Northern Trust > Northern Funds
Small Cap Index Fund
$1.10B
Avg Monthly Net Assets
$1.15B
Total Assets
$116K
Total Liabilities
$1.15B
Net Assets
Small Cap Index Fund is an Index Fund in Northern Funds
from Northern Trust,
based in Illinois,
United States of America.
The fund has one share class
and monthly net assets of $1.10B.
On August 26th, 2024 it reported 1,936 holdings, the largest
being Super Micro Computer Inc. (1.6%), Chicago Mercantile Exchange (1.1%) and Northern Inst Fds (1.0%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Ticker | Monthly Returns (2 years) |
|---|---|---|---|
| Small Cap Index Fund | C000003391 | NSIDX |
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 | $108K | 11K | 0.01 |
| 1ST Bancorp NC COM NPV | Long | Equity-common | US | $567K | 18K | 0.05 |
| 1st Source Corporation COM NPV | Long | Equity-common | US | $395K | 7K | 0.03 |
| 23andMe Holding Co. CLASS A COM | Long | Equity-common | US | $54K | 138K | 0.00 |
| 2seventy Bio Inc. COMMON STOCK | Long | Equity-common | US | $87K | 23K | 0.01 |
| 2U Inc COM NEW | Long | Equity-common | US | $7K | 1K | 0.00 |
| 374Water Inc COM | Long | Equity-common | US | $34K | 29K | 0.00 |
| 3D Systems Corporation COM USD0.001 | Long | Equity-common | US | $178K | 58K | 0.02 |
| 4D Molecular Therapeutics Inc COM | Long | Equity-common | US | $375K | 18K | 0.03 |
| 5E Advanced Materials Inc. COMMON STOCK | Long | Equity-common | US | $23K | 19K | 0.00 |
| 89bio Inc. COM | Long | Equity-common | US | $282K | 35K | 0.02 |
| 8X8 Inc New COM USD0.001 | Long | Equity-common | US | $123K | 56K | 0.01 |
| 908 Devices Inc. COM | Long | Equity-common | US | $53K | 10K | 0.00 |
| A-Mark Precious Metals Inc. COM USD0.01 | Long | Equity-common | US | $269K | 8K | 0.02 |
| A10 Networks Inc COM USD0.00001 | Long | Equity-common | US | $434K | 31K | 0.04 |
| Aadi Bioscience Inc COM | Long | Equity-common | US | $6K | 4K | 0.00 |
| Aaon Inc COM STK USD0.004 | Long | Equity-common | US | $3M | 30K | 0.23 |
| AAR Corp. COM USD1 | Long | Equity-common | US | $1M | 15K | 0.10 |
| Abercrombie & Fitch Co CL'A'COM USD0.01 | Long | Equity-common | US | $4M | 22K | 0.34 |
| ABM Inds Inc COM USD0.01 | Long | Equity-common | US | $1M | 28K | 0.12 |
| Acacia Research Corp. COM USD0.001 (ACACIA TECHS) | Long | Equity-common | US | $84K | 17K | 0.01 |
| Academy Sports and Outdoors Inc COM | Long | Equity-common | US | $2M | 32K | 0.15 |
| Acadia Pharmaceuticals Inc COM USD0.0001 | Long | Equity-common | US | $885K | 54K | 0.08 |
| Acadia Realty Trust SBI USD0.001 | Long | Equity-common | US | $801K | 45K | 0.07 |
| Accel Entertainment Inc COM CL A1 | Long | Equity-common | US | $237K | 23K | 0.02 |
| ACCO Brands Corporation COM STK USD0.01 | Long | Equity-common | US | $194K | 41K | 0.02 |
| Accolade Inc COM | Long | Equity-common | US | $111K | 31K | 0.01 |
| Accuray Inc. COM USD0.001 | Long | Equity-common | US | $79K | 43K | 0.01 |
| Acelyrin Inc COM | Long | Equity-common | US | $143K | 32K | 0.01 |
| ACI Worldwide Inc COM USD0.005 | Long | Equity-common | US | $2M | 48K | 0.17 |
| Aclaris Therapeutics Inc. COM USD0.00001 | Long | Equity-common | US | $35K | 32K | 0.00 |
| Acm Research Inc COM USD0.0001 CL A | Long | Equity-common | US | $502K | 22K | 0.04 |
| ACNB Corp. COM USD2.50 | Long | Equity-common | US | $131K | 4K | 0.01 |
| Acrivon Therapeutics Inc COMMON STOCK | Long | Equity-common | US | $29K | 5K | 0.00 |
| Actinium Pharmaceuticals Inc COM | Long | Equity-common | US | $94K | 13K | 0.01 |
| Acushnet Holdings Corp COM USD0.001 | Long | Equity-common | US | $854K | 13K | 0.07 |
| ACV Auctions Inc COM CL A | Long | Equity-common | US | $1M | 56K | 0.09 |
| AdaptHealth Corporation COMMON STOCK | Long | Equity-common | US | $428K | 43K | 0.04 |
| Adaptive Biotechnologies Corp COM USD0.0001 | Long | Equity-common | US | $184K | 51K | 0.02 |
| Addus Homecare Corp COM USD0.001 | Long | Equity-common | US | $808K | 7K | 0.07 |
| Adeia Inc. COM | Long | Equity-common | US | $526K | 47K | 0.05 |
| Adicet Bio Inc COM | Long | Equity-common | US | $24K | 20K | 0.00 |
| Adient PLC COM USD0.001 | Long | Equity-common | IE | $1M | 41K | 0.09 |
| Adma Biologics Inc COM USD0.0001 | Long | Equity-common | US | $1M | 95K | 0.09 |
| Adtalem Global Education Inc COM USD0.01 | Long | Equity-common | US | $1M | 17K | 0.10 |
| ADTRAN Holdings Inc COM | Long | Equity-common | US | $183K | 35K | 0.02 |
| Advanced Energy Industries, Inc. COM USD0.001 | Long | Equity-common | US | $2M | 17K | 0.16 |
| Advansix Inc COM USD0.01 | Long | Equity-common | US | $263K | 11K | 0.02 |
| Advantage Solutions Inc COM CL A | Long | Equity-common | US | $125K | 39K | 0.01 |
| Aehr Test Systems COM | Long | Equity-common | US | $138K | 12K | 0.01 |
| Aerovate Therapeutics Inc COM | Long | Equity-common | US | $8K | 5K | 0.00 |
| AeroVironment, Inc. COM USD0.0001 | Long | Equity-common | US | $2M | 12K | 0.19 |
| AerSale Corporation COM | Long | Equity-common | US | $107K | 15K | 0.01 |
| Aeva Technologies Inc COM NEW | Long | Equity-common | US | $22K | 9K | 0.00 |
| AFC Gamma Inc COM | Long | Equity-common | US | $90K | 7K | 0.01 |
| Agenus Inc. COM NEW | Long | Equity-common | US | $148K | 9K | 0.01 |
| Agilysys Inc COM NPV | Long | Equity-common | US | $936K | 9K | 0.08 |
| Agios Pharmaceuticals Inc COM USD0.001 | Long | Equity-common | US | $1M | 25K | 0.09 |
| Air Transport Services Group Inc. COM STK USD0.01 | Long | Equity-common | US | $319K | 23K | 0.03 |
| AirSculpt Technologies Inc. COM | Long | Equity-common | US | $24K | 6K | 0.00 |
| Akero Therapeutics Inc COM USD0.0001 | Long | Equity-common | US | $641K | 27K | 0.06 |
| Akoustis Technologies Inc. COM USD0.001 | Long | Equity-common | US | $6K | 47K | 0.00 |
| Akoya Biosciences Inc. COM | Long | Equity-common | US | $26K | 11K | 0.00 |
| Alamo Group Inc COM USD0.10 | Long | Equity-common | US | $778K | 4K | 0.07 |
| Alarm.com Holdings Inc. COM USD0.01 | Long | Equity-common | US | $1M | 21K | 0.12 |
| Albany International Corp. CLASS'A'COM USD0.001 | Long | Equity-common | US | $1M | 14K | 0.10 |
| Aldeyra Therapeutics Inc COM USD0.001 | Long | Equity-common | US | $65K | 20K | 0.01 |
| Alector Inc COM USD0.0001 | Long | Equity-common | US | $146K | 32K | 0.01 |
| Alerus Financial Corp. COM USD1.00 | Long | Equity-common | US | $157K | 8K | 0.01 |
| Alexander & Baldwin Inc COM USD0.01 | Long | Equity-common | US | $540K | 32K | 0.05 |
| Alexanders Inc COM USD1 | Long | Equity-common | US | $216K | 961 | 0.02 |
| Alico Inc COM USD1 | Long | Equity-common | US | $84K | 3K | 0.01 |
| Alight Inc COM CL A | Long | Equity-common | US | $1M | 184K | 0.12 |
| Alignment Healthcare Inc COM | Long | Equity-common | US | $295K | 38K | 0.03 |
| Alkami Technology Inc. COM | Long | Equity-common | US | $512K | 18K | 0.04 |
| Alkermes PLC COM USD0.01 | Long | Equity-common | IE | $2M | 74K | 0.15 |
| Allakos Inc COM USD0.001 | Long | Equity-common | US | $32K | 32K | 0.00 |
| Allbirds Inc COM CL A | Long | Equity-common | US | $24K | 48K | 0.00 |
| Allegiant Travel Company COM USD0.001 | Long | Equity-common | US | $354K | 7K | 0.03 |
| Allete Inc COM NPV | Long | Equity-common | US | $2M | 26K | 0.14 |
| Allient Inc COM NPV | Long | Equity-common | US | $146K | 6K | 0.01 |
| Allogene Therapeutics Inc COM USD0.001 | Long | Equity-common | US | $98K | 42K | 0.01 |
| AlloVir Inc. COM | Long | Equity-common | US | $22K | 31K | 0.00 |
| Alpha & Omega Semiconductor Ltd. COM USD0.002 | Long | Equity-common | BM | $384K | 10K | 0.03 |
| Alpha Metallurgical Resources Inc COM | Long | Equity-common | US | $1M | 5K | 0.13 |
| Alphatec Holdings Inc. COM USD0.0001 | Long | Equity-common | US | $430K | 41K | 0.04 |
| Alpine Income Property Trust Inc COM | Long | Equity-common | US | $92K | 6K | 0.01 |
| Alta Equipment Group Inc COMMON STOCK | Long | Equity-common | US | $83K | 10K | 0.01 |
| Altair Engineering Inc COM USD0.0001 CL A | Long | Equity-common | US | $2M | 24K | 0.21 |
| AlTi Global Inc CL A | Long | Equity-common | US | $59K | 11K | 0.01 |
| Altimmune Inc. COM NEW | Long | Equity-common | US | $159K | 24K | 0.01 |
| Altus Power Inc COM CL A | Long | Equity-common | US | $111K | 28K | 0.01 |
| ALX Oncology Holdings Inc COM | Long | Equity-common | US | $72K | 12K | 0.01 |
| Amalgamated Financial Corp. COM | Long | Equity-common | US | $215K | 8K | 0.02 |
| Ambac Financial Group, Inc. COM USD0.01 | Long | Equity-common | US | $252K | 20K | 0.02 |
| Ambarella Inc COM USD0.00045 | Long | Equity-common | KY | $923K | 17K | 0.08 |
| AMC Networks Inc COM USD0.01 CL 'A' | Long | Equity-common | US | $134K | 14K | 0.01 |
| Amerant Bancorp Inc. COM USD0.10 CL A | Long | Equity-common | US | $259K | 11K | 0.02 |
| Ameresco Inc COM USD0.0001 CL 'A' | Long | Equity-common | US | $412K | 14K | 0.04 |
| America's Car-Mart Inc. COM USD0.01 | Long | Equity-common | US | $157K | 3K | 0.01 |
| American Assets Trust Inc. COM USD0.01 | Long | Equity-common | US | $481K | 21K | 0.04 |
| American Axle & Manufacturing Holdings Inc. COM USD0.01 | Long | Equity-common | US | $350K | 50K | 0.03 |
| American Coastal Insurance Corp. COM STK USD0.0001 | Long | Equity-common | US | $97K | 9K | 0.01 |
| American Eagle Outfitters Inc. COM USD0.01 | Long | Equity-common | US | $2M | 81K | 0.14 |
| American Realty Investors Inc. COM USD0.01 | Long | Equity-common | US | $5K | 369 | 0.00 |
| American Software Inc. CLASS'A'COM USD0.10 | Long | Equity-common | US | $131K | 14K | 0.01 |
| American States Water Co. COM NPV | Long | Equity-common | US | $1M | 16K | 0.10 |
| American Vanguard Corp. COM USD0.10 | Long | Equity-common | US | $102K | 12K | 0.01 |
| American Well Corporation CL A | Long | Equity-common | US | $33K | 101K | 0.00 |
| American Woodmark Corporation COM NPV | Long | Equity-common | US | $562K | 7K | 0.05 |
| Ameris Bancorp COM USD1 | Long | Equity-common | US | $1M | 29K | 0.13 |
| Amerisafe Inc COM STK USD0.01 | Long | Equity-common | US | $372K | 8K | 0.03 |
| Ames National Corp COM USD5 | Long | Equity-common | US | $78K | 4K | 0.01 |
| Amicus Therapeutics Inc. COM STK USD0.01 | Long | Equity-common | US | $1M | 129K | 0.11 |
| Amkor Technology, Inc. COM STK USD0.001 | Long | Equity-common | US | $2M | 50K | 0.17 |
| Ammo Inc. COM | Long | Equity-common | US | $68K | 40K | 0.01 |
| AMN Healthcare Services Inc COM USD0.01 | Long | Equity-common | US | $868K | 17K | 0.08 |
| Amneal Pharmaceuticals Inc USD0.01 CLASS A | Long | Equity-common | US | $344K | 54K | 0.03 |
| Amphastar Pharmaceuticals Inc COM USD0.0001 | Long | Equity-common | US | $671K | 17K | 0.06 |
| Amplify Energy Corp COM USD0.01 | Long | Equity-common | US | $112K | 16K | 0.01 |
| Amplitude Inc COM CL A | Long | Equity-common | US | $271K | 30K | 0.02 |
| Amprius Technologies Inc. COMMON STOCK | Long | Equity-common | US | $6K | 5K | 0.00 |
| Amylyx Pharmaceuticals Inc COM | Long | Equity-common | US | $37K | 19K | 0.00 |
| AnaptysBio Inc. COM USD0.001 | Long | Equity-common | US | $210K | 8K | 0.02 |
| Anavex Life Sciences Corp. USD0.001 | Long | Equity-common | US | $136K | 32K | 0.01 |
| Angel Oak Mortgage REIT Inc COM | Long | Equity-common | US | $70K | – | 0.01 |
| Angiodynamics Inc COM USD0.01 | Long | Equity-common | US | $99K | 16K | 0.01 |
| ANI Pharmaceuticals Inc. COM USD0.0001 | Long | Equity-common | US | $417K | 7K | 0.04 |
| Anika Therapeutics Inc. COM USD0.01 | Long | Equity-common | US | $166K | 7K | 0.01 |
| Annexon Inc COM | Long | Equity-common | US | $144K | 29K | 0.01 |
| Anterix Inc. COM USD0.0001 | Long | Equity-common | US | $226K | 6K | 0.02 |
| Anywhere Real Estate Inc. COM USD0.01 | Long | Equity-common | US | $158K | 48K | 0.01 |
| Apartment Investment and Management Company CL A | Long | Equity-common | US | $531K | 64K | 0.05 |
| API Group Corp COM STK | Long | Equity-common | US | $4M | 93K | 0.30 |
| Apogee Enterprises COM USD0.33 1/3 | Long | Equity-common | US | $617K | 10K | 0.05 |
| Apogee Therapeutics Inc. COM | Long | Equity-common | US | $724K | 18K | 0.06 |
| Apollo Commercial Real Estate Finance, Inc. COM USD0.01 | Long | Equity-common | US | $621K | 63K | 0.05 |
| AppFolio Inc. COM USD0.0001 CL A | Long | Equity-common | US | $2M | 9K | 0.18 |
| Appian Corporation COM USD0.0001 CL A | Long | Equity-common | US | $564K | 18K | 0.05 |
| Apple Hospitality Reit Inc COM NPV | Long | Equity-common | US | $1M | 96K | 0.12 |
| Applied Digital Corp COM NEW | Long | Equity-common | US | $233K | 39K | 0.02 |
| Applied Industrial Technologies Inc. COM NPV | Long | Equity-common | US | $3M | 17K | 0.29 |
| Arbor Realty Trust, Inc. COM USD0.01 | Long | Equity-common | US | $1M | 82K | 0.10 |
| Arbutus Biopharma Corp. NPV | Long | Equity-common | CA | $177K | 57K | 0.02 |
| Arcadium Lithium PLC COM SHS | Long | Equity-common | JE | $2M | 455K | 0.13 |
| Arcbest Corporation COM USD0.01 | Long | Equity-common | US | $1M | 11K | 0.10 |
| Arcellx Inc COMMON STOCK | Long | Equity-common | US | $941K | 17K | 0.08 |
| Arch Resources Inc CL A | Long | Equity-common | US | $1M | 8K | 0.11 |
| Archer Aviation Inc COM CL A | Long | Equity-common | US | $233K | 66K | 0.02 |
| Archrock Inc COM USD0.01 | Long | Equity-common | US | $1M | 62K | 0.11 |
| Arcosa Inc COM USD0.01 | Long | Equity-common | US | $2M | 22K | 0.16 |
| Arcturus Therapeutics Holdings Inc COM | Long | Equity-common | US | $249K | 10K | 0.02 |
| Arcus Biosciences Inc. COM USD0.0001 | Long | Equity-common | US | $359K | 24K | 0.03 |
| Arcutis Biotherapeutics Inc. COM | Long | Equity-common | US | $323K | 35K | 0.03 |
| Ardelyx Inc COM USD0.0001 | Long | Equity-common | US | $759K | 102K | 0.07 |
| Ardmore Shipping Corp. COM USD0.01 | Long | Equity-common | MH | $418K | 19K | 0.04 |
| Ares Commercial Real Estate Corporation COM USD0.01 | Long | Equity-common | US | $155K | 23K | 0.01 |
| Argan Inc COM STK USD0.15 | Long | Equity-common | US | $413K | 6K | 0.04 |
| Aris Water Solutions Inc CLASS A COM | Long | Equity-common | US | $203K | 13K | 0.02 |
| ARKO Corp. COM | Long | Equity-common | US | $223K | 36K | 0.02 |
| Arlo Technologies Inc COM USD0.001 | Long | Equity-common | US | $518K | 40K | 0.05 |
| Armada Hoffler Properties Inc. COM USD0.01 | Long | Equity-common | US | $329K | 30K | 0.03 |
| ARMOUR Residential REIT, Inc. COM SHS | Long | Equity-common | US | $417K | 22K | 0.04 |
| Array Technologies Inc COM SHS | Long | Equity-common | US | $691K | 67K | 0.06 |
| ArriVent BioPharma Inc. COM | Long | Equity-common | US | $82K | 4K | 0.01 |
| Arrow Financial Corp. COM USD1 | Long | Equity-common | US | $172K | 7K | 0.01 |
| Arrowhead Pharmaceuticals Inc COM USD0.001 | Long | Equity-common | US | $1M | 52K | 0.12 |
| ARS Pharmaceuticals Inc COM | Long | Equity-common | US | $96K | 11K | 0.01 |
| Artesian Resources Corp. CLASS'A'COM USD1 | Long | Equity-common | US | $141K | 4K | 0.01 |
| Artisan Partners Asset Management Inc. COM USD0.01 CL'A' | Long | Equity-common | US | $1M | 27K | 0.10 |
| Artivion Inc COM USD0.01 | Long | Equity-common | US | $452K | 18K | 0.04 |
| Arvinas Inc COM USD0.001 | Long | Equity-common | US | $597K | 22K | 0.05 |
| Asana Inc CL A | Long | Equity-common | US | $510K | 36K | 0.04 |
| Asbury Automotive Group, Inc. COM USD0.01 | Long | Equity-common | US | $2M | 9K | 0.18 |
| Asgn Incorporated COM USD0.01 | Long | Equity-common | US | $2M | 20K | 0.16 |
| Aspen Aerogels Inc COM USD0.00001 | Long | Equity-common | US | $544K | 23K | 0.05 |
| Assertio Holdings Inc COM NEW | Long | Equity-common | US | $52K | 42K | 0.00 |
| Assetmark Financial Holdings Inc COM USD0.001 | Long | Equity-common | US | $339K | 10K | 0.03 |
| Associated Banc-Corp COM USD0.01 | Long | Equity-common | US | $1M | 67K | 0.12 |
| AST SpaceMobile Inc. COM CL A | Long | Equity-common | US | $595K | 51K | 0.05 |
| Astec Industries COM USD0.20 | Long | Equity-common | US | $300K | 10K | 0.03 |
| Astrana Health Inc COM USD0.001 | Long | Equity-common | US | $783K | 19K | 0.07 |
| Astria Therapeutics Inc COM | Long | Equity-common | US | $202K | 22K | 0.02 |
| Astronics Corp. COM USD0.01 | Long | Equity-common | US | $247K | 12K | 0.02 |
| Asure Software Inc COM USD0.01 | Long | Equity-common | US | $87K | 10K | 0.01 |
| Atara Biotherapeutics Inc COM NEW | Long | Equity-common | US | $11K | 1K | 0.00 |
| Atea Pharmaceuticals Inc COM | Long | Equity-common | US | $113K | 34K | 0.01 |
| ATI Inc COM USD0.10 | Long | Equity-common | US | $3M | 57K | 0.28 |
| Atkore Inc COM USD0.01 | Long | Equity-common | US | $2M | 17K | 0.19 |
| Atlanta Braves Holdings Inc COM SER A | Long | Equity-common | US | $189K | 5K | 0.02 |
| Atlanta Braves Holdings Inc COM SER C | Long | Equity-common | US | $794K | 20K | 0.07 |
| Atlantic Union Bankshares Corp COM USD1.33 | Long | Equity-common | US | $1M | 40K | 0.11 |
| Atlanticus Holdings Corp. COM NPV | Long | Equity-common | US | $53K | 2K | 0.00 |
| Atlas Energy Solutions Inc. COM NEW | Long | Equity-common | US | $163K | 8K | 0.01 |
| Atmus Filtration Technologies Inc. COM | Long | Equity-common | US | $1M | 37K | 0.09 |
| ATN International Inc. COM USD0.01 | Long | Equity-common | US | $110K | 5K | 0.01 |
| Atomera Inc. COM | Long | Equity-common | US | $41K | 11K | 0.00 |
| Atricure Inc COM USD0.001 | Long | Equity-common | US | $466K | 20K | 0.04 |
| Atrion Corp COM USD0.1 | Long | Equity-common | US | $275K | 607 | 0.02 |
| Aura Biosciences Inc. COM | Long | Equity-common | US | $120K | 16K | 0.01 |
| Aurinia Pharmaceuticals Inc COM NPV | Long | Equity-common | CA | $342K | 60K | 0.03 |
| Aurora Innovation Inc CLASS A COM | Long | Equity-common | US | $439K | 159K | 0.04 |
| Avanos Medical Inc COM USD0.01 | Long | Equity-common | US | $407K | 20K | 0.04 |
| Aveanna Healthcare Holdings Inc COM | Long | Equity-common | US | $64K | 23K | 0.01 |
| AvePoint Inc. COM CL A | Long | Equity-common | US | $687K | 66K | 0.06 |
| Aviat Networks Inc. COM USD0. | Long | Equity-common | US | $142K | 5K | 0.01 |
| Avid Bioservices Inc. COM USD0.001 | Long | Equity-common | US | $195K | 27K | 0.02 |
| Avidity Biosciences Inc. COM | Long | Equity-common | US | $2M | 38K | 0.13 |
| AvidXchange Holdings Inc. COM | Long | Equity-common | US | $809K | 67K | 0.07 |
| Avient Corporation COM | Long | Equity-common | US | $2M | 40K | 0.15 |
| Avista Corporation COM NPV | Long | Equity-common | US | $1M | 34K | 0.10 |
| Avita Medical Inc. COM | Long | Equity-common | US | $91K | 12K | 0.01 |
| Axcelis Technologies Inc. COM USD0.001 | Long | Equity-common | US | $2M | 14K | 0.18 |
| AxoGen Inc. COM USD0.01 | Long | Equity-common | US | $134K | 18K | 0.01 |
| Axonics Inc COM USD0.0001 | Long | Equity-common | US | $1M | 22K | 0.13 |
| Axos Financial Inc COM USD0.01 | Long | Equity-common | US | $1M | 24K | 0.12 |
| Axsome Therapeutics Inc. COM USD0.0001 | Long | Equity-common | US | $1M | 16K | 0.11 |
| AZZ Inc COM USD1 | Long | Equity-common | US | $992K | 13K | 0.09 |
| B. Riley Financial Inc COM USD0.0001 | Long | Equity-common | US | $161K | 9K | 0.01 |
| B&G Foods, Inc. COM USD0.01 | Long | Equity-common | US | $278K | 34K | 0.02 |
| Babcock & Wilcox Enterprises Inc. COM USD0.01 | Long | Equity-common | US | $42K | 29K | 0.00 |
| Badger Meter Inc COM USD1 | Long | Equity-common | US | $2M | 13K | 0.21 |
| Bakkt Holdings Inc COM CL A NEW | Long | Equity-common | US | $14K | 725 | 0.00 |
| Balchem Corp COM USD0.0666 | Long | Equity-common | US | $2M | 14K | 0.19 |
| Ballys Corporation COM | Long | Equity-common | US | $159K | 13K | 0.01 |
| Banc Of California Inc. COM USD0.01 | Long | Equity-common | US | $780K | 61K | 0.07 |
| BancFirst Corp. COM USD1 | Long | Equity-common | US | $857K | 10K | 0.07 |
| Banco Latinoamericano De Comercio Exterior SA CLASS'E'COM NPV | Long | Equity-common | PA | $364K | 12K | 0.03 |
| Bancorp Inc COM NPV | Long | Equity-common | US | $863K | 23K | 0.08 |
| Bandwidth Inc COM USD0.001 CL A | Long | Equity-common | US | $175K | 10K | 0.02 |
| Bank First Corp. COM USD0.01 | Long | Equity-common | US | $342K | 4K | 0.03 |
| Bank of Hawaii Corp. COM USD0.01 | Long | Equity-common | US | $998K | 17K | 0.09 |
| Bank of Marin Bancorp. COM STK NPV | Long | Equity-common | US | $113K | 7K | 0.01 |
| Bank7 Corp COM USD0.01 | Long | Equity-common | US | $51K | 2K | 0.00 |
| BankUnited Inc. COM USD0.01 | Long | Equity-common | US | $968K | 33K | 0.08 |
| Bankwell Financial Group, Inc. COM USD0.01 | Long | Equity-common | US | $70K | 3K | 0.01 |
| Banner Corp COM USD0.01 | Long | Equity-common | US | $756K | 15K | 0.07 |
