COMMUNICATIONS, INC. 5493006D2J6NPNZ60K83 VOCERA COMMUNICATIONS INC COMMON STOCK 92857F107 7882.00000000 NS USD 266648.06000000 0.020048618056 Long EC US N 1 N N N TIMBERLAND BANCORP, INC. N/A TIMBERLAND BANCORP INC COMMON STOCK 887098101 1060.00000000 NS USD 25259.80000000 0.001899222827 Long EC US N 1 N N N GENERAL MILLS, INC. 2TGYMUGI08PO8X8L6150 GENERAL MILLS INC COMMON STOCK 370334104 203000.00000000 NS USD 12346460.00000000 0.928300250490 Long EC US N 1 N N N WALGREENS BOOTS ALLIANCE, INC. 549300RPTUOIXG4LIH86 WALGREENS BOOTS ALLIANCE INC COMMON STOCK 931427108 85300.00000000 NS USD 3242253.00000000 0.243777104696 Long EC US N 1 N N N NORTHWEST NATURAL HOLDING COMPANY N/A NORTHWEST NATURAL HOLDING CO COMMON STOCK 66765N105 1651.00000000 NS USD 79115.92000000 0.005948533292 Long EC US N 1 N N N GENERAL MILLS, INC. 2TGYMUGI08PO8X8L6150 GENERAL MILLS INC COMMON STOCK 370334104 103217.00000000 NS USD 6277657.94000000 0.472001807659 Long EC US N 1 N N N FIRST FINANCIAL BANKSHARES, INC. 549300XN3GTGOENGNV49 FIRST FINL BANKSHARES INC COMMON STOCK 32020R109 7390.00000000 NS USD 246973.80000000 0.018569358375 Long EC US N 1 N N N Shotspotter Inc 549300MQV8SOWVNVZ667 SHOTSPOTTER INC COMMON STOCK 82536T107 690.00000000 NS USD 22887.30000000 0.001720840331 Long EC US N 1 N N N THE J. M. SMUCKER COMPANY 5493000WDH6A0LHDJD55 JM SMUCKER CO/THE COMMON STOCK 832696405 36170.00000000 NS USD 4239124.00000000 0.318729406733 Long EC US N 1 N N N REPRO MED SYSTEMS, INC. N/A REPRO MEDSYSTEMS INC COMMON STOCK 759910102 30708.00000000 NS USD 138186.00000000 0.010389868708 Long EC US N 1 N N N Community Bankers Trust Corporation. N/A COMMUNITY BANKERS TRUST CORP COMMON STOCK 203612106 8924.00000000 NS USD 58006.00000000 0.004361329832 Long EC US N 1 N N N SPARK ENERGY, INC. 549300U656GZMTWR1T03 SPARK ENERGY INC-CLASS A COMMON STOCK 846511103 4577.00000000 NS USD 42474.56000000 0.003193558695 Long EC US N 1 N N N BEYOND MEAT, INC. 549300XQ946NCE51DR09 BEYOND MEAT INC COMMON STOCK 08862E109 19089.00000000 NS USD 2670551.10000000 0.200792231544 Long EC US N 1 N N CARLISLE COMPANIES INCORPORATED XR64VGX1ZPX6G7ZN7Z11 CARLISLE COS INC COMMON STOCK 142339100 9425.00000000 NS USD 1365022.75000000 0.102632735273 Long EC US N 1 N N N ORION ENERGY SYSTEMS, INC. N/A ORION ENERGY SYSTEMS INC COMMON STOCK 686275108 9057.00000000 NS USD 93468.24000000 0.007027649269 Long EC US N 1 N N N Global Water Resources Inc N/A GLOBAL WATER RESOURCES INC COMMON STOCK 379463102 3483.00000000 NS USD 44861.04000000 0.003372992312 Long EC US N 1 N N N JOHNSON & JOHNSON 