The Vanguard Group, Inc. > VANGUARD SCOTTSDALE FUNDS
VANGUARD RUSSELL 2000 VALUE INDEX FUND
$989.83M
Avg Monthly Net Assets
$873.84M
Total Assets
$121K
Total Liabilities
$873.72M
Net Assets
VANGUARD RUSSELL 2000 VALUE INDEX FUND is an Exchange-Traded Fund in VANGUARD SCOTTSDALE FUNDS
from The Vanguard Group, Inc.,
based in Pennsylvania,
United States of America.
The fund has two share classes
and monthly net assets of $989.83M.
On July 26th, 2024 it reported 1,429 holdings, the largest
being Vanguard Cmt Funds-Vanguard Market Liquidity Fund (0.9%), Chord Energy Corp (0.6%) and Permian Resources Corp (0.6%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Exchange | Ticker | Monthly Returns (2 years) |
|---|---|---|---|---|
| ETF Shares | C000092017 | XNAS | VTWV | |
| Institutional Shares | C000092018 | VRTVX |
Holdings
From latest NPORT-P, filed July 26th, 2024 for period ending May 31st, 2024.
Historic holdings data available from Fincoded.
| Name | Profile | Category | Country | Value $USD | # Shares | % of Fund |
|---|---|---|---|---|---|---|
| 1-800-FLOWERS (1-800-Flowers.com Inc) | Long | Equity-common | US | $169K | 18K | 0.02 |
| 1ST SOURCE CORP | Long | Equity-common | US | $576K | 11K | 0.07 |
| 23ANDME HOLDIN-A (23andMe Holding Co) | Long | Equity-common | US | $118K | 217K | 0.01 |
| 2SEVENTY BIO (2seventy bio Inc) | Long | Equity-common | US | $142K | 34K | 0.02 |
| 2U INC | Long | Equity-common | US | $15K | 55K | 0.00 |
| 3D SYSTEMS CORP | Long | Equity-common | US | $309K | 88K | 0.04 |
| 4D MOLECULAR THE (4D Molecular Therapeutics Inc) | Long | Equity-common | US | $608K | 25K | 0.07 |
| 5E ADVANCED MATE (5E Advanced Materials Inc) | Long | Equity-common | US | $6K | 4K | 0.00 |
| 908 DEVICES INC | Long | Equity-common | US | $93K | 15K | 0.01 |
| A-MARK PRECIOUS (A-Mark Precious Metals Inc) | Long | Equity-common | US | $483K | 13K | 0.06 |
| AADI BIOSCIENCE (Aadi Bioscience Inc) | Long | Equity-common | US | $21K | 12K | 0.00 |
| AAR CORP | Long | Equity-common | US | $2M | 23K | 0.19 |
| AARON'S CO INC (Aaron's Co Inc/The) | Long | Equity-common | US | $172K | 20K | 0.02 |
| ABERCROMBIE & FI (Abercrombie & Fitch Co) | Long | Equity-common | US | $3M | 16K | 0.32 |
| ABM INDUSTRIES (ABM Industries Inc) | Long | Equity-common | US | $2M | 43K | 0.23 |
| ACACIA RESEARCH (Acacia Research Corp) | Long | Equity-common | US | $147K | 26K | 0.02 |
| ACADIA REALTY (Acadia Realty Trust) | Long | Equity-common | US | $1M | 68K | 0.13 |
| ACCO BRANDS CORP | Long | Equity-common | US | $316K | 62K | 0.04 |
| ACCOLADE INC | Long | Equity-common | US | $19K | 3K | 0.00 |
| ACCURAY INC | Long | Equity-common | US | $6K | 4K | 0.00 |
| ACELYRIN INC | Long | Equity-common | US | $109K | 26K | 0.01 |
| ACI WORLDWIDE IN (ACI Worldwide Inc) | Long | Equity-common | US | $360K | 10K | 0.04 |
| ACM RESEARCH-A (ACM Research Inc) | Long | Equity-common | US | $601K | 28K | 0.07 |
| ACNB CORP | Long | Equity-common | US | $177K | 6K | 0.02 |
| ACRIVON THERAPEU (Acrivon Therapeutics Inc) | Long | Equity-common | US | $62K | 8K | 0.01 |
| ACTINIUM PHARMAC (Actinium Pharmaceuticals Inc) | Long | Equity-common | US | $9K | 1K | 0.00 |
| ADAPTHEALTH CORP | Long | Equity-common | US | $294K | 31K | 0.03 |
| ADAPTIVE BIOTECH (Adaptive Biotechnologies Corp) | Long | Equity-common | US | $74K | 21K | 0.01 |
| ADDUS HOMECARE (Addus HomeCare Corp) | Long | Equity-common | US | $639K | 6K | 0.07 |
| ADEIA INC | Long | Equity-common | US | $114K | 10K | 0.01 |
| ADICET BIO INC | Long | Equity-common | US | $51K | 35K | 0.01 |
| ADIENT PLC | Long | Equity-common | US | $2M | 62K | 0.20 |
| ADMA BIOLOGICS INC | Long | Equity-common | US | $651K | 68K | 0.07 |
| ADTALEM GLOBAL E (Adtalem Global Education Inc) | Long | Equity-common | US | $2M | 26K | 0.20 |
| ADTRAN HOLDINGS (ADTRAN Holdings Inc) | Long | Equity-common | US | $291K | 52K | 0.03 |
| ADURO BIOTECH CVR (Chinook Therapeutics Inc) | Long | Equity-common | US | $133.21 | 724 | 0.00 |
| ADVANSIX INC | Long | Equity-common | US | $416K | 18K | 0.05 |
| ADVANTAGE SOLUTI (Advantage Solutions Inc) | Long | Equity-common | US | $201K | 58K | 0.02 |
| AERSALE CORP | Long | Equity-common | US | $171K | 23K | 0.02 |
| AEVA TECHNOLOGIE (Aeva Technologies Inc) | Long | Equity-common | US | $33K | 10K | 0.00 |
| AFC GAMMA INC | Long | Equity-common | US | $130K | 11K | 0.01 |
| AGENUS INC | Long | Equity-common | US | $169K | 11K | 0.02 |
| AGIOS PHARMACEUT (Agios Pharmaceuticals Inc) | Long | Equity-common | US | $1M | 38K | 0.16 |
| AIR TRANSPORT SE (Air Transport Services Group Inc) | Long | Equity-common | US | $475K | 35K | 0.05 |
| ALBANY INTL CORP (Albany International Corp) | Long | Equity-common | US | $234K | 3K | 0.03 |
| ALERUS FINANCIAL (Alerus Financial Corp) | Long | Equity-common | US | $233K | 12K | 0.03 |
| ALEXANDER & BALD (Alexander & Baldwin Inc) | Long | Equity-common | US | $824K | 49K | 0.09 |
| ALICO INC | Long | Equity-common | US | $127K | 5K | 0.01 |
| ALIGHT INC-CL A | Long | Equity-common | US | $2M | 281K | 0.25 |
| ALLAKOS INC | Long | Equity-common | US | $55K | 44K | 0.01 |
| ALLBIRDS INC-A | Long | Equity-common | US | $41K | 69K | 0.00 |
| ALLEGIANT TRAVEL (Allegiant Travel Co) | Long | Equity-common | US | $507K | 10K | 0.06 |
| ALLETE INC | Long | Equity-common | US | $2M | 39K | 0.28 |
| ALLOGENE THERAPE (Allogene Therapeutics Inc) | Long | Equity-common | US | $158K | 63K | 0.02 |
| ALLOVIR INC | Long | Equity-common | US | $29K | 38K | 0.00 |
| ALPHA & OMEGA SE (Alpha & Omega Semiconductor Ltd) | Long | Equity-common | US | $456K | 16K | 0.05 |
| ALPHA METALLURGI (Alpha Metallurgical Resources Inc) | Long | Equity-common | US | $2M | 7K | 0.26 |
| ALPHATEC HOLDING (Alphatec Holdings Inc) | Long | Equity-common | US | $355K | 37K | 0.04 |
| ALPINE INCOME (Alpine Income Property Trust Inc) | Long | Equity-common | US | $132K | 8K | 0.02 |
| ALTIMMUNE INC | Long | Equity-common | US | $273K | 36K | 0.03 |
| ALTUS POWER INC | Long | Equity-common | US | $174K | 43K | 0.02 |
| ALX ONCOLOGY HOL (ALX Oncology Holdings Inc) | Long | Equity-common | US | $192K | 18K | 0.02 |
| AMALGAMATED FINA (Amalgamated Financial Corp) | Long | Equity-common | US | $301K | 12K | 0.03 |
| AMBAC FINANCIAL (Ambac Financial Group Inc) | Long | Equity-common | US | $530K | 30K | 0.06 |
| AMBARELLA INC | Long | Equity-common | US | $595K | 10K | 0.07 |
| AMC NETWORKS-A (AMC Networks Inc) | Long | Equity-common | US | $360K | 21K | 0.04 |
| AMER AXLE & MFG (American Axle & Manufacturing Holdings Inc) | Long | Equity-common | US | $594K | 78K | 0.07 |
| AMER EAGLE OUTF (American Eagle Outfitters Inc) | Long | Equity-common | US | $2M | 96K | 0.24 |
| AMER REALTY INV (American Realty Investors Inc) | Long | Equity-common | US | $14K | 1K | 0.00 |
| AMER SOFTWARE-A (American Software Inc/GA) | Long | Equity-common | US | $50K | 5K | 0.01 |
| AMER VANGUARD (American Vanguard Corp) | Long | Equity-common | US | $133K | 15K | 0.02 |
| AMER WOODMARK CO (American Woodmark Corp) | Long | Equity-common | US | $874K | 10K | 0.10 |
| AMERANT BANCORP (Amerant Bancorp Inc) | Long | Equity-common | US | $382K | 17K | 0.04 |
| AMERICA'S CAR-MA (America's Car-Mart Inc/TX) | Long | Equity-common | US | $237K | 4K | 0.03 |
| AMERICAN ASSETS (American Assets Trust Inc) | Long | Equity-common | US | $713K | 33K | 0.08 |
| AMERICAN COASTAL (American Coastal Insurance Corp) | Long | Equity-common | US | $158K | 13K | 0.02 |
| AMERICAN WELL -A (American Well Corp) | Long | Equity-common | US | $71K | 166K | 0.01 |
| AMERIS BANCORP | Long | Equity-common | US | $2M | 45K | 0.26 |
| AMERISAFE INC | Long | Equity-common | US | $274K | 6K | 0.03 |
| AMES NATL CORP (Ames National Corp) | Long | Equity-common | US | $118K | 6K | 0.01 |
| AMKOR TECH INC (Amkor Technology Inc) | Long | Equity-common | US | $2M | 76K | 0.28 |
| AMMO INC | Long | Equity-common | US | $162K | 60K | 0.02 |
| AMNEAL PHARM INC (Amneal Pharmaceuticals Inc) | Long | Equity-common | US | $549K | 82K | 0.06 |
| AMPLIFY ENERGY C (Amplify Energy Corp) | Long | Equity-common | US | $153K | 24K | 0.02 |
| ANAPTYSBIO INC | Long | Equity-common | US | $58K | 2K | 0.01 |
| ANDERSONS INC (Andersons Inc/The) | Long | Equity-common | US | $1M | 22K | 0.13 |
| ANGEL OAK MORTGA (Angel Oak Mortgage REIT Inc) | Long | Equity-common | US | $106K | 9K | 0.01 |
| ANGIODYNAMICS IN (AngioDynamics Inc) | Long | Equity-common | US | $162K | 26K | 0.02 |
| ANI PHARMACEUTIC (ANI Pharmaceuticals Inc) | Long | Equity-common | US | $147K | 2K | 0.02 |
| ANIKA THERAPEUTI (Anika Therapeutics Inc) | Long | Equity-common | US | $251K | 10K | 0.03 |
| ANNEXON INC | Long | Equity-common | US | $220K | 46K | 0.03 |
| ANTERIX INC | Long | Equity-common | US | $27K | 794 | 0.00 |
| ANYWHERE REAL ES (Anywhere Real Estate Inc) | Long | Equity-common | US | $267K | 66K | 0.03 |
| APARTMENT INVEST (Apartment Investment and Management Co) | Long | Equity-common | US | $774K | 98K | 0.09 |
| API GROUP CORP | Long | Equity-common | US | $2M | 48K | 0.19 |
| APOGEE ENTERPR (Apogee Enterprises Inc) | Long | Equity-common | US | $600K | 9K | 0.07 |
| APOGEE THERAPEUT (Apogee Therapeutics Inc) | Long | Equity-common | US | $697K | 15K | 0.08 |
| APOLLO COMMERCIA (Apollo Commercial Real Estate Finance Inc) | Long | Equity-common | US | $966K | 96K | 0.11 |
| APPLE HOSPITALIT (Apple Hospitality REIT Inc) | Long | Equity-common | US | $2M | 146K | 0.24 |
| ARBOR REALTY TRU (Arbor Realty Trust Inc) | Long | Equity-common | US | $2M | 125K | 0.20 |
| ARBUTUS BIOPHARM (Arbutus Biopharma Corp) | Long | Equity-common | US | $105K | 31K | 0.01 |
| ARCBEST CORP | Long | Equity-common | US | $1M | 10K | 0.12 |
| ARCH RESOURCES I (Arch Resources Inc) | Long | Equity-common | US | $2M | 12K | 0.24 |
| ARCHER AVIATIO-A (Archer Aviation Inc) | Long | Equity-common | US | $335K | 102K | 0.04 |
| ARCHROCK INC | Long | Equity-common | US | $2M | 77K | 0.18 |
| ARCOSA INC | Long | Equity-common | US | $3M | 33K | 0.33 |
| ARCTURUS THERAPE (Arcturus Therapeutics Holdings Inc) | Long | Equity-common | US | $555K | 14K | 0.06 |
| ARCUS BIOSCIENCE (Arcus Biosciences Inc) | Long | Equity-common | US | $380K | 25K | 0.04 |
| ARDELYX INC | Long | Equity-common | US | $366K | 53K | 0.04 |
| ARDMORE SHIPPING (Ardmore Shipping Corp) | Long | Equity-common | US | $631K | 28K | 0.07 |
| ARES COMMERCIAL (Ares Commercial Real Estate Corp) | Long | Equity-common | US | $249K | 36K | 0.03 |
| ARGAN INC | Long | Equity-common | US | $602K | 9K | 0.07 |
| ARIS WATER SOL-A (Aris Water Solutions Inc) | Long | Equity-common | US | $287K | 19K | 0.03 |
| ARLO TECHNOLOGIE (Arlo Technologies Inc) | Long | Equity-common | US | $97K | 7K | 0.01 |
| ARMADA HOFFLER P (Armada Hoffler Properties Inc) | Long | Equity-common | US | $514K | 45K | 0.06 |
| ARMOUR RESIDENTI (ARMOUR Residential REIT Inc) | Long | Equity-common | US | $646K | 33K | 0.07 |
| ARRIVENT BIOPHAR (ArriVent Biopharma Inc) | Long | Equity-common | US | $69K | 4K | 0.01 |
| ARROW FINL CORP (Arrow Financial Corp) | Long | Equity-common | US | $249K | 10K | 0.03 |
| ARS PHARMACEUTIC (ARS Pharmaceuticals Inc) | Long | Equity-common | US | $113K | 13K | 0.01 |
| ARTESIAN RES-A (Artesian Resources Corp) | Long | Equity-common | US | $62K | 2K | 0.01 |
| ARTISAN PARTNE-A (Artisan Partners Asset Management Inc) | Long | Equity-common | US | $504K | 11K | 0.06 |
| ARTIVION INC | Long | Equity-common | US | $530K | 22K | 0.06 |
| ARVINAS INC | Long | Equity-common | US | $60K | 2K | 0.01 |
| ASBURY AUTO GRP (Asbury Automotive Group Inc) | Long | Equity-common | US | $3M | 14K | 0.38 |
| ASGN INC | Long | Equity-common | US | $2M | 23K | 0.25 |
| ASPEN AEROGELS I (Aspen Aerogels Inc) | Long | Equity-common | US | $1M | 34K | 0.12 |
| ASSERTIO HOLDING (Assertio Holdings Inc) | Long | Equity-common | US | $64K | 65K | 0.01 |
| ASSOC BANC-CORP (Associated Banc-Corp) | Long | Equity-common | US | $2M | 102K | 0.25 |
| ASTEC INDUSTRIES (Astec Industries Inc) | Long | Equity-common | US | $496K | 15K | 0.06 |
| ASTERA LABS INC | Long | Equity-common | US | $13K | 206 | 0.00 |
| ASTRIA THERAPEUT (Astria Therapeutics Inc) | Long | Equity-common | US | $38K | 4K | 0.00 |
| ASTRONICS CORP | Long | Equity-common | US | $393K | 19K | 0.04 |
| ASURE SOFTWARE I (Asure Software Inc) | Long | Equity-common | US | $94K | 12K | 0.01 |
| ATARA BIOTHERAPE (Atara Biotherapeutics Inc) | Long | Equity-common | US | $35K | 62K | 0.00 |
