Northern Trust > Northern Funds
Small Cap Core Fund
$438.61M
Avg Monthly Net Assets
$386.39M
Total Assets
$111K
Total Liabilities
$386.27M
Net Assets
Small Cap Core Fund is a Mutual Fund in Northern Funds
from Northern Trust,
based in Illinois,
United States of America.
The fund has two share classes
and monthly net assets of $438.61M.
On August 26th, 2024 it reported 1,479 holdings, the largest
being Chicago Mercantile Exchange (3.8%), Northern Inst Fds (3.5%) and Super Micro Computer Inc. (1.3%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Ticker | Monthly Returns (2 years) |
|---|---|---|---|
| Class I | C000219383 | NSGRX | |
| Class K | C000219382 | NSCKX |
Holdings
From latest NPORT-P, filed August 26th, 2024 for period ending June 28th, 2024.
Historic holdings data available from Fincoded.
| Name | Profile | Category | Country | Value $USD | # Shares | % of Fund |
|---|---|---|---|---|---|---|
| 1-800-Flowers.Com Inc CL'A' COM STK USD0.01 | Long | Equity-common | US | $64K | 7K | 0.02 |
| 1ST Bancorp NC COM NPV | Long | Equity-common | US | $202K | 6K | 0.05 |
| 1st Source Corporation COM NPV | Long | Equity-common | US | $265K | 5K | 0.07 |
| 1ST Utd Corp. COM USD0.01 | Long | Equity-common | US | $124K | 6K | 0.03 |
| 2seventy Bio Inc. COMMON STOCK | Long | Equity-common | US | $12K | 3K | 0.00 |
| 2U Inc COM NEW | Long | Equity-common | US | $2K | 336.867 | 0.00 |
| 4D Molecular Therapeutics Inc COM | Long | Equity-common | US | $158K | 8K | 0.04 |
| 89bio Inc. COM | Long | Equity-common | US | $46K | 6K | 0.01 |
| A-Mark Precious Metals Inc. COM USD0.01 | Long | Equity-common | US | $253K | 8K | 0.07 |
| Aaon Inc COM STK USD0.004 | Long | Equity-common | US | $852K | 10K | 0.22 |
| AAR Corp. COM USD1 | Long | Equity-common | US | $420K | 6K | 0.11 |
| Abeona Therapeutics Inc. COM NEW | Long | Equity-common | US | $81K | 19K | 0.02 |
| Abercrombie & Fitch Co CL'A'COM USD0.01 | Long | Equity-common | US | $2M | 9K | 0.40 |
| ABM Inds Inc COM USD0.01 | Long | Equity-common | US | $527K | 10K | 0.14 |
| Acacia Research Corp. COM USD0.001 (ACACIA TECHS) | Long | Equity-common | US | $30K | 6K | 0.01 |
| Academy Sports and Outdoors Inc COM | Long | Equity-common | US | $536K | 10K | 0.14 |
| Acadia Pharmaceuticals Inc COM USD0.0001 | Long | Equity-common | US | $264K | 16K | 0.07 |
| Acadia Realty Trust SBI USD0.001 | Long | Equity-common | US | $243K | 14K | 0.06 |
| ACCO Brands Corporation COM STK USD0.01 | Long | Equity-common | US | $78K | 17K | 0.02 |
| Accuray Inc. COM USD0.001 | Long | Equity-common | US | $17K | 9K | 0.00 |
| Achieve Life Science Inc COM | Long | Equity-common | US | $56K | 12K | 0.01 |
| ACI Worldwide Inc COM USD0.005 | Long | Equity-common | US | $692K | 17K | 0.18 |
| Aclaris Therapeutics Inc. COM USD0.00001 | Long | Equity-common | US | $3K | 2K | 0.00 |
| Acm Research Inc COM USD0.0001 CL A | Long | Equity-common | US | $196K | 9K | 0.05 |
| ACRES Commercial Realty Corp COM NEW | Long | Equity-common | US | $32K | 3K | 0.01 |
| Acumen Pharmaceuticals Inc COM | Long | Equity-common | US | $2K | 903 | 0.00 |
| Acushnet Holdings Corp COM USD0.001 | Long | Equity-common | US | $324K | 5K | 0.08 |
| ACV Auctions Inc COM CL A | Long | Equity-common | US | $321K | 18K | 0.08 |
| ADAMAS PHARMAC SHS | Long | Equity-common | US | $0 | 8K | – |
| ADAMAS PHARMAC SHS | Long | Equity-common | US | $0 | 8K | – |
| Adams Resources & Energy, Inc. COM USD0.10 | Long | Equity-common | US | $95K | 3K | 0.02 |
| AdaptHealth Corporation COMMON STOCK | Long | Equity-common | US | $93K | 9K | 0.02 |
| Adaptimmune Therapeutics PLC SPON ADS EACH REP 6 ORD SHS | Long | Equity-common | GB | $16K | 17K | 0.00 |
| Addus Homecare Corp COM USD0.001 | Long | Equity-common | US | $377K | 3K | 0.10 |
| Adeia Inc. COM | Long | Equity-common | US | $165K | 15K | 0.04 |
| Adicet Bio Inc SHS | Long | Equity-common | US | $0 | 12K | – |
| Adient PLC COM USD0.001 | Long | Equity-common | IE | $362K | 15K | 0.09 |
| Adma Biologics Inc COM USD0.0001 | Long | Equity-common | US | $381K | 34K | 0.10 |
| Adtalem Global Education Inc COM USD0.01 | Long | Equity-common | US | $690K | 10K | 0.18 |
| ADTRAN Holdings Inc COM | Long | Equity-common | US | $39K | 8K | 0.01 |
| Advanced Energy Industries, Inc. COM USD0.001 | Long | Equity-common | US | $599K | 6K | 0.16 |
| Advansix Inc COM USD0.01 | Long | Equity-common | US | $88K | 4K | 0.02 |
| AG Mortgage Investment Trust Inc. COM NEW | Long | Equity-common | US | $13K | 2K | 0.00 |
| Agilysys Inc COM NPV | Long | Equity-common | US | $471K | 5K | 0.12 |
| Agios Pharmaceuticals Inc COM USD0.001 | Long | Equity-common | US | $176K | 4K | 0.05 |
| Agree Realty Corp COM USD0.0001 | Long | Equity-common | US | $677K | 11K | 0.18 |
| Alamo Group Inc COM USD0.10 | Long | Equity-common | US | $311K | 2K | 0.08 |
| Alarm.com Holdings Inc. COM USD0.01 | Long | Equity-common | US | $345K | 5K | 0.09 |
| Albany International Corp. CLASS'A'COM USD0.001 | Long | Equity-common | US | $417K | 5K | 0.11 |
| Alector Inc COM USD0.0001 | Long | Equity-common | US | $59K | 13K | 0.02 |
| Alexander & Baldwin Inc COM USD0.01 | Long | Equity-common | US | $174K | 10K | 0.05 |
| Alexanders Inc COM USD1 | Long | Equity-common | US | $115K | 510 | 0.03 |
| Alico Inc COM USD1 | Long | Equity-common | US | $128K | 5K | 0.03 |
| Alight Inc COM CL A | Long | Equity-common | US | $346K | 47K | 0.09 |
| Alkermes PLC COM USD0.01 | Long | Equity-common | IE | $540K | 22K | 0.14 |
| Allete Inc COM NPV | Long | Equity-common | US | $603K | 10K | 0.16 |
| Allient Inc COM NPV | Long | Equity-common | US | $85K | 3K | 0.02 |
| Allogene Therapeutics Inc COM USD0.001 | Long | Equity-common | US | $53K | 23K | 0.01 |
| AlloVir Inc. COM | Long | Equity-common | US | $1K | 2K | 0.00 |
| Alpha & Omega Semiconductor Ltd. COM USD0.002 | Long | Equity-common | BM | $158K | 4K | 0.04 |
| Alpha Metallurgical Resources Inc COM | Long | Equity-common | US | $975K | 3K | 0.25 |
| Alpha Teknova Inc COM | Long | Equity-common | US | $3K | 2K | 0.00 |
| Alphatec Holdings Inc. COM USD0.0001 | Long | Equity-common | US | $149K | 14K | 0.04 |
| Altair Engineering Inc COM USD0.0001 CL A | Long | Equity-common | US | $561K | 6K | 0.15 |
| Altimmune Inc. COM NEW | Long | Equity-common | US | $67K | 10K | 0.02 |
| Altisource Asset Management Corp COM | Long | Equity-common | VI | $0.58 | 0.3 | 0.00 |
| Alto Ingredients Inc. COM | Long | Equity-common | US | $12K | 8K | 0.00 |
| Alvotech ORD USD0.0001 CL A | Long | Equity-common | LU | $428K | 35K | 0.11 |
| ALX Oncology Holdings Inc COM | Long | Equity-common | US | $39K | 6K | 0.01 |
| Amalgamated Financial Corp. COM | Long | Equity-common | US | $129K | 5K | 0.03 |
| Ambac Financial Group, Inc. COM USD0.01 | Long | Equity-common | US | $67K | 5K | 0.02 |
| Ambarella Inc COM USD0.00045 | Long | Equity-common | KY | $254K | 5K | 0.07 |
| AMC Networks Inc COM USD0.01 CL 'A' | Long | Equity-common | US | $59K | 6K | 0.02 |
| Amedisys Inc COM USD0.001 | Long | Equity-common | US | $384K | 4K | 0.10 |
| America's Car-Mart Inc. COM USD0.01 | Long | Equity-common | US | $97K | 2K | 0.03 |
| American Assets Trust Inc. COM USD0.01 | Long | Equity-common | US | $154K | 7K | 0.04 |
| American Axle & Manufacturing Holdings Inc. COM USD0.01 | Long | Equity-common | US | $73K | 10K | 0.02 |
| American Coastal Insurance Corp. COM STK USD0.0001 | Long | Equity-common | US | $41K | 4K | 0.01 |
| American Eagle Outfitters Inc. COM USD0.01 | Long | Equity-common | US | $494K | 25K | 0.13 |
| AMERICAN MED ALERT CORP C | Long | Equity-common | US | $0 | 13K | – |
| American Outdoor Brands Inc COM | Long | Equity-common | US | $19K | 2K | 0.00 |
| American Public Education Inc. COM STK USD0.01 | Long | Equity-common | US | $81K | 5K | 0.02 |
| American Realty Investors Inc. COM USD0.01 | Long | Equity-common | US | $20K | 1K | 0.01 |
| American Software Inc. CLASS'A'COM USD0.10 | Long | Equity-common | US | $50K | 5K | 0.01 |
| American States Water Co. COM NPV | Long | Equity-common | US | $481K | 7K | 0.12 |
| American Superconductor Corp. COM USD0.01 | Long | Equity-common | US | $13K | 565 | 0.00 |
| American Vanguard Corp. COM USD0.10 | Long | Equity-common | US | $29K | 3K | 0.01 |
| American Well Corporation CL A | Long | Equity-common | US | $9K | 26K | 0.00 |
| American Woodmark Corporation COM NPV | Long | Equity-common | US | $185K | 2K | 0.05 |
| Amerisafe Inc COM STK USD0.01 | Long | Equity-common | US | $132K | 3K | 0.03 |
| Ameriserv Finl Inc COM USD2.50 | Long | Equity-common | US | $5K | 2K | 0.00 |
| Ames National Corp COM USD5 | Long | Equity-common | US | $27K | 1K | 0.01 |
| Amicus Therapeutics Inc. COM STK USD0.01 | Long | Equity-common | US | $547K | 55K | 0.14 |
| Amkor Technology, Inc. COM STK USD0.001 | Long | Equity-common | US | $750K | 19K | 0.19 |
| AMN Healthcare Services Inc COM USD0.01 | Long | Equity-common | US | $419K | 8K | 0.11 |
| Amneal Pharmaceuticals Inc USD0.01 CLASS A | Long | Equity-common | US | $198K | 31K | 0.05 |
| Ampco Pittsburgh COM USD1 | Long | Equity-common | US | $2K | 2K | 0.00 |
| Amphastar Pharmaceuticals Inc COM USD0.0001 | Long | Equity-common | US | $347K | 9K | 0.09 |
| Amrep Corp COM USD0.10 | Long | Equity-common | US | $25K | 1K | 0.01 |
| Amtech Systems Inc COM USD0.01 | Long | Equity-common | US | $3K | 597 | 0.00 |
| AnaptysBio Inc. COM USD0.001 | Long | Equity-common | US | $227K | 9K | 0.06 |
| Anavex Life Sciences Corp. USD0.001 | Long | Equity-common | US | $79K | 19K | 0.02 |
| Angi Inc COM USD0.001 | Long | Equity-common | US | $130K | 68K | 0.03 |
| Angiodynamics Inc COM USD0.01 | Long | Equity-common | US | $51K | 8K | 0.01 |
| ANI Pharmaceuticals Inc. COM USD0.0001 | Long | Equity-common | US | $183K | 3K | 0.05 |
| Anika Therapeutics Inc. COM USD0.01 | Long | Equity-common | US | $104K | 4K | 0.03 |
| Annexon Inc COM | Long | Equity-common | US | $24K | 5K | 0.01 |
| Anterix Inc. COM USD0.0001 | Long | Equity-common | US | $198K | 5K | 0.05 |
| Anywhere Real Estate Inc. COM USD0.01 | Long | Equity-common | US | $47K | 14K | 0.01 |
| APA Corp. COM | Long | Equity-common | US | $107K | 4K | 0.03 |
| API Group Corp COM STK | Long | Equity-common | US | $948K | 25K | 0.25 |
| Apogee Enterprises COM USD0.33 1/3 | Long | Equity-common | US | $321K | 5K | 0.08 |
| Apollo Commercial Real Estate Finance, Inc. COM USD0.01 | Long | Equity-common | US | $257K | 26K | 0.07 |
| AppFolio Inc. COM USD0.0001 CL A | Long | Equity-common | US | $719K | 3K | 0.19 |
| Apple Hospitality Reit Inc COM NPV | Long | Equity-common | US | $460K | 32K | 0.12 |
| Applied Industrial Technologies Inc. COM NPV | Long | Equity-common | US | $1M | 7K | 0.37 |
| Applied Optoelectronics Inc COM USD0.001 | Long | Equity-common | US | $56K | 7K | 0.01 |
| Apyx Medical Corp. COM USD0.001 | Long | Equity-common | US | $5K | 4K | 0.00 |
| Aravive Inc COM USD0.0001 | Long | Equity-common | US | $0 | 9K | – |
| Arbor Realty Trust, Inc. COM USD0.01 | Long | Equity-common | US | $285K | 20K | 0.07 |
| Arbutus Biopharma Corp. NPV | Long | Equity-common | CA | $19K | 6K | 0.00 |
| ARC Document Solutions Inc COM USD0.001 | Long | Equity-common | US | $15K | 6K | 0.00 |
| Arcadium Lithium PLC COM SHS | Long | Equity-common | JE | $180K | 54K | 0.05 |
| Arcbest Corporation COM USD0.01 | Long | Equity-common | US | $441K | 4K | 0.11 |
| Arcellx Inc COMMON STOCK | Long | Equity-common | US | $448K | 8K | 0.12 |
| Arch Resources Inc CL A | Long | Equity-common | US | $292K | 2K | 0.08 |
| Archrock Inc COM USD0.01 | Long | Equity-common | US | $423K | 21K | 0.11 |
| Arcos Dorados Holdings Inc COM NPV CL 'A' | Long | Equity-common | VG | $269K | 30K | 0.07 |
| Arcosa Inc COM USD0.01 | Long | Equity-common | US | $726K | 9K | 0.19 |
| Arcturus Therapeutics Holdings Inc COM | Long | Equity-common | US | $85K | 3K | 0.02 |
| Arcutis Biotherapeutics Inc. COM | Long | Equity-common | US | $37K | 4K | 0.01 |
| Ardelyx Inc COM USD0.0001 | Long | Equity-common | US | $39K | 5K | 0.01 |
| Ardmore Shipping Corp. COM USD0.01 | Long | Equity-common | MH | $405K | 18K | 0.10 |
| Argan Inc COM STK USD0.15 | Long | Equity-common | US | $212K | 3K | 0.05 |
| Arlo Technologies Inc COM USD0.001 | Long | Equity-common | US | $122K | 9K | 0.03 |
| Armada Hoffler Properties Inc. COM USD0.01 | Long | Equity-common | US | $53K | 5K | 0.01 |
| ARMOUR Residential REIT, Inc. COM SHS | Long | Equity-common | US | $23K | 1K | 0.01 |
| Arq, Inc. COM USD0.001 | Long | Equity-common | US | $4K | 713 | 0.00 |
| Array Technologies Inc COM SHS | Long | Equity-common | US | $216K | 21K | 0.06 |
| Arrow Financial Corp. COM USD1 | Long | Equity-common | US | $113K | 4K | 0.03 |
| Arrowmark Financial Corp COM USD0.001 | Long | Equity-common | US | $45K | 2K | 0.01 |
| Artesian Resources Corp. CLASS'A'COM USD1 | Long | Equity-common | US | $117K | 3K | 0.03 |
| Artisan Partners Asset Management Inc. COM USD0.01 CL'A' | Long | Equity-common | US | $291K | 7K | 0.08 |
| Artivion Inc COM USD0.01 | Long | Equity-common | US | $207K | 8K | 0.05 |
| Arvinas Inc COM USD0.001 | Long | Equity-common | US | $102K | 4K | 0.03 |
| Asbury Automotive Group, Inc. COM USD0.01 | Long | Equity-common | US | $603K | 3K | 0.16 |
| Ascent Industries Co COM USD1.00 | Long | Equity-common | US | $1K | 108 | 0.00 |
| Asgn Incorporated COM USD0.01 | Long | Equity-common | US | $693K | 8K | 0.18 |
| Aspen Aerogels Inc COM USD0.00001 | Long | Equity-common | US | $96K | 4K | 0.02 |
| Assertio Holdings Inc COM NEW | Long | Equity-common | US | $3K | 3K | 0.00 |
| Associated Banc-Corp COM USD0.01 | Long | Equity-common | US | $379K | 18K | 0.10 |
| Associated Capital Group Inc. COM USD0.001 CL A | Long | Equity-common | US | $74K | 2K | 0.02 |
| Assured Guaranty Ltd. COM USD0.01 | Long | Equity-common | BM | $670K | 9K | 0.17 |
| Astec Industries COM USD0.20 | Long | Equity-common | US | $131K | 4K | 0.03 |
| Astrana Health Inc COM USD0.001 | Long | Equity-common | US | $320K | 8K | 0.08 |
| Astria Therapeutics Inc COM | Long | Equity-common | US | $80K | 9K | 0.02 |
| Astronics Corp. COM USD0.01 | Long | Equity-common | US | $40K | 2K | 0.01 |
| Astronics Corp. COM USD0.01 CLASS 'B' | Long | Equity-common | US | $61K | 3K | 0.02 |
| Astronova Inc COM STK USD0.05 | Long | Equity-common | US | $189K | 12K | 0.05 |
| Asure Software Inc COM USD0.01 | Long | Equity-common | US | $8K | 961 | 0.00 |
| Atara Biotherapeutics Inc COM NEW | Long | Equity-common | US | $4K | 422.12 | 0.00 |
| Atea Pharmaceuticals Inc COM | Long | Equity-common | US | $27K | 8K | 0.01 |
| ATI Inc COM USD0.10 | Long | Equity-common | US | $1M | 19K | 0.28 |
| Atkore Inc COM USD0.01 | Long | Equity-common | US | $956K | 7K | 0.25 |
| Atlanta Braves Holdings Inc COM SER C | Long | Equity-common | US | $649K | 16K | 0.17 |
| Atlantic American Corporation COM | Long | Equity-common | US | $9K | 5K | 0.00 |
| Atlantic Union Bankshares Corp COM USD1.33 | Long | Equity-common | US | $569K | 17K | 0.15 |
| Atlanticus Holdings Corp. COM NPV | Long | Equity-common | US | $31K | 1K | 0.01 |
| ATN International Inc. COM USD0.01 | Long | Equity-common | US | $43K | 2K | 0.01 |
| Atricure Inc COM USD0.001 | Long | Equity-common | US | $193K | 8K | 0.05 |
| Atrion Corp COM USD0.1 | Long | Equity-common | US | $91K | 201 | 0.02 |
| Avanos Medical Inc COM USD0.01 | Long | Equity-common | US | $192K | 10K | 0.05 |
| Aviat Networks Inc. COM USD0. | Long | Equity-common | US | $69K | 2K | 0.02 |
| Avid Bioservices Inc. COM USD0.001 | Long | Equity-common | US | $56K | 8K | 0.01 |
| Avidity Biosciences Inc. COM | Long | Equity-common | US | $436K | 11K | 0.11 |
| Avient Corporation COM | Long | Equity-common | US | $566K | 13K | 0.15 |
| Avista Corporation COM NPV | Long | Equity-common | US | $381K | 11K | 0.10 |
| Avnet, Inc. COM USD1.00 | Long | Equity-common | US | $657K | 13K | 0.17 |
| Axcelis Technologies Inc. COM USD0.001 | Long | Equity-common | US | $1M | 9K | 0.32 |
| AxoGen Inc. COM USD0.01 | Long | Equity-common | US | $58K | 8K | 0.02 |
| Axonics Inc COM USD0.0001 | Long | Equity-common | US | $418K | 6K | 0.11 |
