SYSTEMATIC FINANCIAL MANAGEMENT LP
CIK 0001085936
Annualised vol
6.539098%
Beta
0.234421
HHI
80.170007
Top-10 weight
17.211432%
VaR 95%
0.545953%
VaR 99%
1.133607%
Max drawdown
14.105674%
Matched value
61.181991%
Returns of reported holdings
Loading returns…
Position changes vs prior quarter
What the latest 13F shows bought and sold against the quarter before, by share count.
| Ticker | Change | Shares now | Shares before | Share change % | Value now ($) |
|---|---|---|---|---|---|
| SIMO | REDUCED | 354,216 | 497,148 | -28.75% | 118,071,264 |
| JAZZ | REDUCED | 378,715 | 407,114 | -6.98% | 91,259,201 |
| COHU | REDUCED | 1,174,165 | 1,401,234 | -16.2% | 86,782,663 |
| MKSI | REDUCED | 192,042 | 242,063 | -20.66% | 85,421,108 |
| TSEM | REDUCED | 325,159 | 548,860 | -40.76% | 84,749,753 |
| EME | REDUCED | 98,615 | 114,503 | -13.88% | 81,839,859 |
| ADEA | REDUCED | 2,478,734 | 2,686,066 | -7.72% | 81,624,731 |
| MGY | REDUCED | 2,777,352 | 2,813,278 | -1.28% | 71,044,695 |
| WAFD | ADDED | 1,558,139 | 1,538,351 | 1.29% | 59,785,824 |
| VSH | REDUCED | 1,060,737 | 1,492,361 | -28.92% | 57,046,497 |
| PIPR | REDUCED | 706,867 | 722,028 | -2.1% | 51,134,830 |
| SPHR | REDUCED | 289,748 | 297,491 | -2.6% | 50,135,292 |
| OSIS | REDUCED | 216,098 | 219,241 | -1.43% | 47,260,905 |
| RRX | ADDED | 197,771 | 193,791 | 2.05% | 47,107,427 |
| URBN | REDUCED | 658,139 | 668,686 | -1.58% | 46,635,815 |
| ONTO | ADDED | 122,143 | 7,633 | 1500.2% | 46,225,468 |
| INVA | REDUCED | 2,023,565 | 2,024,082 | -0.03% | 45,955,194 |
| EHC | REDUCED | 443,140 | 446,405 | -0.73% | 44,792,698 |
| SBRA | REDUCED | 2,127,134 | 2,154,881 | -1.29% | 41,500,408 |
| EG | REDUCED | 114,411 | 119,974 | -4.64% | 40,871,669 |
| DOC | ADDED | 1,848,665 | 1,839,564 | 0.49% | 39,561,462 |
| EBC | REDUCED | 1,771,172 | 1,847,294 | -4.12% | 39,390,887 |
| VC | ADDED | 391,119 | 322,677 | 21.21% | 38,803,041 |
| KBR | ADDED | 1,114,223 | 722,740 | 54.17% | 38,474,156 |
| WSM | ADDED | 165,049 | 164,521 | 0.32% | 38,473,203 |
| FRME | REDUCED | 850,405 | 861,995 | -1.34% | 37,154,243 |
| APLE | REDUCED | 2,136,387 | 2,208,912 | -3.28% | 35,912,683 |
| OC | REDUCED | 225,264 | 239,548 | -5.96% | 35,808,248 |
| EXEL | REDUCED | 649,980 | 709,127 | -8.34% | 35,365,454 |
| LXP | ADDED | 642,277 | 17,448 | 3581.09% | 34,605,926 |
| ANGO | ADDED | 2,640,214 | 2,453,701 | 7.6% | 34,349,199 |
| TPR | REDUCED | 233,212 | 233,442 | -0.1% | 34,137,787 |
| OVV | REDUCED | 641,168 | 720,681 | -11.03% | 33,757,587 |
| CMC | REDUCED | 524,007 | 528,233 | -0.8% | 32,881,531 |
| BBT | REDUCED | 1,060,206 | 1,127,856 | -6.0% | 32,283,322 |
| VVX | REDUCED | 416,442 | 421,210 | -1.13% | 31,050,052 |
| SPB | ADDED | 360,007 | 349,773 | 2.93% | 30,870,691 |
| UFCS | REDUCED | 582,930 | 612,396 | -4.81% | 30,568,912 |
| LRN | ADDED | 340,642 | 327,565 | 3.99% | 29,377,100 |
| GPOR | ADDED | 170,985 | 101,696 | 68.13% | 29,016,403 |
| BNL | REDUCED | 1,386,242 | 1,443,139 | -3.94% | 28,653,638 |
| KBH | REDUCED | 450,024 | 471,093 | -4.47% | 28,167,080 |
| NMRK | ADDED | 1,806,396 | 1,692,518 | 6.73% | 27,294,665 |
| MTUS | ADDED | 1,431,402 | 1,361,850 | 5.11% | 26,752,929 |
| WTTR | ADDED | 1,277,394 | 1,264,527 | 1.02% | 25,522,356 |
| ITRI | ADDED | 293,720 | 194,099 | 51.32% | 25,415,732 |
| HNI | ADDED | 620,309 | 571,995 | 8.45% | 25,066,756 |
| SAIC | ADDED | 224,194 | 6,891 | 3153.43% | 24,753,413 |
| SILC | REDUCED | 506,475 | 537,459 | -5.76% | 24,280,460 |
| LZB | ADDED | 597,777 | 591,840 | 1.0% | 23,982,884 |
| KRG | NEW | 844,573 | - | - | 23,969,021 |
| YSS | ADDED | 961,190 | 456,924 | 110.36% | 23,664,535 |
| NHC | REDUCED | 109,086 | 112,988 | -3.45% | 23,056,708 |
| SUPN | ADDED | 474,131 | 376,079 | 26.07% | 22,051,888 |
| TFX | ADDED | 173,359 | 16,065 | 979.11% | 21,975,214 |
| GEF | REDUCED | 285,628 | 291,378 | -1.97% | 21,276,547 |
| DRH | NEW | 1,745,657 | - | - | 21,262,114 |
| MBC | NEW | 1,973,382 | - | - | 20,306,105 |
| HP | ADDED | 619,420 | 590,491 | 4.9% | 20,279,848 |
| CHDN | ADDED | 220,975 | 219,610 | 0.62% | 19,808,321 |
| NOMD | ADDED | 1,722,082 | 1,676,024 | 2.75% | 18,869,447 |
| LDOS | ADDED | 181,965 | 142,545 | 27.65% | 18,737,096 |
| HLIT | REDUCED | 1,100,266 | 1,137,747 | -3.29% | 17,967,354 |
| IPGP | ADDED | 153,046 | 132,384 | 15.61% | 17,955,513 |
| SONO | ADDED | 1,326,786 | 1,306,859 | 1.52% | 17,951,437 |
| ICFI | ADDED | 244,388 | 216,538 | 12.86% | 17,806,252 |
| XRAY | ADDED | 1,669,715 | 1,182,414 | 41.21% | 17,715,688 |
| QLYS | ADDED | 126,828 | 114,026 | 11.23% | 17,437,864 |
| CSR | ADDED | 310,069 | 303,133 | 2.29% | 17,422,872 |
| PLOW | REDUCED | 315,094 | 325,971 | -3.34% | 16,999,405 |
| PDM | ADDED | 1,854,766 | 1,666,836 | 11.27% | 16,971,120 |
| OSK | ADDED | 109,236 | 100,283 | 8.93% | 16,765,735 |
| BMRN | ADDED | 290,249 | 248,305 | 16.89% | 16,608,127 |
| AZTA | ADDED | 650,055 | 557,678 | 16.56% | 16,589,429 |
| NE | REDUCED | 425,810 | 491,609 | -13.38% | 15,882,761 |
| SDRL | REDUCED | 394,636 | 406,883 | -3.01% | 14,925,192 |
| INMD | REDUCED | 1,015,754 | 1,154,457 | -12.01% | 14,850,336 |
| SFD | REDUCED | 608,400 | 641,409 | -5.15% | 14,759,796 |
| TTEK | ADDED | 481,101 | 286,651 | 67.84% | 13,899,062 |
| MHO | ADDED | 85,861 | 81,172 | 5.78% | 13,805,890 |
| UHAL | ADDED | 238,632 | 15 | 1590780.0% | 13,769,234 |
| GNTX | ADDED | 524,573 | 364,323 | 43.99% | 13,255,991 |
| OSUR | ADDED | 2,857,974 | 2,305,250 | 23.98% | 12,746,565 |
| EFOR | NEW | 711,516 | - | - | 12,714,809 |
| UTZ | ADDED | 1,639,136 | 849,461 | 92.96% | 12,621,356 |
| CERT | NEW | 1,892,050 | - | - | 12,392,937 |
| PRGO | REDUCED | 1,157,773 | 1,262,270 | -8.28% | 12,029,275 |
| FLS | ADDED | 160,832 | 156,672 | 2.66% | 11,927,390 |
| PII | REDUCED | 171,435 | 187,997 | -8.81% | 11,733,112 |