549300G0CFPGEF6X2043 JOHNSON & JOHNSON COMMON STOCK 478160104 168400.00000000 NS USD 24364112.00000000 1.831878228461 Long EC US N 1 N N N STARWOOD PROPERTY TRUST, INC. BUGSFQZERKRBFWIG5267 STARWOOD PROPERTY TRUST INC REIT 85571B105 265500.00000000 NS USD 4763070.00000000 0.358123630101 Long EC US N 1 N N N Acacia Communications Inc 549300PZLTIVLKOBPB61 ACACIA COMMUNICATIONS INC COMMON STOCK 00401C108 14624.00000000 NS USD 1019000.32000000 0.076616151698 Long EC US N 1 N N N NATIONAL BANK HOLDINGS CORPORATION N/A NATIONAL BANK HOLD-CL A COMMON STOCK 633707104 7929.00000000 NS USD 255155.22000000 0.019184499414 Long EC US N 1 N N N LOCKHEED MARTIN CORPORATION DPRBOZP0K5RM2YE8UU08 LOCKHEED MARTIN CORP COMMON STOCK 539830109 11200.00000000 NS USD 4088000.00000000 0.307366761322 Long EC US N 1 N N N PCSB FINANCIAL CORPORATION N/A PCSB FINANCIAL CORP COMMON STOCK 69324R104 14107.00000000 NS USD 215978.17000000 0.016238872463 Long EC US N 1 N N N DONEGAL GROUP INC. N/A DONEGAL GROUP INC-CL A COMMON STOCK 257701201 9196.00000000 NS USD 128560.08000000 0.009666119233 Long EC US N 1 N N N BERKSHIRE HATHAWAY INC. 5493000C01ZX7D35SD85 BERKSHIRE HATHAWAY INC-CL B COMMON STOCK 084670702 116400.00000000 NS USD 26645124.00000000 2.003381964023 Long EC US N 1 N N N TAKE-TWO INTERACTIVE SOFTWARE, INC. BOMSTHHJK882EWYX3334 TAKE-TWO INTERACTIVE SOFTWRE COMMON STOCK 874054109 26449.00000000 NS USD 4774308.99000000 0.358968662380 Long EC US N 1 N N N THE ST. JOE COMPANY 529900XVHOT3BF8PWG49 ST JOE CO/THE COMMON STOCK 790148100 16892.00000000 NS USD 557604.92000000 0.041924955567 Long EC US N 1 N N N WERNER ENTERPRISES, INC. 549300P6XRGOCHHJST37 WERNER ENTERPRISES INC COMMON STOCK 950755108 7324.00000000 NS USD 292886.76000000 0.022021441990 Long EC US N 1 N N N EVEREST RE GROUP, LTD. 549300N24XF2VV0B3570 EVEREST RE GROUP LTD COMMON STOCK G3223R108 14000.00000000 NS USD 3182620.00000000 0.239293444697 Long EC US N 1 N N N PARSONS CORPORATION 549300ZXH0VRBSEPX752 PARSONS CORP COMMON STOCK 70202L102 9201.00000000 NS USD 300872.70000000 0.022621885364 Long EC US N 1 N N ENTERGY CORPORATION 4XM3TW50JULSLG8BNC79 ENTERGY CORP COMMON STOCK 29364G103 150600.00000000 NS USD 16392810.00000000 1.232535449775 Long EC US N 1 N N N ARISTA NETWORKS, INC. 635400H1WKBLOQERUU95 ARISTA NETWORKS INC COMMON STOCK 040413106 12054.00000000 NS USD 3263017.80000000 0.245338359423 Long EC US N 1 N N N FACEBOOK, INC. BQ4BKCS1HXDV9HN80Z93 FACEBOOK INC-CLASS A COMMON STOCK 30303M102 14484.00000000 NS USD 4011633.48000000 0.301624948718 Long EC US N 1 N N N MITEK SYSTEMS, INC. 