| Axos Financial Inc COM USD0.01 | Long | Equity-common | US | $604K | 11K | 0.16 |
| Axsome Therapeutics Inc. COM USD0.0001 | Long | Equity-common | US | $294K | 4K | 0.08 |
| Azenta Inc COM USD0.01 | Long | Equity-common | US | $525K | 10K | 0.14 |
| AZZ Inc COM USD1 | Long | Equity-common | US | $271K | 4K | 0.07 |
| B. Riley Financial Inc COM USD0.0001 | Long | Equity-common | US | $35K | 2K | 0.01 |
| B&G Foods, Inc. COM USD0.01 | Long | Equity-common | US | $86K | 11K | 0.02 |
| Babcock & Wilcox Enterprises Inc. COM USD0.01 | Long | Equity-common | US | $8K | 6K | 0.00 |
| Badger Meter Inc COM USD1 | Long | Equity-common | US | $813K | 4K | 0.21 |
| Balchem Corp COM USD0.0666 | Long | Equity-common | US | $775K | 5K | 0.20 |
| BancFirst Corp. COM USD1 | Long | Equity-common | US | $303K | 3K | 0.08 |
| Banco Latinoamericano De Comercio Exterior SA CLASS'E'COM NPV | Long | Equity-common | PA | $212K | 7K | 0.05 |
| Bancorp Inc COM NPV | Long | Equity-common | US | $206K | 5K | 0.05 |
| Bandwidth Inc COM USD0.001 CL A | Long | Equity-common | US | $41K | 2K | 0.01 |
| Bank First Corp. COM USD0.01 | Long | Equity-common | US | $212K | 3K | 0.05 |
| Bank of Hawaii Corp. COM USD0.01 | Long | Equity-common | US | $301K | 5K | 0.08 |
| Bank of Marin Bancorp. COM STK NPV | Long | Equity-common | US | $47K | 3K | 0.01 |
| Bank7 Corp COM USD0.01 | Long | Equity-common | US | $216K | 7K | 0.06 |
| Bankfinancial Corp COM USD0.01 | Long | Equity-common | US | $28K | 3K | 0.01 |
| Bankwell Financial Group, Inc. COM USD0.01 | Long | Equity-common | US | $149K | 6K | 0.04 |
| Banner Corp COM USD0.01 | Long | Equity-common | US | $330K | 7K | 0.09 |
| BAR Harbour Banksh COM STK USD2 | Long | Equity-common | US | $42K | 2K | 0.01 |
| Barnes & Noble Education Inc. COM NEW | Long | Equity-common | US | $2K | 252 | 0.00 |
| Barnes Group Inc. COM USD0.01 | Long | Equity-common | US | $373K | 9K | 0.10 |
| Barrett Business Services Inc. COM USD0.01 | Long | Equity-common | US | $465K | 14K | 0.12 |
| Baytex Energy Corp. COM | Long | Equity-common | CA | $110K | 32K | 0.03 |
| BCB Bancorp Inc. COM USD0.01 | Long | Equity-common | US | $18K | 2K | 0.00 |
| Beacon Roofing Supply, Inc. COM USD0.01 | Long | Equity-common | US | $976K | 11K | 0.25 |
| Beazer Homes USA Inc. COM USD0.01 | Long | Equity-common | US | $114K | 4K | 0.03 |
| BEL Fuse Inc CL A | Long | Equity-common | US | $108K | 1K | 0.03 |
| BEL Fuse Inc CLASS'B'SHS USD0.1 | Long | Equity-common | US | $273K | 4K | 0.07 |
| Belden Inc. COM USD0.01 | Long | Equity-common | US | $534K | 6K | 0.14 |
| Bellring Brands Inc. COMMON STOCK | Long | Equity-common | US | $1M | 18K | 0.27 |
| Benchmark Electronics, Inc. COM USD0.10 | Long | Equity-common | US | $292K | 7K | 0.08 |
| Beyond Air Inc. COM | Long | Equity-common | US | $6K | 11K | 0.00 |
| Beyond Inc COM USD0.0001 | Long | Equity-common | US | $63K | 5K | 0.02 |
| Beyondspring Inc COM USD0.0001 | Long | Equity-common | KY | $13K | 5K | 0.00 |
| BGC Group Inc CL A | Long | Equity-common | US | $336K | 40K | 0.09 |
| Big Lots, Inc. COM USD0.01 | Long | Equity-common | US | $13K | 8K | 0.00 |
| Biglari Holdings Inc. COM NPV CLASS B | Long | Equity-common | US | $127K | 657 | 0.03 |
| Biohaven Ltd COM NPV | Long | Equity-common | VG | $268K | 8K | 0.07 |
| Biolife Solutions COM USD0.001 | Long | Equity-common | US | $178K | 8K | 0.05 |
| Biomea Fusion Inc COM | Long | Equity-common | US | $36K | 8K | 0.01 |
| Biosig Technologies Inc COM | Long | Equity-common | US | $0.21 | 0.6 | 0.00 |
| Bioventus Inc. COM CL A | Long | Equity-common | US | $32K | 5K | 0.01 |
| BioXcel Therapeutics Inc. COM USD0.001 | Long | Equity-common | US | $17K | 13K | 0.00 |
| BJS Restaurants In COM NPV | Long | Equity-common | US | $156K | 4K | 0.04 |
| BK Of Sth Carolina COM | Long | Equity-common | US | $53K | 5K | 0.01 |
| Bk Technologies Corporation COM NEW | Long | Equity-common | US | $4K | 312 | 0.00 |
| Black Hills Corporation COM USD1 | Long | Equity-common | US | $556K | 10K | 0.14 |
| Blackbaud Inc COM USD0.001 | Long | Equity-common | US | $578K | 8K | 0.15 |
| Blackline Inc COM USD0.01 | Long | Equity-common | US | $360K | 7K | 0.09 |
| Blackstone Mortgage Trust, Inc COM USD0.01 CLS'A' | Long | Equity-common | US | $359K | 21K | 0.09 |
| Bloomin Brands Inc COM USD0.01 | Long | Equity-common | US | $217K | 11K | 0.06 |
| Bluebird Bio Inc COM USD0.01 | Long | Equity-common | US | $9K | 9K | 0.00 |
| BlueLinx Holdings Inc. COM USD0.01 | Long | Equity-common | US | $253K | 3K | 0.07 |
| Bluerock Homes Trust Inc COM CL A | Long | Equity-common | US | $23K | 1K | 0.01 |
| Boise Cascade Co COM USD0.01 | Long | Equity-common | US | $796K | 7K | 0.21 |
| Boot Barn Holdings Inc COM USD0.0001 | Long | Equity-common | US | $529K | 4K | 0.14 |
| Boston Omaha Corp. COM USD0.001 CL A | Long | Equity-common | US | $13.46 | 1 | 0.00 |
| Box Inc. COM USD0.0001 CL 'A' | Long | Equity-common | US | $558K | 21K | 0.14 |
| Brady Corp CLASS'A'COM NON-VTG USD0.01 | Long | Equity-common | US | $529K | 8K | 0.14 |
| Braemar Hotels & Resorts Inc COM USD0.01 | Long | Equity-common | US | $29K | 11K | 0.01 |
| Brandywine Realty Trust SBI USD0.01 | Long | Equity-common | US | $116K | 26K | 0.03 |
| Bridgford Foods Cp COM USD1 | Long | Equity-common | US | $48K | 5K | 0.01 |
| Brightcove Inc. COM USD0.001 | Long | Equity-common | US | $18K | 7K | 0.00 |
| Brighthouse Financial Inc. COM USD0.01 | Long | Equity-common | US | $446K | 10K | 0.12 |
| BrightSpire Capital Inc COM CL A | Long | Equity-common | US | $54K | 10K | 0.01 |
| Brinker International, Inc. COM USD0.10 | Long | Equity-common | US | $413K | 6K | 0.11 |
| Brinks Company BRINKS GROUP COM USD1 | Long | Equity-common | US | $777K | 8K | 0.20 |
| Bristow Group Inc COM | Long | Equity-common | US | $182K | 5K | 0.05 |
| Broadstone Net Lease Inc COM | Long | Equity-common | US | $306K | 19K | 0.08 |
| Brookdale Senior Living Inc. COM USD0.01 | Long | Equity-common | US | $221K | 32K | 0.06 |
| Brookfield Asset Management Ltd CL A LMT VTG SHS | Long | Equity-common | CA | $342K | 9K | 0.09 |
| Brookfield Property Preferred Lp CLASS A CUMULATIVE REDEEMABLE PREFERRED UNITS, SERIES 1 | Long | Equity-preferred | BM | $15K | – | 0.00 |
| Brookline Bancorp, Inc. COM USD0.01 | Long | Equity-common | US | $147K | 18K | 0.04 |
| BRT Apartments Corporation COM USD0.01 | Long | Equity-common | US | $43K | 2K | 0.01 |
| Buckle Inc COM USD0.01 | Long | Equity-common | US | $169K | 5K | 0.04 |
| Build A Bear Workshop Inc COM STK USD0.01 | Long | Equity-common | US | $106K | 4K | 0.03 |
| Bumble Inc COM CL A | Long | Equity-common | US | $121K | 12K | 0.03 |
| Business First Bancshares Inc. COM USD1.00 | Long | Equity-common | US | $54K | 2K | 0.01 |
| C&F Finl Corp COM USD1 | Long | Equity-common | US | $61K | 1K | 0.02 |
| C4 Therapeutics Inc COM STK | Long | Equity-common | US | $23K | 5K | 0.01 |
| Cabot Corporation COM USD1 | Long | Equity-common | US | $817K | 9K | 0.21 |
| Cactus Inc COM USD0.01 CL A | Long | Equity-common | US | $454K | 9K | 0.12 |
| Cadence Bank COM | Long | Equity-common | US | $776K | 27K | 0.20 |
| Cadiz Inc COM USD0.01 | Long | Equity-common | US | $37K | 12K | 0.01 |
| Cal-Maine Foods Inc. COM STK USD0.01 | Long | Equity-common | US | $361K | 6K | 0.09 |
| Calavo Growers Inc COM USD0.001 | Long | Equity-common | US | $54K | 2K | 0.01 |
| Caleres Inc COM USD0.01 | Long | Equity-common | US | $248K | 7K | 0.06 |
| California First Leasing Corp COM | Long | Equity-common | US | $25K | 1K | 0.01 |
| California Resources Corporation COM STOCK | Long | Equity-common | US | $593K | 11K | 0.15 |
| California Water Service Group COM STK USD0.01 | Long | Equity-common | US | $405K | 8K | 0.10 |
| Calix Networks Inc COM USD0.01 | Long | Equity-common | US | $257K | 7K | 0.07 |
| Cambridge Bancorp. COM USD1 | Long | Equity-common | US | $81K | 1K | 0.02 |
| Camden National Corp. COM NPV | Long | Equity-common | US | $101K | 3K | 0.03 |
| Camping World Holdings Inc COM USD0.01 | Long | Equity-common | US | $103K | 6K | 0.03 |
| Camtek Limited ILS0.01 | Long | Equity-common | IL | $772K | 6K | 0.20 |
| Canadian Solar Inc COM STK NPV | Long | Equity-common | CA | $114K | 8K | 0.03 |
| Cannae Holdings Inc. COM USD0.0001 | Long | Equity-common | US | $201K | 11K | 0.05 |
| Canterbury Park Hl COM | Long | Equity-common | US | $25K | 1K | 0.01 |
| Capital City Bank Group Inc. COM USD0.01 | Long | Equity-common | US | $48K | 2K | 0.01 |
| Capitol Fed Fin In COM USD0.01 | Long | Equity-common | US | $104K | 19K | 0.03 |
| Capricor Therapeutics Inc COM NEW | Long | Equity-common | US | $86K | 18K | 0.02 |
| Cara Therapeutics Inc COM USD0.001 | Long | Equity-common | US | $2K | 8K | 0.00 |
| CareMax Inc. CL A NEW | Long | Equity-common | US | $1K | 429.1 | 0.00 |
| Caretrust Reit Inc COM USD0.01 WHEN ISSUED | Long | Equity-common | US | $357K | 14K | 0.09 |
| Cargurus Inc COM USD0.001 CL A | Long | Equity-common | US | $321K | 12K | 0.08 |
| Caribou Biosciences Inc COM | Long | Equity-common | US | $21K | 13K | 0.01 |
| Carpenter Technology Corporation COM USD5 | Long | Equity-common | US | $962K | 9K | 0.25 |
| Cars.com Inc COM USD0.01 | Long | Equity-common | US | $168K | 9K | 0.04 |
| Carters Inc. COM USD0.01 | Long | Equity-common | US | $305K | 5K | 0.08 |
| Casella Waste Systems, Inc. COM USD0.01 CL'A' | Long | Equity-common | US | $678K | 7K | 0.18 |
| Cass Information Systems Inc. COM USD0.5 | Long | Equity-common | US | $70K | 2K | 0.02 |
| Cassava Sciences Inc COM | Long | Equity-common | US | $48K | 4K | 0.01 |
| Castle Biosciences Inc COM USD0.001 | Long | Equity-common | US | $47K | 2K | 0.01 |
| Catalyst Pharmaceuticals Inc. COM STK USD0.001 | Long | Equity-common | US | $454K | 29K | 0.12 |
| Cathay General Bancorp COM USD0.01 | Long | Equity-common | US | $464K | 12K | 0.12 |
| Cato Corp CLASS'A' COM USD0.033 | Long | Equity-common | US | $25K | 5K | 0.01 |
| Cavco Industries COM USD0.01 | Long | Equity-common | US | $534K | 2K | 0.14 |
| CB Financial Servs COM USD10 | Long | Equity-common | US | $6K | 281 | 0.00 |
| CBIZ Inc. COM STK USD0.01 | Long | Equity-common | US | $1M | 18K | 0.34 |
| CECO Environmental Corp. COM USD0.01 | Long | Equity-common | US | $48K | 2K | 0.01 |
| Celcuity Inc. COM USD0.001 | Long | Equity-common | US | $232K | 14K | 0.06 |
| Centerspace COM | Long | Equity-common | US | $89K | 1K | 0.02 |
| Central Garden & Pet Company COM STK CL 'A' USD0.01 | Long | Equity-common | US | $251K | 8K | 0.07 |
| Central Pacific Financial Corp. COM NEW | Long | Equity-common | US | $11K | 542 | 0.00 |
| Centrus Energy Corp. CL A | Long | Equity-common | US | $29K | 679 | 0.01 |
| Century Communities Inc COM USD0.01 | Long | Equity-common | US | $244K | 3K | 0.06 |
| Cerence Inc COM USD0.01 | Long | Equity-common | US | $17K | 6K | 0.00 |
| Certara Inc COM | Long | Equity-common | US | $210K | 15K | 0.05 |
| Cerus Corp COM STK USD0.001 | Long | Equity-common | US | $67K | 38K | 0.02 |
| Ceva Inc COM USD0.001 | Long | Equity-common | US | $66K | 3K | 0.02 |
| Champions Oncology Inc. COM USD0.001 | Long | Equity-common | US | $30K | 6K | 0.01 |
| ChampionX Corporation COM | Long | Equity-common | US | $984K | 30K | 0.25 |
| Chatham Lodging Trust COM USD0.01 | Long | Equity-common | US | $47K | 6K | 0.01 |
| Chefs Warehouse Inc. COM USD0.01 | Long | Equity-common | US | $99K | 3K | 0.03 |
| Cherry Hill Mortgage Investment Corporation USD0.01 | Long | Equity-common | US | $12K | 3K | 0.00 |
| Chesapeake Utilities Corporation COM USD0.4867 | Long | Equity-common | US | $376K | 4K | 0.10 |
| Chord Energy Corp. COM NEW | Long | Equity-common | US | $983K | 6K | 0.25 |
| Chuys Holdings Inc COM USD0.01 | Long | Equity-common | US | $92K | 4K | 0.02 |
| Cibus Inc CL A COM STK | Long | Equity-common | US | $1K | 118 | 0.00 |
| Cimpress PLC SHS EURO | Long | Equity-common | IE | $366K | 4K | 0.09 |
| Citi Trends Inc. COM USD0.01 | Long | Equity-common | US | $103K | 5K | 0.03 |
| Citizens & Northern Corp. COM USD1 | Long | Equity-common | US | $15K | 865 | 0.00 |
| Citizens Cmnty Ban COM STK USD0.01 | Long | Equity-common | US | $14K | 1K | 0.00 |
| Citizens Financial Services Inc. COM | Long | Equity-common | US | $10K | 215.13 | 0.00 |
| Citizens Inc CLASS'A'COM NPV | Long | Equity-common | US | $14K | 5K | 0.00 |
| City Holding Co COM USD2.50 | Long | Equity-common | US | $316K | 3K | 0.08 |
| City Office REIT Inc COM USD0.01 | Long | Equity-common | US | $54K | 11K | 0.01 |
| Civeo Corporation Cda COM NEW | Long | Equity-common | CA | $6K | 248 | 0.00 |
| Civista Bancshares Inc. NPV | Long | Equity-common | US | $8K | 544 | 0.00 |
| Civitas Resources Inc COM NEW | Long | Equity-common | US | $718K | 10K | 0.19 |
| Clarus Corp. COM USD0.0001 | Long | Equity-common | US | $29K | 4K | 0.01 |
| Clean Energy Fuels Corp. COM STK USD0.0001 | Long | Equity-common | US | $31K | 12K | 0.01 |
| Clearfield Inc. COM STK USD0.01 | Long | Equity-common | US | $150K | 4K | 0.04 |
| Clearwater Paper Corporation COM USD0.0001 | Long | Equity-common | US | $137K | 3K | 0.04 |
| Clearway Energy Inc COM USD0.01 CLASS C | Long | Equity-common | US | $335K | 14K | 0.09 |
| Climb Global Solutions Inc COM USD0.01 | Long | Equity-common | US | $277K | 4K | 0.07 |
| CNO Financial Group, Inc. COM USD0.01 | Long | Equity-common | US | $914K | 33K | 0.24 |
| CNX Resources Corporation COM USD0.01 | Long | Equity-common | US | $507K | 21K | 0.13 |
| Coca-Cola Consolidated Inc COM USD1 | Long | Equity-common | US | $1M | 1K | 0.36 |
| Codexis Inc COM USD0.0001 | Long | Equity-common | US | $25K | 8K | 0.01 |
| Coeur Mining Inc COM USD0.01 | Long | Equity-common | US | $208K | 37K | 0.05 |
| Cogent Communications Holdings, Inc. COM USD0.001 | Long | Equity-common | US | $343K | 6K | 0.09 |
| Cohen & Steers Inc COM USD0.01 | Long | Equity-common | US | $301K | 4K | 0.08 |
| Coherus Biosciences Inc COM USD0.0001 | Long | Equity-common | US | $32K | 19K | 0.01 |
| Cohu Inc COM USD1 | Long | Equity-common | US | $127K | 4K | 0.03 |
| Collegium Pharmaceutical Inc. COM USD0.001 | Long | Equity-common | US | $408K | 13K | 0.11 |
| Colony Bankcorp Inc. COM USD1 | Long | Equity-common | US | $13K | 1K | 0.00 |
| Columbus McKinnon Corp. COM USD0.01 | Long | Equity-common | US | $91K | 3K | 0.02 |
| Comfort Systems USA Inc. COM USD0.01 | Long | Equity-common | US | $2M | 8K | 0.61 |
| Comm Tr Bancorp COM USD5 | Long | Equity-common | US | $98K | 2K | 0.03 |
| Commercial Metals Company COM USD5 | Long | Equity-common | US | $998K | 18K | 0.26 |
| CommScope Holdings Co Inc COM USD0.01 | Long | Equity-common | US | $35K | 29K | 0.01 |
| Community Financial System Inc COM USD1 | Long | Equity-common | US | $345K | 7K | 0.09 |
| Community Health Systems Incorporated COM USD0.01 | Long | Equity-common | US | $56K | 17K | 0.01 |
| Community Healthcare Trust Inc. USD0.01 | Long | Equity-common | US | $73K | 3K | 0.02 |
| Commvault Systems Inc. COM STK USD0.01 | Long | Equity-common | US | $706K | 6K | 0.18 |
| CompX International Inc. COM USD0.01 | Long | Equity-common | US | $59K | 2K | 0.02 |
| Comstock Resources, Inc. COM USD0.50 | Long | Equity-common | US | $139K | 13K | 0.04 |
| Comtech Telecommunications Corp. COM USD0.10 | Long | Equity-common | US | $19K | 6K | 0.00 |
| Conduent Inc COM USD0.01 | Long | Equity-common | US | $74K | 23K | 0.02 |
| Conmed Corporation COM USD0.01 | Long | Equity-common | US | $320K | 5K | 0.08 |
| Connectone Bancorp Inc. COM NPV | Long | Equity-common | US | $36K | 2K | 0.01 |
| Conns Inc COM USD0.01 | Long | Equity-common | US | $3K | 3K | 0.00 |
| Conrad Industries COM | Long | Equity-common | US | $905 | 100 | 0.00 |
| Consd Water Co COM USD0.60 | Long | Equity-common | KY | $211K | 8K | 0.05 |
| Consensus Cloud Solutions Inc COM | Long | Equity-common | US | $40K | 2K | 0.01 |
| Consol Energy Inc New COM USD0.01 | Long | Equity-common | US | $533K | 5K | 0.14 |
| Consolidated Communications Holdings Inc COM STK USD0.01 | Long | Equity-common | US | $52K | 12K | 0.01 |
| Constellium SE CL A SHS | Long | Equity-common | FR | $399K | 21K | 0.10 |
