Dimensional Funds > DFA INVESTMENT DIMENSIONS GROUP INC
U.S. Targeted Value Portfolio
$11.98B
Avg Monthly Net Assets
$15.88B
Total Assets
$1.93B
Total Liabilities
$13.95B
Net Assets
U.S. Targeted Value Portfolio is a Mutual Fund in DFA INVESTMENT DIMENSIONS GROUP INC
from Dimensional Funds,
based in Texas,
United States of America.
The fund has one share class
and monthly net assets of $11.98B.
On September 26th, 2024 it reported 1,411 holdings, the largest
being The DFA Investment Trust Company (7.3%), Dimensional Holdings Inc. (6.5%) and State Street Global Advisors (1.3%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Ticker | Monthly Returns (2 years) |
|---|---|---|---|
| Institutional Class Shares | C000002721 | DFFVX |
Holdings
From latest NPORT-P, filed September 26th, 2024 for period ending July 31st, 2024.
Historic holdings data available from Fincoded.
| Name | Profile | Category | Country | Value $USD | # Shares | % of Fund |
|---|---|---|---|---|---|---|
| 1-800-Flowers.com, Inc. (1-800-Flowers.com Inc) | Long | Equity-common | US | $5M | 488K | 0.04 |
| 1st Source Corp. | Long | Equity-common | US | $15M | 233K | 0.11 |
| 1stdibs.com, Inc. (1stdibs.com Inc) | Long | Equity-common | US | $166K | 36K | 0.00 |
| 3D Systems Corp. | Long | Equity-common | US | $2M | 487K | 0.01 |
| 8x8, Inc. (8x8 Inc) | Long | Equity-common | US | $394K | 128K | 0.00 |
| 908 Devices, Inc. (908 Devices Inc) | Long | Equity-common | US | $386K | 68K | 0.00 |
| A-Mark Precious Metals, Inc. (A-Mark Precious Metals Inc) | Long | Equity-common | US | $9M | 228K | 0.06 |
| AAR Corp. | Long | Equity-common | US | $23M | 354K | 0.16 |
| Abercrombie & Fitch Co. | Long | Equity-common | US | $37M | 248K | 0.26 |
| ABM Industries, Inc. (ABM Industries Inc) | Long | Equity-common | US | $33M | 585K | 0.23 |
| Absci Corp. | Long | Equity-common | US | $36K | 8K | 0.00 |
| Acacia Research Corp. | Long | Equity-common | US | $1M | 215K | 0.01 |
| Academy Sports & Outdoors, Inc. (Academy Sports & Outdoors Inc) | Long | Equity-common | US | $29M | 542K | 0.21 |
| Acadia Healthcare Co., Inc. (Acadia Healthcare Co Inc) | Long | Equity-common | US | $33M | 515K | 0.24 |
| ACCO Brands Corp. | Long | Equity-common | US | $4M | 845K | 0.03 |
| Accolade, Inc. (Accolade Inc) | Long | Equity-common | US | $1M | 338K | 0.01 |
| ACI Worldwide, Inc. (ACI Worldwide Inc) | Long | Equity-common | US | $23M | 543K | 0.17 |
| Acme United Corp. | Long | Equity-common | US | $2M | 36K | 0.01 |
| ACNB Corp. | Long | Equity-common | US | $2M | 38K | 0.01 |
| Acumen Pharmaceuticals, Inc. (Acumen Pharmaceuticals Inc) | Long | Equity-common | US | $22K | 7K | 0.00 |
| Adams Resources & Energy, Inc. (Adams Resources & Energy Inc) | Long | Equity-common | US | $842K | 31K | 0.01 |
| AdaptHealth Corp. | Long | Equity-common | US | $6M | 497K | 0.04 |
| Addus HomeCare Corp. | Long | Equity-common | US | $15M | 121K | 0.10 |
| Adient PLC | Long | Equity-common | IE | $13M | 517K | 0.10 |
| ADT, Inc. (ADT Inc) | Long | Equity-common | US | $9M | 1M | 0.07 |
| Adtalem Global Education, Inc. (Adtalem Global Education Inc) | Long | Equity-common | US | $34M | 439K | 0.25 |
| Advance Auto Parts, Inc. (Advance Auto Parts Inc) | Long | Equity-common | US | $7M | 105K | 0.05 |
| AdvanSix, Inc. (AdvanSix Inc) | Long | Equity-common | US | $5M | 178K | 0.04 |
| Advantage Solutions, Inc. (Advantage Solutions Inc) | Long | Equity-common | US | $2M | 468K | 0.01 |
| Adverum Biotechnologies, Inc. (Adverum Biotechnologies Inc) | Long | Equity-common | US | $43K | 6K | 0.00 |
| AerSale Corp. | Long | Equity-common | US | $327K | 48K | 0.00 |
| Affiliated Managers Group, Inc. (Affiliated Managers Group Inc) | Long | Equity-common | US | $405K | 2K | 0.00 |
| Affimed NV | Long | Equity-common | NL | $18K | 3K | 0.00 |
| Affinity Bancshares, Inc. (Affinity Bancshares Inc) | Long | Equity-common | US | $54K | 3K | 0.00 |
| AGCO Corp. | Long | Equity-common | US | $42M | 445K | 0.30 |
| Agios Pharmaceuticals, Inc. (Agios Pharmaceuticals Inc) | Long | Equity-common | US | $17M | 376K | 0.12 |
| Air Lease Corp. | Long | Equity-common | US | $52M | 1M | 0.37 |
| Air Transport Services Group, Inc. (Air Transport Services Group Inc) | Long | Equity-common | US | $15M | 910K | 0.11 |
| Airgain, Inc. (Airgain Inc) | Long | Equity-common | US | $70K | 9K | 0.00 |
| Alamo Group, Inc. (Alamo Group Inc) | Long | Equity-common | US | $20M | 102K | 0.14 |
| Alaska Air Group, Inc. (Alaska Air Group Inc) | Long | Equity-common | US | $45M | 1M | 0.32 |
| Albany International Corp. | Long | Equity-common | US | $6M | 62K | 0.04 |
| Alcoa Corp. | Long | Equity-common | US | $43M | 1M | 0.31 |
| Alerus Financial Corp. | Long | Equity-common | US | $849K | 38K | 0.01 |
| Alico, Inc. (Alico Inc) | Long | Equity-common | US | $2M | 55K | 0.01 |
| Alight, Inc. (Alight Inc) | Long | Equity-common | US | $19M | 3M | 0.14 |
| Alithya Group, Inc. (Alithya Group Inc) | Long | Equity-common | CA | $23K | 17K | 0.00 |
| Allegiant Travel Co. | Long | Equity-common | US | $9M | 152K | 0.06 |
| Allient, Inc. (Allient Inc) | Long | Equity-common | US | $2M | 55K | 0.01 |
| Allogene Therapeutics, Inc. (Allogene Therapeutics Inc) | Long | Equity-common | US | $1M | 430K | 0.01 |
| Ally Financial, Inc. (Ally Financial Inc) | Long | Equity-common | US | $94M | 2M | 0.67 |
| Alpha & Omega Semiconductor Ltd. | Long | Equity-common | BM | $10M | 235K | 0.07 |
| Alpha Metallurgical Resources, Inc. (Alpha Metallurgical Resources Inc) | Long | Equity-common | US | $31M | 106K | 0.23 |
| Alpha Pro Tech Ltd. | Long | Equity-common | US | $116K | 20K | 0.00 |
| Alta Equipment Group, Inc. (Alta Equipment Group Inc) | Long | Equity-common | US | $722K | 69K | 0.01 |
| Alto Ingredients, Inc. (Alto Ingredients Inc) | Long | Equity-common | US | $547K | 344K | 0.00 |
| Altus Power, Inc. (Altus Power Inc) | Long | Equity-common | US | $2M | 477K | 0.01 |
| Amalgamated Financial Corp. | Long | Equity-common | US | $7M | 212K | 0.05 |
| Ambac Financial Group, Inc. (Ambac Financial Group Inc) | Long | Equity-common | US | $5M | 409K | 0.04 |
| AMC Networks, Inc. (AMC Networks Inc) | Long | Equity-common | US | $3M | 255K | 0.02 |
| AMCON Distributing Co. | Long | Equity-common | US | $338K | 2K | 0.00 |
| Amedisys, Inc. (Amedisys Inc) | Long | Equity-common | US | $7M | 72K | 0.05 |
| Amerant Bancorp, Inc. (Amerant Bancorp Inc) | Long | Equity-common | US | $3M | 141K | 0.02 |
| Ameresco, Inc. (Ameresco Inc) | Long | Equity-common | US | $237K | 8K | 0.00 |
| America's Car-Mart, Inc. (America's Car-Mart Inc/TX) | Long | Equity-common | US | $3M | 42K | 0.02 |
| American Axle & Manufacturing Holdings, Inc. (American Axle & Manufacturing Holdings Inc) | Long | Equity-common | US | $9M | 1M | 0.06 |
| American Eagle Outfitters, Inc. (American Eagle Outfitters Inc) | Long | Equity-common | US | $34M | 2M | 0.25 |
| American Outdoor Brands, Inc. (American Outdoor Brands Inc) | Long | Equity-common | US | $1M | 129K | 0.01 |
| American Public Education, Inc. (American Public Education Inc) | Long | Equity-common | US | $2M | 116K | 0.02 |
| American Shared Hospital Services | Long | Equity-common | US | $56K | 18K | 0.00 |
| American Software, Inc. (American Software Inc/GA) | Long | Equity-common | US | $1M | 121K | 0.01 |
| American Vanguard Corp. | Long | Equity-common | US | $2M | 162K | 0.01 |
| American Woodmark Corp. | Long | Equity-common | US | $17M | 166K | 0.12 |
| Ameris Bancorp | Long | Equity-common | US | $32M | 526K | 0.23 |
| AmeriServ Financial, Inc. (AmeriServ Financial Inc) | Long | Equity-common | US | $321K | 128K | 0.00 |
| Ames National Corp. | Long | Equity-common | US | $921K | 42K | 0.01 |
| Amkor Technology, Inc. (Amkor Technology Inc) | Long | Equity-common | US | $64M | 2M | 0.46 |
| AMMO, Inc. (AMMO Inc) | Long | Equity-common | US | $87K | 48K | 0.00 |
| AMN Healthcare Services, Inc. (AMN Healthcare Services Inc) | Long | Equity-common | US | $446K | 7K | 0.00 |
| Amneal Pharmaceuticals, Inc. (Amneal Pharmaceuticals Inc) | Long | Equity-common | US | $1M | 199K | 0.01 |
| Ampco-Pittsburgh Corp. | Long | Equity-common | US | $109K | 69K | 0.00 |
| Amplify Energy Corp. | Long | Equity-common | US | $3M | 352K | 0.02 |
| AMREP Corp. | Long | Equity-common | US | $284K | 11K | 0.00 |
| Amtech Systems, Inc. (Amtech Systems Inc) | Long | Equity-common | US | $630K | 110K | 0.00 |
| Andersons, Inc. (Andersons Inc/The) | Long | Equity-common | US | $18M | 335K | 0.13 |
| Angi, Inc. (Angi Inc) | Long | Equity-common | US | $404K | 174K | 0.00 |
| AngioDynamics, Inc. (AngioDynamics Inc) | Long | Equity-common | US | $1M | 188K | 0.01 |
| ANI Pharmaceuticals, Inc. (ANI Pharmaceuticals Inc) | Long | Equity-common | US | $5M | 73K | 0.03 |
| Anika Therapeutics, Inc. (Anika Therapeutics Inc) | Long | Equity-common | US | $3M | 127K | 0.02 |
| Antero Resources Corp. | Long | Equity-common | US | $66M | 2M | 0.47 |
| Anywhere Real Estate, Inc. (Anywhere Real Estate Inc) | Long | Equity-common | US | $4M | 902K | 0.03 |
| APA Corp. | Long | Equity-common | US | $14M | 460K | 0.10 |
| Apogee Enterprises, Inc. (Apogee Enterprises Inc) | Long | Equity-common | US | $15M | 222K | 0.11 |
| Applied Optoelectronics, Inc. (Applied Optoelectronics Inc) | Long | Equity-common | US | $301K | 32K | 0.00 |
| Aprea Therapeutics, Inc. (Aprea Therapeutics Inc) | Long | Equity-common | US | $8K | 2K | 0.00 |
| Aramark | Long | Equity-common | US | $6M | 183K | 0.04 |
| ARC Document Solutions, Inc. (ARC Document Solutions Inc) | Long | Equity-common | US | $625K | 205K | 0.00 |
| Arcadium Lithium PLC | Long | Equity-common | JE | $4M | 1M | 0.03 |
| ArcBest Corp. | Long | Equity-common | US | $32M | 254K | 0.23 |
| Arch Resources, Inc. (Arch Resources Inc) | Long | Equity-common | US | $20M | 137K | 0.14 |
| Archrock, Inc. (Archrock Inc) | Long | Equity-common | US | $31M | 1M | 0.22 |
| Arcosa, Inc. (Arcosa Inc) | Long | Equity-common | US | $31M | 335K | 0.22 |
| Arcturus Therapeutics Holdings, Inc. (Arcturus Therapeutics Holdings Inc) | Long | Equity-common | US | $2M | 89K | 0.02 |
| Ardmore Shipping Corp. | Long | Equity-common | MH | $9M | 424K | 0.07 |
| Argan, Inc. (Argan Inc) | Long | Equity-common | US | $11M | 138K | 0.08 |
| Aris Water Solutions, Inc. (Aris Water Solutions Inc) | Long | Equity-common | US | $810K | 46K | 0.01 |
| Ark Restaurants Corp. | Long | Equity-common | US | $483K | 34K | 0.00 |
| Arq, Inc. (Arq Inc) | Long | Equity-common | US | $127K | 19K | 0.00 |
| Arrow Electronics, Inc. (Arrow Electronics Inc) | Long | Equity-common | US | $59M | 478K | 0.42 |
| Arrow Financial Corp. | Long | Equity-common | US | $4M | 113K | 0.03 |
| Artivion, Inc. (Artivion Inc) | Long | Equity-common | US | $5M | 198K | 0.04 |
| Asbury Automotive Group, Inc. (Asbury Automotive Group Inc) | Long | Equity-common | US | $39M | 146K | 0.28 |
| Ascent Industries Co. | Long | Equity-common | US | $731K | 73K | 0.01 |
| Ashland, Inc. (Ashland Inc) | Long | Equity-common | US | $37M | 378K | 0.26 |
| Aspen Aerogels, Inc. (Aspen Aerogels Inc) | Long | Equity-common | US | $1M | 56K | 0.01 |
| Aspen Technology, Inc. (Aspen Technology Inc) | Long | Equity-common | US | $11M | 61K | 0.08 |
| AssetMark Financial Holdings, Inc. (AssetMark Financial Holdings Inc) | Long | Equity-common | US | $3M | 94K | 0.02 |
| Associated Banc-Corp. | Long | Equity-common | US | $34M | 1M | 0.25 |
| Associated Capital Group, Inc. (Associated Capital Group Inc) | Long | Equity-common | US | $631K | 19K | 0.00 |
| Assured Guaranty Ltd. | Long | Equity-common | BM | $42M | 512K | 0.30 |
| Astec Industries, Inc. (Astec Industries Inc) | Long | Equity-common | US | $8M | 238K | 0.06 |
| Astronics Corp. | Long | Equity-common | US | $4M | 156K | 0.03 |
| Astronics Corp. | Long | Equity-common | US | $116K | 5K | 0.00 |
| AstroNova, Inc. (AstroNova Inc) | Long | Equity-common | US | $1M | 71K | 0.01 |
| Asure Software, Inc. (Asure Software Inc) | Long | Equity-common | US | $2M | 152K | 0.01 |
| Atea Pharmaceuticals, Inc. (Atea Pharmaceuticals Inc) | Long | Equity-common | US | $373K | 98K | 0.00 |
| Athira Pharma, Inc. (Athira Pharma Inc) | Long | Equity-common | US | $423K | 133K | 0.00 |
| Atlantic Union Bankshares Corp. | Long | Equity-common | US | $29M | 705K | 0.21 |
| Atlanticus Holdings Corp. | Long | Equity-common | US | $3M | 90K | 0.02 |
| ATN International, Inc. (ATN International Inc) | Long | Equity-common | US | $3M | 112K | 0.02 |
| aTyr Pharma, Inc. (aTyr Pharma Inc) | Long | Equity-common | US | $87K | 44K | 0.00 |
| Auburn National BanCorp, Inc. (Auburn National BanCorp Inc) | Long | Equity-common | US | $13K | 692 | 0.00 |
| Aura Biosciences, Inc. (Aura Biosciences Inc) | Long | Equity-common | US | $13K | 1K | 0.00 |
| AutoNation, Inc. (AutoNation Inc) | Long | Equity-common | US | $57M | 299K | 0.41 |
| Avalon Holdings Corp. | Long | Equity-common | US | $22K | 10K | 0.00 |
| Avanos Medical, Inc. (Avanos Medical Inc) | Long | Equity-common | US | $8M | 347K | 0.06 |
| Aviat Networks, Inc. (Aviat Networks Inc) | Long | Equity-common | US | $2M | 54K | 0.01 |
| Avidity Biosciences, Inc. (Avidity Biosciences Inc) | Long | Equity-common | US | $3M | 64K | 0.02 |
| Avient Corp. | Long | Equity-common | US | $18M | 397K | 0.13 |
| Avnet, Inc. (Avnet Inc) | Long | Equity-common | US | $51M | 943K | 0.36 |
| Aware, Inc. (Aware Inc/MA) | Long | Equity-common | US | $198K | 95K | 0.00 |
| Axis Capital Holdings Ltd. | Long | Equity-common | BM | $54M | 718K | 0.39 |
| Axos Financial, Inc. (Axos Financial Inc) | Long | Equity-common | US | $37M | 511K | 0.27 |
| AXT, Inc. (AXT Inc) | Long | Equity-common | US | $343K | 94K | 0.00 |
| Aytu BioPharma, Inc. (Aytu BioPharma Inc) | Long | Equity-common | US | $16K | 6K | 0.00 |
| Azenta, Inc. (Azenta Inc) | Long | Equity-common | US | $26M | 418K | 0.19 |
| AZZ, Inc. (AZZ Inc) | Long | Equity-common | US | $11M | 140K | 0.08 |
| B&G Foods, Inc. (B&G Foods Inc) | Long | Equity-common | US | $2M | 204K | 0.01 |
| Bally's Corp. | Long | Equity-common | US | $307K | 18K | 0.00 |
| Banc of California, Inc. (Banc of California Inc) | Long | Equity-common | US | $5M | 364K | 0.04 |
| BancFirst Corp. | Long | Equity-common | US | $523K | 5K | 0.00 |
| Bandwidth, Inc. (Bandwidth Inc) | Long | Equity-common | US | $4M | 195K | 0.03 |
| Bank First Corp. | Long | Equity-common | US | $24K | 264 | 0.00 |
| Bank of Hawaii Corp. | Long | Equity-common | US | $704K | 10K | 0.01 |
| Bank of Marin Bancorp | Long | Equity-common | US | $1M | 71K | 0.01 |
| Bank of NT Butterfield & Son Ltd. (Bank of NT Butterfield & Son Ltd/The) | Long | Equity-common | BM | $8M | 209K | 0.06 |
| Bank of the James Financial Group, Inc. (Bank of the James Financial Group Inc) | Long | Equity-common | US | $54K | 4K | 0.00 |
| Bank OZK | Long | Equity-common | US | $47M | 994K | 0.33 |
| Bank7 Corp. | Long | Equity-common | US | $1M | 30K | 0.01 |
| BankFinancial Corp. | Long | Equity-common | US | $2M | 145K | 0.01 |
| BankUnited, Inc. (BankUnited Inc) | Long | Equity-common | US | $20M | 523K | 0.14 |
| Bankwell Financial Group, Inc. (Bankwell Financial Group Inc) | Long | Equity-common | US | $1M | 42K | 0.01 |
| Banner Corp. | Long | Equity-common | US | $14M | 243K | 0.10 |
| Bar Harbor Bankshares | Long | Equity-common | US | $3M | 102K | 0.02 |
| Barnes Group, Inc. (Barnes Group Inc) | Long | Equity-common | US | $18M | 457K | 0.13 |
| Bassett Furniture Industries, Inc. (Bassett Furniture Industries Inc) | Long | Equity-common | US | $1M | 93K | 0.01 |
| BayCom Corp. | Long | Equity-common | US | $2M | 88K | 0.02 |
| BCB Bancorp, Inc. (BCB Bancorp Inc) | Long | Equity-common | US | $1M | 97K | 0.01 |
| Beacon Roofing Supply, Inc. (Beacon Roofing Supply Inc) | Long | Equity-common | US | $25M | 243K | 0.18 |
| Beazer Homes USA, Inc. (Beazer Homes USA Inc) | Long | Equity-common | US | $5M | 152K | 0.04 |
| Bel Fuse, Inc. (Bel Fuse Inc) | Long | Equity-common | US | $9M | 116K | 0.06 |
| Bel Fuse, Inc. (Bel Fuse Inc) | Long | Equity-common | US | $287K | 3K | 0.00 |