| DOO | REDUCED | 172,022 | 229,289 | -24.98% | 10,496,863 |
| VNT | NEW | 359,882 | - | - | 10,436,610 |
| PERI | ADDED | 932,090 | 869,066 | 7.25% | 9,042,342 |
| FFIV | ADDED | 21,386 | 16,501 | 29.6% | 8,895,721 |
| AKAM | ADDED | 68,495 | 48,435 | 41.42% | 8,096,794 |
| FCN | ADDED | 53,315 | 40,475 | 31.72% | 7,944,468 |
| HWC | REDUCED | 104,474 | 109,273 | -4.39% | 7,806,394 |
| BPRN | REDUCED | 201,531 | 238,887 | -15.64% | 7,648,145 |
| AIZ | ADDED | 27,466 | 21,456 | 28.01% | 7,375,445 |
| MKL | NEW | 3,757 | - | - | 7,337,459 |
| HST | NEW | 275,880 | - | - | 6,541,115 |
| BIIB | ADDED | 27,975 | 16,220 | 72.47% | 6,044,279 |
| EVRG | ADDED | 69,125 | 53,900 | 28.25% | 5,974,474 |
| MGA | ADDED | 90,465 | 66,535 | 35.97% | 5,939,932 |
| RL | ADDED | 13,977 | 11,177 | 25.05% | 5,610,508 |
| MXL | REDUCED | 41,811 | 90,796 | -53.95% | 5,353,062 |
| FANG | ADDED | 26,796 | 19,436 | 37.87% | 4,710,201 |
| OMCL | ADDED | 107,224 | 104,298 | 2.81% | 4,452,000 |
| AMD | UNCHANGED | 7,410 | 7,410 | 0.0% | 4,304,543 |
| LEA | ADDED | 31,989 | 24,194 | 32.22% | 4,288,445 |
| CW | REDUCED | 5,495 | 26,574 | -79.32% | 4,165,161 |
| NNN | ADDED | 87,700 | 71,340 | 22.93% | 4,080,681 |
| LRCX | UNCHANGED | 9,300 | 9,300 | 0.0% | 4,029,969 |
| TNK | ADDED | 61,966 | 6,308 | 882.34% | 4,019,841 |
| AAPL | UNCHANGED | 12,335 | 12,335 | 0.0% | 3,569,256 |
| LH | ADDED | 12,497 | 9,352 | 33.63% | 3,499,160 |
| CAG | ADDED | 248,215 | 234,460 | 5.87% | 3,340,974 |
| V | UNCHANGED | 8,300 | 8,300 | 0.0% | 2,847,647 |
| MS | UNCHANGED | 13,500 | 13,500 | 0.0% | 2,822,040 |
| OUT | ADDED | 83,177 | 58,801 | 41.46% | 2,724,879 |
| CEG | ADDED | 10,373 | 8,098 | 28.09% | 2,576,342 |
| HUM | ADDED | 6,399 | 4,279 | 49.54% | 2,541,811 |
| TT | UNCHANGED | 5,000 | 5,000 | 0.0% | 2,455,800 |
| ABBV | UNCHANGED | 9,300 | 9,300 | 0.0% | 2,340,252 |
| NXPI | REDUCED | 7,140 | 7,595 | -5.99% | 2,006,554 |
| JPM | UNCHANGED | 6,075 | 6,075 | 0.0% | 1,988,530 |
| HIG | NEW | 11,630 | - | - | 1,541,208 |
| CSX | UNCHANGED | 30,600 | 30,600 | 0.0% | 1,454,418 |
| MSFT | UNCHANGED | 3,685 | 3,685 | 0.0% | 1,374,579 |
| COHR | REDUCED | 3,185 | 170,738 | -98.13% | 1,256,427 |
| JNJ | UNCHANGED | 4,507 | 4,507 | 0.0% | 1,144,643 |
| RTX | UNCHANGED | 6,000 | 6,000 | 0.0% | 1,138,380 |
| EQT | REDUCED | 20,695 | 21,115 | -1.99% | 1,100,353 |
| DECK | NEW | 10,435 | - | - | 1,036,091 |
| APTV | REDUCED | 16,272 | 16,547 | -1.66% | 998,775 |
| DAL | REDUCED | 10,635 | 10,850 | -1.98% | 996,074 |
| MRK | UNCHANGED | 7,300 | 7,300 | 0.0% | 938,050 |
| FCX | REDUCED | 13,855 | 14,135 | -1.98% | 871,341 |
| QDEL | REDUCED | 45,235 | 225,853 | -79.97% | 792,291 |
| CENT | REDUCED | 20,155 | 20,455 | -1.47% | 781,409 |
| WH | UNCHANGED | 7,200 | 7,200 | 0.0% | 606,312 |
| WBD | NEW | 20,455 | - | - | 545,330 |
| ALGN | REDUCED | 2,735 | 2,775 | -1.44% | 461,285 |
| CARR | UNCHANGED | 6,000 | 6,000 | 0.0% | 440,100 |
| IR | UNCHANGED | 4,412 | 4,412 | 0.0% | 361,740 |
| ABT | UNCHANGED | 3,400 | 3,400 | 0.0% | 308,516 |
| ALLE | UNCHANGED | 1,666 | 1,666 | 0.0% | 234,056 |
| VGNT | NEW | 5,445 | - | - | 228,744 |
| OTIS | UNCHANGED | 3,000 | 3,000 | 0.0% | 214,800 |
| LYTS | CLOSED OUT | 0 | 2,441,517 | -100.0% | 0 |
| LXU | CLOSED OUT | 0 | 1,745,204 | -100.0% | 0 |
| MRVI | CLOSED OUT | 0 | 1,484,539 | -100.0% | 0 |
| AUB | CLOSED OUT | 0 | 1,483,565 | -100.0% | 0 |
| HAYW | CLOSED OUT | 0 | 1,423,530 | -100.0% | 0 |
| OCFC | CLOSED OUT | 0 | 1,346,635 | -100.0% | 0 |
| COLB | CLOSED OUT | 0 | 1,306,636 | -100.0% | 0 |
| NWE | CLOSED OUT | 0 | 1,132,065 | -100.0% | 0 |
| REX | CLOSED OUT | 0 | 1,108,830 | -100.0% | 0 |
| CHCT | CLOSED OUT | 0 | 1,094,414 | -100.0% | 0 |
| GENC | CLOSED OUT | 0 | 1,014,981 | -100.0% | 0 |
| IART | CLOSED OUT | 0 | 1,012,360 | -100.0% | 0 |
| AEO | CLOSED OUT | 0 | 1,007,476 | -100.0% | 0 |
| MCFT | CLOSED OUT | 0 | 1,006,467 | -100.0% | 0 |
| UCB | CLOSED OUT | 0 | 878,302 | -100.0% | 0 |
| ORI | CLOSED OUT | 0 | 768,286 | -100.0% | 0 |
| MLI | CLOSED OUT | 0 | 760,789 | -100.0% | 0 |
| INN | CLOSED OUT | 0 | 759,742 | -100.0% | 0 |
| SF | CLOSED OUT | 0 | 616,827 | -100.0% | 0 |
| DK | CLOSED OUT | 0 | 601,063 | -100.0% | 0 |
| GVA | CLOSED OUT | 0 | 517,483 | -100.0% | 0 |
| AMPH | CLOSED OUT | 0 | 452,898 | -100.0% | 0 |
| SHOO | CLOSED OUT | 0 | 434,736 | -100.0% | 0 |
| CWBC | CLOSED OUT | 0 | 410,578 | -100.0% | 0 |
| VLGEA | CLOSED OUT | 0 | 389,087 | -100.0% | 0 |
| UMBF | CLOSED OUT | 0 | 346,445 | -100.0% | 0 |
| AMN | CLOSED OUT | 0 | 339,797 | -100.0% | 0 |
| SIGI | CLOSED OUT | 0 | 329,496 | -100.0% | 0 |
| FBIN | CLOSED OUT | 0 | 291,709 | -100.0% | 0 |
| CMCO | CLOSED OUT | 0 | 290,603 | -100.0% | 0 |
| APEI | CLOSED OUT | 0 | 244,637 | -100.0% | 0 |
| KALU | CLOSED OUT | 0 | 242,995 | -100.0% | 0 |
| KLIC | CLOSED OUT | 0 | 213,824 | -100.0% | 0 |
| IMKTA | CLOSED OUT | 0 | 208,952 | -100.0% | 0 |
| CENX | CLOSED OUT | 0 | 157,722 | -100.0% | 0 |
| MSGS | CLOSED OUT | 0 | 150,484 | -100.0% | 0 |
| ROCK | CLOSED OUT | 0 | 118,468 | -100.0% | 0 |
| EMN | CLOSED OUT | 0 | 55,095 | -100.0% | 0 |
| VICI | CLOSED OUT | 0 | 47,435 | -100.0% | 0 |
| NX | CLOSED OUT | 0 | 45,175 | -100.0% | 0 |
| STRA | CLOSED OUT | 0 | 44,260 | -100.0% | 0 |
| FDS | CLOSED OUT | 0 | 43,489 | -100.0% | 0 |
| GEHC | CLOSED OUT | 0 | 34,355 | -100.0% | 0 |
| FIX | CLOSED OUT | 0 | 30,179 | -100.0% | 0 |
| RJF | CLOSED OUT | 0 | 28,486 | -100.0% | 0 |
| CNC | CLOSED OUT | 0 | 17,347 | -100.0% | 0 |
| ASO | CLOSED OUT | 0 | 12,815 | -100.0% | 0 |
| ADC | CLOSED OUT | 0 | 8,931 | -100.0% | 0 |
| NVT | CLOSED OUT | 0 | 7,635 | -100.0% | 0 |
| IP | CLOSED OUT | 0 | 7,100 | -100.0% | 0 |
| CIEN | CLOSED OUT | 0 | 7,018 | -100.0% | 0 |
| ACGL | CLOSED OUT | 0 | 6,300 | -100.0% | 0 |
| STT | CLOSED OUT | 0 | 5,400 | -100.0% | 0 |