| Contango Ore Inc COM | Long | Equity-common | US | $4K | 231 | 0.00 |
| CONTRA ALBIREO PHARMA | Long | Equity-common | US | $0 | 7K | – |
| CONTRA CONCRT PHRMC | Long | Equity-common | US | $0 | 21K | – |
| CONTRA INHIBRX INC COM | Long | Equity-common | US | $0 | 8K | – |
| Cooper-Standard Holdings Inc. COM USD0.01 | Long | Equity-common | US | $22K | 2K | 0.01 |
| Copa Holdings SA NPV CLASS 'A' | Long | Equity-common | PA | $475K | 5K | 0.12 |
| COPT Defense Properties COM USD0.01 | Long | Equity-common | US | $384K | 15K | 0.10 |
| Corcept Therapeutics Inc. COM STK USD0.00001 | Long | Equity-common | US | $742K | 23K | 0.19 |
| Corecivic Inc COM USD0.01 | Long | Equity-common | US | $223K | 17K | 0.06 |
| Corvel Corp COM USD0.0001 | Long | Equity-common | US | $1M | 4K | 0.27 |
| Covenant Logistics Group Inc. CLASS'A'COM USD0.01 | Long | Equity-common | US | $183K | 4K | 0.05 |
| CRA International Inc. COM NPV | Long | Equity-common | US | $515K | 3K | 0.13 |
| Cracker Barrel Old Country Store Inc. COM USD0.01 | Long | Equity-common | US | $164K | 4K | 0.04 |
| Crane NXT Co COM | Long | Equity-common | US | $409K | 7K | 0.11 |
| Creative Media & Community Trust Corporation COM USD0.001(POST REV SPLT) | Long | Equity-common | US | $3K | 934 | 0.00 |
| Credo Technology Group Holding Ltd ORDINARY SHARES | Long | Equity-common | KY | $417K | 13K | 0.11 |
| Crescent Energy Co. CL A COM | Long | Equity-common | US | $33K | 3K | 0.01 |
| Crinetics Pharmaceuticals Inc. COM USD0.001 | Long | Equity-common | US | $491K | 11K | 0.13 |
| Crocs Inc COM STK USD0.001 | Long | Equity-common | US | $2M | 11K | 0.41 |
| Cross Country Healthcare Inc. COM USD0.0001 | Long | Equity-common | US | $149K | 11K | 0.04 |
| Cryo-Cell International Inc COM | Long | Equity-common | US | $5K | 638 | 0.00 |
| Cryoport Inc COM USD0.01 | Long | Equity-common | US | $33K | 5K | 0.01 |
| CSG Systems International Inc. COM USD0.01 | Long | Equity-common | US | $235K | 6K | 0.06 |
| CSP Inc COM USD0.01 | Long | Equity-common | US | $33K | 2K | 0.01 |
| CSW Industrials Inc. COM USD0.01 | Long | Equity-common | US | $577K | 2K | 0.15 |
| CTO Realty Growth Inc New COM | Long | Equity-common | US | $162K | 9K | 0.04 |
| CTS Corporation COM NPV | Long | Equity-common | US | $211K | 4K | 0.05 |
| Cue Biopharma Inc. COM USD0.001 | Long | Equity-common | US | $4K | 3K | 0.00 |
| Cullinan Therapeutics Inc COM | Long | Equity-common | US | $161K | 9K | 0.04 |
| Culp Inc COM USD0.05 | Long | Equity-common | US | $15K | 3K | 0.00 |
| Cumulus Media Inc. COM USD0.01 CL A | Long | Equity-common | US | $10K | 5K | 0.00 |
| Cushman & Wakefield PLC COM USD0.01 | Long | Equity-common | US | $171K | 16K | 0.04 |
| Cutera Inc COM USD0.001 | Long | Equity-common | US | $10K | 6K | 0.00 |
| CVB Financial COM NPV | Long | Equity-common | US | $291K | 17K | 0.08 |
| CVR Energy Inc. COM USD0.01 | Long | Equity-common | US | $159K | 6K | 0.04 |
| Daily Journal Corp. COM USD0.01 | Long | Equity-common | US | $105K | 267 | 0.03 |
| Daktronic Inc. COM NPV | Long | Equity-common | US | $90K | 6K | 0.02 |
| Dana Inc. COM STK USD0.01 | Long | Equity-common | US | $248K | 20K | 0.06 |
| Dave & Buster's Entertainment Inc COM USD0.01 | Long | Equity-common | US | $348K | 9K | 0.09 |
| Daxor Corp COM | Long | Equity-common | US | $352.24 | 37 | 0.00 |
| Day One Biopharmaceuticals Inc. COM | Long | Equity-common | US | $76K | 6K | 0.02 |
| Delek US Holdings Inc. COM USD0.01 | Long | Equity-common | US | $232K | 9K | 0.06 |
| Delta Apparel Inc COM USD0.01 | Long | Equity-common | US | $3K | 4K | 0.00 |
| Deluxe Corporation COM USD1 | Long | Equity-common | US | $157K | 7K | 0.04 |
| Denny's Corp. COM USD0.01 | Long | Equity-common | US | $84K | 12K | 0.02 |
| DermTech Inc. COM USD0.0001 | Long | Equity-common | US | $756.16 | 7K | 0.00 |
| Design Therapeutics Inc. COM | Long | Equity-common | US | $68K | 20K | 0.02 |
| Designer Brands Inc COM NPV CL A | Long | Equity-common | US | $63K | 9K | 0.02 |
| DHT Holdings Inc. COM USD0.01 | Long | Equity-common | MH | $268K | 23K | 0.07 |
| Diamedica Therapeutics Inc COM NPV | Long | Equity-common | CA | $50K | 17K | 0.01 |
| Diamond Hill Investment Group Inc. CLASS'A' COM NPV | Long | Equity-common | US | $148K | 1K | 0.04 |
| DiamondRock Hospitality Co. COM USD0.01 | Long | Equity-common | US | $293K | 35K | 0.08 |
| Digi International Inc. COM USD0.01 | Long | Equity-common | US | $196K | 9K | 0.05 |
| Digimarc Corp. (New) USD0.001 | Long | Equity-common | US | $147K | 5K | 0.04 |
| Digital Turbine, Inc. COM USD0.0001 | Long | Equity-common | US | $19K | 12K | 0.00 |
| Dillards, Inc. CLASS'A' COM USD0.01 | Long | Equity-common | US | $549K | 1K | 0.14 |
| Dime Community Bancshares Inc. COM | Long | Equity-common | US | $0.08 | 0.004 | 0.00 |
| Dine Brands Global Inc COM USD0.01 | Long | Equity-common | US | $93K | 3K | 0.02 |
| Diodes Incorporated COM USD0.66 2/3 | Long | Equity-common | US | $502K | 7K | 0.13 |
| Disc Medicine Inc COM | Long | Equity-common | US | $84K | 2K | 0.02 |
| Distribution Solutions Group Inc COM USD1 | Long | Equity-common | US | $194K | 6K | 0.05 |
| Diversified Healthcare Trust COM SH BEN INT | Long | Equity-common | US | $91K | 30K | 0.02 |
| DLH Hldgs Corp COM USD0.001 | Long | Equity-common | US | $10K | 980 | 0.00 |
| DMC Global Inc. COM USD0.05 | Long | Equity-common | US | $65K | 4K | 0.02 |
| DNOW Inc. COM USD0.01 | Long | Equity-common | US | $191K | 14K | 0.05 |
| Docgo Inc COM | Long | Equity-common | US | $31K | 10K | 0.01 |
| Domo Inc COM USD0.001 CLASS B | Long | Equity-common | US | $38K | 5K | 0.01 |
| Donegal Group Inc. COM CLS'A' USD0.01 | Long | Equity-common | US | $56K | 4K | 0.01 |
| Donnelley Financial Solutions Inc COM USD0.01 | Long | Equity-common | US | $29K | 489 | 0.01 |
| Dorian LPG Ltd. COM USD0.01 | Long | Equity-common | MH | $25K | 592 | 0.01 |
| Dorman Products Inc. COM USD0.01 | Long | Equity-common | US | $514K | 6K | 0.13 |
| Douglas Dynamics Inc. COM USD0.01 | Long | Equity-common | US | $81K | 3K | 0.02 |
| Douglas Elliman Inc COM | Long | Equity-common | US | $6K | 5K | 0.00 |
| Douglas Emmett Inc COM STK USD0.01 | Long | Equity-common | US | $308K | 23K | 0.08 |
| Dril Quip Inc COM USD0.01 | Long | Equity-common | US | $94K | 5K | 0.02 |
| Ducommun Incorporated COM USD0.01 | Long | Equity-common | US | $192K | 3K | 0.05 |
| Duolingo Inc CL A COM | Long | Equity-common | US | $863K | 4K | 0.22 |
| Dutch Bros Inc CL A | Long | Equity-common | US | $383K | 9K | 0.10 |
| DXP Enterprises Inc. COM USD0.01 | Long | Equity-common | US | $67K | 1K | 0.02 |
| Dyadic Intl Inc COM | Long | Equity-common | US | $20K | 13K | 0.01 |
| Dycom Industries, Inc. COM USD0.333 | Long | Equity-common | US | $786K | 5K | 0.20 |
| Dynavax Technologies Corp. COM USD0.001 | Long | Equity-common | US | $271K | 24K | 0.07 |
| Dyne Therapeutics Inc. COM | Long | Equity-common | US | $461K | 13K | 0.12 |
| Dynex Capital Inc COM USD0.01(POST REV SPLT) | Long | Equity-common | US | $35K | 3K | 0.01 |
| DZS Inc. COM | Long | Equity-common | US | $783.9 | 670 | 0.00 |
| E L F Beauty Inc COM USD0.01 | Long | Equity-common | US | $1M | 7K | 0.38 |
| E.W. Scripps Co. COM USD0.01 CL'A' | Long | Equity-common | US | $24K | 8K | 0.01 |
| Eagle Bancorp Inc COM USD0.01 | Long | Equity-common | US | $99K | 5K | 0.03 |
| Eagle Financial Services Inc COM | Long | Equity-common | US | $3K | 100 | 0.00 |
| Eagle Pharmaceuticals Inc COM USD0.001 | Long | Equity-common | US | $23K | 4K | 0.01 |
| Easterly Government Properties Inc COM USD0.01 | Long | Equity-common | US | $153K | 12K | 0.04 |
| Eastern Bankshares Inc COM | Long | Equity-common | US | $285K | 20K | 0.07 |
| Eastern Co COM NPV | Long | Equity-common | US | $34K | 1K | 0.01 |
| Ebix Inc COM USD0.10 | Long | Equity-common | US | $643.23 | 7K | 0.00 |
| Edgewell Personal Care Co COM USD0.01 | Long | Equity-common | US | $341K | 8K | 0.09 |
| Editas Medicine Inc COM USD0.0001 | Long | Equity-common | US | $31K | 7K | 0.01 |
| Egain Corp. COM USD0.001 | Long | Equity-common | US | $30K | 5K | 0.01 |
| El Pollo Loco Holdings Inc COM USD0.01 | Long | Equity-common | US | $169.65 | 15 | 0.00 |
| Electromed Inc COM USD0.001 | Long | Equity-common | US | $76K | 5K | 0.02 |
| Element Solutions Inc COM USD0.01 | Long | Equity-common | US | $751K | 28K | 0.19 |
| Ellington Credit Company COM SHS BEN INT USD0.01 | Long | Equity-common | US | $26K | 4K | 0.01 |
| Ellington Financial Inc COM NPV | Long | Equity-common | US | $14K | 1K | 0.00 |
| Elme Communities SBI USD0.01 | Long | Equity-common | US | $188K | 12K | 0.05 |
| Embecta Corp. COMMON STOCK | Long | Equity-common | US | $97K | 8K | 0.03 |
| Emerald Holding Inc COM | Long | Equity-common | US | $42K | 7K | 0.01 |
| Emergent Biosolutions Inc COM STK USD0.001 | Long | Equity-common | US | $58K | 8K | 0.01 |
| Empire State Realty Trust Inc COM USD0.01 CL 'A' | Long | Equity-common | US | $191K | 20K | 0.05 |
| Employers Holdings Inc. COM STK USD0.01 | Long | Equity-common | US | $313K | 7K | 0.08 |
| Enact Holdings Inc COM | Long | Equity-common | US | $545K | 18K | 0.14 |
| Enanta Pharmaceuticals Inc COM USD0.01 | Long | Equity-common | US | $55K | 4K | 0.01 |
| Encore Capital Group Inc. COM USD0.01 | Long | Equity-common | US | $226K | 5K | 0.06 |
| Encore Wire Corp COM USD0.01 | Long | Equity-common | US | $908K | 3K | 0.24 |
| Energizer Holdings Inc COM USD0.01 | Long | Equity-common | US | $269K | 9K | 0.07 |
| Enerpac Tool Group Corp CL A COM | Long | Equity-common | US | $374K | 10K | 0.10 |
| EnerSys COM USD0.01 | Long | Equity-common | US | $682K | 7K | 0.18 |
| Englobal Corp COM NEW | Long | Equity-common | US | $0.17 | 0.125 | 0.00 |
| Enliven Therapeutics Inc COM | Long | Equity-common | US | $167K | 7K | 0.04 |
| Ennis Inc COM USD2.50 | Long | Equity-common | US | $110K | 5K | 0.03 |
| Enova International Inc. COM USD0.00001 | Long | Equity-common | US | $242K | 4K | 0.06 |
| Enovis Corporation COM | Long | Equity-common | US | $294K | 7K | 0.08 |
| Enpro Inc COM USD0.01 | Long | Equity-common | US | $434K | 3K | 0.11 |
| Ensign Group Inc COM USD0.001 | Long | Equity-common | US | $1M | 10K | 0.33 |
| Enstar Group Ltd COM STK USD1.00 | Long | Equity-common | BM | $424K | 1K | 0.11 |
| Enterprise Bancorp Inc. COM USD0.01 | Long | Equity-common | US | $65K | 3K | 0.02 |
| Enterprise Financial Services Corp. COM USD0.01 | Long | Equity-common | US | $172K | 4K | 0.04 |
| Entrada Therapeutics Inc. COM | Long | Equity-common | US | $83K | 6K | 0.02 |
| Envestnet Inc COM USD0.01 | Long | Equity-common | US | $439K | 7K | 0.11 |
| Eplus Inc COM USD0.01 | Long | Equity-common | US | $613K | 8K | 0.16 |
| EPR Properties SBI USD0.01 | Long | Equity-common | US | $423K | 10K | 0.11 |
| Equitrans Midstream Corporation COM NPV | Long | Equity-common | US | $700K | 54K | 0.18 |
| Equity Bancshares Inc. COM USD0.01 CLASS A | Long | Equity-common | US | $96K | 3K | 0.02 |
| Equity Commonwealth USD0.01( BNF INT) | Long | Equity-common | US | $310K | 16K | 0.08 |
| ESAB Corp. COM | Long | Equity-common | US | $661K | 7K | 0.17 |
| Escalade Inc. COM NPV | Long | Equity-common | US | $58K | 4K | 0.01 |
| ESCO Technologies Inc. COM USD0.01 | Long | Equity-common | US | $474K | 5K | 0.12 |
| Essa Bancorp Inc COM STK USD0.01 | Long | Equity-common | US | $13K | 741 | 0.00 |
| Essent Group Ltd. COM USD0.015 | Long | Equity-common | BM | $877K | 16K | 0.23 |
| Essential Properties Realty Trust Inc. USD0.01 | Long | Equity-common | US | $351K | 13K | 0.09 |
| Establishment Labs Hldgs Inc COM NPV | Long | Equity-common | VG | $192K | 4K | 0.05 |
| Ethan Allen Interiors Inc. COM USD0.01 | Long | Equity-common | US | $119K | 4K | 0.03 |
| Everbridge Inc COM USD0.001 | Long | Equity-common | US | $169K | 5K | 0.04 |
| Evercore Inc COM USD0.01 CLASS 'A' | Long | Equity-common | US | $1M | 6K | 0.30 |
| Everi Holdings Inc USD0.001 | Long | Equity-common | US | $100K | 12K | 0.03 |
| Everquote Inc COM USD0.001 CL A | Long | Equity-common | US | $78K | 4K | 0.02 |
| Evertec Inc USD0.01 | Long | Equity-common | PR | $297K | 9K | 0.08 |
| EVI Industries Inc. COM USD0.025 | Long | Equity-common | US | $41K | 2K | 0.01 |
| Evolent Health, Inc. COM USD0.01 CLASS A | Long | Equity-common | US | $336K | 18K | 0.09 |
| Evolution Petr Cor COM USD0.001 | Long | Equity-common | US | $75K | 14K | 0.02 |
| ExlService Holdings Inc. COM STK USD0.001 | Long | Equity-common | US | $781K | 25K | 0.20 |
| EXP World Holdings Inc COM USD0.00001 | Long | Equity-common | US | $96K | 8K | 0.02 |
| Exponent Inc COM USD0.001 | Long | Equity-common | US | $877K | 9K | 0.23 |
| Express Inc COM NEW | Long | Equity-common | US | $137.49 | 215 | 0.00 |
| Expro Group Holdings NV EUR0.01 | Long | Equity-common | NL | $325K | 14K | 0.08 |
| Extreme Networks Inc. COM USD0.001 | Long | Equity-common | US | $219K | 16K | 0.06 |
| EZCORP Inc. CL'A'COM NON VTG USD0.01 | Long | Equity-common | US | $61K | 6K | 0.02 |
| F&G Annuities & Life Inc. COMMON STOCK | Long | Equity-common | US | $525K | 14K | 0.14 |
| Fabrinet COM USD0.01 | Long | Equity-common | KY | $2M | 6K | 0.41 |
| Farmer Bros Co COM USD1 | Long | Equity-common | US | $9K | 3K | 0.00 |
| FARO Technologies Inc. COM USD0.001 | Long | Equity-common | US | $48K | 3K | 0.01 |
| Fastly Inc. COM USD0.00002 CL A | Long | Equity-common | US | $120K | 16K | 0.03 |
| FB Financial Corp. COM USD1.00 | Long | Equity-common | US | $76K | 2K | 0.02 |
| FED Signal Corp COM USD1 | Long | Equity-common | US | $1M | 12K | 0.27 |
| Federal Agricultural Mortgage Corporation COM USD1 CLASS'C' | Long | Equity-common | US | $183K | 1K | 0.05 |
| Federated Hermes Inc COM NPV CLASS B | Long | Equity-common | US | $445K | 14K | 0.12 |
| Financial Institutions Inc. COM STK USD0.01 | Long | Equity-common | US | $69K | 4K | 0.02 |
| First Bancorp Inc. COM USD0.01 | Long | Equity-common | US | $16K | 662 | 0.00 |
| First Bancorp Puerto Rico COM USD1 | Long | Equity-common | PR | $440K | 24K | 0.11 |
| First Bancshares Inc. COM USD1 | Long | Equity-common | US | $102K | 4K | 0.03 |
| First Bank (Nj) COM STK USD0.01 | Long | Equity-common | US | $76.44 | 6 | 0.00 |
| First Busey Corporation COM USD0.001 | Long | Equity-common | US | $213K | 9K | 0.06 |
| First Business Financial Services Inc. COM STK USD0.01 | Long | Equity-common | US | $36K | 966 | 0.01 |
| First Commonwealth Financial Corp PA COM USD1 | Long | Equity-common | US | $312K | 23K | 0.08 |
| First Community Bankshares Inc. COM USD1 | Long | Equity-common | US | $52K | 1K | 0.01 |
| First Financial Bankshares Inc COM USD0.01 | Long | Equity-common | US | $667K | 23K | 0.17 |
| First Financial Corp. (Indiana) COM NPV | Long | Equity-common | US | $78K | 2K | 0.02 |
| First Financial Northwest Bank COM STK USD0.01 | Long | Equity-common | US | $33K | 2K | 0.01 |
| First Founation Inc. COM USD0.001 | Long | Equity-common | US | $30K | 5K | 0.01 |
| First Guaranty Bancshares, Inc. COM USD1.00 | Long | Equity-common | US | $5K | 537 | 0.00 |
| First Hawaiian Inc. COM USD0.01 | Long | Equity-common | US | $323K | 16K | 0.08 |
| First Internet Bancorp. COM STK USD0.01 | Long | Equity-common | US | $36K | 1K | 0.01 |
| First Merchants Corporation COM NPV | Long | Equity-common | US | $272K | 8K | 0.07 |
| First Mid Bancshares Inc. COM USD4.00 | Long | Equity-common | US | $6K | 176 | 0.00 |
| First of Long Island Corp. COM USD0.10 | Long | Equity-common | US | $29K | 3K | 0.01 |
| First Savings Financial Group Inc COM USD0.01 | Long | Equity-common | US | $158K | 9K | 0.04 |
| Firstcash Holdings Inc COM | Long | Equity-common | US | $688K | 7K | 0.18 |
| Flexion Therapeutics Inc SHS | Long | Equity-common | US | $4K | 10K | 0.00 |
| Flexsteel Industries Inc. COM USD1 | Long | Equity-common | US | $111K | 4K | 0.03 |
| Fluor Corporation COM USD0.01 | Long | Equity-common | US | $963K | 22K | 0.25 |
| Flushing Financial Corp. COM USD0.01 | Long | Equity-common | US | $71K | 5K | 0.02 |
| Flywire Corporation COM VTG | Long | Equity-common | US | $198K | 12K | 0.05 |
| Foghorn Therapeutics Inc. COM | Long | Equity-common | US | $50K | 9K | 0.01 |