| Belden, Inc. (Belden Inc) | Long | Equity-common | US | $10M | 105K | 0.07 |
| Benchmark Electronics, Inc. (Benchmark Electronics Inc) | Long | Equity-common | US | $16M | 342K | 0.12 |
| Berkshire Hills Bancorp, Inc. (Berkshire Hills Bancorp Inc) | Long | Equity-common | US | $10M | 363K | 0.07 |
| Berry Corp. | Long | Equity-common | US | $4M | 613K | 0.03 |
| Berry Global Group, Inc. (Berry Global Group Inc) | Long | Equity-common | US | $20M | 298K | 0.14 |
| BGSF, Inc. (BGSF Inc) | Long | Equity-common | US | $511K | 60K | 0.00 |
| Big 5 Sporting Goods Corp. | Long | Equity-common | US | $63K | 31K | 0.00 |
| Biglari Holdings, Inc. (Biglari Holdings Inc) | Long | Equity-common | US | $3M | 15K | 0.02 |
| Biglari Holdings, Inc. (Biglari Holdings Inc) | Long | Equity-common | US | $914K | 943 | 0.01 |
| Bio-Rad Laboratories, Inc. (Bio-Rad Laboratories Inc) | Long | Equity-common | US | $28M | 83K | 0.20 |
| BioAtla, Inc. (BioAtla Inc) | Long | Equity-common | US | $91K | 50K | 0.00 |
| BJ's Restaurants, Inc. (BJ's Restaurants Inc) | Long | Equity-common | US | $5M | 170K | 0.04 |
| BK Technologies Corp. | Long | Equity-common | US | $60K | 5K | 0.00 |
| Blade Air Mobility, Inc. (Blade Air Mobility Inc) | Long | Equity-common | US | $956K | 290K | 0.01 |
| Blue Foundry Bancorp | Long | Equity-common | US | $2M | 154K | 0.01 |
| Blue Ridge Bankshares, Inc. (Blue Ridge Bankshares Inc) | Long | Equity-common | US | $41K | 15K | 0.00 |
| BlueLinx Holdings, Inc. (BlueLinx Holdings Inc) | Long | Equity-common | US | $11M | 91K | 0.08 |
| BM Technologies, Inc. (BM Technologies Inc) | Long | Equity-common | US | $5K | 2K | 0.00 |
| Boise Cascade Co. | Long | Equity-common | US | $51M | 359K | 0.37 |
| BOK Financial Corp. | Long | Equity-common | US | $45M | 435K | 0.32 |
| BorgWarner, Inc. (BorgWarner Inc) | Long | Equity-common | US | $60M | 2M | 0.43 |
| Boston Beer Co., Inc. (Boston Beer Co Inc/The) | Long | Equity-common | US | $2M | 7K | 0.01 |
| Boston Omaha Corp. | Long | Equity-common | US | $3M | 189K | 0.02 |
| Brady Corp. | Long | Equity-common | US | $7M | 99K | 0.05 |
| Bread Financial Holdings, Inc. (Bread Financial Holdings Inc) | Long | Equity-common | US | $28M | 504K | 0.20 |
| Bridgewater Bancshares, Inc. (Bridgewater Bancshares Inc) | Long | Equity-common | US | $2M | 111K | 0.01 |
| Bridgford Foods Corp. | Long | Equity-common | US | $16K | 2K | 0.00 |
| Brightcove, Inc. (Brightcove Inc) | Long | Equity-common | US | $28K | 12K | 0.00 |
| Brighthouse Financial, Inc. (Brighthouse Financial Inc) | Long | Equity-common | US | $26M | 527K | 0.19 |
| BrightView Holdings, Inc. (BrightView Holdings Inc) | Long | Equity-common | US | $5M | 347K | 0.04 |
| Bristow Group, Inc. (Bristow Group Inc) | Long | Equity-common | US | $7M | 185K | 0.05 |
| Broadway Financial Corp. (Broadway Financial Corp/DE) | Long | Equity-common | US | $24K | 5K | 0.00 |
| Broadwind, Inc. (Broadwind Inc) | Long | Equity-common | US | $164K | 50K | 0.00 |
| Brookdale Senior Living, Inc. (Brookdale Senior Living Inc) | Long | Equity-common | US | $9M | 1M | 0.07 |
| Brookfield Asset Management Ltd. | Long | Equity-common | CA | $3M | 71K | 0.02 |
| Brookfield Infrastructure Corp. | Long | Equity-common | CA | $26M | 660K | 0.18 |
| Brookfield Renewable Corp. | Long | Equity-common | CA | $12M | 419K | 0.08 |
| Brookline Bancorp, Inc. (Brookline Bancorp Inc) | Long | Equity-common | US | $8M | 749K | 0.06 |
| Brunswick Corp. (Brunswick Corp/DE) | Long | Equity-common | US | $23M | 288K | 0.17 |
| Build-A-Bear Workshop, Inc. (Build-A-Bear Workshop Inc) | Long | Equity-common | US | $2M | 65K | 0.01 |
| Bumble, Inc. (Bumble Inc) | Long | Equity-common | US | $4M | 423K | 0.03 |
| Burke & Herbert Financial Services Corp. | Long | Equity-common | US | $3M | 50K | 0.02 |
| Business First Bancshares, Inc. (Business First Bancshares Inc) | Long | Equity-common | US | $2M | 79K | 0.01 |
| BV Financial, Inc. (BV Financial Inc) | Long | Equity-common | US | $30K | 2K | 0.00 |
| Byline Bancorp, Inc. (Byline Bancorp Inc) | Long | Equity-common | US | $8M | 278K | 0.06 |
| C&F Financial Corp. | Long | Equity-common | US | $1M | 20K | 0.01 |
| C4 Therapeutics, Inc. (C4 Therapeutics Inc) | Long | Equity-common | US | $663K | 99K | 0.00 |
| Cable One, Inc. (Cable One Inc) | Long | Equity-common | US | $6M | 15K | 0.05 |
| Cadeler AS (Cadeler A/S) | Long | Equity-common | DK | $811K | 31K | 0.01 |
| Cadence Bank | Long | Equity-common | US | $47M | 1M | 0.34 |
| Caesars Entertainment, Inc. (Caesars Entertainment Inc) | Long | Equity-common | US | $3M | 67K | 0.02 |
| Cal-Maine Foods, Inc. (Cal-Maine Foods Inc) | Long | Equity-common | US | $31M | 438K | 0.22 |
| Calavo Growers, Inc. (Calavo Growers Inc) | Long | Equity-common | US | $2M | 104K | 0.02 |
| Caledonia Mining Corp. PLC (Caledonia Mining Corp PLC) | Long | Equity-common | JE | $260K | 22K | 0.00 |
| Caleres, Inc. (Caleres Inc) | Long | Equity-common | US | $13M | 333K | 0.09 |
| California BanCorp | Long | Equity-common | US | $280K | 11K | 0.00 |
| California First Leasing Corp. | Long | Equity-common | US | $15K | 755 | 0.00 |
| California Resources Corp. | Long | Equity-common | US | $25M | 494K | 0.18 |
| Calix, Inc. (Calix Inc) | Long | Equity-common | US | $3M | 76K | 0.02 |
| Cambium Networks Corp. | Long | Equity-common | KY | $4K | 2K | 0.00 |
| Camden National Corp. | Long | Equity-common | US | $4M | 98K | 0.03 |
| Capital Bancorp, Inc. (Capital Bancorp Inc) | Long | Equity-common | US | $1M | 52K | 0.01 |
| Capital City Bank Group, Inc. (Capital City Bank Group Inc) | Long | Equity-common | US | $6M | 158K | 0.04 |
| Capitol Federal Financial, Inc. (Capitol Federal Financial Inc) | Long | Equity-common | US | $5M | 753K | 0.03 |
| Capri Holdings Ltd. | Long | Equity-common | VG | $8M | 250K | 0.06 |
| Cardlytics, Inc. (Cardlytics Inc) | Long | Equity-common | US | $528K | 64K | 0.00 |
| CareDx, Inc. (CareDx Inc) | Long | Equity-common | US | $1M | 71K | 0.01 |
| Caribou Biosciences, Inc. (Caribou Biosciences Inc) | Long | Equity-common | US | $922K | 397K | 0.01 |
| CarParts.com, Inc. (CarParts.com Inc) | Long | Equity-common | US | $95K | 94K | 0.00 |
| Carpenter Technology Corp. | Long | Equity-common | US | $41M | 280K | 0.29 |
| Carriage Services, Inc. (Carriage Services Inc) | Long | Equity-common | US | $2M | 59K | 0.01 |
| Cars.com, Inc. (Cars.com Inc) | Long | Equity-common | US | $11M | 535K | 0.08 |
| Carter Bankshares, Inc. (Carter Bankshares Inc) | Long | Equity-common | US | $2M | 145K | 0.02 |
| Carter's, Inc. (Carter's Inc) | Long | Equity-common | US | $3M | 53K | 0.02 |
| Castle Biosciences, Inc. (Castle Biosciences Inc) | Long | Equity-common | US | $4M | 168K | 0.03 |
| Cathay General Bancorp | Long | Equity-common | US | $23M | 510K | 0.16 |
| Cato Corp. (Cato Corp/The) | Long | Equity-common | US | $1M | 245K | 0.01 |
| Cavco Industries, Inc. (Cavco Industries Inc) | Long | Equity-common | US | $29M | 69K | 0.21 |
| CCUR Holdings, Inc. (CCUR Holdings Inc) | Long | Equity-common | US | $35K | 14 | 0.00 |
| CECO Environmental Corp. | Long | Equity-common | US | $9M | 292K | 0.06 |
| Central Garden & Pet Co. | Long | Equity-common | US | $17M | 486K | 0.12 |
| Central Garden & Pet Co. | Long | Equity-common | US | $4M | 112K | 0.03 |
| Central Pacific Financial Corp. | Long | Equity-common | US | $5M | 191K | 0.04 |
| Century Casinos, Inc. (Century Casinos Inc) | Long | Equity-common | US | $6K | 2K | 0.00 |
| Century Communities, Inc. (Century Communities Inc) | Long | Equity-common | US | $33M | 314K | 0.24 |
| Century Therapeutics, Inc. (Century Therapeutics Inc) | Long | Equity-common | US | $53K | 24K | 0.00 |
| Cerence, Inc. (Cerence Inc) | Long | Equity-common | US | $481K | 151K | 0.00 |
| Certara, Inc. (Certara Inc) | Long | Equity-common | US | $8M | 500K | 0.06 |
| CEVA, Inc. (CEVA Inc) | Long | Equity-common | US | $478K | 24K | 0.00 |
| CF Bankshares, Inc. (CF Bankshares Inc) | Long | Equity-common | US | $2K | 88 | 0.00 |
| Chefs' Warehouse, Inc. (Chefs' Warehouse Inc/The) | Long | Equity-common | US | $1M | 33K | 0.01 |
| Chegg, Inc. (Chegg Inc) | Long | Equity-common | US | $4M | 1M | 0.03 |
| Chemung Financial Corp. | Long | Equity-common | US | $1M | 25K | 0.01 |
| Chesapeake Energy Corp. | Long | Equity-common | US | $72M | 949K | 0.52 |
| Chicago Rivet & Machine Co. | Long | Equity-common | US | $39K | 3K | 0.00 |
| Chord Energy Corp. | Long | Equity-common | US | $41M | 236K | 0.29 |
| Chuy's Holdings, Inc. (Chuy's Holdings Inc) | Long | Equity-common | US | $7M | 182K | 0.05 |
| Citi Trends, Inc. (Citi Trends Inc) | Long | Equity-common | US | $879K | 45K | 0.01 |
| Citizens & Northern Corp. | Long | Equity-common | US | $2M | 101K | 0.01 |
| Citizens Community Bancorp, Inc. (Citizens Community Bancorp Inc/WI) | Long | Equity-common | US | $285K | 22K | 0.00 |
| City Holding Co. | Long | Equity-common | US | $1M | 11K | 0.01 |
| Civeo Corp. | Long | Equity-common | CA | $2M | 69K | 0.01 |
| Civista Bancshares, Inc. (Civista Bancshares Inc) | Long | Equity-common | US | $2M | 105K | 0.01 |
| Civitas Resources, Inc. (Civitas Resources Inc) | Long | Equity-common | US | $5M | 74K | 0.04 |
| Clarivate PLC | Long | Equity-common | JE | $17M | 2M | 0.12 |
| Clarus Corp. | Long | Equity-common | US | $940K | 156K | 0.01 |
| Clean Energy Fuels Corp. | Long | Equity-common | US | $5M | 2M | 0.04 |
| Cleanspark, Inc. (Cleanspark Inc) | Long | Equity-common | US | $27M | 2M | 0.19 |
| Clearfield, Inc. (Clearfield Inc) | Long | Equity-common | US | $525K | 12K | 0.00 |
| Clearwater Paper Corp. | Long | Equity-common | US | $9M | 159K | 0.06 |
| Cleveland-Cliffs, Inc. (Cleveland-Cliffs Inc) | Long | Equity-common | US | $47M | 3M | 0.34 |
| Climb Global Solutions, Inc. (Climb Global Solutions Inc) | Long | Equity-common | US | $2M | 22K | 0.01 |
| CNB Financial Corp. (CNB Financial Corp/PA) | Long | Equity-common | US | $3M | 113K | 0.02 |
| CNH Industrial NV | Long | Equity-common | NL | $7M | 655K | 0.05 |
| CNO Financial Group, Inc. (CNO Financial Group Inc) | Long | Equity-common | US | $28M | 789K | 0.20 |
| CNX Resources Corp. | Long | Equity-common | US | $38M | 1M | 0.28 |
| Coastal Financial Corp. (Coastal Financial Corp/WA) | Long | Equity-common | US | $1M | 24K | 0.01 |
| Cocrystal Pharma, Inc. (Cocrystal Pharma Inc) | Long | Equity-common | US | $18K | 9K | 0.00 |
| Coeur Mining, Inc. (Coeur Mining Inc) | Long | Equity-common | US | $27M | 4M | 0.20 |
| Cohen & Co., Inc. (Cohen & Co Inc) | Long | Equity-common | US | $12K | 1K | 0.00 |
| Coherent Corp. | Long | Equity-common | US | $43M | 614K | 0.31 |
| Cohu, Inc. (Cohu Inc) | Long | Equity-common | US | $15M | 460K | 0.11 |
| Colony Bankcorp, Inc. (Colony Bankcorp Inc) | Long | Equity-common | US | $1M | 91K | 0.01 |
| Columbia Banking System, Inc. (Columbia Banking System Inc) | Long | Equity-common | US | $8M | 293K | 0.06 |
| Columbia Financial, Inc. (Columbia Financial Inc) | Long | Equity-common | US | $5M | 283K | 0.04 |
| Columbus McKinnon Corp. (Columbus McKinnon Corp/NY) | Long | Equity-common | US | $10M | 258K | 0.07 |
| Comerica, Inc. (Comerica Inc) | Long | Equity-common | US | $45M | 826K | 0.32 |
| Commercial Metals Co. | Long | Equity-common | US | $62M | 1M | 0.44 |
| Commercial Vehicle Group, Inc. (Commercial Vehicle Group Inc) | Long | Equity-common | US | $2M | 295K | 0.01 |
| Community Financial System, Inc. (Community Financial System Inc) | Long | Equity-common | US | $16M | 253K | 0.11 |
| Community Trust Bancorp, Inc. (Community Trust Bancorp Inc) | Long | Equity-common | US | $9M | 173K | 0.06 |
| Community West Bancshares | Long | Equity-common | US | $2M | 84K | 0.01 |
| Compass Minerals International, Inc. (Compass Minerals International Inc) | Long | Equity-common | US | $2M | 143K | 0.01 |
| CompX International, Inc. (CompX International Inc) | Long | Equity-common | US | $293K | 11K | 0.00 |
| Comstock Resources, Inc. (Comstock Resources Inc) | Long | Equity-common | US | $17M | 2M | 0.12 |
| Comtech Telecommunications Corp. | Long | Equity-common | US | $364K | 112K | 0.00 |
| Concentrix Corp. | Long | Equity-common | US | $12M | 176K | 0.09 |
| Concrete Pumping Holdings, Inc. (Concrete Pumping Holdings Inc) | Long | Equity-common | US | $1M | 221K | 0.01 |
| Conduent, Inc. (Conduent Inc) | Long | Equity-common | US | $6M | 2M | 0.04 |
| CONMED Corp. | Long | Equity-common | US | $5M | 69K | 0.03 |
| ConnectOne Bancorp, Inc. (ConnectOne Bancorp Inc) | Long | Equity-common | US | $7M | 286K | 0.05 |
| CONSOL Energy, Inc. (CONSOL Energy Inc) | Long | Equity-common | US | $31M | 312K | 0.22 |
| Consolidated Communications Holdings, Inc. (Consolidated Communications Holdings Inc) | Long | Equity-common | US | $4M | 879K | 0.03 |
| Consumer Portfolio Services, Inc. (Consumer Portfolio Services Inc) | Long | Equity-common | US | $2M | 217K | 0.01 |
| Container Store Group, Inc. (Container Store Group Inc/The) | Long | Equity-common | US | $53K | 60K | 0.00 |
| Copa Holdings SA | Long | Equity-common | PA | $7M | 83K | 0.05 |
| Core Molding Technologies, Inc. (Core Molding Technologies Inc) | Long | Equity-common | US | $696K | 38K | 0.00 |
| Corsair Gaming, Inc. (Corsair Gaming Inc) | Long | Equity-common | US | $3M | 327K | 0.02 |
| Costa Communications, Inc. (CONTRA COMMUNICATIONS) | Derivative-equity | US | $12K | 18K | 0.00 | |
| Costamare, Inc. (Costamare Inc) | Long | Equity-common | MH | $13M | 846K | 0.09 |
| Covenant Logistics Group, Inc. (Covenant Logistics Group Inc) | Long | Equity-common | US | $5M | 91K | 0.04 |
| CPI Aerostructures, Inc. (CPI Aerostructures Inc) | Long | Equity-common | US | $85K | 35K | 0.00 |
| CRA International, Inc. (CRA International Inc) | Long | Equity-common | US | $3M | 20K | 0.02 |
| Creative Realities, Inc. (Creative Realities Inc) | Long | Equity-common | US | $29K | 6K | 0.00 |
| Crescent Energy Co. | Long | Equity-common | US | $4M | 306K | 0.03 |
| Cross Country Healthcare, Inc. (Cross Country Healthcare Inc) | Long | Equity-common | US | $9M | 486K | 0.06 |
| CrossFirst Bankshares, Inc. (CrossFirst Bankshares Inc) | Long | Equity-common | US | $5M | 256K | 0.03 |
| Crown Crafts, Inc. (Crown Crafts Inc) | Long | Equity-common | US | $166K | 33K | 0.00 |
| CryoPort, Inc. (CryoPort Inc) | Long | Equity-common | US | $208K | 23K | 0.00 |
| CSP, Inc. (CSP Inc) | Long | Equity-common | US | $318K | 21K | 0.00 |
| CTS Corp. | Long | Equity-common | US | $11M | 226K | 0.08 |
| Cullinan Therapeutics, Inc. (Cullinan Therapeutics Inc) | Long | Equity-common | US | $2M | 81K | 0.01 |
| Culp, Inc. (Culp Inc) | Long | Equity-common | US | $424K | 84K | 0.00 |
| Cumberland Pharmaceuticals, Inc. (Cumberland Pharmaceuticals Inc) | Long | Equity-common | US | $114K | 80K | 0.00 |
| Cumulus Media, Inc. (Cumulus Media Inc) | Long | Equity-common | US | $241K | 120K | 0.00 |
| Cushman & Wakefield PLC | Long | Equity-common | GB | $20M | 2M | 0.15 |
| Custom Truck One Source, Inc. (Custom Truck One Source Inc) | Long | Equity-common | US | $1M | 243K | 0.01 |
| Customers Bancorp, Inc. (Customers Bancorp Inc) | Long | Equity-common | US | $20M | 317K | 0.15 |
| CVB Financial Corp. | Long | Equity-common | US | $17M | 914K | 0.12 |
| Cytek Biosciences, Inc. (Cytek Biosciences Inc) | Long | Equity-common | US | $119K | 18K | 0.00 |
| Daily Journal Corp. | Long | Equity-common | US | $2M | 3K | 0.01 |
| Daktronics, Inc. (Daktronics Inc) | Long | Equity-common | US | $5M | 336K | 0.04 |
| Dana, Inc. (Dana Inc) | Long | Equity-common | US | $12M | 973K | 0.09 |
| Darling Ingredients, Inc. (Darling Ingredients Inc) | Long | Equity-common | US | $26M | 653K | 0.19 |
| Data I/O Corp. | Long | Equity-common | US | $213K | 82K | 0.00 |
| Definitive Healthcare Corp. | Long | Equity-common | US | $1M | 365K | 0.01 |
| Delek U.S. Holdings, Inc. (Delek US Holdings Inc) | Long | Equity-common | US | $16M | 654K | 0.11 |
| Deluxe Corp. | Long | Equity-common | US | $5M | 195K | 0.03 |
| Dentsply Sirona, Inc. (DENTSPLY SIRONA Inc) | Long | Equity-common | US | $4M | 145K | 0.03 |