| KLAC | CLOSED OUT | 0 | 1,890 | -100.0% | 0 |
| ELV | CLOSED OUT | 0 | 1,690 | -100.0% | 0 |
| OGN | CLOSED OUT | 0 | 730 | -100.0% | 0 |
| SLVM | CLOSED OUT | 0 | 645 | -100.0% | 0 |
| ESLT | CLOSED OUT | 0 | 58 | -100.0% | 0 |
Holdings (latest quarter)
| Ticker | Change | Issuer | Class | CUSIP | Value ($) | Weight % | Shares |
|---|---|---|---|---|---|---|---|
| SIMO | REDUCED | SILICON MOTION TECHNOLOGY CO | SPONSORED ADR | 82706C108 | 116,097,506 | 2.31 | 348296.0 |
| - | MUELLER INDS INC | COM | 624756102 | 91,132,680 | 1.82 | 741338.0 | |
| JAZZ | REDUCED | JAZZ PHARMACEUTICALS PLC | SHS USD | G50871105 | 89,279,867 | 1.78 | 370502.0 |
| COHU | REDUCED | COHU INC | COM | 192576106 | 84,780,609 | 1.69 | 1147079.0 |
| MKSI | REDUCED | MKS INC. | COM | 55306N104 | 84,284,707 | 1.68 | 189489.0 |
| TSEM | REDUCED | TOWER SEMICONDUCTOR LTD | SHS NEW | M87915274 | 81,509,687 | 1.62 | 312729.0 |
| - | GRANITE CONSTR INC | COM | 387328107 | 80,151,144 | 1.6 | 507029.0 | |
| ADEA | REDUCED | ADEIA INC | COM | 00676P107 | 80,055,695 | 1.59 | 2431087.0 |
| EME | REDUCED | EMCOR GROUP INC | COM | 29084Q100 | 78,616,192 | 1.57 | 94732.0 |
| - | NORTHWESTERN ENERGY GROUP IN | COM NEW | 668074305 | 78,096,310 | 1.56 | 1090426.0 | |
| MGY | REDUCED | MAGNOLIA OIL & GAS CORP | CL A | 559663109 | 68,831,764 | 1.37 | 2690843.0 |
| - | LSI INDS INC OHIO | COM | 50216C108 | 61,425,503 | 1.22 | 2310967.0 | |
| - | MADISON SQUARE GARDEN ENTMT | COM CL A | 558256103 | 60,619,290 | 1.21 | 749404.0 | |
| - | MADISON SQUARE GRDN SPRT COR | CL A | 55825T103 | 59,563,136 | 1.19 | 148226.0 | |
| - | ATLANTIC UN BANKSHARES CORP | COM | 04911A107 | 59,168,166 | 1.18 | 1398444.0 | |
| - | TRUSTCO BK CORP N Y | COM NEW | 898349204 | 58,746,836 | 1.17 | 1069875.0 | |
| WAFD | ADDED | WAFD INC | COM | 938824109 | 58,014,749 | 1.16 | 1511982.0 |
| VSH | REDUCED | VISHAY INTERTECHNOLOGY INC | COM | 928298108 | 55,655,040 | 1.11 | 1034865.0 |
| PIPR | REDUCED | PIPER SANDLER COMPANIES | COM NEW | 724078209 | 49,434,769 | 0.98 | 683367.0 |
| SPHR | REDUCED | SPHERE ENTERTAINMENT CO | CL A | 55826T102 | 49,273,061 | 0.98 | 284766.0 |
| - | UMB FINL CORP | COM | 902788108 | 46,941,772 | 0.94 | 328816.0 | |
| - | DIME COML BANCSHARES INC | COM | 25432X102 | 46,722,338 | 0.93 | 1149381.0 | |
| OSIS | REDUCED | OSI SYSTEMS INC | COM | 671044105 | 45,979,051 | 0.92 | 210238.0 |
| - | REX AMERICAN RES CORP | COM | 761624105 | 45,534,904 | 0.91 | 1008525.0 | |
| URBN | REDUCED | URBAN OUTFITTERS INC | COM | 917047102 | 45,398,656 | 0.9 | 640681.0 |
| RRX | ADDED | REGAL REXNORD CORPORATION | COM | 758750103 | 45,339,705 | 0.9 | 190351.0 |
| INVA | REDUCED | INNOVIVA INC | COM | 45781M101 | 44,856,565 | 0.89 | 1975190.0 |
| - | KAISER ALUMINIUM CORPORATION | COM PAR $0.01 | 483007704 | 44,502,695 | 0.89 | 227484.0 | |
| ONTO | ADDED | ONTO INNOVATION INC | COM | 683344105 | 43,855,543 | 0.87 | 115882.0 |
| EHC | REDUCED | ENCOMPASS HEALTH CORP | COM | 29261A100 | 43,842,844 | 0.87 | 433744.0 |
| - | PROVIDENT FINL SVCS INC | COM | 74386T105 | 42,858,776 | 0.85 | 1812977.0 | |
| - | WEBSTER FINL CORP | COM | 947890109 | 42,237,640 | 0.84 | 552704.0 | |
| - | STIFEL FINL CORP | COM | 860630102 | 41,999,586 | 0.84 | 601972.0 | |
| SBRA | REDUCED | SABRA HEALTH CARE REIT INC | COM | 78573L106 | 40,318,488 | 0.8 | 2066555.0 |
| - | COLUMBIA BKG SYS INC | COM | 197236102 | 40,037,533 | 0.8 | 1249221.0 | |
| EG | REDUCED | EVEREST GROUP LTD | COM | G3223R108 | 39,876,513 | 0.79 | 111627.0 |
| DOC | ADDED | HEALTHPEAK PROPERTIES INC | COM | 42250P103 | 38,439,151 | 0.77 | 1796222.0 |
| EBC | REDUCED | EASTERN BANKSHARES INC | COM | 27627N105 | 38,001,710 | 0.76 | 1708710.0 |
| VC | ADDED | VISTEON CORP | COM NEW | 92839U206 | 37,889,490 | 0.75 | 381912.0 |
| KBR | ADDED | KBR INC | COM | 48242W106 | 37,638,563 | 0.75 | 1090025.0 |
| WSM | ADDED | WILLIAMS SONOMA INC | COM | 969904101 | 37,043,087 | 0.74 | 158915.0 |
| FRME | REDUCED | FIRST MERCHANTS CORP | COM | 320817109 | 36,029,614 | 0.72 | 824665.0 |
| - | PORTLAND GEN ELEC CO | COM NEW | 736508847 | 35,893,052 | 0.72 | 692515.0 | |
| - | FIRST CTZNS BANCSHARES INC D | CL A | 31946M103 | 34,811,617 | 0.69 | 16730.0 | |
| OC | REDUCED | OWENS CORNING NEW | COM | 690742101 | 34,713,208 | 0.69 | 218377.0 |
| APLE | REDUCED | APPLE HOSPITALITY REIT INC | COM NEW | 03784Y200 | 34,451,860 | 0.69 | 2049486.0 |
| EXEL | REDUCED | EXELIXIS INC | COM | 30161Q104 | 34,315,027 | 0.68 | 630675.0 |
| ANGO | ADDED | ANGIODYNAMICS INC | COM | 03475V101 | 33,764,020 | 0.67 | 2595236.0 |
| LXP | ADDED | LXP INDUSTRIAL TRUST | COM | 529043408 | 33,516,377 | 0.67 | 622056.0 |
| TPR | REDUCED | TAPESTRY INC | COM | 876030107 | 32,874,460 | 0.65 | 224583.0 |
| - | QUANEX BLDG PRODS CORP | COM | 747619104 | 32,858,286 | 0.65 | 1764677.0 | |
| OVV | REDUCED | OVINTIV INC | COM | 69047Q102 | 32,568,237 | 0.65 | 618580.0 |
| CMC | REDUCED | COMMERCIAL METALS CO | COM | 201723103 | 31,790,719 | 0.63 | 506625.0 |
| - | SELECTIVE INS GROUP INC | COM | 816300107 | 31,285,046 | 0.62 | 322493.0 | |
| BBT | REDUCED | BEACON FINANCIAL CORP. | COM | 084680107 | 31,186,342 | 0.62 | 1024182.0 |
| VVX | REDUCED | V2X INC | COM | 92242T101 | 30,234,826 | 0.6 | 405510.0 |
| UFCS | REDUCED | UNITED FIRE GROUP INC | COM | 910340108 | 29,898,928 | 0.6 | 570155.0 |
| SPB | ADDED | SPECTRUM BRANDS HOLDINGS INC | COM | 84790A105 | 29,813,817 | 0.59 | 347683.0 |
| - | ABERCROMBIE & FITCH CO | CL A | 002896207 | 29,678,277 | 0.59 | 329722.0 | |
| - | UNITED CMNTY BKS BLAIRSVLE G | COM | 90984P303 | 29,545,850 | 0.59 | 842002.0 | |
| - | OLD REP INTL CORP | COM | 680223104 | 29,445,746 | 0.59 | 719593.0 | |
| - | OCEANFIRST FINL CORP | COM | 675234108 | 28,782,533 | 0.57 | 1473760.0 | |