| ATEA PHARMACEUTI (Atea Pharmaceuticals Inc) | Long | Equity-common | US | $189K | 51K | 0.02 |
| ATLANTIC UNION B (Atlantic Union Bankshares Corp) | Long | Equity-common | US | $2M | 60K | 0.22 |
| ATLANTICUS HOLDI (Atlanticus Holdings Corp) | Long | Equity-common | US | $79K | 3K | 0.01 |
| ATLAS ENERGY SOL (Atlas Energy Solutions Inc) | Long | Equity-common | US | $240K | 10K | 0.03 |
| ATMUS FILTRATION (Atmus Filtration Technologies Inc) | Long | Equity-common | US | $674K | 22K | 0.08 |
| ATN INTERNATIONA (ATN International Inc) | Long | Equity-common | US | $178K | 7K | 0.02 |
| ATOMERA INC | Long | Equity-common | US | $18K | 4K | 0.00 |
| ATRICURE INC | Long | Equity-common | US | $197K | 9K | 0.02 |
| AURA BIOSCIENCES (Aura Biosciences Inc) | Long | Equity-common | US | $174K | 24K | 0.02 |
| AURORA INNOVATIO (Aurora Innovation Inc) | Long | Equity-common | US | $580K | 243K | 0.07 |
| AVANOS MEDICAL I (Avanos Medical Inc) | Long | Equity-common | US | $626K | 31K | 0.07 |
| AVEANNA HEALTHCA (Aveanna Healthcare Holdings Inc) | Long | Equity-common | US | $70K | 27K | 0.01 |
| AVIAT NETWORKS I (Aviat Networks Inc) | Long | Equity-common | US | $236K | 8K | 0.03 |
| AVIDITY BIOSCIEN (Avidity Biosciences Inc) | Long | Equity-common | US | $1M | 50K | 0.15 |
| AVIDXCHANGE HLDG (AvidXchange Holdings Inc) | Long | Equity-common | US | $90K | 8K | 0.01 |
| AVIENT CORP | Long | Equity-common | US | $3M | 61K | 0.31 |
| AVISTA CORP | Long | Equity-common | US | $2M | 52K | 0.22 |
| AXOS FINANCIAL I (Axos Financial Inc) | Long | Equity-common | US | $2M | 33K | 0.20 |
| AZZ INC | Long | Equity-common | US | $2M | 20K | 0.19 |
| B&G FOODS INC | Long | Equity-common | US | $505K | 53K | 0.06 |
| BABCOCK & WILCOX (Babcock & Wilcox Enterprises Inc) | Long | Equity-common | US | $41K | 35K | 0.00 |
| BAKKT HOLDINGS I (Bakkt Holdings Inc) | Long | Equity-common | US | $36K | 2K | 0.00 |
| BALLY'S CORP | Long | Equity-common | US | $116K | 10K | 0.01 |
| BANC OF CALIFORN (Banc of California Inc) | Long | Equity-common | US | $1M | 93K | 0.15 |
| BANCFIRST CORP | Long | Equity-common | US | $1M | 13K | 0.13 |
| BANCO LATINOAM-E (Banco Latinoamericano de Comercio Exterior SA) | Long | Equity-common | US | $558K | 19K | 0.06 |
| BANDWIDTH INC-A | Long | Equity-common | US | $243K | 12K | 0.03 |
| BANK FIRST CORP | Long | Equity-common | US | $512K | 6K | 0.06 |
| BANK NT BUTTERFI (Bank of NT Butterfield & Son Ltd/The) | Long | Equity-common | US | $1M | 30K | 0.12 |
| BANK OF HAWAII (Bank of Hawaii Corp) | Long | Equity-common | US | $2M | 26K | 0.18 |
| BANK OF MARIN BA (Bank of Marin Bancorp) | Long | Equity-common | US | $163K | 11K | 0.02 |
| BANK7 CORP | Long | Equity-common | US | $71K | 2K | 0.01 |
| BANKUNITED INC | Long | Equity-common | US | $1M | 50K | 0.16 |
| BANKWELL FINANCI (Bankwell Financial Group Inc) | Long | Equity-common | US | $102K | 4K | 0.01 |
| BANNER CORPORATI | Long | Equity-common | US | $1M | 23K | 0.12 |
| BAR HARBOR BNKSH (Bar Harbor Bankshares) | Long | Equity-common | US | $265K | 10K | 0.03 |
| BARK INC | Long | Equity-common | US | $122K | 94K | 0.01 |
| BARNES GROUP INC | Long | Equity-common | US | $1M | 33K | 0.15 |
| BARRETT BUS SVCS (Barrett Business Services Inc) | Long | Equity-common | US | $49K | 368 | 0.01 |
| BAYCOM CORP | Long | Equity-common | US | $137K | 7K | 0.02 |
| BCB BANCORP INC | Long | Equity-common | US | $101K | 10K | 0.01 |
| BEACON ROOFING S (Beacon Roofing Supply Inc) | Long | Equity-common | US | $4M | 38K | 0.43 |
| BEAM THERAPEUTIC (Beam Therapeutics Inc) | Long | Equity-common | US | $116K | 5K | 0.01 |
| BEAZER HOMES USA (Beazer Homes USA Inc) | Long | Equity-common | US | $569K | 20K | 0.07 |
| BEL FUSE INC-B | Long | Equity-common | US | $443K | 6K | 0.05 |
| BELDEN INC | Long | Equity-common | US | $1M | 11K | 0.12 |
| BELLRING BRANDS (BellRing Brands Inc) | Long | Equity-common | US | $4M | 65K | 0.44 |
| BENCHMARK ELECTR (Benchmark Electronics Inc) | Long | Equity-common | US | $1M | 24K | 0.12 |
| BENSON HILL INC | Long | Equity-common | US | $24K | 126K | 0.00 |
| BERKSHIRE HILLS (Berkshire Hills Bancorp Inc) | Long | Equity-common | US | $650K | 29K | 0.07 |
| BERRY CORP | Long | Equity-common | US | $353K | 51K | 0.04 |
| BEYOND AIR INC | Long | Equity-common | US | $3K | 2K | 0.00 |
| BEYOND INC | Long | Equity-common | US | $462K | 31K | 0.05 |
| BGC GROUP INC-A | Long | Equity-common | US | $1M | 126K | 0.13 |
| BIG 5 SPORTING (Big 5 Sporting Goods Corp) | Long | Equity-common | US | $48K | 14K | 0.01 |
| BIG LOTS INC | Long | Equity-common | US | $69K | 20K | 0.01 |
| BIGLARI HOLDIN-B (Biglari Holdings Inc) | Long | Equity-common | US | $103K | 520 | 0.01 |
| BIOATLA INC | Long | Equity-common | US | $46K | 30K | 0.01 |
| BIOCRYST PHARM (BioCryst Pharmaceuticals Inc) | Long | Equity-common | US | $202K | 31K | 0.02 |
| BIOHAVEN LTD | Long | Equity-common | US | $2M | 46K | 0.19 |
| BIOLIFE SOLUTION (BioLife Solutions Inc) | Long | Equity-common | US | $44K | 2K | 0.00 |
| BIOTE CORP-A | Long | Equity-common | US | $37K | 6K | 0.00 |
| BIT DIGITAL INC | Long | Equity-common | US | $127K | 51K | 0.01 |
| BJ'S RESTAURANTS (BJ's Restaurants Inc) | Long | Equity-common | US | $198K | 6K | 0.02 |
| BLACK HILLS CORP | Long | Equity-common | US | $3M | 46K | 0.30 |
| BLACKSKY TECHNOL (BlackSky Technology Inc) | Long | Equity-common | US | $87K | 80K | 0.01 |
| BLACKSTONE MOR-A (Blackstone Mortgage Trust Inc) | Long | Equity-common | US | $2M | 117K | 0.23 |
| BLADE AIR MOBILI (Blade Air Mobility Inc) | Long | Equity-common | US | $122K | 40K | 0.01 |
| BLINK CHARGING C (Blink Charging Co) | Long | Equity-common | US | $56K | 18K | 0.01 |
| BLUE BIRD CORP | Long | Equity-common | US | $1M | 18K | 0.11 |
| BLUE FOUNDRY BAN (Blue Foundry Bancorp) | Long | Equity-common | US | $139K | 15K | 0.02 |
| BLUE RIDGE BNKSH (Blue Ridge Bankshares Inc) | Long | Equity-common | US | $37K | 13K | 0.00 |
| BLUEBIRD BIO INC | Long | Equity-common | US | $115K | 128K | 0.01 |
| BLUELINX HOLDING (BlueLinx Holdings Inc) | Long | Equity-common | US | $591K | 6K | 0.07 |
| BOISE CASCADE CO | Long | Equity-common | US | $4M | 27K | 0.42 |
| BOSTON OMAHA -A (Boston Omaha Corp) | Long | Equity-common | US | $215K | 15K | 0.02 |
| BOUNDLESS BIO IN (Boundless Bio Inc) | Long | Equity-common | US | $2K | 215 | 0.00 |
| BOWHEAD SPECIALT (Bowhead Specialty Holdings Inc) | Long | Equity-common | US | $3K | 125 | 0.00 |
| BOWLERO CORP - A | Long | Equity-common | US | $24K | 2K | 0.00 |
| BRAEMAR HOTELS & (Braemar Hotels & Resorts Inc) | Long | Equity-common | US | $127K | 45K | 0.01 |
| BRANDYWINE RLTY (Brandywine Realty Trust) | Long | Equity-common | US | $527K | 114K | 0.06 |
| BRC INC-A | Long | Equity-common | US | $12K | 2K | 0.00 |
| BREAD FINANCIAL (Bread Financial Holdings Inc) | Long | Equity-common | US | $1M | 34K | 0.16 |
| BRIDGEBIO PHARMA (Bridgebio Pharma Inc) | Long | Equity-common | US | $679K | 24K | 0.08 |
| BRIDGEWATER BANC (Bridgewater Bancshares Inc) | Long | Equity-common | US | $155K | 14K | 0.02 |
| BRIGHTCOVE (Brightcove Inc) | Long | Equity-common | US | $67K | 32K | 0.01 |
| BRIGHTSPHERE INV (Brightsphere Investment Group Inc) | Long | Equity-common | US | $301K | 14K | 0.03 |
| BRIGHTSPIRE CAPI (BrightSpire Capital Inc) | Long | Equity-common | US | $524K | 87K | 0.06 |
| BRIGHTSPRING HEA (BrightSpring Health Services Inc) | Long | Equity-common | US | $144K | 13K | 0.02 |
| BRIGHTVIEW HOLDI (BrightView Holdings Inc) | Long | Equity-common | US | $384K | 28K | 0.04 |
| BRINKER INTL (Brinker International Inc) | Long | Equity-common | US | $168K | 2K | 0.02 |
| BRISTOW GROUP IN (Bristow Group Inc) | Long | Equity-common | US | $576K | 16K | 0.07 |
| BROADSTONE NET (Broadstone Net Lease Inc) | Long | Equity-common | US | $2M | 127K | 0.22 |
| BROOKDALE SR (Brookdale Senior Living Inc) | Long | Equity-common | US | $848K | 126K | 0.10 |
| BROOKFIELD INF-A (Brookfield Infrastructure Corp) | Long | Equity-common | US | $2M | 72K | 0.29 |
| BROOKLINE BANCRP (Brookline Bancorp Inc) | Long | Equity-common | US | $508K | 59K | 0.06 |
| BRT APARTMENTS C (BRT Apartments Corp) | Long | Equity-common | US | $136K | 8K | 0.02 |
| BUILD-A-BEAR WOR (Build-A-Bear Workshop Inc) | Long | Equity-common | US | $51K | 2K | 0.01 |
| BUMBLE INC-A | Long | Equity-common | US | $798K | 68K | 0.09 |
| BURKE & HERBERT (Burke & Herbert Financial Services Corp) | Long | Equity-common | US | $407K | 8K | 0.05 |
| BUSINESS FIRST B (Business First Bancshares Inc) | Long | Equity-common | US | $347K | 16K | 0.04 |
| BUTTERFLY NETWOR (Butterfly Network Inc) | Long | Equity-common | US | $97K | 98K | 0.01 |
| BYLINE BANCORP I (Byline Bancorp Inc) | Long | Equity-common | US | $386K | 17K | 0.04 |
| C & F FINANCIAL (C&F Financial Corp) | Long | Equity-common | US | $93K | 2K | 0.01 |
| C3.AI INC-A | Long | Equity-common | US | $393K | 13K | 0.04 |
| CABALETTA BIO IN (Cabaletta Bio Inc) | Long | Equity-common | US | $27K | 3K | 0.00 |
| CADENCE BANK | Long | Equity-common | US | $4M | 123K | 0.40 |
| CAL-MAINE FOODS (Cal-Maine Foods Inc) | Long | Equity-common | US | $106K | 2K | 0.01 |
| CALEDONIA MINING (Caledonia Mining Corp PLC) | Long | Equity-common | US | $121K | 12K | 0.01 |
| CALERES INC | Long | Equity-common | US | $800K | 23K | 0.09 |
| CALIF WATER SRVC (California Water Service Group) | Long | Equity-common | US | $1M | 27K | 0.15 |
| CALIFORNIA RESOU (California Resources Corp) | Long | Equity-common | US | $2M | 47K | 0.26 |
| CAMBRIDGE BNCRP (Cambridge Bancorp) | Long | Equity-common | US | $343K | 5K | 0.04 |
| CAMDEN NATIONAL (Camden National Corp) | Long | Equity-common | US | $312K | 10K | 0.04 |
| CANNAE HOLDINGS (Cannae Holdings Inc) | Long | Equity-common | US | $816K | 45K | 0.09 |
| CANTALOUPE INC | Long | Equity-common | US | $86K | 12K | 0.01 |
| CAP CITY BANK (Capital City Bank Group Inc) | Long | Equity-common | US | $158K | 6K | 0.02 |
| CAPITAL BANCORP (Capital Bancorp Inc) | Long | Equity-common | US | $129K | 6K | 0.01 |
| CAPITOL FEDERAL (Capitol Federal Financial Inc) | Long | Equity-common | US | $435K | 84K | 0.05 |
| CARA THERAPEUTIC (Cara Therapeutics Inc) | Long | Equity-common | US | $22K | 34K | 0.00 |
| CARDLYTICS INC | Long | Equity-common | US | $215K | 25K | 0.02 |
| CAREDX INC | Long | Equity-common | US | $456K | 35K | 0.05 |
| CAREMAX INC | Long | Equity-common | US | $5K | 2K | 0.00 |
| CARETRUST REI (CareTrust REIT Inc) | Long | Equity-common | US | $2M | 74K | 0.22 |
| CARGO THERAPEUTI (Cargo Therapeutics Inc) | Long | Equity-common | US | $149K | 8K | 0.02 |
| CARIBOU BIOSCIEN (Caribou Biosciences Inc) | Long | Equity-common | US | $158K | 55K | 0.02 |
| CARISMA THERAPEU (Carisma Therapeutics Inc) | Long | Equity-common | US | $26K | 19K | 0.00 |
| CARPENTER TECH (Carpenter Technology Corp) | Long | Equity-common | US | $4M | 33K | 0.42 |
| CARTER BANKSHARE (Carter Bankshares Inc) | Long | Equity-common | US | $195K | 15K | 0.02 |
| CARTESIAN THERAP (Cartesian Therapeutics Inc) | Long | Equity-common | US | $73K | 2K | 0.01 |
| CARVANA CO | Long | Equity-common | US | $4M | 39K | 0.45 |
| CASS INFORMATION (Cass Information Systems Inc) | Long | Equity-common | US | $49K | 1K | 0.01 |
| CASTLE BIOSCIENC (Castle Biosciences Inc) | Long | Equity-common | US | $238K | 10K | 0.03 |
| CATHAY GENERAL B (Cathay General Bancorp) | Long | Equity-common | US | $2M | 47K | 0.20 |
| CATO CORP-A (Cato Corp/The) | Long | Equity-common | US | $74K | 12K | 0.01 |
| CBL & ASSOC PROP (CBL & Associates Properties Inc) | Long | Equity-common | US | $99K | 4K | 0.01 |
| CECO ENVIRONMNTL (CECO Environmental Corp) | Long | Equity-common | US | $501K | 20K | 0.06 |
| CELCUITY INC | Long | Equity-common | US | $192K | 12K | 0.02 |
| CELLDEX THERAPEU (Celldex Therapeutics Inc) | Long | Equity-common | US | $1M | 31K | 0.12 |
| CENTERSPACE | Long | Equity-common | US | $699K | 10K | 0.08 |
| CENTRAL GARDEN (Central Garden & Pet Co) | Long | Equity-common | US | $274K | 6K | 0.03 |
| CENTRAL GARDEN-A (Central Garden & Pet Co) | Long | Equity-common | US | $1M | 35K | 0.15 |
| CENTRAL PACIFIC (Central Pacific Financial Corp) | Long | Equity-common | US | $363K | 18K | 0.04 |
| CENTRUS ENERGY-A (Centrus Energy Corp) | Long | Equity-common | US | $409K | 8K | 0.05 |
| CENTURI HOLDINGS (Centuri Holdings Inc) | Long | Equity-common | US | $6K | 207 | 0.00 |