| Design Therapeutics, Inc. (Design Therapeutics Inc) | Long | Equity-common | US | $27K | 5K | 0.00 |
| Designer Brands, Inc. (Designer Brands Inc) | Long | Equity-common | US | $3M | 423K | 0.02 |
| Destination XL Group, Inc. (Destination XL Group Inc) | Long | Equity-common | US | $752K | 202K | 0.01 |
| DFA Investment Trust Co. (The DFA Investment Trust Company) | Long | Equity-common | US | $1B | 88M | 7.25 |
| DFA Short Term Investment Fund (Dimensional Holdings Inc.) | Long | Short-term investment vehicle | US | $913M | 913M | 6.54 |
| DHI Group, Inc. (DHI Group Inc) | Long | Equity-common | US | $415K | 196K | 0.00 |
| DHT Holdings, Inc. (DHT Holdings Inc) | Long | Equity-common | MH | $19M | 2M | 0.14 |
| Diamond Offshore Drilling, Inc. (Diamond Offshore Drilling Inc) | Long | Equity-common | US | $473K | 29K | 0.00 |
| Diebold Nixdorf, Inc. (Diebold Nixdorf Inc) | Long | Equity-common | US | $669K | 15K | 0.00 |
| Digi International, Inc. (Digi International Inc) | Long | Equity-common | US | $9M | 345K | 0.07 |
| DigitalBridge Group, Inc. (DigitalBridge Group Inc) | Long | Equity-common | US | $4M | 285K | 0.03 |
| Dillard's, Inc. (Dillard's Inc) | Long | Equity-common | US | $18M | 45K | 0.13 |
| Dime Community Bancshares, Inc. (Dime Community Bancshares Inc) | Long | Equity-common | US | $5M | 183K | 0.03 |
| Diodes, Inc. (Diodes Inc) | Long | Equity-common | US | $23M | 289K | 0.16 |
| Distribution Solutions Group, Inc. (Distribution Solutions Group Inc) | Long | Equity-common | US | $3M | 94K | 0.02 |
| DLH Holdings Corp. | Long | Equity-common | US | $416K | 36K | 0.00 |
| DMC Global, Inc. (DMC Global Inc) | Long | Equity-common | US | $3M | 201K | 0.02 |
| DNOW, Inc. (DNOW Inc) | Long | Equity-common | US | $12M | 780K | 0.09 |
| Dole PLC | Long | Equity-common | IE | $949K | 64K | 0.01 |
| Dominari Holdings, Inc. (Dominari Holdings Inc) | Long | Equity-common | US | $12K | 7K | 0.00 |
| Donegal Group, Inc. (Donegal Group Inc) | Long | Equity-common | US | $4M | 280K | 0.03 |
| Dorian LPG Ltd. | Long | Equity-common | MH | $18M | 432K | 0.13 |
| Dorman Products, Inc. (Dorman Products Inc) | Long | Equity-common | US | $7M | 71K | 0.05 |
| DoubleVerify Holdings, Inc. (DoubleVerify Holdings Inc) | Long | Equity-common | US | $3M | 160K | 0.02 |
| Douglas Dynamics, Inc. (Douglas Dynamics Inc) | Long | Equity-common | US | $837K | 29K | 0.01 |
| Douglas Elliman, Inc. (Douglas Elliman Inc) | Long | Equity-common | US | $378K | 184K | 0.00 |
| Dream Finders Homes, Inc. (Dream Finders Homes Inc) | Long | Equity-common | US | $640K | 20K | 0.00 |
| Dril-Quip, Inc. (Dril-Quip Inc) | Long | Equity-common | US | $8M | 474K | 0.06 |
| DT Midstream, Inc. (DT Midstream Inc) | Long | Equity-common | US | $48M | 633K | 0.34 |
| Duckhorn Portfolio, Inc. (Duckhorn Portfolio Inc/The) | Long | Equity-common | US | $4M | 595K | 0.03 |
| Ducommun, Inc. (Ducommun Inc) | Long | Equity-common | US | $9M | 140K | 0.06 |
| Duluth Holdings, Inc. (Duluth Holdings Inc) | Long | Equity-common | US | $663K | 182K | 0.00 |
| Dun & Bradstreet Holdings, Inc. (Dun & Bradstreet Holdings Inc) | Long | Equity-common | US | $36M | 3M | 0.26 |
| DXC Technology Co. | Long | Equity-common | US | $27M | 1M | 0.19 |
| DXP Enterprises, Inc. (DXP Enterprises Inc/TX) | Long | Equity-common | US | $10M | 176K | 0.07 |
| Dycom Industries, Inc. (Dycom Industries Inc) | Long | Equity-common | US | $1M | 7K | 0.01 |
| Dynavax Technologies Corp. | Long | Equity-common | US | $3M | 270K | 0.02 |
| E2open Parent Holdings, Inc. (E2open Parent Holdings Inc) | Long | Equity-common | US | $6M | 1M | 0.04 |
| Eagle Bancorp Montana, Inc. (Eagle Bancorp Montana Inc) | Long | Equity-common | US | $283K | 19K | 0.00 |
| Eagle Bancorp, Inc. (Eagle Bancorp Inc) | Long | Equity-common | US | $3M | 133K | 0.02 |
| Eastern Bankshares, Inc. (Eastern Bankshares Inc) | Long | Equity-common | US | $14M | 837K | 0.10 |
| Eastern Co. (Eastern Co/The) | Long | Equity-common | US | $1M | 44K | 0.01 |
| Eastman Chemical Co. | Long | Equity-common | US | $13M | 124K | 0.09 |
| Eastman Kodak Co. | Long | Equity-common | US | $1M | 183K | 0.01 |
| EchoStar Corp. | Long | Equity-common | US | $4M | 203K | 0.03 |
| Ecovyst, Inc. (Ecovyst Inc) | Long | Equity-common | US | $8M | 855K | 0.06 |
| Edgewell Personal Care Co. | Long | Equity-common | US | $20M | 499K | 0.14 |
| Editas Medicine, Inc. (Editas Medicine Inc) | Long | Equity-common | US | $4M | 687K | 0.03 |
| eGain Corp. | Long | Equity-common | US | $862K | 119K | 0.01 |
| eHealth, Inc. (eHealth Inc) | Long | Equity-common | US | $928K | 175K | 0.01 |
| El Pollo Loco Holdings, Inc. (El Pollo Loco Holdings Inc) | Long | Equity-common | US | $5M | 405K | 0.04 |
| Elanco Animal Health, Inc. (Elanco Animal Health Inc) | Long | Equity-common | US | $32M | 2M | 0.23 |
| Electromed, Inc. (Electromed Inc) | Long | Equity-common | US | $802K | 51K | 0.01 |
| Eledon Pharmaceuticals, Inc. (Eledon Pharmaceuticals Inc) | Long | Equity-common | US | $4K | 2K | 0.00 |
| Element Solutions, Inc. (Element Solutions Inc) | Long | Equity-common | US | $19M | 719K | 0.14 |
| Employers Holdings, Inc. (Employers Holdings Inc) | Long | Equity-common | US | $12M | 249K | 0.09 |
| Enact Holdings, Inc. (Enact Holdings Inc) | Long | Equity-common | US | $6M | 173K | 0.04 |
| Encore Capital Group, Inc. (Encore Capital Group Inc) | Long | Equity-common | US | $12M | 240K | 0.09 |
| Energy Services of America Corp. | Long | Equity-common | US | $13K | 2K | 0.00 |
| EnerSys | Long | Equity-common | US | $15M | 140K | 0.11 |
| Enhabit, Inc. (Enhabit Inc) | Long | Equity-common | US | $5M | 452K | 0.03 |
| Ennis, Inc. (Ennis Inc) | Long | Equity-common | US | $6M | 268K | 0.05 |
| Enova International, Inc. (Enova International Inc) | Long | Equity-common | US | $24M | 282K | 0.17 |
| Enovis Corp. | Long | Equity-common | US | $20M | 417K | 0.14 |
| Enpro, Inc. (Enpro Inc) | Long | Equity-common | US | $25M | 146K | 0.18 |
| Enstar Group Ltd. | Long | Equity-common | BM | $43M | 133K | 0.31 |
| Enterprise Bancorp, Inc. (Enterprise Bancorp Inc/MA) | Long | Equity-common | US | $2M | 56K | 0.01 |
| Enterprise Financial Services Corp. | Long | Equity-common | US | $13M | 252K | 0.10 |
| Entravision Communications Corp. | Long | Equity-common | US | $635K | 290K | 0.00 |
| Enviri Corp. | Long | Equity-common | US | $4M | 376K | 0.03 |
| Envista Holdings Corp. | Long | Equity-common | US | $10M | 587K | 0.07 |
| ePlus, Inc. (ePlus Inc) | Long | Equity-common | US | $19M | 206K | 0.14 |
| Epsilon Energy Ltd. | Long | Equity-common | CA | $216K | 40K | 0.00 |
| Equity Bancshares, Inc. (Equity Bancshares Inc) | Long | Equity-common | US | $4M | 108K | 0.03 |
| Erasca, Inc. (Erasca Inc) | Long | Equity-common | US | $241K | 77K | 0.00 |
| Esab Corp. | Long | Equity-common | US | $18M | 179K | 0.13 |
| Escalade, Inc. (Escalade Inc) | Long | Equity-common | US | $522K | 35K | 0.00 |
| ESCO Technologies, Inc. (ESCO Technologies Inc) | Long | Equity-common | US | $28M | 224K | 0.20 |
| Espey Mfg. & Electronics Corp. | Long | Equity-common | US | $210K | 9K | 0.00 |
| Esquire Financial Holdings, Inc. (Esquire Financial Holdings Inc) | Long | Equity-common | US | $335K | 5K | 0.00 |
| ESSA Bancorp, Inc. (ESSA Bancorp Inc) | Long | Equity-common | US | $685K | 36K | 0.00 |
| Essent Group Ltd. | Long | Equity-common | BM | $45M | 723K | 0.33 |
| Ethan Allen Interiors, Inc. (Ethan Allen Interiors Inc) | Long | Equity-common | US | $8M | 271K | 0.06 |
| Evans Bancorp, Inc. (Evans Bancorp Inc) | Long | Equity-common | US | $762K | 22K | 0.01 |
| EverCommerce, Inc. (EverCommerce Inc) | Long | Equity-common | US | $143K | 12K | 0.00 |
| Everspin Technologies, Inc. (Everspin Technologies Inc) | Long | Equity-common | US | $56K | 9K | 0.00 |
| EVI Industries, Inc. (EVI Industries Inc) | Long | Equity-common | US | $11K | 550 | 0.00 |
| Evolent Health, Inc. (Evolent Health Inc) | Long | Equity-common | US | $2M | 106K | 0.02 |
| Evolution Petroleum Corp. | Long | Equity-common | US | $2M | 292K | 0.01 |
| EW Scripps Co. (EW Scripps Co/The) | Long | Equity-common | US | $2M | 642K | 0.02 |
| Expro Group Holdings NV | Long | Equity-common | NL | $10M | 446K | 0.07 |
| EyePoint Pharmaceuticals, Inc. (EyePoint Pharmaceuticals Inc) | Long | Equity-common | US | $68K | 7K | 0.00 |
| EZCORP, Inc. (EZCORP Inc) | Long | Equity-common | US | $6M | 532K | 0.04 |
| Farmer Bros Co. | Long | Equity-common | US | $227K | 83K | 0.00 |
| Farmers & Merchants Bancorp, Inc. (Farmers & Merchants Bancorp Inc/Archbold OH) | Long | Equity-common | US | $343K | 12K | 0.00 |
| Farmers National Banc Corp. | Long | Equity-common | US | $4M | 232K | 0.03 |
| FARO Technologies, Inc. (FARO Technologies Inc) | Long | Equity-common | US | $2M | 129K | 0.02 |
| Fastly, Inc. (Fastly Inc) | Long | Equity-common | US | $7M | 841K | 0.05 |
| Fate Therapeutics, Inc. (Fate Therapeutics Inc) | Long | Equity-common | US | $2M | 382K | 0.01 |
| FB Financial Corp. | Long | Equity-common | US | $22M | 470K | 0.16 |
| Federal Agricultural Mortgage Corp. | Long | Equity-common | US | $13M | 64K | 0.09 |
| Federal Agricultural Mortgage Corp. | Long | Equity-common | US | $50K | 301 | 0.00 |
| Ferroglobe PLC | Long | Equity-common | GB | $2M | 384K | 0.02 |
| Fidelity D&D Bancorp, Inc. (Fidelity D&D Bancorp Inc) | Long | Equity-common | US | $96K | 2K | 0.00 |
| Figs, Inc. (Figs Inc) | Long | Equity-common | US | $3M | 525K | 0.02 |
| Financial Institutions, Inc. (Financial Institutions Inc) | Long | Equity-common | US | $3M | 110K | 0.02 |
| Finward Bancorp | Long | Equity-common | US | $40K | 1K | 0.00 |
| Finwise Bancorp | Long | Equity-common | US | $55K | 4K | 0.00 |
| First Advantage Corp. | Long | Equity-common | US | $2M | 119K | 0.01 |
| First American Financial Corp. | Long | Equity-common | US | $42M | 700K | 0.30 |
| First BanCorp (First BanCorp/Puerto Rico) | Long | Equity-common | PR | $35M | 2M | 0.25 |
| First Bancorp, Inc. (First Bancorp Inc/The) | Long | Equity-common | US | $2M | 78K | 0.02 |
| First Bancorp/Southern Pines NC | Long | Equity-common | US | $12M | 284K | 0.09 |
| First Bancshares, Inc. (First Bancshares Inc/The) | Long | Equity-common | US | $9M | 260K | 0.06 |
| First Bank (First Bank/Hamilton NJ) | Long | Equity-common | US | $2M | 117K | 0.01 |
| First Busey Corp. | Long | Equity-common | US | $13M | 457K | 0.09 |
| First Business Financial Services, Inc. (First Business Financial Services Inc) | Long | Equity-common | US | $4M | 81K | 0.03 |
| First Commonwealth Financial Corp. | Long | Equity-common | US | $18M | 1M | 0.13 |
| First Community Bankshares, Inc. (First Community Bankshares Inc) | Long | Equity-common | US | $8M | 189K | 0.06 |
| First Community Corp. (First Community Corp/SC) | Long | Equity-common | US | $443K | 20K | 0.00 |
| First Financial Bancorp | Long | Equity-common | US | $24M | 880K | 0.17 |
| First Financial Corp. (First Financial Corp/IN) | Long | Equity-common | US | $4M | 83K | 0.03 |
| First Financial Northwest, Inc. (First Financial Northwest Inc) | Long | Equity-common | US | $2M | 83K | 0.01 |
| First Foundation, Inc. (First Foundation Inc) | Long | Equity-common | US | $2M | 271K | 0.01 |
| First Hawaiian, Inc. (First Hawaiian Inc) | Long | Equity-common | US | $22M | 870K | 0.16 |
| First Horizon Corp. | Long | Equity-common | US | $64M | 4M | 0.46 |
| First Internet Bancorp | Long | Equity-common | US | $2M | 59K | 0.02 |
| First Interstate BancSystem, Inc. (First Interstate BancSystem Inc) | Long | Equity-common | US | $15M | 477K | 0.11 |
| First Merchants Corp. | Long | Equity-common | US | $17M | 409K | 0.12 |
| First Mid Bancshares, Inc. (First Mid Bancshares Inc) | Long | Equity-common | US | $5M | 132K | 0.04 |
| First Northwest Bancorp | Long | Equity-common | US | $766K | 75K | 0.01 |
| First of Long Island Corp. (First of Long Island Corp/The) | Long | Equity-common | US | $2M | 129K | 0.01 |
| First United Corp. | Long | Equity-common | US | $1M | 40K | 0.01 |
| First Watch Restaurant Group, Inc. (First Watch Restaurant Group Inc) | Long | Equity-common | US | $3M | 171K | 0.02 |
| First Western Financial, Inc. (First Western Financial Inc) | Long | Equity-common | US | $785K | 43K | 0.01 |
| Five Point Holdings LLC | Long | Equity-common | US | $147K | 44K | 0.00 |
| Five Star Bancorp | Long | Equity-common | US | $621K | 21K | 0.00 |
| Flanigan's Enterprises, Inc. (Flanigan's Enterprises Inc) | Long | Equity-common | US | $72K | 3K | 0.00 |
| Flex Ltd. | Long | Equity-common | SG | $11M | 338K | 0.08 |
| Flexible Solutions International, Inc. (Flexible Solutions International Inc) | Long | Equity-common | CA | $40K | 20K | 0.00 |
| Flexsteel Industries, Inc. (Flexsteel Industries Inc) | Long | Equity-common | US | $2M | 40K | 0.01 |
| Flotek Industries, Inc. (Flotek Industries Inc) | Long | Equity-common | US | $10K | 2K | 0.00 |
| Fluent, Inc. (Fluent Inc) | Long | Equity-common | US | $5K | 2K | 0.00 |
| Flushing Financial Corp. | Long | Equity-common | US | $3M | 199K | 0.02 |
| FMC Corp. | Long | Equity-common | US | $455K | 8K | 0.00 |
| FNB Corp. (FNB Corp/PA) | Long | Equity-common | US | $39M | 3M | 0.28 |
| FONAR Corp. | Long | Equity-common | US | $1M | 56K | 0.01 |
| Foot Locker, Inc. (Foot Locker Inc) | Long | Equity-common | US | $17M | 597K | 0.12 |
| Forestar Group, Inc. (Forestar Group Inc) | Long | Equity-common | US | $10M | 313K | 0.07 |
| Forrester Research, Inc. (Forrester Research Inc) | Long | Equity-common | US | $957K | 47K | 0.01 |
| Fortitude Gold Corp. | Long | Equity-common | US | $432K | 93K | 0.00 |
| Forum Energy Technologies, Inc. (Forum Energy Technologies Inc) | Long | Equity-common | US | $1M | 71K | 0.01 |
| Fossil Group, Inc. (Fossil Group Inc) | Long | Equity-common | US | $82K | 68K | 0.00 |
| Franklin Financial Services Corp. | Long | Equity-common | US | $82K | 2K | 0.00 |
| Franklin Resources, Inc. (Franklin Resources Inc) | Long | Equity-common | US | $8M | 336K | 0.06 |
| Franklin Wireless Corp. | Long | Equity-common | US | $53K | 12K | 0.00 |
| Frequency Electronics, Inc. (Frequency Electronics Inc) | Long | Equity-common | US | $1M | 107K | 0.01 |
| Fresh Del Monte Produce, Inc. (Fresh Del Monte Produce Inc) | Long | Equity-common | KY | $12M | 460K | 0.08 |
| Friedman Industries, Inc. (Friedman Industries Inc) | Long | Equity-common | US | $1M | 73K | 0.01 |
| Frontier Communications Parent, Inc. (Frontier Communications Parent Inc) | Long | Equity-common | US | $30M | 1M | 0.22 |
| Frontier Group Holdings, Inc. (Frontier Group Holdings Inc) | Long | Equity-common | US | $49K | 12K | 0.00 |
| FRP Holdings, Inc. (FRP Holdings Inc) | Long | Equity-common | US | $4M | 137K | 0.03 |
| FS Bancorp, Inc. (FS Bancorp Inc) | Long | Equity-common | US | $3M | 72K | 0.02 |
| FTAI Infrastructure, Inc. (FTAI Infrastructure Inc) | Long | Equity-common | US | $1M | 98K | 0.01 |
| Fulcrum Therapeutics, Inc. (Fulcrum Therapeutics Inc) | Long | Equity-common | US | $70K | 8K | 0.00 |
| Fulgent Genetics, Inc. (Fulgent Genetics Inc) | Long | Equity-common | US | $6M | 249K | 0.04 |
| Fulton Financial Corp. | Long | Equity-common | US | $28M | 1M | 0.20 |
| Fundamental Global, Inc. (Fundamental Global Inc) | Long | Equity-common | US | $117K | 114K | 0.00 |
| Funko, Inc. (Funko Inc) | Long | Equity-common | US | $2M | 167K | 0.01 |
| Future (Chicago Mercantile Exchange) | Derivative-equity | US | $-3M | – | -0.02 | |
| FutureFuel Corp. | Long | Equity-common | US | $2M | 329K | 0.01 |
| FVCBankcorp, Inc. (FVCBankcorp Inc) | Long | Equity-common | US | $643K | 51K | 0.00 |
| G-III Apparel Group Ltd. | Long | Equity-common | US | $9M | 313K | 0.06 |
| Gaia, Inc. (Gaia Inc) | Long | Equity-common | US | $533K | 108K | 0.00 |
| Gambling.com Group Ltd. | Long | Equity-common | JE | $66K | 7K | 0.00 |
| Gannett Co., Inc. (Gannett Co Inc) | Long | Equity-common | US | $2M | 443K | 0.02 |
| Gap, Inc. (Gap Inc/The) | Long | Equity-common | US | $39M | 2M | 0.28 |
| Gates Industrial Corp. PLC (Gates Industrial Corp PLC) | Long | Equity-common | GB | $35M | 2M | 0.25 |