| BAR Harbour Banksh COM STK USD2 | Long | Equity-common | US | $179K | 7K | 0.02 |
| Bark Inc COM | Long | Equity-common | US | $110K | 61K | 0.01 |
| Barnes Group Inc. COM USD0.01 | Long | Equity-common | US | $901K | 22K | 0.08 |
| Barrett Business Services Inc. COM USD0.01 | Long | Equity-common | US | $382K | 12K | 0.03 |
| Baycom Corp COM NPV | Long | Equity-common | US | $100K | 5K | 0.01 |
| BCB Bancorp Inc. COM USD0.01 | Long | Equity-common | US | $72K | 7K | 0.01 |
| Beacon Roofing Supply, Inc. COM USD0.01 | Long | Equity-common | US | $3M | 28K | 0.22 |
| Beam Therapeutics Inc. COM | Long | Equity-common | US | $777K | 33K | 0.07 |
| Beazer Homes USA Inc. COM USD0.01 | Long | Equity-common | US | $361K | 13K | 0.03 |
| BEL Fuse Inc CLASS'B'SHS USD0.1 | Long | Equity-common | US | $305K | 5K | 0.03 |
| Belden Inc. COM USD0.01 | Long | Equity-common | US | $2M | 19K | 0.15 |
| Bellring Brands Inc. COMMON STOCK | Long | Equity-common | US | $3M | 59K | 0.29 |
| Benchmark Electronics, Inc. COM USD0.10 | Long | Equity-common | US | $620K | 16K | 0.05 |
| Benson Hill Inc COMMON STOCK | Long | Equity-common | US | $7K | 44K | 0.00 |
| Berkshire Hills Bancorp, Inc. COM USD0.01 | Long | Equity-common | US | $437K | 19K | 0.04 |
| Berry Corp. COM USD0.01 | Long | Equity-common | US | $219K | 34K | 0.02 |
| Beyond Air Inc. COM | Long | Equity-common | US | $9K | 17K | 0.00 |
| Beyond Inc COM USD0.0001 | Long | Equity-common | US | $264K | 20K | 0.02 |
| Beyond Meat Inc COM USD0.0001 | Long | Equity-common | US | $177K | 26K | 0.02 |
| BGC Group Inc CL A | Long | Equity-common | US | $1M | 159K | 0.11 |
| Big 5 Sporting Goods Corp. COM USD0.01 | Long | Equity-common | US | $31K | 10K | 0.00 |
| Big Lots, Inc. COM USD0.01 | Long | Equity-common | US | $23K | 13K | 0.00 |
| Bigbear Ai Holdings Incorporated COM | Long | Equity-common | US | $29K | 19K | 0.00 |
| BigCommerce Holdings Inc COM SER 1 | Long | Equity-common | US | $245K | 30K | 0.02 |
| Biglari Holdings Inc. COM NPV CLASS B | Long | Equity-common | US | $62K | 321 | 0.01 |
| BioAtla Inc. COM | Long | Equity-common | US | $27K | 20K | 0.00 |
| BioCryst Pharmaceuticals Inc. COM USD0.01 | Long | Equity-common | US | $517K | 84K | 0.04 |
| Biohaven Ltd COM NPV | Long | Equity-common | VG | $1M | 30K | 0.09 |
| Biolife Solutions COM USD0.001 | Long | Equity-common | US | $337K | 16K | 0.03 |
| Biomea Fusion Inc COM | Long | Equity-common | US | $41K | 9K | 0.00 |
| Biote Corp CLASS A COM | Long | Equity-common | US | $49K | 7K | 0.00 |
| Biovie Inc CL A NEW | Long | Equity-common | US | $7K | 17K | 0.00 |
| BioXcel Therapeutics Inc. COM USD0.001 | Long | Equity-common | US | $8K | 7K | 0.00 |
| Bit Digital Inc. COM USD0.01 | Long | Equity-common | KY | $130K | 41K | 0.01 |
| BJS Restaurants In COM NPV | Long | Equity-common | US | $349K | 10K | 0.03 |
| Black Hills Corporation COM USD1 | Long | Equity-common | US | $2M | 30K | 0.14 |
| Blackbaud Inc COM USD0.001 | Long | Equity-common | US | $1M | 19K | 0.13 |
| Blackline Inc COM USD0.01 | Long | Equity-common | US | $1M | 25K | 0.11 |
| BlackSky Technology Inc COM CL A | Long | Equity-common | US | $60K | 56K | 0.01 |
| Blackstone Mortgage Trust, Inc COM USD0.01 CLS'A' | Long | Equity-common | US | $1M | 77K | 0.12 |
| Blade Air Mobility Inc. CL A COM | Long | Equity-common | US | $90K | 26K | 0.01 |
| Blink Charging Co. COM | Long | Equity-common | US | $68K | 25K | 0.01 |
| Bloom Energy Corporation COM USD0.0001 CL A | Long | Equity-common | US | $1M | 86K | 0.09 |
| Bloomin Brands Inc COM USD0.01 | Long | Equity-common | US | $751K | 39K | 0.07 |
| Blue Bird Corp. COM USD0.0001 | Long | Equity-common | US | $669K | 12K | 0.06 |
| Blue Foundry Bancorp COM | Long | Equity-common | US | $92K | 10K | 0.01 |
| Blue Ridge Bankshares Inc. COM | Long | Equity-common | US | $23K | 9K | 0.00 |
| Bluebird Bio Inc COM USD0.01 | Long | Equity-common | US | $86K | 88K | 0.01 |
| BlueLinx Holdings Inc. COM USD0.01 | Long | Equity-common | US | $352K | 4K | 0.03 |
| Blueprint Medicines Corporation COM USD0.001 | Long | Equity-common | US | $3M | 27K | 0.25 |
| Boise Cascade Co COM USD0.01 | Long | Equity-common | US | $2M | 18K | 0.18 |
| Boot Barn Holdings Inc COM USD0.0001 | Long | Equity-common | US | $2M | 13K | 0.15 |
| Borr Drilling Ltd. SHS | Long | Equity-common | BM | $630K | 98K | 0.05 |
| Boston Omaha Corp. COM USD0.001 CL A | Long | Equity-common | US | $140K | 10K | 0.01 |
| Bowlero Corp. CL A COM | Long | Equity-common | US | $106K | 7K | 0.01 |
| Bowman Consulting Group Ltd COM | Long | Equity-common | US | $147K | 5K | 0.01 |
| Box Inc. COM USD0.0001 CL 'A' | Long | Equity-common | US | $2M | 63K | 0.14 |
| Braemar Hotels & Resorts Inc COM USD0.01 | Long | Equity-common | US | $72K | 28K | 0.01 |
| Brandywine Realty Trust SBI USD0.01 | Long | Equity-common | US | $338K | 75K | 0.03 |
| Braze Inc COM CL A | Long | Equity-common | US | $922K | 24K | 0.08 |
| BRC Inc. COM CL A | Long | Equity-common | US | $113K | 18K | 0.01 |
| Bread Financial Holdings Inc COM USD0.01 | Long | Equity-common | US | $984K | 22K | 0.09 |
| Bridgebio Pharma Inc COM USD0.001 | Long | Equity-common | US | $1M | 52K | 0.11 |
| Bridgewater Bancshares Inc. COM USD0.01 | Long | Equity-common | US | $106K | 9K | 0.01 |
| Bright Green Corp COMMON STOCK | Long | Equity-common | US | $14K | 57K | 0.00 |
| Brightcove Inc. COM USD0.001 | Long | Equity-common | US | $49K | 21K | 0.00 |
| Brightsphere Investment Group Inc COM USD0.001 | Long | Equity-common | US | $317K | 14K | 0.03 |
| BrightSpire Capital Inc COM CL A | Long | Equity-common | US | $322K | 56K | 0.03 |
| BrightSpring Health Services Inc. COM | Long | Equity-common | US | $272K | 24K | 0.02 |
| BrightView Holdings Inc. USD0.01 | Long | Equity-common | US | $245K | 18K | 0.02 |
| Brinker International, Inc. COM USD0.10 | Long | Equity-common | US | $1M | 19K | 0.12 |
| Brinks Company BRINKS GROUP COM USD1 | Long | Equity-common | US | $2M | 20K | 0.18 |
| Bristow Group Inc COM | Long | Equity-common | US | $350K | 10K | 0.03 |
| Broadstone Net Lease Inc COM | Long | Equity-common | US | $1M | 84K | 0.12 |
| Brookdale Senior Living Inc. COM USD0.01 | Long | Equity-common | US | $566K | 83K | 0.05 |
| Brookfield Business Corp. CL A EXC SUB VTG | Long | Equity-common | CA | $236K | 12K | 0.02 |
| Brookfield Infrastructure Corporation COM SB VTG SHS A | Long | Equity-common | CA | $2M | 53K | 0.16 |
| Brookline Bancorp, Inc. COM USD0.01 | Long | Equity-common | US | $320K | 38K | 0.03 |
| BRT Apartments Corporation COM USD0.01 | Long | Equity-common | US | $84K | 5K | 0.01 |
| Buckle Inc COM USD0.01 | Long | Equity-common | US | $496K | 13K | 0.04 |
| Build A Bear Workshop Inc COM STK USD0.01 | Long | Equity-common | US | $146K | 6K | 0.01 |
| Bumble Inc COM CL A | Long | Equity-common | US | $468K | 45K | 0.04 |
| Burke Herbert Financial Services Corp COM | Long | Equity-common | US | $274K | 5K | 0.02 |
| Business First Bancshares Inc. COM USD1.00 | Long | Equity-common | US | $231K | 11K | 0.02 |
| Butterfly Network Inc COM CL A | Long | Equity-common | US | $54K | 65K | 0.00 |
| Byline Bancorp Inc COM USD0.01 | Long | Equity-common | US | $261K | 11K | 0.02 |
| C&F Finl Corp COM USD1 | Long | Equity-common | US | $71K | 1K | 0.01 |
| C3.ai Inc CL A | Long | Equity-common | US | $1M | 37K | 0.09 |
| Cabaletta Bio Inc COM | Long | Equity-common | US | $112K | 15K | 0.01 |
| Cabot Corporation COM USD1 | Long | Equity-common | US | $2M | 24K | 0.19 |
| Cactus Inc COM USD0.01 CL A | Long | Equity-common | US | $2M | 29K | 0.13 |
| Cadence Bank COM | Long | Equity-common | US | $2M | 81K | 0.20 |
| Cadiz Inc COM USD0.01 | Long | Equity-common | US | $59K | 19K | 0.01 |
| Cadre Holdings Inc. COM | Long | Equity-common | US | $284K | 8K | 0.02 |
| Cal-Maine Foods Inc. COM STK USD0.01 | Long | Equity-common | US | $1M | 18K | 0.10 |
| Calavo Growers Inc COM USD0.001 | Long | Equity-common | US | $174K | 8K | 0.02 |
| Caledonia Mining Corp PLC SHS NEW | Long | Equity-common | JE | $72K | 7K | 0.01 |
| Caleres Inc COM USD0.01 | Long | Equity-common | US | $507K | 15K | 0.04 |
| California Resources Corporation COM STOCK | Long | Equity-common | US | $2M | 31K | 0.14 |
| California Water Service Group COM STK USD0.01 | Long | Equity-common | US | $1M | 26K | 0.11 |
| Calix Networks Inc COM USD0.01 | Long | Equity-common | US | $928K | 26K | 0.08 |
| Cambium Networks Corp. COM USD0.0001 | Long | Equity-common | KY | $17K | 6K | 0.00 |
| Cambridge Bancorp. COM USD1 | Long | Equity-common | US | $233K | 3K | 0.02 |
| Camden National Corp. COM NPV | Long | Equity-common | US | $210K | 6K | 0.02 |
| Camping World Holdings Inc COM USD0.01 | Long | Equity-common | US | $329K | 18K | 0.03 |
| Cannae Holdings Inc. COM USD0.0001 | Long | Equity-common | US | $533K | 29K | 0.05 |
| Cantaloupe Inc. COM | Long | Equity-common | US | $163K | 25K | 0.01 |
| Capital Bancorp Inc. COM USD0.01 | Long | Equity-common | US | $88K | 4K | 0.01 |
| Capital City Bank Group Inc. COM USD0.01 | Long | Equity-common | US | $167K | 6K | 0.01 |
| Capitol Fed Fin In COM USD0.01 | Long | Equity-common | US | $303K | 55K | 0.03 |
| Cara Therapeutics Inc COM USD0.001 | Long | Equity-common | US | $3K | 13K | 0.00 |
| Cardlytics Inc. COM USD0.0001 | Long | Equity-common | US | $133K | 16K | 0.01 |
| Caredx Inc COM USD0.001 | Long | Equity-common | US | $359K | 23K | 0.03 |
| Caretrust Reit Inc COM USD0.01 WHEN ISSUED | Long | Equity-common | US | $1M | 53K | 0.12 |
| CARGO Therapeutics Inc. COM | Long | Equity-common | US | $156K | 10K | 0.01 |
| Cargurus Inc COM USD0.001 CL A | Long | Equity-common | US | $1M | 43K | 0.10 |
| Caribou Biosciences Inc COM | Long | Equity-common | US | $60K | 37K | 0.01 |
| Carisma Therapeutics Inc COM | Long | Equity-common | US | $13K | 9K | 0.00 |
| CarParts.com Inc. COM | Long | Equity-common | US | $19K | 19K | 0.00 |
| Carpenter Technology Corporation COM USD5 | Long | Equity-common | US | $2M | 22K | 0.21 |
| Carriage Services, Inc. COM USD0.01 | Long | Equity-common | US | $161K | 6K | 0.01 |
| Cars.com Inc COM USD0.01 | Long | Equity-common | US | $576K | 29K | 0.05 |
| Carter Bankshares Inc. COM NEW | Long | Equity-common | US | $151K | 10K | 0.01 |
| Cartesian Therapeutics Inc COM NEW | Long | Equity-common | US | $47K | 2K | 0.00 |
| Cartesian Therapeutics Inc USD0.0001 SUBS RTS | Long | Equity-common | US | $0 | 50K | – |
| Carvana Co COM USD0.001 CL A | Long | Equity-common | US | $6M | 46K | 0.51 |
| Casella Waste Systems, Inc. COM USD0.01 CL'A' | Long | Equity-common | US | $2M | 25K | 0.22 |
| Cass Information Systems Inc. COM USD0.5 | Long | Equity-common | US | $247K | 6K | 0.02 |
| Cassava Sciences Inc COM | Long | Equity-common | US | $217K | 18K | 0.02 |
| Castle Biosciences Inc COM USD0.001 | Long | Equity-common | US | $240K | 11K | 0.02 |
| Catalyst Pharmaceuticals Inc. COM STK USD0.001 | Long | Equity-common | US | $767K | 50K | 0.07 |
| Cathay General Bancorp COM USD0.01 | Long | Equity-common | US | $1M | 31K | 0.10 |
| Cato Corp CLASS'A' COM USD0.033 | Long | Equity-common | US | $46K | 8K | 0.00 |
| Cavco Industries COM USD0.01 | Long | Equity-common | US | $1M | 4K | 0.11 |
| CBIZ Inc. COM STK USD0.01 | Long | Equity-common | US | $2M | 21K | 0.14 |
| CBL & Associates Properties, Inc. COMMON STOCK | Long | Equity-common | US | $278K | 12K | 0.02 |
| CECO Environmental Corp. COM USD0.01 | Long | Equity-common | US | $382K | 13K | 0.03 |
| Celcuity Inc. COM USD0.001 | Long | Equity-common | US | $132K | 8K | 0.01 |
| Celldex Therapeutics Inc. COM USD0.001(POST REV SPLT | Long | Equity-common | US | $1M | 28K | 0.09 |
| Centerspace COM | Long | Equity-common | US | $454K | 7K | 0.04 |
| Central Garden & Pet Company COM STK CL 'A' USD0.01 | Long | Equity-common | US | $753K | 23K | 0.07 |
| Central Garden & Pet Company COM USD0.01 | Long | Equity-common | US | $170K | 4K | 0.01 |
| Central Pacific Financial Corp. COM NEW | Long | Equity-common | US | $250K | 12K | 0.02 |
| Centrus Energy Corp. CL A | Long | Equity-common | US | $228K | 5K | 0.02 |
| Century Aluminum Company COM USD0.01 | Long | Equity-common | US | $392K | 23K | 0.03 |
| Century Casinos Inc. COM USD0.01 | Long | Equity-common | US | $35K | 12K | 0.00 |
| Century Communities Inc COM USD0.01 | Long | Equity-common | US | $1M | 13K | 0.09 |
| Century Therapeutics Inc COM | Long | Equity-common | US | $22K | 9K | 0.00 |
| Cerence Inc COM USD0.01 | Long | Equity-common | US | $52K | 18K | 0.00 |
| Cerevel Therapeutics Holdings Inc COM | Long | Equity-common | US | $1M | 32K | 0.11 |
| Cerus Corp COM STK USD0.001 | Long | Equity-common | US | $138K | 79K | 0.01 |
| Ceva Inc COM USD0.001 | Long | Equity-common | US | $199K | 10K | 0.02 |
| CG Oncology Inc. COM | Long | Equity-common | US | $321K | 10K | 0.03 |
| ChampionX Corporation COM | Long | Equity-common | US | $3M | 87K | 0.25 |
| Chart Industries Inc COM USD0.01 | Long | Equity-common | US | $3M | 19K | 0.24 |
| Chatham Lodging Trust COM USD0.01 | Long | Equity-common | US | $182K | 21K | 0.02 |
| Cheesecake Factory Inc COM USD0.01 | Long | Equity-common | US | $836K | 21K | 0.07 |
| Chefs Warehouse Inc. COM USD0.01 | Long | Equity-common | US | $611K | 16K | 0.05 |
| Chegg Inc COM USD0.001 | Long | Equity-common | US | $159K | 50K | 0.01 |
| Chemung Financial COM USD0.01 | Long | Equity-common | US | $74K | 2K | 0.01 |
| Chesapeake Utilities Corporation COM USD0.4867 | Long | Equity-common | US | $1M | 10K | 0.09 |
| Chicago Atlantic Real Estate Finance Inc COM | Long | Equity-common | US | $117K | 8K | 0.01 |
| Chimera Investment Corporation COM SHS | Long | Equity-common | US | $428K | 33K | 0.04 |
| Chinook Therapeutics Inc SHS | Long | Equity-common | US | $0 | 26K | – |
| Chinook Therapeutics Inc SHS | Long | Equity-common | US | $0 | 7K | – |
| Choiceone Financia COM | Long | Equity-common | US | $89K | 3K | 0.01 |
| Chord Energy Corp. COM NEW | Long | Equity-common | US | $5M | 28K | 0.41 |
| Chuys Holdings Inc COM USD0.01 | Long | Equity-common | US | $194K | 7K | 0.02 |
| Cimpress PLC SHS EURO | Long | Equity-common | IE | $702K | 8K | 0.06 |
| Cinemark Holdings Inc. COM USD0.001 | Long | Equity-common | US | $1M | 49K | 0.09 |
| Cipher Mining Inc COM | Long | Equity-common | US | $79K | 19K | 0.01 |
| Citius Pharmaceuticals Inc COM NEW | Long | Equity-common | US | $39K | 66K | 0.00 |
| Citizens & Northern Corp. COM USD1 | Long | Equity-common | US | $119K | 7K | 0.01 |
| Citizens Financial Services Inc. COM | Long | Equity-common | US | $77K | 2K | 0.01 |
| City Holding Co COM USD2.50 | Long | Equity-common | US | $692K | 7K | 0.06 |
| City Office REIT Inc COM USD0.01 | Long | Equity-common | US | $87K | 17K | 0.01 |
| Civista Bancshares Inc. NPV | Long | Equity-common | US | $108K | 7K | 0.01 |
| Civitas Resources Inc COM NEW | Long | Equity-common | US | $2M | 36K | 0.22 |
| Claros Mortgage Trust Inc COMMON STOCK | Long | Equity-common | US | $319K | 40K | 0.03 |
| Clarus Corp. COM USD0.0001 | Long | Equity-common | US | $90K | 13K | 0.01 |
| Clean Energy Fuels Corp. COM STK USD0.0001 | Long | Equity-common | US | $200K | 75K | 0.02 |
| CleanSpark Inc. COM NEW | Long | Equity-common | US | $1M | 86K | 0.12 |
| Clear Channel Outdoor Holdings Inc New COM USD0.01 | Long | Equity-common | US | $234K | 166K | 0.02 |
| Clear Secure Inc COM CL A | Long | Equity-common | US | $691K | 37K | 0.06 |
| Clearfield Inc. COM STK USD0.01 | Long | Equity-common | US | $223K | 6K | 0.02 |
| ClearPoint Neuro Inc. COM | Long | Equity-common | US | $59K | 11K | 0.01 |
| Clearwater Paper Corporation COM USD0.0001 | Long | Equity-common | US | $351K | 7K | 0.03 |
| Climb Global Solutions Inc COM USD0.01 | Long | Equity-common | US | $113K | 2K | 0.01 |
| Clipper Realty Inc COM USD0.01 | Long | Equity-common | US | $12K | 3K | 0.00 |
| CNB Financial Corp. COM NPV | Long | Equity-common | US | $187K | 9K | 0.02 |
| CNO Financial Group, Inc. COM USD0.01 | Long | Equity-common | US | $1M | 50K | 0.12 |
| CNX Resources Corporation COM USD0.01 | Long | Equity-common | US | $2M | 70K | 0.15 |
| Coastal Financial Corp. COM NPV | Long | Equity-common | US | $223K | 5K | 0.02 |
| Coca-Cola Consolidated Inc COM USD1 | Long | Equity-common | US | $2M | 2K | 0.20 |
| Codexis Inc COM USD0.0001 | Long | Equity-common | US | $96K | 31K | 0.01 |
| Codorus Valley Bancorp Inc COM USD2.50 | Long | Equity-common | US | $104K | 4K | 0.01 |
| Coeur Mining Inc COM USD0.01 | Long | Equity-common | US | $895K | 159K | 0.08 |
| Cogent Biosciences Inc. COM | Long | Equity-common | US | $310K | 37K | 0.03 |
| Cogent Communications Holdings, Inc. COM USD0.001 | Long | Equity-common | US | $1M | 19K | 0.10 |
| Cohen & Steers Inc COM USD0.01 | Long | Equity-common | US | $839K | 12K | 0.07 |
| Coherus Biosciences Inc COM USD0.0001 | Long | Equity-common | US | $81K | 47K | 0.01 |
| Cohu Inc COM USD1 | Long | Equity-common | US | $689K | 21K | 0.06 |
| Collegium Pharmaceutical Inc. COM USD0.001 | Long | Equity-common | US | $469K | 15K | 0.04 |
| Colony Bankcorp Inc. COM USD1 | Long | Equity-common | US | $91K | 7K | 0.01 |
| Columbia Financial Inc. COM USD0.01 | Long | Equity-common | US | $192K | 13K | 0.02 |
| Columbus McKinnon Corp. COM USD0.01 | Long | Equity-common | US | $428K | 12K | 0.04 |
| Comfort Systems USA Inc. COM USD0.01 | Long | Equity-common | US | $5M | 16K | 0.42 |
| Comm Tr Bancorp COM USD5 | Long | Equity-common | US | $302K | 7K | 0.03 |
| Commercial Metals Company COM USD5 | Long | Equity-common | US | $3M | 52K | 0.25 |
| Commercial Vehicle Group, Inc. COM STK USD0.01 | Long | Equity-common | US | $72K | 15K | 0.01 |
| CommScope Holdings Co Inc COM USD0.01 | Long | Equity-common | US | $117K | 95K | 0.01 |
| Community Financial System Inc COM USD1 | Long | Equity-common | US | $1M | 24K | 0.10 |
| Community Health Systems Incorporated COM USD0.01 | Long | Equity-common | US | $187K | 56K | 0.02 |
| Community Healthcare Trust Inc. USD0.01 | Long | Equity-common | US | $277K | 12K | 0.02 |
| Community West Bancshares COM | Long | Equity-common | US | $125K | 7K | 0.01 |
| Commvault Systems Inc. COM STK USD0.01 | Long | Equity-common | US | $2M | 20K | 0.21 |
| Compass Diversified SHS OF BENEFICIAL INTEREST | Long | Equity-common | US | $616K | 28K | 0.05 |
| Compass Inc. CL A | Long | Equity-common | US | $448K | 125K | 0.04 |
| Compass Minerals International Inc. COM USD0.01 | Long | Equity-common | US | $157K | 15K | 0.01 |
| Compass Therapeutics Inc COM | Long | Equity-common | US | $42K | 42K | 0.00 |
| Composecure Inc COM CL A | Long | Equity-common | US | $55K | 8K | 0.00 |
| CompX International Inc. COM USD0.01 | Long | Equity-common | US | $18K | 741 | 0.00 |
| Comstock Resources, Inc. COM USD0.50 | Long | Equity-common | US | $419K | 40K | 0.04 |
| Comtech Telecommunications Corp. COM USD0.10 | Long | Equity-common | US | $30K | 10K | 0.00 |
| Concrete Pumping Holdings Inc. COM USD0.0001 | Long | Equity-common | US | $70K | 12K | 0.01 |
| Conduent Inc COM USD0.01 | Long | Equity-common | US | $248K | 76K | 0.02 |
| Conmed Corporation COM USD0.01 | Long | Equity-common | US | $944K | 14K | 0.08 |
| Connectone Bancorp Inc. COM NPV | Long | Equity-common | US | $304K | 16K | 0.03 |
| Consd Water Co COM USD0.60 | Long | Equity-common | KY | $173K | 7K | 0.02 |
| Consensus Cloud Solutions Inc COM | Long | Equity-common | US | $150K | 9K | 0.01 |
| Consol Energy Inc New COM USD0.01 | Long | Equity-common | US | $1M | 14K | 0.12 |
| Consolidated Communications Holdings Inc COM STK USD0.01 | Long | Equity-common | US | $149K | 34K | 0.01 |
| Constellium SE CL A SHS | Long | Equity-common | FR | $1M | 57K | 0.09 |
| Construction Partners Inc. COM USD0.001 CL A | Long | Equity-common | US | $1M | 19K | 0.09 |
| Consumer Portfolio Services Inc. COM NPV | Long | Equity-common | US | $39K | 4K | 0.00 |
| Contango Ore Inc COM | Long | Equity-common | US | $64K | 4K | 0.01 |
| ContextLogic Inc CL A NEW | Long | Equity-common | US | $60K | 11K | 0.01 |
| CONTRA GTX INC DEL | Long | Equity-common | US | $0 | 398 | – |
| CONTRA INHIBRX INC COM | Long | Equity-common | US | $0 | 15K | – |
| Cooper-Standard Holdings Inc. COM USD0.01 | Long | Equity-common | US | $96K | 8K | 0.01 |
| COPT Defense Properties COM USD0.01 | Long | Equity-common | US | $1M | 50K | 0.11 |
| Corcept Therapeutics Inc. COM STK USD0.00001 | Long | Equity-common | US | $1M | 36K | 0.10 |