| CENTURY CASINOS (Century Casinos Inc) | Long | Equity-common | US | $7K | 3K | 0.00 |
| CENTURY COMMUNIT (Century Communities Inc) | Long | Equity-common | US | $2M | 19K | 0.19 |
| CENTURY THERAPEU (Century Therapeutics Inc) | Long | Equity-common | US | $49K | 16K | 0.01 |
| CERENCE INC | Long | Equity-common | US | $95K | 28K | 0.01 |
| CEVA INC | Long | Equity-common | US | $42K | 2K | 0.00 |
| CG ONCOLOGY INC | Long | Equity-common | US | $276K | 8K | 0.03 |
| CHART INDUSTRIES (Chart Industries Inc) | Long | Equity-common | US | $2M | 11K | 0.20 |
| CHATHAM LODGING (Chatham Lodging Trust) | Long | Equity-common | US | $274K | 32K | 0.03 |
| CHEGG INC | Long | Equity-common | US | $38K | 10K | 0.00 |
| CHEMUNG FINL CRP (Chemung Financial Corp) | Long | Equity-common | US | $104K | 2K | 0.01 |
| CHESAPEAKE UTIL (Chesapeake Utilities Corp) | Long | Equity-common | US | $596K | 5K | 0.07 |
| CHICAGO ATLANTIC (Chicago Atlantic Real Estate Finance Inc) | Long | Equity-common | US | $174K | 11K | 0.02 |
| CHILDREN'S PLACE (Children's Place Inc/The) | Long | Equity-common | US | $98K | 8K | 0.01 |
| CHIMERA INV CORP (Chimera Investment Corp) | Long | Equity-common | US | $612K | 51K | 0.07 |
| CHORD ENERGY COR (Chord Energy Corp) | Long | Equity-common | US | $5M | 28K | 0.60 |
| CHUY'S HOLDINGS (Chuy's Holdings Inc) | Long | Equity-common | US | $53K | 2K | 0.01 |
| CIMPRESS PLC | Long | Equity-common | US | $433K | 5K | 0.05 |
| CINEMARK HOLDING (Cinemark Holdings Inc) | Long | Equity-common | US | $213K | 12K | 0.02 |
| CIPHER MINING IN (Cipher Mining Inc) | Long | Equity-common | US | $100K | 27K | 0.01 |
| CITIUS PHARMACEU (Citius Pharmaceuticals Inc) | Long | Equity-common | US | $56K | 80K | 0.01 |
| CITIZENS & NORTH (Citizens & Northern Corp) | Long | Equity-common | US | $176K | 10K | 0.02 |
| CITIZENS FINL SV (Citizens Financial Services Inc) | Long | Equity-common | US | $91K | 2K | 0.01 |
| CITY HOLDING CO | Long | Equity-common | US | $928K | 9K | 0.11 |
| CITY OFFICE REIT (City Office REIT Inc) | Long | Equity-common | US | $127K | 26K | 0.01 |
| CIVISTA BANCSHAR (Civista Bancshares Inc) | Long | Equity-common | US | $149K | 10K | 0.02 |
| CIVITAS RESOURCE (Civitas Resources Inc) | Long | Equity-common | US | $4M | 55K | 0.46 |
| CLAROS MORTGAGE (Claros Mortgage Trust Inc) | Long | Equity-common | US | $482K | 61K | 0.06 |
| CLARUS CORP | Long | Equity-common | US | $132K | 19K | 0.02 |
| CLEAN ENERGY FUE (Clean Energy Fuels Corp) | Long | Equity-common | US | $356K | 114K | 0.04 |
| CLEANSPARK INC | Long | Equity-common | US | $2M | 114K | 0.21 |
| CLEAR CHANNEL OU (Clear Channel Outdoor Holdings Inc) | Long | Equity-common | US | $363K | 252K | 0.04 |
| CLEARPOINT NEURO (ClearPoint Neuro Inc) | Long | Equity-common | US | $3K | 643 | 0.00 |
| CLEARWATER (Clearwater Paper Corp) | Long | Equity-common | US | $587K | 11K | 0.07 |
| CLIMB GLOBAL SOL (Climb Global Solutions Inc) | Long | Equity-common | US | $30K | 516 | 0.00 |
| CLIPPER REALTY I (Clipper Realty Inc) | Long | Equity-common | US | $5K | 1K | 0.00 |
| CNB FINL CORP/PA (CNB Financial Corp/PA) | Long | Equity-common | US | $269K | 14K | 0.03 |
| CNO FINANCIAL GR (CNO Financial Group Inc) | Long | Equity-common | US | $2M | 76K | 0.25 |
| CNX RESOURCES CO (CNX Resources Corp) | Long | Equity-common | US | $3M | 106K | 0.32 |
| CODEXIS INC | Long | Equity-common | US | $138K | 41K | 0.02 |
| CODORUS VLY BANC (Codorus Valley Bancorp Inc) | Long | Equity-common | US | $137K | 6K | 0.02 |
| COEUR MINING INC | Long | Equity-common | US | $1M | 242K | 0.16 |
| COGENT BIOSCIENC (Cogent Biosciences Inc) | Long | Equity-common | US | $205K | 26K | 0.02 |
| COGENT COMMUNICA (Cogent Communications Holdings Inc) | Long | Equity-common | US | $649K | 11K | 0.07 |
| COHERUS BIOSCIEN (Coherus Biosciences Inc) | Long | Equity-common | US | $25K | 14K | 0.00 |
| COHU INC | Long | Equity-common | US | $1M | 32K | 0.12 |
| COLONY BANKCORP (Colony Bankcorp Inc) | Long | Equity-common | US | $135K | 11K | 0.02 |
| COLUMBIA FINANCI (Columbia Financial Inc) | Long | Equity-common | US | $171K | 12K | 0.02 |
| COLUMBUS MCKI/NY (Columbus McKinnon Corp/NY) | Long | Equity-common | US | $752K | 19K | 0.09 |
| COMMERCIAL METAL (Commercial Metals Co) | Long | Equity-common | US | $4M | 79K | 0.51 |
| COMMERCIAL VEHIC (Commercial Vehicle Group Inc) | Long | Equity-common | US | $104K | 19K | 0.01 |
| COMMUNI TRUST BA (Community Trust Bancorp Inc) | Long | Equity-common | US | $441K | 10K | 0.05 |
| COMMUNITY FINANC (Community Financial System Inc) | Long | Equity-common | US | $2M | 36K | 0.19 |
| COMMUNITY HEALTH (Community Health Systems Inc) | Long | Equity-common | US | $334K | 84K | 0.04 |
| COMMUNITY HEALTH (Community Healthcare Trust Inc) | Long | Equity-common | US | $140K | 6K | 0.02 |
| COMMUNITY WEST B (Community West Bancshares) | Long | Equity-common | US | $146K | 8K | 0.02 |
| COMMVAULT SYSTEM (CommVault Systems Inc) | Long | Equity-common | US | $181K | 2K | 0.02 |
| COMPASS DIVERSIF (Compass Diversified Holdings) | Long | Equity-common | US | $974K | 43K | 0.11 |
| COMPASS INC - A | Long | Equity-common | US | $101K | 27K | 0.01 |
| COMPASS THERAPEU (Compass Therapeutics Inc) | Long | Equity-common | US | $79K | 56K | 0.01 |
| COMPOSECURE IN-A (CompoSecure Inc) | Long | Equity-common | US | $10K | 2K | 0.00 |
| COMPX INTL INC (CompX International Inc) | Long | Equity-common | US | $26K | 1K | 0.00 |
| COMSTOCK RES INC (Comstock Resources Inc) | Long | Equity-common | US | $735K | 63K | 0.08 |
| COMTECH TELECOMM (Comtech Telecommunications Corp) | Long | Equity-common | US | $45K | 18K | 0.01 |
| CONCRETE PUMPING (Concrete Pumping Holdings Inc) | Long | Equity-common | US | $48K | 7K | 0.01 |
| CONDUENT INC | Long | Equity-common | US | $404K | 116K | 0.05 |
| CONNECTONE BANCO (ConnectOne Bancorp Inc) | Long | Equity-common | US | $459K | 25K | 0.05 |
| CONS WATER CO-OR (Consolidated Water Co Ltd) | Long | Equity-common | US | $195K | 7K | 0.02 |
| CONSENSUS CLOUD (Consensus Cloud Solutions Inc) | Long | Equity-common | US | $104K | 6K | 0.01 |
| CONSOL ENERGY IN (CONSOL Energy Inc) | Long | Equity-common | US | $2M | 21K | 0.25 |
| CONSOLIDATED COM (Consolidated Communications Holdings Inc) | Long | Equity-common | US | $201K | 46K | 0.02 |
| CONSTELLIUM SE | Long | Equity-common | US | $717K | 33K | 0.08 |
| CONSUMER PORTFOL (Consumer Portfolio Services Inc) | Long | Equity-common | US | $50K | 6K | 0.01 |
| CONTANGO ORE INC | Long | Equity-common | US | $66K | 3K | 0.01 |
| CONTEXTLOGIC I-A (ContextLogic Inc) | Long | Equity-common | US | $82K | 15K | 0.01 |
| CONTINEUM THER-A (Contineum Therapeutics Inc) | Long | Equity-common | US | $1K | 88 | 0.00 |
| COOPER-STANDARD (Cooper-Standard Holdings Inc) | Long | Equity-common | US | $103K | 8K | 0.01 |
| COPT DEFENSE PRO (COPT Defense Properties) | Long | Equity-common | US | $2M | 76K | 0.22 |
| CORE LABORATORIE (Core Laboratories Inc) | Long | Equity-common | US | $402K | 21K | 0.05 |
| CORE MOLDING TEC (Core Molding Technologies Inc) | Long | Equity-common | US | $87K | 5K | 0.01 |
| CORECIVIC INC | Long | Equity-common | US | $1M | 77K | 0.14 |
| CORMEDIX INC | Long | Equity-common | US | $12K | 2K | 0.00 |
| COSTAMARE INC | Long | Equity-common | US | $508K | 32K | 0.06 |
| COVENANT LOGISTI (Covenant Logistics Group Inc) | Long | Equity-common | US | $267K | 6K | 0.03 |
| CRESCENT ENERG-A (Crescent Energy Co) | Long | Equity-common | US | $397K | 32K | 0.05 |
| CRINETICS PHARMA (Crinetics Pharmaceuticals Inc) | Long | Equity-common | US | $2M | 37K | 0.19 |
| CROSS COUNTRY HE (Cross Country Healthcare Inc) | Long | Equity-common | US | $291K | 19K | 0.03 |
| CROSSFIRST BANKS (CrossFirst Bankshares Inc) | Long | Equity-common | US | $398K | 30K | 0.05 |
| CRYOPORT (CryoPort Inc) | Long | Equity-common | US | $49K | 5K | 0.01 |
| CS DISCO INC | Long | Equity-common | US | $94K | 16K | 0.01 |
| CTO REALTY GROWT (CTO Realty Growth Inc) | Long | Equity-common | US | $264K | 15K | 0.03 |
| CULLINAN THERAPE (Cullinan Therapeutics Inc) | Long | Equity-common | US | $410K | 17K | 0.05 |
| CUSHMAN & WAKEFI (Cushman & Wakefield PLC) | Long | Equity-common | US | $1M | 131K | 0.17 |
| CUSTOMERS BANCOR (Customers Bancorp Inc) | Long | Equity-common | US | $880K | 19K | 0.10 |
| CUTERA INC | Long | Equity-common | US | $26K | 12K | 0.00 |
| CVB FINANCIAL (CVB Financial Corp) | Long | Equity-common | US | $1M | 90K | 0.17 |
| CVR ENERGY INC | Long | Equity-common | US | $48K | 2K | 0.01 |
| CVRX INC | Long | Equity-common | US | $7K | 1K | 0.00 |
| CYTOKINETICS INC | Long | Equity-common | US | $262K | 5K | 0.03 |
| DAILY JOURNAL (Daily Journal Corp) | Long | Equity-common | US | $287K | 758 | 0.03 |
| DAKOTA GOLD CORP | Long | Equity-common | US | $38K | 13K | 0.00 |
| DAKTRONICS INC | Long | Equity-common | US | $286K | 26K | 0.03 |
| DANA INC | Long | Equity-common | US | $1M | 88K | 0.14 |
| DANIMER SCIEN-29 (Danimer Scientific Inc) | Long | Equity-common | US | $0.21 | 21K | 0.00 |
| DANIMER SCIENTIF (Danimer Scientific Inc) | Long | Equity-common | US | $47K | 61K | 0.01 |
| DAY ONE BIOPHARM (Day One Biopharmaceuticals Inc) | Long | Equity-common | US | $51K | 4K | 0.01 |
| DECIPHERA PHARMA (Deciphera Pharmaceuticals Inc) | Long | Equity-common | US | $600K | 23K | 0.07 |
| DEFINITIVE HEALT (Definitive Healthcare Corp) | Long | Equity-common | US | $115K | 22K | 0.01 |
| DELEK US HOLDING (Delek US Holdings Inc) | Long | Equity-common | US | $1M | 43K | 0.13 |
| DELUXE CORP | Long | Equity-common | US | $667K | 29K | 0.08 |
| DENNY'S CORP | Long | Equity-common | US | $62K | 8K | 0.01 |
| DESIGN THERAPEUT (Design Therapeutics Inc) | Long | Equity-common | US | $94K | 23K | 0.01 |
| DESIGNER BRAND-A (Designer Brands Inc) | Long | Equity-common | US | $284K | 28K | 0.03 |
| DESKTOP METAL-A (Desktop Metal Inc) | Long | Equity-common | US | $110K | 195K | 0.01 |
| DESTINATION XL G (Destination XL Group Inc) | Long | Equity-common | US | $134K | 38K | 0.02 |
| DHI GROUP INC | Long | Equity-common | US | $61K | 29K | 0.01 |
| DHT HOLDINGS INC | Long | Equity-common | US | $1M | 91K | 0.13 |
| DIAMOND OFFSHORE (Diamond Offshore Drilling Inc) | Long | Equity-common | US | $1M | 69K | 0.12 |
| DIAMONDROCK HOSP (DiamondRock Hospitality Co) | Long | Equity-common | US | $1M | 142K | 0.14 |
| DIGI INTL INC (Digi International Inc) | Long | Equity-common | US | $68K | 3K | 0.01 |
| DIGITAL TURBINE (Digital Turbine Inc) | Long | Equity-common | US | $89K | 47K | 0.01 |
| DIGITALBRIDGE GR (DigitalBridge Group Inc) | Long | Equity-common | US | $1M | 75K | 0.12 |
| DIME COMMUNITY B (Dime Community Bancshares Inc) | Long | Equity-common | US | $434K | 23K | 0.05 |
| DINE BRANDS GLOB (Dine Brands Global Inc) | Long | Equity-common | US | $41K | 1K | 0.00 |
| DIODES INC | Long | Equity-common | US | $488K | 7K | 0.06 |
| DISC MEDICINE IN (Disc Medicine Inc) | Long | Equity-common | US | $14K | 401 | 0.00 |
| DISTRIBUTION SOL (Distribution Solutions Group Inc) | Long | Equity-common | US | $21K | 631 | 0.00 |
| DIVERSIFIED HEAL (Diversified Healthcare Trust) | Long | Equity-common | US | $390K | 161K | 0.04 |
| DMC GLOBAL INC | Long | Equity-common | US | $117K | 9K | 0.01 |
| DNOW INC | Long | Equity-common | US | $1M | 72K | 0.12 |
| DOLE PLC | Long | Equity-common | US | $258K | 21K | 0.03 |
| DONEGAL GRP-CL A (Donegal Group Inc) | Long | Equity-common | US | $138K | 10K | 0.02 |
| DONNELLEY FINANC (Donnelley Financial Solutions Inc) | Long | Equity-common | US | $291K | 5K | 0.03 |
| DORIAN LPG LTD | Long | Equity-common | US | $482K | 10K | 0.06 |
| DOUGLAS ELLIMAN (Douglas Elliman Inc) | Long | Equity-common | US | $64K | 56K | 0.01 |
| DOUGLAS EMMETT (Douglas Emmett Inc) | Long | Equity-common | US | $2M | 109K | 0.17 |
| DREAM FINDERS-A (Dream Finders Homes Inc) | Long | Equity-common | US | $275K | 10K | 0.03 |
| DRIL-QUIP INC | Long | Equity-common | US | $443K | 23K | 0.05 |
| DUCKHORN PORTFOL (Duckhorn Portfolio Inc/The) | Long | Equity-common | US | $240K | 30K | 0.03 |
| DUCOMMUN INC | Long | Equity-common | US | $529K | 9K | 0.06 |
| DULUTH HLDGS - B (Duluth Holdings Inc) | Long | Equity-common | US | $37K | 9K | 0.00 |
| DXP ENTERPRISES (DXP Enterprises Inc/TX) | Long | Equity-common | US | $445K | 9K | 0.05 |
| DYNAVAX TECHNOLO (Dynavax Technologies Corp) | Long | Equity-common | US | $166K | 14K | 0.02 |
| DYNE THERAPEUTIC (Dyne Therapeutics Inc) | Long | Equity-common | US | $1M | 33K | 0.12 |