| Fonar Corporation COM STK USD0.0001 | Long | Equity-common | US | $118K | 7K | 0.03 |
| Foot Locker, Inc. COM USD0.01 | Long | Equity-common | US | $254K | 10K | 0.07 |
| Forestar Group Inc. COM USD1.00 | Long | Equity-common | US | $262K | 8K | 0.07 |
| Formfactor Inc COM USD0.001 | Long | Equity-common | US | $667K | 11K | 0.17 |
| Forrester Research Inc. COM USD0.01 | Long | Equity-common | US | $84K | 5K | 0.02 |
| Fortitude Gold Corp COM | Long | Equity-common | US | $16K | 4K | 0.00 |
| Fortrea Holdings Inc. COMMON STOCK | Long | Equity-common | US | $275K | 12K | 0.07 |
| Forum Energy Technologies Inc COM | Long | Equity-common | US | $8K | 451 | 0.00 |
| Forward Air Corp. COM USD0.01 | Long | Equity-common | US | $104K | 5K | 0.03 |
| Fossil Group Inc COM USD0.01 | Long | Equity-common | US | $8K | 5K | 0.00 |
| Foster(Lb)& Co CLASS'A'USD0.01 | Long | Equity-common | US | $36K | 2K | 0.01 |
| Four Corners Property Trust Inc. COM USD0.0001 | Long | Equity-common | US | $292K | 12K | 0.08 |
| Franklin Bsp Realty Trust Inc COMMON STOCK | Long | Equity-common | US | $85K | 7K | 0.02 |
| Franklin Covey Co COM USD0.05 | Long | Equity-common | US | $143K | 4K | 0.04 |
| Franklin Electric Co Inc COM USD0.10 | Long | Equity-common | US | $705K | 7K | 0.18 |
| Franklin Street Properties Corp MA COM USD0.0001 | Long | Equity-common | US | $20K | 13K | 0.01 |
| Freedom Holding Corp COM | Long | Equity-common | US | $308K | 4K | 0.08 |
| Freightcar America COM USD0.01 | Long | Equity-common | US | $5K | 2K | 0.00 |
| Frequency Elec COM USD1 | Long | Equity-common | US | $49K | 5K | 0.01 |
| Fresh Del Monte Produce Inc. COM USD0.01 | Long | Equity-common | KY | $104K | 5K | 0.03 |
| Freshworks Inc CLASS A COM | Long | Equity-common | US | $283K | 22K | 0.07 |
| Frontline Plc COM | Long | Equity-common | CY | $529K | 21K | 0.14 |
| FRP Holdings Inc USD0.10 | Long | Equity-common | US | $48K | 2K | 0.01 |
| FS Bancorp Inc. COM USD0.01 | Long | Equity-common | US | $70K | 2K | 0.02 |
| Fulcrum Therapeutics Inc COM USD0.001 | Long | Equity-common | US | $27K | 4K | 0.01 |
| Fulgent Genetics Inc COM | Long | Equity-common | US | $93K | 5K | 0.02 |
| FUT. CME EMINIRUS2K SEP24 (Chicago Mercantile Exchange) | Derivative-equity | US | $15M | – | 3.77 | |
| FutureFuel Corp. COM USD0.0001 | Long | Equity-common | US | $29K | 6K | 0.01 |
| G III Apparel Group Ltd COM USD0.01 | Long | Equity-common | US | $158K | 6K | 0.04 |
| G1 Therapeutics Inc. COM USD0.0001 | Long | Equity-common | US | $22K | 9K | 0.01 |
| Galectin Therapeutics Inc COM USD0.001 | Long | Equity-common | US | $14K | 6K | 0.00 |
| Gamco Investors, Inc. COM USD0.001 | Long | Equity-common | US | $146K | 6K | 0.04 |
| Gannett Co Inc COM | Long | Equity-common | US | $86K | 19K | 0.02 |
| GATX Corporation COM USD0.625 | Long | Equity-common | US | $705K | 5K | 0.18 |
| Genelux Corp. COM | Long | Equity-common | US | $5K | 3K | 0.00 |
| Genesco Inc COM USD1 | Long | Equity-common | US | $96K | 4K | 0.02 |
| Gentherm Inc COM NPV | Long | Equity-common | US | $325K | 7K | 0.08 |
| Genworth Financial Inc. COM USD0.001 CLASS A | Long | Equity-common | US | $342K | 57K | 0.09 |
| Geospace Technologies Corp COM USD0.01 | Long | Equity-common | US | $46K | 5K | 0.01 |
| German American Bancorp Inc. COM NPV | Long | Equity-common | US | $147K | 4K | 0.04 |
| Geron Corp. COM USD0.001 | Long | Equity-common | US | $92K | 22K | 0.02 |
| Getty Realty Corp COM USD0.01 | Long | Equity-common | US | $156K | 6K | 0.04 |
| Gibraltar Industries, Inc. COM USD0.01 | Long | Equity-common | US | $393K | 6K | 0.10 |
| Glacier Bancorp Inc. COM USD0.01 | Long | Equity-common | US | $549K | 15K | 0.14 |
| Gladstone Commercial Corp. COM USD0.001 | Long | Equity-common | US | $64K | 5K | 0.02 |
| Gladstone Land Corp. COM USD0.001 | Long | Equity-common | US | $163K | 12K | 0.04 |
| Glatfelter Corporation COM | Long | Equity-common | US | $9K | 6K | 0.00 |
| Glaukos Corp. COM USD0.001 | Long | Equity-common | US | $687K | 6K | 0.18 |
| Global Industrial Company COM | Long | Equity-common | US | $199K | 6K | 0.05 |
| Global Medical REIT Inc. COM USD0.001 | Long | Equity-common | US | $71K | 8K | 0.02 |
| Global Net Lease Inc COM USD0.01 | Long | Equity-common | US | $174K | 24K | 0.05 |
| Globus Med Inc COM USD0.001 CL 'A' | Long | Equity-common | US | $371K | 5K | 0.10 |
| GlycoMimetics, Inc. COM USD0.001 | Long | Equity-common | US | $3K | 11K | 0.00 |
| GMS Inc COM USD0.01 | Long | Equity-common | US | $532K | 7K | 0.14 |
| Gogo Inc COM USD0.0001 | Long | Equity-common | US | $57K | 6K | 0.01 |
| Golar LNG Limited COM STK USD1.00 | Long | Equity-common | BM | $580K | 19K | 0.15 |
| Golden Entertainment Inc COM USD0.01 | Long | Equity-common | US | $18K | 582 | 0.00 |
| Golden Ocean Group Ltd COM USD0.01 | Long | Equity-common | BM | $242K | 18K | 0.06 |
| Golub Capital BDC Inc. COM USD0.001 | Long | Equity-common | US | $292K | 19K | 0.08 |
| GoodRx Holdings Inc COM CL A | Long | Equity-common | US | $418K | 54K | 0.11 |
| Goodyear Tire & Rubber Co. The COM NPV | Long | Equity-common | US | $510K | 45K | 0.13 |
| GoPro Inc. COM USD0.0001 CLASS A | Long | Equity-common | US | $18K | 13K | 0.00 |
| Gorman-Rupp Co COM NPV | Long | Equity-common | US | $185K | 5K | 0.05 |
| Graftech Intl Ltd COM USD0.01 | Long | Equity-common | US | $23K | 24K | 0.01 |
| Graham Corp COM STK USD0.10 | Long | Equity-common | US | $99K | 4K | 0.03 |
| Graham Holdings Co COM USD1 | Long | Equity-common | US | $513K | 734 | 0.13 |
| Grand Canyon Education Inc COM USD0.01 | Long | Equity-common | US | $870K | 6K | 0.23 |
| Granite Construction Inc COM USD0.01 | Long | Equity-common | US | $539K | 9K | 0.14 |
| Granite Point Mortgage Trust Inc COM USD0.01 | Long | Equity-common | US | $15K | 5K | 0.00 |
| Gray Television, Inc. COM NPV | Long | Equity-common | US | $94K | 18K | 0.02 |
| Great Elm Group Inc COM NEW | Long | Equity-common | US | $3K | 2K | 0.00 |
| Great Lakes Dredge & Dock Corporation COM STK USD0.01 | Long | Equity-common | US | $59K | 7K | 0.02 |
| Great Southern Bancorp Inc. COM USD0.01 | Long | Equity-common | US | $76K | 1K | 0.02 |
| Green Dot Corp COM CL A USD0.001 | Long | Equity-common | US | $84K | 9K | 0.02 |
| Green Plains Inc. COM STK USD0.001 | Long | Equity-common | US | $205K | 13K | 0.05 |
| Greenlight Capital Re Ltd. COM STK USD0.10 CLASS 'A' | Long | Equity-common | KY | $147K | 11K | 0.04 |
| Greif, Inc. CLASS'A'COM NPV | Long | Equity-common | US | $223K | 4K | 0.06 |
| Griffon Corp COM USD0.25 | Long | Equity-common | US | $529K | 8K | 0.14 |
| Gritstone bio Inc. COM USD0.0001 | Long | Equity-common | US | $3K | 5K | 0.00 |
| Grocery Outlet Holding Corp. COM USD0.001 | Long | Equity-common | US | $261K | 12K | 0.07 |
| Group 1 Automotive, Inc. COM USD0.01 | Long | Equity-common | US | $890K | 3K | 0.23 |
| Growgeneration Corp COM | Long | Equity-common | US | $15K | 7K | 0.00 |
| Guess Inc COM USD0.01 | Long | Equity-common | US | $144K | 7K | 0.04 |
| Gulf Island Fabric COM NPV | Long | Equity-common | US | $26K | 4K | 0.01 |
| Gulfport Energy Corporation COMMON SHARES | Long | Equity-common | US | $210K | 1K | 0.05 |
| H B Fuller Company COM USD1 | Long | Equity-common | US | $775K | 10K | 0.20 |
| H&E Equipment Services, Inc. USD0.01 | Long | Equity-common | US | $166K | 4K | 0.04 |
| Hackett Group Inc. COM STK USD0.001 | Long | Equity-common | US | $128K | 6K | 0.03 |
| Haemonetics Corp COM USD0.01 | Long | Equity-common | US | $542K | 7K | 0.14 |
| Hallador Pete Co COM USD0.01 | Long | Equity-common | US | $77K | 10K | 0.02 |
| Halozyme Therapeutics Inc COM USD0.001 | Long | Equity-common | US | $1M | 20K | 0.27 |
| Hamilton Beach Brands Holding Co. COM USD0.01 CL A | Long | Equity-common | US | $40K | 2K | 0.01 |
| Hamilton Lane Inc COM USD0.001 CL A | Long | Equity-common | US | $513K | 4K | 0.13 |
| Hancock Whitney Corporation COM USD3.33 | Long | Equity-common | US | $620K | 13K | 0.16 |
| Hanmi Financial Corp. COM USD0.001 | Long | Equity-common | US | $66K | 4K | 0.02 |
| Hannon Armstrong Sustainable Infrastructure Capital, Inc. COM USD0.01 | Long | Equity-common | US | $295K | 10K | 0.08 |
| Harleysville Financial Corp COM | Long | Equity-common | US | $4K | 203 | 0.00 |
| Harmonic Inc COM USD0.001 | Long | Equity-common | US | $177K | 15K | 0.05 |
| Harmony Biosciences Holdings Inc COM | Long | Equity-common | US | $87K | 3K | 0.02 |
| Harrow Inc COM USD0.001 | Long | Equity-common | US | $270K | 13K | 0.07 |
| Harte-Hanks Inc COM | Long | Equity-common | US | $6K | 790 | 0.00 |
| Harvard Bioscience Inc. COM USD0.01 | Long | Equity-common | US | $58K | 20K | 0.02 |
| Haverty Furniture Cos Inc COM USD1 | Long | Equity-common | US | $88K | 3K | 0.02 |
| Hawaiian Holdings Inc. COM USD0.01 | Long | Equity-common | US | $101K | 8K | 0.03 |
| Hawkins Inc COM USD0.05 | Long | Equity-common | US | $586K | 6K | 0.15 |
| Hawthorn Bancshare COM USD1 | Long | Equity-common | US | $16K | 813 | 0.00 |
| Haynes International Inc. COM STK USD0.001 | Long | Equity-common | US | $107K | 2K | 0.03 |
| Healthequity Inc COM USD0.0001 | Long | Equity-common | US | $893K | 10K | 0.23 |
| HealthStream Inc. COM NPV | Long | Equity-common | US | $132K | 5K | 0.03 |
| Heartland Express Inc. COM USD0.01 | Long | Equity-common | US | $150K | 12K | 0.04 |
| Heartland Financial USA, Inc. COM USD1 | Long | Equity-common | US | $218K | 5K | 0.06 |
| Heidrick & Struggles International Inc COM USD0.01 | Long | Equity-common | US | $159K | 5K | 0.04 |
| Helios Technologies Inc COM USD0.001 | Long | Equity-common | US | $146K | 3K | 0.04 |
| Helix Energy Solutions Group, Inc. COM NPV | Long | Equity-common | US | $348K | 29K | 0.09 |
| Helmerich & Payne Inc COM USD0.10 | Long | Equity-common | US | $500K | 14K | 0.13 |
| Herc Holdings Inc COM USD0.01 | Long | Equity-common | US | $513K | 4K | 0.13 |
| Hercules Capital Inc COM USD0.001 | Long | Equity-common | US | $361K | 18K | 0.09 |
| Heritage Financial COM NPV | Long | Equity-common | US | $114K | 6K | 0.03 |
| Hibbett Inc COM USD0.01 | Long | Equity-common | US | $325K | 4K | 0.08 |
| Highwoods Properties, Inc. COM USD0.01 | Long | Equity-common | US | $388K | 15K | 0.10 |
| Hillenbrand, Inc. COM STK NPV | Long | Equity-common | US | $474K | 12K | 0.12 |
| HilleVax Inc COM | Long | Equity-common | US | $87K | 6K | 0.02 |
| Hilltop Holdings Inc COM STK USD0.01 | Long | Equity-common | US | $371K | 12K | 0.10 |
| Hilton Grand Vacations Inc COM USD0.01 | Long | Equity-common | US | $452K | 11K | 0.12 |
| HNI Corp COM USD1 | Long | Equity-common | US | $334K | 7K | 0.09 |
| Hollysys Automation Technologies COM STK USD0.0001 | Long | Equity-common | VG | $153K | 7K | 0.04 |
| Home Bancorp Inc. COM USD0.01 | Long | Equity-common | US | $98K | 2K | 0.03 |
| Home BancShares Inc. COM USD0.01 | Long | Equity-common | US | $522K | 22K | 0.14 |
| HomeStreet Inc. COM NPV | Long | Equity-common | US | $43K | 4K | 0.01 |
| Hometrust Bancshares Inc. COM USD0.01 | Long | Equity-common | US | $92K | 3K | 0.02 |
| Hooker Furnishings Corp. COM NPV | Long | Equity-common | US | $19K | 1K | 0.00 |
| Hope Bancorp Inc COM USD0.001 | Long | Equity-common | US | $173K | 16K | 0.04 |
| Horizon Bancorp Inc. COM USD0.01 | Long | Equity-common | US | $28K | 2K | 0.01 |
| Houlihan Lokey Inc. COM USD0.001 A | Long | Equity-common | US | $831K | 6K | 0.22 |
| Hovnanian Enterprises, Inc. COM USD0.01 CLASS A (P/S) | Long | Equity-common | US | $40K | 284 | 0.01 |
| Hudson Pacific Properties Inc COM USD0.01 | Long | Equity-common | US | $96K | 20K | 0.02 |
| Hurco Cos Inc COM NPV | Long | Equity-common | US | $21K | 1K | 0.01 |
| Huron Consulting Group Inc. COM USD0.01 | Long | Equity-common | US | $299K | 3K | 0.08 |
| Hyster-Yale Inc COM USD0.01 CL 'A' | Long | Equity-common | US | $202K | 3K | 0.05 |
| I3 Verticals INC COM USD0.0001 CLASS A | Long | Equity-common | US | $69K | 3K | 0.02 |
| ICF International Inc COM STK USD0.001 | Long | Equity-common | US | $450K | 3K | 0.12 |
| Ichor Holdings Ltd COM USD0.0001 | Long | Equity-common | KY | $125K | 3K | 0.03 |
| ICU Medical Inc COM USD0.10 | Long | Equity-common | US | $318K | 3K | 0.08 |
| IDEAYA Biosciences Inc. COM USD0.0001 | Long | Equity-common | US | $151K | 4K | 0.04 |
| Identiv Inc. COM USD0.01 | Long | Equity-common | US | $1K | 260 | 0.00 |
| IDT Corp COM USD0.01 CLASS B | Long | Equity-common | US | $151K | 4K | 0.04 |
| IES Holdings Inc. COM USD0.01 | Long | Equity-common | US | $187K | 1K | 0.05 |
| IGM Biosciences Inc COM USD0.01 | Long | Equity-common | US | $51K | 7K | 0.01 |
| iHeartMedia Inc COM USD0.001 CLASS A | Long | Equity-common | US | $16K | 15K | 0.00 |
| IMAX Corporation COM NPV | Long | Equity-common | CA | $89K | 5K | 0.02 |
| Immatics N.V SHS | Long | Equity-common | NL | $95K | 8K | 0.02 |
| Immersion Corp. COM USD0.001 | Long | Equity-common | US | $69K | 7K | 0.02 |
| Immucell Corp COM STK USD0.10 | Long | Equity-common | US | $10K | 2K | 0.00 |
| Immuneering Corp. CLASS A COM | Long | Equity-common | US | $2K | 1K | 0.00 |
| Immunic Inc. COM USD0.0001 | Long | Equity-common | US | $18K | 16K | 0.00 |
| Immunome Inc COM | Long | Equity-common | US | $126K | 10K | 0.03 |
| Inari Medical Inc COM | Long | Equity-common | US | $336K | 7K | 0.09 |
| Independence Realty Trust Inc COM USD0.01 | Long | Equity-common | US | $250K | 13K | 0.06 |
| Independent Bank Corp. COM USD0.01 | Long | Equity-common | US | $384K | 8K | 0.10 |
| Independent Bank Group Inc COM USD0.01 | Long | Equity-common | US | $369K | 8K | 0.10 |
| Industrial Logistics Properties Trust COM SHS OF BEN INT USD0.01 | Long | Equity-common | US | $32K | 9K | 0.01 |
| Information Services Group Inc. COM STK USD0.0001 | Long | Equity-common | US | $10K | 3K | 0.00 |
| Ingevity Corporation COM USD0.01 | Long | Equity-common | US | $283K | 6K | 0.07 |
| Ingles Markets, Incorporated CLASS'A'COM USD0.05 | Long | Equity-common | US | $303K | 4K | 0.08 |
| Inhibrx Biosciences Inc. COM | Long | Equity-common | US | $28K | 2K | 0.01 |
| Inmode Limited COM ILS0.01 | Long | Equity-common | IL | $186K | 10K | 0.05 |
| Innospec Inc COM USD0.01 | Long | Equity-common | US | $466K | 4K | 0.12 |
| Innovate Corporation COM | Long | Equity-common | US | $937.73 | 2K | 0.00 |
| Innovative Industrial Propertes Inc COM USD0.001 | Long | Equity-common | US | $425K | 4K | 0.11 |
| Innoviva Inc COM USD0.01 | Long | Equity-common | US | $343K | 21K | 0.09 |
| Inogen Inc COM USD0.001 | Long | Equity-common | US | $18K | 2K | 0.00 |
| Inozyme Pharma Inc COM | Long | Equity-common | US | $54K | 12K | 0.01 |
| Insight Enterprises Inc. COM USD0.01 | Long | Equity-common | US | $1M | 7K | 0.38 |
| Insmed Inc COM USD0.01 | Long | Equity-common | US | $1M | 19K | 0.33 |
| Insperity Inc COM USD0.01 | Long | Equity-common | US | $573K | 6K | 0.15 |
| Inspire Medical Systems Inc COM USD0.001 | Long | Equity-common | US | $512K | 4K | 0.13 |
| Installed Building Products Inc COM USD0.01 | Long | Equity-common | US | $779K | 4K | 0.20 |
| Insteel Industries Inc. COM NPV | Long | Equity-common | US | $191K | 6K | 0.05 |
| Integer Holdings Corp. COM NPV | Long | Equity-common | US | $724K | 6K | 0.19 |
| Inter Parfums Inc COM USD0.001 | Long | Equity-common | US | $344K | 3K | 0.09 |
| InterDigital, Inc. COM STK USD0.01 | Long | Equity-common | US | $701K | 6K | 0.18 |
| Interface, Inc. COM USD0.10 | Long | Equity-common | US | $107K | 7K | 0.03 |
| International Bancshares Corp COM USD1 | Long | Equity-common | US | $549K | 10K | 0.14 |
| International Game Technology PLC USD0.00015625 | Long | Equity-common | GB | $257K | 13K | 0.07 |
| International Seaways Inc. COM NPV | Long | Equity-common | MH | $462K | 8K | 0.12 |
| Intest Corp COM USD0.01 | Long | Equity-common | US | $38K | 4K | 0.01 |
| Intevac Inc COM NPV | Long | Equity-common | US | $27K | 7K | 0.01 |
| Intrepid Potash Inc. COM | Long | Equity-common | US | $17K | 714 | 0.00 |
| Inventrust Properties Corporation COM NEW | Long | Equity-common | US | $246K | 10K | 0.06 |
| Invesco Mortgage Capital Inc. COM | Long | Equity-common | US | $17K | 2K | 0.00 |