| Core Laboratories Inc COM | Long | Equity-common | US | $417K | 21K | 0.04 |
| Core Molding Techn COM USD0.01 | Long | Equity-common | US | $53K | 3K | 0.00 |
| Corecard Corporation COM USD0.01 | Long | Equity-common | US | $44K | 3K | 0.00 |
| Corecivic Inc COM USD0.01 | Long | Equity-common | US | $658K | 51K | 0.06 |
| CorMedix Inc. COM USD0.001(POST REV SPLIT | Long | Equity-common | US | $110K | 25K | 0.01 |
| Corsair Gaming Inc COM | Long | Equity-common | US | $182K | 16K | 0.02 |
| Corvel Corp COM USD0.0001 | Long | Equity-common | US | $985K | 4K | 0.09 |
| Costamare Inc. COM USD0.0001 | Long | Equity-common | MH | $341K | 21K | 0.03 |
| Couchbase Inc COM | Long | Equity-common | US | $288K | 16K | 0.03 |
| Coursera Inc COM | Long | Equity-common | US | $422K | 59K | 0.04 |
| Covenant Logistics Group Inc. CLASS'A'COM USD0.01 | Long | Equity-common | US | $181K | 4K | 0.02 |
| CPI Card Group Incorporation COM USD0.001 | Long | Equity-common | US | $52K | 2K | 0.00 |
| CRA International Inc. COM NPV | Long | Equity-common | US | $520K | 3K | 0.05 |
| Cracker Barrel Old Country Store Inc. COM USD0.01 | Long | Equity-common | US | $414K | 10K | 0.04 |
| Crawford & Co 'A'COM USD1 | Long | Equity-common | US | $52K | 6K | 0.00 |
| Credo Technology Group Holding Ltd ORDINARY SHARES | Long | Equity-common | KY | $2M | 55K | 0.15 |
| Crescent Energy Co. CL A COM | Long | Equity-common | US | $403K | 34K | 0.04 |
| Cricut Inc COM CL A | Long | Equity-common | US | $132K | 22K | 0.01 |
| Crinetics Pharmaceuticals Inc. COM USD0.001 | Long | Equity-common | US | $1M | 29K | 0.11 |
| Cross Country Healthcare Inc. COM USD0.0001 | Long | Equity-common | US | $205K | 15K | 0.02 |
| Crossfirst Bankshares Inc. COM USD0.01 | Long | Equity-common | US | $275K | 20K | 0.02 |
| Cryoport Inc COM USD0.01 | Long | Equity-common | US | $133K | 19K | 0.01 |
| CS Disco Inc COM | Long | Equity-common | US | $61K | 10K | 0.01 |
| CSG Systems International Inc. COM USD0.01 | Long | Equity-common | US | $544K | 13K | 0.05 |
| CSW Industrials Inc. COM USD0.01 | Long | Equity-common | US | $2M | 7K | 0.16 |
| CTO Realty Growth Inc New COM | Long | Equity-common | US | $172K | 10K | 0.01 |
| CTS Corporation COM NPV | Long | Equity-common | US | $697K | 14K | 0.06 |
| Cue Biopharma Inc. COM USD0.001 | Long | Equity-common | US | $21K | 17K | 0.00 |
| Cullinan Therapeutics Inc COM | Long | Equity-common | US | $200K | 11K | 0.02 |
| Cushman & Wakefield PLC COM USD0.01 | Long | Equity-common | US | $892K | 86K | 0.08 |
| Custom Truck One Source Inc COM CL A | Long | Equity-common | US | $110K | 25K | 0.01 |
| Customers Bancorp, Inc. COM USD1 | Long | Equity-common | US | $611K | 13K | 0.05 |
| Cutera Inc COM USD0.001 | Long | Equity-common | US | $12K | 8K | 0.00 |
| CVB Financial COM NPV | Long | Equity-common | US | $1M | 59K | 0.09 |
| CVR Energy Inc. COM USD0.01 | Long | Equity-common | US | $359K | 13K | 0.03 |
| CVRx Inc. COM | Long | Equity-common | US | $59K | 5K | 0.01 |
| CXApp Inc CLASS A COM | Long | Equity-common | US | $8K | 4K | 0.00 |
| Cytek Biosciences Inc COM | Long | Equity-common | US | $300K | 54K | 0.03 |
| Cytokinetics Inc COM USD0.001 | Long | Equity-common | US | $3M | 47K | 0.22 |
| Daily Journal Corp. COM USD0.01 | Long | Equity-common | US | $245K | 620 | 0.02 |
| Dakota Gold Corp COM | Long | Equity-common | US | $65K | 26K | 0.01 |
| Daktronic Inc. COM NPV | Long | Equity-common | US | $241K | 17K | 0.02 |
| Dana Inc. COM STK USD0.01 | Long | Equity-common | US | $701K | 58K | 0.06 |
| DANIMER SCIENTIFIC INC | Derivative-equity | US | $0 | – | – | |
| Danimer Scientific Inc COM CL A | Long | Equity-common | US | $19K | 32K | 0.00 |
| Dave & Buster's Entertainment Inc COM USD0.01 | Long | Equity-common | US | $600K | 15K | 0.05 |
| Day One Biopharmaceuticals Inc. COM | Long | Equity-common | US | $386K | 28K | 0.03 |
| Definitive Healthcare Corporation CLASS A COM | Long | Equity-common | US | $117K | 21K | 0.01 |
| Delek US Holdings Inc. COM USD0.01 | Long | Equity-common | US | $699K | 28K | 0.06 |
| Deluxe Corporation COM USD1 | Long | Equity-common | US | $432K | 19K | 0.04 |
| Denali Therapeutics Inc COM USD0.01 | Long | Equity-common | US | $1M | 53K | 0.11 |
| Denny's Corp. COM USD0.01 | Long | Equity-common | US | $162K | 23K | 0.01 |
| Design Therapeutics Inc. COM | Long | Equity-common | US | $48K | 14K | 0.00 |
| Designer Brands Inc COM NPV CL A | Long | Equity-common | US | $128K | 19K | 0.01 |
| Desktop Metal Inc COM CL A | Long | Equity-common | US | $51K | 12K | 0.00 |
| Destination Xl Group Inc COM USD0.01 | Long | Equity-common | US | $92K | 25K | 0.01 |
| DHI Group Inc COM USD0.01 | Long | Equity-common | US | $40K | 19K | 0.00 |
| DHT Holdings Inc. COM USD0.01 | Long | Equity-common | MH | $698K | 60K | 0.06 |
| Diamond Hill Investment Group Inc. CLASS'A' COM NPV | Long | Equity-common | US | $167K | 1K | 0.01 |
| Diamond Offshore Drilling, Inc. COM | Long | Equity-common | US | $701K | 45K | 0.06 |
| DiamondRock Hospitality Co. COM USD0.01 | Long | Equity-common | US | $792K | 94K | 0.07 |
| Digi International Inc. COM USD0.01 | Long | Equity-common | US | $363K | 16K | 0.03 |
| Digimarc Corp. (New) USD0.001 | Long | Equity-common | US | $196K | 6K | 0.02 |
| Digital Turbine, Inc. COM USD0.0001 | Long | Equity-common | US | $73K | 44K | 0.01 |
| DigitalBridge Group Inc CL A NEW | Long | Equity-common | US | $986K | 72K | 0.09 |
| DigitalOcean Holdings Inc COM | Long | Equity-common | US | $946K | 27K | 0.08 |
| Dillards, Inc. CLASS'A' COM USD0.01 | Long | Equity-common | US | $667K | 2K | 0.06 |
| Dime Community Bancshares Inc. COM | Long | Equity-common | US | $314K | 15K | 0.03 |
| Dine Brands Global Inc COM USD0.01 | Long | Equity-common | US | $249K | 7K | 0.02 |
| Diodes Incorporated COM USD0.66 2/3 | Long | Equity-common | US | $1M | 20K | 0.13 |
| Disc Medicine Inc COM | Long | Equity-common | US | $180K | 4K | 0.02 |
| Distribution Solutions Group Inc COM USD1 | Long | Equity-common | US | $132K | 4K | 0.01 |
| Diversified Healthcare Trust COM SH BEN INT | Long | Equity-common | US | $322K | 105K | 0.03 |
| DLB OIL & GAS INC | Long | Equity-common | US | $0 | 1K | – |
| DMC Global Inc. COM USD0.05 | Long | Equity-common | US | $127K | 9K | 0.01 |
| DNOW Inc. COM USD0.01 | Long | Equity-common | US | $650K | 47K | 0.06 |
| Docgo Inc COM | Long | Equity-common | US | $107K | 35K | 0.01 |
| Dole PLC COM USD0.01 | Long | Equity-common | IE | $387K | 32K | 0.03 |
| Domo Inc COM USD0.001 CLASS B | Long | Equity-common | US | $112K | 15K | 0.01 |
| Donegal Group Inc. COM CLS'A' USD0.01 | Long | Equity-common | US | $85K | 7K | 0.01 |
| Donnelley Financial Solutions Inc COM USD0.01 | Long | Equity-common | US | $656K | 11K | 0.06 |
| Dorian LPG Ltd. COM USD0.01 | Long | Equity-common | MH | $644K | 15K | 0.06 |
| Dorman Products Inc. COM USD0.01 | Long | Equity-common | US | $1M | 12K | 0.09 |
| Douglas Dynamics Inc. COM USD0.01 | Long | Equity-common | US | $236K | 10K | 0.02 |
| Douglas Elliman Inc COM | Long | Equity-common | US | $44K | 38K | 0.00 |
| Douglas Emmett Inc COM STK USD0.01 | Long | Equity-common | US | $955K | 72K | 0.08 |
| Dragonfly Energy Holdings Corp COM | Long | Equity-common | US | $10K | 12K | 0.00 |
| Dream Finders Homes Inc COM CL A | Long | Equity-common | US | $281K | 11K | 0.02 |
| Dril Quip Inc COM USD0.01 | Long | Equity-common | US | $277K | 15K | 0.02 |
| Ducommun Incorporated COM USD0.01 | Long | Equity-common | US | $347K | 6K | 0.03 |
| Duluth Holdings Inc. COM NPV CL B | Long | Equity-common | US | $16K | 4K | 0.00 |
| Duolingo Inc CL A COM | Long | Equity-common | US | $3M | 13K | 0.24 |
| DXP Enterprises Inc. COM USD0.01 | Long | Equity-common | US | $269K | 6K | 0.02 |
| Dycom Industries, Inc. COM USD0.333 | Long | Equity-common | US | $2M | 13K | 0.19 |
| Dynavax Technologies Corp. COM USD0.001 | Long | Equity-common | US | $648K | 58K | 0.06 |
| Dyne Therapeutics Inc. COM | Long | Equity-common | US | $1M | 30K | 0.09 |
| Dynex Capital Inc COM USD0.01(POST REV SPLT) | Long | Equity-common | US | $303K | 25K | 0.03 |
| DZS Inc. COM | Long | Equity-common | US | $11K | 10K | 0.00 |
| E L F Beauty Inc COM USD0.01 | Long | Equity-common | US | $5M | 24K | 0.44 |
| E.W. Scripps Co. COM USD0.01 CL'A' | Long | Equity-common | US | $83K | 26K | 0.01 |
| E2open Parent Holdings Inc COM CL A | Long | Equity-common | US | $343K | 76K | 0.03 |
| Eagle Bancorp Inc COM USD0.01 | Long | Equity-common | US | $248K | 13K | 0.02 |
| Eagle Pharmaceuticals Inc COM USD0.001 | Long | Equity-common | US | $29K | 5K | 0.00 |
| Easterly Government Properties Inc COM USD0.01 | Long | Equity-common | US | $528K | 43K | 0.05 |
| Eastern Bankshares Inc COM | Long | Equity-common | US | $963K | 69K | 0.08 |
| Eastman Kodak Company COM USD0.01 | Long | Equity-common | US | $140K | 26K | 0.01 |
| EchoStar Corp. COM USD0.001 CLASS A | Long | Equity-common | US | $963K | 54K | 0.08 |
| Ecovyst Inc COM | Long | Equity-common | US | $370K | 41K | 0.03 |
| Edgewell Personal Care Co COM USD0.01 | Long | Equity-common | US | $891K | 22K | 0.08 |
| Edgewise Therapeutics Inc. COM | Long | Equity-common | US | $463K | 26K | 0.04 |
| Editas Medicine Inc COM USD0.0001 | Long | Equity-common | US | $171K | 37K | 0.01 |
| Egain Corp. COM USD0.001 | Long | Equity-common | US | $60K | 9K | 0.01 |
| Ehealth Inc. COM STK USD0.001 | Long | Equity-common | US | $58K | 13K | 0.01 |
| El Pollo Loco Holdings Inc COM USD0.01 | Long | Equity-common | US | $140K | 12K | 0.01 |
| Ellington Financial Inc COM NPV | Long | Equity-common | US | $403K | 33K | 0.04 |
| Elme Communities SBI USD0.01 | Long | Equity-common | US | $622K | 39K | 0.05 |
| Embecta Corp. COMMON STOCK | Long | Equity-common | US | $318K | 25K | 0.03 |
| Emerald Holding Inc COM | Long | Equity-common | US | $38K | 7K | 0.00 |
| Emergent Biosolutions Inc COM STK USD0.001 | Long | Equity-common | US | $156K | 23K | 0.01 |
| Empire Petroleum Corporation COM | Long | Equity-common | US | $27K | 5K | 0.00 |
| Empire State Realty Trust Inc COM USD0.01 CL 'A' | Long | Equity-common | US | $554K | 59K | 0.05 |
| Employers Holdings Inc. COM STK USD0.01 | Long | Equity-common | US | $488K | 11K | 0.04 |
| Enact Holdings Inc COM | Long | Equity-common | US | $405K | 13K | 0.04 |
| Enanta Pharmaceuticals Inc COM USD0.01 | Long | Equity-common | US | $117K | 9K | 0.01 |
| Encore Capital Group Inc. COM USD0.01 | Long | Equity-common | US | $431K | 10K | 0.04 |
| Encore Energy Corp COM NEW | Long | Equity-common | CA | $286K | 73K | 0.02 |
| Encore Wire Corp COM USD0.01 | Long | Equity-common | US | $2M | 7K | 0.17 |
| Energizer Holdings Inc COM USD0.01 | Long | Equity-common | US | $941K | 32K | 0.08 |
| Energy Fuels Inc. COM NPV | Long | Equity-common | CA | $425K | 70K | 0.04 |
| Energy Recovery Inc. USD0.001 | Long | Equity-common | US | $328K | 25K | 0.03 |
| Energy Vault Holdings Inc COM | Long | Equity-common | US | $43K | 46K | 0.00 |
| Enerpac Tool Group Corp CL A COM | Long | Equity-common | US | $926K | 24K | 0.08 |
| EnerSys COM USD0.01 | Long | Equity-common | US | $2M | 18K | 0.16 |
| Enfusion Inc CL A | Long | Equity-common | US | $146K | 17K | 0.01 |
| Enhabit Inc COM | Long | Equity-common | US | $199K | 22K | 0.02 |
| Enliven Therapeutics Inc COM | Long | Equity-common | US | $242K | 10K | 0.02 |
| Ennis Inc COM USD2.50 | Long | Equity-common | US | $251K | 11K | 0.02 |
| Enova International Inc. COM USD0.00001 | Long | Equity-common | US | $785K | 13K | 0.07 |
| Enovix Corporation COM | Long | Equity-common | US | $952K | 62K | 0.08 |
| Enpro Inc COM USD0.01 | Long | Equity-common | US | $1M | 9K | 0.12 |
| Ensign Group Inc COM USD0.001 | Long | Equity-common | US | $3M | 24K | 0.26 |
| Enstar Group Ltd COM STK USD1.00 | Long | Equity-common | BM | $2M | 5K | 0.14 |
| Enterprise Bancorp Inc. COM USD0.01 | Long | Equity-common | US | $110K | 4K | 0.01 |
| Enterprise Financial Services Corp. COM USD0.01 | Long | Equity-common | US | $662K | 16K | 0.06 |
| Entrada Therapeutics Inc. COM | Long | Equity-common | US | $138K | 10K | 0.01 |
| Entravision Communications Corporation COM CLS 'A' USD0.0001 | Long | Equity-common | US | $52K | 26K | 0.00 |
| Envela Corporation COM | Long | Equity-common | US | $22K | 5K | 0.00 |
| Envestnet Inc COM USD0.01 | Long | Equity-common | US | $1M | 22K | 0.12 |
| Enviri Corp. COM USD1.25 | Long | Equity-common | US | $300K | 35K | 0.03 |
| Eos Energy Enterprises Inc. COM CL A | Long | Equity-common | US | $92K | 73K | 0.01 |
| Eplus Inc COM USD0.01 | Long | Equity-common | US | $871K | 12K | 0.08 |
| Equitrans Midstream Corporation COM NPV | Long | Equity-common | US | $3M | 194K | 0.22 |
| Equity Bancshares Inc. COM USD0.01 CLASS A | Long | Equity-common | US | $224K | 6K | 0.02 |
| Equity Commonwealth USD0.01( BNF INT) | Long | Equity-common | US | $882K | 45K | 0.08 |
| Erasca Inc COM | Long | Equity-common | US | $86K | 36K | 0.01 |
| Escalade Inc. COM NPV | Long | Equity-common | US | $63K | 5K | 0.01 |
| ESCO Technologies Inc. COM USD0.01 | Long | Equity-common | US | $1M | 11K | 0.10 |
| ESCROW PETROCORP | Long | Equity-common | US | $0 | 420 | – |
| Esquire Financial Holdings Inc COM USD0.01 | Long | Equity-common | US | $144K | 3K | 0.01 |
| Ess Tech Inc COMMON STOCK | Long | Equity-common | US | $34K | 41K | 0.00 |
| Essa Bancorp Inc COM STK USD0.01 | Long | Equity-common | US | $66K | 4K | 0.01 |
| Essent Group Ltd. COM USD0.015 | Long | Equity-common | BM | $3M | 47K | 0.23 |
| Essential Properties Realty Trust Inc. USD0.01 | Long | Equity-common | US | $2M | 69K | 0.17 |
| Ethan Allen Interiors Inc. COM USD0.01 | Long | Equity-common | US | $286K | 10K | 0.02 |
| European Wax Center Inc CLASS A COM | Long | Equity-common | US | $151K | 15K | 0.01 |
| Evans Bancorp Inc. COM USD0.50 | Long | Equity-common | US | $69K | 2K | 0.01 |
| Eve Holding Inc. COM | Long | Equity-common | US | $34K | 8K | 0.00 |
| Eventbrite Inc COM USD0.00001 CLASS A | Long | Equity-common | US | $166K | 34K | 0.01 |
| Everbridge Inc COM USD0.001 | Long | Equity-common | US | $642K | 18K | 0.06 |
| EverCommerce Inc COM | Long | Equity-common | US | $118K | 11K | 0.01 |
| Everi Holdings Inc USD0.001 | Long | Equity-common | US | $300K | 36K | 0.03 |
| Everquote Inc COM USD0.001 CL A | Long | Equity-common | US | $204K | 10K | 0.02 |
| Evertec Inc USD0.01 | Long | Equity-common | PR | $967K | 29K | 0.08 |
| Evgo Inc CL A COM | Long | Equity-common | US | $116K | 47K | 0.01 |
| EVI Industries Inc. COM USD0.025 | Long | Equity-common | US | $51K | 3K | 0.00 |
| Evolent Health, Inc. COM USD0.01 CLASS A | Long | Equity-common | US | $955K | 50K | 0.08 |
| Evolus Inc COM USD0.00001 | Long | Equity-common | US | $202K | 19K | 0.02 |
| Evolution Petr Cor COM USD0.001 | Long | Equity-common | US | $75K | 14K | 0.01 |
| Evolv Technologies Holdings Inc. COM CL A | Long | Equity-common | US | $130K | 51K | 0.01 |
| Excelerate Energy Inc. CL A COM | Long | Equity-common | US | $148K | 8K | 0.01 |
| ExlService Holdings Inc. COM STK USD0.001 | Long | Equity-common | US | $2M | 72K | 0.20 |
| EXP World Holdings Inc COM USD0.00001 | Long | Equity-common | US | $353K | 31K | 0.03 |
| Expensify Inc COM CL A | Long | Equity-common | US | $39K | 26K | 0.00 |
| Exponent Inc COM USD0.001 | Long | Equity-common | US | $2M | 23K | 0.19 |
| Expro Group Holdings NV EUR0.01 | Long | Equity-common | NL | $913K | 40K | 0.08 |
| Extreme Networks Inc. COM USD0.001 | Long | Equity-common | US | $754K | 56K | 0.07 |
| Eyenovia Inc COM | Long | Equity-common | US | $12K | 19K | 0.00 |
| EyePoint Pharmaceuticals Inc. COM NEW | Long | Equity-common | US | $142K | 16K | 0.01 |
| F&G Annuities & Life Inc. COMMON STOCK | Long | Equity-common | US | $312K | 8K | 0.03 |
| Fabrinet COM USD0.01 | Long | Equity-common | KY | $4M | 16K | 0.35 |
| Farmers & Merchants Bancorp Inc. (OH) COM USD1 | Long | Equity-common | US | $135K | 6K | 0.01 |
| Farmers National Banc Corp. COM NPV | Long | Equity-common | US | $204K | 16K | 0.02 |
| Farmland Partners Inc COM USD0.01 | Long | Equity-common | US | $229K | 20K | 0.02 |
| FARO Technologies Inc. COM USD0.001 | Long | Equity-common | US | $135K | 8K | 0.01 |
| Fastly Inc. COM USD0.00002 CL A | Long | Equity-common | US | $403K | 55K | 0.04 |
| Fate Therapeutics Inc. COM USD0.001 | Long | Equity-common | US | $123K | 37K | 0.01 |
| FB Financial Corp. COM USD1.00 | Long | Equity-common | US | $615K | 16K | 0.05 |
| FED Signal Corp COM USD1 | Long | Equity-common | US | $2M | 27K | 0.19 |
| Federal Agricultural Mortgage Corporation COM USD1 CLASS'C' | Long | Equity-common | US | $737K | 4K | 0.06 |
| Fennec Pharmaceuticals Inc COM NPV | Long | Equity-common | CA | $49K | 8K | 0.00 |
| Fibrogen Inc COM USD0.01 | Long | Equity-common | US | $33K | 37K | 0.00 |
| Fidelis Insurance Holdings Limited COM | Long | Equity-common | BM | $440K | 27K | 0.04 |
| Fidelity D&D Bancorp Inc. COM NPV | Long | Equity-common | US | $94K | 2K | 0.01 |
| FIGS Inc CL A | Long | Equity-common | US | $301K | 56K | 0.03 |
| Finance of America Companies Inc COM CL A | Long | Equity-common | US | $7K | 13K | 0.00 |
| Financial Institutions Inc. COM STK USD0.01 | Long | Equity-common | US | $133K | 7K | 0.01 |
| First Advantage Corp New COM | Long | Equity-common | US | $384K | 24K | 0.03 |
| First Bancorp Inc. COM USD0.01 | Long | Equity-common | US | $112K | 5K | 0.01 |
| First Bancorp Puerto Rico COM USD1 | Long | Equity-common | PR | $1M | 74K | 0.12 |
| First Bancshares Inc. COM USD1 | Long | Equity-common | US | $353K | 14K | 0.03 |
| First Bank (Nj) COM STK USD0.01 | Long | Equity-common | US | $118K | 9K | 0.01 |
| First Busey Corporation COM USD0.001 | Long | Equity-common | US | $562K | 23K | 0.05 |
| First Business Financial Services Inc. COM STK USD0.01 | Long | Equity-common | US | $129K | 3K | 0.01 |
| First Commonwealth Financial Corp PA COM USD1 | Long | Equity-common | US | $621K | 45K | 0.05 |
| First Community Bankshares Inc. COM USD1 | Long | Equity-common | US | $275K | 7K | 0.02 |
| First Community Corporation COM NPV | Long | Equity-common | US | $59K | 3K | 0.01 |
| First Financial Bancorp. COM NPV | Long | Equity-common | US | $930K | 42K | 0.08 |
| First Financial Bankshares Inc COM USD0.01 | Long | Equity-common | US | $2M | 58K | 0.15 |
| First Financial Corp. (Indiana) COM NPV | Long | Equity-common | US | $190K | 5K | 0.02 |
| First Founation Inc. COM USD0.001 | Long | Equity-common | US | $150K | 23K | 0.01 |
| First Interstate Bancsystem Inc. COM NPV CL 'A' | Long | Equity-common | US | $1M | 37K | 0.09 |
| First Merchants Corporation COM NPV | Long | Equity-common | US | $876K | 26K | 0.08 |
| First Mid Bancshares Inc. COM USD4.00 | Long | Equity-common | US | $325K | 10K | 0.03 |
| First of Long Island Corp. COM USD0.10 | Long | Equity-common | US | $96K | 10K | 0.01 |
| First Watch Restaurant Group Inc COM | Long | Equity-common | US | $170K | 10K | 0.01 |
| First Western Financial Inc. COM NPV | Long | Equity-common | US | $60K | 4K | 0.01 |
| Firstcash Holdings Inc COM | Long | Equity-common | US | $2M | 17K | 0.15 |
| FiscalNote Holdings Inc COM CL A | Long | Equity-common | US | $45K | 31K | 0.00 |
| Five Star Bancorp. COM | Long | Equity-common | US | $135K | 6K | 0.01 |
| FLEX LNG Ltd. SHS | Long | Equity-common | BM | $356K | 13K | 0.03 |
| Fluence Energy Inc COM CL A | Long | Equity-common | US | $453K | 26K | 0.04 |
| Fluor Corporation COM USD0.01 | Long | Equity-common | US | $3M | 63K | 0.24 |
| Flushing Financial Corp. COM USD0.01 | Long | Equity-common | US | $162K | 12K | 0.01 |
| Flywire Corporation COM VTG | Long | Equity-common | US | $774K | 47K | 0.07 |
| Foghorn Therapeutics Inc. COM | Long | Equity-common | US | $54K | 9K | 0.00 |
| Foot Locker, Inc. COM USD0.01 | Long | Equity-common | US | $909K | 36K | 0.08 |
| Forafric Global PLC ORD USD0.0001 | Long | Equity-common | GI | $21K | 2K | 0.00 |
| Forestar Group Inc. COM USD1.00 | Long | Equity-common | US | $262K | 8K | 0.02 |
| Forge Global Holdings Inc COM | Long | Equity-common | US | $73K | 50K | 0.01 |
| Formfactor Inc COM USD0.001 | Long | Equity-common | US | $2M | 34K | 0.18 |
| Forrester Research Inc. COM USD0.01 | Long | Equity-common | US | $92K | 5K | 0.01 |
| Forum Energy Technologies Inc COM | Long | Equity-common | US | $73K | 4K | 0.01 |
| Forward Air Corp. COM USD0.01 | Long | Equity-common | US | $218K | 11K | 0.02 |
| Fossil Group Inc COM USD0.01 | Long | Equity-common | US | $34K | 23K | 0.00 |