| DYNEX CAPITAL (Dynex Capital Inc) | Long | Equity-common | US | $469K | 38K | 0.05 |
| DZS INC | Long | Equity-common | US | $23K | 16K | 0.00 |
| E-Mini Russ 2000 Jun24 | Derivative-equity | $-15K | – | -0.00 | ||
| E2OPEN PARENT HO (E2open Parent Holdings Inc) | Long | Equity-common | US | $539K | 116K | 0.06 |
| EAGLE BANCRP INC (Eagle Bancorp Inc) | Long | Equity-common | US | $357K | 20K | 0.04 |
| EAGLE PHARMACEUT (Eagle Pharmaceuticals Inc/DE) | Long | Equity-common | US | $26K | 8K | 0.00 |
| EASTERLY GOVERNM (Easterly Government Properties Inc) | Long | Equity-common | US | $771K | 65K | 0.09 |
| EASTERN BANKSHAR (Eastern Bankshares Inc) | Long | Equity-common | US | $1M | 105K | 0.16 |
| EASTMAN KODAK CO | Long | Equity-common | US | $202K | 38K | 0.02 |
| ECHOSTAR CORP-A | Long | Equity-common | US | $2M | 82K | 0.18 |
| ECOVYST INC | Long | Equity-common | US | $454K | 49K | 0.05 |
| EDGEWELL PERSONA (Edgewell Personal Care Co) | Long | Equity-common | US | $1M | 34K | 0.15 |
| EDGEWISE THERAPE (Edgewise Therapeutics Inc) | Long | Equity-common | US | $670K | 39K | 0.08 |
| EDITAS MEDICINE (Editas Medicine Inc) | Long | Equity-common | US | $287K | 55K | 0.03 |
| EHEALTH INC | Long | Equity-common | US | $76K | 13K | 0.01 |
| EL POLLO LOCO HO (El Pollo Loco Holdings Inc) | Long | Equity-common | US | $199K | 19K | 0.02 |
| ELLINGTON FINANC (Ellington Financial Inc) | Long | Equity-common | US | $618K | 51K | 0.07 |
| ELME COMMUNITIES | Long | Equity-common | US | $922K | 60K | 0.11 |
| EMBECTA CORP | Long | Equity-common | US | $431K | 35K | 0.05 |
| EMERALD HOLDING (Emerald Holding Inc) | Long | Equity-common | US | $58K | 10K | 0.01 |
| EMERGENT BIOSOLU (Emergent BioSolutions Inc) | Long | Equity-common | US | $199K | 35K | 0.02 |
| EMPIRE STATE REA (Empire State Realty Trust Inc) | Long | Equity-common | US | $852K | 89K | 0.10 |
| EMPLOYERS HOLDIN (Employers Holdings Inc) | Long | Equity-common | US | $732K | 17K | 0.08 |
| ENACT HOLDINGS I (Enact Holdings Inc) | Long | Equity-common | US | $619K | 20K | 0.07 |
| ENANTA PHARMACEU (Enanta Pharmaceuticals Inc) | Long | Equity-common | US | $145K | 12K | 0.02 |
| ENCORE CAPITAL G (Encore Capital Group Inc) | Long | Equity-common | US | $700K | 16K | 0.08 |
| ENCORE ENERGY CO (Encore Energy Corp) | Long | Equity-common | US | $539K | 111K | 0.06 |
| ENCORE WIRE (Encore Wire Corp) | Long | Equity-common | US | $3M | 10K | 0.34 |
| ENERGY FUELS INC (Energy Fuels Inc/Canada) | Long | Equity-common | US | $103K | 15K | 0.01 |
| ENERGY VAULT HOL (Energy Vault Holdings Inc) | Long | Equity-common | US | $85K | 65K | 0.01 |
| ENERSYS | Long | Equity-common | US | $206K | 2K | 0.02 |
| ENHABIT INC | Long | Equity-common | US | $311K | 34K | 0.04 |
| ENLIVEN THERAPEU (Enliven Therapeutics Inc) | Long | Equity-common | US | $354K | 16K | 0.04 |
| ENNIS INC | Long | Equity-common | US | $363K | 17K | 0.04 |
| ENOVA INTERNATIO (Enova International Inc) | Long | Equity-common | US | $1M | 19K | 0.14 |
| ENPRO INC | Long | Equity-common | US | $2M | 14K | 0.25 |
| ENSTAR GROUP LTD | Long | Equity-common | US | $3M | 8K | 0.29 |
| ENTERPRISE BANCO (Enterprise Bancorp Inc/MA) | Long | Equity-common | US | $162K | 6K | 0.02 |
| ENTERPRISE FINAN (Enterprise Financial Services Corp) | Long | Equity-common | US | $948K | 25K | 0.11 |
| ENTRADA THERAPEU (Entrada Therapeutics Inc) | Long | Equity-common | US | $222K | 14K | 0.03 |
| ENVIRI CORP | Long | Equity-common | US | $469K | 53K | 0.05 |
| EOS ENERGY ENTER (Eos Energy Enterprises Inc) | Long | Equity-common | US | $6K | 8K | 0.00 |
| EPLUS INC | Long | Equity-common | US | $1M | 17K | 0.15 |
| EQUITRANS MIDSTR (Equitrans Midstream Corp) | Long | Equity-common | US | $3M | 210K | 0.34 |
| EQUITY BANCSHA-A (Equity Bancshares Inc) | Long | Equity-common | US | $332K | 10K | 0.04 |
| EQUITY COMMONWEA (Equity Commonwealth) | Long | Equity-common | US | $1M | 69K | 0.15 |
| ERASCA INC | Long | Equity-common | US | $136K | 54K | 0.02 |
| ESCALADE INC | Long | Equity-common | US | $87K | 6K | 0.01 |
| ESCO TECH INC (ESCO Technologies Inc) | Long | Equity-common | US | $801K | 7K | 0.09 |
| ESQUIRE FINANCIA (Esquire Financial Holdings Inc) | Long | Equity-common | US | $27K | 580 | 0.00 |
| ESS TECH INC | Long | Equity-common | US | $44K | 60K | 0.01 |
| ESSA BANCORP INC | Long | Equity-common | US | $101K | 6K | 0.01 |
| ESSENT GROUP LTD | Long | Equity-common | US | $4M | 71K | 0.46 |
| ESSENTIAL PROPER (Essential Properties Realty Trust Inc) | Long | Equity-common | US | $3M | 94K | 0.29 |
| ETHAN ALLEN (Ethan Allen Interiors Inc) | Long | Equity-common | US | $449K | 15K | 0.05 |
| EUROPEAN WAX-A (European Wax Center Inc) | Long | Equity-common | US | $18K | 2K | 0.00 |
| EVANS BANCORP (Evans Bancorp Inc) | Long | Equity-common | US | $98K | 4K | 0.01 |
| EVENTBRITE INC-A | Long | Equity-common | US | $27K | 5K | 0.00 |
| EVERCOMMERCE INC | Long | Equity-common | US | $35K | 4K | 0.00 |
| EVERI HOLDINGS I (Everi Holdings Inc) | Long | Equity-common | US | $145K | 20K | 0.02 |
| EVERQUOTE INC-A | Long | Equity-common | US | $32K | 1K | 0.00 |
| EVGO INC | Long | Equity-common | US | $120K | 59K | 0.01 |
| EVI INDUSTRIES I (EVI Industries Inc) | Long | Equity-common | US | $15K | 696 | 0.00 |
| EVOLV TECHNOLOGI (Evolv Technologies Holdings Inc) | Long | Equity-common | US | $179K | 63K | 0.02 |
| EW SCRIPPS-A (EW Scripps Co/The) | Long | Equity-common | US | $57K | 21K | 0.01 |
| EXCELERATE ENE-A (Excelerate Energy Inc) | Long | Equity-common | US | $50K | 3K | 0.01 |
| EXPRO GROUP HOLD (Expro Group Holdings NV) | Long | Equity-common | US | $828K | 38K | 0.09 |
| EYEPOINT PHARMAC (EyePoint Pharmaceuticals Inc) | Long | Equity-common | US | $122K | 11K | 0.01 |
| F&G ANNUITIES (F&G Annuities & Life Inc) | Long | Equity-common | US | $480K | 12K | 0.05 |
| FARMERS & MER/OH (Farmers & Merchants Bancorp Inc/Archbold OH) | Long | Equity-common | US | $189K | 9K | 0.02 |
| FARMERS NATL BAN (Farmers National Banc Corp) | Long | Equity-common | US | $300K | 25K | 0.03 |
| FARMLAND PARTNER (Farmland Partners Inc) | Long | Equity-common | US | $326K | 30K | 0.04 |
| FARO TECH (FARO Technologies Inc) | Long | Equity-common | US | $218K | 12K | 0.02 |
| FASTLY INC -CL A | Long | Equity-common | US | $104K | 13K | 0.01 |
| FATE THERAPEUTIC (Fate Therapeutics Inc) | Long | Equity-common | US | $209K | 57K | 0.02 |
| FB FINANCIAL COR (FB Financial Corp) | Long | Equity-common | US | $888K | 24K | 0.10 |
| FED AGRI MTG-C (Federal Agricultural Mortgage Corp) | Long | Equity-common | US | $899K | 5K | 0.10 |
| FENNEC PHARMACEU (Fennec Pharmaceuticals Inc) | Long | Equity-common | US | $63K | 9K | 0.01 |
| FIBROGEN INC | Long | Equity-common | US | $74K | 62K | 0.01 |
| FIDELIS INSURANC (Fidelis Insurance Holdings Ltd) | Long | Equity-common | US | $513K | 31K | 0.06 |
| FIDELITY D&D BAN (Fidelity D&D Bancorp Inc) | Long | Equity-common | US | $145K | 3K | 0.02 |
| FIGS INC-CLASS A | Long | Equity-common | US | $52K | 10K | 0.01 |
| FINANCE OF AME-A (Finance Of America Cos Inc) | Long | Equity-common | US | $22K | 39K | 0.00 |
| FINANCIAL INST (Financial Institutions Inc) | Long | Equity-common | US | $181K | 10K | 0.02 |
| FIRST ADVANTAGE (First Advantage Corp) | Long | Equity-common | US | $535K | 33K | 0.06 |
| FIRST BANCORP PR (First BanCorp/Puerto Rico) | Long | Equity-common | US | $2M | 103K | 0.21 |
| FIRST BANCORP/ME (First Bancorp Inc/The) | Long | Equity-common | US | $158K | 7K | 0.02 |
| FIRST BANCORP/NC (First Bancorp/Southern Pines NC) | Long | Equity-common | US | $850K | 27K | 0.10 |
| FIRST BANCSHARES (First Bancshares Inc/The) | Long | Equity-common | US | $528K | 21K | 0.06 |
| FIRST BANK/HAMIL (First Bank/Hamilton NJ) | Long | Equity-common | US | $167K | 14K | 0.02 |
| FIRST BUSEY CORP | Long | Equity-common | US | $795K | 35K | 0.09 |
| FIRST BUSINESS F (First Business Financial Services Inc) | Long | Equity-common | US | $180K | 5K | 0.02 |
| FIRST COMMON FIN (First Commonwealth Financial Corp) | Long | Equity-common | US | $926K | 69K | 0.11 |
| FIRST COMMUNI BK (First Community Bankshares Inc) | Long | Equity-common | US | $402K | 12K | 0.05 |
| FIRST COMTY CORP (First Community Corp/SC) | Long | Equity-common | US | $87K | 5K | 0.01 |
| FIRST FIN BANCRP (First Financial Bancorp) | Long | Equity-common | US | $1M | 64K | 0.16 |
| FIRST FIN COR/IN (First Financial Corp/IN) | Long | Equity-common | US | $286K | 8K | 0.03 |
| FIRST FOUNDATION (First Foundation Inc) | Long | Equity-common | US | $203K | 34K | 0.02 |
| FIRST INTER/MT-A (First Interstate BancSystem Inc) | Long | Equity-common | US | $1M | 56K | 0.17 |
| FIRST MERCHANTS (First Merchants Corp) | Long | Equity-common | US | $1M | 40K | 0.15 |
| FIRST MID BANCSH (First Mid Bancshares Inc) | Long | Equity-common | US | $481K | 15K | 0.06 |
| FIRST OF LONG IS (First of Long Island Corp/The) | Long | Equity-common | US | $143K | 14K | 0.02 |
| FIRST WATCH REST (First Watch Restaurant Group Inc) | Long | Equity-common | US | $172K | 9K | 0.02 |
| FIRST WESTERN FI (First Western Financial Inc) | Long | Equity-common | US | $96K | 6K | 0.01 |
| FISCALNOTE HOLDI (FiscalNote Holdings Inc) | Long | Equity-common | US | $42K | 33K | 0.00 |
| FIVE STAR BANCOR (Five Star Bancorp) | Long | Equity-common | US | $110K | 5K | 0.01 |
| FLEX LNG LTD | Long | Equity-common | US | $188K | 7K | 0.02 |
| FLUOR CORP | Long | Equity-common | US | $286K | 7K | 0.03 |
| FLUSHING FINL (Flushing Financial Corp) | Long | Equity-common | US | $237K | 19K | 0.03 |
| FOOT LOCKER INC | Long | Equity-common | US | $2M | 55K | 0.18 |
| FORAFRIC GLOBAL (Forafric Global PLC) | Long | Equity-common | US | $43K | 4K | 0.00 |
| FORESTAR GROUP (Forestar Group Inc) | Long | Equity-common | US | $420K | 12K | 0.05 |
| FORGE GLOBAL HOL (Forge Global Holdings Inc) | Long | Equity-common | US | $116K | 73K | 0.01 |
| FORUM ENERGY TEC (Forum Energy Technologies Inc) | Long | Equity-common | US | $116K | 6K | 0.01 |
| FOSSIL GROUP INC | Long | Equity-common | US | $41K | 35K | 0.00 |
| FOUR CORNERS PRO (Four Corners Property Trust Inc) | Long | Equity-common | US | $1M | 55K | 0.15 |
| FRANKLIN BSP REA (Franklin BSP Realty Trust Inc) | Long | Equity-common | US | $719K | 56K | 0.08 |
| FRESH DEL MONTE (Fresh Del Monte Produce Inc) | Long | Equity-common | US | $538K | 23K | 0.06 |
| FRP HOLDINGS INC | Long | Equity-common | US | $272K | 9K | 0.03 |
| FS BANCORP INC | Long | Equity-common | US | $118K | 4K | 0.01 |
| FTAI INFRASTRUCT (FTAI Infrastructure Inc) | Long | Equity-common | US | $569K | 67K | 0.07 |
| FUBOTV INC | Long | Equity-common | US | $238K | 190K | 0.03 |
| FUELCELL ENERGY (FuelCell Energy Inc) | Long | Equity-common | US | $275K | 306K | 0.03 |
| FULGENT GENETICS (Fulgent Genetics Inc) | Long | Equity-common | US | $284K | 14K | 0.03 |
| FULL HOUSE RESRT (Full House Resorts Inc) | Long | Equity-common | US | $15K | 3K | 0.00 |
| FULTON FINANCIAL (Fulton Financial Corp) | Long | Equity-common | US | $2M | 115K | 0.22 |
| FUNKO INC-CL A | Long | Equity-common | US | $72K | 8K | 0.01 |
| FUTUREFUEL CORP | Long | Equity-common | US | $75K | 18K | 0.01 |
| FVCBANKCORP INC | Long | Equity-common | US | $117K | 11K | 0.01 |
| G III APPAREL (G-III Apparel Group Ltd) | Long | Equity-common | US | $840K | 28K | 0.10 |
| GANNETT CO INC | Long | Equity-common | US | $364K | 97K | 0.04 |
| GATX CORP | Long | Equity-common | US | $3M | 23K | 0.36 |
| GCM GROSVENOR-A (GCM Grosvenor Inc) | Long | Equity-common | US | $33K | 3K | 0.00 |
| GENCO SHIPPING & (Genco Shipping & Trading Ltd) | Long | Equity-common | US | $639K | 28K | 0.07 |
| GENCOR INDS INC (Gencor Industries Inc) | Long | Equity-common | US | $143K | 7K | 0.02 |
| GENELUX CORP | Long | Equity-common | US | $26K | 10K | 0.00 |
| GENERATION BIO C (Generation Bio Co) | Long | Equity-common | US | $99K | 31K | 0.01 |
| GENESCO INC | Long | Equity-common | US | $211K | 7K | 0.02 |
| GENIE ENERGY-B (Genie Energy Ltd) | Long | Equity-common | US | $95K | 6K | 0.01 |
| GENWORTH FINANCI (Genworth Financial Inc) | Long | Equity-common | US | $2M | 305K | 0.22 |
| GEO GROUP INC/TH (GEO Group Inc/The) | Long | Equity-common | US | $1M | 81K | 0.14 |
| GERMAN AMER BNCP (German American Bancorp Inc) | Long | Equity-common | US | $599K | 19K | 0.07 |
| GERON CORP | Long | Equity-common | US | $303K | 85K | 0.03 |
| GETTY REALTY (Getty Realty Corp) | Long | Equity-common | US | $891K | 32K | 0.10 |