| Investar Holding Corp COM USD1.00 | Long | Equity-common | US | $134K | 9K | 0.03 |
| Investors Title Co. COM NPV | Long | Equity-common | US | $100K | 555 | 0.03 |
| Iovance Biotherapeutics Inc COM USD0.000041666 | Long | Equity-common | US | $245K | 31K | 0.06 |
| Iradimed Corp. COM USD0.0001 | Long | Equity-common | US | $234K | 5K | 0.06 |
| Iridium Communications, Inc. COM USD0.001 | Long | Equity-common | US | $445K | 17K | 0.12 |
| IRobot Corp COM USD0.01 | Long | Equity-common | US | $41K | 5K | 0.01 |
| Ironwood Pharmaceuticals, Inc. COM CL A USD0.001 | Long | Equity-common | US | $228K | 35K | 0.06 |
| ITeos Therapeutics Inc. COM | Long | Equity-common | US | $92K | 6K | 0.02 |
| Itron, Inc. COM NPV | Long | Equity-common | US | $670K | 7K | 0.17 |
| Ituran ILS0.333 | Long | Equity-common | IL | $80K | 3K | 0.02 |
| J&J Snack Foods Corp COM NPV | Long | Equity-common | US | $460K | 3K | 0.12 |
| Jack in the Box Inc. COM STK USD0.01 | Long | Equity-common | US | $172K | 3K | 0.04 |
| Jackson Financial Inc COM CL A | Long | Equity-common | US | $694K | 9K | 0.18 |
| Jakks Pacific Inc COM NEW | Long | Equity-common | US | $8K | 469 | 0.00 |
| Janux Therapeutics Inc COM | Long | Equity-common | US | $231K | 6K | 0.06 |
| Jeffersonville Ban CDT-COM | Long | Equity-common | US | $9K | 503 | 0.00 |
| JELD-WEN Holding Inc. COM USD0.01 | Long | Equity-common | US | $139K | 10K | 0.04 |
| JFrog Ltd ORD SHS | Long | Equity-common | IL | $539K | 14K | 0.14 |
| John Bean Technologies Corp. COM USD0.01 | Long | Equity-common | US | $472K | 5K | 0.12 |
| Johnson Outdoors Inc. CLASS'A'COM USD0.05 | Long | Equity-common | US | $94K | 3K | 0.02 |
| Joint Corp. (The) COM USD0.001 | Long | Equity-common | US | $43K | 3K | 0.01 |
| Kadant Inc COM USD0.01 | Long | Equity-common | US | $457K | 2K | 0.12 |
| Kaiser Aluminium Corporation COM USD0.01 | Long | Equity-common | US | $213K | 2K | 0.06 |
| KalVista Pharmaceuticals Inc. COM USD0.001 | Long | Equity-common | US | $176K | 15K | 0.05 |
| Kansas City Life COM NEW | Long | Equity-common | US | $54K | 2K | 0.01 |
| KB Home COM STK USD1 | Long | Equity-common | US | $900K | 13K | 0.23 |
| Kelly Services Inc CLASS'A'NON-VTG USD1 | Long | Equity-common | US | $80K | 4K | 0.02 |
| Kemper Corporation COM USD0.10 | Long | Equity-common | US | $474K | 8K | 0.12 |
| Kennametal Inc CAP USD1.25 | Long | Equity-common | US | $322K | 14K | 0.08 |
| Kennedy-Wilson Holdings Inc COM STK USD0.0001 | Long | Equity-common | US | $177K | 18K | 0.05 |
| Kentucky 1st Fed B COM | Long | Equity-common | US | $3K | 942 | 0.00 |
| Keros Therapeutics Inc. COM | Long | Equity-common | US | $97K | 2K | 0.03 |
| Kewaunee Scientifc COM USD2.50 | Long | Equity-common | US | $95K | 2K | 0.02 |
| Kimball Electronics Inc. COM NPV(WHEN ISSUED) | Long | Equity-common | US | $90K | 4K | 0.02 |
| Kirby Corp COM USD0.10 | Long | Equity-common | US | $1M | 8K | 0.26 |
| Kite Realty Group Trust COM USD0.01 | Long | Equity-common | US | $723K | 32K | 0.19 |
| Klx Energy Services Holdings Inc COM NEW | Long | Equity-common | US | $3K | 590 | 0.00 |
| Knowles Corporation COM USD1.0 | Long | Equity-common | US | $198K | 11K | 0.05 |
| Kontoor Brands Inc COM NPV | Long | Equity-common | US | $411K | 6K | 0.11 |
| Kopin Corp. COM USD0.01 | Long | Equity-common | US | $10K | 11K | 0.00 |
| Koppers Holdings Inc COM STK USD0.01 | Long | Equity-common | US | $247K | 7K | 0.06 |
| Korn Ferry COM USD0.01 | Long | Equity-common | US | $590K | 9K | 0.15 |
| Kosmos Energy Ltd COM USD0.01 | Long | Equity-common | US | $294K | 53K | 0.08 |
| KRONOS Worldwide Inc. COM USD0.01 | Long | Equity-common | US | $52K | 4K | 0.01 |
| Krystal Biotech Inc COM USD0.00001 | Long | Equity-common | US | $434K | 2K | 0.11 |
| Kulicke and Soffa Industries, Inc. COM NPV | Long | Equity-common | US | $478K | 10K | 0.12 |
| Kura Oncology Inc. COM USD0.0001 | Long | Equity-common | US | $295K | 14K | 0.08 |
| KVH Industries COM USD0.01 | Long | Equity-common | US | $30K | 7K | 0.01 |
| Kyndryl Holdings Inc COMMON STOCK | Long | Equity-common | US | $749K | 28K | 0.19 |
| La-Z-Boy Inc COM USD1 | Long | Equity-common | US | $282K | 8K | 0.07 |
| Ladder Capital Corporation COM USD0.001 CL A | Long | Equity-common | US | $250K | 22K | 0.06 |
| Lake Shore Bancorp COM | Long | Equity-common | US | $7K | 598 | 0.00 |
| Lakeland Financial Corp. COM NPV | Long | Equity-common | US | $231K | 4K | 0.06 |
| Lancaster Colony Corp. COM NPV | Long | Equity-common | US | $590K | 3K | 0.15 |
| Landmark Bancorp COM USD0.01 | Long | Equity-common | US | $24K | 1K | 0.01 |
| Lantheus Holdings Inc COM USD0.01 | Long | Equity-common | US | $856K | 11K | 0.22 |
| Larimar Therapeutics Inc. COM | Long | Equity-common | US | $3K | 375 | 0.00 |
| Laureate Education, Inc. COM USD0.004 | Long | Equity-common | US | $249K | 17K | 0.06 |
| Lazard Inc COM | Long | Equity-common | US | $450K | 12K | 0.12 |
| LCI Industries COM USD0.01 | Long | Equity-common | US | $602K | 6K | 0.16 |
| Lemaitre Vascular Inc. COM STK USD0.01 | Long | Equity-common | US | $674K | 8K | 0.17 |
| Lending Club Corporation COM USD0.01(POST REV SPLIT) | Long | Equity-common | US | $68K | 8K | 0.02 |
| Lenz Therapeutics Inc COM | Long | Equity-common | US | $18K | 1K | 0.00 |
| Lesaka Technologies Inc COM STK USD0.001 | Long | Equity-common | US | $23K | 5K | 0.01 |
| Lexicon Pharmaceuticals Inc USD0.001 | Long | Equity-common | US | $15K | 9K | 0.00 |
| Liberty Energy Inc COM USD0.01 CL A | Long | Equity-common | US | $424K | 20K | 0.11 |
| Liberty Latin America Ltd COM USD0.01 CL C | Long | Equity-common | BM | $127K | 13K | 0.03 |
| Lict Corporation COM STK USD0.001 | Long | Equity-common | US | $83K | 6 | 0.02 |
| Lifecore Biomedical Inc COM USD0.001 | Long | Equity-common | US | $18K | 4K | 0.00 |
| LifeStance Health Group Inc COM | Long | Equity-common | US | $209K | 43K | 0.05 |
| Lifetime Brands, Inc. COM USD0.01 | Long | Equity-common | US | $4K | 499 | 0.00 |
| Lifeway Foods Inc COM NPV | Long | Equity-common | US | $23K | 2K | 0.01 |
| Ligand Pharmaceuticals Incorporated 'B'COM USD0.001 | Long | Equity-common | US | $313K | 4K | 0.08 |
| Light & Wonder Inc COM USD0.001 | Long | Equity-common | US | $1M | 13K | 0.35 |
| Limoneira Co. COM NPV | Long | Equity-common | US | $47K | 2K | 0.01 |
| Lindsay Corp COM USD1 | Long | Equity-common | US | $207K | 2K | 0.05 |
| Liquidity Services Inc. COM STK USD0.001 | Long | Equity-common | US | $78K | 4K | 0.02 |
| LivaNova PLC ORD GBP1.00 (DI) | Long | Equity-common | GB | $448K | 8K | 0.12 |
| Liveramp Holdings Inc COM USD0.10 | Long | Equity-common | US | $259K | 8K | 0.07 |
| Ll Flooring Holdings Inc. COM USD0.001 | Long | Equity-common | US | $12K | 8K | 0.00 |
| LSB Industries Inc COM USD0.10 | Long | Equity-common | US | $43K | 5K | 0.01 |
| LSI Industries COM NPV | Long | Equity-common | US | $57K | 4K | 0.01 |
| LTC Properties Inc COM USD0.01 | Long | Equity-common | US | $201K | 6K | 0.05 |
| LXP Industrial Trust COM USD0.0001 | Long | Equity-common | US | $310K | 34K | 0.08 |
| M/I Homes Inc. COM USD0.01 | Long | Equity-common | US | $418K | 3K | 0.11 |
| MachTen Inc. COM | Long | Equity-common | US | $4K | 893 | 0.00 |
| MACOM Technology Solutions Holdings Inc. COM USD0.001 | Long | Equity-common | US | $863K | 8K | 0.22 |
| Macrogenics Inc COM USD0.01 | Long | Equity-common | US | $30K | 7K | 0.01 |
| Madden(Steven)Ltd. COM USD0.0001 | Long | Equity-common | US | $537K | 13K | 0.14 |
| Madison Square Garden Entertainment Corp New COM CL A | Long | Equity-common | US | $117K | 3K | 0.03 |
| Magnachip Semiconductor Corp. COM USD0.01 | Long | Equity-common | US | $15K | 3K | 0.00 |
| Magnite Inc COM | Long | Equity-common | US | $124K | 9K | 0.03 |
| Magnolia Oil & Gas Corporation COM USD0.0001 CLASS A | Long | Equity-common | US | $613K | 24K | 0.16 |
| Magyar Bancorp Inc COM | Long | Equity-common | US | $12K | 1K | 0.00 |
| Maiden Holdings, Ltd. COM STK USD0.01 | Long | Equity-common | BM | $8K | 4K | 0.00 |
| Main Street Capital Corp. COM STK USD0.01 | Long | Equity-common | US | $444K | 9K | 0.11 |
| Malibu Boats Inc COM USD0.01 CL A | Long | Equity-common | US | $107K | 3K | 0.03 |
| Mammoth Energy Services, Inc. COM USD0.01 | Long | Equity-common | US | $6K | 2K | 0.00 |
| Mannkind Corporation COM USD0.01 | Long | Equity-common | US | $167K | 32K | 0.04 |
| Marathon Digital Holdings Inc COM | Long | Equity-common | US | $459K | 23K | 0.12 |
| Maravai LifeSciences Holdings Inc COM CL A | Long | Equity-common | US | $101K | 14K | 0.03 |
| Marchex Inc COM USD0.01 CL'B' | Long | Equity-common | US | $10K | 6K | 0.00 |
| Marcus Corp COM USD1 | Long | Equity-common | US | $48K | 4K | 0.01 |
| Marine Products Co COM USD0.10 | Long | Equity-common | US | $60K | 6K | 0.02 |
| Marqeta Inc CLASS A COM | Long | Equity-common | US | $297K | 54K | 0.08 |
| Marten Transport Ltd. COM USD0.01 | Long | Equity-common | US | $158K | 9K | 0.04 |
| Matador Resources Company COM USD0.01 | Long | Equity-common | US | $971K | 16K | 0.25 |
| Materion Corp COM NPV | Long | Equity-common | US | $586K | 5K | 0.15 |
| Mativ Holdings Inc COM USD0.10 | Long | Equity-common | US | $203K | 12K | 0.05 |
| Matrix Service Co. COM USD0.01 | Long | Equity-common | US | $85K | 9K | 0.02 |
| Matson Inc COM NPV | Long | Equity-common | US | $1M | 8K | 0.27 |
| Matthews International Corp CLASS'A'COM USD1 | Long | Equity-common | US | $145K | 6K | 0.04 |
| Maximus Inc COM NPV | Long | Equity-common | US | $1M | 13K | 0.28 |
| Maxlinear Inc COM USD0.01 | Long | Equity-common | US | $194K | 10K | 0.05 |
| MBIA Inc. COM USD1 | Long | Equity-common | US | $83K | 15K | 0.02 |
| McGrath RentCorp. COM NPV | Long | Equity-common | US | $508K | 5K | 0.13 |
| Medallion Finl Cor COM USD0.01 | Long | Equity-common | US | $7K | 946 | 0.00 |
| Medicinova Inc COM STK USD0.001 | Long | Equity-common | US | $30K | 21K | 0.01 |
| Medifast Inc COM USD0.001 | Long | Equity-common | US | $67K | 3K | 0.02 |
| MeiraGTx Holdings PLC COM USD0.00003881 | Long | Equity-common | KY | $47K | 11K | 0.01 |
| Mercantile Bank Corp. COM NPV | Long | Equity-common | US | $185K | 5K | 0.05 |
| Mercury General Corporation COM NPV | Long | Equity-common | US | $182K | 3K | 0.05 |
| Mereo Biopharma Group Plc SPON ADS EACH REP 5 ORD SHS | Long | Equity-common | GB | $4K | 1K | 0.00 |
| Merit Medical Systems Inc. COM NPV | Long | Equity-common | US | $869K | 10K | 0.22 |
| Meritage Homes Corp COM USD0.01 | Long | Equity-common | US | $878K | 5K | 0.23 |
| Merrimack Pharmaceuticals, Inc. COM USD0.01 | Long | Equity-common | US | $225.12 | 8K | 0.00 |
| Mersana Therapeutics Inc COM USD0.0001 | Long | Equity-common | US | $16K | 8K | 0.00 |
| Merus B V EUR0.09 | Long | Equity-common | NL | $571K | 10K | 0.15 |
| Mesa Laboratories Inc. COM NPV | Long | Equity-common | US | $54K | 626 | 0.01 |
| Meta Materials Inc COM NEW | Long | Equity-common | US | $1.51 | 0.5 | 0.00 |
| Methode Electronics Inc. COM USD0.50 | Long | Equity-common | US | $68K | 7K | 0.02 |
| MGE Energy Inc. COM USD1 | Long | Equity-common | US | $505K | 7K | 0.13 |
| MGP Ingredients Inc. COM NPV | Long | Equity-common | US | $197K | 3K | 0.05 |
| Mid Penn Bancorp Inc. COM USD1 | Long | Equity-common | US | $17K | 794 | 0.00 |
| Middlesex Water Co. COM NPV | Long | Equity-common | US | $261K | 5K | 0.07 |
| MidWestOne Financial Group Inc. COM STK USD1 | Long | Equity-common | US | $26K | 1K | 0.01 |
| Miller Industries Inc. (Tennessee) COM USD0.01 | Long | Equity-common | US | $141K | 3K | 0.04 |
| MillerKnoll Inc. COM USD0.20 | Long | Equity-common | US | $351K | 13K | 0.09 |
| MiMedx Group Inc. COM USD0.001 | Long | Equity-common | US | $81K | 12K | 0.02 |
| Minerals Technologies Inc. COM USD0.10 | Long | Equity-common | US | $499K | 6K | 0.13 |
| Mirum Pharmaceuticals Inc. COM USD0.0001 | Long | Equity-common | US | $374K | 11K | 0.10 |
| Modine Manufacturing Co. COM USD0.625 | Long | Equity-common | US | $419K | 4K | 0.11 |
| ModivCare Inc COM | Long | Equity-common | US | $73K | 3K | 0.02 |
| Moelis & Co. COM USD0.01 CL'A' | Long | Equity-common | US | $510K | 9K | 0.13 |
| Monarch Casino & Resort Inc COM USD0.01 | Long | Equity-common | US | $85K | 1K | 0.02 |
| Monro Inc COM USD0.01 | Long | Equity-common | US | $128K | 5K | 0.03 |
| Monte Rosa Therapeutics Inc COM | Long | Equity-common | US | $39K | 10K | 0.01 |
| Moog Inc. CLASS'A'L/VTG COM USD1 | Long | Equity-common | US | $682K | 4K | 0.18 |
| Motorcar Parts of America Inc. COM USD0.01 | Long | Equity-common | US | $26K | 4K | 0.01 |
| Movado Group Inc COM USD0.01 | Long | Equity-common | US | $77K | 3K | 0.02 |
| Mr Cooper Group Inc COM USD0.01 | Long | Equity-common | US | $713K | 9K | 0.18 |
| MRC Global Inc COM USD0.01 | Long | Equity-common | US | $174K | 13K | 0.04 |
| Mueller Industries Inc. COM USD0.01 | Long | Equity-common | US | $1M | 18K | 0.27 |
| Mueller Water Products, Inc. COM STK USD0.01 SER 'A' | Long | Equity-common | US | $467K | 26K | 0.12 |
| MultiPlan Corporation COM | Long | Equity-common | US | $20K | 52K | 0.01 |
| Murphy Oil Corporation COM USD1.00 | Long | Equity-common | US | $881K | 21K | 0.23 |
| Murphy USA Inc. COM USD0.01 | Long | Equity-common | US | $2M | 4K | 0.48 |
| Myers Industries Inc. COM NPV | Long | Equity-common | US | $74K | 6K | 0.02 |
| MYR Grp Inc COM USD0.01 | Long | Equity-common | US | $345K | 3K | 0.09 |
| Myriad Genetics Inc. COM USD0.01 | Long | Equity-common | US | $397K | 16K | 0.10 |
| NABORS INDS. LTD | Derivative-equity | US | $5K | – | 0.00 | |
| Nabors Industries, Ltd. SHS | Long | Equity-common | BM | $101K | 1K | 0.03 |
| NACCO Industries Inc. CLASS'A'COM USD1 | Long | Equity-common | US | $87K | 3K | 0.02 |
| Nasb Financial Inc COM | Long | Equity-common | US | $25K | 762 | 0.01 |
| Natera Inc. COM USD0.0001 | Long | Equity-common | US | $1M | 11K | 0.31 |
| Nathans Famous Inc COM USD0.01 | Long | Equity-common | US | $87K | 1K | 0.02 |
| National Bank Holdings Corp COM USD0.01 | Long | Equity-common | US | $203K | 5K | 0.05 |
| National Bankshare COM USD1.25 | Long | Equity-common | US | $19K | 684 | 0.01 |
| National Beverage Corp. COM STK USD0.01 | Long | Equity-common | US | $272K | 5K | 0.07 |
| National Health Investors, Inc. COM STK USD0.01 | Long | Equity-common | US | $458K | 7K | 0.12 |
| National Healthcare Corporation COM USD0.01 | Long | Equity-common | US | $360K | 3K | 0.09 |
| National Presto Industries Inc. COM USD1 | Long | Equity-common | US | $77K | 1K | 0.02 |
| National Research Corp. COM USD0.001 | Long | Equity-common | US | $62K | 3K | 0.02 |
| National Storage Affiliates Trust USD0.01(BEN OF INT) | Long | Equity-common | US | $350K | 9K | 0.09 |
| National Vision Holdings Inc COM USD0.01 | Long | Equity-common | US | $129K | 10K | 0.03 |
| National Western Life Group Inc. COM USD0.01 CL A | Long | Equity-common | US | $443K | 892 | 0.11 |
| Natural Alterntivs COM USD0.01 | Long | Equity-common | US | $7K | 1K | 0.00 |
| Natural Gas Serv COM USD0.01 | Long | Equity-common | US | $61K | 3K | 0.02 |
| Natural Grocers By Vitamin Cottage Inc. COM USD0.001 | Long | Equity-common | US | $30K | 1K | 0.01 |
| Nature's Sunshine Products Inc. COM NPV | Long | Equity-common | US | $44K | 3K | 0.01 |
| Nautilus Biotechnology Inc. COM | Long | Equity-common | US | $38K | 16K | 0.01 |
| Navient Corporation COM USD0.01 | Long | Equity-common | US | $388K | 27K | 0.10 |
| Navigator Holdings Ltd. ORD SHS | Long | Equity-common | MH | $179K | 10K | 0.05 |
| Navios Maritime Partners LP COM UTS REP LTD PTR INT(P/S | Long | Equity-common | MH | $9K | 167 | 0.00 |
| NBT Bancorp Inc COM USD0.01 | Long | Equity-common | US | $317K | 8K | 0.08 |
| NCR Atleos Corp. COM SHS | Long | Equity-common | US | $220K | 8K | 0.06 |
| NCR Voyix Corporation COM STK USD0.01 | Long | Equity-common | US | $201K | 16K | 0.05 |
| Nelnet Inc. COM USD0.01 CL'A' | Long | Equity-common | US | $543K | 5K | 0.14 |
| Neogen Corp COM USD0.16 | Long | Equity-common | US | $457K | 29K | 0.12 |
| Neogenomics Inc COM NPV | Long | Equity-common | US | $226K | 16K | 0.06 |
| Netgear Inc COM USD0.001 | Long | Equity-common | US | $73K | 5K | 0.02 |