| Four Corners Property Trust Inc. COM USD0.0001 | Long | Equity-common | US | $993K | 40K | 0.09 |
| Fox Factory Holding Corporation COM USD0.001 | Long | Equity-common | US | $913K | 19K | 0.08 |
| Franklin Bsp Realty Trust Inc COMMON STOCK | Long | Equity-common | US | $469K | 37K | 0.04 |
| Franklin Covey Co COM USD0.05 | Long | Equity-common | US | $194K | 5K | 0.02 |
| Franklin Electric Co Inc COM USD0.10 | Long | Equity-common | US | $2M | 21K | 0.17 |
| Fresh Del Monte Produce Inc. COM USD0.01 | Long | Equity-common | KY | $328K | 15K | 0.03 |
| Freshworks Inc CLASS A COM | Long | Equity-common | US | $914K | 72K | 0.08 |
| Frontdoor Inc COM USD0.01 | Long | Equity-common | US | $1M | 36K | 0.11 |
| Frontier Group Holdings Inc COM | Long | Equity-common | US | $85K | 17K | 0.01 |
| FRP Holdings Inc USD0.10 | Long | Equity-common | US | $169K | 6K | 0.01 |
| FS Bancorp Inc. COM USD0.01 | Long | Equity-common | US | $107K | 3K | 0.01 |
| FTAI Aviation Ltd COM USD0.01 | Long | Equity-common | KY | $5M | 44K | 0.40 |
| FTAI Infrastructure Inc COMMON STOCK | Long | Equity-common | US | $379K | 44K | 0.03 |
| FTC Solar Inc COM | Long | Equity-common | US | $13K | 36K | 0.00 |
| Fubotv Inc. COM | Long | Equity-common | US | $156K | 126K | 0.01 |
| FuelCell Energy Inc COM USD0.0001(POST REV SPLT | Long | Equity-common | US | $130K | 203K | 0.01 |
| Fulgent Genetics Inc COM | Long | Equity-common | US | $179K | 9K | 0.02 |
| Full House Resorts Inc. COM USD0.0001 | Long | Equity-common | US | $74K | 15K | 0.01 |
| Fulton Financial Corporation COM USD2.50 | Long | Equity-common | US | $1M | 71K | 0.11 |
| Funko Inc COM USD0.0001 CL A | Long | Equity-common | US | $167K | 17K | 0.01 |
| FUT. CME EMINIRUS2K SEP24 (Chicago Mercantile Exchange) | Derivative-equity | US | $13M | – | 1.10 | |
| FutureFuel Corp. COM USD0.0001 | Long | Equity-common | US | $63K | 12K | 0.01 |
| FVCBankcorp Inc. COM USD0.01 | Long | Equity-common | US | $79K | 7K | 0.01 |
| G III Apparel Group Ltd COM USD0.01 | Long | Equity-common | US | $497K | 18K | 0.04 |
| Gambling.Com Group Limited ORD NPV | Long | Equity-common | JE | $57K | 7K | 0.00 |
| Gannett Co Inc COM | Long | Equity-common | US | $288K | 62K | 0.03 |
| GATX Corporation COM USD0.625 | Long | Equity-common | US | $2M | 16K | 0.18 |
| GCM Grosvenor Inc COM CL A | Long | Equity-common | US | $186K | 19K | 0.02 |
| Genco Shipping & Trading Ltd. COM USD0.01 | Long | Equity-common | MH | $398K | 19K | 0.03 |
| Gencor Industries Inc. COM USD0.10 | Long | Equity-common | US | $95K | 5K | 0.01 |
| Genelux Corp. COM | Long | Equity-common | US | $14K | 7K | 0.00 |
| Generation Bio Co. COM | Long | Equity-common | US | $61K | 21K | 0.01 |
| Genesco Inc COM USD1 | Long | Equity-common | US | $129K | 5K | 0.01 |
| Genie Energy Ltd COM USD0.01 | Long | Equity-common | US | $126K | 9K | 0.01 |
| Gentherm Inc COM NPV | Long | Equity-common | US | $718K | 15K | 0.06 |
| Genworth Financial Inc. COM USD0.001 CLASS A | Long | Equity-common | US | $1M | 200K | 0.11 |
| GEO Group Inc COM USD0.01 NEW | Long | Equity-common | US | $771K | 54K | 0.07 |
| German American Bancorp Inc. COM NPV | Long | Equity-common | US | $444K | 13K | 0.04 |
| Geron Corp. COM USD0.001 | Long | Equity-common | US | $965K | 228K | 0.08 |
| Getty Realty Corp COM USD0.01 | Long | Equity-common | US | $565K | 21K | 0.05 |
| Gevo Inc. COM PAR | Long | Equity-common | US | $58K | 104K | 0.01 |
| Gibraltar Industries, Inc. COM USD0.01 | Long | Equity-common | US | $932K | 14K | 0.08 |
| Glacier Bancorp Inc. COM USD0.01 | Long | Equity-common | US | $2M | 50K | 0.16 |
| Gladstone Commercial Corp. COM USD0.001 | Long | Equity-common | US | $252K | 18K | 0.02 |
| Gladstone Land Corp. COM USD0.001 | Long | Equity-common | US | $205K | 15K | 0.02 |
| Glatfelter Corporation COM | Long | Equity-common | US | $29K | 21K | 0.00 |
| Glaukos Corp. COM USD0.001 | Long | Equity-common | US | $2M | 21K | 0.22 |
| Global Business Travel Group inc COM CL A | Long | Equity-common | US | $97K | 15K | 0.01 |
| Global Industrial Company COM | Long | Equity-common | US | $180K | 6K | 0.02 |
| Global Medical REIT Inc. COM USD0.001 | Long | Equity-common | US | $246K | 27K | 0.02 |
| Global Net Lease Inc COM USD0.01 | Long | Equity-common | US | $635K | 86K | 0.06 |
| Global Water Resources Inc. COM USD0.01 | Long | Equity-common | US | $63K | 5K | 0.01 |
| Globalstar Inc COM USD0.0001 | Long | Equity-common | US | $357K | 319K | 0.03 |
| GMS Inc COM USD0.01 | Long | Equity-common | US | $1M | 18K | 0.13 |
| Gogo Inc COM USD0.0001 | Long | Equity-common | US | $282K | 29K | 0.02 |
| GoHealth Inc CL A NEW | Long | Equity-common | US | $24K | 2K | 0.00 |
| Golar LNG Limited COM STK USD1.00 | Long | Equity-common | BM | $1M | 44K | 0.12 |
| Golden Entertainment Inc COM USD0.01 | Long | Equity-common | US | $279K | 9K | 0.02 |
| Golden Ocean Group Ltd COM USD0.01 | Long | Equity-common | BM | $755K | 55K | 0.07 |
| Goodyear Tire & Rubber Co. The COM NPV | Long | Equity-common | US | $1M | 125K | 0.12 |
| Goosehead Insurance Inc COM USD0.01 CL A | Long | Equity-common | US | $553K | 10K | 0.05 |
| GoPro Inc. COM USD0.0001 CLASS A | Long | Equity-common | US | $81K | 57K | 0.01 |
| Gorman-Rupp Co COM NPV | Long | Equity-common | US | $376K | 10K | 0.03 |
| Graftech Intl Ltd COM USD0.01 | Long | Equity-common | US | $85K | 88K | 0.01 |
| Graham Holdings Co COM USD1 | Long | Equity-common | US | $1M | 2K | 0.09 |
| Granite Construction Inc COM USD0.01 | Long | Equity-common | US | $1M | 20K | 0.11 |
| Granite Point Mortgage Trust Inc COM USD0.01 | Long | Equity-common | US | $69K | 23K | 0.01 |
| Granite Ridge Resources Inc COM | Long | Equity-common | US | $90K | 14K | 0.01 |
| Gray Television, Inc. COM NPV | Long | Equity-common | US | $195K | 38K | 0.02 |
| Great Lakes Dredge & Dock Corporation COM STK USD0.01 | Long | Equity-common | US | $257K | 29K | 0.02 |
| Great Southern Bancorp Inc. COM USD0.01 | Long | Equity-common | US | $213K | 4K | 0.02 |
| Green Brick Partners Inc. COM USD0.01 | Long | Equity-common | US | $664K | 12K | 0.06 |
| Green Dot Corp COM CL A USD0.001 | Long | Equity-common | US | $194K | 21K | 0.02 |
| Green Plains Inc. COM STK USD0.001 | Long | Equity-common | US | $411K | 26K | 0.04 |
| Greene County Bancorp Inc. COM USD0.10 | Long | Equity-common | US | $109K | 3K | 0.01 |
| Greenlight Capital Re Ltd. COM STK USD0.10 CLASS 'A' | Long | Equity-common | KY | $145K | 11K | 0.01 |
| Greif, Inc. CLASS'A'COM NPV | Long | Equity-common | US | $621K | 11K | 0.05 |
| Greif, Inc. COM STK CL'B' NPV | Long | Equity-common | US | $145K | 2K | 0.01 |
| Grid Dynamics Holdings Inc. CL A | Long | Equity-common | US | $263K | 25K | 0.02 |
| Griffon Corp COM USD0.25 | Long | Equity-common | US | $1M | 18K | 0.10 |
| Grindr Inc COM | Long | Equity-common | US | $218K | 18K | 0.02 |
| Gritstone bio Inc. COM USD0.0001 | Long | Equity-common | US | $25K | 41K | 0.00 |
| Group 1 Automotive, Inc. COM USD0.01 | Long | Equity-common | US | $2M | 6K | 0.16 |
| Growgeneration Corp COM | Long | Equity-common | US | $56K | 26K | 0.00 |
| Guaranty Bancshares Inc. (Texas) COM USD1.00 | Long | Equity-common | US | $109K | 3K | 0.01 |
| Guardant Health Inc COM USD0.00001 | Long | Equity-common | US | $1M | 50K | 0.13 |
| Guess Inc COM USD0.01 | Long | Equity-common | US | $257K | 13K | 0.02 |
| Gulfport Energy Corporation COMMON SHARES | Long | Equity-common | US | $736K | 5K | 0.06 |
| H B Fuller Company COM USD1 | Long | Equity-common | US | $2M | 24K | 0.16 |
| H&E Equipment Services, Inc. USD0.01 | Long | Equity-common | US | $633K | 14K | 0.06 |
| Hackett Group Inc. COM STK USD0.001 | Long | Equity-common | US | $236K | 11K | 0.02 |
| Haemonetics Corp COM USD0.01 | Long | Equity-common | US | $2M | 22K | 0.16 |
| Hallador Pete Co COM USD0.01 | Long | Equity-common | US | $80K | 10K | 0.01 |
| Halozyme Therapeutics Inc COM USD0.001 | Long | Equity-common | US | $3M | 58K | 0.26 |
| Hamilton Insurance Group Ltd. CL B | Long | Equity-common | BM | $123K | 7K | 0.01 |
| Hamilton Lane Inc COM USD0.001 CL A | Long | Equity-common | US | $2M | 16K | 0.17 |
| Hancock Whitney Corporation COM USD3.33 | Long | Equity-common | US | $2M | 39K | 0.16 |
| Hanesbrands Inc. COM USD0.01 | Long | Equity-common | US | $771K | 156K | 0.07 |
| Hanmi Financial Corp. COM USD0.001 | Long | Equity-common | US | $221K | 13K | 0.02 |
| Hannon Armstrong Sustainable Infrastructure Capital, Inc. COM USD0.01 | Long | Equity-common | US | $1M | 49K | 0.13 |
| Harborone Bancorp Inc New COM USD0.01 | Long | Equity-common | US | $193K | 17K | 0.02 |
| Harmonic Inc COM USD0.001 | Long | Equity-common | US | $570K | 48K | 0.05 |
| Harmony Biosciences Holdings Inc COM | Long | Equity-common | US | $427K | 14K | 0.04 |
| Harrow Inc COM USD0.001 | Long | Equity-common | US | $285K | 14K | 0.02 |
| Harvard Bioscience Inc. COM USD0.01 | Long | Equity-common | US | $53K | 19K | 0.00 |
| Haverty Furniture Cos Inc COM USD1 | Long | Equity-common | US | $161K | 6K | 0.01 |
| Hawaiian Holdings Inc. COM USD0.01 | Long | Equity-common | US | $276K | 22K | 0.02 |
| Hawkins Inc COM USD0.05 | Long | Equity-common | US | $784K | 9K | 0.07 |
| Haynes International Inc. COM STK USD0.001 | Long | Equity-common | US | $332K | 6K | 0.03 |
| HBT Financial Inc. COM | Long | Equity-common | US | $122K | 6K | 0.01 |
| HCI Group, Inc. COM NPV | Long | Equity-common | US | $299K | 3K | 0.03 |
| Health Catalyst Inc. COM USD0.001 | Long | Equity-common | US | $161K | 25K | 0.01 |
| Healthcare Services Group Inc. COM USD0.01 | Long | Equity-common | US | $345K | 33K | 0.03 |
| Healthequity Inc COM USD0.0001 | Long | Equity-common | US | $3M | 38K | 0.28 |
| HealthStream Inc. COM NPV | Long | Equity-common | US | $301K | 11K | 0.03 |
| Heartland Express Inc. COM USD0.01 | Long | Equity-common | US | $256K | 21K | 0.02 |
| Heartland Financial USA, Inc. COM USD1 | Long | Equity-common | US | $834K | 19K | 0.07 |
| Hecla Mining Company COM USD0.25 | Long | Equity-common | US | $1M | 271K | 0.11 |
| Heidrick & Struggles International Inc COM USD0.01 | Long | Equity-common | US | $280K | 9K | 0.02 |
| Helen Of Troy Corp COM USD0.10 | Long | Equity-common | BM | $980K | 11K | 0.09 |
| Helios Technologies Inc COM USD0.001 | Long | Equity-common | US | $703K | 15K | 0.06 |
| Helix Energy Solutions Group, Inc. COM NPV | Long | Equity-common | US | $766K | 64K | 0.07 |
| Helmerich & Payne Inc COM USD0.10 | Long | Equity-common | US | $2M | 43K | 0.14 |
| Herbalife Ltd. COM USD0.001 | Long | Equity-common | KY | $454K | 44K | 0.04 |
| Herc Holdings Inc COM USD0.01 | Long | Equity-common | US | $2M | 13K | 0.15 |
| Heritage Commerce Corp. COM NPV | Long | Equity-common | US | $229K | 26K | 0.02 |
| Heritage Financial COM NPV | Long | Equity-common | US | $276K | 15K | 0.02 |
| Heron Therapeutics Inc. COM USD0.01 | Long | Equity-common | US | $164K | 47K | 0.01 |
| HF Foods Group Inc. COM USD0.0001 | Long | Equity-common | US | $58K | 19K | 0.01 |
| Hibbett Inc COM USD0.01 | Long | Equity-common | US | $444K | 5K | 0.04 |
| HighPeak Energy Inc COM | Long | Equity-common | US | $77K | 5K | 0.01 |
| Hillenbrand, Inc. COM STK NPV | Long | Equity-common | US | $1M | 31K | 0.11 |
| HilleVax Inc COM | Long | Equity-common | US | $169K | 12K | 0.01 |
| Hillman Solutions Corp COM | Long | Equity-common | US | $768K | 87K | 0.07 |
| Hilltop Holdings Inc COM STK USD0.01 | Long | Equity-common | US | $649K | 21K | 0.06 |
| Hilton Grand Vacations Inc COM USD0.01 | Long | Equity-common | US | $1M | 35K | 0.12 |
| Himalaya Shipping Ltd. USD1 (DR) | Long | Equity-common | BM | $125K | 14K | 0.01 |
| Hims & Hers Health Inc COM CL A | Long | Equity-common | US | $1M | 55K | 0.10 |
| Hingham Institution for Savings COM USD1.00 | Long | Equity-common | US | $122K | 681 | 0.01 |
| Hippo Holdings Inc COM NEW | Long | Equity-common | US | $80K | 5K | 0.01 |
| HireQuest Inc. COM | Long | Equity-common | US | $31K | 3K | 0.00 |
| HNI Corp COM USD1 | Long | Equity-common | US | $926K | 21K | 0.08 |
| Holley Inc COM | Long | Equity-common | US | $84K | 24K | 0.01 |
| Home Bancorp Inc. COM USD0.01 | Long | Equity-common | US | $125K | 3K | 0.01 |
| Home BancShares Inc. COM USD0.01 | Long | Equity-common | US | $2M | 84K | 0.17 |
| HomeStreet Inc. COM NPV | Long | Equity-common | US | $94K | 8K | 0.01 |
| Hometrust Bancshares Inc. COM USD0.01 | Long | Equity-common | US | $198K | 7K | 0.02 |
| Hooker Furnishings Corp. COM NPV | Long | Equity-common | US | $66K | 5K | 0.01 |
| Hope Bancorp Inc COM USD0.001 | Long | Equity-common | US | $554K | 52K | 0.05 |
| Horace Mann Educators Corporation COM USD0.001 | Long | Equity-common | US | $596K | 18K | 0.05 |
| Horizon Bancorp Inc. COM USD0.01 | Long | Equity-common | US | $237K | 19K | 0.02 |
| Hovnanian Enterprises, Inc. COM USD0.01 CLASS A (P/S) | Long | Equity-common | US | $309K | 2K | 0.03 |
| HUB Group Inc CL'A' COM USD0.01 | Long | Equity-common | US | $1M | 28K | 0.10 |
| Hudson Pacific Properties Inc COM USD0.01 | Long | Equity-common | US | $298K | 62K | 0.03 |
| Hudson Technologes Inc COM USD0.01 | Long | Equity-common | US | $167K | 19K | 0.01 |
| Humacyte Inc. COM | Long | Equity-common | US | $136K | 28K | 0.01 |
| Huron Consulting Group Inc. COM USD0.01 | Long | Equity-common | US | $816K | 8K | 0.07 |
| Hyliion Holdings Corp COMMON STOCK | Long | Equity-common | US | $108K | 67K | 0.01 |
| Hyster-Yale Inc COM USD0.01 CL 'A' | Long | Equity-common | US | $346K | 5K | 0.03 |
| I 80 Gold Corp. COM | Long | Equity-common | CA | $96K | 88K | 0.01 |
| I3 Verticals INC COM USD0.0001 CLASS A | Long | Equity-common | US | $223K | 10K | 0.02 |
| Ibex Ltd. SHS NEW | Long | Equity-common | BM | $71K | 4K | 0.01 |
| ICF International Inc COM STK USD0.001 | Long | Equity-common | US | $1M | 8K | 0.11 |
| Ichor Holdings Ltd COM USD0.0001 | Long | Equity-common | KY | $494K | 13K | 0.04 |
| IDEAYA Biosciences Inc. COM USD0.0001 | Long | Equity-common | US | $1M | 29K | 0.09 |
| IDT Corp COM USD0.01 CLASS B | Long | Equity-common | US | $240K | 7K | 0.02 |
| IES Holdings Inc. COM USD0.01 | Long | Equity-common | US | $507K | 4K | 0.04 |
| IGM Biosciences Inc COM USD0.01 | Long | Equity-common | US | $42K | 6K | 0.00 |
| iHeartMedia Inc COM USD0.001 CLASS A | Long | Equity-common | US | $50K | 46K | 0.00 |
| Ikena Oncology Inc. COM | Long | Equity-common | US | $14K | 9K | 0.00 |
| IMAX Corporation COM NPV | Long | Equity-common | CA | $331K | 20K | 0.03 |
| Immersion Corp. COM USD0.001 | Long | Equity-common | US | $131K | 14K | 0.01 |
| Immuneering Corp. CLASS A COM | Long | Equity-common | US | $9K | 7K | 0.00 |
| ImmunityBio Inc COM | Long | Equity-common | US | $374K | 59K | 0.03 |
| Immunovant Inc COM | Long | Equity-common | US | $633K | 24K | 0.06 |
| Impinj Inc COM USD0.001 | Long | Equity-common | US | $2M | 10K | 0.14 |
| Inari Medical Inc COM | Long | Equity-common | US | $1M | 24K | 0.10 |
| Independence Realty Trust Inc COM USD0.01 | Long | Equity-common | US | $2M | 100K | 0.16 |
| Independent Bank Corp Michigan COM USD1 | Long | Equity-common | US | $234K | 9K | 0.02 |
| Independent Bank Corp. COM USD0.01 | Long | Equity-common | US | $996K | 20K | 0.09 |
| Independent Bank Group Inc COM USD0.01 | Long | Equity-common | US | $732K | 16K | 0.06 |
| Indie Semiconductor Inc. CLASS A COM | Long | Equity-common | US | $407K | 66K | 0.04 |
| Infinera Corporation COM STK USD0.001 | Long | Equity-common | US | $542K | 89K | 0.05 |
| Information Services Group Inc. COM STK USD0.0001 | Long | Equity-common | US | $48K | 16K | 0.00 |
| InfuSystem Holdings inc. COM STK USD0.0001 | Long | Equity-common | US | $58K | 8K | 0.01 |
| Ingevity Corporation COM USD0.01 | Long | Equity-common | US | $709K | 16K | 0.06 |
| Ingles Markets, Incorporated CLASS'A'COM USD0.05 | Long | Equity-common | US | $438K | 6K | 0.04 |
| Inhibrx Biosciences Inc. COM | Long | Equity-common | US | $54K | 4K | 0.00 |
| Inmode Limited COM ILS0.01 | Long | Equity-common | IL | $627K | 34K | 0.05 |
| Innodata Inc COM NEW | Long | Equity-common | US | $172K | 12K | 0.01 |
| Innospec Inc COM USD0.01 | Long | Equity-common | US | $1M | 11K | 0.12 |
| InnovAge Holding Corp. COM | Long | Equity-common | US | $45K | 9K | 0.00 |
| Innovate Corporation COM | Long | Equity-common | US | $13K | 22K | 0.00 |
| Innovative Industrial Propertes Inc COM USD0.001 | Long | Equity-common | US | $1M | 12K | 0.12 |
| Innoviva Inc COM USD0.01 | Long | Equity-common | US | $426K | 26K | 0.04 |
| Inogen Inc COM USD0.001 | Long | Equity-common | US | $84K | 10K | 0.01 |
| Inozyme Pharma Inc COM | Long | Equity-common | US | $97K | 22K | 0.01 |
| Insight Enterprises Inc. COM USD0.01 | Long | Equity-common | US | $2M | 13K | 0.22 |
| Insmed Inc COM USD0.01 | Long | Equity-common | US | $4M | 67K | 0.39 |
| Insperity Inc COM USD0.01 | Long | Equity-common | US | $1M | 16K | 0.13 |
| Inspired Entertainment Inc. COM USD0.0001 | Long | Equity-common | US | $81K | 9K | 0.01 |
| Installed Building Products Inc COM USD0.01 | Long | Equity-common | US | $2M | 11K | 0.19 |
| Insteel Industries Inc. COM NPV | Long | Equity-common | US | $252K | 8K | 0.02 |
| Instructure Holdings Inc. COM | Long | Equity-common | US | $201K | 9K | 0.02 |
| Intapp Inc COM | Long | Equity-common | US | $648K | 18K | 0.06 |
| Integer Holdings Corp. COM NPV | Long | Equity-common | US | $2M | 15K | 0.15 |
| Integral Ad Science Holding Corp. COM | Long | Equity-common | US | $291K | 30K | 0.03 |
| Intellia Therapeutics Inc COM USD0.0001 | Long | Equity-common | US | $891K | 40K | 0.08 |
| Inter Parfums Inc COM USD0.001 | Long | Equity-common | US | $948K | 8K | 0.08 |
| InterDigital, Inc. COM STK USD0.01 | Long | Equity-common | US | $1M | 11K | 0.12 |
| Interface, Inc. COM USD0.10 | Long | Equity-common | US | $375K | 26K | 0.03 |
| International Bancshares Corp COM USD1 | Long | Equity-common | US | $1M | 24K | 0.12 |
| International Game Technology PLC USD0.00015625 | Long | Equity-common | GB | $988K | 48K | 0.09 |
| International Money Express Inc. COM USD0.0001 | Long | Equity-common | US | $293K | 14K | 0.03 |
| International Seaways Inc. COM NPV | Long | Equity-common | MH | $1M | 18K | 0.09 |
| Intest Corp COM USD0.01 | Long | Equity-common | US | $53K | 5K | 0.00 |
| Intevac Inc COM NPV | Long | Equity-common | US | $45K | 12K | 0.00 |
| Intra-Cellular Therapies Inc USD0.0001 | Long | Equity-common | US | $3M | 45K | 0.27 |
| Intrepid Potash Inc. COM | Long | Equity-common | US | $110K | 5K | 0.01 |
| Inventrust Properties Corporation COM NEW | Long | Equity-common | US | $750K | 30K | 0.07 |
| Invesco Mortgage Capital Inc. COM | Long | Equity-common | US | $203K | 22K | 0.02 |
| Investors Title Co. COM NPV | Long | Equity-common | US | $97K | 540 | 0.01 |
| Ionq Inc COM | Long | Equity-common | US | $511K | 73K | 0.04 |
| Iovance Biotherapeutics Inc COM USD0.000041666 | Long | Equity-common | US | $845K | 105K | 0.07 |
| Iradimed Corp. COM USD0.0001 | Long | Equity-common | US | $138K | 3K | 0.01 |
| Irhythm Technologies Inc COM USD0.001 | Long | Equity-common | US | $1M | 14K | 0.13 |
| IRobot Corp COM USD0.01 | Long | Equity-common | US | $110K | 12K | 0.01 |
| Ironwood Pharmaceuticals, Inc. COM CL A USD0.001 | Long | Equity-common | US | $396K | 61K | 0.03 |
| Ispire Technology Inc COM | Long | Equity-common | US | $65K | 8K | 0.01 |
| ITeos Therapeutics Inc. COM | Long | Equity-common | US | $167K | 11K | 0.01 |
| Iteris Inc. COM USD0.10 | Long | Equity-common | US | $80K | 19K | 0.01 |
| Itron, Inc. COM NPV | Long | Equity-common | US | $2M | 20K | 0.17 |
| Ivanhoe Electric Inc COM | Long | Equity-common | US | $269K | 29K | 0.02 |
| J Jill Inc COM | Long | Equity-common | US | $69K | 2K | 0.01 |
| J&J Snack Foods Corp COM NPV | Long | Equity-common | US | $1M | 7K | 0.09 |
| Jack in the Box Inc. COM STK USD0.01 | Long | Equity-common | US | $446K | 9K | 0.04 |
| Jackson Financial Inc COM CL A | Long | Equity-common | US | $3M | 35K | 0.23 |
| Jakks Pacific Inc COM NEW | Long | Equity-common | US | $57K | 3K | 0.00 |
| James River Group Holdings Ltd. COM USD0.0002 | Long | Equity-common | BM | $129K | 17K | 0.01 |
| Jamf Holding Corp COM | Long | Equity-common | US | $517K | 31K | 0.04 |
| Janus International Group Inc COMMON STOCK | Long | Equity-common | US | $477K | 38K | 0.04 |
| Janux Therapeutics Inc COM | Long | Equity-common | US | $319K | 8K | 0.03 |