| - | DELEK US HLDGS INC NEW | COM | 24665A103 | 28,568,786 | 0.57 | 562267.0 | |
| GPOR | ADDED | GULFPORT ENERGY CORP | COMMON SHARES | 402635502 | 28,490,424 | 0.57 | 167887.0 |
| LRN | ADDED | STRIDE INC | COM | 86333M108 | 28,444,453 | 0.57 | 329829.0 |
| BNL | REDUCED | BROADSTONE NET LEASE INC | COM | 11135E203 | 27,783,064 | 0.55 | 1344125.0 |
| - | PROGRESS SOFTWARE CORP | COM | 743312100 | 27,576,400 | 0.55 | 821215.0 | |
| - | HELIX ENERGY SOLUTIONS GRP I | COM | 42330P107 | 27,245,543 | 0.54 | 3117339.0 | |
| KBH | REDUCED | KB HOME | COM | 48666K109 | 26,778,193 | 0.53 | 427835.0 |
| NMRK | ADDED | NEWMARK GROUP INC | CL A | 65158N102 | 26,720,977 | 0.53 | 1768430.0 |
| - | MASTERCRAFT BOAT HLDGS INC | COM | 57637H103 | 26,206,035 | 0.52 | 1014951.0 | |
| MTUS | ADDED | METALLUS INC | COM | 887399103 | 26,098,679 | 0.52 | 1396398.0 |
| - | HAYWARD HLDGS INC | COM | 421298100 | 26,093,267 | 0.52 | 1507410.0 | |
| WTTR | ADDED | SELECT WATER SOLUTIONS INC | CL A COM | 81617J301 | 24,932,642 | 0.5 | 1247880.0 |
| ITRI | ADDED | ITRON INC | COM | 465741106 | 24,807,459 | 0.49 | 286692.0 |
| HNI | ADDED | HNI CORP | COM | 404251100 | 24,412,489 | 0.49 | 604120.0 |
| - | KULICKE & SOFFA INDS INC | COM | 501242101 | 24,406,251 | 0.49 | 182463.0 | |
| SAIC | ADDED | SCIENCE APPLICATIONS INTL CO | COM | 808625107 | 23,839,065 | 0.47 | 215914.0 |
| YSS | ADDED | YORK SPACE SYSTEMS INC | COM | 987084100 | 23,401,187 | 0.47 | 950495.0 |
| SILC | REDUCED | SILICOM LTD | ORD | M84116108 | 23,258,858 | 0.46 | 485166.0 |
| KRG | NEW | KITE REALTY GROUP TRUST | COM NEW | 49803T300 | 23,028,100 | 0.46 | 811420.0 |
| - | MILLER INDS INC TENN | COM NEW | 600551204 | 22,964,457 | 0.46 | 448963.0 | |
| LZB | ADDED | LA Z BOY INC | COM | 505336107 | 22,920,957 | 0.46 | 571310.0 |
| NHC | REDUCED | NATIONAL HEALTHCARE CORP | COM | 635906100 | 22,376,895 | 0.45 | 105871.0 |
| - | AGREE RLTY CORP | COM | 008492100 | 22,335,726 | 0.44 | 294900.0 | |
| - | FIRST CMNTY BANKSHARES INC V | COM | 31983A103 | 21,723,379 | 0.43 | 489045.0 | |
| TFX | ADDED | TELEFLEX INCORPORATED | COM | 879369106 | 21,588,876 | 0.43 | 170313.0 |
| SUPN | ADDED | SUPERNUS PHARMACEUTICALS | COM | 868459108 | 21,499,248 | 0.43 | 462250.0 |
| - | COMMUNITY HEALTHCARE TR INC | COM | 20369C106 | 20,980,029 | 0.42 | 1147704.0 | |
| GEF | REDUCED | GREIF INC | CL A | 397624107 | 20,512,311 | 0.41 | 275370.0 |
| - | CATALYST PHARMACEUTICALS INC | COM | 14888U101 | 20,335,776 | 0.41 | 647018.0 | |
| - | AMERICAN EAGLE OUTFITTERS IN | COM | 02553E106 | 20,316,657 | 0.4 | 1181201.0 | |
| DRH | NEW | DIAMONDROCK HOSPITALITY CO | COM | 252784301 | 20,242,064 | 0.4 | 1661910.0 |
| HP | ADDED | HELMERICH & PAYNE INC | COM | 423452101 | 19,705,388 | 0.39 | 601875.0 |
| MBC | NEW | MASTERBRAND INC | COMMON STOCK | 57638P104 | 19,597,109 | 0.39 | 1904481.0 |
| CHDN | ADDED | CHURCHILL DOWNS INC | COM | 171484108 | 19,072,075 | 0.38 | 212763.0 |
| - | ACUITY INC | COM | 00508Y102 | 19,060,879 | 0.38 | 50605.0 | |
| - | FORTUNE BRANDS INNOVATIONS I | COM | 34964C106 | 18,764,271 | 0.37 | 341790.0 | |
| - | UNIVERSAL DISPLAY CORP | COM | 91347P105 | 18,576,845 | 0.37 | 214538.0 | |
| - | UNITED BANKSHARES INC WEST V | COM | 909907107 | 18,395,704 | 0.37 | 401390.0 | |
| NOMD | ADDED | NOMAD FOODS LTD | USD ORD SHS | G6564A105 | 18,096,222 | 0.36 | 1652623.0 |
| LDOS | ADDED | LEIDOS HOLDINGS INC | COM | 525327102 | 17,864,059 | 0.36 | 173488.0 |
| - | INTEGRA LIFESCIENCES HLDGS C | COM NEW | 457985208 | 17,426,768 | 0.35 | 970310.0 | |
| SONO | ADDED | SONOS INC | COM | 83570H108 | 17,420,484 | 0.35 | 1287545.0 |
| - | LSB INDS INC | COM | 502160104 | 17,403,884 | 0.35 | 1609980.0 | |
| IPGP | ADDED | IPG PHOTONICS CORP | COM | 44980X109 | 17,389,522 | 0.35 | 148223.0 |
| ICFI | ADDED | ICF INTL INC | COM | 44925C103 | 17,194,159 | 0.34 | 235989.0 |
| XRAY | ADDED | DENTSPLY SIRONA INC | COM | 24906P109 | 17,183,850 | 0.34 | 1619590.0 |
| - | INGLES MKTS INC | CL A | 457030104 | 17,174,599 | 0.34 | 193888.0 | |
| CSR | ADDED | CENTERSPACE | COM | 15202L107 | 17,114,912 | 0.34 | 304590.0 |
| HLIT | REDUCED | HARMONIC INC | COM | 413160102 | 17,098,245 | 0.34 | 1047045.0 |
| - | WAYSTAR HLDG CORP | COM | 946784105 | 16,920,641 | 0.34 | 824191.0 | |
| QLYS | ADDED | QUALYS INC | COM | 74758T303 | 16,916,907 | 0.34 | 123041.0 |
| PDM | ADDED | PIEDMONT REALTY TRUST INC | COM CL A | 720190206 | 16,485,948 | 0.33 | 1801743.0 |
| - | MADDEN STEVEN LTD | COM | 556269108 | 16,384,352 | 0.33 | 389177.0 | |
| OSK | ADDED | OSHKOSH CORP | COM | 688239201 | 16,180,936 | 0.32 | 105427.0 |
| PLOW | REDUCED | DOUGLAS DYNAMICS INC | COM | 25960R105 | 16,138,064 | 0.32 | 299130.0 |
| BMRN | ADDED | BIOMARIN PHARMACEUTICAL INC | COM | 09061G101 | 16,114,296 | 0.32 | 281620.0 |
| AZTA | ADDED | AZENTA INC | COM | 114340102 | 15,988,050 | 0.32 | 626491.0 |
| - | VILLAGE SUPER MKT INC | CL A NEW | 927107409 | 15,954,163 | 0.32 | 378240.0 | |
| NE | REDUCED | NOBLE CORP PLC | ORD SHS A | G65431127 | 15,137,832 | 0.3 | 405840.0 |
| - | GENCOR INDS INC | COM | 368678108 | 14,740,169 | 0.29 | 987947.0 | |
| SDRL | REDUCED | SEADRILL LTD | COM | G7997W102 | 14,351,934 | 0.29 | 379480.0 |
| INMD | REDUCED | INMODE LTD | SHS | M5425M103 | 14,199,061 | 0.28 | 971208.0 |
| SFD | REDUCED | SMITHFIELD FOODS INC | COM | 832248207 | 14,166,021 | 0.28 | 583925.0 |
| MHO | ADDED | M/I HOMES INC | COM | 55305B101 | 13,231,248 | 0.26 | 82289.0 |
| TTEK | ADDED | TETRA TECH INC NEW | COM | 88162G103 | 13,230,320 | 0.26 | 457955.0 |
| - | COMMUNITY WEST BANCSHARES NE | COM | 203937107 | 13,046,976 | 0.26 | 485740.0 | |
| UHAL | ADDED | U HAUL HOLDING COMPANY | COM SER N | 023586506 | 12,948,861 | 0.26 | 224417.0 |
| GNTX | ADDED | GENTEX CORP | COM | 371901109 | 12,394,682 | 0.25 | 490490.0 |