| NETSCOUT Systems Inc. COM USD0.001 | Long | Equity-common | US | $213K | 12K | 0.06 |
| Nevro Corporation COM USD0.001 | Long | Equity-common | US | $81K | 10K | 0.02 |
| New Jersey Resources Corp. COM USD2.5 | Long | Equity-common | US | $683K | 16K | 0.18 |
| New York Mortgage Trust, Inc. COM | Long | Equity-common | US | $51K | 9K | 0.01 |
| Newmark Group Inc COM USD0.01 CL A | Long | Equity-common | US | $189K | 19K | 0.05 |
| Newmarket Corporation COM NPV | Long | Equity-common | US | $443K | 860 | 0.11 |
| Newpark Resources, Inc. COM USD0.01 | Long | Equity-common | US | $97K | 12K | 0.03 |
| Nexpoint Residential Trust Inc COM USD0.001 'WI' | Long | Equity-common | US | $118K | 3K | 0.03 |
| NEXT BRIDGE HYDROCARBONS | Long | Equity-common | US | $0 | 3K | – |
| Nextracker Inc. CLASS A COM | Long | Equity-common | US | $323K | 7K | 0.08 |
| Nicolet Bankshares Inc. COM USD0.01 | Long | Equity-common | US | $197K | 2K | 0.05 |
| Nine Energy Service Inc COM USD0.01 | Long | Equity-common | US | $4K | 2K | 0.00 |
| Nkarta Inc. COM | Long | Equity-common | US | $122K | 21K | 0.03 |
| NL Industries Inc. COM USD0.125 | Long | Equity-common | US | $41K | 7K | 0.01 |
| Nlight Inc. COM USD0.0001 | Long | Equity-common | US | $107K | 10K | 0.03 |
| NMI Holdings Inc COM USD0.01 CL 'A' | Long | Equity-common | US | $335K | 10K | 0.09 |
| Nobility Homes Inc COM | Long | Equity-common | US | $22K | 722 | 0.01 |
| Noble Corporation PLC COM USD0.0001 CL A | Long | Equity-common | GB | $727K | 16K | 0.19 |
| Nomad Foods Limited ORD NPV (DI) | Long | Equity-common | VG | $399K | 24K | 0.10 |
| Nordic American Tankers Limited COM USD0.01 | Long | Equity-common | BM | $40K | 10K | 0.01 |
| Northeast Bank COM USD1.00 | Long | Equity-common | US | $108K | 2K | 0.03 |
| Northeast Community Bancorp Inc COM | Long | Equity-common | US | $38K | 2K | 0.01 |
| Northern Inst Fds GOVT PTFL | Long | Short-term investment vehicle | US | $14M | 14M | 3.51 |
| Northern Oil And Gas, Inc. COM | Long | Equity-common | US | $423K | 11K | 0.11 |
| Northfield Bancorp Inc. COM USD0.01 | Long | Equity-common | US | $118K | 12K | 0.03 |
| Northrim BanCorp Inc. COM USD1 | Long | Equity-common | US | $76K | 1K | 0.02 |
| Northwest Natural Holding Company COM NPV | Long | Equity-common | US | $221K | 6K | 0.06 |
| Northwest Pipe Co. COM USD0.01 | Long | Equity-common | US | $143K | 4K | 0.04 |
| NorthWestern Energy Group Inc NEW COM USD0.01 | Long | Equity-common | US | $455K | 9K | 0.12 |
| Norwood Finl Corp COM USD0.10 | Long | Equity-common | US | $22K | 869 | 0.01 |
| Nova Ltd ILS0.01 | Long | Equity-common | IL | $554K | 2K | 0.14 |
| Novanta Inc COM NPV | Long | Equity-common | CA | $921K | 6K | 0.24 |
| Nu Skin Enterprises Inc. CLASS'A'COM USD0.001 | Long | Equity-common | US | $111K | 11K | 0.03 |
| NV5 Global Inc. COM USD0.01 | Long | Equity-common | US | $202K | 2K | 0.05 |
| NVE Corp. COM USD0.001 | Long | Equity-common | US | $119K | 2K | 0.03 |
| O-I Glass Inc COM | Long | Equity-common | US | $207K | 19K | 0.05 |
| Oceaneering International, Inc. COM USD0.25 | Long | Equity-common | US | $337K | 14K | 0.09 |
| OceanFirst Financial Corp. COM USD0.01 | Long | Equity-common | US | $116K | 7K | 0.03 |
| Ocular Therapeutix Inc COM USD0.0001 | Long | Equity-common | US | $3K | 395 | 0.00 |
| Odyssey Marine Exp COM NEW | Long | Equity-common | US | $2K | 377 | 0.00 |
| OFG Bancorp COM USD1 | Long | Equity-common | PR | $311K | 8K | 0.08 |
| Ohio Valley Bancor COM STK USD1.00 | Long | Equity-common | US | $26K | 1K | 0.01 |
| Oil States International, Inc. COM USD0.01 | Long | Equity-common | US | $22K | 5K | 0.01 |
| Oil-Dri Corporation Of America COM USD0.10 | Long | Equity-common | US | $208K | 3K | 0.05 |
| OLD Point Finl Cp COM USD5 | Long | Equity-common | US | $13K | 888 | 0.00 |
| Old Second Bancorp Inc. COM USD1 | Long | Equity-common | US | $31K | 2K | 0.01 |
| Olema Pharmaceuticals Inc. COM | Long | Equity-common | US | $183K | 17K | 0.05 |
| Olympic Steel Inc. COM NPV | Long | Equity-common | US | $117K | 3K | 0.03 |
| Omega Flex Inc COM USD0.01 | Long | Equity-common | US | $67K | 1K | 0.02 |
| Omega Therapeutics Inc COMMON STOCK | Long | Equity-common | US | $4K | 2K | 0.00 |
| Omeros Corp COM USD0.01 | Long | Equity-common | US | $51K | 13K | 0.01 |
| OmniAb Inc. COM | Long | Equity-common | US | $68K | 18K | 0.02 |
| OmniAb Inc. USD0.0001 A (USD12.5 VESTING) | Long | Equity-common | US | $0 | 2K | – |
| OmniAb Inc. USD0.0001 A (USD15 VESTING) | Long | Equity-common | US | $0 | 2K | – |
| Omnicell Inc COM USD0.001 | Long | Equity-common | US | $205K | 8K | 0.05 |
| ONE Gas, Inc. COM USD0.01 | Long | Equity-common | US | $786K | 12K | 0.20 |
| One Liberty Properties Inc. COM STK USD1 | Long | Equity-common | US | $157K | 7K | 0.04 |
| Onespan Inc COM USD0.001 | Long | Equity-common | US | $122K | 10K | 0.03 |
| Onity Group Inc COM NEW | Long | Equity-common | US | $599.5 | 25 | 0.00 |
| Onto Innovation Inc. COM | Long | Equity-common | US | $2M | 7K | 0.41 |
| OPENLANE Inc COM USD0.01 | Long | Equity-common | US | $339K | 20K | 0.09 |
| Opiant Pharmaceuticals Inc SHS | Long | Equity-common | US | $0 | 10K | – |
| OPKO Health, Inc. COM USD0.01 | Long | Equity-common | US | $90K | 72K | 0.02 |
| OptimizeRx Corp. COM USD0.001(POST REV SPLT) | Long | Equity-common | US | $42K | 4K | 0.01 |
| Optinose Inc COM USD0.001 | Long | Equity-common | US | $258.96 | 249 | 0.00 |
| Option Care Health Inc COM NEW | Long | Equity-common | US | $625K | 23K | 0.16 |
| OraSure Technologies Inc. COM USD0.000001 | Long | Equity-common | US | $65K | 15K | 0.02 |
| Orchid Island Capital Inc. COM NEW | Long | Equity-common | US | $8K | 963 | 0.00 |
| Organogenesis Holdings Inc. COM USD0.0001 CL A | Long | Equity-common | US | $20K | 7K | 0.01 |
| ORIC Pharmaceuticals Inc. COM | Long | Equity-common | US | $39K | 6K | 0.01 |
| Orion Energy Syste COM STK NPV | Long | Equity-common | US | $3K | 3K | 0.00 |
| Orion Group Holdings Inc COM STK USD0.01 | Long | Equity-common | US | $22K | 2K | 0.01 |
| Orion S.A. COM NPV | Long | Equity-common | LU | $147K | 7K | 0.04 |
| Ormat Technologies Inc. COM STK USD0.001 | Long | Equity-common | US | $484K | 7K | 0.13 |
| Orthofix Medical Inc COM USD0.10 | Long | Equity-common | US | $151K | 11K | 0.04 |
| Orthopediatrics Corp. COM USD0.00025 | Long | Equity-common | US | $70K | 2K | 0.02 |
| OSI Systems Inc COM NPV | Long | Equity-common | US | $572K | 4K | 0.15 |
| Otonomy Inc COM USD0.001 | Long | Equity-common | US | $0 | 400 | – |
| Otter Tail Corporation COM USD5 | Long | Equity-common | US | $719K | 8K | 0.19 |
| Outfront Media Inc COM NPV | Long | Equity-common | US | $310K | 22K | 0.08 |
| Owens & Minor Inc COM USD2 | Long | Equity-common | US | $110K | 8K | 0.03 |
| Oxford Industries, Inc. COM USD1 | Long | Equity-common | US | $380K | 4K | 0.10 |
| Pacific Premier Bancorp Inc COM USD0.01 | Long | Equity-common | US | $368K | 16K | 0.10 |
| Pacira Biosciences Inc COM USD0.001 | Long | Equity-common | US | $252K | 9K | 0.07 |
| Pagerduty Inc COM USD0.000005 | Long | Equity-common | US | $273K | 12K | 0.07 |
| Pagseguro Digital Ltd COM USD0.000025 CLASS A | Long | Equity-common | KY | $414K | 35K | 0.11 |
| PAM Transportation Services Inc. COM USD0.01 | Long | Equity-common | US | $107K | 6K | 0.03 |
| Papa John's International Inc. COM USD0.01 | Long | Equity-common | US | $191K | 4K | 0.05 |
| Par Pacific Holdings, Inc. COM USD0.01 | Long | Equity-common | US | $98K | 4K | 0.03 |
| PAR Technology Corp. COM USD0.02 | Long | Equity-common | US | $179K | 4K | 0.05 |
| Paramount Group Inc. COM USD0.01 | Long | Equity-common | US | $127K | 27K | 0.03 |
| Paratek Pharmaceuticals Inc SHS | Long | Equity-common | US | $0 | 13K | – |
| Park Aerospace Corporation COM USD0.10 | Long | Equity-common | US | $52K | 4K | 0.01 |
| Park Hotels & Resorts Inc. COM USD0.01 | Long | Equity-common | US | $478K | 32K | 0.12 |
| Park National Corp COM NPV | Long | Equity-common | US | $331K | 2K | 0.09 |
| Parsons Corporation COM USD1.00 | Long | Equity-common | US | $149K | 2K | 0.04 |
| Patria Investments Limited COM USD0.0001 CL A | Long | Equity-common | KY | $194K | 16K | 0.05 |
| Patrick Inds Inc COM NPV | Long | Equity-common | US | $389K | 4K | 0.10 |
| Patterson Companies Inc. COM USD0.01 | Long | Equity-common | US | $429K | 18K | 0.11 |
| Patterson-UTI Energy Inc. COM USD0.01 | Long | Equity-common | US | $515K | 50K | 0.13 |
| Paymentus Holdings Inc COM CL A | Long | Equity-common | US | $302K | 16K | 0.08 |
| PBF Energy Inc COM USD0.001 | Long | Equity-common | US | $584K | 13K | 0.15 |
| PC Connection Inc. COM USD0.01 | Long | Equity-common | US | $338K | 5K | 0.09 |
| PDF Solutions Inc COM USD0.00015 | Long | Equity-common | US | $423K | 12K | 0.11 |
| Pdl BioPharma Inc COM STK USD0.01 | Long | Equity-common | US | $30K | 25K | 0.01 |
| Peabody Energy Corp. COM USD0.01 | Long | Equity-common | US | $378K | 17K | 0.10 |
| Pebblebrook Hotel Trust COM USD0.01 SBI | Long | Equity-common | US | $266K | 19K | 0.07 |
| Pennant Group Inc COM USD0.001 | Long | Equity-common | US | $100K | 4K | 0.03 |
| Penns Woods Bancor COM USD5.55 | Long | Equity-common | US | $34K | 2K | 0.01 |
| Pennymac Financial Services Inc COM USD0.0001 | Long | Equity-common | US | $498K | 5K | 0.13 |
| Peoples Bancorp Inc. COM NPV | Long | Equity-common | US | $153K | 5K | 0.04 |
| Peoples Bancp Of N COM NPV | Long | Equity-common | US | $36K | 1K | 0.01 |
| Peoples Financial Services Corp. COM USD2 | Long | Equity-common | US | $38K | 832 | 0.01 |
| Peoples Finl Miss COM | Long | Equity-common | US | $3K | 201 | 0.00 |
| Perdoceo Education Corp. COM | Long | Equity-common | US | $171K | 8K | 0.04 |
| Perficient Inc COM USD0.001 | Long | Equity-common | US | $490K | 7K | 0.13 |
| Perma-Fix Environmental Services COM NEW | Long | Equity-common | US | $12K | 1K | 0.00 |
| Permian Resources Corp CLASS A COM | Long | Equity-common | US | $813K | 50K | 0.21 |
| PetIQ Inc. COM USD0.001 CL A | Long | Equity-common | US | $126K | 6K | 0.03 |
| PetMed Express Inc. COM USD0.001 | Long | Equity-common | US | $16K | 4K | 0.00 |
| Phibro Animal Health Corporation COM USD0.0001 CL'A' | Long | Equity-common | US | $111K | 7K | 0.03 |
| Phillips Edison & Co Inc COMMON STOCK | Long | Equity-common | US | $551K | 17K | 0.14 |
| Photronics Inc. COM USD0.01 | Long | Equity-common | US | $137K | 6K | 0.04 |
| Phx Minerals Inc CL A | Long | Equity-common | US | $18K | 6K | 0.00 |
| Piedmont Lithium Inc COM | Long | Equity-common | US | $15K | 1K | 0.00 |
| Piedmont Office Realty Trust, Inc. COM USD0.01 CL A | Long | Equity-common | US | $135K | 19K | 0.03 |
| Piper Sandler Companies COM USD0.01 | Long | Equity-common | US | $707K | 3K | 0.18 |
| Pitney Bowes Inc. COM USD1.00 | Long | Equity-common | US | $119K | 23K | 0.03 |
| PJT Partners Inc. COM USD0.01 | Long | Equity-common | US | $362K | 3K | 0.09 |
| Plexus Corp COM USD0.01 | Long | Equity-common | US | $493K | 5K | 0.13 |
| Plymouth Industrial REIT Inc. COM USD0.01 | Long | Equity-common | US | $88K | 4K | 0.02 |
| PMV Pharmaceuticals Inc COM | Long | Equity-common | US | $10K | 6K | 0.00 |
| PNM Resources Inc. COM NPV | Long | Equity-common | US | $443K | 12K | 0.11 |
| Portland General Electric Company COM STK NPV | Long | Equity-common | US | $685K | 16K | 0.18 |
| Potlatchdeltic Corp. COM USD1 | Long | Equity-common | US | $489K | 12K | 0.13 |
| Powell Industries Inc. COM USD0.01 | Long | Equity-common | US | $482K | 3K | 0.12 |
| Power Integrations Inc. COM USD0.001 | Long | Equity-common | US | $555K | 8K | 0.14 |
| PowerFleet Inc. COM USD0.01 | Long | Equity-common | US | $8K | 2K | 0.00 |
| PRA Group Inc. COM USD0.01 | Long | Equity-common | US | $158K | 8K | 0.04 |
| Praxis Precision Medicines Inc COM NEW | Long | Equity-common | US | $38K | 922 | 0.01 |
| Preferred Bank COM STK NPV | Long | Equity-common | US | $226K | 3K | 0.06 |
| Preformed Line Products Co. COM NPV | Long | Equity-common | US | $188K | 2K | 0.05 |
| Premier Financial Corp. COM | Long | Equity-common | US | $160K | 8K | 0.04 |
| Premier Inc COM USD0.01 CL'A' | Long | Equity-common | US | $297K | 16K | 0.08 |
| Prestige Consumer Healthcare Inc COM USD0.01 | Long | Equity-common | US | $651K | 9K | 0.17 |
| Pricesmart Inc COM USD0.0001 | Long | Equity-common | US | $268K | 3K | 0.07 |
| Primeenergy Resources Corporation COM USD0.10 | Long | Equity-common | US | $133K | 1K | 0.03 |
| Primis Financial Corp. COM | Long | Equity-common | US | $6K | 543 | 0.00 |
| Primoris Services Corp. COM STK USD0.0001 | Long | Equity-common | US | $237K | 5K | 0.06 |
| Privia Health Group Inc. COM | Long | Equity-common | US | $227K | 13K | 0.06 |
| Pro-Dex Inc COM NPV | Long | Equity-common | US | $87K | 4K | 0.02 |
| Proassurance Corp COM USD0.01 | Long | Equity-common | US | $131K | 11K | 0.03 |
| PROG Holdings Inc. COM NPV | Long | Equity-common | US | $396K | 11K | 0.10 |
| Progress Software Corp. COM USD0.01 | Long | Equity-common | US | $358K | 7K | 0.09 |
| Progyny Inc COM | Long | Equity-common | US | $242K | 8K | 0.06 |
| ProKidney Corp ORD USD0.0001 CL A | Long | Equity-common | KY | $16K | 6K | 0.00 |
| ProPetro Holding Corp. COM USD0.001 | Long | Equity-common | US | $74K | 9K | 0.02 |
| Proqr Therapeutics N.V COM EUR0.04 | Long | Equity-common | NL | $8K | 5K | 0.00 |
| Protagonist Therapeutics Inc COM USD0.00001 | Long | Equity-common | US | $162K | 5K | 0.04 |
| Protalix BioTherapeutics, Inc. COM | Long | Equity-common | US | $588.51 | 503 | 0.00 |
| Proto Labs Inc COM USD0.001 | Long | Equity-common | US | $128K | 4K | 0.03 |
| Provident Bancorp Inc. COM NEW | Long | Equity-common | US | $183.42 | 18 | 0.00 |
| Provident Fin Hldg COM USD0.01 | Long | Equity-common | US | $17K | 1K | 0.00 |
| Pulse Biosciences Inc. COM USD0.001 | Long | Equity-common | US | $167K | 15K | 0.04 |
| Q2 Holdings Inc COM USD0.0001 | Long | Equity-common | US | $441K | 7K | 0.11 |
| Quad/Graphics Inc. COM USD0.025 CLASS 'A' | Long | Equity-common | US | $11K | 2K | 0.00 |
| Quaker Houghton COM USD1 | Long | Equity-common | US | $544K | 3K | 0.14 |
| Qualys Inc COM USD0.001 | Long | Equity-common | US | $717K | 5K | 0.19 |
| Quanex Building Products Corp. COM STK USD0.01 | Long | Equity-common | US | $135K | 5K | 0.03 |
| Quanterix Corporation COM USD0.001 | Long | Equity-common | US | $45K | 3K | 0.01 |
| QuinStreet Inc. COM USD0.001 | Long | Equity-common | US | $221K | 13K | 0.06 |
| R1 RCM Inc. COM | Long | Equity-common | US | $201K | 16K | 0.05 |
| Radian Group Inc. COM USD0.001 | Long | Equity-common | US | $848K | 27K | 0.22 |
| Radius Health Inc. SHS | Long | Equity-common | US | $0 | 8K | – |
| Radius Recycling, Inc. COM CLASS'A' USD1 | Long | Equity-common | US | $36K | 2K | 0.01 |
| Radnet Inc COM STK USD0.01 | Long | Equity-common | US | $490K | 8K | 0.13 |
| Rambus Inc. COM USD0.001 | Long | Equity-common | US | $908K | 15K | 0.23 |
| Rapid7 Inc. COM USD0.01 | Long | Equity-common | US | $306K | 7K | 0.08 |
| RAPT Therapeutics Inc. COM | Long | Equity-common | US | $29K | 10K | 0.01 |
| RBC Bearings Inc COM STK USD0.01 | Long | Equity-common | US | $1M | 4K | 0.28 |
| RE/MAX Holdings Inc. COM USD0.0001 CL 'A' | Long | Equity-common | US | $39K | 5K | 0.01 |
| Reading Intl Inc CLASS'A'COM USD0.01 | Long | Equity-common | US | $5K | 3K | 0.00 |
| Ready Capital Corp. COM USD0.0001 | Long | Equity-common | US | $32K | 4K | 0.01 |
| Red Robin Gourmet Burgers Inc. COM USD0.001 | Long | Equity-common | US | $27K | 4K | 0.01 |
| Red Rock Resorts Inc COM USD0.01 CL A | Long | Equity-common | US | $546K | 10K | 0.14 |
| Redwood Trust Inc COM STK USD0.01 | Long | Equity-common | US | $61K | 9K | 0.02 |
| Regenxbio Inc. COM USD0.0001 | Long | Equity-common | US | $60K | 5K | 0.02 |
| Relmada Therapeutics Inc. COM | Long | Equity-common | US | $5K | 2K | 0.00 |
| Renasant Corp. COM USD5 | Long | Equity-common | US | $287K | 9K | 0.07 |
| Replimune Group Inc COM USD0.001 | Long | Equity-common | US | $126K | 14K | 0.03 |
| ReposiTrak Inc COM USD0.01 | Long | Equity-common | US | $504.57 | 33 | 0.00 |