| GEVO INC | Long | Equity-common | US | $106K | 155K | 0.01 |
| GIBRALTAR INDUST (Gibraltar Industries Inc) | Long | Equity-common | US | $685K | 9K | 0.08 |
| GLACIER BANCORP (Glacier Bancorp Inc) | Long | Equity-common | US | $3M | 76K | 0.32 |
| GLADSTONE COMMER (Gladstone Commercial Corp) | Long | Equity-common | US | $317K | 22K | 0.04 |
| GLADSTONE LAND C (Gladstone Land Corp) | Long | Equity-common | US | $304K | 23K | 0.03 |
| GLATFELTER CORP | Long | Equity-common | US | $47K | 29K | 0.01 |
| GLOBAL INDUSTRIAL CO | Long | Equity-common | US | $64K | 2K | 0.01 |
| GLOBAL MEDICAL R (Global Medical REIT Inc) | Long | Equity-common | US | $382K | 41K | 0.04 |
| GLOBAL NET LEASE (Global Net Lease Inc) | Long | Equity-common | US | $988K | 132K | 0.11 |
| GLOBALSTAR INC | Long | Equity-common | US | $70K | 64K | 0.01 |
| GMS INC | Long | Equity-common | US | $2M | 19K | 0.20 |
| GOGO INC | Long | Equity-common | US | $428K | 40K | 0.05 |
| GOHEALTH INC-A | Long | Equity-common | US | $30K | 3K | 0.00 |
| GOLAR LNG LTD | Long | Equity-common | US | $2M | 63K | 0.19 |
| GOLDEN OCEAN GRO (Golden Ocean Group Ltd) | Long | Equity-common | US | $1M | 83K | 0.14 |
| GOODYEAR TIRE (Goodyear Tire & Rubber Co/The) | Long | Equity-common | US | $2M | 191K | 0.27 |
| GOPRO INC-CL A | Long | Equity-common | US | $129K | 85K | 0.01 |
| GORMAN-RUPP CO (Gorman-Rupp Co/The) | Long | Equity-common | US | $415K | 12K | 0.05 |
| GRAFTECH INTERNA (GrafTech International Ltd) | Long | Equity-common | US | $96K | 58K | 0.01 |
| GRAHAM HOLDING-B (Graham Holdings Co) | Long | Equity-common | US | $2M | 2K | 0.20 |
| GRANITE CONSTR (Granite Construction Inc) | Long | Equity-common | US | $2M | 26K | 0.18 |
| GRANITE POINT MO (Granite Point Mortgage Trust Inc) | Long | Equity-common | US | $108K | 34K | 0.01 |
| GRANITE RIDGE RE (Granite Ridge Resources Inc) | Long | Equity-common | US | $149K | 23K | 0.02 |
| GRAY TELEVISION (Gray Television Inc) | Long | Equity-common | US | $331K | 53K | 0.04 |
| GREAT LAKES DRED (Great Lakes Dredge & Dock Corp) | Long | Equity-common | US | $403K | 44K | 0.05 |
| GREAT SOUTHN BAN (Great Southern Bancorp Inc) | Long | Equity-common | US | $313K | 6K | 0.04 |
| GREEN BRICK PART (Green Brick Partners Inc) | Long | Equity-common | US | $650K | 12K | 0.07 |
| GREEN DOT CORP-A | Long | Equity-common | US | $309K | 31K | 0.04 |
| GREEN PLAINS INC | Long | Equity-common | US | $571K | 33K | 0.07 |
| GREENBRIER COS (Greenbrier Cos Inc/The) | Long | Equity-common | US | $1M | 21K | 0.13 |
| GREENE COUNTY (Greene County Bancorp Inc) | Long | Equity-common | US | $75K | 2K | 0.01 |
| GREENLIGHT CAP-A (Greenlight Capital Re Ltd) | Long | Equity-common | US | $232K | 17K | 0.03 |
| GREIF INC-CL A | Long | Equity-common | US | $1M | 16K | 0.12 |
| GREIF INC-CL B | Long | Equity-common | US | $240K | 4K | 0.03 |
| GRID DYNAMICS HO (Grid Dynamics Holdings Inc) | Long | Equity-common | US | $69K | 7K | 0.01 |
| GRIFFON CORP | Long | Equity-common | US | $727K | 11K | 0.08 |
| GRITSTONE BIO IN (Gritstone bio Inc) | Long | Equity-common | US | $47K | 61K | 0.01 |
| GROUP 1 AUTOMOTI (Group 1 Automotive Inc) | Long | Equity-common | US | $3M | 9K | 0.33 |
| GROWGENERATION C (GrowGeneration Corp) | Long | Equity-common | US | $100K | 39K | 0.01 |
| GUARANTY BANCSHR (Guaranty Bancshares Inc/TX) | Long | Equity-common | US | $161K | 6K | 0.02 |
| GUESS? INC | Long | Equity-common | US | $396K | 17K | 0.05 |
| GULFPORT ENERGY (Gulfport Energy Corp) | Long | Equity-common | US | $1M | 7K | 0.14 |
| HACKETT GROUP (Hackett Group Inc/The) | Long | Equity-common | US | $33K | 1K | 0.00 |
| HAIN CELESTIAL (Hain Celestial Group Inc/The) | Long | Equity-common | US | $460K | 60K | 0.05 |
| HALLADOR ENERGY (Hallador Energy Co) | Long | Equity-common | US | $138K | 15K | 0.02 |
| HAMILTON INSUR-B (Hamilton Insurance Group Ltd) | Long | Equity-common | US | $144K | 8K | 0.02 |
| HAMILTON LANE-A (Hamilton Lane Inc) | Long | Equity-common | US | $1M | 10K | 0.14 |
| HANCOCK WHITNEY (Hancock Whitney Corp) | Long | Equity-common | US | $3M | 59K | 0.31 |
| HANESBRANDS INC | Long | Equity-common | US | $404K | 79K | 0.05 |
| HANMI FINL CORP (Hanmi Financial Corp) | Long | Equity-common | US | $323K | 20K | 0.04 |
| HANNON ARMSTRONG (Hannon Armstrong Sustainable Infrastructure Capital Inc) | Long | Equity-common | US | $2M | 69K | 0.26 |
| HARBORONE BANCOR (HarborOne Bancorp Inc) | Long | Equity-common | US | $287K | 28K | 0.03 |
| HAVERTY FURNITUR (Haverty Furniture Cos Inc) | Long | Equity-common | US | $279K | 10K | 0.03 |
| HAWAIIAN HOLDING (Hawaiian Holdings Inc) | Long | Equity-common | US | $470K | 34K | 0.05 |
| HAYNES INTL INC (Haynes International Inc) | Long | Equity-common | US | $508K | 9K | 0.06 |
| HB FULLER CO | Long | Equity-common | US | $313K | 4K | 0.04 |
| HBT FINANCIAL IN (HBT Financial Inc) | Long | Equity-common | US | $175K | 9K | 0.02 |
| HEALTH CATALYST (Health Catalyst Inc) | Long | Equity-common | US | $114K | 17K | 0.01 |
| HEALTHCARE SERVS (Healthcare Services Group Inc) | Long | Equity-common | US | $28K | 3K | 0.00 |
| HEALTHSTREAM INC | Long | Equity-common | US | $262K | 10K | 0.03 |
| HEARTLAND EXPRES (Heartland Express Inc) | Long | Equity-common | US | $357K | 32K | 0.04 |
| HEARTLAND FINL (Heartland Financial USA Inc) | Long | Equity-common | US | $1M | 29K | 0.14 |
| HECLA MINING CO | Long | Equity-common | US | $2M | 328K | 0.22 |
| HEIDRICK & STRUG (Heidrick & Struggles International Inc) | Long | Equity-common | US | $457K | 13K | 0.05 |
| HELEN OF TROY (Helen of Troy Ltd) | Long | Equity-common | US | $2M | 16K | 0.20 |
| HELIX ENERGY SOL (Helix Energy Solutions Group Inc) | Long | Equity-common | US | $1M | 97K | 0.13 |
| HELMERICH & PAYN (Helmerich & Payne Inc) | Long | Equity-common | US | $3M | 66K | 0.29 |
| HERBALIFE LTD | Long | Equity-common | US | $182K | 18K | 0.02 |
| HERITAGE COMMERC (Heritage Commerce Corp) | Long | Equity-common | US | $324K | 40K | 0.04 |
| HERITAGE FINL (Heritage Financial Corp/WA) | Long | Equity-common | US | $423K | 23K | 0.05 |
| HERON THERAPEUTI (Heron Therapeutics Inc) | Long | Equity-common | US | $15K | 4K | 0.00 |
| HF FOODS GROUP I (HF Foods Group Inc) | Long | Equity-common | US | $93K | 26K | 0.01 |
| HIBBETT INC | Long | Equity-common | US | $116K | 1K | 0.01 |
| HIGHPEAK ENERGY (HighPeak Energy Inc) | Long | Equity-common | US | $20K | 1K | 0.00 |
| HILLEVAX INC | Long | Equity-common | US | $162K | 13K | 0.02 |
| HILLMAN SOLUTION (Hillman Solutions Corp) | Long | Equity-common | US | $1M | 132K | 0.14 |
| HILLTOP HOLDINGS (Hilltop Holdings Inc) | Long | Equity-common | US | $966K | 32K | 0.11 |
| HIMALAYA SHIPPIN (Himalaya Shipping Ltd) | Long | Equity-common | US | $160K | 17K | 0.02 |
| HINGHAM INST SVG (Hingham Institution For Savings The) | Long | Equity-common | US | $171K | 998 | 0.02 |
| HIPPO HOLDINGS I (Hippo Holdings Inc) | Long | Equity-common | US | $129K | 7K | 0.01 |
| HIRERIGHT HOLDIN (HireRight Holdings Corp) | Long | Equity-common | US | $131K | 9K | 0.01 |
| HNI CORP | Long | Equity-common | US | $1M | 28K | 0.15 |
| HOLLEY INC | Long | Equity-common | US | $136K | 35K | 0.02 |
| HOME BANCORP INC | Long | Equity-common | US | $175K | 5K | 0.02 |
| HOME BANCSHARES (Home BancShares Inc/AR) | Long | Equity-common | US | $3M | 128K | 0.34 |
| HOMESTREET INC | Long | Equity-common | US | $111K | 12K | 0.01 |
| HOMETRUST BANCSH (HomeTrust Bancshares Inc) | Long | Equity-common | US | $214K | 8K | 0.02 |
| HOOKER FURNISHIN (Hooker Furnishings Corp) | Long | Equity-common | US | $125K | 7K | 0.01 |
| HOPE BANCORP INC | Long | Equity-common | US | $819K | 78K | 0.09 |
| HORACE MANN EDUC (Horace Mann Educators Corp) | Long | Equity-common | US | $951K | 28K | 0.11 |
| HORIZON BANCORP (Horizon Bancorp Inc/IN) | Long | Equity-common | US | $354K | 29K | 0.04 |
| HOVNANIAN ENT-A (Hovnanian Enterprises Inc) | Long | Equity-common | US | $473K | 3K | 0.05 |
| HUB GROUP-A (Hub Group Inc) | Long | Equity-common | US | $2M | 43K | 0.21 |
| HUDSON PACIFIC P (Hudson Pacific Properties Inc) | Long | Equity-common | US | $456K | 93K | 0.05 |
| HUDSON TECH (Hudson Technologies Inc) | Long | Equity-common | US | $220K | 25K | 0.03 |
| HUMACYTE INC | Long | Equity-common | US | $43K | 6K | 0.00 |
| HYLIION HOLDINGS (Hyliion Holdings Corp) | Long | Equity-common | US | $151K | 102K | 0.02 |
| I-80 GOLD CORP | Long | Equity-common | US | $133K | 122K | 0.02 |
| IBOTTA INC-CL A | Long | Equity-common | US | $3K | 31 | 0.00 |
| ICHOR HOLDINGS L (Ichor Holdings Ltd) | Long | Equity-common | US | $748K | 20K | 0.09 |
| IDEAYA BIOSCIENC (Ideaya Biosciences Inc) | Long | Equity-common | US | $584K | 16K | 0.07 |
| IDT CORP-CLASS B | Long | Equity-common | US | $101K | 2K | 0.01 |
| IGM BIOSCIENCES (IGM Biosciences Inc) | Long | Equity-common | US | $73K | 9K | 0.01 |
| IHEARTMEDIA-CL A (iHeartMedia Inc) | Long | Equity-common | US | $64K | 70K | 0.01 |
| IKENA ONCOLOGY I (Ikena Oncology Inc) | Long | Equity-common | US | $35K | 20K | 0.00 |
| IMMERSION CORP | Long | Equity-common | US | $209K | 21K | 0.02 |
| IMMUNEERING CO-A (Immuneering Corp) | Long | Equity-common | US | $5K | 4K | 0.00 |
| IMMUNITYBIO INC | Long | Equity-common | US | $103K | 16K | 0.01 |
| INARI MEDICAL IN (Inari Medical Inc) | Long | Equity-common | US | $125K | 2K | 0.01 |
| INDEP BANK/MA (Independent Bank Corp) | Long | Equity-common | US | $2M | 30K | 0.17 |
| INDEP BANK/MICH (Independent Bank Corp/MI) | Long | Equity-common | US | $337K | 13K | 0.04 |
| INDEPENDENCE REA (Independence Realty Trust Inc) | Long | Equity-common | US | $3M | 153K | 0.29 |
| INDEPENDENT BANK (Independent Bank Group Inc) | Long | Equity-common | US | $1M | 25K | 0.13 |
| INDIE SEMICOND-A (indie Semiconductor Inc) | Long | Equity-common | US | $44K | 7K | 0.01 |
| INFORMATION SERV (Information Services Group Inc) | Long | Equity-common | US | $37K | 12K | 0.00 |
| INGLES MARKETS-A (Ingles Markets Inc) | Long | Equity-common | US | $702K | 10K | 0.08 |
| INHIBRX BIOSCIEN (Inhibrx Biosciences Inc) | Long | Equity-common | US | $32K | 2K | 0.00 |
| INHIBRX INC - CVR (MAY 2024) | Long | Equity-common | US | $5K | 8K | 0.00 |
| INNOSPEC INC | Long | Equity-common | US | $265K | 2K | 0.03 |
| INNOVATE CORP | Long | Equity-common | US | $23K | 37K | 0.00 |
| INNOVATIVE INDUS (Innovative Industrial Properties Inc) | Long | Equity-common | US | $2M | 19K | 0.23 |
| INNOVIVA INC | Long | Equity-common | US | $566K | 36K | 0.06 |
| INOGEN INC | Long | Equity-common | US | $129K | 16K | 0.01 |
| INOZYME PHARMA I (Inozyme Pharma Inc) | Long | Equity-common | US | $154K | 32K | 0.02 |
| INSTEEL INDS (Insteel Industries Inc) | Long | Equity-common | US | $414K | 13K | 0.05 |
| INTEGER HOLDINGS (Integer Holdings Corp) | Long | Equity-common | US | $3M | 22K | 0.31 |
| INTELLIA THERAPE (Intellia Therapeutics Inc) | Long | Equity-common | US | $1M | 52K | 0.13 |
| INTERFACE INC | Long | Equity-common | US | $628K | 39K | 0.07 |
| INTERNATIONAL SE (International Seaways Inc) | Long | Equity-common | US | $2M | 28K | 0.20 |
| INTEVAC INC | Long | Equity-common | US | $70K | 18K | 0.01 |
| INTL BANCSHARES (International Bancshares Corp) | Long | Equity-common | US | $2M | 36K | 0.24 |
| INTREPID POTASH (Intrepid Potash Inc) | Long | Equity-common | US | $191K | 7K | 0.02 |
| INVENTRUST PROPE (InvenTrust Properties Corp) | Long | Equity-common | US | $1M | 46K | 0.13 |
| INVESCO MORTGAGE (Invesco Mortgage Capital Inc) | Long | Equity-common | US | $314K | 34K | 0.04 |
| INVESTORS TITLE (Investors Title Co) | Long | Equity-common | US | $129K | 701 | 0.01 |
| IONQ INC | Long | Equity-common | US | $765K | 94K | 0.09 |
| IOVANCE BIOTHERA (Iovance Biotherapeutics Inc) | Long | Equity-common | US | $1M | 160K | 0.16 |
| IROBOT CORP | Long | Equity-common | US | $18K | 2K | 0.00 |
| IRONWOOD PHARMAC (Ironwood Pharmaceuticals Inc) | Long | Equity-common | US | $348K | 55K | 0.04 |
| ITEOS THERAPEUTI (iTeos Therapeutics Inc) | Long | Equity-common | US | $277K | 17K | 0.03 |
| ITERIS INC | Long | Equity-common | US | $57K | 13K | 0.01 |
| ITRON INC | Long | Equity-common | US | $3M | 28K | 0.34 |
| J. JILL INC (J Jill Inc) | Long | Equity-common | US | $109K | 3K | 0.01 |
| JACKSON FI-A (Jackson Financial Inc) | Long | Equity-common | US | $4M | 54K | 0.47 |
| JAKKS PACIFIC (JAKKS Pacific Inc) | Long | Equity-common | US | $92K | 5K | 0.01 |