| UTZ | ADDED | UTZ BRANDS INC | COM CL A | 918090101 | 12,331,666 | 0.25 | 1601515.0 |
| - | ACADEMY SPORTS & OUTDOORS IN | COM | 00402L107 | 12,328,030 | 0.25 | 261575.0 | |
| EFOR | NEW | EVERFORTH INC | COM | 00191U102 | 12,226,350 | 0.24 | 684183.0 |
| CERT | NEW | CERTARA INC | COM | 15687V109 | 12,215,586 | 0.24 | 1864975.0 |
| - | AMN HEALTHCARE SVCS INC | COM | 001744101 | 12,081,941 | 0.24 | 373245.0 | |
| - | AMERICAN PUB ED INC | COM | 02913V103 | 11,874,466 | 0.24 | 221126.0 | |
| OSUR | ADDED | ORASURE TECHNOLOGIES INC | COM | 68554V108 | 11,862,931 | 0.24 | 2659850.0 |
| FLS | ADDED | FLOWSERVE CORP | COM | 34354P105 | 11,645,271 | 0.23 | 157029.0 |
| PRGO | REDUCED | PERRIGO CO PLC | SHS | G97822103 | 11,455,744 | 0.23 | 1102574.0 |
| - | CENTURY ALUM CO | COM | 156431108 | 11,184,203 | 0.22 | 243082.0 | |
| PII | REDUCED | POLARIS INC | COM | 731068102 | 10,943,898 | 0.22 | 159905.0 |
| VNT | NEW | VONTIER CORPORATION | COM | 928881101 | 10,225,284 | 0.2 | 352596.0 |
| - | MARAVAI LIFESCIENCES HLDGS I | COM CL A | 56600D107 | 9,811,870 | 0.2 | 1572415.0 | |
| DOO | REDUCED | BRP INC | COM SUN VTG | 05577W200 | 9,628,346 | 0.19 | 157790.0 |
| - | FACTSET RESH SYS INC | COM | 303075105 | 9,063,541 | 0.18 | 39393.0 | |
| FFIV | ADDED | F5 INC | COM | 315616102 | 8,895,721 | 0.18 | 21386.0 |
| - | AMPHASTAR PHARMACEUTICALS IN | COM | 03209R103 | 8,400,127 | 0.17 | 416260.0 | |
| PERI | ADDED | PERION NETWORK LTD | SHS NEW | M78673114 | 8,384,002 | 0.17 | 863440.0 |
| - | L3HARRIS TECHNOLOGIES INC | COM | 502431109 | 8,364,052 | 0.17 | 28783.0 | |
| AKAM | ADDED | AKAMAI TECHNOLOGIES INC | COM | 00971T101 | 8,096,794 | 0.16 | 68495.0 |
| - | KVH INDS INC | COM | 482738101 | 8,010,213 | 0.16 | 808296.0 | |
| - | CITIZENS FINL GROUP INC | COM | 174610105 | 7,991,273 | 0.16 | 114047.0 | |
| FCN | ADDED | FTI CONSULTING INC | COM | 302941109 | 7,944,468 | 0.16 | 53315.0 |
| HWC | REDUCED | HANCOCK WHITNEY CORPORATION | COM | 410120109 | 7,401,016 | 0.15 | 99050.0 |
| AIZ | ADDED | ASSURANT INC | COM | 04621X108 | 7,375,445 | 0.15 | 27466.0 |
| MKL | NEW | MARKEL GROUP INC | COM | 570535104 | 7,337,459 | 0.15 | 3757.0 |
| - | MATADOR RES CO | COM | 576485205 | 7,142,434 | 0.14 | 143480.0 | |
| - | PINNACLE WEST CAP CORP | COM | 723484101 | 7,071,630 | 0.14 | 66090.0 | |
| - | PULTE GROUP INC | COM | 745867101 | 6,918,814 | 0.14 | 50425.0 | |
| - | EASTMAN CHEM CO | COM | 277432100 | 6,860,427 | 0.14 | 102425.0 | |
| BPRN | REDUCED | PRINCETON BANCORP INC | COM | 74179A107 | 6,767,434 | 0.13 | 178325.0 |
| - | QUAKER HOUGHTON | COM | 747316107 | 6,707,491 | 0.13 | 42220.0 | |
| HST | NEW | HOST HOTELS & RESORTS INC | COM | 44107P104 | 6,541,115 | 0.13 | 275880.0 |
| - | CHECK POINT SOFTWARE TECH LT | ORD | M22465104 | 6,097,958 | 0.12 | 46397.0 | |
| BIIB | ADDED | BIOGEN INC | COM | 09062X103 | 6,044,279 | 0.12 | 27975.0 |
| EVRG | ADDED | EVERGY INC | COM | 30034W106 | 5,974,474 | 0.12 | 69125.0 |
| MGA | ADDED | MAGNA INTL INC | COM | 559222401 | 5,939,932 | 0.12 | 90465.0 |
| RL | ADDED | RALPH LAUREN CORP | CL A | 751212101 | 5,610,508 | 0.11 | 13977.0 |
| - | RAYMOND JAMES FINL INC | COM | 754730109 | 5,416,221 | 0.11 | 35626.0 | |
| MXL | REDUCED | MAXLINEAR INC | COM | 57776J100 | 5,353,062 | 0.11 | 41811.0 |
| - | TOWNEBANK PORTSMOUTH VA | COM | 89214P109 | 5,329,817 | 0.11 | 147070.0 | |
| FANG | ADDED | DIAMONDBACK ENERGY INC | COM | 25278X109 | 4,710,201 | 0.09 | 26796.0 |
| - | MASCO CORP | COM | 574599106 | 4,520,104 | 0.09 | 55550.0 | |
| - | ALLISON TRANSMISSION HLDGS I | COM | 01973R101 | 4,496,635 | 0.09 | 39885.0 | |
| - | STRATEGIC ED INC | COM | 86272C103 | 4,442,811 | 0.09 | 57985.0 | |
| - | GIBRALTAR INDS INC | COM | 374689107 | 4,345,611 | 0.09 | 96355.0 | |
| AMD | UNCHANGED | ADVANCED MICRO DEVICES INC | COM | 007903107 | 4,304,543 | 0.09 | 7410.0 |
| LEA | ADDED | LEAR CORP | COM NEW | 521865204 | 4,288,445 | 0.09 | 31989.0 |
| NNN | ADDED | NNN REIT INC | COM | 637417106 | 4,080,681 | 0.08 | 87700.0 |
| - | GE HEALTHCARE TECHNOLOGIES I | COMMON STOCK | 36266G107 | 4,075,837 | 0.08 | 63675.0 | |
| OMCL | ADDED | OMNICELL COM | COM | 68213N109 | 4,053,598 | 0.08 | 97630.0 |
| LRCX | UNCHANGED | LAM RESEARCH CORP | COM NEW | 512807306 | 4,029,969 | 0.08 | 9300.0 |
| TNK | ADDED | TEEKAY TANKERS LTD | CL A | G8726X106 | 3,581,473 | 0.07 | 55210.0 |
| AAPL | UNCHANGED | APPLE INC | COM | 037833100 | 3,569,256 | 0.07 | 12335.0 |
| LH | ADDED | LABCORP HOLDINGS INC | COM SHS | 504922105 | 3,499,160 | 0.07 | 12497.0 |
| CAG | ADDED | CONAGRA BRANDS INC | COM | 205887102 | 3,340,974 | 0.07 | 248215.0 |
| CW | REDUCED | CURTISS WRIGHT CORP | COM | 231561101 | 3,321,262 | 0.07 | 4383.0 |
| TSEM | REDUCED | TOWER SEMICONDUCTOR LTD | SHS NEW | M87915274 | 3,240,066 | 0.06 | 12430.0 |
| EME | REDUCED | EMCOR GROUP INC | COM | 29084Q100 | 3,223,667 | 0.06 | 3883.0 |
| - | CROSS CTRY HEALTHCARE INC | COM | 227483104 | 3,201,245 | 0.06 | 242335.0 | |
| - | MUELLER INDS INC | COM | 624756102 | 3,027,514 | 0.06 | 24627.0 | |
| V | UNCHANGED | VISA INC | COM CL A | 92826C839 | 2,847,647 | 0.06 | 8300.0 |
| MS | UNCHANGED | MORGAN STANLEY | COM NEW | 617446448 | 2,822,040 | 0.06 | 13500.0 |
| - | SUMMIT HOTEL PPTYS | COM | 866082100 | 2,813,288 | 0.06 | 401325.0 | |
| - | COLUMBUS MCKINNON CORP N Y | COM | 199333105 | 2,774,691 | 0.06 | 183390.0 | |
| - | D R HORTON INC | COM | 23331A109 | 2,750,717 | 0.05 | 16888.0 | |
| OUT | ADDED | OUTFRONT MEDIA INC | COM NEW | 69007J304 | 2,724,879 | 0.05 | 83177.0 |
| - | HUNTINGTON BANCSHARES INC | COM | 446150104 | 2,698,240 | 0.05 | 152185.0 | |
| - | COMFORT SYS USA INC | COM | 199908104 | 2,669,687 | 0.05 | 1347.0 | |
| - | DEVON ENERGY CORP NEW | COM | 25179M103 | 2,617,291 | 0.05 | 63342.0 | |
| CEG | ADDED | CONSTELLATION ENERGY CORP | COM | 21037T109 | 2,576,342 | 0.05 | 10373.0 |