| JBG SMITH Properties COM USD0.01 | Long | Equity-common | US | $637K | 42K | 0.06 |
| JELD-WEN Holding Inc. COM USD0.01 | Long | Equity-common | US | $510K | 38K | 0.04 |
| JetBlue Airways Corporation COM USD0.01 | Long | Equity-common | US | $911K | 150K | 0.08 |
| Joby Aviation Inc. COM USD0.0001 | Long | Equity-common | US | $631K | 124K | 0.05 |
| John Bean Technologies Corp. COM USD0.01 | Long | Equity-common | US | $1M | 14K | 0.12 |
| John Marshall Bancorp Inc COM | Long | Equity-common | US | $100K | 6K | 0.01 |
| Johnson Outdoors Inc. CLASS'A'COM USD0.05 | Long | Equity-common | US | $85K | 2K | 0.01 |
| Joint Corp. (The) COM USD0.001 | Long | Equity-common | US | $88K | 6K | 0.01 |
| Kadant Inc COM USD0.01 | Long | Equity-common | US | $2M | 5K | 0.13 |
| Kaiser Aluminium Corporation COM USD0.01 | Long | Equity-common | US | $622K | 7K | 0.05 |
| Kaltura Inc COM | Long | Equity-common | US | $48K | 40K | 0.00 |
| KalVista Pharmaceuticals Inc. COM USD0.001 | Long | Equity-common | US | $164K | 14K | 0.01 |
| Karat Packaging Inc. COM | Long | Equity-common | US | $89K | 3K | 0.01 |
| Karyopharm Therapeutics Inc COM USD0.0001 | Long | Equity-common | US | $38K | 44K | 0.00 |
| KB Home COM STK USD1 | Long | Equity-common | US | $2M | 30K | 0.18 |
| Kearny Financial Corp. COM USD0.01 | Long | Equity-common | US | $152K | 25K | 0.01 |
| Kelly Services Inc CLASS'A'NON-VTG USD1 | Long | Equity-common | US | $300K | 14K | 0.03 |
| Kennametal Inc CAP USD1.25 | Long | Equity-common | US | $833K | 35K | 0.07 |
| Kennedy-Wilson Holdings Inc COM STK USD0.0001 | Long | Equity-common | US | $512K | 53K | 0.04 |
| Keros Therapeutics Inc. COM | Long | Equity-common | US | $521K | 11K | 0.05 |
| Kezar Life Sciences Inc. COM USD0.001 | Long | Equity-common | US | $14K | 24K | 0.00 |
| Kforce Inc COM USD0.01 | Long | Equity-common | US | $522K | 8K | 0.05 |
| Kimball Electronics Inc. COM NPV(WHEN ISSUED) | Long | Equity-common | US | $234K | 11K | 0.02 |
| Kinetik Holdings Inc COM NEW CL A | Long | Equity-common | US | $671K | 16K | 0.06 |
| Kingsway Financial Services(Us) COM NEW | Long | Equity-common | US | $43K | 5K | 0.00 |
| Kiniksa Pharmaceuticals International PLC ORD SHS CL A | Long | Equity-common | GB | $262K | 14K | 0.02 |
| Kite Realty Group Trust COM USD0.01 | Long | Equity-common | US | $2M | 97K | 0.19 |
| KKR Real Estate Finance Trust Inc. COM USD0.01 | Long | Equity-common | US | $232K | 26K | 0.02 |
| Klx Energy Services Holdings Inc COM NEW | Long | Equity-common | US | $22K | 5K | 0.00 |
| Knife River Corp. COMMON STOCK | Long | Equity-common | US | $2M | 25K | 0.15 |
| Knowles Corporation COM USD1.0 | Long | Equity-common | US | $680K | 39K | 0.06 |
| Kodiak Gas Services Inc. COM | Long | Equity-common | US | $188K | 7K | 0.02 |
| Kodiak Sciences Inc COM USD0.0001 | Long | Equity-common | US | $30K | 13K | 0.00 |
| Kontoor Brands Inc COM NPV | Long | Equity-common | US | $2M | 25K | 0.14 |
| Koppers Holdings Inc COM STK USD0.01 | Long | Equity-common | US | $333K | 9K | 0.03 |
| Korn Ferry COM USD0.01 | Long | Equity-common | US | $2M | 23K | 0.14 |
| KORU Medical Systems Inc COM | Long | Equity-common | US | $42K | 16K | 0.00 |
| Kosmos Energy Ltd COM USD0.01 | Long | Equity-common | US | $1M | 203K | 0.10 |
| Kratos Defense & Security Solutions, Inc. COM USD0.001 | Long | Equity-common | US | $1M | 64K | 0.11 |
| Krispy Kreme Inc COM | Long | Equity-common | US | $419K | 39K | 0.04 |
| KRONOS Worldwide Inc. COM USD0.01 | Long | Equity-common | US | $117K | 9K | 0.01 |
| Krystal Biotech Inc COM USD0.00001 | Long | Equity-common | US | $2M | 10K | 0.15 |
| Kulicke and Soffa Industries, Inc. COM NPV | Long | Equity-common | US | $1M | 25K | 0.11 |
| Kura Oncology Inc. COM USD0.0001 | Long | Equity-common | US | $646K | 31K | 0.06 |
| Kura Sushi USA Inc. COM USD0.001 CL A | Long | Equity-common | US | $160K | 3K | 0.01 |
| KVH Industries COM USD0.01 | Long | Equity-common | US | $41K | 9K | 0.00 |
| Kymera Therapeutics Inc COM | Long | Equity-common | US | $541K | 18K | 0.05 |
| La-Z-Boy Inc COM USD1 | Long | Equity-common | US | $720K | 19K | 0.06 |
| Ladder Capital Corporation COM USD0.001 CL A | Long | Equity-common | US | $570K | 50K | 0.05 |
| Lakeland Financial Corp. COM NPV | Long | Equity-common | US | $679K | 11K | 0.06 |
| Lancaster Colony Corp. COM NPV | Long | Equity-common | US | $2M | 9K | 0.14 |
| Lands End Inc. COM USD0.01 | Long | Equity-common | US | $85K | 6K | 0.01 |
| Landsea Homes Corp. COM | Long | Equity-common | US | $78K | 8K | 0.01 |
| Lantheus Holdings Inc COM USD0.01 | Long | Equity-common | US | $2M | 30K | 0.21 |
| LanzaTech Global Inc COM | Long | Equity-common | US | $21K | 11K | 0.00 |
| Larimar Therapeutics Inc. COM | Long | Equity-common | US | $85K | 12K | 0.01 |
| Latham Group Inc COM | Long | Equity-common | US | $53K | 18K | 0.00 |
| Laureate Education, Inc. COM USD0.004 | Long | Equity-common | US | $871K | 58K | 0.08 |
| Lazydays Holdings Inc. COM NPV | Long | Equity-common | US | $10K | 4K | 0.00 |
| LCI Industries COM USD0.01 | Long | Equity-common | US | $1M | 11K | 0.10 |
| LCNB Corp. COM NPV | Long | Equity-common | US | $74K | 5K | 0.01 |
| Legacy Housing Corp. COM USD0.001 | Long | Equity-common | US | $111K | 5K | 0.01 |
| LegalZoom.Com Inc. COM | Long | Equity-common | US | $499K | 59K | 0.04 |
| Lemaitre Vascular Inc. COM STK USD0.01 | Long | Equity-common | US | $720K | 9K | 0.06 |
| Lemonade Inc COM | Long | Equity-common | US | $367K | 22K | 0.03 |
| Lending Club Corporation COM USD0.01(POST REV SPLIT) | Long | Equity-common | US | $402K | 48K | 0.03 |
| Lendingtree Inc COM USD0.01 | Long | Equity-common | US | $197K | 5K | 0.02 |
| Lenz Therapeutics Inc COM | Long | Equity-common | US | $37K | 2K | 0.00 |
| Leonardo DRS Inc COM | Long | Equity-common | US | $779K | 31K | 0.07 |
| Leslie's Inc. COM | Long | Equity-common | US | $333K | 80K | 0.03 |
| Lexeo Therapeutics Inc COM | Long | Equity-common | US | $78K | 5K | 0.01 |
| Lexicon Pharmaceuticals Inc USD0.001 | Long | Equity-common | US | $71K | 43K | 0.01 |
| LGI Homes Inc COM USD0.01 | Long | Equity-common | US | $827K | 9K | 0.07 |
| Li-Cycle Holdings Corp COM NEW | Long | Equity-common | CA | $44K | 7K | 0.00 |
| Liberty Energy Inc COM USD0.01 CL A | Long | Equity-common | US | $2M | 73K | 0.13 |
| Liberty Latin America Ltd COM USD0.01 CL A | Long | Equity-common | BM | $153K | 16K | 0.01 |
| Liberty Latin America Ltd COM USD0.01 CL C | Long | Equity-common | BM | $582K | 60K | 0.05 |
| Life Time Group Holdings Inc COMMON STOCK | Long | Equity-common | US | $370K | 20K | 0.03 |
| LifeStance Health Group Inc COM | Long | Equity-common | US | $230K | 47K | 0.02 |
| Ligand Pharmaceuticals Incorporated 'B'COM USD0.001 | Long | Equity-common | US | $630K | 7K | 0.05 |
| Light & Wonder Inc COM USD0.001 | Long | Equity-common | US | $4M | 40K | 0.37 |
| Lightwave Logic COM | Long | Equity-common | US | $156K | 52K | 0.01 |
| Limback Holdings Inc. COM USD0.0001 | Long | Equity-common | US | $238K | 4K | 0.02 |
| Limoneira Co. COM NPV | Long | Equity-common | US | $158K | 8K | 0.01 |
| Lincoln Educationa COM | Long | Equity-common | US | $122K | 10K | 0.01 |
| Lindblad Expeditions Holdings Inc. COM USD0.0001 | Long | Equity-common | US | $152K | 16K | 0.01 |
| Lindsay Corp COM USD1 | Long | Equity-common | US | $604K | 5K | 0.05 |
| Lineage Cell Therapeutics Inc. COM NPV | Long | Equity-common | US | $60K | 60K | 0.01 |
| Lions Gate Entertainment Corp. NON VOTING SHS CL B | Long | Equity-common | CA | $460K | 54K | 0.04 |
| Lions Gate Entertainment Corp. VOTING SHARES CL A | Long | Equity-common | CA | $243K | 26K | 0.02 |
| Liquidia Corporation COM USD0.001 | Long | Equity-common | US | $269K | 22K | 0.02 |
| Liquidity Services Inc. COM STK USD0.001 | Long | Equity-common | US | $202K | 10K | 0.02 |
| LivaNova PLC ORD GBP1.00 (DI) | Long | Equity-common | GB | $1M | 24K | 0.11 |
| Live Oak Bancshares Inc COM NPV | Long | Equity-common | US | $525K | 15K | 0.05 |
| Liveperson Inc COM USD0.001 | Long | Equity-common | US | $16K | 27K | 0.00 |
| Liveramp Holdings Inc COM USD0.10 | Long | Equity-common | US | $888K | 29K | 0.08 |
| LiveWire Group Inc COM | Long | Equity-common | US | $71K | 9K | 0.01 |
| Longboard Pharmaceuticals Inc COM | Long | Equity-common | US | $299K | 11K | 0.03 |
| LSB Industries Inc COM USD0.10 | Long | Equity-common | US | $196K | 24K | 0.02 |
| LSI Industries COM NPV | Long | Equity-common | US | $176K | 12K | 0.02 |
| LTC Properties Inc COM USD0.01 | Long | Equity-common | US | $629K | 18K | 0.05 |
| Lumen Technologies Inc COM | Long | Equity-common | US | $495K | 450K | 0.04 |
| Luminar Technologies Inc COM CL A | Long | Equity-common | US | $192K | 129K | 0.02 |
| Luna Innovations Inc. COM STK USD0.001 | Long | Equity-common | US | $39K | 12K | 0.00 |
| Luxfer Holdings PLC ORD GBP0.50 | Long | Equity-common | GB | $140K | 12K | 0.01 |
| LXP Industrial Trust COM USD0.0001 | Long | Equity-common | US | $1M | 129K | 0.10 |
| Lyell Immunopharma Inc. COM | Long | Equity-common | US | $109K | 75K | 0.01 |
| M/I Homes Inc. COM USD0.01 | Long | Equity-common | US | $1M | 12K | 0.13 |
| Macatawa Bank Corp. COM NPV | Long | Equity-common | US | $171K | 12K | 0.01 |
| MACOM Technology Solutions Holdings Inc. COM USD0.001 | Long | Equity-common | US | $3M | 25K | 0.24 |
| Macrogenics Inc COM USD0.01 | Long | Equity-common | US | $113K | 27K | 0.01 |
| Madden(Steven)Ltd. COM USD0.0001 | Long | Equity-common | US | $1M | 33K | 0.12 |
| Madison Square Garden Entertainment Corp New COM CL A | Long | Equity-common | US | $605K | 18K | 0.05 |
| Madrigal Pharmaceuticals Inc USD0.0001 | Long | Equity-common | US | $2M | 7K | 0.16 |
| Magnite Inc COM | Long | Equity-common | US | $799K | 60K | 0.07 |
| Magnolia Oil & Gas Corporation COM USD0.0001 CLASS A | Long | Equity-common | US | $2M | 79K | 0.17 |
| Maiden Holdings, Ltd. COM STK USD0.01 | Long | Equity-common | BM | $79K | 38K | 0.01 |
| Mainstreet Bancshares Inc. COM USD4.00 | Long | Equity-common | US | $57K | 3K | 0.00 |
| Malibu Boats Inc COM USD0.01 CL A | Long | Equity-common | US | $317K | 9K | 0.03 |
| Mammoth Energy Services, Inc. COM USD0.01 | Long | Equity-common | US | $27K | 8K | 0.00 |
| Mannkind Corporation COM USD0.01 | Long | Equity-common | US | $605K | 116K | 0.05 |
| Marathon Digital Holdings Inc COM | Long | Equity-common | US | $2M | 100K | 0.17 |
| Marcus & Millichap Inc COM USD0.0001 | Long | Equity-common | US | $331K | 11K | 0.03 |
| Marcus Corp COM USD1 | Long | Equity-common | US | $124K | 11K | 0.01 |
| Marine Products Co COM USD0.10 | Long | Equity-common | US | $39K | 4K | 0.00 |
| Marinemax Inc COM STK USD0.001 | Long | Equity-common | US | $311K | 10K | 0.03 |
| Marinus Pharmaceuticals Inc COM NEW | Long | Equity-common | US | $27K | 23K | 0.00 |
| Marketwise Inc COM CL A | Long | Equity-common | US | $12K | 10K | 0.00 |
| Marqeta Inc CLASS A COM | Long | Equity-common | US | $1M | 209K | 0.10 |
| Marten Transport Ltd. COM USD0.01 | Long | Equity-common | US | $475K | 26K | 0.04 |
| MasterBrand Inc COMMON STOCK | Long | Equity-common | US | $836K | 57K | 0.07 |
| MasterCraft Boat Holdings Inc. COM USD0.01 | Long | Equity-common | US | $140K | 7K | 0.01 |
| Matador Resources Company COM USD0.01 | Long | Equity-common | US | $3M | 50K | 0.26 |
| Materion Corp COM NPV | Long | Equity-common | US | $986K | 9K | 0.09 |
| Mativ Holdings Inc COM USD0.10 | Long | Equity-common | US | $408K | 24K | 0.04 |
| Matson Inc COM NPV | Long | Equity-common | US | $2M | 15K | 0.17 |
| Matterport Inc COM CL A | Long | Equity-common | US | $520K | 116K | 0.05 |
| Matthews International Corp CLASS'A'COM USD1 | Long | Equity-common | US | $329K | 13K | 0.03 |
| Maui Land & Pineapple Co Inc. COM STK NPV | Long | Equity-common | US | $69K | 3K | 0.01 |
| Maxcyte Inc COM | Long | Equity-common | US | $153K | 39K | 0.01 |
| Maxeon Solar Technologies Limited COM NPV | Long | Equity-common | SG | $9K | 10K | 0.00 |
| Maximus Inc COM NPV | Long | Equity-common | US | $2M | 27K | 0.20 |
| Maxlinear Inc COM USD0.01 | Long | Equity-common | US | $681K | 34K | 0.06 |
| Mayville Engineering Company Inc COM NPV | Long | Equity-common | US | $81K | 5K | 0.01 |
| MBIA Inc. COM USD1 | Long | Equity-common | US | $110K | 20K | 0.01 |
| McGrath RentCorp. COM NPV | Long | Equity-common | US | $1M | 11K | 0.10 |
| MediaAlpha Inc CL A | Long | Equity-common | US | $134K | 10K | 0.01 |
| Medifast Inc COM USD0.001 | Long | Equity-common | US | $99K | 5K | 0.01 |
| MeiraGTx Holdings PLC COM USD0.00003881 | Long | Equity-common | KY | $63K | 15K | 0.01 |
| Mercantile Bank Corp. COM NPV | Long | Equity-common | US | $279K | 7K | 0.02 |
| Merchants Bancorp. (Indiana) COM NPV | Long | Equity-common | US | $288K | 7K | 0.03 |
| Mercury General Corporation COM NPV | Long | Equity-common | US | $633K | 12K | 0.06 |
| MeridianLink Inc COMMON STOCK | Long | Equity-common | US | $242K | 11K | 0.02 |
| Merit Medical Systems Inc. COM NPV | Long | Equity-common | US | $2M | 25K | 0.19 |
| Meritage Homes Corp COM USD0.01 | Long | Equity-common | US | $3M | 16K | 0.23 |
| Mersana Therapeutics Inc COM USD0.0001 | Long | Equity-common | US | $99K | 49K | 0.01 |
| Mesa Laboratories Inc. COM NPV | Long | Equity-common | US | $198K | 2K | 0.02 |
| Metallus Inc. COM NPV | Long | Equity-common | US | $388K | 19K | 0.03 |
| Methode Electronics Inc. COM USD0.50 | Long | Equity-common | US | $156K | 15K | 0.01 |
| Metrocity Bankshares Inc. COM | Long | Equity-common | US | $214K | 8K | 0.02 |
| Metropolitan Bank Holding Corp COM USD0.01 | Long | Equity-common | US | $195K | 5K | 0.02 |
| MFA Financial Inc. COM | Long | Equity-common | US | $486K | 46K | 0.04 |
| MGE Energy Inc. COM USD1 | Long | Equity-common | US | $1M | 16K | 0.11 |
| MGP Ingredients Inc. COM NPV | Long | Equity-common | US | $527K | 7K | 0.05 |
| Microstrategy Incorporated COM USD0.001 CLASS A | Long | Equity-common | US | $9M | 7K | 0.79 |
| Microvast Holdings Inc. COM | Long | Equity-common | US | $39K | 85K | 0.00 |
| Microvision Inc. COM NEW | Long | Equity-common | US | $91K | 86K | 0.01 |
| Mid Penn Bancorp Inc. COM USD1 | Long | Equity-common | US | $138K | 6K | 0.01 |
| Middlefield Banc C COM NPV | Long | Equity-common | US | $85K | 4K | 0.01 |
| Middlesex Water Co. COM NPV | Long | Equity-common | US | $404K | 8K | 0.04 |
| Midland States Bancorp Inc. COM USD0.01 | Long | Equity-common | US | $213K | 9K | 0.02 |
| MidWestOne Financial Group Inc. COM STK USD1 | Long | Equity-common | US | $139K | 6K | 0.01 |
| Miller Industries Inc. (Tennessee) COM USD0.01 | Long | Equity-common | US | $276K | 5K | 0.02 |
| MillerKnoll Inc. COM USD0.20 | Long | Equity-common | US | $869K | 33K | 0.08 |
| MiMedx Group Inc. COM USD0.001 | Long | Equity-common | US | $356K | 51K | 0.03 |
| Minerals Technologies Inc. COM USD0.10 | Long | Equity-common | US | $1M | 14K | 0.10 |
| Mineralys Therapeutics Inc. COM | Long | Equity-common | US | $101K | 9K | 0.01 |
| Mirion Technologies Inc COM CL A | Long | Equity-common | US | $957K | 89K | 0.08 |
| Mirum Pharmaceuticals Inc. COM USD0.0001 | Long | Equity-common | US | $377K | 11K | 0.03 |
| Mission Produce Inc COM | Long | Equity-common | US | $213K | 22K | 0.02 |
| Mistras Group Inc COM USD0.01 | Long | Equity-common | US | $76K | 9K | 0.01 |
| Mitek Systems Inc. COM USD0.001 | Long | Equity-common | US | $219K | 20K | 0.02 |
| Modine Manufacturing Co. COM USD0.625 | Long | Equity-common | US | $2M | 23K | 0.20 |
| ModivCare Inc COM | Long | Equity-common | US | $151K | 6K | 0.01 |
| Moelis & Co. COM USD0.01 CL'A' | Long | Equity-common | US | $2M | 30K | 0.15 |
| Monarch Casino & Resort Inc COM USD0.01 | Long | Equity-common | US | $410K | 6K | 0.04 |
| Mondee Holdings Inc CLASS A COM | Long | Equity-common | US | $51K | 21K | 0.00 |
| Monro Inc COM USD0.01 | Long | Equity-common | US | $310K | 13K | 0.03 |
| Montauk Renewables Inc. COM | Long | Equity-common | US | $168K | 30K | 0.01 |
| Monte Rosa Therapeutics Inc COM | Long | Equity-common | US | $47K | 12K | 0.00 |
| Montrose Environmental Group Inc COM | Long | Equity-common | US | $559K | 13K | 0.05 |
| Moog Inc. CLASS'A'L/VTG COM USD1 | Long | Equity-common | US | $2M | 13K | 0.19 |
| Morphic Holding Inc. COM USD0.0001 | Long | Equity-common | US | $571K | 17K | 0.05 |
| Movado Group Inc COM USD0.01 | Long | Equity-common | US | $165K | 7K | 0.01 |
| Mr Cooper Group Inc COM USD0.01 | Long | Equity-common | US | $2M | 29K | 0.20 |
| MRC Global Inc COM USD0.01 | Long | Equity-common | US | $483K | 37K | 0.04 |
| Mueller Industries Inc. COM USD0.01 | Long | Equity-common | US | $3M | 50K | 0.25 |
| Mueller Water Products, Inc. COM STK USD0.01 SER 'A' | Long | Equity-common | US | $1M | 69K | 0.11 |
| MultiPlan Corporation COM | Long | Equity-common | US | $67K | 173K | 0.01 |
| Mural Oncology PLC COM USD0.01 | Long | Equity-common | IE | $18K | 6K | 0.00 |
| Murphy Oil Corporation COM USD1.00 | Long | Equity-common | US | $3M | 65K | 0.23 |
| MVB Financial Corp. COM USD1 | Long | Equity-common | US | $97K | 5K | 0.01 |
| Myers Industries Inc. COM NPV | Long | Equity-common | US | $218K | 16K | 0.02 |
| MYR Grp Inc COM USD0.01 | Long | Equity-common | US | $993K | 7K | 0.09 |
| Myriad Genetics Inc. COM USD0.01 | Long | Equity-common | US | $953K | 39K | 0.08 |
| N-Able Inc. COMMON STOCK | Long | Equity-common | US | $472K | 31K | 0.04 |
| Nabors Industries, Ltd. SHS | Long | Equity-common | BM | $286K | 4K | 0.02 |
| NACCO Industries Inc. CLASS'A'COM USD1 | Long | Equity-common | US | $52K | 2K | 0.00 |
| Nano-X Imaging Ltd ORD SHS | Long | Equity-common | IL | $156K | 21K | 0.01 |
| NAPCO Security Technologies Inc. COM USD0.01 | Long | Equity-common | US | $767K | 15K | 0.07 |
| Nathans Famous Inc COM USD0.01 | Long | Equity-common | US | $88K | 1K | 0.01 |
| National Bank Holdings Corp COM USD0.01 | Long | Equity-common | US | $642K | 16K | 0.06 |
| National Bankshare COM USD1.25 | Long | Equity-common | US | $72K | 3K | 0.01 |
| National Beverage Corp. COM STK USD0.01 | Long | Equity-common | US | $540K | 11K | 0.05 |
| National Health Investors, Inc. COM STK USD0.01 | Long | Equity-common | US | $1M | 19K | 0.11 |
| National Healthcare Corporation COM USD0.01 | Long | Equity-common | US | $603K | 6K | 0.05 |
| National Presto Industries Inc. COM USD1 | Long | Equity-common | US | $174K | 2K | 0.02 |
| National Research Corp. COM USD0.001 | Long | Equity-common | US | $146K | 6K | 0.01 |
| National Vision Holdings Inc COM USD0.01 | Long | Equity-common | US | $454K | 35K | 0.04 |
| National Western Life Group Inc. COM USD0.01 CL A | Long | Equity-common | US | $503K | 1K | 0.04 |
| Natural Grocers By Vitamin Cottage Inc. COM USD0.001 | Long | Equity-common | US | $88K | 4K | 0.01 |
| Nature's Sunshine Products Inc. COM NPV | Long | Equity-common | US | $88K | 6K | 0.01 |
| Nautilus Biotechnology Inc. COM | Long | Equity-common | US | $54K | 23K | 0.00 |
| Navient Corporation COM USD0.01 | Long | Equity-common | US | $542K | 37K | 0.05 |
| Navitas Semiconductor Corporation COM | Long | Equity-common | US | $197K | 50K | 0.02 |
| NBT Bancorp Inc COM USD0.01 | Long | Equity-common | US | $786K | 20K | 0.07 |
| Nelnet Inc. COM USD0.01 CL'A' | Long | Equity-common | US | $579K | 6K | 0.05 |
| Neogen Corp COM USD0.16 | Long | Equity-common | US | $2M | 97K | 0.13 |
| Neogenomics Inc COM NPV | Long | Equity-common | US | $785K | 57K | 0.07 |
| Nerdwallet Inc COM CL A | Long | Equity-common | US | $219K | 15K | 0.02 |
| Nerdy Inc CL A COM | Long | Equity-common | US | $50K | 30K | 0.00 |
| Netgear Inc COM USD0.001 | Long | Equity-common | US | $198K | 13K | 0.02 |
| NETSCOUT Systems Inc. COM USD0.001 | Long | Equity-common | US | $554K | 30K | 0.05 |
| NETSTREIT Corp. COM | Long | Equity-common | US | $497K | 31K | 0.04 |
| Neumora Therapeutics Inc. COM | Long | Equity-common | US | $68K | 7K | 0.01 |
| Nevro Corporation COM USD0.001 | Long | Equity-common | US | $134K | 16K | 0.01 |
| New Jersey Resources Corp. COM USD2.5 | Long | Equity-common | US | $2M | 43K | 0.16 |
| New York Mortgage Trust, Inc. COM | Long | Equity-common | US | $236K | 40K | 0.02 |
| Newmark Group Inc COM USD0.01 CL A | Long | Equity-common | US | $618K | 60K | 0.05 |
| Newpark Resources, Inc. COM USD0.01 | Long | Equity-common | US | $278K | 34K | 0.02 |
| NewtekOne Inc COM USD0.02(POST REV SPLIT) | Long | Equity-common | US | $125K | 10K | 0.01 |