549300ABZAQ3R25XG118 MITEK SYSTEMS INC COMMON STOCK 606710200 26325.00000000 NS USD 310108.50000000 0.023316302667 Long EC US N 1 N N N THE HERSHEY COMPANY 21X2CX66SU2BR6QTAD08 HERSHEY CO/THE COMMON STOCK 427866108 38133.00000000 NS USD 5639489.37000000 0.424019467507 Long EC US N 1 N N N GAIA, INC. 529900QUX8SBA2D93M92 GAIA INC COMMON STOCK 36269P104 2452.00000000 NS USD 24446.44000000 0.001838068270 Long EC US N 1 N N N PRICESMART, INC. 549300JVYOSTGVSDZS46 PRICESMART INC COMMON STOCK 741511109 2400.00000000 NS USD 195072.00000000 0.014666988469 Long EC US N 1 N N N SPOK HOLDINGS, INC. 549300HXXANIVN2ICC89 SPOK HOLDINGS INC COMMON STOCK 84863T106 7330.00000000 NS USD 72053.90000000 0.005417557212 Long EC US N 1 N N N CALIX, INC. 5299002RQRZ4SXSCSJ58 CALIX INC COMMON STOCK 13100M509 13529.00000000 NS USD 320366.72000000 0.024087593239 Long EC US N 1 N N N ORACLE CORPORATION 1Z4GXXU7ZHVWFCD8TV52 ORACLE CORP COMMON STOCK 68389X105 508500.00000000 NS USD 29350620.00000000 2.206801617470 Long EC US N 1 N N N JOHN B. SANFILIPPO & SON, INC. 5299007IBEYVXKYDUX28 JOHN B. SANFILIPPO & SON INC COMMON STOCK 800422107 8421.00000000 NS USD 624922.41000000 0.046986393649 Long EC US N 1 N N N MERCURY GENERAL CORPORATION 5493001Q9EXPCEL4W527 MERCURY GENERAL CORP COMMON STOCK 589400100 23518.00000000 NS USD 1045845.46000000 0.078634572378 Long EC US N 1 N N N HAWAIIAN ELECTRIC INDUSTRIES, INC. JJ8FWOCWCV22X7GUPJ23 HAWAIIAN ELECTRIC INDS COMMON STOCK 419870100 65574.00000000 NS USD 2349516.42000000 0.176654416020 Long EC US N 1 N N N COMMERCE BANCSHARES, INC. N/A COMMERCE BANCSHARES INC COMMON STOCK 200525103 10555.00000000 NS USD 696207.80000000 0.052346168467 Long EC US N 1 N N N MGE ENERGY, INC. N/A MGE ENERGY INC COMMON STOCK 55277P104 1472.00000000 NS USD 101082.24000000 0.007600127381 Long EC US N 1 N N N MERCK & CO., INC. 4YV9Y5M8S0BRK1RP0397 MERCK & CO. INC. COMMON STOCK 58933Y105 311600.00000000 NS USD 25049524.00000000 1.883412687025 Long EC US N 1 N N N NATIONAL BEVERAGE CORP. 549300O9MZIQJI8TGV17 NATIONAL BEVERAGE CORP COMMON STOCK 635017106 4014.00000000 NS USD 393492.42000000 0.029585736482 Long EC US N 1 N N ROYAL GOLD, INC. 5493001NGRU6SFL04184 ROYAL GOLD INC COMMON STOCK 780287108 15122.00000000 NS USD 1670527.34000000 0.125602881163 Long EC US N 1 N N N FORESTAR GROUP INC. 549300BC2UB0GHV60V70 FORESTAR GROUP INC COMMON STOCK 346232101 3395.00000000 NS USD 66066.70000000 0.004967394229 Long EC US N 1 N N N THE KRAFT HEINZ COMPANY N/A KRAFT HEINZ CO/THE COMMON STOCK 500754106 165500.00000000 NS USD 5451570.00000000 0.409890267863 