| Gatos Silver, Inc. (Gatos Silver Inc) | Long | Equity-common | US | $2M | 135K | 0.01 |
| GATX Corp. | Long | Equity-common | US | $31M | 222K | 0.22 |
| GCI Liberty, Inc. (ESC GCI LIBERTY INC SR) | Long | Equity-common | US | $0 | 134K | – |
| Genco Shipping & Trading Ltd. | Long | Equity-common | MH | $9M | 444K | 0.06 |
| Gencor Industries, Inc. (Gencor Industries Inc) | Long | Equity-common | US | $2M | 89K | 0.02 |
| Generation Bio Co. | Long | Equity-common | US | $596K | 179K | 0.00 |
| Genesco, Inc. (Genesco Inc) | Long | Equity-common | US | $3M | 106K | 0.02 |
| Genie Energy Ltd. | Long | Equity-common | US | $3M | 175K | 0.02 |
| Genpact Ltd. | Long | Equity-common | BM | $7M | 206K | 0.05 |
| Gentherm, Inc. (Gentherm Inc) | Long | Equity-common | US | $3M | 53K | 0.02 |
| Genworth Financial, Inc. (Genworth Financial Inc) | Long | Equity-common | US | $31M | 5M | 0.22 |
| Geospace Technologies Corp. | Long | Equity-common | US | $686K | 74K | 0.00 |
| German American Bancorp, Inc. (German American Bancorp Inc) | Long | Equity-common | US | $8M | 198K | 0.06 |
| Gibraltar Industries, Inc. (Gibraltar Industries Inc) | Long | Equity-common | US | $23M | 311K | 0.17 |
| Glacier Bancorp, Inc. (Glacier Bancorp Inc) | Long | Equity-common | US | $232K | 5K | 0.00 |
| Glatfelter Corp. | Long | Equity-common | US | $101K | 66K | 0.00 |
| Global Business Travel Group I | Long | Equity-common | US | $61K | 9K | 0.00 |
| Globe Life, Inc. (Globe Life Inc) | Long | Equity-common | US | $3M | 37K | 0.02 |
| Globus Medical, Inc. (Globus Medical Inc) | Long | Equity-common | US | $330K | 5K | 0.00 |
| GMS, Inc. (GMS Inc) | Long | Equity-common | US | $35M | 361K | 0.25 |
| Golden Entertainment, Inc. (Golden Entertainment Inc) | Long | Equity-common | US | $238K | 7K | 0.00 |
| Good Times Restaurants, Inc. (Good Times Restaurants Inc) | Long | Equity-common | US | $31K | 12K | 0.00 |
| Goodyear Tire & Rubber Co. (Goodyear Tire & Rubber Co/The) | Long | Equity-common | US | $33M | 3M | 0.24 |
| GoPro, Inc. (GoPro Inc) | Long | Equity-common | US | $349K | 230K | 0.00 |
| Gorman-Rupp Co. (Gorman-Rupp Co/The) | Long | Equity-common | US | $11M | 278K | 0.08 |
| Graham Corp. | Long | Equity-common | US | $1M | 40K | 0.01 |
| Graham Holdings Co. | Long | Equity-common | US | $29M | 37K | 0.21 |
| Granite Construction, Inc. (Granite Construction Inc) | Long | Equity-common | US | $28M | 406K | 0.20 |
| Granite Ridge Resources, Inc. (Granite Ridge Resources Inc) | Long | Equity-common | US | $409K | 60K | 0.00 |
| Graphic Packaging Holding Co. | Long | Equity-common | US | $12M | 415K | 0.09 |
| Gray Television, Inc. (Gray Television Inc) | Long | Equity-common | US | $5M | 783K | 0.04 |
| Great Lakes Dredge & Dock Corp. | Long | Equity-common | US | $6M | 682K | 0.05 |
| Great Southern Bancorp, Inc. (Great Southern Bancorp Inc) | Long | Equity-common | US | $7M | 119K | 0.05 |
| Green Brick Partners, Inc. (Green Brick Partners Inc) | Long | Equity-common | US | $13M | 180K | 0.09 |
| Green Dot Corp. | Long | Equity-common | US | $2M | 200K | 0.01 |
| Green Plains, Inc. (Green Plains Inc) | Long | Equity-common | US | $6M | 312K | 0.04 |
| Greenbrier Cos., Inc. (Greenbrier Cos Inc/The) | Long | Equity-common | US | $16M | 322K | 0.12 |
| Greenlight Capital Re Ltd. | Long | Equity-common | KY | $4M | 317K | 0.03 |
| Greif, Inc. (Greif Inc) | Long | Equity-common | US | $14M | 214K | 0.10 |
| Greif, Inc. (Greif Inc) | Long | Equity-common | US | $4M | 50K | 0.03 |
| Grid Dynamics Holdings, Inc. (Grid Dynamics Holdings Inc) | Long | Equity-common | US | $3M | 201K | 0.02 |
| Grocery Outlet Holding Corp. | Long | Equity-common | US | $10M | 514K | 0.07 |
| Group 1 Automotive, Inc. (Group 1 Automotive Inc) | Long | Equity-common | US | $49M | 134K | 0.35 |
| GrowGeneration Corp. | Long | Equity-common | US | $941K | 407K | 0.01 |
| GSI Technology, Inc. (GSI Technology Inc) | Long | Equity-common | US | $45K | 16K | 0.00 |
| Guaranty Bancshares, Inc. (Guaranty Bancshares Inc/TX) | Long | Equity-common | US | $2M | 72K | 0.02 |
| Guess?, Inc. (Guess? Inc) | Long | Equity-common | US | $12M | 508K | 0.09 |
| Gulf Island Fabrication, Inc. (Gulf Island Fabrication Inc) | Long | Equity-common | US | $725K | 116K | 0.01 |
| Gulfport Energy Corp. | Long | Equity-common | US | $8M | 56K | 0.06 |
| Hain Celestial Group, Inc. (Hain Celestial Group Inc/The) | Long | Equity-common | US | $3M | 352K | 0.02 |
| Hallador Energy Co. | Long | Equity-common | US | $1M | 187K | 0.01 |
| Hamilton Beach Brands Holding Co. | Long | Equity-common | US | $596K | 31K | 0.00 |
| Hancock Whitney Corp. | Long | Equity-common | US | $42M | 764K | 0.30 |
| Hanmi Financial Corp. | Long | Equity-common | US | $4M | 215K | 0.03 |
| HarborOne Bancorp, Inc. (HarborOne Bancorp Inc) | Long | Equity-common | US | $4M | 311K | 0.03 |
| Harley-Davidson, Inc. (Harley-Davidson Inc) | Long | Equity-common | US | $36M | 973K | 0.26 |
| Harmonic, Inc. (Harmonic Inc) | Long | Equity-common | US | $1M | 73K | 0.01 |
| Harte Hanks, Inc. (Harte Hanks Inc) | Long | Equity-common | US | $32K | 4K | 0.00 |
| Harvard Bioscience, Inc. (Harvard Bioscience Inc) | Long | Equity-common | US | $1M | 408K | 0.01 |
| Haverty Furniture Cos., Inc. (Haverty Furniture Cos Inc) | Long | Equity-common | US | $4M | 153K | 0.03 |
| Haverty Furniture Cos., Inc. (Haverty Furniture Cos Inc) | Long | Equity-common | US | $24K | 844 | 0.00 |
| Hawaiian Holdings, Inc. (Hawaiian Holdings Inc) | Long | Equity-common | US | $332K | 26K | 0.00 |
| Hawkins, Inc. (Hawkins Inc) | Long | Equity-common | US | $11M | 108K | 0.08 |
| Hawthorn Bancshares, Inc. (Hawthorn Bancshares Inc) | Long | Equity-common | US | $17K | 790 | 0.00 |
| Haynes International, Inc. (Haynes International Inc) | Long | Equity-common | US | $4M | 66K | 0.03 |
| Hayward Holdings, Inc. (Hayward Holdings Inc) | Long | Equity-common | US | $4M | 279K | 0.03 |
| HB Fuller Co. | Long | Equity-common | US | $20M | 234K | 0.14 |
| HBT Financial, Inc. (HBT Financial Inc) | Long | Equity-common | US | $1M | 52K | 0.01 |
| Health Catalyst, Inc. (Health Catalyst Inc) | Long | Equity-common | US | $2M | 270K | 0.01 |
| Healthcare Services Group, Inc. (Healthcare Services Group Inc) | Long | Equity-common | US | $5M | 475K | 0.04 |
| HealthStream, Inc. (HealthStream Inc) | Long | Equity-common | US | $9M | 318K | 0.07 |
| Heartland Express, Inc. (Heartland Express Inc) | Long | Equity-common | US | $9M | 660K | 0.06 |
| Heartland Financial USA, Inc. (Heartland Financial USA Inc) | Long | Equity-common | US | $16M | 300K | 0.12 |
| Hecla Mining Co. | Long | Equity-common | US | $34M | 6M | 0.24 |
| Heidrick & Struggles International, Inc. (Heidrick & Struggles International Inc) | Long | Equity-common | US | $8M | 208K | 0.06 |
| Helen of Troy Ltd. | Long | Equity-common | BM | $5M | 83K | 0.03 |
| Helios Technologies, Inc. (Helios Technologies Inc) | Long | Equity-common | US | $6M | 125K | 0.04 |
| Helix Energy Solutions Group, Inc. (Helix Energy Solutions Group Inc) | Long | Equity-common | US | $17M | 1M | 0.12 |
| Helmerich & Payne, Inc. (Helmerich & Payne Inc) | Long | Equity-common | US | $31M | 765K | 0.22 |
| Hennessy Advisors, Inc. (Hennessy Advisors Inc) | Long | Equity-common | US | $26K | 3K | 0.00 |
| Herc Holdings, Inc. (Herc Holdings Inc) | Long | Equity-common | US | $297K | 2K | 0.00 |
| Heritage Commerce Corp. | Long | Equity-common | US | $4M | 406K | 0.03 |
| Heritage Financial Corp. (Heritage Financial Corp/WA) | Long | Equity-common | US | $5M | 235K | 0.04 |
| Heritage Global, Inc. (Heritage Global Inc) | Long | Equity-common | US | $33K | 14K | 0.00 |
| Heritage Insurance Holdings, Inc. (Heritage Insurance Holdings Inc) | Long | Equity-common | US | $2M | 191K | 0.01 |
| Hertz Global Holdings, Inc. (Hertz Global Holdings Inc) | Long | Equity-common | US | $3M | 651K | 0.02 |
| HF Foods Group, Inc. (HF Foods Group Inc) | Long | Equity-common | US | $156K | 39K | 0.00 |
| HF Sinclair Corp. | Long | Equity-common | US | $75M | 1M | 0.54 |
| Hillenbrand, Inc. (Hillenbrand Inc) | Long | Equity-common | US | $9M | 199K | 0.06 |
| Hillman Solutions Corp. | Long | Equity-common | US | $4M | 391K | 0.03 |
| Hilltop Holdings, Inc. (Hilltop Holdings Inc) | Long | Equity-common | US | $16M | 498K | 0.12 |
| Hilton Grand Vacations, Inc. (Hilton Grand Vacations Inc) | Long | Equity-common | US | $6M | 134K | 0.04 |
| Hingham Institution For Savings The | Long | Equity-common | US | $1M | 4K | 0.01 |
| Hippo Holdings, Inc. (Hippo Holdings Inc) | Long | Equity-common | US | $357K | 20K | 0.00 |
| HMN Financial, Inc. (HMN Financial Inc) | Long | Equity-common | US | $123K | 5K | 0.00 |
| HNI Corp. | Long | Equity-common | US | $7M | 121K | 0.05 |
| Holley, Inc. (Holley Inc) | Long | Equity-common | US | $320K | 81K | 0.00 |
| Home Bancorp, Inc. (Home Bancorp Inc) | Long | Equity-common | US | $3M | 57K | 0.02 |
| Home BancShares, Inc. (Home BancShares Inc/AR) | Long | Equity-common | US | $27M | 969K | 0.20 |
| HomeStreet, Inc. (HomeStreet Inc) | Long | Equity-common | US | $695K | 48K | 0.00 |
| HomeTrust Bancshares, Inc. (HomeTrust Bancshares Inc) | Long | Equity-common | US | $3M | 71K | 0.02 |
| Hooker Furnishings Corp. | Long | Equity-common | US | $1M | 85K | 0.01 |
| Hope Bancorp, Inc. (Hope Bancorp Inc) | Long | Equity-common | US | $13M | 1M | 0.10 |
| Horace Mann Educators Corp. | Long | Equity-common | US | $10M | 291K | 0.07 |
| Horizon Bancorp, Inc. (Horizon Bancorp Inc/IN) | Long | Equity-common | US | $4M | 274K | 0.03 |
| Hovnanian Enterprises, Inc. (Hovnanian Enterprises Inc) | Long | Equity-common | US | $4M | 20K | 0.03 |
| Howard Hughes Holdings, Inc. (Howard Hughes Holdings Inc) | Long | Equity-common | US | $26M | 354K | 0.19 |
| Hub Group, Inc. (Hub Group Inc) | Long | Equity-common | US | $30M | 632K | 0.21 |
| Hudson Global, Inc. (Hudson Global Inc) | Long | Equity-common | US | $365K | 20K | 0.00 |
| Hudson Technologies, Inc. (Hudson Technologies Inc) | Long | Equity-common | US | $3M | 307K | 0.02 |
| Huntsman Corp. | Long | Equity-common | US | $35M | 1M | 0.25 |
| Hurco Cos., Inc. (Hurco Cos Inc) | Long | Equity-common | US | $1M | 58K | 0.01 |
| Huron Consulting Group, Inc. (Huron Consulting Group Inc) | Long | Equity-common | US | $17M | 153K | 0.12 |
| Hyster-Yale, Inc. (Hyster-Yale Inc) | Long | Equity-common | US | $3M | 41K | 0.02 |
| IBEX Holdings Ltd. | Long | Equity-common | BM | $505K | 29K | 0.00 |
| iBio, Inc. (iBio Inc) | Long | Equity-common | US | $17K | 8K | 0.00 |
| ICF International, Inc. (ICF International Inc) | Long | Equity-common | US | $21M | 146K | 0.15 |
| Ichor Holdings Ltd. | Long | Equity-common | KY | $11M | 316K | 0.08 |
| ICU Medical, Inc. (ICU Medical Inc) | Long | Equity-common | US | $4M | 29K | 0.03 |
| Identiv, Inc. (Identiv Inc) | Long | Equity-common | US | $162K | 41K | 0.00 |
| IES Holdings, Inc. (IES Holdings Inc) | Long | Equity-common | US | $7M | 47K | 0.05 |
| IMAX Corp. | Long | Equity-common | CA | $292K | 14K | 0.00 |
| Immersion Corp. | Long | Equity-common | US | $2M | 118K | 0.01 |
| ImmuCell Corp. | Long | Equity-common | US | $42K | 10K | 0.00 |
| Independence Contract Drilling, Inc. (Independence Contract Drilling Inc) | Long | Equity-common | US | $19K | 13K | 0.00 |
| Independent Bank Corp. | Long | Equity-common | US | $20M | 311K | 0.14 |
| Independent Bank Corp. (Independent Bank Corp/MI) | Long | Equity-common | US | $6M | 178K | 0.04 |
| Independent Bank Group, Inc. (Independent Bank Group Inc) | Long | Equity-common | US | $13M | 224K | 0.09 |
| Information Services Group, Inc. (Information Services Group Inc) | Long | Equity-common | US | $984K | 284K | 0.01 |
| InfuSystem Holdings, Inc. (InfuSystem Holdings Inc) | Long | Equity-common | US | $477K | 69K | 0.00 |
| Ingevity Corp. | Long | Equity-common | US | $7M | 160K | 0.05 |
| Ingles Markets, Inc. (Ingles Markets Inc) | Long | Equity-common | US | $11M | 141K | 0.08 |
| Ingredion, Inc. (Ingredion Inc) | Long | Equity-common | US | $53M | 426K | 0.38 |
| Innospec, Inc. (Innospec Inc) | Long | Equity-common | US | $29M | 222K | 0.21 |
| Innovative Solutions & Support, Inc. (Innovative Solutions and Support Inc) | Long | Equity-common | US | $4K | 629 | 0.00 |
| Innoviva, Inc. (Innoviva Inc) | Long | Equity-common | US | $13M | 691K | 0.09 |
| Inogen, Inc. (Inogen Inc) | Long | Equity-common | US | $485K | 52K | 0.00 |
| Insteel Industries, Inc. (Insteel Industries Inc) | Long | Equity-common | US | $7M | 193K | 0.05 |
| Instructure Holdings, Inc. (Instructure Holdings Inc) | Long | Equity-common | US | $95K | 4K | 0.00 |
| Integer Holdings Corp. | Long | Equity-common | US | $33M | 281K | 0.24 |
| Integra LifeSciences Holdings Corp. | Long | Equity-common | US | $6M | 249K | 0.04 |
| Integral Ad Science Holding Corp. | Long | Equity-common | US | $2M | 226K | 0.02 |
| Interface, Inc. (Interface Inc) | Long | Equity-common | US | $4M | 220K | 0.03 |
| International Bancshares Corp. | Long | Equity-common | US | $41M | 605K | 0.29 |
| International Seaways, Inc. (International Seaways Inc) | Long | Equity-common | MH | $25M | 455K | 0.18 |
| Interpublic Group of Cos., Inc. (Interpublic Group of Cos Inc/The) | Long | Equity-common | US | $25M | 775K | 0.18 |
| inTEST Corp. | Long | Equity-common | US | $1M | 119K | 0.01 |
| Intevac, Inc. (Intevac Inc) | Long | Equity-common | US | $1M | 362K | 0.01 |
| Intrepid Potash, Inc. (Intrepid Potash Inc) | Long | Equity-common | US | $2M | 93K | 0.02 |
| Invesco Ltd. | Long | Equity-common | BM | $52M | 3M | 0.37 |
| Investar Holding Corp. | Long | Equity-common | US | $791K | 43K | 0.01 |
| Investors Title Co. | Long | Equity-common | US | $3M | 13K | 0.02 |
| IPG Photonics Corp. | Long | Equity-common | US | $1M | 16K | 0.01 |
| Issuer Direct Corp. | Long | Equity-common | US | $72K | 8K | 0.00 |
| iTeos Therapeutics, Inc. (iTeos Therapeutics Inc) | Long | Equity-common | US | $3M | 154K | 0.02 |
| Iteris, Inc. (Iteris Inc) | Long | Equity-common | US | $400K | 82K | 0.00 |
| Itron, Inc. (Itron Inc) | Long | Equity-common | US | $4M | 43K | 0.03 |
| IZEA Worldwide, Inc. (IZEA Worldwide Inc) | Long | Equity-common | US | $42K | 18K | 0.00 |
| J.M. Smucker Co. (J M Smucker Co/The) | Long | Equity-common | US | $32M | 268K | 0.23 |
| Jackson Financial, Inc. (Jackson Financial Inc) | Long | Equity-common | US | $59M | 665K | 0.42 |
| JAKKS Pacific, Inc. (JAKKS Pacific Inc) | Long | Equity-common | US | $1M | 61K | 0.01 |
| James River Group Holdings Ltd. | Long | Equity-common | BM | $1M | 127K | 0.01 |
| Janus Henderson Group PLC | Long | Equity-common | JE | $45M | 1M | 0.33 |
| Jazz Pharmaceuticals PLC | Long | Equity-common | IE | $8M | 77K | 0.06 |
| Jefferies Financial Group, Inc. (Jefferies Financial Group Inc) | Long | Equity-common | US | $44M | 752K | 0.32 |
| JELD-WEN Holding, Inc. (JELD-WEN Holding Inc) | Long | Equity-common | US | $8M | 460K | 0.06 |
| Jerash Holdings U.S., Inc. (Jerash Holdings US Inc) | Long | Equity-common | US | $45K | 15K | 0.00 |
| JetBlue Airways Corp. | Long | Equity-common | US | $19M | 3M | 0.14 |
| John Bean Technologies Corp. | Long | Equity-common | US | $1M | 13K | 0.01 |
| John Wiley & Sons, Inc. (John Wiley & Sons Inc) | Long | Equity-common | US | $8M | 164K | 0.06 |
| John Wiley & Sons, Inc. (John Wiley & Sons Inc) | Long | Equity-common | US | $22K | 455 | 0.00 |
| Johnson Outdoors, Inc. (Johnson Outdoors Inc) | Long | Equity-common | US | $3M | 76K | 0.02 |
| Jones Lang LaSalle, Inc. (Jones Lang LaSalle Inc) | Long | Equity-common | US | $67M | 266K | 0.48 |
| Juniper Networks, Inc. (Juniper Networks Inc) | Long | Equity-common | US | $11M | 291K | 0.08 |
| JW Mays, Inc. (JW Mays Inc) | Long | Equity-common | US | $5K | 126 | 0.00 |
| Kaiser Aluminum Corp. | Long | Equity-common | US | $8M | 98K | 0.06 |
| KB Home | Long | Equity-common | US | $19M | 221K | 0.14 |
| Kearny Financial Corp. (Kearny Financial Corp/MD) | Long | Equity-common | US | $3M | 438K | 0.02 |
| Kelly Services, Inc. (Kelly Services Inc) | Long | Equity-common | US | $8M | 324K | 0.05 |