| HUM | ADDED | HUMANA INC | COM | 444859102 | 2,541,811 | 0.05 | 6399.0 |
| - | DICKS SPORTING GOODS INC | COM | 253393102 | 2,506,931 | 0.05 | 11053.0 | |
| - | ATLANTIC UN BANKSHARES CORP | COM | 04911A107 | 2,459,334 | 0.05 | 58125.0 | |
| - | APPLIED MATLS INC | COM | 038222105 | 2,458,200 | 0.05 | 3400.0 | |
| TT | UNCHANGED | TRANE TECHNOLOGIES PLC | SHS | G8994E103 | 2,455,800 | 0.05 | 5000.0 |
| ONTO | ADDED | ONTO INNOVATION INC | COM | 683344105 | 2,369,925 | 0.05 | 6261.0 |
| ABBV | UNCHANGED | ABBVIE INC | COM | 00287Y109 | 2,340,252 | 0.05 | 9300.0 |
| - | NORTHWESTERN ENERGY GROUP IN | COM NEW | 668074305 | 2,258,262 | 0.04 | 31530.0 | |
| MGY | REDUCED | MAGNOLIA OIL & GAS CORP | CL A | 559663109 | 2,212,931 | 0.04 | 86509.0 |
| - | DIGITAL RLTY TR INC | COM | 253868103 | 2,056,730 | 0.04 | 11453.0 | |
| NXPI | REDUCED | NXP SEMICONDUCTORS N V | COM | N6596X109 | 2,006,554 | 0.04 | 7140.0 |
| COHU | REDUCED | COHU INC | COM | 192576106 | 2,002,054 | 0.04 | 27086.0 |
| JPM | UNCHANGED | JPMORGAN CHASE & CO | COM | 46625H100 | 1,988,530 | 0.04 | 6075.0 |
| JAZZ | REDUCED | JAZZ PHARMACEUTICALS PLC | SHS USD | G50871105 | 1,979,334 | 0.04 | 8213.0 |
| SIMO | REDUCED | SILICON MOTION TECHNOLOGY CO | SPONSORED ADR | 82706C108 | 1,973,758 | 0.04 | 5920.0 |
| - | LOWES COS INC | COM | 548661107 | 1,837,784 | 0.04 | 8335.0 | |
| - | LSI INDS INC OHIO | COM | 50216C108 | 1,805,897 | 0.04 | 67941.0 | |
| - | SELECTIVE INS GROUP INC | COM | 816300107 | 1,794,112 | 0.04 | 18493.0 | |
| - | WEBSTER FINL CORP | COM | 947890109 | 1,787,550 | 0.04 | 23390.0 | |
| WAFD | ADDED | WAFD INC | COM | 938824109 | 1,771,075 | 0.04 | 46157.0 |
| RRX | ADDED | REGAL REXNORD CORPORATION | COM | 758750103 | 1,767,722 | 0.04 | 7420.0 |
| - | ENTERGY CORP NEW | COM | 29364G103 | 1,727,494 | 0.03 | 15040.0 | |
| - | TRUSTCO BK CORP N Y | COM NEW | 898349204 | 1,710,391 | 0.03 | 31148.0 | |
| PIPR | REDUCED | PIPER SANDLER COMPANIES | COM NEW | 724078209 | 1,700,061 | 0.03 | 23500.0 |
| - | FIRST CTZNS BANCSHARES INC D | CL A | 31946M103 | 1,675,891 | 0.03 | 804.0 | |
| - | DIME COML BANCSHARES INC | COM | 25432X102 | 1,598,531 | 0.03 | 39323.0 | |
| - | MADISON SQUARE GRDN SPRT COR | CL A | 55825T103 | 1,579,491 | 0.03 | 3929.0 | |
| ADEA | REDUCED | ADEIA INC | COM | 00676P107 | 1,569,036 | 0.03 | 47647.0 |
| - | MADISON SQUARE GARDEN ENTMT | COM CL A | 558256103 | 1,559,997 | 0.03 | 19284.0 | |
| HIG | NEW | HARTFORD INSURANCE GROUP INC | COM | 416515104 | 1,541,208 | 0.03 | 11630.0 |
| - | UMB FINL CORP | COM | 902788108 | 1,521,953 | 0.03 | 10659.0 | |
| APLE | REDUCED | APPLE HOSPITALITY REIT INC | COM NEW | 03784Y200 | 1,460,823 | 0.03 | 86901.0 |
| CSX | UNCHANGED | CSX CORP | COM | 126408103 | 1,454,418 | 0.03 | 30600.0 |
| WSM | ADDED | WILLIAMS SONOMA INC | COM | 969904101 | 1,430,116 | 0.03 | 6134.0 |
| - | PROVIDENT FINL SVCS INC | COM | 74386T105 | 1,391,711 | 0.03 | 58870.0 | |
| VSH | REDUCED | VISHAY INTERTECHNOLOGY INC | COM | 928298108 | 1,391,457 | 0.03 | 25872.0 |
| EBC | REDUCED | EASTERN BANKSHARES INC | COM | 27627N105 | 1,389,177 | 0.03 | 62462.0 |
| KBH | REDUCED | KB HOME | COM | 48666K109 | 1,388,887 | 0.03 | 22189.0 |
| - | MASTERCRAFT BOAT HLDGS INC | COM | 57637H103 | 1,378,970 | 0.03 | 53406.0 | |
| MSFT | UNCHANGED | MICROSOFT CORP | COM | 594918104 | 1,374,579 | 0.03 | 3685.0 |
| - | PROGRESS SOFTWARE CORP | COM | 743312100 | 1,353,837 | 0.03 | 40316.0 | |
| - | COLUMBIA BKG SYS INC | COM | 197236102 | 1,284,428 | 0.03 | 40075.0 | |
| OSIS | REDUCED | OSI SYSTEMS INC | COM | 671044105 | 1,281,854 | 0.03 | 5860.0 |
| - | REX AMERICAN RES CORP | COM | 761624105 | 1,280,594 | 0.03 | 28362.0 | |
| TPR | REDUCED | TAPESTRY INC | COM | 876030107 | 1,263,327 | 0.03 | 8629.0 |
| - | GRANITE CONSTR INC | COM | 387328107 | 1,251,573 | 0.02 | 7916.0 | |
| URBN | REDUCED | URBAN OUTFITTERS INC | COM | 917047102 | 1,237,159 | 0.02 | 17458.0 |
| - | VICI PPTYS INC | COM | 925652109 | 1,234,708 | 0.02 | 46505.0 | |
| COHR | REDUCED | COHERENT CORP | COM | 19247G107 | 1,207,867 | 0.02 | 3062.0 |
| OVV | REDUCED | OVINTIV INC | COM | 69047Q102 | 1,189,350 | 0.02 | 22588.0 |
| - | MADDEN STEVEN LTD | COM | 556269108 | 1,188,841 | 0.02 | 28237.0 | |
| SBRA | REDUCED | SABRA HEALTH CARE REIT INC | COM | 78573L106 | 1,181,920 | 0.02 | 60579.0 |
| - | ABERCROMBIE & FITCH CO | CL A | 002896207 | 1,170,974 | 0.02 | 13008.0 | |
| JNJ | UNCHANGED | JOHNSON & JOHNSON | COM | 478160104 | 1,144,643 | 0.02 | 4507.0 |
| RTX | UNCHANGED | RTX CORPORATION | COM | 75513E101 | 1,138,380 | 0.02 | 6000.0 |
| MKSI | REDUCED | MKS INC. | COM | 55306N104 | 1,136,401 | 0.02 | 2553.0 |
| - | PNC FINL SVCS GROUP INC | COM | 693475105 | 1,132,612 | 0.02 | 4600.0 | |
| FRME | REDUCED | FIRST MERCHANTS CORP | COM | 320817109 | 1,124,629 | 0.02 | 25740.0 |
| DOC | ADDED | HEALTHPEAK PROPERTIES INC | COM | 42250P103 | 1,122,311 | 0.02 | 52443.0 |
| - | STIFEL FINL CORP | COM | 860630102 | 1,114,095 | 0.02 | 15967.0 | |
| EQT | REDUCED | EQT CORP | COM | 26884L109 | 1,100,353 | 0.02 | 20695.0 |
| INVA | REDUCED | INNOVIVA INC | COM | 45781M101 | 1,098,629 | 0.02 | 48375.0 |
| BBT | REDUCED | BEACON FINANCIAL CORP. | COM | 084680107 | 1,096,980 | 0.02 | 36024.0 |
| OC | REDUCED | OWENS CORNING NEW | COM | 690742101 | 1,095,040 | 0.02 | 6887.0 |
| - | CENTENE CORP DEL | COM | 15135B101 | 1,091,679 | 0.02 | 17007.0 | |
| CMC | REDUCED | COMMERCIAL METALS CO | COM | 201723103 | 1,090,812 | 0.02 | 17382.0 |
| LXP | ADDED | LXP INDUSTRIAL TRUST | COM | 529043408 | 1,089,549 | 0.02 | 20221.0 |
| - | GAMING & LEISURE P | COM | 36467J108 | 1,087,066 | 0.02 | 24412.0 | |
| - | AMN HEALTHCARE SVCS INC | COM | 001744101 | 1,084,135 | 0.02 | 33491.0 | |
| LZB | ADDED | LA Z BOY INC | COM | 505336107 | 1,061,927 | 0.02 | 26467.0 |