Long EC US N 1 N N N Natural Grocers By Vitamin Cottage Inc 529900P4OTXDGBUS3O87 NATURAL GROCERS BY VITAMIN C COMMON STOCK 63888U108 18266.00000000 NS USD 265952.96000000 0.019996355180 Long EC US N 1 N N N INFUSYSTEM HOLDINGS, INC. N/A INFUSYSTEM HOLDINGS INC COMMON STOCK 45685K102 1993.00000000 NS USD 31888.00000000 0.002397581038 Long EC US N 1 N N N Spire Inc. 549300NXSY15DRY2R511 SPIRE INC COMMON STOCK 84857L101 4609.00000000 NS USD 294791.64000000 0.022164665276 Long EC US N 1 N N N GILEAD SCIENCES, INC. 549300WTZWR07K8MNV44 GILEAD SCIENCES INC COMMON STOCK 375558103 167200.00000000 NS USD 10144024.00000000 0.762704452950 Long EC US N 1 N N N SK TELECOM CO.,LTD 9884003WEA1PHW006037 SK TELECOM CO LTD-SPON ADR DEPOSITARY RECEIPT 78440P108 172800.00000000 NS USD 4062528.00000000 0.305451583694 Long EC US N 1 N N N Co-Diagnostics Inc 549300Z1JPESYWFM1R93 CO-DIAGNOSTICS INC COMMON STOCK 189763105 9400.00000000 NS USD 110168.00000000 0.008283263542 Long EC US N 1 N N CALIFORNIA WATER SERVICE GROUP 529900QABDOBU6UVRQ36 CALIFORNIA WATER SERVICE GRP COMMON STOCK 130788102 4643.00000000 NS USD 229735.64000000 0.017273263118 Long EC US N 1 N N N CHEMED CORPORATION 54930020031IDJT2IM79 CHEMED CORP COMMON STOCK 16359R103 5395.00000000 NS USD 2580158.75000000 0.193995850950 Long EC US N 1 N N N STEPAN COMPANY IZU1EW9GB3WC7CYCSR17 STEPAN CO COMMON STOCK 858586100 2144.00000000 NS USD 249047.04000000 0.018725240240 Long EC US N 1 N N N SILGAN HOLDINGS INC. KAF673KJXD92C8KSLU49 SILGAN HOLDINGS INC COMMON STOCK 827048109 181300.00000000 NS USD 6127940.00000000 0.460744880474 Long EC US N 1 N N N BLACK KNIGHT, INC. 549300TUSNXS3BFFML48 BLACK KNIGHT INC COMMON STOCK 09215C105 22655.00000000 NS USD 2075651.10000000 0.156063149766 Long EC US N 1 N N N FLOWERS FOODS, INC. 7YNCQQNDK8FBM9BBTK25 FLOWERS FOODS INC COMMON STOCK 343498101 170496.00000000 NS USD 3783306.24000000 0.284457579765 Long EC US N 1 N N N LUMINEX CORPORATION 5299004PD7MBYRVKM104 LUMINEX CORP COMMON STOCK 55027E102 11674.00000000 NS USD 277024.02000000 0.020828761212 Long EC US N 1 N N N BERRY GLOBAL GROUP, INC. 549300G6KKUMMXM8NH73 BERRY GLOBAL GROUP INC COMMON STOCK 08579W103 121700.00000000 NS USD 6450100.00000000 0.484967306068 Long EC US N 1 N N N EASTERLY GOVERNMENT PROPERTIES, INC. 549300ERMCEFC6S8HL77 EASTERLY GOVERNMENT PROPERTI REIT 27616P103 7059.00000000 NS USD 152897.94000000 0.011496023637 Long EC US N 1 N N N THE BOSTON BEER COMPANY, INC. 529900Q02MQ0DCQNRM58 BOSTON BEER COMPANY INC-A COMMON STOCK 100557107 4288.00000000 NS USD 3991441.92000000 0.300106794510 