| Kemper Corp. | Long | Equity-common | US | $27M | 425K | 0.20 |
| Kennametal, Inc. (Kennametal Inc) | Long | Equity-common | US | $14M | 553K | 0.10 |
| Kennedy-Wilson Holdings, Inc. (Kennedy-Wilson Holdings Inc) | Long | Equity-common | US | $17M | 2M | 0.12 |
| Kewaunee Scientific Corp. | Long | Equity-common | US | $772K | 14K | 0.01 |
| Key Tronic Corp. | Long | Equity-common | US | $450K | 116K | 0.00 |
| Kimball Electronics, Inc. (Kimball Electronics Inc) | Long | Equity-common | US | $6M | 250K | 0.04 |
| Kingstone Cos., Inc. (Kingstone Cos Inc) | Long | Equity-common | US | $90K | 13K | 0.00 |
| Kirby Corp. | Long | Equity-common | US | $34M | 280K | 0.25 |
| Knife River Corp. | Long | Equity-common | US | $6M | 73K | 0.04 |
| Knight-Swift Transportation Holdings, Inc. (Knight-Swift Transportation Holdings Inc) | Long | Equity-common | US | $67M | 1M | 0.48 |
| Knowles Corp. | Long | Equity-common | US | $17M | 957K | 0.13 |
| Kodiak Sciences, Inc. (Kodiak Sciences Inc) | Long | Equity-common | US | $262K | 90K | 0.00 |
| Kohl's Corp. | Long | Equity-common | US | $22M | 1M | 0.16 |
| Koppers Holdings, Inc. (Koppers Holdings Inc) | Long | Equity-common | US | $6M | 144K | 0.04 |
| Korn Ferry | Long | Equity-common | US | $35M | 472K | 0.25 |
| Kosmos Energy Ltd. | Long | Equity-common | US | $9M | 2M | 0.06 |
| Kratos Defense & Security Solutions, Inc. (Kratos Defense & Security Solutions Inc) | Long | Equity-common | US | $3M | 127K | 0.02 |
| Krispy Kreme, Inc. (Krispy Kreme Inc) | Long | Equity-common | US | $5M | 499K | 0.04 |
| Kronos Worldwide, Inc. (Kronos Worldwide Inc) | Long | Equity-common | US | $6M | 496K | 0.04 |
| Kulicke & Soffa Industries, Inc. (Kulicke & Soffa Industries Inc) | Long | Equity-common | US | $20M | 432K | 0.15 |
| KVH Industries, Inc. (KVH Industries Inc) | Long | Equity-common | US | $329K | 74K | 0.00 |
| Kyndryl Holdings, Inc. (Kyndryl Holdings Inc) | Long | Equity-common | US | $21M | 767K | 0.15 |
| L.B. Foster Co. (L B Foster Co) | Long | Equity-common | US | $2M | 98K | 0.02 |
| La-Z-Boy, Inc. (La-Z-Boy Inc) | Long | Equity-common | US | $18M | 398K | 0.13 |
| Lake Shore Bancorp, Inc. (Lake Shore Bancorp Inc) | Long | Equity-common | US | $5K | 406 | 0.00 |
| Lakeland Industries, Inc. (Lakeland Industries Inc) | Long | Equity-common | US | $2M | 70K | 0.01 |
| Landmark Bancorp, Inc. (Landmark Bancorp Inc/Manhattan KS) | Long | Equity-common | US | $35K | 2K | 0.00 |
| Lands' End, Inc. (Lands' End Inc) | Long | Equity-common | US | $2M | 131K | 0.02 |
| Landsea Homes Corp. | Long | Equity-common | US | $1M | 84K | 0.01 |
| Lantronix, Inc. (Lantronix Inc) | Long | Equity-common | US | $553K | 135K | 0.00 |
| Latham Group, Inc. (Latham Group Inc) | Long | Equity-common | US | $642K | 176K | 0.00 |
| Laureate Education, Inc. (Laureate Education Inc) | Long | Equity-common | US | $18M | 1M | 0.13 |
| LCI Industries | Long | Equity-common | US | $17M | 145K | 0.12 |
| LCNB Corp. | Long | Equity-common | US | $812K | 53K | 0.01 |
| Leap Therapeutics, Inc. (Leap Therapeutics Inc) | Long | Equity-common | US | $11K | 5K | 0.00 |
| Lear Corp. | Long | Equity-common | US | $36M | 293K | 0.26 |
| Legacy Housing Corp. | Long | Equity-common | US | $2M | 65K | 0.01 |
| Leggett & Platt, Inc. (Leggett & Platt Inc) | Long | Equity-common | US | $4M | 329K | 0.03 |
| LendingClub Corp. | Long | Equity-common | US | $8M | 663K | 0.06 |
| LENSAR, Inc. (LENSAR Inc) | Long | Equity-common | US | $582K | 117K | 0.00 |
| LGI Homes, Inc. (LGI Homes Inc) | Long | Equity-common | US | $26M | 224K | 0.18 |
| Liberty Broadband Corp. | Long | Equity-common | US | $30M | 451K | 0.22 |
| Liberty Broadband Corp. | Long | Equity-common | US | $5M | 71K | 0.03 |
| Liberty Broadband Corp. | Long | Equity-preferred | US | $136K | 6K | 0.00 |
| Liberty Energy, Inc. (Liberty Energy Inc) | Long | Equity-common | US | $31M | 1M | 0.22 |
| Liberty Global Ltd. | Long | Equity-common | BM | $9M | 452K | 0.07 |
| Liberty Global Ltd. | Long | Equity-common | BM | $8M | 425K | 0.06 |
| Liberty Latin America Ltd. | Long | Equity-common | BM | $11M | 1M | 0.08 |
| Liberty Latin America Ltd. | Long | Equity-common | BM | $2M | 222K | 0.02 |
| Liberty Media Corp.-Liberty Live (Liberty Media Corp-Liberty Live) | Long | Equity-common | US | $337K | 9K | 0.00 |
| Liberty Media Corp.-Liberty Live (Liberty Media Corp-Liberty Live) | Long | Equity-common | US | $277K | 7K | 0.00 |
| Liberty Media Corp.-Liberty SiriusXM (Liberty Media Corp-Liberty SiriusXM) | Long | Equity-common | US | $778K | 35K | 0.01 |
| Liberty Media Corp.-Liberty SiriusXM (Liberty Media Corp-Liberty SiriusXM) | Long | Equity-common | US | $663K | 29K | 0.00 |
| Life Time Group Holdings, Inc. (Life Time Group Holdings Inc) | Long | Equity-common | US | $10M | 499K | 0.07 |
| LifeStance Health Group, Inc. (LifeStance Health Group Inc) | Long | Equity-common | US | $487K | 88K | 0.00 |
| Lifetime Brands, Inc. (Lifetime Brands Inc) | Long | Equity-common | US | $933K | 108K | 0.01 |
| Lifevantage Corp. | Long | Equity-common | US | $403K | 49K | 0.00 |
| Lifeway Foods, Inc. (Lifeway Foods Inc) | Long | Equity-common | US | $2M | 143K | 0.01 |
| Ligand Pharmaceuticals, Inc. (Ligand Pharmaceuticals Inc) | Long | Equity-common | US | $14M | 128K | 0.10 |
| Limbach Holdings, Inc. (Limbach Holdings Inc) | Long | Equity-common | US | $3M | 40K | 0.02 |
| Limoneira Co. | Long | Equity-common | US | $2M | 111K | 0.02 |
| Lincoln Educational Services Corp. | Long | Equity-common | US | $2M | 113K | 0.01 |
| Lindsay Corp. | Long | Equity-common | US | $334K | 3K | 0.00 |
| Lions Gate Entertainment Corp. | Long | Equity-common | CA | $709K | 86K | 0.01 |
| Lions Gate Entertainment Corp. | Long | Equity-common | CA | $324K | 35K | 0.00 |
| Lipocine, Inc. (Lipocine Inc) | Long | Equity-common | US | $18K | 4K | 0.00 |
| LiqTech International, Inc. (LiqTech International Inc) | Long | Equity-common | US | $3K | 1K | 0.00 |
| Lisata Therapeutics, Inc. (Lisata Therapeutics Inc) | Long | Equity-common | US | $10K | 3K | 0.00 |
| Lithia Motors, Inc. (Lithia Motors Inc) | Long | Equity-common | US | $54M | 196K | 0.39 |
| LivaNova PLC | Long | Equity-common | GB | $2M | 45K | 0.02 |
| Live Oak Bancshares, Inc. (Live Oak Bancshares Inc) | Long | Equity-common | US | $6M | 130K | 0.04 |
| LiveRamp Holdings, Inc. (LiveRamp Holdings Inc) | Long | Equity-common | US | $2M | 79K | 0.02 |
| LM Funding America, Inc. (LM Funding America Inc) | Long | Equity-common | US | $8K | 2K | 0.00 |
| Lovesac Co. (Lovesac Co/The) | Long | Equity-common | US | $3M | 109K | 0.02 |
| LSB Industries, Inc. (LSB Industries Inc) | Long | Equity-common | US | $2M | 253K | 0.02 |
| LSI Industries, Inc. (LSI Industries Inc) | Long | Equity-common | US | $5M | 276K | 0.03 |
| Lumentum Holdings, Inc. (Lumentum Holdings Inc) | Long | Equity-common | US | $5M | 88K | 0.03 |
| Lumos Pharma, Inc. (Lumos Pharma Inc) | Long | Equity-common | US | $13K | 7K | 0.00 |
| Luna Innovations, Inc. (Luna Innovations Inc) | Long | Equity-common | US | $386K | 129K | 0.00 |
| Luxfer Holdings PLC | Long | Equity-common | GB | $1M | 98K | 0.01 |
| M/I Homes, Inc. (M/I Homes Inc) | Long | Equity-common | US | $22M | 133K | 0.16 |
| Macatawa Bank Corp. | Long | Equity-common | US | $5M | 336K | 0.04 |
| Macy's, Inc. (Macy's Inc) | Long | Equity-common | US | $43M | 2M | 0.31 |
| Madison Square Garden Entertainment Corp. | Long | Equity-common | US | $4M | 108K | 0.03 |
| Magnachip Semiconductor Corp. | Long | Equity-common | US | $2M | 385K | 0.01 |
| Magnite, Inc. (Magnite Inc) | Long | Equity-common | US | $14M | 958K | 0.10 |
| Magnolia Oil & Gas Corp. | Long | Equity-common | US | $13M | 461K | 0.09 |
| Magyar Bancorp, Inc. (Magyar Bancorp Inc) | Long | Equity-common | US | $24K | 2K | 0.00 |
| Maiden Holdings Ltd. | Long | Equity-common | BM | $1M | 558K | 0.01 |
| MainStreet Bancshares, Inc. (MainStreet Bancshares Inc) | Long | Equity-common | US | $134K | 7K | 0.00 |
| Malibu Boats, Inc. (Malibu Boats Inc) | Long | Equity-common | US | $6M | 149K | 0.04 |
| Mammoth Energy Services, Inc. (Mammoth Energy Services Inc) | Long | Equity-common | US | $552K | 137K | 0.00 |
| Manitex International, Inc. (Manitex International Inc) | Long | Equity-common | US | $477K | 94K | 0.00 |
| Manitowoc Co., Inc. (Manitowoc Co Inc/The) | Long | Equity-common | US | $4M | 290K | 0.03 |
| Mannatech, Inc. (Mannatech Inc) | Long | Equity-common | US | $8K | 1K | 0.00 |
| ManpowerGroup, Inc. (ManpowerGroup Inc) | Long | Equity-common | US | $24M | 313K | 0.17 |
| Marcus & Millichap, Inc. (Marcus & Millichap Inc) | Long | Equity-common | US | $11M | 275K | 0.08 |
| Marcus Corp. (Marcus Corp/The) | Long | Equity-common | US | $2M | 136K | 0.01 |
| Marine Products Corp. | Long | Equity-common | US | $194K | 18K | 0.00 |
| MarineMax, Inc. (MarineMax Inc) | Long | Equity-common | US | $6M | 174K | 0.04 |
| Marriott Vacations Worldwide Corp. | Long | Equity-common | US | $20M | 236K | 0.14 |
| Marten Transport Ltd. | Long | Equity-common | US | $11M | 593K | 0.08 |
| Mastech Digital, Inc. (Mastech Digital Inc) | Long | Equity-common | US | $56K | 7K | 0.00 |
| Masterbrand, Inc. (Masterbrand Inc) | Long | Equity-common | US | $7M | 409K | 0.05 |
| MasterCraft Boat Holdings, Inc. (MasterCraft Boat Holdings Inc) | Long | Equity-common | US | $2M | 107K | 0.02 |
| Matador Resources Co. | Long | Equity-common | US | $53M | 865K | 0.38 |
| Materion Corp. | Long | Equity-common | US | $21M | 176K | 0.15 |
| Mativ Holdings, Inc. (Mativ Holdings Inc) | Long | Equity-common | US | $6M | 309K | 0.04 |
| Matrix Service Co. | Long | Equity-common | US | $2M | 197K | 0.01 |
| Matson, Inc. (Matson Inc) | Long | Equity-common | US | $36M | 268K | 0.25 |
| Mattel, Inc. (Mattel Inc) | Long | Equity-common | US | $4M | 212K | 0.03 |
| Matterport, Inc. (Matterport Inc) | Long | Equity-common | US | $5M | 1M | 0.04 |
| Matthews International Corp. | Long | Equity-common | US | $8M | 270K | 0.06 |
| MaxCyte, Inc. (MaxCyte Inc) | Long | Equity-common | US | $104K | 22K | 0.00 |
| MaxLinear, Inc. (MaxLinear Inc) | Long | Equity-common | US | $1M | 106K | 0.01 |
| Mayville Engineering Co., Inc. (Mayville Engineering Co Inc) | Long | Equity-common | US | $2M | 102K | 0.01 |
| McGrath RentCorp | Long | Equity-common | US | $12M | 111K | 0.09 |
| MDU Resources Group, Inc. (MDU Resources Group Inc) | Long | Equity-common | US | $22M | 817K | 0.16 |
| MEI Pharma, Inc. (MEI Pharma Inc) | Long | Equity-common | US | $13K | 4K | 0.00 |
| Mercantile Bank Corp. | Long | Equity-common | US | $8M | 163K | 0.06 |
| Mercer International, Inc. (Mercer International Inc) | Long | Equity-common | US | $4M | 541K | 0.03 |
| Merchants Bancorp (Merchants Bancorp/IN) | Long | Equity-common | US | $7M | 158K | 0.05 |
| Mercury General Corp. | Long | Equity-common | US | $24M | 395K | 0.17 |
| Mercury Systems, Inc. (Mercury Systems Inc) | Long | Equity-common | US | $11M | 314K | 0.08 |
| Meridian Corp. | Long | Equity-common | US | $168K | 14K | 0.00 |
| MeridianLink, Inc. (MeridianLink Inc) | Long | Equity-common | US | $900K | 38K | 0.01 |
| Meritage Homes Corp. | Long | Equity-common | US | $51M | 252K | 0.37 |
| Mesa Laboratories, Inc. (Mesa Laboratories Inc) | Long | Equity-common | US | $3M | 23K | 0.02 |
| Metallus, Inc. (Metallus Inc) | Long | Equity-common | US | $10M | 431K | 0.07 |
| Methode Electronics, Inc. (Methode Electronics Inc) | Long | Equity-common | US | $2M | 119K | 0.01 |
| Metrocity Bankshares, Inc. (Metrocity Bankshares Inc) | Long | Equity-common | US | $2M | 51K | 0.01 |
| Metropolitan Bank Holding Corp. | Long | Equity-common | US | $2M | 33K | 0.01 |
| Mexco Energy Corp. | Long | Equity-common | US | $20K | 2K | 0.00 |
| MGIC Investment Corp. | Long | Equity-common | US | $55M | 2M | 0.40 |
| MGP Ingredients, Inc. (MGP Ingredients Inc) | Long | Equity-common | US | $5M | 62K | 0.04 |
| Mid Penn Bancorp, Inc. (Mid Penn Bancorp Inc) | Long | Equity-common | US | $2M | 80K | 0.02 |
| Midland States Bancorp, Inc. (Midland States Bancorp Inc) | Long | Equity-common | US | $4M | 180K | 0.03 |
| MidWestOne Financial Group, Inc. (MidWestOne Financial Group Inc) | Long | Equity-common | US | $4M | 132K | 0.03 |
| Miller Industries, Inc. (Miller Industries Inc/TN) | Long | Equity-common | US | $7M | 109K | 0.05 |
| MillerKnoll, Inc. (MillerKnoll Inc) | Long | Equity-common | US | $14M | 464K | 0.10 |
| Minerals Technologies, Inc. (Minerals Technologies Inc) | Long | Equity-common | US | $25M | 322K | 0.18 |
| Mirion Technologies, Inc. (Mirion Technologies Inc) | Long | Equity-common | US | $5M | 476K | 0.04 |
| Mission Produce, Inc. (Mission Produce Inc) | Long | Equity-common | US | $2M | 190K | 0.02 |
| Mister Car Wash, Inc. (Mister Car Wash Inc) | Long | Equity-common | US | $1M | 169K | 0.01 |
| Mistras Group, Inc. (Mistras Group Inc) | Long | Equity-common | US | $2M | 199K | 0.01 |
| Mitek Systems, Inc. (Mitek Systems Inc) | Long | Equity-common | US | $3M | 194K | 0.02 |
| Modine Manufacturing Co. | Long | Equity-common | US | $61M | 519K | 0.44 |
| Mohawk Industries, Inc. (Mohawk Industries Inc) | Long | Equity-common | US | $75M | 464K | 0.54 |
| Molson Coors Beverage Co. | Long | Equity-common | US | $34M | 644K | 0.24 |
| Monarch Casino & Resort, Inc. (Monarch Casino & Resort Inc) | Long | Equity-common | US | $1M | 14K | 0.01 |
| Moneylion, Inc. (Moneylion Inc) | Long | Equity-common | US | $99K | 1K | 0.00 |
| Monro, Inc. (Monro Inc) | Long | Equity-common | US | $6M | 211K | 0.05 |
| Montauk Renewables, Inc. (Montauk Renewables Inc) | Long | Equity-common | US | $38K | 6K | 0.00 |
| Monte Rosa Therapeutics, Inc. (Monte Rosa Therapeutics Inc) | Long | Equity-common | US | $29K | 6K | 0.00 |
| Moog, Inc. (Moog Inc) | Long | Equity-common | US | $25M | 126K | 0.18 |
| Mosaic Co. (Mosaic Co/The) | Long | Equity-common | US | $55M | 2M | 0.40 |
| Motorcar Parts of America, Inc. (Motorcar Parts of America Inc) | Long | Equity-common | US | $1M | 167K | 0.01 |
| Movado Group, Inc. (Movado Group Inc) | Long | Equity-common | US | $4M | 154K | 0.03 |
| MP Materials Corp. | Long | Equity-common | US | $5M | 335K | 0.03 |
| Mr. Cooper Group, Inc. (Mr Cooper Group Inc) | Long | Equity-common | US | $42M | 464K | 0.30 |
| MRC Global, Inc. (MRC Global Inc) | Long | Equity-common | US | $6M | 437K | 0.05 |
| Mueller Industries, Inc. (Mueller Industries Inc) | Long | Equity-common | US | $45M | 637K | 0.32 |
| Murphy Oil Corp. | Long | Equity-common | US | $52M | 1M | 0.37 |
| MVB Financial Corp. | Long | Equity-common | US | $1M | 63K | 0.01 |
| Myers Industries, Inc. (Myers Industries Inc) | Long | Equity-common | US | $2M | 134K | 0.01 |
| Nabors Industries Ltd. | Long | Equity-common | BM | $8M | 75K | 0.06 |
| NACCO Industries, Inc. (NACCO Industries Inc) | Long | Equity-common | US | $2M | 56K | 0.01 |
| National Bank Holdings Corp. | Long | Equity-common | US | $14M | 331K | 0.10 |
| National Bankshares, Inc. (National Bankshares Inc) | Long | Equity-common | US | $559K | 18K | 0.00 |
| National HealthCare Corp. | Long | Equity-common | US | $19M | 140K | 0.14 |
| National Presto Industries, Inc. (National Presto Industries Inc) | Long | Equity-common | US | $4M | 50K | 0.03 |
| National Vision Holdings, Inc. (National Vision Holdings Inc) | Long | Equity-common | US | $6M | 438K | 0.05 |
| Natural Alternatives International, Inc. (Natural Alternatives International Inc) | Long | Equity-common | US | $251K | 43K | 0.00 |
| Natural Gas Services Group, Inc. (Natural Gas Services Group Inc) | Long | Equity-common | US | $2M | 103K | 0.01 |
| Natural Grocers by Vitamin Cottage, Inc. (Natural Grocers by Vitamin Cottage Inc) | Long | Equity-common | US | $6M | 221K | 0.04 |
| Nature's Sunshine Products, Inc. (Nature's Sunshine Products Inc) | Long | Equity-common | US | $1M | 84K | 0.01 |
| Nautilus Biotechnology, Inc. (Nautilus Biotechnology Inc) | Long | Equity-common | US | $302K | 111K | 0.00 |
| Navient Corp. | Long | Equity-common | US | $21M | 1M | 0.15 |
| NBT Bancorp, Inc. (NBT Bancorp Inc) | Long | Equity-common | US | $17M | 356K | 0.13 |