| JAMES RIVER GROU (James River Group Holdings Ltd) | Long | Equity-common | US | $194K | 25K | 0.02 |
| JANUX THERAPEUTI (Janux Therapeutics Inc) | Long | Equity-common | US | $584K | 11K | 0.07 |
| JBG SMITH PROPER (JBG SMITH Properties) | Long | Equity-common | US | $913K | 63K | 0.10 |
| JELD-WEN HOLDING (JELD-WEN Holding Inc) | Long | Equity-common | US | $891K | 57K | 0.10 |
| JETBLUE AIRWAYS (JetBlue Airways Corp) | Long | Equity-common | US | $1M | 227K | 0.15 |
| JOBY AVIATION IN (Joby Aviation Inc) | Long | Equity-common | US | $607K | 125K | 0.07 |
| JOHN MARSHALL BA (John Marshall Bancorp Inc) | Long | Equity-common | US | $144K | 8K | 0.02 |
| JOHNSON OUTDOO-A (Johnson Outdoors Inc) | Long | Equity-common | US | $133K | 4K | 0.02 |
| KAISER ALUMINUM (Kaiser Aluminum Corp) | Long | Equity-common | US | $60K | 618 | 0.01 |
| KALVISTA PHARMAC (KalVista Pharmaceuticals Inc) | Long | Equity-common | US | $253K | 22K | 0.03 |
| KB HOME | Long | Equity-common | US | $3M | 46K | 0.37 |
| KEARNY FINANCIAL (Kearny Financial Corp/MD) | Long | Equity-common | US | $213K | 38K | 0.02 |
| KELLY SERVICES-A (Kelly Services Inc) | Long | Equity-common | US | $462K | 21K | 0.05 |
| KENNAMETAL INC | Long | Equity-common | US | $1M | 54K | 0.16 |
| KENNEDY-WILSON H (Kennedy-Wilson Holdings Inc) | Long | Equity-common | US | $821K | 80K | 0.09 |
| KEZAR LIFE SCIEN (Kezar Life Sciences Inc) | Long | Equity-common | US | $36K | 52K | 0.00 |
| KIMBALL ELECTRON (Kimball Electronics Inc) | Long | Equity-common | US | $282K | 12K | 0.03 |
| KINETIK HOLDINGS (Kinetik Holdings Inc) | Long | Equity-common | US | $903K | 22K | 0.10 |
| KINIKSA PHARMA-A (Kiniksa Pharmaceuticals Ltd) | Long | Equity-common | US | $413K | 22K | 0.05 |
| KITE REALTY GROU (Kite Realty Group Trust) | Long | Equity-common | US | $3M | 147K | 0.37 |
| KKR REAL ESTATE (KKR Real Estate Finance Trust Inc) | Long | Equity-common | US | $374K | 40K | 0.04 |
| KLX ENERGY SERVI (KLX Energy Services Holdings Inc) | Long | Equity-common | US | $38K | 7K | 0.00 |
| KNIFE RIVER (Knife River Corp) | Long | Equity-common | US | $3M | 38K | 0.31 |
| KNOWLES CORP | Long | Equity-common | US | $1M | 60K | 0.12 |
| KODIAK GAS SERVI (Kodiak Gas Services Inc) | Long | Equity-common | US | $200K | 7K | 0.02 |
| KODIAK SCIENCES (Kodiak Sciences Inc) | Long | Equity-common | US | $69K | 22K | 0.01 |
| KOPPERS HOLDINGS (Koppers Holdings Inc) | Long | Equity-common | US | $604K | 14K | 0.07 |
| KORN FERRY | Long | Equity-common | US | $2M | 35K | 0.27 |
| KRATOS DEFENSE & (Kratos Defense & Security Solutions Inc) | Long | Equity-common | US | $2M | 98K | 0.24 |
| KRISPY KREME INC | Long | Equity-common | US | $418K | 40K | 0.05 |
| KRONOS WORLDWIDE (Kronos Worldwide Inc) | Long | Equity-common | US | $210K | 15K | 0.02 |
| KULICKE & SOFFA (Kulicke & Soffa Industries Inc) | Long | Equity-common | US | $512K | 11K | 0.06 |
| KURA ONCOLOGY IN (Kura Oncology Inc) | Long | Equity-common | US | $989K | 48K | 0.11 |
| KVH INDUSTRIES (KVH Industries Inc) | Long | Equity-common | US | $64K | 12K | 0.01 |
| LA-Z-BOY INC | Long | Equity-common | US | $1M | 29K | 0.13 |
| LADDER CAPITAL (Ladder Capital Corp) | Long | Equity-common | US | $858K | 77K | 0.10 |
| LAKELAND FINL (Lakeland Financial Corp) | Long | Equity-common | US | $973K | 16K | 0.11 |
| LANDS' END INC | Long | Equity-common | US | $144K | 10K | 0.02 |
| LANDSEA HOMES CO (Landsea Homes Corp) | Long | Equity-common | US | $137K | 14K | 0.02 |
| LARIMAR THERAPEU (Larimar Therapeutics Inc) | Long | Equity-common | US | $140K | 18K | 0.02 |
| LATHAM GROUP INC | Long | Equity-common | US | $100K | 26K | 0.01 |
| LAUREATE EDUCATI (Laureate Education Inc) | Long | Equity-common | US | $216K | 14K | 0.02 |
| LAZYDAYS HOLDING (Lazydays Holdings Inc) | Long | Equity-common | US | $21K | 6K | 0.00 |
| LCI INDUSTRIES | Long | Equity-common | US | $1M | 10K | 0.13 |
| LCNB CORPORATION | Long | Equity-common | US | $116K | 8K | 0.01 |
| LEGACY HOUSING C (Legacy Housing Corp) | Long | Equity-common | US | $169K | 7K | 0.02 |
| LEMONADE INC | Long | Equity-common | US | $468K | 28K | 0.05 |
| LENDINGCLUB CORP | Long | Equity-common | US | $651K | 73K | 0.07 |
| LENDINGTREE INC | Long | Equity-common | US | $234K | 5K | 0.03 |
| LENZ THERAPEUTIC (LENZ Therapeutics Inc) | Long | Equity-common | US | $38K | 3K | 0.00 |
| LESLIE'S INC | Long | Equity-common | US | $626K | 110K | 0.07 |
| LEXEO THERAPEUTI (Lexeo Therapeutics Inc) | Long | Equity-common | US | $61K | 4K | 0.01 |
| LEXICON PHARMACE (Lexicon Pharmaceuticals Inc) | Long | Equity-common | US | $57K | 34K | 0.01 |
| LGI HOMES INC | Long | Equity-common | US | $1M | 13K | 0.14 |
| LI-CYCLE HOLDING (Li-Cycle Holdings Corp) | Long | Equity-common | US | $48K | 93K | 0.01 |
| LIBERTY ENERGY I (Liberty Energy Inc) | Long | Equity-common | US | $3M | 105K | 0.30 |
| LIBERTY LATI-A (Liberty Latin America Ltd) | Long | Equity-common | US | $212K | 23K | 0.02 |
| LIBERTY LATI-C (Liberty Latin America Ltd) | Long | Equity-common | US | $850K | 94K | 0.10 |
| LIFE TIME GROUP (Life Time Group Holdings Inc) | Long | Equity-common | US | $347K | 21K | 0.04 |
| LIFESTANCE HEALT (LifeStance Health Group Inc) | Long | Equity-common | US | $181K | 33K | 0.02 |
| LIGAND PHARM (Ligand Pharmaceuticals Inc) | Long | Equity-common | US | $823K | 10K | 0.09 |
| LIGHT & WONDER I (Light & Wonder Inc) | Long | Equity-common | US | $3M | 32K | 0.35 |
| LIMBACH HOLDINGS (Limbach Holdings Inc) | Long | Equity-common | US | $289K | 5K | 0.03 |
| LIMONEIRA CO | Long | Equity-common | US | $235K | 12K | 0.03 |
| LINCOLN EDUCATIO (Lincoln Educational Services Corp) | Long | Equity-common | US | $186K | 16K | 0.02 |
| LINDBLAD EXPEDIT (Lindblad Expeditions Holdings Inc) | Long | Equity-common | US | $165K | 21K | 0.02 |
| LIONS GATE ENT-B (Lions Gate Entertainment Corp) | Long | Equity-common | US | $202K | 26K | 0.02 |
| LIONS GATE-A (Lions Gate Entertainment Corp) | Long | Equity-common | US | $101K | 12K | 0.01 |
| LIQUIDIA CORP | Long | Equity-common | US | $126K | 10K | 0.01 |
| LIQUIDITY SERVIC (Liquidity Services Inc) | Long | Equity-common | US | $125K | 6K | 0.01 |
| LIVANOVA PLC | Long | Equity-common | US | $2M | 34K | 0.24 |
| LIVE OAK BANCSHA (Live Oak Bancshares Inc) | Long | Equity-common | US | $782K | 23K | 0.09 |
| LIVERAMP HOLDING (LiveRamp Holdings Inc) | Long | Equity-common | US | $1M | 44K | 0.16 |
| LOAR HOLDINGS IN (Loar Holdings Inc) | Long | Equity-common | US | $6K | 102 | 0.00 |
| LONGBOARD PHARMA (Longboard Pharmaceuticals Inc) | Long | Equity-common | US | $206K | 11K | 0.02 |
| LSB INDUS INC (LSB Industries Inc) | Long | Equity-common | US | $354K | 36K | 0.04 |
| LSI INDUSTRIES (LSI Industries Inc) | Long | Equity-common | US | $76K | 5K | 0.01 |
| LTC PROPERTIES (LTC Properties Inc) | Long | Equity-common | US | $954K | 28K | 0.11 |
| LUMEN TECHNOLOGI (Lumen Technologies Inc) | Long | Equity-common | US | $879K | 681K | 0.10 |
| LUXFER HOLDINGS (Luxfer Holdings PLC) | Long | Equity-common | US | $222K | 18K | 0.03 |
| LXP INDUSTRIAL T (LXP Industrial Trust) | Long | Equity-common | US | $2M | 197K | 0.19 |
| LYELL IMMUNOPHAR (Lyell Immunopharma Inc) | Long | Equity-common | US | $322K | 116K | 0.04 |
| M/I HOMES INC | Long | Equity-common | US | $2M | 18K | 0.26 |
| MACATAWA BANK (Macatawa Bank Corp) | Long | Equity-common | US | $250K | 18K | 0.03 |
| MACERICH CO (Macerich Co/The) | Long | Equity-common | US | $2M | 146K | 0.25 |
| MACROGENICS INC | Long | Equity-common | US | $117K | 29K | 0.01 |
| MADISON SQUARE G (Madison Square Garden Entertainment Corp) | Long | Equity-common | US | $138K | 4K | 0.02 |
| MAGNITE INC | Long | Equity-common | US | $649K | 53K | 0.07 |
| MAGNOLIA OIL-A (Magnolia Oil & Gas Corp) | Long | Equity-common | US | $201K | 8K | 0.02 |
| MAIDEN HOLDINGS (Maiden Holdings Ltd) | Long | Equity-common | US | $129K | 61K | 0.01 |
| MAINSTREET BANCS (MainStreet Bancshares Inc) | Long | Equity-common | US | $80K | 5K | 0.01 |
| MALIBU BOATS-A (Malibu Boats Inc) | Long | Equity-common | US | $201K | 5K | 0.02 |
| MAMMOTH ENERGY S (Mammoth Energy Services Inc) | Long | Equity-common | US | $64K | 17K | 0.01 |
| MANITOWOC CO (Manitowoc Co Inc/The) | Long | Equity-common | US | $291K | 23K | 0.03 |
| MANNKIND CORP | Long | Equity-common | US | $149K | 32K | 0.02 |
| MARCUS & MILLICH (Marcus & Millichap Inc) | Long | Equity-common | US | $328K | 10K | 0.04 |
| MARCUS CORP (Marcus Corp/The) | Long | Equity-common | US | $173K | 16K | 0.02 |
| MARINEMAX INC | Long | Equity-common | US | $417K | 15K | 0.05 |
| MARKETWISE INC | Long | Equity-common | US | $31K | 24K | 0.00 |
| MARQETA INC-A | Long | Equity-common | US | $1M | 277K | 0.17 |
| MARTEN TRANSPORT (Marten Transport Ltd) | Long | Equity-common | US | $138K | 8K | 0.02 |
| MASTERBRAND (Masterbrand Inc) | Long | Equity-common | US | $1M | 87K | 0.17 |
| MATADOR RESOURCE (Matador Resources Co) | Long | Equity-common | US | $4M | 63K | 0.46 |
| MATIV INC (Mativ Holdings Inc) | Long | Equity-common | US | $656K | 37K | 0.08 |
| MATSON INC | Long | Equity-common | US | $3M | 23K | 0.34 |
| MATTERPORT INC | Long | Equity-common | US | $768K | 175K | 0.09 |
| MATTHEWS INTL-A (Matthews International Corp) | Long | Equity-common | US | $415K | 15K | 0.05 |
| MAUI LAND & PINE (Maui Land & Pineapple Co Inc) | Long | Equity-common | US | $4K | 187 | 0.00 |
| MAXCYTE INC | Long | Equity-common | US | $245K | 55K | 0.03 |
| MAXEON SOLAR TEC (Maxeon Solar Technologies Ltd) | Long | Equity-common | US | $14K | 7K | 0.00 |
| MAYVILLE ENGINEE (Mayville Engineering Co Inc) | Long | Equity-common | US | $116K | 7K | 0.01 |
| MBIA INC | Long | Equity-common | US | $173K | 31K | 0.02 |
| MEDIAALPHA INC-A | Long | Equity-common | US | $49K | 3K | 0.01 |
| MEIRAGTX HOLDING (MeiraGTx Holdings plc) | Long | Equity-common | US | $30K | 6K | 0.00 |
| MERCANTILE BANK (Mercantile Bank Corp) | Long | Equity-common | US | $405K | 11K | 0.05 |
| MERCHANTS BANCOR (Merchants Bancorp/IN) | Long | Equity-common | US | $428K | 11K | 0.05 |
| MERCURY GEN CORP (Mercury General Corp) | Long | Equity-common | US | $1M | 18K | 0.12 |
| MERIDIANLINK INC | Long | Equity-common | US | $102K | 6K | 0.01 |
| MERITAGE HOMES C (Meritage Homes Corp) | Long | Equity-common | US | $4M | 25K | 0.50 |
| MERSANA THERAPEU (Mersana Therapeutics Inc) | Long | Equity-common | US | $66K | 28K | 0.01 |
| METALLUS INC | Long | Equity-common | US | $691K | 29K | 0.08 |
| METHODE ELEC (Methode Electronics Inc) | Long | Equity-common | US | $270K | 23K | 0.03 |
| METROCITY BANKSH (Metrocity Bankshares Inc) | Long | Equity-common | US | $304K | 12K | 0.03 |
| METROPOLITAN BAN (Metropolitan Bank Holding Corp) | Long | Equity-common | US | $267K | 6K | 0.03 |
| MFA FINANCIAL (MFA Financial Inc) | Long | Equity-common | US | $737K | 69K | 0.08 |
| MGE ENERGY INC | Long | Equity-common | US | $973K | 12K | 0.11 |
| MICROVAST HOLDIN (Microvast Holdings Inc) | Long | Equity-common | US | $55K | 147K | 0.01 |
| MID PENN BANCORP (Mid Penn Bancorp Inc) | Long | Equity-common | US | $205K | 10K | 0.02 |
| MIDDLEFIELD BANC (Middlefield Banc Corp) | Long | Equity-common | US | $110K | 5K | 0.01 |
| MIDLAND STATES B (Midland States Bancorp Inc) | Long | Equity-common | US | $319K | 14K | 0.04 |
| MIDWESTONE FINAN (MidWestOne Financial Group Inc) | Long | Equity-common | US | $206K | 10K | 0.02 |
| MILLER INDS/TENN (Miller Industries Inc/TN) | Long | Equity-common | US | $426K | 7K | 0.05 |
| MILLERKNOLL INC | Long | Equity-common | US | $1M | 50K | 0.16 |
| MIMEDX GROUP INC | Long | Equity-common | US | $556K | 78K | 0.06 |
| MINERALS TECH (Minerals Technologies Inc) | Long | Equity-common | US | $2M | 22K | 0.22 |
| MINERALYS THERAP (Mineralys Therapeutics Inc) | Long | Equity-common | US | $124K | 10K | 0.01 |
| MIRION TECHNOLOG (Mirion Technologies Inc) | Long | Equity-common | US | $1M | 135K | 0.17 |
| MISSION PRODUCE (Mission Produce Inc) | Long | Equity-common | US | $331K | 28K | 0.04 |
| MISTRAS GROUP IN (Mistras Group Inc) | Long | Equity-common | US | $124K | 15K | 0.01 |
| MITEK SYSTEMS (Mitek Systems Inc) | Long | Equity-common | US | $21K | 2K | 0.00 |
| MODINE MFG CO (Modine Manufacturing Co) | Long | Equity-common | US | $1M | 13K | 0.14 |
| MOELIS & CO-CL A | Long | Equity-common | US | $1M | 19K | 0.12 |
| MONDEE HOLDINGS (Mondee Holdings Inc) | Long | Equity-common | US | $10K | 5K | 0.00 |