| NexPoint Diversified Real Estate Trust COM USD0.001(POST REV SPLT) | Long | Equity-common | US | $79K | 14K | 0.01 |
| Nexpoint Real Estate Finance Inc COM | Long | Equity-common | US | $51K | 4K | 0.00 |
| Nexpoint Residential Trust Inc COM USD0.001 'WI' | Long | Equity-common | US | $393K | 10K | 0.03 |
| NextDecade Corp. COM USD0.0001 | Long | Equity-common | US | $276K | 35K | 0.02 |
| Nextdoor Holdings Inc. COM CL A | Long | Equity-common | US | $188K | 68K | 0.02 |
| NextNav Inc COMMON STOCK | Long | Equity-common | US | $198K | 24K | 0.02 |
| Nextracker Inc. CLASS A COM | Long | Equity-common | US | $3M | 56K | 0.23 |
| NI Holdings, Inc. COM USD0.01 | Long | Equity-common | US | $57K | 4K | 0.00 |
| Nicolet Bankshares Inc. COM USD0.01 | Long | Equity-common | US | $485K | 6K | 0.04 |
| Nikola Corp. COM NEW | Long | Equity-common | US | $90K | 11K | 0.01 |
| Niocorp Developments Ltd COM NEW | Long | Equity-common | CA | $6K | 4K | 0.00 |
| Nkarta Inc. COM | Long | Equity-common | US | $81K | 14K | 0.01 |
| NL Industries Inc. COM USD0.125 | Long | Equity-common | US | $25K | 4K | 0.00 |
| Nlight Inc. COM USD0.0001 | Long | Equity-common | US | $216K | 20K | 0.02 |
| NMI Holdings Inc COM USD0.01 CL 'A' | Long | Equity-common | US | $1M | 35K | 0.10 |
| Noble Corporation PLC COM USD0.0001 CL A | Long | Equity-common | GB | $2M | 50K | 0.19 |
| Noodles & Co. COM USD0.01 CL'A' | Long | Equity-common | US | $30K | 19K | 0.00 |
| Nordic American Tankers Limited COM USD0.01 | Long | Equity-common | BM | $361K | 91K | 0.03 |
| Northeast Bank COM USD1.00 | Long | Equity-common | US | $186K | 3K | 0.02 |
| Northeast Community Bancorp Inc COM | Long | Equity-common | US | $97K | 5K | 0.01 |
| Northern Inst Fds GOVT PTFL | Long | Short-term investment vehicle | US | $12M | 12M | 1.02 |
| Northern Oil And Gas, Inc. COM | Long | Equity-common | US | $1M | 39K | 0.13 |
| Northfield Bancorp Inc. COM USD0.01 | Long | Equity-common | US | $169K | 18K | 0.01 |
| Northrim BanCorp Inc. COM USD1 | Long | Equity-common | US | $140K | 2K | 0.01 |
| Northwest Bancshares Inc COM USD0.01 | Long | Equity-common | US | $657K | 57K | 0.06 |
| Northwest Natural Holding Company COM NPV | Long | Equity-common | US | $589K | 16K | 0.05 |
| Northwest Pipe Co. COM USD0.01 | Long | Equity-common | US | $142K | 4K | 0.01 |
| NorthWestern Energy Group Inc NEW COM USD0.01 | Long | Equity-common | US | $1M | 27K | 0.12 |
| Norwood Finl Corp COM USD0.10 | Long | Equity-common | US | $84K | 3K | 0.01 |
| Novagold Resources, Inc. COM NPV | Long | Equity-common | CA | $373K | 108K | 0.03 |
| Novanta Inc COM NPV | Long | Equity-common | CA | $3M | 16K | 0.23 |
| Novavax Inc COM USD0.01(POST REV SPLIT) | Long | Equity-common | US | $636K | 50K | 0.06 |
| Nu Skin Enterprises Inc. CLASS'A'COM USD0.001 | Long | Equity-common | US | $234K | 22K | 0.02 |
| Nurix Therapeutics Inc. COM | Long | Equity-common | US | $444K | 21K | 0.04 |
| NuScale Power Corp. CL A COM | Long | Equity-common | US | $301K | 26K | 0.03 |
| Nuvalent Inc COM | Long | Equity-common | US | $896K | 12K | 0.08 |
| Nuvation Bio Inc COM CL A | Long | Equity-common | US | $191K | 65K | 0.02 |
| Nuvectis Pharma Inc COM | Long | Equity-common | US | $25K | 4K | 0.00 |
| NV5 Global Inc. COM USD0.01 | Long | Equity-common | US | $577K | 6K | 0.05 |
| NVE Corp. COM USD0.001 | Long | Equity-common | US | $159K | 2K | 0.01 |
| O-I Glass Inc COM | Long | Equity-common | US | $769K | 69K | 0.07 |
| OAK Valley Bancorp COM NPV | Long | Equity-common | US | $76K | 3K | 0.01 |
| Ocean Biomedical Inc COM | Long | Equity-common | US | $3K | 2K | 0.00 |
| Oceaneering International, Inc. COM USD0.25 | Long | Equity-common | US | $1M | 45K | 0.09 |
| OceanFirst Financial Corp. COM USD0.01 | Long | Equity-common | US | $409K | 26K | 0.04 |
| Ocular Therapeutix Inc COM USD0.0001 | Long | Equity-common | US | $352K | 51K | 0.03 |
| Office Properties Income Trust COM USD0.01 SHS OF BEN INT | Long | Equity-common | US | $44K | 22K | 0.00 |
| OFG Bancorp COM USD1 | Long | Equity-common | PR | $770K | 21K | 0.07 |
| Oil States International, Inc. COM USD0.01 | Long | Equity-common | US | $126K | 28K | 0.01 |
| Oil-Dri Corporation Of America COM USD0.10 | Long | Equity-common | US | $136K | 2K | 0.01 |
| Old National Bancorp COM NPV | Long | Equity-common | US | $2M | 140K | 0.21 |
| Old Second Bancorp Inc. COM USD1 | Long | Equity-common | US | $286K | 19K | 0.02 |
| Olema Pharmaceuticals Inc. COM | Long | Equity-common | US | $131K | 12K | 0.01 |
| Olo Inc. CL A | Long | Equity-common | US | $202K | 46K | 0.02 |
| Olympic Steel Inc. COM NPV | Long | Equity-common | US | $193K | 4K | 0.02 |
| Omega Flex Inc COM USD0.01 | Long | Equity-common | US | $77K | 2K | 0.01 |
| Omega Therapeutics Inc COMMON STOCK | Long | Equity-common | US | $18K | 9K | 0.00 |
| Omeros Corp COM USD0.01 | Long | Equity-common | US | $114K | 28K | 0.01 |
| OmniAb Inc. COM | Long | Equity-common | US | $150K | 40K | 0.01 |
| OmniAb Inc. USD0.0001 A (USD12.5 VESTING) | Long | Equity-common | US | $0 | 3K | – |
| OmniAb Inc. USD0.0001 A (USD15 VESTING) | Long | Equity-common | US | $0 | 3K | – |
| Omnicell Inc COM USD0.001 | Long | Equity-common | US | $543K | 20K | 0.05 |
| ON24 Inc COM | Long | Equity-common | US | $79K | 13K | 0.01 |
| ONE Gas, Inc. COM USD0.01 | Long | Equity-common | US | $2M | 25K | 0.14 |
| One Liberty Properties Inc. COM STK USD1 | Long | Equity-common | US | $169K | 7K | 0.01 |
| Onespan Inc COM USD0.001 | Long | Equity-common | US | $227K | 18K | 0.02 |
| OneSpaWorld Holdings Ltd. COM USD0.0001 | Long | Equity-common | BS | $570K | 37K | 0.05 |
| Onewater Marine Inc. CL A COM | Long | Equity-common | US | $146K | 5K | 0.01 |
| Onity Group Inc COM NEW | Long | Equity-common | US | $69K | 3K | 0.01 |
| Onto Innovation Inc. COM | Long | Equity-common | US | $5M | 22K | 0.42 |
| Ooma Inc COM USD0.0001 | Long | Equity-common | US | $108K | 11K | 0.01 |
| Open Lending Corporation COM | Long | Equity-common | US | $246K | 44K | 0.02 |
| Opendoor Technologies Inc. COM | Long | Equity-common | US | $462K | 251K | 0.04 |
| OPENLANE Inc COM USD0.01 | Long | Equity-common | US | $788K | 47K | 0.07 |
| OPKO Health, Inc. COM USD0.01 | Long | Equity-common | US | $226K | 180K | 0.02 |
| OppFi Inc COM CL A | Long | Equity-common | US | $19K | 5K | 0.00 |
| OptimizeRx Corp. COM USD0.001(POST REV SPLT) | Long | Equity-common | US | $72K | 7K | 0.01 |
| Optinose Inc COM USD0.001 | Long | Equity-common | US | $35K | 34K | 0.00 |
| Option Care Health Inc COM NEW | Long | Equity-common | US | $2M | 75K | 0.18 |
| Orange County Bancorp Inc. COM | Long | Equity-common | US | $120K | 2K | 0.01 |
| OraSure Technologies Inc. COM USD0.000001 | Long | Equity-common | US | $136K | 32K | 0.01 |
| Orchestra BioMed Holdings Inc COM | Long | Equity-common | US | $57K | 7K | 0.00 |
| Orchid Island Capital Inc. COM NEW | Long | Equity-common | US | $191K | 23K | 0.02 |
| Organogenesis Holdings Inc. COM USD0.0001 CL A | Long | Equity-common | US | $88K | 32K | 0.01 |
| ORIC Pharmaceuticals Inc. COM | Long | Equity-common | US | $122K | 17K | 0.01 |
| Origin Bancorp Inc COM USD5 | Long | Equity-common | US | $405K | 13K | 0.04 |
| Origin Materials Inc COM | Long | Equity-common | US | $50K | 55K | 0.00 |
| Orion Office Reit Inc COM | Long | Equity-common | US | $90K | 25K | 0.01 |
| Orion S.A. COM NPV | Long | Equity-common | LU | $541K | 25K | 0.05 |
| Ormat Technologies Inc. COM STK USD0.001 | Long | Equity-common | US | $2M | 24K | 0.15 |
| Orrstown Financial Services Inc. COM NPV | Long | Equity-common | US | $119K | 4K | 0.01 |
| Orthofix Medical Inc COM USD0.10 | Long | Equity-common | US | $209K | 16K | 0.02 |
| Orthopediatrics Corp. COM USD0.00025 | Long | Equity-common | US | $204K | 7K | 0.02 |
| Oscar Health Inc CL A | Long | Equity-common | US | $1M | 72K | 0.10 |
| OSI Systems Inc COM NPV | Long | Equity-common | US | $986K | 7K | 0.09 |
| Otter Tail Corporation COM USD5 | Long | Equity-common | US | $2M | 18K | 0.14 |
| Outbrain Inc COM | Long | Equity-common | US | $95K | 19K | 0.01 |
| Outfront Media Inc COM NPV | Long | Equity-common | US | $938K | 66K | 0.08 |
| Outlook Therapeutics Inc. COM | Long | Equity-common | US | $28K | 4K | 0.00 |
| Outset Medical Inc COM | Long | Equity-common | US | $92K | 24K | 0.01 |
| Overseas Shipholding Group, Inc. COM USD0.01 CL A | Long | Equity-common | US | $213K | 25K | 0.02 |
| Ovid Therapeutics Inc COM USD0.001 | Long | Equity-common | US | $21K | 28K | 0.00 |
| Owens & Minor Inc COM USD2 | Long | Equity-common | US | $446K | 33K | 0.04 |
| Oxford Industries, Inc. COM USD1 | Long | Equity-common | US | $666K | 7K | 0.06 |
| P10 Inc COM CL A | Long | Equity-common | US | $169K | 20K | 0.01 |
| P3 Health Partners Inc COM CL A | Long | Equity-common | US | $5K | 11K | 0.00 |
| Pacific Biosciences Of California Inc. COM USD0.0001 | Long | Equity-common | US | $151K | 110K | 0.01 |
| Pacific Premier Bancorp Inc COM USD0.01 | Long | Equity-common | US | $968K | 42K | 0.08 |
| Pacira Biosciences Inc COM USD0.001 | Long | Equity-common | US | $581K | 20K | 0.05 |
| Pactiv Evergreen Inc COM | Long | Equity-common | US | $202K | 18K | 0.02 |
| Pagerduty Inc COM USD0.000005 | Long | Equity-common | US | $909K | 40K | 0.08 |
| Pagseguro Digital Ltd COM USD0.000025 CLASS A | Long | Equity-common | KY | $1M | 88K | 0.09 |
| Palomar Holdings Inc COM USD0.0001 | Long | Equity-common | US | $880K | 11K | 0.08 |
| PAM Transportation Services Inc. COM USD0.01 | Long | Equity-common | US | $53K | 3K | 0.00 |
| Pangaea Logistics Solutions Ltd SHS | Long | Equity-common | BM | $122K | 16K | 0.01 |
| Papa John's International Inc. COM USD0.01 | Long | Equity-common | US | $688K | 15K | 0.06 |
| Par Pacific Holdings, Inc. COM USD0.01 | Long | Equity-common | US | $622K | 25K | 0.05 |
| PAR Technology Corp. COM USD0.02 | Long | Equity-common | US | $563K | 12K | 0.05 |
| Paragon 28 Inc. COM | Long | Equity-common | US | $134K | 20K | 0.01 |
| Paramount Group Inc. COM USD0.01 | Long | Equity-common | US | $375K | 81K | 0.03 |
| Park Aerospace Corporation COM USD0.10 | Long | Equity-common | US | $108K | 8K | 0.01 |
| Park National Corp COM NPV | Long | Equity-common | US | $907K | 6K | 0.08 |
| Park Ohio Holdings Corp. COM USD1 | Long | Equity-common | US | $95K | 4K | 0.01 |
| Parke Bancorp Inc. COM STK USD0.10 | Long | Equity-common | US | $82K | 5K | 0.01 |
| Parsons Corporation COM USD1.00 | Long | Equity-common | US | $2M | 18K | 0.13 |
| Pathward Financial Inc COM USD0.01 | Long | Equity-common | US | $655K | 12K | 0.06 |
| Patria Investments Limited COM USD0.0001 CL A | Long | Equity-common | KY | $296K | 25K | 0.03 |
| Patrick Inds Inc COM NPV | Long | Equity-common | US | $1M | 9K | 0.09 |
| Patterson Companies Inc. COM USD0.01 | Long | Equity-common | US | $896K | 37K | 0.08 |
| Patterson-UTI Energy Inc. COM USD0.01 | Long | Equity-common | US | $2M | 157K | 0.14 |
| Payoneer Global Inc. COM | Long | Equity-common | US | $652K | 118K | 0.06 |
| Paysafe Limited COM USD0.001(POST REV SPLT) | Long | Equity-common | BM | $256K | 15K | 0.02 |
| Paysign Inc COM USD0.001 | Long | Equity-common | US | $69K | 16K | 0.01 |
| PBF Energy Inc COM USD0.001 | Long | Equity-common | US | $2M | 49K | 0.20 |
| PC Connection Inc. COM USD0.01 | Long | Equity-common | US | $329K | 5K | 0.03 |
| PCB Bancorp COM NPV | Long | Equity-common | US | $81K | 5K | 0.01 |
| PDF Solutions Inc COM USD0.00015 | Long | Equity-common | US | $496K | 14K | 0.04 |
| PDS Biotechnology Corp. COM | Long | Equity-common | US | $39K | 13K | 0.00 |
| Peabody Energy Corp. COM USD0.01 | Long | Equity-common | US | $1M | 50K | 0.10 |
| Peakstone Realty Trust COMMON SHARES | Long | Equity-common | US | $170K | 16K | 0.01 |
| Peapack-Gladstone Financial Corp. COM NPV | Long | Equity-common | US | $171K | 8K | 0.01 |
| Pebblebrook Hotel Trust COM USD0.01 SBI | Long | Equity-common | US | $728K | 53K | 0.06 |
| Pediatrix Medical Group Inc COM USD0.01 | Long | Equity-common | US | $281K | 37K | 0.02 |
| Pennant Group Inc COM USD0.001 | Long | Equity-common | US | $292K | 13K | 0.03 |
| Penns Woods Bancor COM USD5.55 | Long | Equity-common | US | $68K | 3K | 0.01 |
| Pennymac Financial Services Inc COM USD0.0001 | Long | Equity-common | US | $1M | 11K | 0.09 |
| PennyMac Mortgage Investment Trust COM USD0.01 | Long | Equity-common | US | $532K | 39K | 0.05 |
| Peoples Bancorp Inc. COM NPV | Long | Equity-common | US | $465K | 16K | 0.04 |
| Peoples Financial Services Corp. COM USD2 | Long | Equity-common | US | $140K | 3K | 0.01 |
| PepGen Inc COM | Long | Equity-common | US | $76K | 5K | 0.01 |
| Perdoceo Education Corp. COM | Long | Equity-common | US | $622K | 29K | 0.05 |
| Perella Weinberg Partners CLASS A COM | Long | Equity-common | US | $297K | 18K | 0.03 |
| Perficient Inc COM USD0.001 | Long | Equity-common | US | $1M | 15K | 0.10 |
| Performant Financial Corp. COM | Long | Equity-common | US | $88K | 30K | 0.01 |
| Perimeter Solutions SA COMMON STOCK | Long | Equity-common | LU | $525K | 67K | 0.05 |
| Permian Resources Corp CLASS A COM | Long | Equity-common | US | $4M | 226K | 0.32 |
| Perpetua Resources Corp COM | Long | Equity-common | CA | $93K | 18K | 0.01 |
| PetIQ Inc. COM USD0.001 CL A | Long | Equity-common | US | $268K | 12K | 0.02 |
| PetMed Express Inc. COM USD0.001 | Long | Equity-common | US | $39K | 10K | 0.00 |
| Phathom Pharmaceuticals Inc COM | Long | Equity-common | US | $148K | 14K | 0.01 |
| Phibro Animal Health Corporation COM USD0.0001 CL'A' | Long | Equity-common | US | $157K | 9K | 0.01 |
| Phillips Edison & Co Inc COMMON STOCK | Long | Equity-common | US | $2M | 54K | 0.15 |
| Photronics Inc. COM USD0.01 | Long | Equity-common | US | $670K | 27K | 0.06 |
| Phreesia Inc COM USD0.01 | Long | Equity-common | US | $499K | 24K | 0.04 |
| Piedmont Lithium Inc COM | Long | Equity-common | US | $81K | 8K | 0.01 |
| Piedmont Office Realty Trust, Inc. COM USD0.01 CL A | Long | Equity-common | US | $393K | 54K | 0.03 |
| Pioneer Bancorp Inc. COM USD0.01 | Long | Equity-common | US | $54K | 5K | 0.00 |
| Piper Sandler Companies COM USD0.01 | Long | Equity-common | US | $2M | 8K | 0.15 |
| Pitney Bowes Inc. COM USD1.00 | Long | Equity-common | US | $392K | 77K | 0.03 |
| PJT Partners Inc. COM USD0.01 | Long | Equity-common | US | $1M | 11K | 0.10 |
| Planet Labs Pbc COM CL A | Long | Equity-common | US | $144K | 78K | 0.01 |
| Playags Inc COM USD0.01 | Long | Equity-common | US | $196K | 17K | 0.02 |
| Playstudios Inc. CLASS A COM | Long | Equity-common | US | $80K | 39K | 0.01 |
| Plexus Corp COM USD0.01 | Long | Equity-common | US | $1M | 12K | 0.11 |
| Pliant Therapeutics Inc. COM | Long | Equity-common | US | $269K | 25K | 0.02 |
| Plumas Bancorp COM NPV | Long | Equity-common | US | $87K | 2K | 0.01 |
| Plymouth Industrial REIT Inc. COM USD0.01 | Long | Equity-common | US | $430K | 20K | 0.04 |
| PMV Pharmaceuticals Inc COM | Long | Equity-common | US | $30K | 18K | 0.00 |
| PNM RESOURCES FRACTIONAL | Long | Equity-common | US | $0 | 50K | – |
| PNM Resources Inc. COM NPV | Long | Equity-common | US | $1M | 38K | 0.12 |
| Ponce Financial Group Inc COMMON STOCK | Long | Equity-common | US | $84K | 9K | 0.01 |
| Portillos Inc. COM CL A | Long | Equity-common | US | $194K | 20K | 0.02 |
| Portland General Electric Company COM STK NPV | Long | Equity-common | US | $2M | 45K | 0.17 |
| Poseida Therapeutics Inc COM | Long | Equity-common | US | $88K | 30K | 0.01 |
| Postal Realty Trust Inc COM USD0.01 CL A | Long | Equity-common | US | $124K | 9K | 0.01 |
| Potbelly Corporation COM USD0.01 | Long | Equity-common | US | $91K | 11K | 0.01 |
| Potlatchdeltic Corp. COM USD1 | Long | Equity-common | US | $1M | 35K | 0.12 |
| Powell Industries Inc. COM USD0.01 | Long | Equity-common | US | $591K | 4K | 0.05 |
| Power Integrations Inc. COM USD0.001 | Long | Equity-common | US | $2M | 25K | 0.15 |
| PowerSchool Holdings Inc COM CL A | Long | Equity-common | US | $563K | 25K | 0.05 |
| PRA Group Inc. COM USD0.01 | Long | Equity-common | US | $340K | 17K | 0.03 |
| Precigen Inc COM | Long | Equity-common | US | $97K | 61K | 0.01 |
| Preferred Bank COM STK NPV | Long | Equity-common | US | $430K | 6K | 0.04 |
| Preformed Line Products Co. COM NPV | Long | Equity-common | US | $133K | 1K | 0.01 |
| Prelude Therapeutics Incorporated COM | Long | Equity-common | US | $26K | 7K | 0.00 |
| Premier Financial Corp. COM | Long | Equity-common | US | $321K | 16K | 0.03 |
| Prestige Consumer Healthcare Inc COM USD0.01 | Long | Equity-common | US | $2M | 22K | 0.13 |
| Presto Automation Inc COM | Long | Equity-common | US | $2K | 31K | 0.00 |
| Pricesmart Inc COM USD0.0001 | Long | Equity-common | US | $919K | 11K | 0.08 |
| Prime Medicine Inc COM | Long | Equity-common | US | $92K | 18K | 0.01 |
| Primeenergy Resources Corporation COM USD0.10 | Long | Equity-common | US | $35K | 325 | 0.00 |
| Primis Financial Corp. COM | Long | Equity-common | US | $91K | 9K | 0.01 |
| Primo Water Corporation COM | Long | Equity-common | CA | $2M | 70K | 0.13 |
| Primoris Services Corp. COM STK USD0.0001 | Long | Equity-common | US | $1M | 24K | 0.10 |
| Princeton Bancorp Inc COM | Long | Equity-common | US | $73K | 2K | 0.01 |
| Priority Technology Holdings Inc. COM USD0.001 | Long | Equity-common | US | $44K | 8K | 0.00 |
| Privia Health Group Inc. COM | Long | Equity-common | US | $868K | 50K | 0.08 |
| Proassurance Corp COM USD0.01 | Long | Equity-common | US | $275K | 23K | 0.02 |
| Procept Biorobotics Corp. COM | Long | Equity-common | US | $1M | 18K | 0.10 |
| ProFrac Holding Corp. CLASS A COM | Long | Equity-common | US | $87K | 12K | 0.01 |
| PROG Holdings Inc. COM NPV | Long | Equity-common | US | $684K | 20K | 0.06 |
| Progress Software Corp. COM USD0.01 | Long | Equity-common | US | $1M | 20K | 0.09 |
| Progyny Inc COM | Long | Equity-common | US | $1M | 35K | 0.09 |
| ProKidney Corp ORD USD0.0001 CL A | Long | Equity-common | KY | $45K | 18K | 0.00 |
| ProPetro Holding Corp. COM USD0.001 | Long | Equity-common | US | $360K | 41K | 0.03 |
| PROS Holdings Inc. COM STK USD0.001 | Long | Equity-common | US | $570K | 20K | 0.05 |
| Protagonist Therapeutics Inc COM USD0.00001 | Long | Equity-common | US | $880K | 25K | 0.08 |
| Protalix BioTherapeutics, Inc. COM | Long | Equity-common | US | $38K | 33K | 0.00 |
| Prothena Corporation PLC USD0.01 | Long | Equity-common | IE | $389K | 19K | 0.03 |
| Proto Labs Inc COM USD0.001 | Long | Equity-common | US | $351K | 11K | 0.03 |
| Provident Financial Services Inc. COM USD0.01 | Long | Equity-common | US | $794K | 55K | 0.07 |
| PTC Therapeutics, Inc. COM USD0.001 | Long | Equity-common | US | $978K | 32K | 0.09 |
| PubMatic Inc. COM CL A | Long | Equity-common | US | $376K | 19K | 0.03 |
| Pulmonx Corporation COM | Long | Equity-common | US | $104K | 16K | 0.01 |
| Pulse Biosciences Inc. COM USD0.001 | Long | Equity-common | US | $86K | 8K | 0.01 |
| Purecycle Corp. COM USD0.0033 | Long | Equity-common | US | $92K | 10K | 0.01 |
| PureCycle Technologies Inc. COM | Long | Equity-common | US | $305K | 52K | 0.03 |
| Purple Innovation, Inc. COM USD0.0001 | Long | Equity-common | US | $29K | 28K | 0.00 |
| Q2 Holdings Inc COM USD0.0001 | Long | Equity-common | US | $2M | 25K | 0.13 |
| QCR Holdings Inc. COM USD1 | Long | Equity-common | US | $444K | 7K | 0.04 |
| Quad/Graphics Inc. COM USD0.025 CLASS 'A' | Long | Equity-common | US | $79K | 14K | 0.01 |
| Quaker Houghton COM USD1 | Long | Equity-common | US | $1M | 6K | 0.09 |
| Qualys Inc COM USD0.001 | Long | Equity-common | US | $2M | 17K | 0.21 |
| Quanex Building Products Corp. COM STK USD0.01 | Long | Equity-common | US | $407K | 15K | 0.04 |
| Quanterix Corporation COM USD0.001 | Long | Equity-common | US | $209K | 16K | 0.02 |
| Quantum Si Inc. COM CL A | Long | Equity-common | US | $48K | 46K | 0.00 |
| QuinStreet Inc. COM USD0.001 | Long | Equity-common | US | $390K | 23K | 0.03 |
| Quipt Home Medical Corp COM | Long | Equity-common | CA | $60K | 19K | 0.01 |
| Qurate Retail Inc COM SER B | Long | Equity-common | US | $9K | 2K | 0.00 |
| Rackspace Technology Inc COM | Long | Equity-common | US | $94K | 32K | 0.01 |
| Radian Group Inc. COM USD0.001 | Long | Equity-common | US | $2M | 68K | 0.18 |
| Radiant Logistics Inc. COM USD0.001 | Long | Equity-common | US | $92K | 16K | 0.01 |
| Radius Recycling, Inc. COM CLASS'A' USD1 | Long | Equity-common | US | $180K | 12K | 0.02 |
| Radnet Inc COM STK USD0.01 | Long | Equity-common | US | $2M | 27K | 0.14 |