| NCR Atleos Corp. | Long | Equity-common | US | $7M | 224K | 0.05 |
| NCS Multistage Holdings, Inc. (NCS Multistage Holdings Inc) | Long | Equity-common | US | $9K | 500 | 0.00 |
| Nelnet, Inc. (Nelnet Inc) | Long | Equity-common | US | $30M | 265K | 0.21 |
| Neogen Corp. | Long | Equity-common | US | $6M | 361K | 0.04 |
| NETGEAR, Inc. (NETGEAR Inc) | Long | Equity-common | US | $4M | 251K | 0.03 |
| NetScout Systems, Inc. (NetScout Systems Inc) | Long | Equity-common | US | $13M | 633K | 0.09 |
| NetSol Technologies, Inc. (NetSol Technologies Inc) | Long | Equity-common | US | $42K | 15K | 0.00 |
| Network-1 Technologies, Inc. (Network-1 Technologies Inc) | Long | Equity-common | US | $170K | 106K | 0.00 |
| NeuroBo Pharmaceuticals, Inc. (NeuroBo Pharmaceuticals Inc) | Long | Equity-common | US | $374.01 | 91 | 0.00 |
| New Jersey Resources Corp. | Long | Equity-common | US | $3M | 64K | 0.02 |
| New York Community Bancorp, Inc. (New York Community Bancorp Inc) | Long | Equity-common | US | $101K | 10K | 0.00 |
| Newell Brands, Inc. (Newell Brands Inc) | Long | Equity-common | US | $18M | 2M | 0.13 |
| Newmark Group, Inc. (Newmark Group Inc) | Long | Equity-common | US | $15M | 1M | 0.10 |
| Newpark Resources, Inc. (Newpark Resources Inc) | Long | Equity-common | US | $7M | 873K | 0.05 |
| Nexa Resources SA | Long | Equity-common | LU | $292K | 40K | 0.00 |
| Nexstar Media Group, Inc. (Nexstar Media Group Inc) | Long | Equity-common | US | $53M | 288K | 0.38 |
| Nextdoor Holdings, Inc. (Nextdoor Holdings Inc) | Long | Equity-common | US | $434K | 153K | 0.00 |
| NI Holdings, Inc. (NI Holdings Inc) | Long | Equity-common | US | $774K | 47K | 0.01 |
| Nicholas Financial, Inc. (Nicholas Financial Inc) | Long | Equity-common | US | $276K | 43K | 0.00 |
| Nicolet Bankshares, Inc. (Nicolet Bankshares Inc) | Long | Equity-common | US | $10M | 102K | 0.07 |
| NL Industries, Inc. (NL Industries Inc) | Long | Equity-common | US | $1M | 157K | 0.01 |
| NMI Holdings, Inc. (NMI Holdings Inc) | Long | Equity-common | US | $31M | 785K | 0.22 |
| NN, Inc. (NN Inc) | Long | Equity-common | US | $303K | 77K | 0.00 |
| Nordic American Tankers Ltd. | Long | Equity-common | BM | $7M | 2M | 0.05 |
| Nortech Systems, Inc. (Nortech Systems Inc) | Long | Equity-common | US | $23K | 2K | 0.00 |
| Northeast Bank | Long | Equity-common | US | $6M | 78K | 0.04 |
| Northeast Community Bancorp, Inc. (Northeast Community Bancorp Inc) | Long | Equity-common | US | $511K | 22K | 0.00 |
| Northern Oil & Gas, Inc. (Northern Oil & Gas Inc) | Long | Equity-common | US | $10M | 229K | 0.07 |
| Northern Technologies International Corp. | Long | Equity-common | US | $480K | 36K | 0.00 |
| Northfield Bancorp, Inc. (Northfield Bancorp Inc) | Long | Equity-common | US | $5M | 388K | 0.03 |
| Northrim BanCorp, Inc. (Northrim BanCorp Inc) | Long | Equity-common | US | $4M | 58K | 0.03 |
| Northwest Bancshares, Inc. (Northwest Bancshares Inc) | Long | Equity-common | US | $12M | 880K | 0.09 |
| Northwest Pipe Co. | Long | Equity-common | US | $4M | 101K | 0.03 |
| Norwood Financial Corp. | Long | Equity-common | US | $212K | 7K | 0.00 |
| NOV, Inc. (NOV Inc) | Long | Equity-common | US | $42M | 2M | 0.30 |
| NRG Energy, Inc. (NRG Energy Inc) | Long | Equity-common | US | $7M | 88K | 0.05 |
| Nu Skin Enterprises, Inc. (Nu Skin Enterprises Inc) | Long | Equity-common | US | $384K | 34K | 0.00 |
| Nuvation Bio, Inc. (Nuvation Bio Inc) | Long | Equity-common | US | $589K | 154K | 0.00 |
| NV5 Global, Inc. (NV5 Global Inc) | Long | Equity-common | US | $7M | 67K | 0.05 |
| O-I Glass, Inc. (O-I Glass Inc) | Long | Equity-common | US | $17M | 1M | 0.12 |
| Oak Valley Bancorp | Long | Equity-common | US | $259K | 9K | 0.00 |
| OceanFirst Financial Corp. | Long | Equity-common | US | $7M | 360K | 0.05 |
| ODP Corp. (ODP Corp/The) | Long | Equity-common | US | $15M | 345K | 0.10 |
| OFG Bancorp | Long | Equity-common | PR | $22M | 480K | 0.16 |
| Ohio Valley Banc Corp. | Long | Equity-common | US | $299K | 12K | 0.00 |
| Oil States International, Inc. (Oil States International Inc) | Long | Equity-common | US | $2M | 266K | 0.01 |
| Oil-Dri Corp. of America (Oil-Dri Corp of America) | Long | Equity-common | US | $3M | 52K | 0.02 |
| Old National Bancorp (Old National Bancorp/IN) | Long | Equity-common | US | $46M | 2M | 0.33 |
| Old Republic International Corp. | Long | Equity-common | US | $65M | 2M | 0.47 |
| Old Second Bancorp, Inc. (Old Second Bancorp Inc) | Long | Equity-common | US | $6M | 327K | 0.04 |
| Olema Pharmaceuticals, Inc. (Olema Pharmaceuticals Inc) | Long | Equity-common | US | $3M | 189K | 0.02 |
| Olin Corp. | Long | Equity-common | US | $36M | 792K | 0.26 |
| Olo, Inc. (Olo Inc) | Long | Equity-common | US | $4M | 759K | 0.03 |
| Olympic Steel, Inc. (Olympic Steel Inc) | Long | Equity-common | US | $5M | 107K | 0.04 |
| OmniAb, Inc. (OmniAb Inc) | Long | Equity-common | US | $925K | 193K | 0.01 |
| OmniAb, Inc. (OMNIAB INC) | Long | Equity-common | US | $0 | 10K | – |
| OmniAb, Inc. (OMNIAB INC) | Long | Equity-common | US | $0 | 10K | – |
| Omnicell, Inc. (Omnicell Inc) | Long | Equity-common | US | $4M | 120K | 0.03 |
| ON24, Inc. (ON24 Inc) | Long | Equity-common | US | $2M | 379K | 0.02 |
| Oncternal Therapeutics, Inc. (Oncternal Therapeutics Inc) | Long | Equity-common | US | $3K | 406 | 0.00 |
| ONE Group Hospitality, Inc. (ONE Group Hospitality Inc/The) | Long | Equity-common | US | $38K | 7K | 0.00 |
| OneMain Holdings, Inc. (OneMain Holdings Inc) | Long | Equity-common | US | $23M | 433K | 0.16 |
| OneSpaWorld Holdings Ltd. | Long | Equity-common | BS | $1M | 68K | 0.01 |
| OneWater Marine, Inc. (OneWater Marine Inc) | Long | Equity-common | US | $2M | 70K | 0.01 |
| Onity Group, Inc. (Onity Group Inc) | Long | Equity-common | US | $1M | 49K | 0.01 |
| Ooma, Inc. (Ooma Inc) | Long | Equity-common | US | $436K | 42K | 0.00 |
| OP Bancorp | Long | Equity-common | US | $809K | 65K | 0.01 |
| Opendoor Technologies, Inc. (Opendoor Technologies Inc) | Long | Equity-common | US | $5M | 2M | 0.03 |
| OPENLANE, Inc. (OPENLANE Inc) | Long | Equity-common | US | $16M | 914K | 0.12 |
| Opiant Pharmaceuticals, Inc. (CONTRA OPIANT PHARMACE) | Derivative-equity | US | $0 | 26K | – | |
| Oportun Financial Corp. | Long | Equity-common | US | $405K | 132K | 0.00 |
| Oppenheimer Holdings, Inc. (Oppenheimer Holdings Inc) | Long | Equity-common | US | $3M | 65K | 0.02 |
| Optical Cable Corp. | Long | Equity-common | US | $151K | 55K | 0.00 |
| OptimizeRx Corp. | Long | Equity-common | US | $627K | 57K | 0.00 |
| OptimumBank Holdings, Inc. (OptimumBank Holdings Inc) | Long | Equity-common | US | $14K | 3K | 0.00 |
| Oramed Pharmaceuticals, Inc. (Oramed Pharmaceuticals Inc) | Long | Equity-common | US | $19K | 8K | 0.00 |
| Orange County Bancorp, Inc. (Orange County Bancorp Inc) | Long | Equity-common | US | $65K | 1K | 0.00 |
| OraSure Technologies, Inc. (OraSure Technologies Inc) | Long | Equity-common | US | $5M | 1M | 0.03 |
| Organogenesis Holdings, Inc. (Organogenesis Holdings Inc) | Long | Equity-common | US | $1M | 358K | 0.01 |
| Origin Bancorp, Inc. (Origin Bancorp Inc) | Long | Equity-common | US | $5M | 159K | 0.04 |
| Orion Group Holdings, Inc. (Orion Group Holdings Inc) | Long | Equity-common | US | $2M | 265K | 0.02 |
| Orion SA | Long | Equity-common | LU | $7M | 266K | 0.05 |
| Orrstown Financial Services, Inc. (Orrstown Financial Services Inc) | Long | Equity-common | US | $4M | 116K | 0.03 |
| Orthofix Medical, Inc. (Orthofix Medical Inc) | Long | Equity-common | US | $2M | 103K | 0.01 |
| OrthoPediatrics Corp. | Long | Equity-common | US | $3M | 113K | 0.02 |
| Oshkosh Corp. | Long | Equity-common | US | $1M | 12K | 0.01 |
| OSI Systems, Inc. (OSI Systems Inc) | Long | Equity-common | US | $21M | 140K | 0.15 |
| Outbrain, Inc. (Outbrain Inc) | Long | Equity-common | US | $62K | 13K | 0.00 |
| Ovintiv, Inc. (Ovintiv Inc) | Long | Equity-common | US | $35M | 749K | 0.25 |
| Owens & Minor, Inc. (Owens & Minor Inc) | Long | Equity-common | US | $11M | 673K | 0.08 |
| Oxford Industries, Inc. (Oxford Industries Inc) | Long | Equity-common | US | $12M | 112K | 0.08 |
| Pacific Premier Bancorp, Inc. (Pacific Premier Bancorp Inc) | Long | Equity-common | US | $18M | 674K | 0.13 |
| Pacira BioSciences, Inc. (Pacira BioSciences Inc) | Long | Equity-common | US | $7M | 354K | 0.05 |
| Pactiv Evergreen, Inc. (Pactiv Evergreen Inc) | Long | Equity-common | US | $2M | 181K | 0.02 |
| Paltalk, Inc. (Paltalk Inc) | Long | Equity-common | US | $5K | 1K | 0.00 |
| PAM Transportation Services, Inc. (PAM Transportation Services Inc) | Long | Equity-common | US | $2M | 119K | 0.02 |
| Pangaea Logistics Solutions Ltd. | Long | Equity-common | BM | $2M | 271K | 0.01 |
| Par Pacific Holdings, Inc. (Par Pacific Holdings Inc) | Long | Equity-common | US | $8M | 286K | 0.05 |
| Paramount Global | Long | Equity-common | US | $347K | 30K | 0.00 |
| Paramount Global | Long | Equity-common | US | $12K | 512 | 0.00 |
| Park Aerospace Corp. | Long | Equity-common | US | $516K | 39K | 0.00 |
| Park National Corp. | Long | Equity-common | US | $7M | 41K | 0.05 |
| Park-Ohio Holdings Corp. | Long | Equity-common | US | $3M | 93K | 0.02 |
| Parke Bancorp, Inc. (Parke Bancorp Inc) | Long | Equity-common | US | $2M | 79K | 0.01 |
| Pathfinder Bancorp, Inc. (Pathfinder Bancorp Inc) | Long | Equity-common | US | $14K | 806 | 0.00 |
| Pathward Financial, Inc. (Pathward Financial Inc) | Long | Equity-common | US | $16M | 243K | 0.12 |
| Patrick Industries, Inc. (Patrick Industries Inc) | Long | Equity-common | US | $22M | 171K | 0.16 |
| Patterson Cos., Inc. (Patterson Cos Inc) | Long | Equity-common | US | $20M | 796K | 0.14 |
| Paycor HCM, Inc. (Paycor HCM Inc) | Long | Equity-common | US | $2M | 168K | 0.01 |
| Paysafe Ltd. | Long | Equity-common | BM | $6M | 268K | 0.04 |
| PBF Energy, Inc. (PBF Energy Inc) | Long | Equity-common | US | $40M | 991K | 0.29 |
| PC Connection, Inc. (PC Connection Inc) | Long | Equity-common | US | $13M | 188K | 0.10 |
| PCB Bancorp | Long | Equity-common | US | $1M | 56K | 0.01 |
| PDL BioPharma, Inc. (PDL BioPharma Inc) | Long | Equity-common | US | $1M | 1M | 0.01 |
| Peabody Energy Corp. | Long | Equity-common | US | $23M | 1M | 0.16 |
| Peapack-Gladstone Financial Corp. | Long | Equity-common | US | $4M | 153K | 0.03 |
| Pediatrix Medical Group, Inc. (Pediatrix Medical Group Inc) | Long | Equity-common | US | $3M | 304K | 0.02 |
| Pennant Group, Inc. (Pennant Group Inc/The) | Long | Equity-common | US | $1M | 43K | 0.01 |
| Penns Woods Bancorp, Inc. (Penns Woods Bancorp Inc) | Long | Equity-common | US | $693K | 29K | 0.00 |
| PennyMac Financial Services, Inc. (PennyMac Financial Services Inc) | Long | Equity-common | US | $41M | 419K | 0.29 |
| Penske Automotive Group, Inc. (Penske Automotive Group Inc) | Long | Equity-common | US | $61M | 352K | 0.44 |
| Peoples Bancorp of North Carolina, Inc. (Peoples Bancorp of North Carolina Inc) | Long | Equity-common | US | $512K | 16K | 0.00 |
| Peoples Bancorp, Inc. (Peoples Bancorp Inc/OH) | Long | Equity-common | US | $11M | 323K | 0.08 |
| Peoples Financial Services Corp. | Long | Equity-common | US | $1M | 22K | 0.01 |
| Perdoceo Education Corp. | Long | Equity-common | US | $16M | 648K | 0.12 |
| Performance Food Group Co. | Long | Equity-common | US | $14M | 204K | 0.10 |
| Perimeter Solutions SA | Long | Equity-common | LU | $978K | 101K | 0.01 |
| Perma-Fix Environmental Services, Inc. (Perma-Fix Environmental Services Inc) | Long | Equity-common | US | $11K | 859 | 0.00 |
| Perma-Pipe International Holdings, Inc. (Perma-Pipe International Holdings Inc) | Long | Equity-common | US | $285K | 30K | 0.00 |
| Perrigo Co. PLC (Perrigo Co PLC) | Long | Equity-common | IE | $33M | 1M | 0.23 |
| PetIQ, Inc. (PetIQ Inc) | Long | Equity-common | US | $5M | 221K | 0.03 |
| PetMed Express, Inc. (PetMed Express Inc) | Long | Equity-common | US | $213K | 56K | 0.00 |
| PharmaCyte Biotech, Inc. (PharmaCyte Biotech Inc) | Long | Equity-common | US | $4K | 2K | 0.00 |
| Phibro Animal Health Corp. | Long | Equity-common | US | $3M | 143K | 0.02 |
| Phinia, Inc. (Phinia Inc) | Long | Equity-common | US | $16M | 347K | 0.11 |
| Photronics, Inc. (Photronics Inc) | Long | Equity-common | US | $16M | 611K | 0.11 |
| PHX Minerals, Inc. (PHX Minerals Inc) | Long | Equity-common | US | $734K | 224K | 0.01 |
| Pilgrim's Pride Corp. | Long | Equity-common | US | $7M | 171K | 0.05 |
| Pinnacle Financial Partners, Inc. (Pinnacle Financial Partners Inc) | Long | Equity-common | US | $52M | 541K | 0.37 |
| Pioneer Bancorp, Inc. (Pioneer Bancorp Inc/NY) | Long | Equity-common | US | $82K | 7K | 0.00 |
| Playa Hotels & Resorts NV | Long | Equity-common | NL | $10M | 1M | 0.07 |
| Playstudios, Inc. (Playstudios Inc) | Long | Equity-common | US | $304K | 140K | 0.00 |
| Plexus Corp. | Long | Equity-common | US | $32M | 249K | 0.23 |
| Pliant Therapeutics, Inc. (Pliant Therapeutics Inc) | Long | Equity-common | US | $113K | 8K | 0.00 |
| Plumas Bancorp | Long | Equity-common | US | $170K | 4K | 0.00 |
| Ponce Financial Group, Inc. (Ponce Financial Group Inc) | Long | Equity-common | US | $1M | 133K | 0.01 |
| Popular, Inc. (Popular Inc) | Long | Equity-common | PR | $65M | 630K | 0.46 |
| Portillo's, Inc. (Portillo's Inc) | Long | Equity-common | US | $385K | 37K | 0.00 |
| Post Holdings, Inc. (Post Holdings Inc) | Long | Equity-common | US | $48M | 443K | 0.35 |
| Powell Industries, Inc. (Powell Industries Inc) | Long | Equity-common | US | $23M | 127K | 0.17 |
| PowerSchool Holdings, Inc. (PowerSchool Holdings Inc) | Long | Equity-common | US | $300K | 13K | 0.00 |
| PRA Group, Inc. (PRA Group Inc) | Long | Equity-common | US | $7M | 252K | 0.05 |
| Preferred Bank (Preferred Bank/Los Angeles CA) | Long | Equity-common | US | $10M | 111K | 0.07 |
| Preformed Line Products Co. | Long | Equity-common | US | $7M | 47K | 0.05 |
| Prelude Therapeutics, Inc. (Prelude Therapeutics Inc) | Long | Equity-common | US | $30K | 5K | 0.00 |
| Premier Financial Corp. | Long | Equity-common | US | $6M | 250K | 0.05 |
| Premier, Inc. (Premier Inc) | Long | Equity-common | US | $16M | 774K | 0.12 |
| Prestige Consumer Healthcare, Inc. (Prestige Consumer Healthcare Inc) | Long | Equity-common | US | $25M | 359K | 0.18 |
| PriceSmart, Inc. (PriceSmart Inc) | Long | Equity-common | US | $21M | 228K | 0.15 |
| PrimeEnergy Resources Corp. | Long | Equity-common | US | $772K | 7K | 0.01 |
| Primis Financial Corp. | Long | Equity-common | US | $1M | 96K | 0.01 |
| Primoris Services Corp. | Long | Equity-common | US | $31M | 552K | 0.22 |
| Princeton Bancorp, Inc. (Princeton Bancorp Inc) | Long | Equity-common | US | $162K | 4K | 0.00 |
| Pro-Dex, Inc. (Pro-Dex Inc) | Long | Equity-common | US | $12K | 610 | 0.00 |
| ProAssurance Corp. | Long | Equity-common | US | $5M | 356K | 0.03 |
| PROG Holdings, Inc. (PROG Holdings Inc) | Long | Equity-common | US | $3M | 68K | 0.02 |
| ProPetro Holding Corp. | Long | Equity-common | US | $8M | 842K | 0.06 |
| Prosperity Bancshares, Inc. (Prosperity Bancshares Inc) | Long | Equity-common | US | $47M | 644K | 0.33 |
| Proto Labs, Inc. (Proto Labs Inc) | Long | Equity-common | US | $6M | 185K | 0.05 |
| Provident Bancorp, Inc. (Provident Bancorp Inc) | Long | Equity-common | US | $635K | 58K | 0.00 |
| Provident Financial Holdings, Inc. (Provident Financial Holdings Inc) | Long | Equity-common | US | $644K | 48K | 0.00 |
| Provident Financial Services, Inc. (Provident Financial Services Inc) | Long | Equity-common | US | $17M | 892K | 0.12 |
| PubMatic, Inc. (PubMatic Inc) | Long | Equity-common | US | $5M | 215K | 0.03 |
| PVH Corp. | Long | Equity-common | US | $42M | 416K | 0.30 |
| Pyxis Oncology, Inc. (Pyxis Oncology Inc) | Long | Equity-common | US | $65K | 17K | 0.00 |
| QCR Holdings, Inc. (QCR Holdings Inc) | Long | Equity-common | US | $13M | 167K | 0.09 |
| Quad/Graphics, Inc. (Quad/Graphics Inc) | Long | Equity-common | US | $1M | 238K | 0.01 |
| Quaker Chemical Corp. | Long | Equity-common | US | $7M | 39K | 0.05 |