Long EC US N 1 N N COLLECTORS UNIVERSE, INC. N/A COLLECTORS UNIVERSE COMMON STOCK 19421R200 7366.00000000 NS USD 568286.90000000 0.042728107621 Long EC US N 1 N N N BANDWIDTH INC. 549300QC70JB7MUGXM66 BANDWIDTH INC-CLASS A COMMON STOCK 05988J103 2232.00000000 NS USD 338772.96000000 0.025471513585 Long EC US N 1 N N N STEWART INFORMATION SERVICES CORPORATION 529900TV1XI0PLKENU10 STEWART INFORMATION SERVICES COMMON STOCK 860372101 13696.00000000 NS USD 573451.52000000 0.043116422817 Long EC US N 1 N N N FRONTLINE LTD. 5493004BCIKYU1YL3H63 FRONTLINE LTD COMMON STOCK G3682E192 21393.00000000 NS USD 133706.25000000 0.010053047218 Long EC US N 1 N N INGREDION INCORPORATED PKSTQ48QDN0XSVS7YK88 INGREDION INC COMMON STOCK 457187102 46100.00000000 NS USD 3556615.00000000 0.267413217666 Long EC US N 1 N N N JOHN WILEY & SONS, INC. 5493003XM719UN7E8P64 WILEY (JOHN) & SONS-CLASS A COMMON STOCK 968223206 22331.00000000 NS USD 771312.74000000 0.057993125944 Long EC US N 1 N N N TERRENO REALTY CORPORATION N/A TERRENO REALTY CORP REIT 88146M101 7511.00000000 NS USD 435187.34000000 0.032720675945 Long EC US N 1 N N N THE WESTERN UNION COMPANY 28ID94QU1140NC23S047 WESTERN UNION CO COMMON STOCK 959802109 627600.00000000 NS USD 14158656.00000000 1.064554853083 Long EC US N 1 N N N OTIS WORLDWIDE CORPORATION 549300ZLBKR8VSU25153 OTIS WORLDWIDE CORP COMMON STOCK 68902V107 29550.00000000 NS USD 1978077.00000000 0.148726790884 Long EC US N 1 N N N B&G FOODS, INC. 549300TRW1LZMDJZAQ78 B&G FOODS INC COMMON STOCK 05508R106 4620.00000000 NS USD 127927.80000000 0.009618579640 Long EC US N 1 N N WASTE MANAGEMENT, INC. 549300YX8JIID70NFS41 WASTE MANAGEMENT INC COMMON STOCK 94106L109 72800.00000000 NS USD 8672664.00000000 0.652076478894 Long EC US N 1 N N N SAFEGUARD SCIENTIFICS, INC. 529900EX0PJO7T5RU995 SAFEGUARD SCIENTIFICS INC COMMON STOCK 786449207 5957.00000000 NS USD 38184.37000000 0.002870989760 Long EC US N 1 N N N ACTIVISION BLIZZARD, INC. 549300TPQQDBP9GNOF40 ACTIVISION BLIZZARD INC COMMON STOCK 00507V109 59251.00000000 NS USD 4709269.48000000 0.354078500064 Long EC US N 1 N N N Shutterstock Inc 529900G2TDIS56V0LO22 SHUTTERSTOCK INC COMMON STOCK 825690100 7046.00000000 NS USD 484482.96000000 0.036427093525 Long EC US N 1 N N N LANCASTER COLONY CORPORATION 529900X4O13HED1ZAS58 LANCASTER COLONY CORP COMMON STOCK 513847103 2679.00000000 NS USD 453635.07000000 0.034107715823 Long EC US N 1 N N N DORMAN PRODUCTS, INC. N/A DORMAN PRODUCTS INC COMMON STOCK 258278100 4690.00000000 NS USD 433215.30000000 0.032572403061 Long EC US N 1 N N N BLACKLINE, INC