| MONRO INC | Long | Equity-common | US | $480K | 20K | 0.05 |
| MONTE ROSA THERA (Monte Rosa Therapeutics Inc) | Long | Equity-common | US | $87K | 21K | 0.01 |
| MOOG INC-CLASS A | Long | Equity-common | US | $3M | 16K | 0.30 |
| MORPHIC HOLDING (Morphic Holding Inc) | Long | Equity-common | US | $91K | 3K | 0.01 |
| MOVADO GROUP (Movado Group Inc) | Long | Equity-common | US | $273K | 10K | 0.03 |
| MR COOPER GROUP (Mr Cooper Group Inc) | Long | Equity-common | US | $4M | 44K | 0.42 |
| MRC GLOBAL INC | Long | Equity-common | US | $497K | 37K | 0.06 |
| MUELLER INDS (Mueller Industries Inc) | Long | Equity-common | US | $3M | 43K | 0.29 |
| MULTIPLAN CORP | Long | Equity-common | US | $139K | 258K | 0.02 |
| MURPHY OIL CORP | Long | Equity-common | US | $4M | 98K | 0.48 |
| MVB FINANCIAL CO (MVB Financial Corp) | Long | Equity-common | US | $132K | 7K | 0.02 |
| MYRIAD GENETICS (Myriad Genetics Inc) | Long | Equity-common | US | $1M | 60K | 0.16 |
| N-ABLE INC (N-able Inc/US) | Long | Equity-common | US | $60K | 5K | 0.01 |
| NABORS INDS LTD (Nabors Industries Ltd) | Long | Equity-common | US | $42K | 564 | 0.00 |
| NACCO INDS-CL A (NACCO Industries Inc) | Long | Equity-common | US | $93K | 3K | 0.01 |
| NANO-X IMAGING L (Nano-X Imaging Ltd) | Long | Equity-common | US | $239K | 29K | 0.03 |
| NATHANS FAMOUS (Nathan's Famous Inc) | Long | Equity-common | US | $16K | 223 | 0.00 |
| NATIONAL VISION (National Vision Holdings Inc) | Long | Equity-common | US | $744K | 49K | 0.09 |
| NATIONAL WESTE-A (National Western Life Group Inc) | Long | Equity-common | US | $759K | 2K | 0.09 |
| NATIONAL-CL A (National Bank Holdings Corp) | Long | Equity-common | US | $906K | 25K | 0.10 |
| NATL BKSHS INC (National Bankshares Inc) | Long | Equity-common | US | $126K | 4K | 0.01 |
| NATL HEALTH INV (National Health Investors Inc) | Long | Equity-common | US | $2M | 25K | 0.19 |
| NATL HEALTHCARE (National HealthCare Corp) | Long | Equity-common | US | $897K | 8K | 0.10 |
| NATL PRESTO INDS (National Presto Industries Inc) | Long | Equity-common | US | $258K | 3K | 0.03 |
| NATURAL GROCERS (Natural Grocers by Vitamin Cottage Inc) | Long | Equity-common | US | $136K | 6K | 0.02 |
| NATURE'S SUNSHNE (Nature's Sunshine Products Inc) | Long | Equity-common | US | $136K | 9K | 0.02 |
| NAUTILUS BIOTECH (Nautilus Biotechnology Inc) | Long | Equity-common | US | $92K | 34K | 0.01 |
| NAVIENT CORP | Long | Equity-common | US | $848K | 56K | 0.10 |
| NAVITAS SEMICOND (Navitas Semiconductor Corp) | Long | Equity-common | US | $249K | 64K | 0.03 |
| NBT BANCORP INC | Long | Equity-common | US | $1M | 28K | 0.12 |
| NELNET INC-CL A | Long | Equity-common | US | $904K | 9K | 0.10 |
| NEOGEN CORP | Long | Equity-common | US | $2M | 147K | 0.22 |
| NEOGENOMICS INC | Long | Equity-common | US | $1M | 79K | 0.12 |
| NETGEAR INC | Long | Equity-common | US | $268K | 19K | 0.03 |
| NETSCOUT SYSTEMS (NetScout Systems Inc) | Long | Equity-common | US | $950K | 46K | 0.11 |
| NETSTREIT CORP | Long | Equity-common | US | $816K | 47K | 0.09 |
| NEUMORA THERAPEU (Neumora Therapeutics Inc) | Long | Equity-common | US | $52K | 5K | 0.01 |
| NEVRO CORP | Long | Equity-common | US | $147K | 16K | 0.02 |
| NEW JERSEY RES (New Jersey Resources Corp) | Long | Equity-common | US | $1M | 31K | 0.16 |
| NEW YORK MTGE (New York Mortgage Trust Inc) | Long | Equity-common | US | $364K | 61K | 0.04 |
| NEWMARK GROUP-A (Newmark Group Inc) | Long | Equity-common | US | $957K | 92K | 0.11 |
| NEWPARK RESOURCE (Newpark Resources Inc) | Long | Equity-common | US | $435K | 51K | 0.05 |
| NEWTEKONE INC | Long | Equity-common | US | $215K | 16K | 0.02 |
| NEXPOINT DIVERSI (NexPoint Diversified Real Estate Trust) | Long | Equity-common | US | $114K | 21K | 0.01 |
| NEXPOINT REAL ES (Nexpoint Real Estate Finance Inc) | Long | Equity-common | US | $84K | 6K | 0.01 |
| NEXPOINT RESI (NexPoint Residential Trust Inc) | Long | Equity-common | US | $391K | 11K | 0.04 |
| NEXTDOOR HOLDING (Nextdoor Holdings Inc) | Long | Equity-common | US | $105K | 44K | 0.01 |
| NEXTNAV INC | Long | Equity-common | US | $26K | 3K | 0.00 |
| NI HOLDINGS INC | Long | Equity-common | US | $83K | 5K | 0.01 |
| NICOLET BANKSHAR (Nicolet Bankshares Inc) | Long | Equity-common | US | $717K | 9K | 0.08 |
| NIKOLA CORP | Long | Equity-common | US | $255K | 499K | 0.03 |
| NKARTA INC | Long | Equity-common | US | $138K | 20K | 0.02 |
| NL INDUSTRIES (NL Industries Inc) | Long | Equity-common | US | $43K | 6K | 0.00 |
| NLIGHT INC | Long | Equity-common | US | $396K | 30K | 0.05 |
| NMI HOLDINGS INC | Long | Equity-common | US | $2M | 50K | 0.19 |
| NOBLE CORP PLC | Long | Equity-common | US | $606K | 13K | 0.07 |
| NORDIC AMERICAN (Nordic American Tankers Ltd) | Long | Equity-common | US | $573K | 138K | 0.07 |
| NORTHEAST BANK | Long | Equity-common | US | $252K | 5K | 0.03 |
| NORTHEAST COMMUN (Northeast Community Bancorp Inc) | Long | Equity-common | US | $143K | 8K | 0.02 |
| NORTHERN OIL AND (Northern Oil & Gas Inc) | Long | Equity-common | US | $289K | 7K | 0.03 |
| NORTHFIELD BANCO (Northfield Bancorp Inc) | Long | Equity-common | US | $241K | 27K | 0.03 |
| NORTHRIM BANCORP (Northrim BanCorp Inc) | Long | Equity-common | US | $212K | 4K | 0.02 |
| NORTHWEST BANCSH (Northwest Bancshares Inc) | Long | Equity-common | US | $947K | 86K | 0.11 |
| NORTHWEST NATURA (Northwest Natural Holding Co) | Long | Equity-common | US | $927K | 25K | 0.11 |
| NORTHWEST PIPE (Northwest Pipe Co) | Long | Equity-common | US | $235K | 7K | 0.03 |
| NORTHWESTERN ENE (Northwestern Energy Group Inc) | Long | Equity-common | US | $2M | 42K | 0.25 |
| NORWOOD FINL (Norwood Financial Corp) | Long | Equity-common | US | $122K | 5K | 0.01 |
| NOVAVAX INC | Long | Equity-common | US | $208K | 14K | 0.02 |
| NU SKIN ENTERP-A (Nu Skin Enterprises Inc) | Long | Equity-common | US | $447K | 34K | 0.05 |
| NURIX THERAPEUTI (Nurix Therapeutics Inc) | Long | Equity-common | US | $511K | 32K | 0.06 |
| NUVATION BIO INC | Long | Equity-common | US | $308K | 99K | 0.04 |
| NV5 GLOBAL INC | Long | Equity-common | US | $85K | 906 | 0.01 |
| NVE CORP | Long | Equity-common | US | $29K | 371 | 0.00 |
| O-I GLASS INC | Long | Equity-common | US | $196K | 15K | 0.02 |
| OAK VALLEY BANCO (Oak Valley Bancorp) | Long | Equity-common | US | $107K | 5K | 0.01 |
| OCEAN BIOMEDICAL (Ocean Biomedical Inc) | Long | Equity-common | US | $9K | 6K | 0.00 |
| OCEANFIRST FINL (OceanFirst Financial Corp) | Long | Equity-common | US | $589K | 39K | 0.07 |
| OCWEN FINL CORP (Ocwen Financial Corp) | Long | Equity-common | US | $106K | 4K | 0.01 |
| ODP CORP/THE | Long | Equity-common | US | $844K | 22K | 0.10 |
| OFFICE PROPERTIE (Office Properties Income Trust) | Long | Equity-common | US | $74K | 32K | 0.01 |
| OFG BANCORP | Long | Equity-common | US | $1M | 31K | 0.13 |
| OIL DRI CORP (Oil-Dri Corp of America) | Long | Equity-common | US | $204K | 2K | 0.02 |
| OIL STATES INTL (Oil States International Inc) | Long | Equity-common | US | $190K | 43K | 0.02 |
| OLD NATL BANCORP (Old National Bancorp/IN) | Long | Equity-common | US | $4M | 213K | 0.42 |
| OLD SECOND BNCRP (Old Second Bancorp Inc) | Long | Equity-common | US | $422K | 29K | 0.05 |
| OLEMA PHARMACEUT (Olema Pharmaceuticals Inc) | Long | Equity-common | US | $174K | 18K | 0.02 |
| OLO INC - CL A | Long | Equity-common | US | $141K | 31K | 0.02 |
| OLYMPIC STEEL (Olympic Steel Inc) | Long | Equity-common | US | $346K | 7K | 0.04 |
| OMEROS CORP | Long | Equity-common | US | $84K | 25K | 0.01 |
| OMNIAB INC | Long | Equity-common | US | $272K | 63K | 0.03 |
| OMNIAB INC - 12.5 (OmniAb Operations Inc) | Long | Equity-common | US | $0.04 | 4K | 0.00 |
| OMNIAB INC - 15 (OmniAb Operations Inc) | Long | Equity-common | US | $0.04 | 4K | 0.00 |
| OMNICELL INC | Long | Equity-common | US | $497K | 15K | 0.06 |
| ON24 INC | Long | Equity-common | US | $124K | 21K | 0.01 |
| ONE GAS INC | Long | Equity-common | US | $2M | 37K | 0.26 |
| ONE LIBERTY PROP (One Liberty Properties Inc) | Long | Equity-common | US | $257K | 11K | 0.03 |
| ONESPAN INC | Long | Equity-common | US | $27K | 2K | 0.00 |
| ONEWATER MARINE (OneWater Marine Inc) | Long | Equity-common | US | $200K | 8K | 0.02 |
| ONTO INNOVATION (Onto Innovation Inc) | Long | Equity-common | US | $1M | 5K | 0.12 |
| OPEN LENDING (Open Lending Corp) | Long | Equity-common | US | $37K | 6K | 0.00 |
| OPENDOOR TECHNOL (Opendoor Technologies Inc) | Long | Equity-common | US | $796K | 365K | 0.09 |
| OPENLANE INC | Long | Equity-common | US | $1M | 72K | 0.14 |
| OPKO HEALTH (OPKO Health Inc) | Long | Equity-common | US | $371K | 271K | 0.04 |
| OPPFI INC | Long | Equity-common | US | $25K | 8K | 0.00 |
| ORANGE COUNTY BA (Orange County Bancorp Inc) | Long | Equity-common | US | $168K | 3K | 0.02 |
| ORASURE TECH (OraSure Technologies Inc) | Long | Equity-common | US | $229K | 48K | 0.03 |
| ORCHID ISLAND CA (Orchid Island Capital Inc) | Long | Equity-common | US | $296K | 35K | 0.03 |
| ORGANOGENESIS HO (Organogenesis Holdings Inc) | Long | Equity-common | US | $114K | 41K | 0.01 |
| ORIC PHARMACEUTI (ORIC Pharmaceuticals Inc) | Long | Equity-common | US | $236K | 26K | 0.03 |
| ORIGIN BANCORP I (Origin Bancorp Inc) | Long | Equity-common | US | $614K | 20K | 0.07 |
| ORIGIN MATERIALS (Origin Materials Inc) | Long | Equity-common | US | $90K | 78K | 0.01 |
| ORION OFFICE REI (Orion Office REIT Inc) | Long | Equity-common | US | $158K | 42K | 0.02 |
| ORMAT TECHNOLOGI (Ormat Technologies Inc) | Long | Equity-common | US | $984K | 13K | 0.11 |
| ORRSTOWN FINL SV (Orrstown Financial Services Inc) | Long | Equity-common | US | $180K | 7K | 0.02 |
| ORTHOFIX MEDICAL (Orthofix Medical Inc) | Long | Equity-common | US | $324K | 24K | 0.04 |
| ORTHOPEDIATRICS (OrthoPediatrics Corp) | Long | Equity-common | US | $50K | 2K | 0.01 |
| OSCAR HEALTH -A (Oscar Health Inc) | Long | Equity-common | US | $2M | 100K | 0.23 |
| OTTER TAIL CORP | Long | Equity-common | US | $1M | 13K | 0.14 |
| OUTBRAIN INC | Long | Equity-common | US | $124K | 27K | 0.01 |
| OUTFRONT MEDIA I (Outfront Media Inc) | Long | Equity-common | US | $770K | 53K | 0.09 |
| OVERSEAS SHIP -A (Overseas Shipholding Group Inc) | Long | Equity-common | US | $340K | 40K | 0.04 |
| OVID THERAPEUTIC (Ovid therapeutics Inc) | Long | Equity-common | US | $122K | 40K | 0.01 |
| OWENS & MINOR (Owens & Minor Inc) | Long | Equity-common | US | $874K | 50K | 0.10 |
| OXFORD INDS INC (Oxford Industries Inc) | Long | Equity-common | US | $272K | 2K | 0.03 |
| PACIFIC BIOSCIEN (Pacific Biosciences of California Inc) | Long | Equity-common | US | $137K | 77K | 0.02 |
| PACIFIC PREMIER (Pacific Premier Bancorp Inc) | Long | Equity-common | US | $1M | 65K | 0.16 |
| PACS GROUP INC | Long | Equity-common | US | $9K | 302 | 0.00 |
| PACTIV EVERGREEN (Pactiv Evergreen Inc) | Long | Equity-common | US | $333K | 27K | 0.04 |
| PAGSEGURO DIGI-A (Pagseguro Digital Ltd) | Long | Equity-common | US | $641K | 52K | 0.07 |
| PAM TRANSPORT (PAM Transportation Services Inc) | Long | Equity-common | US | $58K | 3K | 0.01 |
| PANGAEA LOGISTIC (Pangaea Logistics Solutions Ltd) | Long | Equity-common | US | $203K | 25K | 0.02 |
| PAPA JOHN'S INTL (Papa John's International Inc) | Long | Equity-common | US | $226K | 5K | 0.03 |
| PAR PACIFIC HOLD (Par Pacific Holdings Inc) | Long | Equity-common | US | $626K | 23K | 0.07 |
| PAR TECHNOLOGY (PAR Technology Corp) | Long | Equity-common | US | $762K | 17K | 0.09 |
| PARAMOUNT GROUP (Paramount Group Inc) | Long | Equity-common | US | $566K | 124K | 0.06 |
| PARK AEROSPACE C (Park Aerospace Corp) | Long | Equity-common | US | $175K | 13K | 0.02 |
| PARK NATL CORP (Park National Corp) | Long | Equity-common | US | $1M | 10K | 0.15 |
| PARK OHIO HLDGS (Park-Ohio Holdings Corp) | Long | Equity-common | US | $150K | 6K | 0.02 |
| PARKE BANCORP (Parke Bancorp Inc) | Long | Equity-common | US | $114K | 7K | 0.01 |
| PARSONS CORP | Long | Equity-common | US | $1M | 15K | 0.13 |
| PATHWARD FINANCI (Pathward Financial Inc) | Long | Equity-common | US | $628K | 12K | 0.07 |
| PATRICK INDS INC (Patrick Industries Inc) | Long | Equity-common | US | $1M | 13K | 0.16 |
| PATTERSON COS (Patterson Cos Inc) | Long | Equity-common | US | $1M | 44K | 0.12 |
| PATTERSON-UTI (Patterson-UTI Energy Inc) | Long | Equity-common | US | $2M | 225K | 0.28 |
| PAYSAFE LTD | Long | Equity-common | US | $396K | 22K | 0.05 |
| PBF ENERGY INC-A | Long | Equity-common | US | $3M | 75K | 0.40 |