| Quanex Building Products Corp. | Long | Equity-common | US | $11M | 342K | 0.08 |
| Quanterix Corp. | Long | Equity-common | US | $811K | 55K | 0.01 |
| Quest Resource Holding Corp. | Long | Equity-common | US | $42K | 5K | 0.00 |
| QuidelOrtho Corp. | Long | Equity-common | US | $11M | 285K | 0.08 |
| QuinStreet, Inc. (QuinStreet Inc) | Long | Equity-common | US | $2M | 103K | 0.01 |
| Quipt Home Medical Corp. | Long | Equity-common | CA | $90K | 23K | 0.00 |
| Radian Group, Inc. (Radian Group Inc) | Long | Equity-common | US | $28M | 758K | 0.20 |
| Radiant Logistics, Inc. (Radiant Logistics Inc) | Long | Equity-common | US | $3M | 480K | 0.02 |
| Radius Recycling, Inc. (Radius Recycling Inc) | Long | Equity-common | US | $5M | 252K | 0.03 |
| Rafael Holdings, Inc. (Rafael Holdings Inc) | Long | Equity-common | US | $20K | 13K | 0.00 |
| Ramaco Resources, Inc. (Ramaco Resources Inc) | Long | Equity-common | US | $3M | 195K | 0.02 |
| Ramaco Resources, Inc. (Ramaco Resources Inc) | Long | Equity-common | US | $4K | 376 | 0.00 |
| Range Resources Corp. | Long | Equity-common | US | $36M | 1M | 0.26 |
| Ranger Energy Services, Inc. (Ranger Energy Services Inc) | Long | Equity-common | US | $1M | 89K | 0.01 |
| Ranpak Holdings Corp. | Long | Equity-common | US | $969K | 134K | 0.01 |
| Rayonier Advanced Materials, Inc. (Rayonier Advanced Materials Inc) | Long | Equity-common | US | $3M | 479K | 0.02 |
| RBB Bancorp | Long | Equity-common | US | $3M | 127K | 0.02 |
| RCI Hospitality Holdings, Inc. (RCI Hospitality Holdings Inc) | Long | Equity-common | US | $4M | 73K | 0.03 |
| RE/MAX Holdings, Inc. (RE/MAX Holdings Inc) | Long | Equity-common | US | $844K | 87K | 0.01 |
| Reading International, Inc. (Reading International Inc) | Long | Equity-common | US | $16K | 11K | 0.00 |
| Red River Bancshares, Inc. (Red River Bancshares Inc) | Long | Equity-common | US | $283K | 5K | 0.00 |
| Regal Rexnord Corp. | Long | Equity-common | US | $51M | 314K | 0.36 |
| REGENXBIO, Inc. (REGENXBIO Inc) | Long | Equity-common | US | $2M | 113K | 0.01 |
| Regional Management Corp. | Long | Equity-common | US | $3M | 103K | 0.02 |
| Relay Therapeutics, Inc. (Relay Therapeutics Inc) | Long | Equity-common | US | $734K | 89K | 0.01 |
| RenaissanceRe Holdings Ltd. | Long | Equity-common | BM | $9M | 39K | 0.07 |
| Renasant Corp. | Long | Equity-common | US | $16M | 475K | 0.12 |
| Repay Holdings Corp. | Long | Equity-common | US | $5M | 568K | 0.04 |
| Republic Bancorp, Inc. (Republic Bancorp Inc/KY) | Long | Equity-common | US | $7M | 103K | 0.05 |
| Reservoir Media, Inc. (Reservoir Media Inc) | Long | Equity-common | US | $152K | 19K | 0.00 |
| Resideo Technologies, Inc. (Resideo Technologies Inc) | Long | Equity-common | US | $24M | 1M | 0.17 |
| Resolute Forest Products, Inc. (CONTRA RESOLUTE FOREST) | Derivative-equity | US | $1M | 793K | 0.01 | |
| Resources Connection, Inc. (Resources Connection Inc) | Long | Equity-common | US | $3M | 233K | 0.02 |
| REV Group, Inc. (REV Group Inc) | Long | Equity-common | US | $18M | 615K | 0.13 |
| ReWalk Robotics Ltd. | Long | Equity-common | IL | $68K | 15K | 0.00 |
| REX American Resources Corp. | Long | Equity-common | US | $10M | 188K | 0.07 |
| Rezolute, Inc. (Rezolute Inc) | Long | Equity-common | US | $76K | 17K | 0.00 |
| RF Industries Ltd. | Long | Equity-common | US | $123K | 30K | 0.00 |
| Ribbon Communications, Inc. (Ribbon Communications Inc) | Long | Equity-common | US | $2M | 708K | 0.02 |
| Richardson Electronics Ltd. (Richardson Electronics Ltd/United States) | Long | Equity-common | US | $1M | 116K | 0.01 |
| Richmond Mutual BanCorp, Inc. (Richmond Mutual BanCorp Inc) | Long | Equity-common | US | $40K | 3K | 0.00 |
| Riley Exploration Permian, Inc. (Riley Exploration Permian Inc) | Long | Equity-common | US | $315K | 11K | 0.00 |
| Riot Platforms, Inc. (Riot Platforms Inc) | Long | Equity-common | US | $19M | 2M | 0.13 |
| Riverview Bancorp, Inc. (Riverview Bancorp Inc) | Long | Equity-common | US | $1M | 275K | 0.01 |
| RMR Group, Inc. (RMR Group Inc/The) | Long | Equity-common | US | $124K | 5K | 0.00 |
| Rocky Brands, Inc. (Rocky Brands Inc) | Long | Equity-common | US | $2M | 70K | 0.02 |
| Rogers Corp. | Long | Equity-common | US | $18M | 145K | 0.13 |
| Root, Inc. (Root Inc/OH) | Long | Equity-common | US | $154K | 3K | 0.00 |
| RPC, Inc. (RPC Inc) | Long | Equity-common | US | $13M | 2M | 0.09 |
| RumbleON, Inc. (RumbleON Inc) | Long | Equity-common | US | $1K | 336 | 0.00 |
| Rush Enterprises, Inc. (Rush Enterprises Inc) | Long | Equity-common | US | $25M | 494K | 0.18 |
| Rush Enterprises, Inc. (Rush Enterprises Inc) | Long | Equity-common | US | $4M | 79K | 0.03 |
| Ryder System, Inc. (Ryder System Inc) | Long | Equity-common | US | $52M | 371K | 0.37 |
| Ryerson Holding Corp. | Long | Equity-common | US | $5M | 197K | 0.03 |
| S&T Bancorp, Inc. (S&T Bancorp Inc) | Long | Equity-common | US | $13M | 286K | 0.09 |
| Safety Insurance Group, Inc. (Safety Insurance Group Inc) | Long | Equity-common | US | $11M | 134K | 0.08 |
| Saga Communications, Inc. (Saga Communications Inc) | Long | Equity-common | US | $850K | 55K | 0.01 |
| Sage Therapeutics, Inc. (Sage Therapeutics Inc) | Long | Equity-common | US | $450K | 41K | 0.00 |
| Sally Beauty Holdings, Inc. (Sally Beauty Holdings Inc) | Long | Equity-common | US | $6M | 534K | 0.04 |
| SandRidge Energy, Inc. (SandRidge Energy Inc) | Long | Equity-common | US | $4M | 270K | 0.03 |
| Sandy Spring Bancorp, Inc. (Sandy Spring Bancorp Inc) | Long | Equity-common | US | $10M | 315K | 0.07 |
| Sanmina Corp. | Long | Equity-common | US | $40M | 530K | 0.29 |
| SB Financial Group, Inc. (SB Financial Group Inc) | Long | Equity-common | US | $25K | 1K | 0.00 |
| ScanSource, Inc. (ScanSource Inc) | Long | Equity-common | US | $13M | 244K | 0.09 |
| Schneider National, Inc. (Schneider National Inc) | Long | Equity-common | US | $18M | 670K | 0.13 |
| Scholastic Corp. | Long | Equity-common | US | $10M | 311K | 0.07 |
| Scorpio Tankers, Inc. (Scorpio Tankers Inc) | Long | Equity-common | MH | $39M | 504K | 0.28 |
| Seaboard Corp. | Long | Equity-common | US | $20M | 6K | 0.15 |
| Seacoast Banking Corp. of Florida (Seacoast Banking Corp of Florida) | Long | Equity-common | US | $13M | 468K | 0.09 |
| SEACOR Marine Holdings, Inc. (SEACOR Marine Holdings Inc) | Long | Equity-common | US | $2M | 159K | 0.02 |
| Seadrill Ltd. | Long | Equity-common | BM | $17M | 302K | 0.12 |
| SecureWorks Corp. | Long | Equity-common | US | $542K | 70K | 0.00 |
| Security National Financial Corp. | Long | Equity-common | US | $515K | 62K | 0.00 |
| Select Medical Holdings Corp. | Long | Equity-common | US | $22M | 555K | 0.16 |
| Select Water Solutions, Inc. (Select Water Solutions Inc) | Long | Equity-common | US | $12M | 1M | 0.09 |
| Semler Scientific, Inc. (Semler Scientific Inc) | Long | Equity-common | US | $112K | 3K | 0.00 |
| Seneca Foods Corp. | Long | Equity-common | US | $4M | 64K | 0.03 |
| Seneca Foods Corp. | Long | Equity-common | US | $12K | 189 | 0.00 |
| Sensata Technologies Holding PLC | Long | Equity-common | GB | $24M | 624K | 0.17 |
| Sensient Technologies Corp. | Long | Equity-common | US | $9M | 113K | 0.06 |
| Sensus Healthcare, Inc. (Sensus Healthcare Inc) | Long | Equity-common | US | $23K | 4K | 0.00 |
| SFL Corp. Ltd. (SFL Corp Ltd) | Long | Equity-common | BM | $13M | 1M | 0.10 |
| Shattuck Labs, Inc. (Shattuck Labs Inc) | Long | Equity-common | US | $31K | 8K | 0.00 |
| Shenandoah Telecommunications Co. | Long | Equity-common | US | $5M | 240K | 0.04 |
| Shoe Carnival, Inc. (Shoe Carnival Inc) | Long | Equity-common | US | $12M | 283K | 0.09 |
| Shore Bancshares, Inc. (Shore Bancshares Inc) | Long | Equity-common | US | $4M | 273K | 0.03 |
| Shutterstock, Inc. (Shutterstock Inc) | Long | Equity-common | US | $2M | 53K | 0.02 |
| Shyft Group, Inc. (Shyft Group Inc/The) | Long | Equity-common | US | $272K | 16K | 0.00 |
| Sierra Bancorp | Long | Equity-common | US | $3M | 103K | 0.02 |
| SIFCO Industries, Inc. (SIFCO Industries Inc) | Long | Equity-common | US | $60K | 18K | 0.00 |
| SIGA Technologies, Inc. (SIGA Technologies Inc) | Long | Equity-common | US | $3M | 292K | 0.02 |
| SigmaTron International, Inc. (SigmaTron International Inc) | Long | Equity-common | US | $48K | 14K | 0.00 |
| Signet Jewelers Ltd. | Long | Equity-common | BM | $36M | 423K | 0.26 |
| Silgan Holdings, Inc. (Silgan Holdings Inc) | Long | Equity-common | US | $10M | 196K | 0.07 |
| Silicon Graphics, Inc. (Silicon Graphics Inc/Old) | Long | Equity-common | US | $0 | 494 | – |
| Silicon Laboratories, Inc. (Silicon Laboratories Inc) | Long | Equity-common | US | $814K | 7K | 0.01 |
| Simmons First National Corp. | Long | Equity-common | US | $19M | 879K | 0.14 |
| Simply Good Foods Co. (Simply Good Foods Co/The) | Long | Equity-common | US | $19M | 551K | 0.13 |
| Sinclair, Inc. (Sinclair Inc) | Long | Equity-common | US | $4M | 257K | 0.03 |
| SiriusPoint Ltd. | Long | Equity-common | BM | $9M | 606K | 0.06 |
| Sitio Royalties Corp. | Long | Equity-common | US | $1M | 52K | 0.01 |
| Skyline Champion Corp. | Long | Equity-common | US | $666K | 8K | 0.00 |
| Skyward Specialty Insurance Group, Inc. (Skyward Specialty Insurance Group Inc) | Long | Equity-common | US | $669K | 17K | 0.00 |
| SkyWest, Inc. (SkyWest Inc) | Long | Equity-common | US | $32M | 395K | 0.23 |
| SM Energy Co. | Long | Equity-common | US | $47M | 1M | 0.34 |
| SMART Global Holdings, Inc. (SMART Global Holdings Inc) | Long | Equity-common | KY | $1M | 62K | 0.01 |
| Smart Sand, Inc. (Smart Sand Inc) | Long | Equity-common | US | $150K | 72K | 0.00 |
| SmartFinancial, Inc. (SmartFinancial Inc) | Long | Equity-common | US | $3M | 97K | 0.02 |
| SmartRent, Inc. (SMARTRENT INC) | Long | Equity-common | US | $1000K | 543K | 0.01 |
| Smith & Wesson Brands, Inc. (Smith & Wesson Brands Inc) | Long | Equity-common | US | $8M | 472K | 0.06 |
| Smurfit WestRock PLC | Long | Equity-common | IE | $7M | 155K | 0.05 |
| SoFi Technologies, Inc. (SoFi Technologies Inc) | Long | Equity-common | US | $15M | 2M | 0.11 |
| Solaris Oilfield Infrastructure, Inc. (Solaris Oilfield Infrastructure Inc) | Long | Equity-common | US | $3M | 217K | 0.02 |
| SolarWinds Corp. | Long | Equity-common | US | $13M | 1M | 0.09 |
| Solo Brands, Inc. (Solo Brands Inc) | Long | Equity-common | US | $265K | 111K | 0.00 |
| Sonic Automotive, Inc. (Sonic Automotive Inc) | Long | Equity-common | US | $14M | 236K | 0.10 |
| Sonim Technologies, Inc. (Sonim Technologies Inc) | Long | Equity-common | US | $795 | 212 | 0.00 |
| Sonoco Products Co. | Long | Equity-common | US | $18M | 331K | 0.13 |
| Sound Financial Bancorp, Inc. (Sound Financial Bancorp Inc) | Long | Equity-common | US | $20K | 468 | 0.00 |
| SoundThinking, Inc. (SoundThinking Inc) | Long | Equity-common | US | $228K | 15K | 0.00 |
| South Plains Financial, Inc. (South Plains Financial Inc) | Long | Equity-common | US | $2M | 68K | 0.02 |
| Southern First Bancshares, Inc. (Southern First Bancshares Inc) | Long | Equity-common | US | $2M | 51K | 0.01 |
| Southern Missouri Bancorp, Inc. (Southern Missouri Bancorp Inc) | Long | Equity-common | US | $4M | 71K | 0.03 |
| Southern States Bancshares, Inc. (Southern States Bancshares Inc) | Long | Equity-common | US | $109K | 3K | 0.00 |
| Southside Bancshares, Inc. (Southside Bancshares Inc) | Long | Equity-common | US | $7M | 204K | 0.05 |
| SouthState Corp. | Long | Equity-common | US | $58M | 589K | 0.42 |
| Southwestern Energy Co. | Long | Equity-common | US | $45M | 7M | 0.33 |
| SPAR Group, Inc. (SPAR Group Inc) | Long | Equity-common | US | $19K | 10K | 0.00 |
| SpartanNash Co. | Long | Equity-common | US | $7M | 310K | 0.05 |
| Spectrum Brands Holdings, Inc. (Spectrum Brands Holdings Inc) | Long | Equity-common | US | $23M | 277K | 0.17 |
| Sphere Entertainment Co. | Long | Equity-common | US | $10M | 232K | 0.07 |
| Spok Holdings, Inc. (Spok Holdings Inc) | Long | Equity-common | US | $2M | 147K | 0.02 |
| Sportsman's Warehouse Holdings, Inc. (Sportsman's Warehouse Holdings Inc) | Long | Equity-common | US | $356K | 140K | 0.00 |
| Standard Motor Products, Inc. (Standard Motor Products Inc) | Long | Equity-common | US | $6M | 182K | 0.04 |
| Standex International Corp. | Long | Equity-common | US | $5M | 27K | 0.04 |
| Star Equity Holdings, Inc. (Star Equity Holdings Inc) | Long | Equity-common | US | $14K | 3K | 0.00 |
| State Street Institutional US Government Money Market Fund (State Street Global Advisors) | Long | Short-term investment vehicle | US | $176M | 176M | 1.26 |
| Steelcase, Inc. (Steelcase Inc) | Long | Equity-common | US | $5M | 352K | 0.04 |
| Stellar Bancorp, Inc. (Stellar Bancorp Inc) | Long | Equity-common | US | $6M | 229K | 0.04 |
| Stepan Co. | Long | Equity-common | US | $16M | 194K | 0.12 |
| Stericycle, Inc. (Stericycle Inc) | Long | Equity-common | US | $79K | 1K | 0.00 |
| Sterling Bancorp, Inc. (Sterling Bancorp Inc/MI) | Long | Equity-common | US | $414K | 71K | 0.00 |
| Sterling Check Corp. | Long | Equity-common | US | $73K | 5K | 0.00 |
| Sterling Infrastructure, Inc. (Sterling Infrastructure Inc) | Long | Equity-common | US | $20M | 172K | 0.14 |
| Stewart Information Services Corp. | Long | Equity-common | US | $20M | 276K | 0.14 |
| Stitch Fix, Inc. (Stitch Fix Inc) | Long | Equity-common | US | $2M | 335K | 0.01 |
| Stock Yards Bancorp, Inc. (Stock Yards Bancorp Inc) | Long | Equity-common | US | $2M | 39K | 0.02 |
| Stoneridge, Inc. (Stoneridge Inc) | Long | Equity-common | US | $3M | 201K | 0.02 |
| StoneX Group, Inc. (StoneX Group Inc) | Long | Equity-common | US | $20M | 236K | 0.14 |
| Stratasys Ltd. | Long | Equity-common | IL | $1M | 144K | 0.01 |
| Strategic Education, Inc. (Strategic Education Inc) | Long | Equity-common | US | $19M | 176K | 0.13 |
| Strattec Security Corp. | Long | Equity-common | US | $726K | 30K | 0.01 |
| Stratus Properties, Inc. (Stratus Properties Inc) | Long | Equity-common | US | $879K | 32K | 0.01 |
| Stride, Inc. (Stride Inc) | Long | Equity-common | US | $32M | 426K | 0.23 |
| Summit Materials, Inc. (Summit Materials Inc) | Long | Equity-common | US | $20M | 483K | 0.14 |
| Summit State Bank | Long | Equity-common | US | $54K | 6K | 0.00 |
| Sun Country Airlines Holdings, Inc. (Sun Country Airlines Holdings Inc) | Long | Equity-common | US | $3M | 234K | 0.02 |
| SunCoke Energy, Inc. (SunCoke Energy Inc) | Long | Equity-common | US | $10M | 822K | 0.07 |
| Sunnova Energy International, Inc. (Sunnova Energy International Inc) | Long | Equity-common | US | $159K | 22K | 0.00 |
| Sunrun, Inc. (Sunrun Inc) | Long | Equity-common | US | $10M | 576K | 0.07 |
| Superior Group of Cos., Inc. (Superior Group of Cos Inc) | Long | Equity-common | US | $2M | 80K | 0.01 |
| Supernus Pharmaceuticals, Inc. (Supernus Pharmaceuticals Inc) | Long | Equity-common | US | $14M | 480K | 0.10 |
| Surgery Partners, Inc. (Surgery Partners Inc) | Long | Equity-common | US | $7M | 240K | 0.05 |
| Surrozen, Inc. (Surrozen Inc) | Long | Equity-common | US | $10K | 1K | 0.00 |
| SWK Holdings Corp. | Long | Equity-common | US | $71K | 4K | 0.00 |
| Sylvamo Corp. | Long | Equity-common | US | $12M | 159K | 0.08 |
| Synaptics, Inc. (Synaptics Inc) | Long | Equity-common | US | $2M | 17K | 0.01 |
| Synovus Financial Corp. | Long | Equity-common | US | $46M | 980K | 0.33 |
| Tactile Systems Technology, Inc. (Tactile Systems Technology Inc) | Long | Equity-common | US | $1M | 96K | 0.01 |
| Taitron Components, Inc. (Taitron Components Inc) | Long | Equity-common | US | $18K | 6K | 0.00 |
| Talos Energy, Inc. (Talos Energy Inc) | Long | Equity-common | US | $10M | 862K | 0.07 |
| Tandy Leather Factory, Inc. (Tandy Leather Factory Inc) | Long | Equity-common | US | $24K | 5K | 0.00 |
| TaskUS, Inc. (TaskUS Inc) | Long | Equity-common | US | $192K | 12K | 0.00 |
| Taylor Devices, Inc. (Taylor Devices Inc) | Long | Equity-common | US | $58K | 1K | 0.00 |
| Taylor Morrison Home Corp. | Long | Equity-common | US | $69M | 1M | 0.49 |
| TD SYNNEX Corp. | Long | Equity-common | US | $75M | 625K | 0.53 |