N/A BLACKLINE INC COMMON STOCK 09239B109 3451.00000000 NS USD 424127.90000000 0.031889143593 Long EC US N 1 N N N CABOT OIL & GAS CORPORATION FCNMH6O7VWU7LHXMK351 CABOT OIL & GAS CORP COMMON STOCK 127097103 196372.00000000 NS USD 3440437.44000000 0.258678109947 Long EC US N 1 N N N BOOZ ALLEN HAMILTON HOLDING CORPORATION 529900JPV47PIUWMA015 BOOZ ALLEN HAMILTON HOLDINGS COMMON STOCK 099502106 29052.00000000 NS USD 2521423.08000000 0.189579659007 Long EC US N 1 N N N SEALED AIR CORPORATION Q0M0CZB4YN6JZ65WXI09 SEALED AIR CORP COMMON STOCK 81211K100 95500.00000000 NS USD 4303230.00000000 0.323549380706 Long EC US N 1 N N N COMMVAULT SYSTEMS, INC. 65T5VRP62VXG39YFML83 COMMVAULT SYSTEMS INC COMMON STOCK 204166102 8506.00000000 NS USD 406246.56000000 0.030544689199 Long EC US N 1 N N N ATLANTIC POWER CORPORATION 2U3V7WI7HVCB625AQQ40 ATLANTIC POWER CORP COMMON STOCK 04878Q863 55839.00000000 NS USD 115028.34000000 0.008648700666 Long EC US N 1 N N N ROLLINS, INC. 549300F2A0BXT4SGWD84 ROLLINS INC COMMON STOCK 775711104 44220.00000000 NS USD 2528499.60000000 0.190111725307 Long EC US N 1 N N N FASTENAL COMPANY 529900PP0C7H2HHPSJ32 FASTENAL CO COMMON STOCK 311900104 131436.00000000 NS USD 6499510.20000000 0.488682338639 Long EC US N 1 N N N CHEGG, INC. 549300AKX7O8JG0O3G77 CHEGG INC COMMON STOCK 163092109 36083.00000000 NS USD 2811948.19000000 0.211423534287 Long EC US N 1 N N N EHEALTH, INC. 5299003O8Y5OKXUZQ421 EHEALTH INC COMMON STOCK 28238P109 2922.00000000 NS USD 222042.78000000 0.016694855715 Long EC US N 1 N N N HEALTHSTREAM, INC. 529900OJ88H8635JNH64 HEALTHSTREAM INC COMMON STOCK 42222N103 7186.00000000 NS USD 134234.48000000 0.010092763545 Long EC US N 1 N N N SPOTIFY TECHNOLOGY S.A. 549300B4X0JHWV0DTD60 SPOTIFY TECHNOLOGY SA COMMON STOCK L8681T102 12710.00000000 NS USD 3703312.70000000 0.278443060363 Long EC US N 1 N N N LEMAITRE VASCULAR, INC. 549300FZUBUB7MHY8R17 LEMAITRE VASCULAR INC COMMON STOCK 525558201 703.00000000 NS USD 27691.17000000 0.002082031614 Long EC US N 1 N N N USANA HEALTH SCIENCES, INC. 549300YTURXE814MAH96 USANA HEALTH SCIENCES INC COMMON STOCK 90328M107 6053.00000000 NS USD 455064.54000000 0.034215194190 Long EC US N 1 N N ORRSTOWN FINANCIAL SERVICES, INC. 5493008IR3FINUFGVM95 ORRSTOWN FINL SERVICES INC COMMON STOCK 687380105 1329.00000000 NS USD 21423.48000000 0.001610779271 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 2606319.25000000 NS USD 2606319.25000000 0.195962795216 Long STIV RF US N 2 N N N JONES LANG LASALLE INCORPORATED 6SYKCME112RT8TQUO411 JONES LANG LASALLE INC COMMON STOCK 