| Republic Bancorp Inc. (Kentucky) CLASS 'A' COM NPV | Long | Equity-common | US | $135K | 3K | 0.04 |
| Resideo Technologies Inc COM USD0.001 | Long | Equity-common | US | $394K | 20K | 0.10 |
| Resources Connection Inc. COM USD0.01 | Long | Equity-common | US | $66K | 6K | 0.02 |
| Retail Opportunity Investments Corp COM STK USD0.0001 | Long | Equity-common | US | $247K | 20K | 0.06 |
| Retractable Technologies Inc. COM | Long | Equity-common | US | $14K | 13K | 0.00 |
| Revolve Group Inc COM USD0.001 CL A | Long | Equity-common | US | $157K | 10K | 0.04 |
| Rex American Resources Corp COM USD0.01 | Long | Equity-common | US | $432K | 9K | 0.11 |
| RGC Resources Inc COM USD5 | Long | Equity-common | US | $28K | 1K | 0.01 |
| Rhythm Pharmaceuticals Inc COM USD0.001 | Long | Equity-common | US | $291K | 7K | 0.08 |
| Ribbon Communications Inc. COM USD0.0001 | Long | Equity-common | US | $13K | 4K | 0.00 |
| Ringcentral Inc COM USD0.0001 CL'A' | Long | Equity-common | US | $327K | 12K | 0.08 |
| Riviera Resources Inc COM USD0.01 | Long | Equity-common | US | $0 | 6K | – |
| RLI Corp COM USD1.00 | Long | Equity-common | US | $916K | 7K | 0.24 |
| RLJ Lodging Trust LP COM USD0.01 | Long | Equity-common | US | $266K | 28K | 0.07 |
| Rocket Pharmaceuticals Inc COM USD0.01 | Long | Equity-common | US | $170K | 8K | 0.04 |
| Rocky Brands Inc. COM NPV | Long | Equity-common | US | $127K | 3K | 0.03 |
| Rogers Corp CAP USD1 | Long | Equity-common | US | $335K | 3K | 0.09 |
| RTS. PULSE BIOSCIENCES | Long | RIGHT | US | $0 | 15K | – |
| Rush Enterprises Inc. COM CLASS'A'USD0.01 | Long | Equity-common | US | $795K | 19K | 0.21 |
| Ryman Hospitality Properties Inc COM USD0.01 | Long | Equity-common | US | $736K | 7K | 0.19 |
| Sabra Health Care REIT, Inc. COM USD0.01 | Long | Equity-common | US | $474K | 31K | 0.12 |
| Safehold Inc. COM | Long | Equity-common | US | $64K | 3K | 0.02 |
| Safety Insurance Group Inc. COM USD0.01 | Long | Equity-common | US | $147K | 2K | 0.04 |
| Saga Commns Inc CLASS'A'COM USD0.01 | Long | Equity-common | US | $18K | 1K | 0.00 |
| Sage Therapeutics Inc COM USD0.0001 | Long | Equity-common | US | $105K | 10K | 0.03 |
| Sally Beauty Holdings Inc. COM STK USD0.01 | Long | Equity-common | US | $236K | 22K | 0.06 |
| Sandridge Energy, Inc. COM USD0.001 | Long | Equity-common | US | $48K | 4K | 0.01 |
| Sandy Spring Bancorp Inc. COM USD1 | Long | Equity-common | US | $98K | 4K | 0.03 |
| Sanfilippo(John B) COM USD0.01 | Long | Equity-common | US | $106K | 1K | 0.03 |
| Sanmina Corp COM USD0.01 | Long | Equity-common | US | $682K | 10K | 0.18 |
| Sapiens International Corporation N.V. COM EUR0.01 | Long | Equity-common | KY | $261K | 8K | 0.07 |
| Satsuma Pharmaceuticals Inc SHS | Long | Equity-common | US | $0 | 3K | – |
| Saul Centers, Inc. COM USD0.01 | Long | Equity-common | US | $58K | 2K | 0.01 |
| Savara Inc COM USD0.001 | Long | Equity-common | US | $24K | 6K | 0.01 |
| ScanSource Inc. COM NPV | Long | Equity-common | US | $163K | 4K | 0.04 |
| Scholar Rock Holding Corp. COM USD0.001 | Long | Equity-common | US | $101K | 12K | 0.03 |
| Scholastic Corporation COM USD0.01 | Long | Equity-common | US | $195K | 5K | 0.05 |
| Schrodinger Inc. COM | Long | Equity-common | US | $157K | 8K | 0.04 |
| Scorpio Tankers Inc COM USD0.01(POST REV SPLIT) | Long | Equity-common | MH | $797K | 10K | 0.21 |
| Scpharmaceuticals Inc COM USD0.0001 | Long | Equity-common | US | $42K | 10K | 0.01 |
| Seacoast Banking Corporation Of Florida COM USD0.10 | Long | Equity-common | US | $196K | 8K | 0.05 |
| Seacor Marine Holdings Incorporation COM USD0.01 | Long | Equity-common | US | $115K | 9K | 0.03 |
| Secureworks Corp COM USD0.01 CL A | Long | Equity-common | US | $43K | 6K | 0.01 |
| Security Nat Finl CL A NEW | Long | Equity-common | US | $52K | 7K | 0.01 |
| Select Medical Holdings Corporation COM USD0.001 | Long | Equity-common | US | $690K | 20K | 0.18 |
| Selective Insurance Group Inc. COM USD2 | Long | Equity-common | US | $816K | 9K | 0.21 |
| Semler Scientific Inc COM USD0.001 | Long | Equity-common | US | $123K | 4K | 0.03 |
| Seneca Foods 'A'COM USD0.25 | Long | Equity-common | US | $236K | 4K | 0.06 |
| Sensient Technologies Corp COM USD0.10 | Long | Equity-common | US | $519K | 7K | 0.13 |
| Service Properties Trust COM USD0.01 SH BEN INT | Long | Equity-common | US | $126K | 25K | 0.03 |
| ServisFirst Bancshares, Inc. COM USD0.001 | Long | Equity-common | US | $633K | 10K | 0.16 |
| SFL Corporation Ltd SHS | Long | Equity-common | BM | $223K | 16K | 0.06 |
| Shake Shack Inc COM USD0.01 'A' | Long | Equity-common | US | $361K | 4K | 0.09 |
| Shattuck Labs Inc. COM | Long | Equity-common | US | $15K | 4K | 0.00 |
| Shenandoah Telecommunications Co. COM STK NPV | Long | Equity-common | US | $118K | 7K | 0.03 |
| Shoals Technologies Group Inc CL A | Long | Equity-common | US | $148K | 24K | 0.04 |
| Shoe Carnival Inc COM USD0.01 | Long | Equity-common | US | $318K | 9K | 0.08 |
| Shore Bancshares COM USD0.01 | Long | Equity-common | US | $80K | 7K | 0.02 |
| Shutterstock Inc COM USD0.01 | Long | Equity-common | US | $118K | 3K | 0.03 |
| Shyft Group Inc. COM | Long | Equity-common | US | $33K | 3K | 0.01 |
| SI-BONE Inc. COM USD0.0001 | Long | Equity-common | US | $59K | 5K | 0.02 |
| Siebert Finl Corp COM USD0.01 | Long | Equity-common | US | $10K | 6K | 0.00 |
| Sierra Bancorp COM NPV | Long | Equity-common | US | $17K | 758 | 0.00 |
| SIGA Technologies Inc. COM USD0.0001 | Long | Equity-common | US | $42K | 5K | 0.01 |
| Signet Jewelers Limited COM STK USD0.18 | Long | Equity-common | BM | $637K | 7K | 0.17 |
| Silgan Holdings Inc. COM USD0.01 | Long | Equity-common | US | $377K | 9K | 0.10 |
| Silicon Laboratories, Inc. COM USD0.0001 | Long | Equity-common | US | $700K | 6K | 0.18 |
| Silverbow Resources Inc. COM USD0.01 | Long | Equity-common | US | $95K | 3K | 0.02 |
| Simmons First National Corp CLASS'A'COM USD1 | Long | Equity-common | US | $261K | 15K | 0.07 |
| Simply Good Foods Company COM USD0.01 | Long | Equity-common | US | $471K | 13K | 0.12 |
| Simpson Manufacturing Co Inc. COM USD0.01 | Long | Equity-common | US | $1M | 7K | 0.31 |
| Simulations Plus Inc. COM USD0.001 | Long | Equity-common | US | $182K | 4K | 0.05 |
| Sinclair Inc. CL A | Long | Equity-common | US | $117K | 9K | 0.03 |
| Sinovac Biotech Lt SHS | Long | Equity-common | AG | $0 | 2K | – |
| SiriusPoint Ltd COM USD0.1 | Long | Equity-common | BM | $130K | 11K | 0.03 |
| Site Centers Corp COM USD0.10 | Long | Equity-common | US | $263K | 18K | 0.07 |
| Sitio Royalties Corp CLASS A COM | Long | Equity-common | US | $287K | 12K | 0.07 |
| Sixth Street Specialty Lending Inc COM | Long | Equity-common | US | $173K | 8K | 0.04 |
| SJW Group COM USD1.042 | Long | Equity-common | US | $243K | 4K | 0.06 |
| Skyline Champion Corporation COM USD0.0277 | Long | Equity-common | US | $548K | 8K | 0.14 |
| Skywest Inc COM NPV | Long | Equity-common | US | $751K | 9K | 0.19 |
| Sl Green Realty Corp COM | Long | Equity-common | US | $515K | 9K | 0.13 |
| Sleep Number Corporation COM USD0.01 | Long | Equity-common | US | $31K | 3K | 0.01 |
| SM Energy Co. COM USD0.01 | Long | Equity-common | US | $761K | 18K | 0.20 |
| Smart Global Holdings Inc COM USD0.03 | Long | Equity-common | KY | $268K | 12K | 0.07 |
| Smith Micro Software Inc. COM SHS | Long | Equity-common | US | $333.71 | 151 | 0.00 |
| Solaris Oilfield Infrastructure Inc COM USD0.01 CL A | Long | Equity-common | US | $37K | 4K | 0.01 |
| Solid Biosciences Inc. COM NEW | Long | Equity-common | US | $2K | 372 | 0.00 |
| Sonic Automotive, Inc. COM USD0.01 CL'A' | Long | Equity-common | US | $415K | 8K | 0.11 |
| Sonida Senior Living Inc COM | Long | Equity-common | US | $8K | 280 | 0.00 |
| Sonos Inc COM USD0.001 | Long | Equity-common | US | $198K | 13K | 0.05 |
| Sotherly Hotels Inc COM USD0.01 | Long | Equity-common | US | $3K | 2K | 0.00 |
| SoundThinking Inc COM USD0.005 | Long | Equity-common | US | $47K | 4K | 0.01 |
| Southern First Bancshares Inc. COM STK USD0.01 | Long | Equity-common | US | $103K | 4K | 0.03 |
| Southern Missouri Bancorp Inc. COM USD0.01 | Long | Equity-common | US | $24K | 544 | 0.01 |
| Southside Bancshares Inc. COM USD1.25 | Long | Equity-common | US | $107K | 4K | 0.03 |
| SouthState Corp. COM USD2.5 | Long | Equity-common | US | $632K | 8K | 0.16 |
| Southwest Gas Holdings Inc COM USD1 | Long | Equity-common | US | $652K | 9K | 0.17 |
| Spartannash Co. COM NPV | Long | Equity-common | US | $104K | 6K | 0.03 |
| Spectrum Brands Holdings Inc COM USD0.01 | Long | Equity-common | US | $481K | 6K | 0.12 |
| Spero Therapeutics Inc COM USD0.001 | Long | Equity-common | US | $10K | 7K | 0.00 |
| Sphere Entertainment Co. CL A | Long | Equity-common | US | $120K | 3K | 0.03 |
| Spire Inc COM USD1 | Long | Equity-common | US | $550K | 9K | 0.14 |
| Spok Hldgs Inc COM USD0.0001 | Long | Equity-common | US | $166K | 11K | 0.04 |
| Sprouts Farmers Markets Inc COM USD0.001 | Long | Equity-common | US | $2M | 19K | 0.42 |
| SPS Commerce Inc COM USD0.001 | Long | Equity-common | US | $1M | 7K | 0.33 |
| SPX Technologies, Inc. COM | Long | Equity-common | US | $1M | 8K | 0.31 |
| St. Joe Co. COM NPV | Long | Equity-common | US | $276K | 5K | 0.07 |
| Staar Surgical Co COM USD0.01 | Long | Equity-common | US | $334K | 7K | 0.09 |
| STAG Industrial, Inc. COM USD0.01 | Long | Equity-common | US | $812K | 23K | 0.21 |
| Standard Biotools Inc COM USD0.001 | Long | Equity-common | US | $24K | 14K | 0.01 |
| Standard Motor Products, Inc. COM USD2 | Long | Equity-common | US | $97K | 3K | 0.03 |
| Standex International Corp COM USD1.50 | Long | Equity-common | US | $514K | 3K | 0.13 |
| Star Bulk Carriers Corp. COM USD0.01(POST REV SPLIT) | Long | Equity-common | MH | $389K | 16K | 0.10 |
| Star Holdings SHARES OF BENEFICIAL INTEREST | Long | Equity-common | US | $27K | 2K | 0.01 |
| Steel Connect Inc COM | Long | Equity-common | US | $12K | 939 | 0.00 |
| Steel Partners Holdings L.P. 6% PRF UNITS SER A | Long | Equity-preferred | US | $64K | – | 0.02 |
| Steelcase Inc COM NPV | Long | Equity-common | US | $200K | 15K | 0.05 |
| Stellar Bancorp Inc COM | Long | Equity-common | US | $126K | 5K | 0.03 |
| Stepan Co COM USD1 | Long | Equity-common | US | $320K | 4K | 0.08 |
| Stereotaxis Inc. COM NEW | Long | Equity-common | US | $1K | 818 | 0.00 |
| Sterling Construction Co Inc. COM USD0.01 | Long | Equity-common | US | $743K | 6K | 0.19 |
| Stewart Information Services Corporation COM USD1 | Long | Equity-common | US | $151K | 2K | 0.04 |
| Stock Yards Bancorp Inc. COM NPV | Long | Equity-common | US | $242K | 5K | 0.06 |
| Stoke Therapeutics Inc COM USD0.0001 | Long | Equity-common | US | $149K | 11K | 0.04 |
| Stoneco Ltd COM USD0.000079365 CL A | Long | Equity-common | KY | $409K | 34K | 0.11 |
| Stoneridge Inc. COM NPV | Long | Equity-common | US | $57K | 4K | 0.01 |
| StoneX Group Inc COM | Long | Equity-common | US | $368K | 5K | 0.10 |
| Stratasys Ltd COM USD0.01 | Long | Equity-common | IL | $60K | 7K | 0.02 |
| Strategic Education Inc COM USD0.01 | Long | Equity-common | US | $385K | 3K | 0.10 |
| Strattec Security COM USD0.01 | Long | Equity-common | US | $32K | 1K | 0.01 |
| Stratus Properties Inc. COM USD0.01 | Long | Equity-common | US | $30K | 1K | 0.01 |
| Stride Inc COM | Long | Equity-common | US | $374K | 5K | 0.10 |
| Sturm Ruger & Co COM USD1 | Long | Equity-common | US | $93K | 2K | 0.02 |
| Summit Hotel Properties, Inc. COM USD0.01 | Long | Equity-common | US | $65K | 11K | 0.02 |
| Summit Materials Inc CL A COM USD0.01 | Long | Equity-common | US | $768K | 21K | 0.20 |
| SunCoke Energy, Inc. COM USD0.01 | Long | Equity-common | US | $21K | 2K | 0.01 |
| Sunstone Hotel Investors Inc. COM USD0.01 | Long | Equity-common | US | $354K | 34K | 0.09 |
| Super Micro Computer Inc. COM USD0.001 | Long | Equity-common | US | $5M | 6K | 1.26 |
| Superior Group of Companies Inc. COM USD0.001 | Long | Equity-common | US | $65K | 3K | 0.02 |
| Superior Industries International Inc. COM USD0.50 | Long | Equity-common | US | $20K | 6K | 0.01 |
| Supernus Pharmaceuticals, Inc COM USD0.001 | Long | Equity-common | US | $228K | 9K | 0.06 |
| Surgery Partners Inc COM USD0.01 | Long | Equity-common | US | $233K | 10K | 0.06 |
| Surmodics Inc COM USD0.05 | Long | Equity-common | US | $166K | 4K | 0.04 |
| Sutro Biopharma Inc. COM USD0.001 | Long | Equity-common | US | $7K | 3K | 0.00 |
| Synaptics Incorporated COM USD0.001 | Long | Equity-common | US | $489K | 6K | 0.13 |
| Synchronoss Technologies Inc COM NEW | Long | Equity-common | US | $6.2 | 0.667 | 0.00 |
| Syndax Pharmaceuticals Inc. COM USD0.0001 | Long | Equity-common | US | $110K | 5K | 0.03 |
| Tactile Systems Technology Inc. COM USD0.001 | Long | Equity-common | US | $27K | 2K | 0.01 |
| Tanger Inc. COM USD0.01 | Long | Equity-common | US | $326K | 12K | 0.08 |
| Taylor Devices COM USD0.025 | Long | Equity-common | US | $51K | 1K | 0.01 |
| Taylor Morrison Home Corp COM USD0.00001 | Long | Equity-common | US | $1M | 19K | 0.27 |
| Techtarget Inc COM STK USD0.001 | Long | Equity-common | US | $105K | 3K | 0.03 |
| Teekay Corp. COM STK USD0.001 | Long | Equity-common | MH | $106K | 12K | 0.03 |
| Teekay Tankers Ltd CL A | Long | Equity-common | MH | $100K | 1K | 0.03 |
| Tegna Inc COM USD1 | Long | Equity-common | US | $442K | 32K | 0.11 |
| Tejon Ranch Co COM USD0.50 | Long | Equity-common | US | $106K | 6K | 0.03 |
| Telephone and Data Systems Inc. COM USD0.01 | Long | Equity-common | US | $298K | 14K | 0.08 |
| Tenable Holdings Inc COM USD0.01 | Long | Equity-common | US | $612K | 14K | 0.16 |
| Tenaya Therapeutics Inc COM | Long | Equity-common | US | $17K | 5K | 0.00 |
| Tennant Co COM USD0.375 | Long | Equity-common | US | $309K | 3K | 0.08 |
| Terex Corporation COM USD0.01 | Long | Equity-common | US | $477K | 9K | 0.12 |
| Terreno Realty Corporation COM USD0.01 | Long | Equity-common | US | $614K | 10K | 0.16 |
| TETRA Technologies Inc. COM USD0.01 | Long | Equity-common | US | $34K | 10K | 0.01 |
| Texas Capital Bancshares, Inc. COM USD0.01 | Long | Equity-common | US | $353K | 6K | 0.09 |
| Texas Roadhouse Inc COM USD0.001 | Long | Equity-common | US | $2M | 10K | 0.46 |
| The Aaron's Company Inc COM | Long | Equity-common | US | $60K | 6K | 0.02 |
| The Andersons Inc COM NPV | Long | Equity-common | US | $157K | 3K | 0.04 |
| The AZEK Company Inc CL A | Long | Equity-common | US | $663K | 16K | 0.17 |
| The ChildrenS Place Inc COM USD0.10 | Long | Equity-common | US | $33K | 4K | 0.01 |
| The Greenbrier Companies, Inc. COM USD0.001 | Long | Equity-common | US | $194K | 4K | 0.05 |
| The Hain Celestial Group Inc COM USD0.01 | Long | Equity-common | US | $78K | 11K | 0.02 |
| The Macerich Company COM USD0.01 | Long | Equity-common | US | $329K | 21K | 0.09 |
| The ODP Corporation COM | Long | Equity-common | US | $236K | 6K | 0.06 |
| The RMR Group Inc. COM USD0.001 CL A | Long | Equity-common | US | $2K | 81 | 0.00 |
| The York Water Co. COM NPV | Long | Equity-common | US | $130K | 3K | 0.03 |
| Theravance Biopharma Inc COM USD0.00001 WHEN ISSUED | Long | Equity-common | KY | $65K | 8K | 0.02 |
| Thermon Group Holdings Inc COM USD0.001 | Long | Equity-common | US | $82K | 3K | 0.02 |
| Tidewater Inc New COM USD0.001 | Long | Equity-common | US | $711K | 7K | 0.18 |
| Tilray Brands Inc COM USD0.0001 | Long | Equity-common | US | $161K | 97K | 0.04 |
| Timberland Bancorp inc. COM USD0.01 | Long | Equity-common | US | $39K | 1K | 0.01 |
| Titan International, Inc. COM NPV | Long | Equity-common | US | $71K | 10K | 0.02 |
| Titan Machinery Inc. COM STK USD0.0001 | Long | Equity-common | US | $26K | 2K | 0.01 |
| TOBIRA | Long | Equity-common | US | $0 | 17K | – |
| Tootsie Roll Industries Inc. COM USD0.6944 | Long | Equity-common | US | $279K | 9K | 0.07 |
| Topgolf Callaway Brands Corp COM USD0.01 | Long | Equity-common | US | $197K | 13K | 0.05 |
| Tower Semiconductor Limited ORD ILS1 | Long | Equity-common | IL | $590K | 15K | 0.15 |
| Town Sports International Holdings COM STK USD0.001 | Long | Equity-common | US | $0 | 1K | – |