| SPB | ADDED | SPECTRUM BRANDS HOLDINGS INC | COM | 84790A105 | 1,056,874 | 0.02 | 12324.0 |
| EXEL | REDUCED | EXELIXIS INC | COM | 30161Q104 | 1,050,427 | 0.02 | 19305.0 |
| - | FIRST CMNTY BANKSHARES INC V | COM | 31983A103 | 1,045,521 | 0.02 | 23536.0 | |
| DECK | NEW | DECKERS OUTDOOR CORP | COM | 243537107 | 1,036,091 | 0.02 | 10435.0 |
| SILC | REDUCED | SILICOM LTD | ORD | M84116108 | 1,021,602 | 0.02 | 21309.0 |
| DRH | NEW | DIAMONDROCK HOSPITALITY CO | COM | 252784301 | 1,020,050 | 0.02 | 83747.0 |
| - | UNITED CMNTY BKS BLAIRSVLE G | COM | 90984P303 | 1,018,138 | 0.02 | 29014.0 | |
| APTV | REDUCED | APTIV PLC | COM SHS | G3265R107 | 998,775 | 0.02 | 16272.0 |
| - | PORTLAND GEN ELEC CO | COM NEW | 736508847 | 998,141 | 0.02 | 19256.0 | |
| DAL | REDUCED | DELTA AIR LINES INC | COM NEW | 247361702 | 996,074 | 0.02 | 10635.0 |
| EG | REDUCED | EVEREST GROUP LTD | COM | G3223R108 | 995,156 | 0.02 | 2784.0 |
| - | NVENT ELEC PLC | SHS | G6700G107 | 982,890 | 0.02 | 5795.0 | |
| - | INTEGRA LIFESCIENCES HLDGS C | COM NEW | 457985208 | 950,693 | 0.02 | 52933.0 | |
| EHC | REDUCED | ENCOMPASS HEALTH CORP | COM | 29261A100 | 949,854 | 0.02 | 9396.0 |
| - | QUANEX BLDG PRODS CORP | COM | 747619104 | 942,174 | 0.02 | 50599.0 | |
| KRG | NEW | KITE REALTY GROUP TRUST | COM NEW | 49803T300 | 940,921 | 0.02 | 33153.0 |
| MRK | UNCHANGED | MERCK & CO INC | COM | 58933Y105 | 938,050 | 0.02 | 7300.0 |
| LRN | ADDED | STRIDE INC | COM | 86333M108 | 932,647 | 0.02 | 10813.0 |
| - | KAISER ALUMINIUM CORPORATION | COM PAR $0.01 | 483007704 | 930,699 | 0.02 | 4756.0 | |
| - | STATE STR CORP | COM | 857477103 | 915,840 | 0.02 | 5400.0 | |
| SAIC | ADDED | SCIENCE APPLICATIONS INTL CO | COM | 808625107 | 914,348 | 0.02 | 8280.0 |
| VC | ADDED | VISTEON CORP | COM NEW | 92839U206 | 913,551 | 0.02 | 9207.0 |
| OSUR | ADDED | ORASURE TECHNOLOGIES INC | COM | 68554V108 | 883,634 | 0.02 | 198124.0 |
| BPRN | REDUCED | PRINCETON BANCORP INC | COM | 74179A107 | 880,711 | 0.02 | 23206.0 |
| LDOS | ADDED | LEIDOS HOLDINGS INC | COM | 525327102 | 873,037 | 0.02 | 8477.0 |
| - | OLD REP INTL CORP | COM | 680223104 | 872,147 | 0.02 | 21312.0 | |
| FCX | REDUCED | FREEPORT MCMORAN INC | CL B | 35671D857 | 871,341 | 0.02 | 13855.0 |
| BNL | REDUCED | BROADSTONE NET LEASE INC | COM | 11135E203 | 870,574 | 0.02 | 42117.0 |
| HLIT | REDUCED | HARMONIC INC | COM | 413160102 | 869,109 | 0.02 | 53221.0 |
| DOO | REDUCED | BRP INC | COM SUN VTG | 05577W200 | 868,517 | 0.02 | 14232.0 |
| SPHR | REDUCED | SPHERE ENTERTAINMENT CO | CL A | 55826T102 | 862,231 | 0.02 | 4982.0 |
| PLOW | REDUCED | DOUGLAS DYNAMICS INC | COM | 25960R105 | 861,341 | 0.02 | 15964.0 |
| GNTX | ADDED | GENTEX CORP | COM | 371901109 | 861,309 | 0.02 | 34083.0 |
| - | OCEANFIRST FINL CORP | COM | 675234108 | 858,182 | 0.02 | 43941.0 | |
| CW | REDUCED | CURTISS WRIGHT CORP | COM | 231561101 | 843,899 | 0.02 | 1112.0 |
| KBR | ADDED | KBR INC | COM | 48242W106 | 835,593 | 0.02 | 24198.0 |
| - | KULICKE & SOFFA INDS INC | COM | 501242101 | 832,356 | 0.02 | 6221.0 | |
| - | AGREE RLTY CORP | COM | 008492100 | 831,515 | 0.02 | 10977.0 | |
| UHAL | ADDED | U HAUL HOLDING COMPANY | COM SER N | 023586506 | 819,391 | 0.02 | 14200.0 |
| VVX | REDUCED | V2X INC | COM | 92242T101 | 815,226 | 0.02 | 10932.0 |
| - | ACUITY INC | COM | 00508Y102 | 793,719 | 0.02 | 2106.0 | |
| QDEL | REDUCED | QUIDELORTHO CORP | COM | 219798105 | 792,291 | 0.02 | 45235.0 |
| PII | REDUCED | POLARIS INC | COM | 731068102 | 789,214 | 0.02 | 11530.0 |
| CENT | REDUCED | CENTRAL GARDEN & PET CO | CL A NON-VTG | 153527205 | 781,409 | 0.02 | 20155.0 |
| NOMD | ADDED | NOMAD FOODS LTD | USD ORD SHS | G6564A105 | 773,225 | 0.02 | 69459.0 |
| - | VILLAGE SUPER MKT INC | CL A NEW | 927107409 | 770,651 | 0.02 | 18269.0 | |
| GEF | REDUCED | GREIF INC | CL A | 397624107 | 764,236 | 0.02 | 10258.0 |
| NE | REDUCED | NOBLE CORP PLC | ORD SHS A | G65431127 | 744,929 | 0.01 | 19970.0 |
| - | ACADEMY SPORTS & OUTDOORS IN | COM | 00402L107 | 737,598 | 0.01 | 15649.0 | |
| CHDN | ADDED | CHURCHILL DOWNS INC | COM | 171484108 | 736,246 | 0.01 | 8212.0 |
| - | HAYWARD HLDGS INC | COM | 421298100 | 735,225 | 0.01 | 42473.0 | |
| - | UNIVERSAL DISPLAY CORP | COM | 91347P105 | 716,291 | 0.01 | 8271.0 | |
| MBC | NEW | MASTERBRAND INC | COMMON STOCK | 57638P104 | 708,996 | 0.01 | 68901.0 |
| NHC | REDUCED | NATIONAL HEALTHCARE CORP | COM | 635906100 | 679,813 | 0.01 | 3215.0 |
| - | UNITED BANKSHARES INC WEST V | COM | 909907107 | 672,583 | 0.01 | 14674.0 | |
| UFCS | REDUCED | UNITED FIRE GROUP INC | COM | 910340108 | 669,984 | 0.01 | 12775.0 |
| TTEK | ADDED | TETRA TECH INC NEW | COM | 88162G103 | 668,742 | 0.01 | 23146.0 |
| - | LSB INDS INC | COM | 502160104 | 666,390 | 0.01 | 61645.0 | |
| - | CROSS CTRY HEALTHCARE INC | COM | 227483104 | 663,664 | 0.01 | 50238.0 | |
| PERI | ADDED | PERION NETWORK LTD | SHS NEW | M78673114 | 658,340 | 0.01 | 68650.0 |
| - | CATALYST PHARMACEUTICALS INC | COM | 14888U101 | 655,842 | 0.01 | 20865.0 | |
| HNI | ADDED | HNI CORP | COM | 404251100 | 654,267 | 0.01 | 16189.0 |
| MTUS | ADDED | METALLUS INC | COM | 887399103 | 654,250 | 0.01 | 35004.0 |
| - | COMMUNITY HEALTHCARE TR INC | COM | 20369C106 | 652,708 | 0.01 | 35705.0 | |
| INMD | REDUCED | INMODE LTD | SHS | M5425M103 | 651,275 | 0.01 | 44546.0 |
| - | FORTUNE BRANDS INNOVATIONS I | COM | 34964C106 | 649,857 | 0.01 | 11836.0 | |
| - | ELEVANCE HEALTH INC FORMERLY | COM | 036752103 | 643,905 | 0.01 | 1665.0 | |
| - | KVH INDS INC | COM | 482738101 | 640,560 | 0.01 | 64637.0 | |
| - | VANGUARD INDEX FDS | SM CP VAL ETF | 922908611 | 629,101 | 0.01 | 2589.0 | |
| - | GENCOR INDS INC | COM | 368678108 | 624,615 | 0.01 | 41863.0 | |
| - | HELIX ENERGY SOLUTIONS GRP I | COM | 42330P107 | 624,561 | 0.01 | 71459.0 | |