48020Q107 9666.00000000 NS USD 1278715.14000000 0.096143476329 Long EC US N 1 N N N PULTEGROUP, INC. N/A PULTEGROUP INC COMMON STOCK 745867101 84400.00000000 NS USD 3682372.00000000 0.276868580143 Long EC US N 1 N N N ANNALY CAPITAL MANAGEMENT, INC. 2DTL0G3FPRYUT58TI025 ANNALY CAPITAL MANAGEMENT IN REIT 035710409 902000.00000000 NS USD 7216000.00000000 0.542553461278 Long EC US N 1 N N N RENEWABLE ENERGY GROUP, INC. 549300HPU3BD8ZI0X358 RENEWABLE ENERGY GROUP INC COMMON STOCK 75972A301 730.00000000 NS USD 42398.40000000 0.003187832410 Long EC US N 1 N N N Fulgent Genetics Inc 549300CL6P01M68QJ404 FULGENT GENETICS INC COMMON STOCK 359664109 1345.00000000 NS USD 60417.40000000 0.004542637124 Long EC US N 1 N N MONSTER BEVERAGE CORPORATION 52990090AP0E7HCB6F33 MONSTER BEVERAGE CORP COMMON STOCK 61174X109 27028.00000000 NS USD 2291433.84000000 0.172287328323 Long EC US N 1 N N N COSTAR GROUP, INC. N/A COSTAR GROUP INC COMMON STOCK 22160N109 5973.00000000 NS USD 5438834.61000000 0.408932724913 Long EC US N 1 N N N WEIS MARKETS, INC. N/A WEIS MARKETS INC COMMON STOCK 948849104 12349.00000000 NS USD 588182.87000000 0.044224037137 Long EC US N 1 N N N DOCUSIGN, INC. 549300Q7PVDWRZ39JG09 DOCUSIGN INC COMMON STOCK 256163106 14780.00000000 NS USD 3368066.40000000 0.253236707751 Long EC US N 1 N N N TANDEM DIABETES CARE, INC. 549300JEPFOD0K4D3I05 TANDEM DIABETES CARE INC COMMON STOCK 875372203 482.00000000 NS USD 45250.16000000 0.003402249297 Long EC US N 1 N N N AMERICAN FINANCIAL GROUP, INC. 549300AFOM7IVKIU1G39 AMERICAN FINANCIAL GROUP INC COMMON STOCK 025932104 133500.00000000 NS USD 11936235.00000000 0.897456432079 Long EC US N 1 N N N MARKETAXESS HOLDINGS INC. 5493002U1CA1XJOVID83 MARKETAXESS HOLDINGS INC COMMON STOCK 57060D108 8689.00000000 NS USD 4684935.02000000 0.352248851297 Long EC US N 1 N N N D.R. HORTON, INC. 529900ZIUEYVSB8QDD25 DR HORTON INC COMMON STOCK 23331A109 74800.00000000 NS USD 5572600.00000000 0.418990218725 Long EC US N 1 N N N Harrow Health Inc N/A HARROW HEALTH INC COMMON STOCK 415858109 11644.00000000 NS USD 66953.00000000 0.005034032967 Long EC US N 1 N N N HEARTLAND EXPRESS, INC. 5299005V45FZIQGLOG39 HEARTLAND EXPRESS INC COMMON STOCK 422347104 11533.00000000 NS USD 213129.84000000 0.016024713469 Long EC US N 1 N N N NIKE, INC. 787RXPR0UX0O0XUXPZ81 NIKE INC -CL B COMMON STOCK 654106103 11870.00000000 NS USD 1598889.00000000 0.120216568895 Long EC US N 1 N N N IDEXX LABORATORIES, INC. OGMTXK0LUU1HKV2P0J84 IDEXX LABORATORIES INC COMMON STOCK 45168D104 9535.00000000 NS USD 4395444.30000000 0.330482749282 Long EC