| TowneBank (Portsmouth Virginia) COM STK NPV | Long | Equity-common | US | $274K | 10K | 0.07 |
| TPG Inc COM CL A | Long | Equity-common | US | $340K | 8K | 0.09 |
| TPI Composites Inc. COM USD0.01 | Long | Equity-common | US | $20K | 5K | 0.01 |
| Transact Technologies Inc COM USD0.01 | Long | Equity-common | US | $13K | 3K | 0.00 |
| Transcat Inc. COM USD0.5 | Long | Equity-common | US | $383K | 3K | 0.10 |
| Transcontinental Realty Investors Inc. COM USD0.01 | Long | Equity-common | US | $9K | 325 | 0.00 |
| Transocean Ltd COM CHF0.10 | Long | Equity-common | CH | $410K | 77K | 0.11 |
| Travel Plus Leisure Co COM | Long | Equity-common | US | $548K | 12K | 0.14 |
| Travelzoo COM NEW USD0.01 | Long | Equity-common | US | $33K | 4K | 0.01 |
| Travere Therapeutics Inc COM | Long | Equity-common | US | $69K | 8K | 0.02 |
| Tredegar Corp. COM NPV | Long | Equity-common | US | $26K | 5K | 0.01 |
| TreeHouse Foods, Inc. COM USD0.01 | Long | Equity-common | US | $316K | 9K | 0.08 |
| Tri Pointe Homes Inc COM USD0.01 | Long | Equity-common | US | $680K | 18K | 0.18 |
| TriCo Bancshares COM NPV | Long | Equity-common | US | $154K | 4K | 0.04 |
| Trimas Corporation COM STK USD0.01 | Long | Equity-common | US | $194K | 8K | 0.05 |
| Trinity Industries, Inc. COM USD0.01 | Long | Equity-common | US | $439K | 15K | 0.11 |
| Tripadvisor Inc COM USD0.001 | Long | Equity-common | US | $245K | 14K | 0.06 |
| Tronox Holdings PLC COM USD0.01 | Long | Equity-common | GB | $260K | 17K | 0.07 |
| TruBridge, Inc. COM USD0.001 | Long | Equity-common | US | $70K | 7K | 0.02 |
| Trueblue Inc COM NPV | Long | Equity-common | US | $62K | 6K | 0.02 |
| Trustco Bank Corp NY COM NEW | Long | Equity-common | US | $58K | 2K | 0.02 |
| Trustmark Corp COM NPV | Long | Equity-common | US | $297K | 10K | 0.08 |
| TTEC Holdings Inc. COM USD0.01 | Long | Equity-common | US | $19K | 3K | 0.00 |
| TTM Technologies Inc COM NPV | Long | Equity-common | US | $254K | 13K | 0.07 |
| Tucows Inc COM NPV | Long | Equity-common | US | $26K | 1K | 0.01 |
| Turning Point Brands Inc COM USD0.01 | Long | Equity-common | US | $7K | 208 | 0.00 |
| Tutor Perini Corporation COM USD1 | Long | Equity-common | US | $96K | 4K | 0.02 |
| Twin Disc Inc COM NPV | Long | Equity-common | US | $31K | 3K | 0.01 |
| Twist Bioscience Corporation COM USD0.00001 | Long | Equity-common | US | $372K | 8K | 0.10 |
| Two Harbors Investment Corp. COM | Long | Equity-common | US | $91K | 7K | 0.02 |
| UFP Industries Inc COM | Long | Equity-common | US | $1M | 10K | 0.30 |
| UFP Technologies Inc. COM USD0.01 | Long | Equity-common | US | $786K | 3K | 0.20 |
| Ultra Clean Holdings Inc COM USD0.001 | Long | Equity-common | US | $481K | 10K | 0.12 |
| Ultralife Corp COM USD0.10 | Long | Equity-common | US | $22K | 2K | 0.01 |
| UMB Financial Corp. COM USD1 | Long | Equity-common | US | $566K | 7K | 0.15 |
| UMH Properties Inc COM STK USD0.10 | Long | Equity-common | US | $103K | 6K | 0.03 |
| Unifi, Inc. COM USD0.10 | Long | Equity-common | US | $3K | 588 | 0.00 |
| Unifirst Corp COM USD0.10 | Long | Equity-common | US | $410K | 2K | 0.11 |
| Union Bankshares I COM USD2 | Long | Equity-common | US | $111K | 5K | 0.03 |
| Unisys Corp. COM USD0.01 | Long | Equity-common | US | $21K | 5K | 0.01 |
| United Bankshares Inc COM USD2.50 | Long | Equity-common | US | $468K | 14K | 0.12 |
| United Community Banks Inc COM CAP USD1 | Long | Equity-common | US | $298K | 12K | 0.08 |
| United Fire Group Inc COM USD0.001 | Long | Equity-common | US | $76K | 4K | 0.02 |
| United Natural Foods, Inc. COM USD0.01 | Long | Equity-common | US | $89K | 7K | 0.02 |
| United States Lime & Minerals Inc. COM USD0.10 | Long | Equity-common | US | $389K | 1K | 0.10 |
| Unitil Corp COM NPV | Long | Equity-common | US | $152K | 3K | 0.04 |
| Unity Bancorp Inc COM NPV | Long | Equity-common | US | $56K | 2K | 0.01 |
| Universal Corporation COM NPV | Long | Equity-common | US | $213K | 4K | 0.06 |
| Universal Electronics Inc. COM USD0.01 | Long | Equity-common | US | $36K | 3K | 0.01 |
| Universal Insurance Holdings Inc COM USD0.01 | Long | Equity-common | US | $71K | 4K | 0.02 |
| Universal Logistics Holdings Inc. COM NPV | Long | Equity-common | US | $175K | 4K | 0.05 |
| Universal Stainles COM USD0.001 | Long | Equity-common | US | $76K | 3K | 0.02 |
| Universal Technical Institute, Inc. COM USD0.0001 | Long | Equity-common | US | $42K | 3K | 0.01 |
| Univest Financial Corp. COM USD5 | Long | Equity-common | US | $98K | 4K | 0.03 |
| Upbound Group Inc COM USD0.01 | Long | Equity-common | US | $219K | 7K | 0.06 |
| Upland Software Inc COM USD0.0001 | Long | Equity-common | US | $5K | 2K | 0.00 |
| Uranium Energy Corp. COM USD0.001 | Long | Equity-common | US | $332K | 55K | 0.09 |
| Urban Edge Properties COM USD0.01 | Long | Equity-common | US | $315K | 17K | 0.08 |
| Urban Outfitters Inc. COM USD0.0001 | Long | Equity-common | US | $383K | 9K | 0.10 |
| Urogen Pharma Ltd COM ILS0.01 | Long | Equity-common | IL | $241K | 14K | 0.06 |
| US Physical Therapy Inc COM USD0.01 | Long | Equity-common | US | $251K | 3K | 0.06 |
| US Silica Holdings Inc COM USD0.01 | Long | Equity-common | US | $112K | 7K | 0.03 |
| USANA Health Sciences Inc. COM USD0.001 | Long | Equity-common | US | $82K | 2K | 0.02 |
| Utah Medical Products Inc. COM USD0.01 | Long | Equity-common | US | $161K | 2K | 0.04 |
| UTD Bancorp Inc Oh COM USD0.01 | Long | Equity-common | US | $15K | 1K | 0.00 |
| V2X Inc COM USD0.01 | Long | Equity-common | US | $169K | 4K | 0.04 |
| Vaalco Energy Inc COM USD0.10 | Long | Equity-common | US | $87K | 14K | 0.02 |
| Valaris Ltd. CL A | Long | Equity-common | BM | $641K | 9K | 0.17 |
| Vanda Pharmace Inc COM STK USD0.001 | Long | Equity-common | US | $48K | 9K | 0.01 |
| Varex Imaging Corporation COM USD0.01 | Long | Equity-common | US | $135K | 9K | 0.04 |
| Varonis Systems Inc COM USD0.001 | Long | Equity-common | US | $627K | 13K | 0.16 |
| Vaxcyte Inc COM | Long | Equity-common | US | $713K | 9K | 0.18 |
| Vector Group Ltd COM USD0.1 | Long | Equity-common | US | $105K | 10K | 0.03 |
| Veeco Instruments Inc. COM USD0.01 | Long | Equity-common | US | $502K | 11K | 0.13 |
| Vera Bradley Inc. COM NPV | Long | Equity-common | US | $19K | 3K | 0.00 |
| Vera Therapeutics Inc. CL A | Long | Equity-common | US | $223K | 6K | 0.06 |
| Veracyte Inc COM USD0.001 | Long | Equity-common | US | $219K | 10K | 0.06 |
| Veradigm Inc COM USD0.01 | Long | Equity-common | US | $272K | 29K | 0.07 |
| Vericel Corporation COM NPV | Long | Equity-common | US | $312K | 7K | 0.08 |
| Verint Systems Inc COM USD0.001 | Long | Equity-common | US | $309K | 10K | 0.08 |
| Veris Residential Inc COM STK USD0.01 | Long | Equity-common | US | $204K | 14K | 0.05 |
| Verra Mobility Corporation COM USD0.0001 | Long | Equity-common | US | $540K | 20K | 0.14 |
| Verrica Pharmaceuticals Inc COM USD0.0001 | Long | Equity-common | US | $47K | 6K | 0.01 |
| Vertex Inc CL A | Long | Equity-common | US | $757K | 21K | 0.20 |
| Viad Corp COM USD1.5 | Long | Equity-common | US | $115K | 3K | 0.03 |
| Viavi Solutions Inc COM USD0.001 | Long | Equity-common | US | $211K | 31K | 0.05 |
| Vicor Corp COM USD0.01 | Long | Equity-common | US | $155K | 5K | 0.04 |
| Victorias Secret and Co COMMON STOCK | Long | Equity-common | US | $180K | 10K | 0.05 |
| Victory Capital Holdings, Inc. COM USD0.01 CL A | Long | Equity-common | US | $469K | 10K | 0.12 |
| Viking Therapeutics Inc. COM USD0.00001 | Long | Equity-common | US | $486K | 9K | 0.13 |
| Village Super Market Inc. COM NPV CL'A' | Long | Equity-common | US | $40K | 2K | 0.01 |
| Viper Energy Inc. CL A | Long | Equity-common | US | $405K | 11K | 0.10 |
| Virco Mfg Corp COM USD0.01 | Long | Equity-common | US | $52K | 4K | 0.01 |
| Virginia National Bankshares Corp COM | Long | Equity-common | US | $3K | 105 | 0.00 |
| Viridian Therapeutics Inc COM | Long | Equity-common | US | $88K | 7K | 0.02 |
| Virtus Investment Partners Inc COM USD0.01 | Long | Equity-common | US | $215K | 952 | 0.06 |
| Vishay Intertechnology, Inc. COM USD0.10 | Long | Equity-common | US | $369K | 17K | 0.10 |
| Vishay Precision Group Inc. COM USD0.10 | Long | Equity-common | US | $139K | 5K | 0.04 |
| Visteon Corporation COM USD0.01 | Long | Equity-common | US | $425K | 4K | 0.11 |
| Vital Energy Inc COM | Long | Equity-common | US | $101K | 2K | 0.03 |
| Vor Biopharma Inc. COM | Long | Equity-common | US | $15K | 15K | 0.00 |
| VOXX International Corp. CLASS'A'COM USD0.01 | Long | Equity-common | US | $9K | 3K | 0.00 |
| Voyager Therapeutics Incorporation COM USD0.001 | Long | Equity-common | US | $72K | 9K | 0.02 |
| VSE Corp. COM STK USD0.05 | Long | Equity-common | US | $334K | 4K | 0.09 |
| W & T Offshore Inc. COM USD0.00001 | Long | Equity-common | US | $71K | 33K | 0.02 |
| Wabash National Corporation COM USD0.01 | Long | Equity-common | US | $113K | 5K | 0.03 |
| Walker & Dunlop Inc. COM USD0.01 | Long | Equity-common | US | $617K | 6K | 0.16 |
| Warrior Met Coal Inc COM USD0.01 | Long | Equity-common | US | $586K | 9K | 0.15 |
| Washington Trust Bancorp Inc. COM USD0.0625 | Long | Equity-common | US | $92K | 3K | 0.02 |
| Waterstone Financial Inc. (Maryland) COM USD0.01 | Long | Equity-common | US | $51K | 4K | 0.01 |
| Watts Water Technologies Inc. CLASS'A'COM USD0.10 | Long | Equity-common | US | $859K | 5K | 0.22 |
| Wave Life Sciences Ltd. COM NPV | Long | Equity-common | SG | $29K | 6K | 0.01 |
| WD-40 Co. COM USD0.001 | Long | Equity-common | US | $463K | 2K | 0.12 |
| Weatherford International Plc COM USD0.001 | Long | Equity-common | IE | $1M | 9K | 0.30 |
| Weis Markets Inc COM NPV | Long | Equity-common | US | $234K | 4K | 0.06 |
| Werner Enterprises Inc. COM USD0.01 | Long | Equity-common | US | $263K | 7K | 0.07 |
| Wesbanco Inc COM USD2.0833 | Long | Equity-common | US | $326K | 12K | 0.08 |
| West Bancorp Inc. COM NPV | Long | Equity-common | US | $16K | 921 | 0.00 |
| Westamerica Bancorp COM NPV | Long | Equity-common | US | $230K | 5K | 0.06 |
| Western New England Bancorp Inc COM STK USD0.01 | Long | Equity-common | US | $48K | 7K | 0.01 |
| Westwood Holdings Group Inc. COM USD0.01 | Long | Equity-common | US | $23K | 2K | 0.01 |
| Weyco Group COM USD1 | Long | Equity-common | US | $101K | 3K | 0.03 |
| Where Food Comes From Inc COM NEW | Long | Equity-common | US | $3K | 275 | 0.00 |
| White Mountains Insurance Group Ltd. COM USD1 | Long | Equity-common | BM | $665K | 366 | 0.17 |
| Whitestone REIT SBI COM USD0.001 CL 'B' | Long | Equity-common | US | $167K | 13K | 0.04 |
| WIB 0 10/03/24 (United States Treasury Bills) | Long | Debt | US | $947K | – | 0.25 |
| Wiley John & Sons Inc. CLASS'A'COM USD1 | Long | Equity-common | US | $300K | 7K | 0.08 |
| Willdan Group Inc. COM STK USD0.01 | Long | Equity-common | US | $68K | 2K | 0.02 |
| Willis Lease Finance Corp. COM USD0.01 | Long | Equity-common | US | $136K | 2K | 0.04 |
| Winmark Corp. COM NPV | Long | Equity-common | US | $293K | 832 | 0.08 |
| Winnebago Industries Inc. COM USD0.50 | Long | Equity-common | US | $379K | 7K | 0.10 |
| WisdomTree, Inc. COM USD0.01 | Long | Equity-common | US | $133K | 13K | 0.03 |
| Wix.com Limited COM ILS0.01 | Long | Equity-common | IL | $1M | 7K | 0.28 |
| Workiva Inc COM USD0.001 | Long | Equity-common | US | $381K | 5K | 0.10 |
| World Acceptance Corporation COM NPV | Long | Equity-common | US | $172K | 1K | 0.04 |
| World Kinect Corporation COM USD0.01 | Long | Equity-common | US | $249K | 10K | 0.06 |
| Worthington Enterprises Inc COM NPV | Long | Equity-common | US | $463K | 10K | 0.12 |
| Worthington Steel Inc. COM SHS | Long | Equity-common | US | $326K | 10K | 0.08 |
| WSFS Financial Corporation COM USD0.01 | Long | Equity-common | US | $627K | 13K | 0.16 |
| WW International Inc COM NPV | Long | Equity-common | US | $7K | 6K | 0.00 |
| XBiotech Inc. NPV | Long | Equity-common | CA | $29K | 6K | 0.01 |
| Xencor Inc COM USD0.01 | Long | Equity-common | US | $84K | 4K | 0.02 |
| Xenia Hotels & Resorts Inc COM USD0.01 | Long | Equity-common | US | $241K | 17K | 0.06 |
| Xenon Pharmaceuticals Inc COM NPV | Long | Equity-common | CA | $252K | 6K | 0.07 |
| Xoma Corp Del COM USD0.0075(POST REV SPLT | Long | Equity-common | US | $185K | 8K | 0.05 |
| Xpel Inc. COM | Long | Equity-common | US | $88K | 2K | 0.02 |
| Xperi Inc. COMMON STOCK | Long | Equity-common | US | $48K | 6K | 0.01 |
| Y-Mabs Therapeutics Inc COM USD0.0001 | Long | Equity-common | US | $113K | 9K | 0.03 |
| Yelp Inc COM USD0.000001 | Long | Equity-common | US | $456K | 12K | 0.12 |
| Ziff Davis Inc COM USD0.001 | Long | Equity-common | US | $379K | 7K | 0.10 |
| ZipRecruiter Inc CL A | Long | Equity-common | US | $97K | 11K | 0.03 |
| ZOGENIX INC OR SHS | Long | Equity-common | US | $0 | 16K | – |
| Zumiez Inc. COM NPV | Long | Equity-common | US | $107K | 6K | 0.03 |
| Zurn Elkay Water Solutions Corporation COM | Long | Equity-common | US | $627K | 21K | 0.16 |
| Zymeworks Inc COM | Long | Equity-common | US | $50K | 6K | 0.01 |
| Zynex Inc COM USD0.001 | Long | Equity-common | US | $74K | 8K | 0.02 |
Address
Northern Funds
50 S. LaSalle Street
Chicago
Illinois
60603-1008
United States of America
Websites
Directors
Therese M. Bobek
Ingrid LaMae A. de Jongh
Mark G. Doll
Thomas A. Kloet
David R. Martin
Cynthia R. Plouche
Mary Jacobs Skinner
Darek Wojnar
Transfer Agents
The Northern Trust Company
Pricing Services
Bloomberg Finance L.P.
ICE Data Services, Inc.
Refinitiv US LLC
Markit North America, Inc
PricingDirect, Inc.
ICE Data Derivatives, Inc.
FIS Data Systems, Inc.
SIX Financial Information AG
Nordic Bond Pricing AS
National Securities Clearing Corporation
Markit Group Limited
LONDON STOCK EXCHANGE GROUP PLC
Global Market Index Limited
S&P Global Inc.
S&P Global Limited
World Markets Co
Custodians
AO Citibank
Banco de Chile
Banco Itau Uruguay S.A.
Banco Nacional de Mexico S.A.
Bank Handlowy w Warszawie S.A.
BNP Paribas SA
Citibank A.S.
Citibank del Peru S.A.
Citibank Europe plc, Greece Branch
Citibank Europe PLC, Hungarian Branch Office
Citibank Europe plc
Citibank Europe plc
Citibank Europe plc
Citibank N.A.
Citibank N.A.
Citibank N.A.
Citibank N.A.
Citibank N.A.
Citibank N.A.
Citibank, N.A.
Cititrust Colombia
Credit Suisse (Switzerland) Ltd
Euroclear Bank S.A./N.V.
Euroclear Bank S.A./N.V.
First Abu Dhabi Bank P.J.S.C
HSBC Bank (China) Company Limited
HSBC Bank (Taiwan) Limited
HSBC Bank Australia Limited
HSBC Bank Malaysia Berhad
HSBC Bank Middle East Limited
HSBC Bank Middle East Limited
HSBC Bank Middle East Limited
HSBC Bank Oman SAOG
Royal Bank of Canada
Skandinaviska Enskilda Banken AB (publ)
Skandinaviska Enskilda Banken AB (publ)
Skandinaviska Enskilda Banken AB (publ)
Skandinaviska Enskilda Banken AB (publ)
Societe Generale Marocaine de Banques
Standard Bank Namibia Ltd
Standard Bank of South Africa Limited
Standard Chartered Bank Ghana PLC
Standard Chartered Bank Limited
Standard Chartered Bank
Swedbank AS
The Hongkong & Shanghai Banking Corporation Limited
The Hongkong & Shanghai Banking Corporation Limited
The Hongkong & Shanghai Banking Corporation Limited
The Hongkong & Shanghai Banking Corporation Ltd.
The Hongkong & Shanghai Banking Corporation Ltd.
The Hongkong & Shanghai Banking Corporation Ltd
The Hongkong and Shanghai Banking Corporation Limited
The Hongkong and Shanghai Banking Corporation Limited
The Northern Trust Company of Saudi Arabia (TNTCOSA)
The Northern Trust Company, Canada
The Northern Trust Company, London
The Northern Trust Company, London
The Northern Trust Company, London
The Northern Trust Company, London
The Northern Trust Company, London
The Northern Trust Company, London
The Northern Trust Company
UBS SWITZERLAND AG
UniCredit Bank Austria A.G
UniCredit Bank Czech Republic and Slovakia, a. s
Union Internationale de Banques
Shareholder Servicing Agents
The Northern Trust Company
Admins
Northern Trust Investments, Inc.
Brokers
INVESTEC CAPITAL SERVICES (INDIA) PRIVATE LIMITED
HSBC SECURITIES (USA) INC.
CLSA (UK)
J.P. Morgan Securities LLC
MORGAN STANLEY & CO. LLC
UBS SECURITIES LLC
GOLDMAN SACHS & CO. LLC
Citibank, National Association
UBS AG
BTG PACTUAL US CAPITAL, LLC