| - | MILLER INDS INC TENN | COM NEW | 600551204 | 617,586 | 0.01 | 12073.0 | |
| ICFI | ADDED | ICF INTL INC | COM | 44925C103 | 612,093 | 0.01 | 8399.0 |
| - | ARCH CAP GROUP LTD | ORD | G0450A105 | 611,478 | 0.01 | 6300.0 | |
| ITRI | ADDED | ITRON INC | COM | 465741106 | 608,273 | 0.01 | 7028.0 |
| WH | UNCHANGED | WYNDHAM HOTELS & RESORTS INC | COM | 98311A105 | 606,312 | 0.01 | 7200.0 |
| AZTA | ADDED | AZENTA INC | COM | 114340102 | 601,379 | 0.01 | 23564.0 |
| SFD | REDUCED | SMITHFIELD FOODS INC | COM | 832248207 | 593,775 | 0.01 | 24475.0 |
| WTTR | ADDED | SELECT WATER SOLUTIONS INC | CL A COM | 81617J301 | 589,714 | 0.01 | 29514.0 |
| ANGO | ADDED | ANGIODYNAMICS INC | COM | 03475V101 | 585,179 | 0.01 | 44978.0 |
| OSK | ADDED | OSHKOSH CORP | COM | 688239201 | 584,799 | 0.01 | 3809.0 |
| - | MARAVAI LIFESCIENCES HLDGS I | COM CL A | 56600D107 | 582,834 | 0.01 | 93402.0 | |
| - | SUMMIT HOTEL PPTYS | COM | 866082100 | 575,069 | 0.01 | 82035.0 | |
| MHO | ADDED | M/I HOMES INC | COM | 55305B101 | 574,642 | 0.01 | 3572.0 |
| HP | ADDED | HELMERICH & PAYNE INC | COM | 423452101 | 574,460 | 0.01 | 17545.0 |
| NMRK | ADDED | NEWMARK GROUP INC | CL A | 65158N102 | 573,688 | 0.01 | 37966.0 |
| PRGO | REDUCED | PERRIGO CO PLC | SHS | G97822103 | 573,531 | 0.01 | 55199.0 |
| SDRL | REDUCED | SEADRILL LTD | COM | G7997W102 | 573,258 | 0.01 | 15156.0 |
| IPGP | ADDED | IPG PHOTONICS CORP | COM | 44980X109 | 565,991 | 0.01 | 4823.0 |
| SUPN | ADDED | SUPERNUS PHARMACEUTICALS | COM | 868459108 | 552,640 | 0.01 | 11881.0 |
| - | TRAVEL PLUS LEISURE CO | COM | 894164102 | 550,296 | 0.01 | 7200.0 | |
| WBD | NEW | WARNER BROS DISCOVERY INC | COM SER A | 934423104 | 545,330 | 0.01 | 20455.0 |
| XRAY | ADDED | DENTSPLY SIRONA INC | COM | 24906P109 | 531,838 | 0.01 | 50125.0 |
| SONO | ADDED | SONOS INC | COM | 83570H108 | 530,953 | 0.01 | 39241.0 |
| GPOR | ADDED | GULFPORT ENERGY CORP | COMMON SHARES | 402635502 | 525,979 | 0.01 | 3098.0 |
| QLYS | ADDED | QUALYS INC | COM | 74758T303 | 520,957 | 0.01 | 3787.0 |
| - | DELEK US HLDGS INC NEW | COM | 24665A103 | 519,640 | 0.01 | 10226.0 | |
| - | INGLES MKTS INC | CL A | 457030104 | 517,280 | 0.01 | 5838.0 | |
| - | AMERICAN EAGLE OUTFITTERS IN | COM | 02553E106 | 508,589 | 0.01 | 29568.0 | |
| - | WAYSTAR HLDG CORP | COM | 946784105 | 499,063 | 0.01 | 24308.0 | |
| BMRN | ADDED | BIOMARIN PHARMACEUTICAL INC | COM | 09061G101 | 493,831 | 0.01 | 8629.0 |
| EFOR | NEW | EVERFORTH INC | COM | 00191U102 | 488,459 | 0.01 | 27333.0 |
| PDM | ADDED | PIEDMONT REALTY TRUST INC | COM CL A | 720190206 | 485,172 | 0.01 | 53023.0 |
| - | ISHARES TR | RUS 2000 VAL ETF | 464287630 | 483,066 | 0.01 | 2183.0 | |
| - | FACTSET RESH SYS INC | COM | 303075105 | 472,553 | 0.01 | 2052.0 | |
| ALGN | REDUCED | ALIGN TECHNOLOGY INC | COM | 016255101 | 461,285 | 0.01 | 2735.0 |
| CARR | UNCHANGED | CARRIER GLOBAL CORPORATION | COM | 14448C104 | 440,100 | 0.01 | 6000.0 |
| TNK | ADDED | TEEKAY TANKERS LTD | CL A | G8726X106 | 438,368 | 0.01 | 6756.0 |
| - | AMPHASTAR PHARMACEUTICALS IN | COM | 03209R103 | 426,312 | 0.01 | 21124.0 | |
| - | CENTURY ALUM CO | COM | 156431108 | 421,861 | 0.01 | 9167.0 | |
| HWC | REDUCED | HANCOCK WHITNEY CORPORATION | COM | 410120109 | 405,378 | 0.01 | 5424.0 |
| OMCL | ADDED | OMNICELL COM | COM | 68213N109 | 398,402 | 0.01 | 9594.0 |
| - | COMMUNITY WEST BANCSHARES NE | COM | 203937107 | 387,347 | 0.01 | 14421.0 | |
| TFX | ADDED | TELEFLEX INCORPORATED | COM | 879369106 | 386,338 | 0.01 | 3046.0 |
| - | GIBRALTAR INDS INC | COM | 374689107 | 379,550 | 0.01 | 8414.0 | |
| - | TOWNEBANK PORTSMOUTH VA | COM | 89214P109 | 365,546 | 0.01 | 10085.0 | |
| IR | UNCHANGED | INGERSOLL RAND INC | COM | 45687V106 | 361,740 | 0.01 | 4412.0 |
| ABT | UNCHANGED | ABBOTT LABORATORIES | COM | 002824100 | 308,516 | 0.01 | 3400.0 |
| CSR | ADDED | CENTERSPACE | COM | 15202L107 | 307,960 | 0.01 | 5479.0 |
| UTZ | ADDED | UTZ BRANDS INC | COM CL A | 918090101 | 289,690 | 0.01 | 37621.0 |
| FLS | ADDED | FLOWSERVE CORP | COM | 34354P105 | 282,119 | 0.01 | 3803.0 |
| - | COLUMBUS MCKINNON CORP N Y | COM | 199333105 | 274,597 | 0.01 | 18148.0 | |
| YSS | ADDED | YORK SPACE SYSTEMS INC | COM | 987084100 | 263,348 | 0.01 | 10695.0 |
| ALLE | UNCHANGED | ALLEGION PLC | ORD SHS | G0176J109 | 234,056 | 0.0 | 1666.0 |
| - | AMERICAN PUB ED INC | COM | 02913V103 | 231,487 | 0.0 | 4309.0 | |
| VGNT | NEW | VERSIGENT PLC | ORDINARY SHARES | G9600F104 | 228,744 | 0.0 | 5445.0 |
| - | COMFORT SYS USA INC | COM | 199908104 | 227,805 | 0.0 | 115.0 | |
| OTIS | UNCHANGED | OTIS WORLDWIDE CORP | COM | 68902V107 | 214,800 | 0.0 | 3000.0 |
| VNT | NEW | VONTIER CORPORATION | COM | 928881101 | 211,326 | 0.0 | 7286.0 |
| - | ISHARES TR | RUS 2000 VAL ETF | 464287630 | 209,255 | 0.0 | 946.0 | |
| CERT | NEW | CERTARA INC | COM | 15687V109 | 177,351 | 0.0 | 27075.0 |
| COHR | REDUCED | COHERENT CORP | COM | 19247G107 | 48,560 | 0.0 | 123.0 |
| - | PULTE GROUP INC | COM | 745867101 | 30,696 | 0.0 | 224.0 | |
| - | VANGUARD INDEX FDS | SM CP VAL ETF | 922908611 | 13,980 | 0.0 | 58.0 | |
| UHAL | ADDED | U HAUL HOLDING COMPANY | COM | 023586100 | 982 | 0.0 | 15.0 |
Quarterly portfolios
| Period | Filed | Value ($) | Positions | Vol % | Beta | Max DD % |
|---|---|---|---|---|---|---|
| 2026-06-30 | 2026-08-14 | 5,019,944,745 | 406 | 6.539098 | 0.234421 | 14.105674 |
| 2026-03-31 | 2026-05-13 | 4,361,487,396 | 408 | 8.24749 | 0.28664 | 17.381997 |
| 2025-12-31 | 2026-02-09 | 4,242,407,448 | 410 | 8.12896 | 0.282143 | 16.74528 |
| 2025-09-30 | 2025-11-13 | 4,112,775,617 | 398 | 8.145654 | 0.281124 | 16.299799 |
| 2025-03-31 | 2025-05-14 | 3,510,573,126 | 397 | 7.618338 | 0.264929 | 14.723157 |
| 2024-12-31 | 2025-02-14 | 3,929,295,186 | 405 | 7.751766 | 0.266618 | 16.358936 |