| Rallybio Corp. COM | Long | Equity-common | US | $20K | 15K | 0.00 |
| Ramaco Resources Inc. COM CL A | Long | Equity-common | US | $120K | 10K | 0.01 |
| Ramaco Resources Inc. COM CL B | Long | Equity-common | US | $27K | 2K | 0.00 |
| Rambus Inc. COM USD0.001 | Long | Equity-common | US | $3M | 48K | 0.24 |
| Ranger Energy Services Inc COM USD0.01 CL A | Long | Equity-common | US | $68K | 6K | 0.01 |
| Ranpak Holdings Corp. COM USD0.0001 CLASS A | Long | Equity-common | US | $126K | 20K | 0.01 |
| Rapid7 Inc. COM USD0.01 | Long | Equity-common | US | $1M | 27K | 0.10 |
| RAPT Therapeutics Inc. COM | Long | Equity-common | US | $40K | 13K | 0.00 |
| Rayonier Advanced Materials Inc COM USD0.01 | Long | Equity-common | US | $154K | 28K | 0.01 |
| RBB Bancorp. COM NPV | Long | Equity-common | US | $140K | 7K | 0.01 |
| RCI Hospitality Holdings Inc. COM USD0.01 | Long | Equity-common | US | $169K | 4K | 0.01 |
| RE/MAX Holdings Inc. COM USD0.0001 CL 'A' | Long | Equity-common | US | $64K | 8K | 0.01 |
| Ready Capital Corp. COM USD0.0001 | Long | Equity-common | US | $584K | 71K | 0.05 |
| Recursion Pharmaceuticals Inc CL A | Long | Equity-common | US | $464K | 62K | 0.04 |
| Red River Bancshares Inc. COM NPV | Long | Equity-common | US | $103K | 2K | 0.01 |
| Red Robin Gourmet Burgers Inc. COM USD0.001 | Long | Equity-common | US | $52K | 7K | 0.00 |
| Red Rock Resorts Inc COM USD0.01 CL A | Long | Equity-common | US | $1M | 21K | 0.10 |
| Red Violet Inc COM USD0.001 | Long | Equity-common | US | $131K | 5K | 0.01 |
| Redfin Corporation COM USD0.001 | Long | Equity-common | US | $295K | 49K | 0.03 |
| Redwire Corporation COM | Long | Equity-common | US | $28K | 4K | 0.00 |
| Redwood Trust Inc COM STK USD0.01 | Long | Equity-common | US | $378K | 58K | 0.03 |
| Regenxbio Inc. COM USD0.0001 | Long | Equity-common | US | $210K | 18K | 0.02 |
| Regional Management Corp. COM USD0.10 | Long | Equity-common | US | $104K | 4K | 0.01 |
| Relay Therapeutics Inc COM | Long | Equity-common | US | $274K | 42K | 0.02 |
| Remitly Global Inc. COM | Long | Equity-common | US | $733K | 60K | 0.06 |
| Renasant Corp. COM USD5 | Long | Equity-common | US | $751K | 25K | 0.07 |
| Reneo Pharmaceuticals Inc COM | Long | Equity-common | US | $10K | 7K | 0.00 |
| Rent the Runway Inc. CL A NEW | Long | Equity-common | US | $24K | 1K | 0.00 |
| Repay Holdings Corporation COM USD0.0001 CL A | Long | Equity-common | US | $383K | 36K | 0.03 |
| Replimune Group Inc COM USD0.001 | Long | Equity-common | US | $197K | 22K | 0.02 |
| Republic Bancorp Inc. (Kentucky) CLASS 'A' COM NPV | Long | Equity-common | US | $200K | 4K | 0.02 |
| Reservoir Media Inc. COM | Long | Equity-common | US | $75K | 9K | 0.01 |
| Resideo Technologies Inc COM USD0.001 | Long | Equity-common | US | $1M | 65K | 0.11 |
| Resources Connection Inc. COM USD0.01 | Long | Equity-common | US | $161K | 15K | 0.01 |
| Retail Opportunity Investments Corp COM STK USD0.0001 | Long | Equity-common | US | $680K | 55K | 0.06 |
| Rev Group Inc COM USD0.001 | Long | Equity-common | US | $351K | 14K | 0.03 |
| Revance Therapeutics Inc COM USD0.001 | Long | Equity-common | US | $100K | 39K | 0.01 |
| Revolution Medicines Inc COM | Long | Equity-common | US | $2M | 62K | 0.21 |
| Revolve Group Inc COM USD0.001 CL A | Long | Equity-common | US | $278K | 17K | 0.02 |
| Rex American Resources Corp COM USD0.01 | Long | Equity-common | US | $314K | 7K | 0.03 |
| RGC Resources Inc COM USD5 | Long | Equity-common | US | $74K | 4K | 0.01 |
| Rhythm Pharmaceuticals Inc COM USD0.001 | Long | Equity-common | US | $974K | 24K | 0.08 |
| Ribbon Communications Inc. COM USD0.0001 | Long | Equity-common | US | $133K | 40K | 0.01 |
| Richardson Electronics, Ltd. COM USD0.05 | Long | Equity-common | US | $60K | 5K | 0.01 |
| Rigel Pharmaceuticals Inc. COM | Long | Equity-common | US | $65K | 8K | 0.01 |
| Riley Exploration Permian Inc. COM | Long | Equity-common | US | $107K | 4K | 0.01 |
| Rimini Street Inc. COM USD0.001 | Long | Equity-common | US | $62K | 20K | 0.01 |
| Ring Energy Inc COM STK USD0.001 | Long | Equity-common | US | $93K | 55K | 0.01 |
| Riot Platforms Inc COM | Long | Equity-common | US | $803K | 88K | 0.07 |
| RLJ Lodging Trust LP COM USD0.01 | Long | Equity-common | US | $659K | 68K | 0.06 |
| Rocket Lab USA Inc. COM | Long | Equity-common | US | $604K | 126K | 0.05 |
| Rocket Pharmaceuticals Inc COM USD0.01 | Long | Equity-common | US | $600K | 28K | 0.05 |
| Rocky Brands Inc. COM NPV | Long | Equity-common | US | $114K | 3K | 0.01 |
| Rogers Corp CAP USD1 | Long | Equity-common | US | $928K | 8K | 0.08 |
| RPC Inc COM USD0.10 | Long | Equity-common | US | $234K | 37K | 0.02 |
| RTS. PULSE BIOSCIENCES | Long | RIGHT | US | $0 | 8K | – |
| Rush Enterprises Inc. COM CLASS'A'USD0.01 | Long | Equity-common | US | $1M | 27K | 0.10 |
| Rush Enterprises Inc. COM CLASS'B'USD0.01 | Long | Equity-common | US | $155K | 4K | 0.01 |
| Rush Street Interactive Inc COM | Long | Equity-common | US | $276K | 29K | 0.02 |
| RXO Inc. COMMON STOCK | Long | Equity-common | US | $1M | 52K | 0.12 |
| RxSight Inc. COM | Long | Equity-common | US | $760K | 13K | 0.07 |
| Ryerson Holding Corporation COM USD0.01 | Long | Equity-common | US | $240K | 12K | 0.02 |
| Ryman Hospitality Properties Inc COM USD0.01 | Long | Equity-common | US | $3M | 26K | 0.23 |
| S&T Bancorp Inc COM USD2.50 | Long | Equity-common | US | $568K | 17K | 0.05 |
| Sabra Health Care REIT, Inc. COM USD0.01 | Long | Equity-common | US | $2M | 103K | 0.14 |
| Sabre Corporation COM USD0.01 | Long | Equity-common | US | $392K | 147K | 0.03 |
| Safe Bulkers Inc. COM USD0.001 | Long | Equity-common | MH | $174K | 30K | 0.02 |
| Safehold Inc. COM | Long | Equity-common | US | $420K | 22K | 0.04 |
| Safety Insurance Group Inc. COM USD0.01 | Long | Equity-common | US | $479K | 6K | 0.04 |
| Sage Therapeutics Inc COM USD0.0001 | Long | Equity-common | US | $255K | 24K | 0.02 |
| Sagimet Biosciences Inc. COM SER A | Long | Equity-common | US | $31K | 9K | 0.00 |
| Sally Beauty Holdings Inc. COM STK USD0.01 | Long | Equity-common | US | $512K | 48K | 0.04 |
| Sana Biotechnology Inc COM | Long | Equity-common | US | $231K | 42K | 0.02 |
| Sanara MedTech Inc. COM | Long | Equity-common | US | $50K | 2K | 0.00 |
| Sandridge Energy, Inc. COM USD0.001 | Long | Equity-common | US | $185K | 14K | 0.02 |
| Sandy Spring Bancorp Inc. COM USD1 | Long | Equity-common | US | $467K | 19K | 0.04 |
| Sanfilippo(John B) COM USD0.01 | Long | Equity-common | US | $389K | 4K | 0.03 |
| Sangamo Therapeutics Inc COM USD0.01 | Long | Equity-common | US | $20K | 55K | 0.00 |
| Sanmina Corp COM USD0.01 | Long | Equity-common | US | $2M | 25K | 0.14 |
| Sapiens International Corporation N.V. COM EUR0.01 | Long | Equity-common | KY | $463K | 14K | 0.04 |
| Saul Centers, Inc. COM USD0.01 | Long | Equity-common | US | $192K | 5K | 0.02 |
| Savara Inc COM USD0.001 | Long | Equity-common | US | $156K | 39K | 0.01 |
| Savers Value Village Inc. COM | Long | Equity-common | US | $143K | 12K | 0.01 |
| ScanSource Inc. COM NPV | Long | Equity-common | US | $488K | 11K | 0.04 |
| Scholar Rock Holding Corp. COM USD0.001 | Long | Equity-common | US | $214K | 26K | 0.02 |
| Scholastic Corporation COM USD0.01 | Long | Equity-common | US | $407K | 11K | 0.04 |
| Schrodinger Inc. COM | Long | Equity-common | US | $468K | 24K | 0.04 |
| Scilex Holding Co COM | Long | Equity-common | US | $64K | 33K | 0.01 |
| Scorpio Tankers Inc COM USD0.01(POST REV SPLIT) | Long | Equity-common | MH | $2M | 21K | 0.15 |
| Scpharmaceuticals Inc COM USD0.0001 | Long | Equity-common | US | $58K | 13K | 0.01 |
| Seacoast Banking Corporation Of Florida COM USD0.10 | Long | Equity-common | US | $885K | 37K | 0.08 |
| Seacor Marine Holdings Incorporation COM USD0.01 | Long | Equity-common | US | $137K | 10K | 0.01 |
| Seadrill Ltd. COM USD0.01 | Long | Equity-common | BM | $1M | 21K | 0.09 |
| Security Nat Finl CL A NEW | Long | Equity-common | US | $49K | 6K | 0.00 |
| Seer Inc COM CL A | Long | Equity-common | US | $44K | 26K | 0.00 |
| Select Medical Holdings Corporation COM USD0.001 | Long | Equity-common | US | $2M | 46K | 0.14 |
| Select Water Solutions Inc COM USD0.01 CL A | Long | Equity-common | US | $382K | 36K | 0.03 |
| Selective Insurance Group Inc. COM USD2 | Long | Equity-common | US | $3M | 27K | 0.22 |
| SelectQuote Inc COM | Long | Equity-common | US | $173K | 63K | 0.02 |
| Semler Scientific Inc COM USD0.001 | Long | Equity-common | US | $76K | 2K | 0.01 |
| SEMrush Holdings Inc. CL A COM | Long | Equity-common | US | $190K | 14K | 0.02 |
| Semtech Corporation COM STK USD0.01 | Long | Equity-common | US | $849K | 28K | 0.07 |
| Seneca Foods 'A'COM USD0.25 | Long | Equity-common | US | $120K | 2K | 0.01 |
| Sensient Technologies Corp COM USD0.10 | Long | Equity-common | US | $1M | 19K | 0.12 |
| Seres Therapeutics Inc COM USD0.001 | Long | Equity-common | US | $34K | 47K | 0.00 |
| Service Properties Trust COM USD0.01 SH BEN INT | Long | Equity-common | US | $379K | 74K | 0.03 |
| ServisFirst Bancshares, Inc. COM USD0.001 | Long | Equity-common | US | $1M | 23K | 0.12 |
| Ses Ai Corporation CL A COM | Long | Equity-common | US | $72K | 58K | 0.01 |
| SFL Corporation Ltd SHS | Long | Equity-common | BM | $712K | 51K | 0.06 |
| Shake Shack Inc COM USD0.01 'A' | Long | Equity-common | US | $2M | 17K | 0.13 |
| Sharecare Inc COM CL A | Long | Equity-common | US | $186K | 138K | 0.02 |
| Shenandoah Telecommunications Co. COM STK NPV | Long | Equity-common | US | $354K | 22K | 0.03 |
| Shoals Technologies Group Inc CL A | Long | Equity-common | US | $476K | 76K | 0.04 |
| Shoe Carnival Inc COM USD0.01 | Long | Equity-common | US | $292K | 8K | 0.03 |
| Shore Bancshares COM USD0.01 | Long | Equity-common | US | $154K | 13K | 0.01 |
| Shutterstock Inc COM USD0.01 | Long | Equity-common | US | $420K | 11K | 0.04 |
| Shyft Group Inc. COM | Long | Equity-common | US | $179K | 15K | 0.02 |
| SI-BONE Inc. COM USD0.0001 | Long | Equity-common | US | $229K | 18K | 0.02 |
| Sierra Bancorp COM NPV | Long | Equity-common | US | $138K | 6K | 0.01 |
| SIGA Technologies Inc. COM USD0.0001 | Long | Equity-common | US | $152K | 20K | 0.01 |
| Sight Sciences Inc COM | Long | Equity-common | US | $65K | 10K | 0.01 |
| Signet Jewelers Limited COM STK USD0.18 | Long | Equity-common | BM | $2M | 19K | 0.15 |
| Silicon Laboratories, Inc. COM USD0.0001 | Long | Equity-common | US | $2M | 14K | 0.14 |
| Silk Road Medical Inc COM USD0.001 | Long | Equity-common | US | $455K | 17K | 0.04 |
| Silverbow Resources Inc. COM USD0.01 | Long | Equity-common | US | $392K | 10K | 0.03 |
| Silvercrest Asset Mgmt Group Inc COM USD0.01 CL'A' | Long | Equity-common | US | $70K | 4K | 0.01 |
| Simmons First National Corp CLASS'A'COM USD1 | Long | Equity-common | US | $972K | 55K | 0.08 |
| Simply Good Foods Company COM USD0.01 | Long | Equity-common | US | $1M | 40K | 0.13 |
| Simpson Manufacturing Co Inc. COM USD0.01 | Long | Equity-common | US | $3M | 19K | 0.28 |
| Simulations Plus Inc. COM USD0.001 | Long | Equity-common | US | $339K | 7K | 0.03 |
| Sinclair Inc. CL A | Long | Equity-common | US | $198K | 15K | 0.02 |
| SiriusPoint Ltd COM USD0.1 | Long | Equity-common | BM | $388K | 32K | 0.03 |
| Site Centers Corp COM USD0.10 | Long | Equity-common | US | $1M | 85K | 0.11 |
| Sitime Corporation COM | Long | Equity-common | US | $981K | 8K | 0.09 |
| Sitio Royalties Corp CLASS A COM | Long | Equity-common | US | $864K | 37K | 0.08 |
| Six Flags Entertainment Corp. COM USD0.01 | Long | Equity-common | US | $1M | 32K | 0.09 |
| SJW Group COM USD1.042 | Long | Equity-common | US | $768K | 14K | 0.07 |
| Skillsoft Corp CL A | Long | Equity-common | US | $16K | 1K | 0.00 |
| Skyline Champion Corporation COM USD0.0277 | Long | Equity-common | US | $2M | 24K | 0.14 |
| Skyward Specialty Insurance Group Inc COM | Long | Equity-common | US | $480K | 13K | 0.04 |
| Skywater Technology Inc. COM | Long | Equity-common | US | $67K | 9K | 0.01 |
| Skywest Inc COM NPV | Long | Equity-common | US | $1M | 18K | 0.13 |
| SKYX Platforms Corp COM | Long | Equity-common | US | $21K | 22K | 0.00 |
| Sl Green Realty Corp COM | Long | Equity-common | US | $2M | 29K | 0.14 |
| Sleep Number Corporation COM USD0.01 | Long | Equity-common | US | $93K | 10K | 0.01 |
| SM Energy Co. COM USD0.01 | Long | Equity-common | US | $2M | 52K | 0.19 |
| Smart Global Holdings Inc COM USD0.03 | Long | Equity-common | KY | $525K | 23K | 0.05 |
| SmartFinancial Inc. COM USD1 (POST REV SPLIT) | Long | Equity-common | US | $169K | 7K | 0.01 |
| Smartrent Inc COM CL A | Long | Equity-common | US | $199K | 83K | 0.02 |
| Smith & Wesson Brands Inc COM | Long | Equity-common | US | $292K | 20K | 0.03 |
| Solaris Oilfield Infrastructure Inc COM USD0.01 CL A | Long | Equity-common | US | $115K | 13K | 0.01 |
| Solarwinds Corporation COM NEW | Long | Equity-common | US | $278K | 23K | 0.02 |
| Solid Power Inc CLASS A COM | Long | Equity-common | US | $113K | 69K | 0.01 |
| Solo Brands Inc. COM CL A | Long | Equity-common | US | $27K | 12K | 0.00 |
| Sonic Automotive, Inc. COM USD0.01 CL'A' | Long | Equity-common | US | $356K | 7K | 0.03 |
| Sonos Inc COM USD0.001 | Long | Equity-common | US | $812K | 55K | 0.07 |
| SoundHound AI Inc CLASS A COM | Long | Equity-common | US | $242K | 61K | 0.02 |
| SoundThinking Inc COM USD0.005 | Long | Equity-common | US | $57K | 5K | 0.00 |
| South Plains Financial Inc. COM USD1.00 | Long | Equity-common | US | $137K | 5K | 0.01 |
| Southern First Bancshares Inc. COM STK USD0.01 | Long | Equity-common | US | $93K | 3K | 0.01 |
| Southern Missouri Bancorp Inc. COM USD0.01 | Long | Equity-common | US | $191K | 4K | 0.02 |
| Southern States Bancshares, Inc. COM | Long | Equity-common | US | $89K | 3K | 0.01 |
| Southland Holdings Inc. COM | Long | Equity-common | US | $2K | 420 | 0.00 |
| Southside Bancshares Inc. COM USD1.25 | Long | Equity-common | US | $350K | 13K | 0.03 |
| SouthState Corp. COM USD2.5 | Long | Equity-common | US | $3M | 34K | 0.23 |
| Southwest Gas Holdings Inc COM USD1 | Long | Equity-common | US | $2M | 28K | 0.17 |
| Spartannash Co. COM NPV | Long | Equity-common | US | $288K | 15K | 0.03 |
| Sphere Entertainment Co. CL A | Long | Equity-common | US | $415K | 12K | 0.04 |
| Spire Inc COM USD1 | Long | Equity-common | US | $1M | 23K | 0.12 |
| Spirit Airlines Inc. COM USD0.0001 | Long | Equity-common | US | $179K | 49K | 0.02 |
| Spok Hldgs Inc COM USD0.0001 | Long | Equity-common | US | $114K | 8K | 0.01 |
| Sportsman's Warehouse Holdings Inc. COM USD0.01 | Long | Equity-common | US | $41K | 17K | 0.00 |
| Springworks Therapeutics Inc COM USD0.0001 | Long | Equity-common | US | $1M | 30K | 0.10 |
| Sprinklr Inc CL A | Long | Equity-common | US | $454K | 47K | 0.04 |
| Sprout Social Inc. COM CL A | Long | Equity-common | US | $770K | 22K | 0.07 |
| Sprouts Farmers Markets Inc COM USD0.001 | Long | Equity-common | US | $4M | 45K | 0.33 |
| SPS Commerce Inc COM USD0.001 | Long | Equity-common | US | $3M | 16K | 0.27 |
| SPX Technologies, Inc. COM | Long | Equity-common | US | $3M | 20K | 0.24 |
| Squarespace Inc CLASS A | Long | Equity-common | US | $1M | 25K | 0.10 |
| St. Joe Co. COM NPV | Long | Equity-common | US | $838K | 15K | 0.07 |
| Staar Surgical Co COM USD0.01 | Long | Equity-common | US | $1M | 22K | 0.09 |
| Stagwell Inc COM CL A | Long | Equity-common | US | $252K | 37K | 0.02 |
| Standard Motor Products, Inc. COM USD2 | Long | Equity-common | US | $253K | 9K | 0.02 |
| Standex International Corp COM USD1.50 | Long | Equity-common | US | $846K | 5K | 0.07 |
| Star Holdings SHARES OF BENEFICIAL INTEREST | Long | Equity-common | US | $70K | 6K | 0.01 |
| Steelcase Inc COM NPV | Long | Equity-common | US | $534K | 41K | 0.05 |
| Stellar Bancorp Inc COM | Long | Equity-common | US | $491K | 21K | 0.04 |
| Stem Inc COM | Long | Equity-common | US | $72K | 65K | 0.01 |
| Stepan Co COM USD1 | Long | Equity-common | US | $795K | 9K | 0.07 |
| StepStone Group Inc COM CL A | Long | Equity-common | US | $1M | 24K | 0.10 |
| Sterling Bancorp Inc. COM NPV | Long | Equity-common | US | $52K | 10K | 0.00 |
| Sterling Check Corp. COM | Long | Equity-common | US | $202K | 14K | 0.02 |
| Sterling Construction Co Inc. COM USD0.01 | Long | Equity-common | US | $2M | 13K | 0.14 |
| Stewart Information Services Corporation COM USD1 | Long | Equity-common | US | $740K | 12K | 0.06 |
| Stitch Fix Inc COM USD0.00002 CL A | Long | Equity-common | US | $168K | 40K | 0.01 |
| Stock Yards Bancorp Inc. COM NPV | Long | Equity-common | US | $600K | 12K | 0.05 |
| Stoke Therapeutics Inc COM USD0.0001 | Long | Equity-common | US | $161K | 12K | 0.01 |
| Stoneco Ltd COM USD0.000079365 CL A | Long | Equity-common | KY | $2M | 129K | 0.13 |
| Stoneridge Inc. COM NPV | Long | Equity-common | US | $188K | 12K | 0.02 |
| StoneX Group Inc COM | Long | Equity-common | US | $907K | 12K | 0.08 |
| Strategic Education Inc COM USD0.01 | Long | Equity-common | US | $1M | 10K | 0.10 |
| Stratus Properties Inc. COM USD0.01 | Long | Equity-common | US | $64K | 3K | 0.01 |
| Stride Inc COM | Long | Equity-common | US | $1M | 19K | 0.12 |
| Sturm Ruger & Co COM USD1 | Long | Equity-common | US | $324K | 8K | 0.03 |
| Summit Hotel Properties, Inc. COM USD0.01 | Long | Equity-common | US | $279K | 47K | 0.02 |
| Summit Materials Inc CL A COM USD0.01 | Long | Equity-common | US | $2M | 53K | 0.17 |
| Summit Therapeutics Inc. COM | Long | Equity-common | US | $404K | 52K | 0.04 |
| Sun Country Airlines Holdings Inc. COM | Long | Equity-common | US | $238K | 19K | 0.02 |
| SunCoke Energy, Inc. COM USD0.01 | Long | Equity-common | US | $366K | 37K | 0.03 |
| Sunnova Energy International Inc. COM USD0.0001 | Long | Equity-common | US | $263K | 47K | 0.02 |
| Sunopta Inc COM NPV | Long | Equity-common | CA | $223K | 41K | 0.02 |
| Sunpower Corporation COM USD0.001 | Long | Equity-common | US | $118K | 40K | 0.01 |
| Sunstone Hotel Investors Inc. COM USD0.01 | Long | Equity-common | US | $958K | 92K | 0.08 |
| Super Group Sghc Limited ORD SHS | Long | Equity-common | GG | $196K | 61K | 0.02 |
| Super Micro Computer Inc. COM USD0.001 | Long | Equity-common | US | $19M | 23K | 1.61 |
| Supernus Pharmaceuticals, Inc COM USD0.001 | Long | Equity-common | US | $585K | 22K | 0.05 |
| Surgery Partners Inc COM USD0.01 | Long | Equity-common | US | $798K | 34K | 0.07 |
| Surmodics Inc COM USD0.05 | Long | Equity-common | US | $259K | 6K | 0.02 |
| Sutro Biopharma Inc. COM USD0.001 | Long | Equity-common | US | $82K | 28K | 0.01 |
| Sweetgreen Inc COM CL A | Long | Equity-common | US | $1M | 43K | 0.11 |
| SWK Holdings Corp. COM NEW | Long | Equity-common | US | $21K | 1K | 0.00 |
| Sylvamo Corp. COMMON STOCK | Long | Equity-common | US | $1M | 16K | 0.09 |
| Synaptics Incorporated COM USD0.001 | Long | Equity-common | US | $2M | 18K | 0.13 |
| Syndax Pharmaceuticals Inc. COM USD0.0001 | Long | Equity-common | US | $719K | 35K | 0.06 |
| System1 Inc CL A COM | Long | Equity-common | US | $22K | 15K | 0.00 |
| Tactile Systems Technology Inc. COM USD0.001 | Long | Equity-common | US | $125K | 10K | 0.01 |
| Talos Energy Inc COM USD0.01 | Long | Equity-common | US | $753K | 62K | 0.07 |
| Tanger Inc. COM USD0.01 | Long | Equity-common | US | $1M | 47K | 0.11 |
| Tango Therapeutics Inc. COM | Long | Equity-common | US | $172K | 20K | 0.01 |
| Target Hospitality Corp COM USD0.0001 | Long | Equity-common | US | $118K | 13K | 0.01 |
| Tarsus Pharmaceuticals Inc COM | Long | Equity-common | US | $352K | 13K | 0.03 |
| Taylor Morrison Home Corp COM USD0.00001 | Long | Equity-common | US | $3M | 46K | 0.22 |
| Techtarget Inc COM STK USD0.001 | Long | Equity-common | US | $359K | 12K | 0.03 |
| Teekay Corp. COM STK USD0.001 | Long | Equity-common | MH | $241K | 27K | 0.02 |
| Teekay Tankers Ltd CL A | Long | Equity-common | MH | $732K | 11K | 0.06 |
| Tegna Inc COM USD1 | Long | Equity-common | US | $1M | 88K | 0.11 |
| Tejon Ranch Co COM USD0.50 | Long | Equity-common | US | $158K | 9K | 0.01 |
| Tela Bio Inc COM | Long | Equity-common | US | $27K | 6K | 0.00 |
| Telephone and Data Systems Inc. COM USD0.01 | Long | Equity-common | US | $912K | 44K | 0.08 |
| Tellurian Inc USD0.01 | Long | Equity-common | US | $183K | 264K | 0.02 |
| Tenable Holdings Inc COM USD0.01 | Long | Equity-common | US | $2M | 52K | 0.20 |
| Tenaya Therapeutics Inc COM | Long | Equity-common | US | $64K | 21K | 0.01 |