US N 1 N N N BJ'S WHOLESALE CLUB HOLDINGS, INC. 549300UCIWH1C93V0J03 BJ'S WHOLESALE CLUB HOLDINGS COMMON STOCK 05550J101 12704.00000000 NS USD 520736.96000000 0.039152943467 Long EC US N 1 N N N GENERAL DYNAMICS CORPORATION 9C1X8XOOTYY2FNYTVH06 GENERAL DYNAMICS CORP COMMON STOCK 369550108 35700.00000000 NS USD 5331795.00000000 0.400884677394 Long EC US N 1 N N N GRAND CANYON EDUCATION, INC. 529900XFER799IYOSW74 GRAND CANYON EDUCATION INC COMMON STOCK 38526M106 40617.00000000 NS USD 3390300.99000000 0.254908472408 Long EC US N 1 N N N CISCO SYSTEMS, INC. 8E6NF1YAL0WT6CWXXV93 CISCO SYSTEMS INC COMMON STOCK 17275R102 371300.00000000 NS USD 15973326.00000000 1.200995469710 Long EC US N 1 N N N ADAPTHEALTH CORP. N/A ADAPTHEALTH CORP COMMON STOCK 00653Q102 7069.00000000 NS USD 211080.34000000 0.015870616556 Long EC US N 1 N N N EXELON CORPORATION 3SOUA6IRML7435B56G12 EXELON CORP COMMON STOCK 30161N101 476400.00000000 NS USD 19565748.00000000 1.471100928478 Long EC US N 1 N N N MADISON SQUARE GARDEN SPORTS CORP. N/A MADISON SQUARE GARDEN SPORTS COMMON STOCK 55825T103 8634.00000000 NS USD 1462599.60000000 0.109969300920 Long EC US N 1 N N N N/A N/A PAYABLE TO LENDING AGENT GOLDMAN SACHS FOR LIQUIDITY FUND N/A -37510143.97000000 PA USD -37510143.97000000 -2.82029634755 Short DBT CORP US N 2 2049-12-31 Floating 0.00000000 N N N N N N PRESTIGE CONSUMER HEALTHCARE INC. N/A PRESTIGE CONSUMER HEALTHCARE COMMON STOCK 74112D101 5898.00000000 NS USD 209791.86000000 0.015773738884 Long EC US N 1 N N N CHIPOTLE MEXICAN GRILL, INC. N/A CHIPOTLE MEXICAN GRILL INC COMMON STOCK 169656105 3539.00000000 NS USD 4563292.77000000 0.343102866850 Long EC US N 1 N N N K12 INC. 254900BRWS3AFONWU277 K12 INC COMMON STOCK 48273U102 8418.00000000 NS USD 196391.94000000 0.014766231542 Long EC US N 1 N N N NIPPON TELEGRAPH AND TELEPHONE CORPORATION 353800VHQU5VIXVUA841 NIPPON TELEGRAPH & TELE-ADR DEPOSITARY RECEIPT 654624105 173800.00000000 NS USD 4108632.00000000 0.308918031141 Long EC US N 1 N N N PREMIER, INC. N/A PREMIER INC-CLASS A COMMON STOCK 74051N102 3666.00000000 NS USD 129849.72000000 0.009763084123 Long EC US N 1 N N N BANQUE NATIONALE DU CANADA BSGEFEIOM18Y80CKCV46 NATIONAL BANK OF CANADA COMMON STOCK 633067103 122700.00000000 NS 6811511.69000000 0.512140970613 Long EC CA N 1 N N N The Bank of New York Mellon Corporation WFLLPEPC7FZXENRZV188 BANK OF NEW YORK MELLON CORP COMMON STOCK 064058100 155100.00000000 NS USD 6067512.00000000 0.456201446362 Long EC US N 1 N N N 2020-11-30 SEI INSTITUTIONAL INVESTMENTS TRUST Peter Rodriguez Peter Rodriguez CFO