| Team, Inc. (Team Inc) | Long | Equity-common | US | $20K | 2K | 0.00 |
| Teekay Corp. | Long | Equity-common | MH | $6M | 668K | 0.04 |
| Teekay Tankers Ltd. | Long | Equity-common | MH | $20M | 308K | 0.14 |
| TEGNA, Inc. (TEGNA Inc) | Long | Equity-common | US | $23M | 1M | 0.17 |
| Tejon Ranch Co. | Long | Equity-common | US | $4M | 213K | 0.03 |
| Teladoc Health, Inc. (Teladoc Health Inc) | Long | Equity-common | US | $10M | 1M | 0.07 |
| Telephone & Data Systems, Inc. (Telephone and Data Systems Inc) | Long | Equity-common | US | $17M | 784K | 0.12 |
| Telos Corp. | Long | Equity-common | US | $178K | 41K | 0.00 |
| Terex Corp. | Long | Equity-common | US | $32M | 509K | 0.23 |
| Terns Pharmaceuticals, Inc. (Terns Pharmaceuticals Inc) | Long | Equity-common | US | $646K | 83K | 0.00 |
| Territorial Bancorp, Inc. (Territorial Bancorp Inc) | Long | Equity-common | US | $576K | 57K | 0.00 |
| Tetraphase Pharmaceuticals, Inc. (TETRAPHASE PHARMACEUTICALS INC) | Derivative-equity | US | $64 | 2K | 0.00 | |
| Texas Capital Bancshares, Inc. (Texas Capital Bancshares Inc) | Long | Equity-common | US | $34M | 518K | 0.25 |
| TFS Financial Corp. | Long | Equity-common | US | $604K | 45K | 0.00 |
| Thermon Group Holdings, Inc. (Thermon Group Holdings Inc) | Long | Equity-common | US | $11M | 320K | 0.08 |
| Third Coast Bancshares, Inc. (Third Coast Bancshares Inc) | Long | Equity-common | US | $447K | 19K | 0.00 |
| Thor Industries, Inc. (Thor Industries Inc) | Long | Equity-common | US | $41M | 385K | 0.29 |
| Thryv Holdings, Inc. (Thryv Holdings Inc) | Long | Equity-common | US | $3M | 174K | 0.02 |
| Tidewater, Inc. (Tidewater Inc) | Long | Equity-common | US | $119K | 1K | 0.00 |
| Tile Shop Holdings, Inc. (Tile Shop Holdings Inc) | Long | Equity-common | US | $687K | 95K | 0.00 |
| Tilly's, Inc. (Tilly's Inc) | Long | Equity-common | US | $956K | 163K | 0.01 |
| Timberland Bancorp, Inc. (Timberland Bancorp Inc/WA) | Long | Equity-common | US | $2M | 79K | 0.02 |
| Timken Co. (Timken Co/The) | Long | Equity-common | US | $13M | 147K | 0.09 |
| Tiptree, Inc. (Tiptree Inc) | Long | Equity-common | US | $8M | 383K | 0.05 |
| Titan International, Inc. (Titan International Inc) | Long | Equity-common | US | $6M | 647K | 0.04 |
| Titan Machinery, Inc. (Titan Machinery Inc) | Long | Equity-common | US | $4M | 218K | 0.03 |
| Toll Brothers, Inc. (Toll Brothers Inc) | Long | Equity-common | US | $74M | 521K | 0.53 |
| Tompkins Financial Corp. | Long | Equity-common | US | $5M | 82K | 0.04 |
| Tootsie Roll Industries, Inc. (Tootsie Roll Industries Inc) | Long | Equity-common | US | $1M | 48K | 0.01 |
| TOP Ships, Inc. (TOP Ships Inc) | Long | Equity-common | MH | $16K | 2K | 0.00 |
| Topgolf Callaway Brands Corp. | Long | Equity-common | US | $22M | 1M | 0.15 |
| Towne Bank (Towne Bank/Portsmouth VA) | Long | Equity-common | US | $22M | 673K | 0.16 |
| Townsquare Media, Inc. (Townsquare Media Inc) | Long | Equity-common | US | $446K | 37K | 0.00 |
| Traeger, Inc. (Traeger Inc) | Long | Equity-common | US | $51K | 21K | 0.00 |
| TransAct Technologies, Inc. (TransAct Technologies Inc) | Long | Equity-common | US | $143K | 36K | 0.00 |
| Transocean Ltd. | Long | Equity-common | CH | $34M | 6M | 0.25 |
| Tredegar Corp. | Long | Equity-common | US | $1M | 249K | 0.01 |
| TreeHouse Foods, Inc. (TreeHouse Foods Inc) | Long | Equity-common | US | $20M | 506K | 0.15 |
| Tri Pointe Homes, Inc. (Tri Pointe Homes Inc) | Long | Equity-common | US | $41M | 900K | 0.29 |
| TriCo Bancshares | Long | Equity-common | US | $11M | 234K | 0.08 |
| TriMas Corp. | Long | Equity-common | US | $6M | 261K | 0.05 |
| Trinity Industries, Inc. (Trinity Industries Inc) | Long | Equity-common | US | $27M | 818K | 0.19 |
| Trio-Tech International | Long | Equity-common | US | $23K | 4K | 0.00 |
| TripAdvisor, Inc. (TripAdvisor Inc) | Long | Equity-common | US | $4M | 227K | 0.03 |
| Triumph Financial, Inc. (Triumph Financial Inc) | Long | Equity-common | US | $11M | 117K | 0.08 |
| Tronox Holdings PLC | Long | Equity-common | GB | $20M | 1M | 0.14 |
| TruBridge, Inc. (TruBridge Inc) | Long | Equity-common | US | $673K | 60K | 0.00 |
| TrueBlue, Inc. (TrueBlue Inc) | Long | Equity-common | US | $3M | 255K | 0.02 |
| TrueCar, Inc. (TrueCar Inc) | Long | Equity-common | US | $1M | 383K | 0.01 |
| TrustCo Bank Corp. (TrustCo Bank Corp NY) | Long | Equity-common | US | $6M | 167K | 0.04 |
| Trustmark Corp. | Long | Equity-common | US | $22M | 636K | 0.16 |
| TTM Technologies, Inc. (TTM Technologies Inc) | Long | Equity-common | US | $20M | 1M | 0.14 |
| Tutor Perini Corp. | Long | Equity-common | US | $7M | 274K | 0.05 |
| Twilio, Inc. (Twilio Inc) | Long | Equity-common | US | $19M | 315K | 0.13 |
| Twin Disc, Inc. (Twin Disc Inc) | Long | Equity-common | US | $1M | 83K | 0.01 |
| U-Haul Holding Co. | Long | Equity-common | US | $31M | 491K | 0.22 |
| U-Haul Holding Co. | Long | Equity-common | US | $1M | 21K | 0.01 |
| U.S. Cellular Corp. (United States Cellular Corp) | Long | Equity-common | US | $23M | 430K | 0.17 |
| U.S. Foods Holding Corp. (US Foods Holding Corp) | Long | Equity-common | US | $9M | 166K | 0.06 |
| U.S. Lime & Minerals, Inc. (United States Lime & Minerals Inc) | Long | Equity-common | US | $6M | 68K | 0.04 |
| U.S. Physical Therapy, Inc. (US Physical Therapy Inc) | Long | Equity-common | US | $251K | 3K | 0.00 |
| U.S. Silica Holdings, Inc. (US Silica Holdings Inc) | Long | Equity-common | US | $6M | 370K | 0.04 |
| U.S. Steel Corp. (United States Steel Corp) | Long | Equity-common | US | $39M | 959K | 0.28 |
| UFP Industries, Inc. (UFP Industries Inc) | Long | Equity-common | US | $41M | 313K | 0.30 |
| Ultra Clean Holdings, Inc. (Ultra Clean Holdings Inc) | Long | Equity-common | US | $20M | 468K | 0.15 |
| Ultralife Corp. | Long | Equity-common | US | $2M | 133K | 0.01 |
| UMB Financial Corp. | Long | Equity-common | US | $22M | 220K | 0.16 |
| Under Armour, Inc. (Under Armour Inc) | Long | Equity-common | US | $12M | 2M | 0.08 |
| Under Armour, Inc. (Under Armour Inc) | Long | Equity-common | US | $11M | 2M | 0.08 |
| Unifi, Inc. (Unifi Inc) | Long | Equity-common | US | $780K | 139K | 0.01 |
| UniFirst Corp. (UniFirst Corp/MA) | Long | Equity-common | US | $22M | 112K | 0.16 |
| United Bancorp, Inc. (United Bancorp Inc/OH) | Long | Equity-common | US | $26K | 2K | 0.00 |
| United Bancshares, Inc. (United Bancshares Inc/OH) | Long | Equity-common | US | $141K | 7K | 0.00 |
| United Bankshares, Inc. (United Bankshares Inc/WV) | Long | Equity-common | US | $36M | 919K | 0.26 |
| United Community Banks, Inc. (United Community Banks Inc/GA) | Long | Equity-common | US | $29M | 935K | 0.21 |
| United Fire Group, Inc. (United Fire Group Inc) | Long | Equity-common | US | $3M | 144K | 0.02 |
| United Natural Foods, Inc. (United Natural Foods Inc) | Long | Equity-common | US | $7M | 433K | 0.05 |
| United Security Bancshares (United Security Bancshares/Fresno CA) | Long | Equity-common | US | $1M | 131K | 0.01 |
| Unity Bancorp, Inc. (Unity Bancorp Inc) | Long | Equity-common | US | $3M | 74K | 0.02 |
| Universal Corp. (Universal Corp/VA) | Long | Equity-common | US | $13M | 239K | 0.09 |
| Universal Electronics, Inc. (Universal Electronics Inc) | Long | Equity-common | US | $623K | 52K | 0.00 |
| Universal Insurance Holdings, Inc. (Universal Insurance Holdings Inc) | Long | Equity-common | US | $4M | 220K | 0.03 |
| Universal Logistics Holdings, Inc. (Universal Logistics Holdings Inc) | Long | Equity-common | US | $4M | 87K | 0.03 |
| Universal Stainless & Alloy Products, Inc. (Universal Stainless & Alloy Products Inc) | Long | Equity-common | US | $3M | 67K | 0.02 |
| Universal Technical Institute, Inc. (Universal Technical Institute Inc) | Long | Equity-common | US | $4M | 231K | 0.03 |
| Univest Financial Corp. | Long | Equity-common | US | $11M | 383K | 0.08 |
| Unum Group | Long | Equity-common | US | $86M | 1M | 0.62 |
| Upbound Group, Inc. (Upbound Group Inc) | Long | Equity-common | US | $11M | 297K | 0.08 |
| Upland Software, Inc. (Upland Software Inc) | Long | Equity-common | US | $179K | 78K | 0.00 |
| Urban One, Inc. (Urban One Inc) | Long | Equity-common | US | $342K | 244K | 0.00 |
| Urban Outfitters, Inc. (Urban Outfitters Inc) | Long | Equity-common | US | $25M | 542K | 0.18 |
| USANA Health Sciences, Inc. (USANA Health Sciences Inc) | Long | Equity-common | US | $3M | 61K | 0.02 |
| USCB Financial Holdings, Inc. (USCB Financial Holdings Inc) | Long | Equity-common | US | $12K | 727 | 0.00 |
| Utah Medical Products, Inc. (Utah Medical Products Inc) | Long | Equity-common | US | $668K | 10K | 0.00 |
| V2X, Inc. (V2X Inc) | Long | Equity-common | US | $5M | 93K | 0.03 |
| VAALCO Energy, Inc. (VAALCO Energy Inc) | Long | Equity-common | US | $1M | 147K | 0.01 |
| Valley National Bancorp | Long | Equity-common | US | $37M | 4M | 0.27 |
| Vanda Pharmaceuticals, Inc. (Vanda Pharmaceuticals Inc) | Long | Equity-common | US | $1M | 197K | 0.01 |
| Varex Imaging Corp. | Long | Equity-common | US | $4M | 292K | 0.03 |
| Veeco Instruments, Inc. (Veeco Instruments Inc) | Long | Equity-common | US | $12M | 283K | 0.08 |
| Velocity Financial, Inc. (Velocity Financial Inc) | Long | Equity-common | US | $19K | 1K | 0.00 |
| Vera Bradley, Inc. (Vera Bradley Inc) | Long | Equity-common | US | $1M | 207K | 0.01 |
| Veracyte, Inc. (Veracyte Inc) | Long | Equity-common | US | $13M | 558K | 0.10 |
| Verint Systems, Inc. (Verint Systems Inc) | Long | Equity-common | US | $9M | 242K | 0.06 |
| Veritex Holdings, Inc. (Veritex Holdings Inc) | Long | Equity-common | US | $8M | 313K | 0.06 |
| Verve Therapeutics, Inc. (Verve Therapeutics Inc) | Long | Equity-common | US | $710K | 101K | 0.01 |
| Vestis Corp. | Long | Equity-common | US | $4M | 279K | 0.03 |
| VF Corp. | Long | Equity-common | US | $7M | 425K | 0.05 |
| Viasat, Inc. (Viasat Inc) | Long | Equity-common | US | $198K | 10K | 0.00 |
| Viatris, Inc. (Viatris Inc) | Long | Equity-common | US | $8M | 688K | 0.06 |
| Viavi Solutions, Inc. (Viavi Solutions Inc) | Long | Equity-common | US | $2M | 207K | 0.01 |
| Vicor Corp. | Long | Equity-common | US | $1M | 30K | 0.01 |
| Village Super Market, Inc. (Village Super Market Inc) | Long | Equity-common | US | $4M | 112K | 0.03 |
| Vimeo, Inc. (Vimeo Inc) | Long | Equity-common | US | $1M | 264K | 0.01 |
| Vir Biotechnology, Inc. (Vir Biotechnology Inc) | Long | Equity-common | US | $826K | 81K | 0.01 |
| Virco Mfg. Corp. | Long | Equity-common | US | $424K | 24K | 0.00 |
| Virginia National Bankshares Corp. | Long | Equity-common | US | $197K | 5K | 0.00 |
| VirTra, Inc. (VirTra Inc) | Long | Equity-common | US | $36K | 4K | 0.00 |
| Virtus Investment Partners, Inc. (Virtus Investment Partners Inc) | Long | Equity-common | US | $8M | 34K | 0.06 |
| Vishay Intertechnology, Inc. (Vishay Intertechnology Inc) | Long | Equity-common | US | $32M | 1M | 0.23 |
| Vishay Precision Group, Inc. (Vishay Precision Group Inc) | Long | Equity-common | US | $4M | 128K | 0.03 |
| Vista Outdoor, Inc. (Vista Outdoor Inc) | Long | Equity-common | US | $22M | 552K | 0.16 |
| Visteon Corp. | Long | Equity-common | US | $4M | 36K | 0.03 |
| Vital Energy, Inc. (Vital Energy Inc) | Long | Equity-common | US | $5M | 122K | 0.04 |
| Vitesse Energy, Inc. (Vitesse Energy Inc) | Long | Equity-common | US | $4M | 157K | 0.03 |
| VOXX International Corp. | Long | Equity-common | US | $496K | 194K | 0.00 |
| Voya Financial, Inc. (Voya Financial Inc) | Long | Equity-common | US | $14M | 198K | 0.10 |
| Voyager Therapeutics, Inc. (Voyager Therapeutics Inc) | Long | Equity-common | US | $920K | 100K | 0.01 |
| VSE Corp. | Long | Equity-common | US | $11M | 121K | 0.08 |
| Wabash National Corp. | Long | Equity-common | US | $10M | 479K | 0.07 |
| WaFd, Inc. (WaFd Inc) | Long | Equity-common | US | $24M | 682K | 0.17 |
| Walker & Dunlop, Inc. (Walker & Dunlop Inc) | Long | Equity-common | US | $18M | 169K | 0.13 |
| Warrior Met Coal, Inc. (Warrior Met Coal Inc) | Long | Equity-common | US | $11M | 164K | 0.08 |
| Washington Trust Bancorp, Inc. (Washington Trust Bancorp Inc) | Long | Equity-common | US | $4M | 111K | 0.03 |
| Waterstone Financial, Inc. (Waterstone Financial Inc) | Long | Equity-common | US | $3M | 204K | 0.02 |
| Webster Financial Corp. | Long | Equity-common | US | $46M | 936K | 0.33 |
| Weis Markets, Inc. (Weis Markets Inc) | Long | Equity-common | US | $21M | 279K | 0.15 |
| Werewolf Therapeutics, Inc. (Werewolf Therapeutics Inc) | Long | Equity-common | US | $29K | 13K | 0.00 |
| Werner Enterprises, Inc. (Werner Enterprises Inc) | Long | Equity-common | US | $22M | 560K | 0.16 |
| WesBanco, Inc. (WesBanco Inc) | Long | Equity-common | US | $12M | 368K | 0.08 |
| WESCO International, Inc. (WESCO International Inc) | Long | Equity-common | US | $63M | 359K | 0.45 |
| West BanCorp, Inc. (West BanCorp Inc) | Long | Equity-common | US | $2M | 114K | 0.02 |
| Westamerica BanCorp | Long | Equity-common | US | $3M | 52K | 0.02 |
| Western Alliance Bancorp | Long | Equity-common | US | $35M | 438K | 0.25 |
| Western New England Bancorp, Inc. (Western New England Bancorp Inc) | Long | Equity-common | US | $1M | 179K | 0.01 |
| Westwood Holdings Group, Inc. (Westwood Holdings Group Inc) | Long | Equity-common | US | $402K | 30K | 0.00 |
| Weyco Group, Inc. (Weyco Group Inc) | Long | Equity-common | US | $3M | 80K | 0.02 |
| Whirlpool Corp. | Long | Equity-common | US | $5M | 45K | 0.03 |
| White Mountains Insurance Group Ltd. | Long | Equity-common | BM | $41M | 23K | 0.29 |
| Whole Earth Brands, Inc. (Whole Earth Brands Inc) | Long | Equity-common | US | $603K | 124K | 0.00 |
| WideOpenWest, Inc. (WideOpenWest Inc) | Long | Equity-common | US | $718K | 132K | 0.01 |
| Wilhelmina International, Inc. (Wilhelmina International Inc) | Long | Equity-common | US | $27K | 5K | 0.00 |
| Willdan Group, Inc. (Willdan Group Inc) | Long | Equity-common | US | $1M | 30K | 0.01 |
| Willis Lease Finance Corp. | Long | Equity-common | US | $2M | 25K | 0.02 |
| Winnebago Industries, Inc. (Winnebago Industries Inc) | Long | Equity-common | US | $17M | 275K | 0.12 |
| Wintrust Financial Corp. | Long | Equity-common | US | $53M | 485K | 0.38 |
| World Acceptance Corp. | Long | Equity-common | US | $3M | 24K | 0.02 |
| World Kinect Corp. | Long | Equity-common | US | $16M | 560K | 0.11 |
| Worthington Enterprises, Inc. (Worthington Enterprises Inc) | Long | Equity-common | US | $17M | 342K | 0.12 |
| Worthington Steel, Inc. (Worthington Steel Inc) | Long | Equity-common | US | $14M | 363K | 0.10 |
| WSFS Financial Corp. | Long | Equity-common | US | $31M | 547K | 0.22 |
| WVS Financial Corp. | Long | Equity-common | US | $1K | 111 | 0.00 |
| Xerox Holdings Corp. | Long | Equity-common | US | $15M | 1M | 0.11 |
| Xperi, Inc. (Xperi Inc) | Long | Equity-common | US | $3M | 335K | 0.02 |
| Zedge, Inc. (Zedge Inc) | Long | Equity-common | US | $14K | 4K | 0.00 |
| Ziff Davis, Inc. (Ziff Davis Inc) | Long | Equity-common | US | $14M | 286K | 0.10 |
| Zimvie, Inc. (Zimvie Inc) | Long | Equity-common | US | $1M | 64K | 0.01 |
| Zions Bancorp NA | Long | Equity-common | US | $62M | 1M | 0.45 |
| Zumiez, Inc. (Zumiez Inc) | Long | Equity-common | US | $5M | 201K | 0.04 |
| Zymeworks, Inc. (Zymeworks Inc) | Long | Equity-common | US | $1M | 106K | 0.01 |
Address
DFA INVESTMENT DIMENSIONS GROUP INC
6300 BEE CAVE ROAD
BUILDING ONE
AUSTIN
Texas
78746
United States of America
Websites
Directors
Heather E. Tookes
Reena Aggarwal
Francis A. Longstaff
Gerard K. O Reilly
George M. Constantinides
David P. Butler
Abbie J. Smith
Douglas W. Diamond
Ingrid M. Werner
Darrell Duffie
Transfer Agents
SS&C GIDS, Inc.
Pricing Services
S&P Global Inc.
Refinitiv US Holdings Inc.
ICE Data Services, Inc.
Bloomberg L.P.
PricingDirect Inc.
Custodians
State Street Bank and Trust Company
Shareholder Servicing Agents
Fidelity Institutional Asset Management Trust Company
Pershing LLC
Raymond James & Associates, Inc.
J.P. Morgan Securities LLC
TD Ameritrade Trust Company
RBC Capital Markets, LLC
Charles Schwab & Co., Inc.
LPL Financial LLC
Admins
State Street Bank and Trust Company
Brokers
N/A