| Tennant Co COM USD0.375 | Long | Equity-common | US | $812K | 8K | 0.07 |
| Terawulf Inc COM | Long | Equity-common | US | $302K | 68K | 0.03 |
| Terex Corporation COM USD0.01 | Long | Equity-common | US | $2M | 30K | 0.14 |
| Terns Pharmaceuticals Inc. COM | Long | Equity-common | US | $131K | 19K | 0.01 |
| Terran Orbital Corporation COM | Long | Equity-common | US | $34K | 41K | 0.00 |
| Terreno Realty Corporation COM USD0.01 | Long | Equity-common | US | $2M | 40K | 0.21 |
| TETRA Technologies Inc. COM USD0.01 | Long | Equity-common | US | $188K | 54K | 0.02 |
| Texas Capital Bancshares, Inc. COM USD0.01 | Long | Equity-common | US | $1M | 21K | 0.11 |
| TG Therapeutics Inc COM USD0.001 | Long | Equity-common | US | $1M | 62K | 0.10 |
| The Aaron's Company Inc COM | Long | Equity-common | US | $137K | 14K | 0.01 |
| The Andersons Inc COM NPV | Long | Equity-common | US | $712K | 14K | 0.06 |
| The Baldwin Insurance Group Inc COM CL A | Long | Equity-common | US | $949K | 27K | 0.08 |
| The Bank of N.T. Butterfield & Son Limited COM BMD0.01(POST REV SPLIT) | Long | Equity-common | BM | $757K | 22K | 0.07 |
| The Beauty Health Company COM CL A | Long | Equity-common | US | $69K | 36K | 0.01 |
| The ChildrenS Place Inc COM USD0.10 | Long | Equity-common | US | $46K | 6K | 0.00 |
| The Duckhorn Portfolio Inc COM | Long | Equity-common | US | $169K | 24K | 0.01 |
| The Greenbrier Companies, Inc. COM USD0.001 | Long | Equity-common | US | $673K | 14K | 0.06 |
| The Hain Celestial Group Inc COM USD0.01 | Long | Equity-common | US | $274K | 40K | 0.02 |
| The Lovesac Company COM USD0.00001 | Long | Equity-common | US | $146K | 6K | 0.01 |
| The Macerich Company COM USD0.01 | Long | Equity-common | US | $1M | 96K | 0.13 |
| The Manitowoc Company, Inc. COM USD0.01 | Long | Equity-common | US | $179K | 15K | 0.02 |
| The ODP Corporation COM | Long | Equity-common | US | $558K | 14K | 0.05 |
| The ONE Group Hospitality Inc. COM | Long | Equity-common | US | $41K | 10K | 0.00 |
| The RMR Group Inc. COM USD0.001 CL A | Long | Equity-common | US | $158K | 7K | 0.01 |
| The Vita Coco Company Inc COM | Long | Equity-common | US | $471K | 17K | 0.04 |
| The York Water Co. COM NPV | Long | Equity-common | US | $234K | 6K | 0.02 |
| Theravance Biopharma Inc COM USD0.00001 WHEN ISSUED | Long | Equity-common | KY | $184K | 22K | 0.02 |
| Thermon Group Holdings Inc COM USD0.001 | Long | Equity-common | US | $457K | 15K | 0.04 |
| Third Coast Bancshares Inc. COM | Long | Equity-common | US | $121K | 6K | 0.01 |
| Third Harmonic Bio Inc COM | Long | Equity-common | US | $110K | 8K | 0.01 |
| Thoughtworks Holding Inc COM | Long | Equity-common | US | $121K | 43K | 0.01 |
| ThredUP Inc. CL A | Long | Equity-common | US | $57K | 33K | 0.00 |
| Thryv Holdings Inc. COM NEW | Long | Equity-common | US | $245K | 14K | 0.02 |
| Tidewater Inc New COM USD0.001 | Long | Equity-common | US | $2M | 21K | 0.17 |
| Tile Shop Hldgs Inc COM USD0.0001 | Long | Equity-common | US | $87K | 13K | 0.01 |
| Tillys Inc COM USD0.001 CL A | Long | Equity-common | US | $62K | 10K | 0.01 |
| Timberland Bancorp inc. COM USD0.01 | Long | Equity-common | US | $94K | 3K | 0.01 |
| Tiptree Inc. COM USD0.001 | Long | Equity-common | US | $182K | 11K | 0.02 |
| Titan International, Inc. COM NPV | Long | Equity-common | US | $168K | 23K | 0.01 |
| Titan Machinery Inc. COM STK USD0.0001 | Long | Equity-common | US | $145K | 9K | 0.01 |
| TOBIRA | Long | Equity-common | US | $0 | 5K | – |
| Tompkins Financial Corp. COM USD0.10 | Long | Equity-common | US | $299K | 6K | 0.03 |
| Topgolf Callaway Brands Corp COM USD0.01 | Long | Equity-common | US | $978K | 64K | 0.09 |
| Torrid Holdings Inc COM | Long | Equity-common | US | $50K | 7K | 0.00 |
| TowneBank (Portsmouth Virginia) COM STK NPV | Long | Equity-common | US | $853K | 31K | 0.07 |
| Townsquare Media Inc. COM USD0.01 CL'A' | Long | Equity-common | US | $53K | 5K | 0.00 |
| TPG RE Finance Trust Inc. COM USD0.001 | Long | Equity-common | US | $265K | 31K | 0.02 |
| TPI Composites Inc. COM USD0.01 | Long | Equity-common | US | $72K | 18K | 0.01 |
| Traeger Inc COMMON STOCK | Long | Equity-common | US | $41K | 17K | 0.00 |
| Transcat Inc. COM USD0.5 | Long | Equity-common | US | $436K | 4K | 0.04 |
| Transcontinental Realty Investors Inc. COM USD0.01 | Long | Equity-common | US | $17K | 600 | 0.00 |
| TransMedics Group Inc. COM NPV | Long | Equity-common | US | $2M | 14K | 0.18 |
| Travere Therapeutics Inc COM | Long | Equity-common | US | $265K | 32K | 0.02 |
| Treace Medical Concepts Inc. COM | Long | Equity-common | US | $134K | 20K | 0.01 |
| Tredegar Corp. COM NPV | Long | Equity-common | US | $57K | 12K | 0.00 |
| TreeHouse Foods, Inc. COM USD0.01 | Long | Equity-common | US | $828K | 23K | 0.07 |
| Trevi Therapeutics Inc COM | Long | Equity-common | US | $60K | 20K | 0.01 |
| Tri Pointe Homes Inc COM USD0.01 | Long | Equity-common | US | $2M | 43K | 0.14 |
| TriCo Bancshares COM NPV | Long | Equity-common | US | $541K | 14K | 0.05 |
| Trimas Corporation COM STK USD0.01 | Long | Equity-common | US | $467K | 18K | 0.04 |
| Trinet Group Inc COM USD0.000025 | Long | Equity-common | US | $1M | 14K | 0.12 |
| Trinity Industries, Inc. COM USD0.01 | Long | Equity-common | US | $1M | 36K | 0.09 |
| Trinseo PLC SHS | Long | Equity-common | IE | $37K | 16K | 0.00 |
| Triumph Financial Inc COM USD0.01 | Long | Equity-common | US | $808K | 10K | 0.07 |
| Triumph Group, Inc. COM USD0.001 | Long | Equity-common | US | $435K | 28K | 0.04 |
| Tronox Holdings PLC COM USD0.01 | Long | Equity-common | GB | $816K | 52K | 0.07 |
| TruBridge, Inc. COM USD0.001 | Long | Equity-common | US | $66K | 7K | 0.01 |
| Trueblue Inc COM NPV | Long | Equity-common | US | $139K | 14K | 0.01 |
| TrueCar Inc. COM USD0.0001 | Long | Equity-common | US | $126K | 40K | 0.01 |
| Trupanion Inc COM USD0.00001 | Long | Equity-common | US | $514K | 17K | 0.04 |
| Trustco Bank Corp NY COM NEW | Long | Equity-common | US | $237K | 8K | 0.02 |
| Trustmark Corp COM NPV | Long | Equity-common | US | $812K | 27K | 0.07 |
| TTEC Holdings Inc. COM USD0.01 | Long | Equity-common | US | $53K | 9K | 0.00 |
| TTM Technologies Inc COM NPV | Long | Equity-common | US | $880K | 45K | 0.08 |
| Tucows Inc COM NPV | Long | Equity-common | US | $87K | 4K | 0.01 |
| Turning Point Brands Inc COM USD0.01 | Long | Equity-common | US | $244K | 8K | 0.02 |
| Turnstone Biologics Corp COM | Long | Equity-common | US | $20K | 7K | 0.00 |
| Turtle Beach Corp. COM USD0.001(POST REV SPLT) | Long | Equity-common | US | $99K | 7K | 0.01 |
| Tutor Perini Corporation COM USD1 | Long | Equity-common | US | $411K | 19K | 0.04 |
| Twist Bioscience Corporation COM USD0.00001 | Long | Equity-common | US | $1M | 26K | 0.11 |
| Two Harbors Investment Corp. COM | Long | Equity-common | US | $611K | 46K | 0.05 |
| Tyra Biosciences Inc COM | Long | Equity-common | US | $103K | 6K | 0.01 |
| Udemy Inc. COM | Long | Equity-common | US | $338K | 39K | 0.03 |
| UFP Industries Inc COM | Long | Equity-common | US | $3M | 27K | 0.26 |
| UFP Technologies Inc. COM USD0.01 | Long | Equity-common | US | $832K | 3K | 0.07 |
| Ultra Clean Holdings Inc COM USD0.001 | Long | Equity-common | US | $970K | 20K | 0.08 |
| UMB Financial Corp. COM USD1 | Long | Equity-common | US | $2M | 20K | 0.14 |
| UMH Properties Inc COM STK USD0.10 | Long | Equity-common | US | $434K | 27K | 0.04 |
| Unifirst Corp COM USD0.10 | Long | Equity-common | US | $1M | 7K | 0.10 |
| Unisys Corp. COM USD0.01 | Long | Equity-common | US | $120K | 29K | 0.01 |
| United Bankshares Inc COM USD2.50 | Long | Equity-common | US | $2M | 58K | 0.16 |
| United Community Banks Inc COM CAP USD1 | Long | Equity-common | US | $1M | 51K | 0.11 |
| United Fire Group Inc COM USD0.001 | Long | Equity-common | US | $201K | 9K | 0.02 |
| United Homes Group Inc CL A | Long | Equity-common | US | $16K | 3K | 0.00 |
| United Natural Foods, Inc. COM USD0.01 | Long | Equity-common | US | $345K | 26K | 0.03 |
| United Parks & Resorts Inc COM USD0.01 | Long | Equity-common | US | $880K | 16K | 0.08 |
| United States Lime & Minerals Inc. COM USD0.10 | Long | Equity-common | US | $335K | 921 | 0.03 |
| Uniti Group Inc COM USD0.0001 | Long | Equity-common | US | $305K | 105K | 0.03 |
| Unitil Corp COM NPV | Long | Equity-common | US | $370K | 7K | 0.03 |
| Unity Bancorp Inc COM NPV | Long | Equity-common | US | $89K | 3K | 0.01 |
| Universal Corporation COM NPV | Long | Equity-common | US | $517K | 11K | 0.04 |
| Universal Health Realty Income Trust SHS BEN INT USD0.01 | Long | Equity-common | US | $221K | 6K | 0.02 |
| Universal Insurance Holdings Inc COM USD0.01 | Long | Equity-common | US | $204K | 11K | 0.02 |
| Universal Logistics Holdings Inc. COM NPV | Long | Equity-common | US | $119K | 3K | 0.01 |
| Universal Technical Institute, Inc. COM USD0.0001 | Long | Equity-common | US | $278K | 18K | 0.02 |
| Univest Financial Corp. COM USD5 | Long | Equity-common | US | $293K | 13K | 0.03 |
| Upbound Group Inc COM USD0.01 | Long | Equity-common | US | $730K | 24K | 0.06 |
| Upstart Holdings Inc COM | Long | Equity-common | US | $778K | 33K | 0.07 |
| Upwork Inc COM USD0.0001 | Long | Equity-common | US | $597K | 56K | 0.05 |
| Uranium Energy Corp. COM USD0.001 | Long | Equity-common | US | $1M | 171K | 0.09 |
| Urban Edge Properties COM USD0.01 | Long | Equity-common | US | $944K | 51K | 0.08 |
| Urban One Inc CL A | Long | Equity-common | US | $2K | 1K | 0.00 |
| Urban One Inc COM USD.001 CL D NON VTG | Long | Equity-common | US | $12K | 8K | 0.00 |
| Urban Outfitters Inc. COM USD0.0001 | Long | Equity-common | US | $1M | 28K | 0.10 |
| Urogen Pharma Ltd COM ILS0.01 | Long | Equity-common | IL | $207K | 12K | 0.02 |
| US Physical Therapy Inc COM USD0.01 | Long | Equity-common | US | $612K | 7K | 0.05 |
| US Silica Holdings Inc COM USD0.01 | Long | Equity-common | US | $513K | 33K | 0.04 |
| USANA Health Sciences Inc. COM USD0.001 | Long | Equity-common | US | $228K | 5K | 0.02 |
| Uscb Financial Holdings Inc. CLASS A COM | Long | Equity-common | US | $61K | 5K | 0.01 |
| Utah Medical Products Inc. COM USD0.01 | Long | Equity-common | US | $101K | 2K | 0.01 |
| Utz Brands Inc. COM CL A | Long | Equity-common | US | $533K | 32K | 0.05 |
| V2X Inc COM USD0.01 | Long | Equity-common | US | $247K | 5K | 0.02 |
| Vaalco Energy Inc COM USD0.10 | Long | Equity-common | US | $294K | 47K | 0.03 |
| Valaris Ltd. CL A | Long | Equity-common | BM | $2M | 26K | 0.17 |
| Valhi Inc COM | Long | Equity-common | US | $23K | 1K | 0.00 |
| Valley National Bancorp. COM NPV | Long | Equity-common | US | $1M | 192K | 0.12 |
| Value Line Inc. INC COM USD0.10 | Long | Equity-common | US | $23K | 538 | 0.00 |
| Vanda Pharmace Inc COM STK USD0.001 | Long | Equity-common | US | $135K | 24K | 0.01 |
| Varex Imaging Corporation COM USD0.01 | Long | Equity-common | US | $256K | 17K | 0.02 |
| Varonis Systems Inc COM USD0.001 | Long | Equity-common | US | $2M | 48K | 0.20 |
| Vaxcyte Inc COM | Long | Equity-common | US | $4M | 47K | 0.31 |
| Vector Group Ltd COM USD0.1 | Long | Equity-common | US | $683K | 65K | 0.06 |
| Veeco Instruments Inc. COM USD0.01 | Long | Equity-common | US | $1M | 23K | 0.09 |
| Velo3D Inc COM NEW | Long | Equity-common | US | $3K | 773.4 | 0.00 |
| Velocity Financial Inc COM | Long | Equity-common | US | $71K | 4K | 0.01 |
| Ventyx Biosciences Inc. COM | Long | Equity-common | US | $49K | 21K | 0.00 |
| Vera Bradley Inc. COM NPV | Long | Equity-common | US | $73K | 12K | 0.01 |
| Vera Therapeutics Inc. CL A | Long | Equity-common | US | $645K | 18K | 0.06 |
| Veracyte Inc COM USD0.001 | Long | Equity-common | US | $701K | 32K | 0.06 |
| Verde Clean Fuels Inc CLASS A COM | Long | Equity-common | US | $9K | 2K | 0.00 |
| Vericel Corporation COM NPV | Long | Equity-common | US | $972K | 21K | 0.08 |
| Verint Systems Inc COM USD0.001 | Long | Equity-common | US | $876K | 27K | 0.08 |
| Veris Residential Inc COM STK USD0.01 | Long | Equity-common | US | $522K | 35K | 0.05 |
| Veritex Hldgs Inc COM USD0.01 | Long | Equity-common | US | $487K | 23K | 0.04 |
| Veritone Inc. COM USD0.001 | Long | Equity-common | US | $23K | 10K | 0.00 |
| Verra Mobility Corporation COM USD0.0001 | Long | Equity-common | US | $2M | 61K | 0.14 |
| Verrica Pharmaceuticals Inc COM USD0.0001 | Long | Equity-common | US | $63K | 9K | 0.01 |
| Vertex Energy Inc. COM NPV | Long | Equity-common | US | $29K | 31K | 0.00 |
| Verve Therapeutics Inc COM | Long | Equity-common | US | $144K | 29K | 0.01 |
| Viad Corp COM USD1.5 | Long | Equity-common | US | $302K | 9K | 0.03 |
| Viant Technology Inc COM CL A | Long | Equity-common | US | $68K | 7K | 0.01 |
| Viavi Solutions Inc COM USD0.001 | Long | Equity-common | US | $676K | 98K | 0.06 |
| Vicarious Surgical Inc COM CL A NEW | Long | Equity-common | US | $5K | 803.733 | 0.00 |
| Vicor Corp COM USD0.01 | Long | Equity-common | US | $325K | 10K | 0.03 |
| Victory Capital Holdings, Inc. COM USD0.01 CL A | Long | Equity-common | US | $568K | 12K | 0.05 |
| Viemed Healthcare Inc. COM | Long | Equity-common | CA | $100K | 15K | 0.01 |
| Vigil Neuroscience Inc COM | Long | Equity-common | US | $29K | 7K | 0.00 |
| Viking Therapeutics Inc. COM USD0.00001 | Long | Equity-common | US | $2M | 45K | 0.21 |
| Village Super Market Inc. COM NPV CL'A' | Long | Equity-common | US | $101K | 4K | 0.01 |
| Vimeo Inc COMMON STOCK | Long | Equity-common | US | $255K | 68K | 0.02 |
| VIR Biotechnology Inc COM | Long | Equity-common | US | $331K | 37K | 0.03 |
| Virgin Galactic Holdings Inc COM NEW | Long | Equity-common | US | $67K | 8K | 0.01 |
| Virginia National Bankshares Corp COM | Long | Equity-common | US | $70K | 2K | 0.01 |
| Viridian Therapeutics Inc COM | Long | Equity-common | US | $286K | 22K | 0.02 |
| Virtus Investment Partners Inc COM USD0.01 | Long | Equity-common | US | $687K | 3K | 0.06 |
| Vishay Intertechnology, Inc. COM USD0.10 | Long | Equity-common | US | $1M | 57K | 0.11 |
| Vishay Precision Group Inc. COM USD0.10 | Long | Equity-common | US | $168K | 6K | 0.01 |
| Vista Outdoor Inc. COM NPV | Long | Equity-common | US | $966K | 26K | 0.08 |
| Visteon Corporation COM USD0.01 | Long | Equity-common | US | $1M | 12K | 0.11 |
| Vital Energy Inc COM | Long | Equity-common | US | $466K | 10K | 0.04 |
| Vital Farms Inc. COM | Long | Equity-common | US | $646K | 14K | 0.06 |
| Vitesse Energy Inc. COMMON STOCK | Long | Equity-common | US | $258K | 11K | 0.02 |
| Vivid Seats Inc COM CL A | Long | Equity-common | US | $191K | 33K | 0.02 |
| VIZIO Holding Corporation CL A COM | Long | Equity-common | US | $363K | 34K | 0.03 |
| Vor Biopharma Inc. COM | Long | Equity-common | US | $18K | 18K | 0.00 |
| VOXX International Corp. CLASS'A'COM USD0.01 | Long | Equity-common | US | $13K | 4K | 0.00 |
| Voyager Therapeutics Incorporation COM USD0.001 | Long | Equity-common | US | $140K | 18K | 0.01 |
| VSE Corp. COM STK USD0.05 | Long | Equity-common | US | $515K | 6K | 0.04 |
| Vuzix Corp. COM USD0.001 | Long | Equity-common | US | $38K | 28K | 0.00 |
| W & T Offshore Inc. COM USD0.00001 | Long | Equity-common | US | $94K | 44K | 0.01 |
| Wabash National Corporation COM USD0.01 | Long | Equity-common | US | $450K | 21K | 0.04 |
| WaFd Inc COM USD1 | Long | Equity-common | US | $863K | 30K | 0.08 |
| Waldencast PLC CLASS A ORD SHS | Long | Equity-common | JE | $47K | 13K | 0.00 |
| Walker & Dunlop Inc. COM USD0.01 | Long | Equity-common | US | $1M | 14K | 0.12 |
| Warby Parker Inc CL A COM | Long | Equity-common | US | $615K | 38K | 0.05 |
| Warrior Met Coal Inc COM USD0.01 | Long | Equity-common | US | $1M | 23K | 0.13 |
| Washington Trust Bancorp Inc. COM USD0.0625 | Long | Equity-common | US | $205K | 7K | 0.02 |
| Waterstone Financial Inc. (Maryland) COM USD0.01 | Long | Equity-common | US | $103K | 8K | 0.01 |
| Watts Water Technologies Inc. CLASS'A'COM USD0.10 | Long | Equity-common | US | $2M | 12K | 0.19 |
| Wave Life Sciences Ltd. COM NPV | Long | Equity-common | SG | $163K | 33K | 0.01 |
| WD-40 Co. COM USD0.001 | Long | Equity-common | US | $1M | 6K | 0.12 |
| Weatherford International Plc COM USD0.001 | Long | Equity-common | IE | $4M | 32K | 0.34 |
| Weave Communications Inc. COM | Long | Equity-common | US | $131K | 15K | 0.01 |
| Weis Markets Inc COM NPV | Long | Equity-common | US | $455K | 7K | 0.04 |
| Werner Enterprises Inc. COM USD0.01 | Long | Equity-common | US | $1M | 28K | 0.09 |
| Wesbanco Inc COM USD2.0833 | Long | Equity-common | US | $719K | 26K | 0.06 |
| West Bancorp Inc. COM NPV | Long | Equity-common | US | $132K | 7K | 0.01 |
| Westamerica Bancorp COM NPV | Long | Equity-common | US | $559K | 12K | 0.05 |
| Westrock Coffee Co COM | Long | Equity-common | US | $132K | 13K | 0.01 |
| Weyco Group COM USD1 | Long | Equity-common | US | $79K | 3K | 0.01 |
| Whitestone REIT SBI COM USD0.001 CL 'B' | Long | Equity-common | US | $289K | 22K | 0.03 |
| WIB 0 10/03/24 (United States Treasury Bills) | Long | Debt | US | $843K | – | 0.07 |
| Wideopenwest Inc. COM USD0.01 | Long | Equity-common | US | $123K | 23K | 0.01 |
| Wiley John & Sons Inc. CLASS'A'COM USD1 | Long | Equity-common | US | $652K | 16K | 0.06 |
| Willdan Group Inc. COM STK USD0.01 | Long | Equity-common | US | $160K | 6K | 0.01 |
| Willis Lease Finance Corp. COM USD0.01 | Long | Equity-common | US | $91K | 1K | 0.01 |
| Winmark Corp. COM NPV | Long | Equity-common | US | $447K | 1K | 0.04 |
| Winnebago Industries Inc. COM USD0.50 | Long | Equity-common | US | $685K | 13K | 0.06 |
| WisdomTree, Inc. COM USD0.01 | Long | Equity-common | US | $609K | 61K | 0.05 |
| Wolverine World Wide, Inc. COM USD1 | Long | Equity-common | US | $461K | 34K | 0.04 |
| Workhorse Group Inc COM SHS | Long | Equity-common | US | $10K | 7K | 0.00 |
| Workiva Inc COM USD0.001 | Long | Equity-common | US | $2M | 22K | 0.14 |
| World Acceptance Corporation COM NPV | Long | Equity-common | US | $224K | 2K | 0.02 |
| World Kinect Corporation COM USD0.01 | Long | Equity-common | US | $685K | 27K | 0.06 |
| Worthington Enterprises Inc COM NPV | Long | Equity-common | US | $649K | 14K | 0.06 |
| Worthington Steel Inc. COM SHS | Long | Equity-common | US | $458K | 14K | 0.04 |
| WSFS Financial Corporation COM USD0.01 | Long | Equity-common | US | $1M | 27K | 0.11 |
| WW International Inc COM NPV | Long | Equity-common | US | $30K | 25K | 0.00 |
| X4 Pharmaceuticals Inc COM USD0.001 | Long | Equity-common | US | $29K | 49K | 0.00 |
| Xencor Inc COM USD0.01 | Long | Equity-common | US | $487K | 26K | 0.04 |
| Xenia Hotels & Resorts Inc COM USD0.01 | Long | Equity-common | US | $674K | 47K | 0.06 |
| Xeris Biopharma Holdings Inc COM | Long | Equity-common | US | $134K | 60K | 0.01 |
| Xerox Holdings Corporation COM USD1.00 | Long | Equity-common | US | $605K | 52K | 0.05 |
| Xoma Corp Del COM USD0.0075(POST REV SPLT | Long | Equity-common | US | $81K | 3K | 0.01 |
| Xometry Inc CLASS A COM | Long | Equity-common | US | $174K | 15K | 0.02 |
| Xpel Inc. COM | Long | Equity-common | US | $361K | 10K | 0.03 |
| Xperi Inc. COMMON STOCK | Long | Equity-common | US | $158K | 19K | 0.01 |
| Xponential Fitness Inc COM CL A | Long | Equity-common | US | $163K | 10K | 0.01 |
| Y-Mabs Therapeutics Inc COM USD0.0001 | Long | Equity-common | US | $200K | 17K | 0.02 |
| Yelp Inc COM USD0.000001 | Long | Equity-common | US | $1M | 30K | 0.10 |
| Yext Inc COM USD0.001 | Long | Equity-common | US | $252K | 47K | 0.02 |
| Zentalis Pharmaceuticals Inc COM | Long | Equity-common | US | $105K | 26K | 0.01 |
| Zeta Global Holdings Corp CL A | Long | Equity-common | US | $1M | 62K | 0.10 |
| Zevia PBC CL A | Long | Equity-common | US | $3K | 5K | 0.00 |
| Zevra Therapeutics Inc COM NEW | Long | Equity-common | US | $82K | 17K | 0.01 |
| Ziff Davis Inc COM USD0.001 | Long | Equity-common | US | $1M | 20K | 0.10 |
| Zimvie Inc COM | Long | Equity-common | US | $210K | 12K | 0.02 |
| ZipRecruiter Inc CL A | Long | Equity-common | US | $273K | 30K | 0.02 |
| Zumiez Inc. COM NPV | Long | Equity-common | US | $136K | 7K | 0.01 |
| Zuora Inc COM USD0.0001 CLASS A | Long | Equity-common | US | $597K | 60K | 0.05 |
| Zura Bio Ltd ORD USD0.0001 CL A | Long | Equity-common | KY | $30K | 9K | 0.00 |
| Zurn Elkay Water Solutions Corporation COM | Long | Equity-common | US | $2M | 66K | 0.17 |
| Zymeworks Inc COM | Long | Equity-common | US | $210K | 25K | 0.02 |
| Zynex Inc COM USD0.001 | Long | Equity-common | US | $78K | 8K | 0.01 |
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