| PC CONNECTION (PC Connection Inc) | Long | Equity-common | US | $521K | 8K | 0.06 |
| PCB BANCORP | Long | Equity-common | US | $109K | 7K | 0.01 |
| PDL BIOPHARMA IN (PDL BioPharma Inc) | Long | Equity-common | US | $321.3 | 270 | 0.00 |
| PEABODY ENERGY (Peabody Energy Corp) | Long | Equity-common | US | $2M | 76K | 0.22 |
| PEAKSTONE REALTY (Peakstone Realty Trust) | Long | Equity-common | US | $301K | 24K | 0.03 |
| PEAPACK GLADSTON (Peapack-Gladstone Financial Corp) | Long | Equity-common | US | $246K | 11K | 0.03 |
| PEBBLEBROOK HOTE (Pebblebrook Hotel Trust) | Long | Equity-common | US | $1M | 81K | 0.13 |
| PEDIATRIX MEDICA (Pediatrix Medical Group Inc) | Long | Equity-common | US | $413K | 57K | 0.05 |
| PENNS WOODS BNCP (Penns Woods Bancorp Inc) | Long | Equity-common | US | $97K | 5K | 0.01 |
| PENNYMAC FINANCI (PennyMac Financial Services Inc) | Long | Equity-common | US | $1M | 16K | 0.17 |
| PENNYMAC MORTGAG (PennyMac Mortgage Investment Trust) | Long | Equity-common | US | $806K | 59K | 0.09 |
| PEOPLES BANC INC (Peoples Bancorp Inc/OH) | Long | Equity-common | US | $689K | 24K | 0.08 |
| PEOPLES FIN SVCS (Peoples Financial Services Corp) | Long | Equity-common | US | $181K | 5K | 0.02 |
| PEPGEN INC | Long | Equity-common | US | $83K | 5K | 0.01 |
| PERDOCEO EDUCATI (Perdoceo Education Corp) | Long | Equity-common | US | $995K | 44K | 0.11 |
| PERFORMANT FINAN (Performant Financial Corp) | Long | Equity-common | US | $38K | 12K | 0.00 |
| PERIMETER SOLUTIONS SA | Long | Equity-common | US | $776K | 102K | 0.09 |
| PERMIAN RESOURCE (Permian Resources Corp) | Long | Equity-common | US | $5M | 302K | 0.57 |
| PETIQ INC | Long | Equity-common | US | $67K | 3K | 0.01 |
| PETMED EXPRESS (PetMed Express Inc) | Long | Equity-common | US | $60K | 14K | 0.01 |
| PHATHOM PHARMACE (Phathom Pharmaceuticals Inc) | Long | Equity-common | US | $151K | 16K | 0.02 |
| PHIBRO ANIMAL-A (Phibro Animal Health Corp) | Long | Equity-common | US | $177K | 10K | 0.02 |
| PHILLIPS EDISON (Phillips Edison & Co Inc) | Long | Equity-common | US | $2M | 68K | 0.25 |
| PHOTRONICS INC | Long | Equity-common | US | $1M | 41K | 0.13 |
| PIEDMONT LITHIUM (Piedmont Lithium Inc) | Long | Equity-common | US | $108K | 8K | 0.01 |
| PIEDMONT OFFIC-A (Piedmont Office Realty Trust Inc) | Long | Equity-common | US | $605K | 83K | 0.07 |
| PIONEER BANCORP (Pioneer Bancorp Inc/NY) | Long | Equity-common | US | $78K | 8K | 0.01 |
| PIPER SANDLER CO (Piper Sandler Cos) | Long | Equity-common | US | $428K | 2K | 0.05 |
| PLANET LABS PBC | Long | Equity-common | US | $19K | 10K | 0.00 |
| PLAYSTUDIOS INC | Long | Equity-common | US | $137K | 61K | 0.02 |
| PLEXUS CORP | Long | Equity-common | US | $234K | 2K | 0.03 |
| PLUMAS BANCORP | Long | Equity-common | US | $116K | 3K | 0.01 |
| PLYMOUTH INDUSTR (Plymouth Industrial REIT Inc) | Long | Equity-common | US | $640K | 31K | 0.07 |
| PMV PHARMACEUTIC (PMV Pharmaceuticals Inc) | Long | Equity-common | US | $51K | 28K | 0.01 |
| PNM RESOURCES (PNM Resources Inc) | Long | Equity-common | US | $2M | 52K | 0.23 |
| PONCE FINANCIAL (Ponce Financial Group Inc) | Long | Equity-common | US | $122K | 13K | 0.01 |
| PORTLAND GENERAL (Portland General Electric Co) | Long | Equity-common | US | $3M | 69K | 0.35 |
| POSEIDA THERAPEU (Poseida Therapeutics Inc) | Long | Equity-common | US | $136K | 45K | 0.02 |
| POSTAL REALTY-A (Postal Realty Trust Inc) | Long | Equity-common | US | $184K | 14K | 0.02 |
| POTLATCHDELTIC C (PotlatchDeltic Corp) | Long | Equity-common | US | $2M | 53K | 0.26 |
| POWELL INDS INC (Powell Industries Inc) | Long | Equity-common | US | $1M | 6K | 0.13 |
| PRA GROUP INC | Long | Equity-common | US | $562K | 26K | 0.06 |
| PRECIGEN INC | Long | Equity-common | US | $125K | 89K | 0.01 |
| PREFERRED BANK (Preferred Bank/Los Angeles CA) | Long | Equity-common | US | $645K | 9K | 0.07 |
| PREFORMED LINE (Preformed Line Products Co) | Long | Equity-common | US | $118K | 878 | 0.01 |
| PRELUDE THERAPEU (Prelude Therapeutics Inc) | Long | Equity-common | US | $38K | 10K | 0.00 |
| PREMIER FINANCIA (Premier Financial Corp) | Long | Equity-common | US | $469K | 24K | 0.05 |
| PRESTIGE CONSUME (Prestige Consumer Healthcare Inc) | Long | Equity-common | US | $2M | 34K | 0.25 |
| PRICESMART INC | Long | Equity-common | US | $431K | 5K | 0.05 |
| PRIMEENERGY RESO (PrimeEnergy Resources Corp) | Long | Equity-common | US | $56K | 489 | 0.01 |
| PRIMIS FINANCIAL (Primis Financial Corp) | Long | Equity-common | US | $143K | 14K | 0.02 |
| PRIMO WATER CORP | Long | Equity-common | US | $2M | 91K | 0.24 |
| PRIMORIS SERVICE (Primoris Services Corp) | Long | Equity-common | US | $2M | 34K | 0.21 |
| PRINCETON BANCOR (Princeton Bancorp Inc) | Long | Equity-common | US | $109K | 4K | 0.01 |
| PROASSURANCE COR (ProAssurance Corp) | Long | Equity-common | US | $500K | 35K | 0.06 |
| PROFICIENT AUTO (Proficient Auto Logistics Inc) | Long | Equity-common | US | $5K | 336 | 0.00 |
| PROFRAC HOLDIN-A (ProFrac Holding Corp) | Long | Equity-common | US | $128K | 13K | 0.01 |
| PROG HOLDINGS IN (PROG Holdings Inc) | Long | Equity-common | US | $920K | 24K | 0.11 |
| PROKIDNEY CORP | Long | Equity-common | US | $86K | 25K | 0.01 |
| PROPETRO HOLDING (ProPetro Holding Corp) | Long | Equity-common | US | $614K | 64K | 0.07 |
| PROS HOLDINGS IN (PROS Holdings Inc) | Long | Equity-common | US | $250K | 8K | 0.03 |
| PROTAGONIST THER (Protagonist Therapeutics Inc) | Long | Equity-common | US | $401K | 14K | 0.05 |
| PROTALIX BIOTHER (Protalix BioTherapeutics Inc) | Long | Equity-common | US | $52K | 46K | 0.01 |
| PROTO LABS INC | Long | Equity-common | US | $540K | 17K | 0.06 |
| PROVIDENT FINANC (Provident Financial Services Inc) | Long | Equity-common | US | $1M | 85K | 0.14 |
| PTC THERAPEUTICS (PTC Therapeutics Inc) | Long | Equity-common | US | $338K | 9K | 0.04 |
| PUBMATIC INC-A | Long | Equity-common | US | $509K | 23K | 0.06 |
| PULSE BIOSCIENCE (Pulse Biosciences Inc) | Long | Equity-common | US | $91K | 8K | 0.01 |
| PULSE BIOSCIENCES INC -RTS (MAY 2024) | Long | Equity-common | US | $8K | 8K | 0.00 |
| PURECYCLE TECHNO (PureCycle Technologies Inc) | Long | Equity-common | US | $315K | 61K | 0.04 |
| PURPLE INNOVATIO (Purple Innovation Inc) | Long | Equity-common | US | $46K | 37K | 0.01 |
| QCR HOLDINGS INC | Long | Equity-common | US | $628K | 11K | 0.07 |
| QUAD GRAPHICS IN (Quad/Graphics Inc) | Long | Equity-common | US | $102K | 22K | 0.01 |
| QUANEX BUILDING (Quanex Building Products Corp) | Long | Equity-common | US | $736K | 22K | 0.08 |
| QUANTERIX CORP | Long | Equity-common | US | $321K | 20K | 0.04 |
| QUANTUM-SI INC | Long | Equity-common | US | $103K | 68K | 0.01 |
| RACKSPACE TECHNO (Rackspace Technology Inc) | Long | Equity-common | US | $87K | 44K | 0.01 |
| RADIAN GROUP INC | Long | Equity-common | US | $3M | 104K | 0.37 |
| RADIANT LOGISTIC (Radiant Logistics Inc) | Long | Equity-common | US | $130K | 24K | 0.01 |
| RADIUS RECYCLING (Radius Recycling Inc) | Long | Equity-common | US | $305K | 18K | 0.03 |
| RALLYBIO CORP | Long | Equity-common | US | $37K | 22K | 0.00 |
| RAMACO RES-B (Ramaco Resources Inc) | Long | Equity-common | US | $24K | 2K | 0.00 |
| RAMACO RESOURC-A (Ramaco Resources Inc) | Long | Equity-common | US | $223K | 16K | 0.03 |
| RANGER ENERGY SE (Ranger Energy Services Inc) | Long | Equity-common | US | $103K | 10K | 0.01 |
| RANPAK HOLDINGS (Ranpak Holdings Corp) | Long | Equity-common | US | $183K | 29K | 0.02 |
| RAPT THERAPEUTIC (RAPT Therapeutics Inc) | Long | Equity-common | US | $20K | 5K | 0.00 |
| RAYONIER ADV (Rayonier Advanced Materials Inc) | Long | Equity-common | US | $242K | 43K | 0.03 |
| RBB BANCORP | Long | Equity-common | US | $202K | 11K | 0.02 |
| RE/MAX HOLDINGS (RE/MAX Holdings Inc) | Long | Equity-common | US | $99K | 12K | 0.01 |
| READY CAPITAL CO (Ready Capital Corp) | Long | Equity-common | US | $895K | 108K | 0.10 |
| RECURSION PHAR-A (Recursion Pharmaceuticals Inc) | Long | Equity-common | US | $785K | 95K | 0.09 |
| RED RIVER BANCSH (Red River Bancshares Inc) | Long | Equity-common | US | $148K | 3K | 0.02 |
| RED ROCK RESOR-A (Red Rock Resorts Inc) | Long | Equity-common | US | $759K | 15K | 0.09 |
| REDDIT INC-A | Long | Equity-common | US | $14K | 258 | 0.00 |
| REDWOOD TRUST (Redwood Trust Inc) | Long | Equity-common | US | $566K | 89K | 0.06 |
| REGENXBIO INC | Long | Equity-common | US | $395K | 28K | 0.05 |
| REGIONAL MANAGEM (Regional Management Corp) | Long | Equity-common | US | $135K | 5K | 0.02 |
| RELAY THERAPEUTI (Relay Therapeutics Inc) | Long | Equity-common | US | $417K | 65K | 0.05 |
| RENASANT CORP | Long | Equity-common | US | $1M | 37K | 0.13 |
| RENEO PHARMACEUT (Reneo Pharmaceuticals Inc) | Long | Equity-common | US | $6K | 4K | 0.00 |
| RENT THE RUNWA-A (Rent the Runway Inc) | Long | Equity-common | US | $40K | 2K | 0.00 |
| REPAY HOLDINGS C (Repay Holdings Corp) | Long | Equity-common | US | $543K | 56K | 0.06 |
| REPLIMUNE GROUP (Replimune Group Inc) | Long | Equity-common | US | $175K | 33K | 0.02 |
| REPUBLIC BNCRP-A (Republic Bancorp Inc/KY) | Long | Equity-common | US | $298K | 6K | 0.03 |
| RESERVOIR MEDIA (Reservoir Media Inc) | Long | Equity-common | US | $108K | 13K | 0.01 |
| RESIDEO TECHN (Resideo Technologies Inc) | Long | Equity-common | US | $2M | 99K | 0.25 |
| RESOURCES CONNEC (Resources Connection Inc) | Long | Equity-common | US | $249K | 22K | 0.03 |
| RETAIL OPPORTUNI (Retail Opportunity Investments Corp) | Long | Equity-common | US | $1M | 83K | 0.12 |
| REV GROUP INC | Long | Equity-common | US | $586K | 21K | 0.07 |
| REVOLUTION MEDIC (REVOLUTION Medicines Inc) | Long | Equity-common | US | $936K | 24K | 0.11 |
| REX AMERICAN RES (REX American Resources Corp) | Long | Equity-common | US | $388K | 8K | 0.04 |
| RGC RESOURCES (RGC Resources Inc) | Long | Equity-common | US | $106K | 5K | 0.01 |
| RIBBON COMMUNICA (Ribbon Communications Inc) | Long | Equity-common | US | $187K | 60K | 0.02 |
| RICHARDSON ELEC (Richardson Electronics Ltd/United States) | Long | Equity-common | US | $97K | 9K | 0.01 |
| RIGEL PHARMACEUT (Rigel Pharmaceuticals Inc) | Long | Equity-common | US | $22K | 23K | 0.00 |
| RING ENERGY INC | Long | Equity-common | US | $150K | 84K | 0.02 |
| RIOT PLATFORMS I (Riot Platforms Inc) | Long | Equity-common | US | $392K | 40K | 0.04 |
| RLJ LODGING TRUS (RLJ Lodging Trust) | Long | Equity-common | US | $1M | 104K | 0.12 |
| RMR GROUP-A (RMR Group Inc/The) | Long | Equity-common | US | $70K | 3K | 0.01 |
| ROCKET PHARMACEU (Rocket Pharmaceuticals Inc) | Long | Equity-common | US | $102K | 5K | 0.01 |
| ROCKY BRANDS INC | Long | Equity-common | US | $171K | 4K | 0.02 |
| ROGERS CORP | Long | Equity-common | US | $367K | 3K | 0.04 |
| RPC INC | Long | Equity-common | US | $391K | 57K | 0.04 |
| RUBRIK INC-A | Long | Equity-common | US | $12K | 402 | 0.00 |
| RUSH ENTER-CL A (Rush Enterprises Inc) | Long | Equity-common | US | $2M | 42K | 0.22 |
| RUSH ENTER-CL B (Rush Enterprises Inc) | Long | Equity-common | US | $214K | 5K | 0.02 |
| RXO INC | Long | Equity-common | US | $212K | 10K | 0.02 |
| RYERSON HOLDING (Ryerson Holding Corp) | Long | Equity-common | US | $419K | 18K | 0.05 |
| S & T BANCORP (S&T Bancorp Inc) | Long | Equity-common | US | $823K | 26K | 0.09 |
| SABRA HEALTH CAR (Sabra Health Care REIT Inc) | Long | Equity-common | US | $2M | 157K | 0.26 |
| SABRE CORP | Long | Equity-common | US | $525K | 168K | 0.06 |
| SAFE BULKERS INC | Long | Equity-common | US | $254K | 45K | 0.03 |
| SAFEHOLD INC | Long | Equity-common | US | $630K | 33K | 0.07 |
| SAFETY INSURANCE (Safety Insurance Group Inc) | Long | Equity-common | US | $748K | 10K | 0.09 |
| SAGE THERAPEUTIC (Sage Therapeutics Inc) | Long | Equity-common | US | $26K | 2K | 0.00 |
| SAGIMET BIOSCI-A (Sagimet Biosciences Inc) | Long | Equity-common | US | $44K | 8K | 0.01 |
| SALLY BEAUTY HOL (Sally Beauty Holdings Inc) | Long | Equity-common | US | $50K | 4K | 0.01 |
| SANA BIOTECHNOLO (Sana Biotechnology Inc) | Long | Equity-common | US | $449K | 60K | 0.05 |
| SANDRIDGE ENERGY (SandRidge Energy Inc) | Long | Equity-common | US | $300K | 21K | 0.03 |
| SANDY SPRING BAN (Sandy Spring Bancorp Inc) | Long | Equity-common | US | $692K | 30K | 0.08 |
| SANGAMO THERAPEU (Sangamo Therapeutics Inc) | Long | Equity-common | US | $56K | 100K | 0.01 |
| SANMINA CORP | Long | Equity-common | US | $2M | 35K | 0.28 |
| SAUL CENTERS INC | Long | Equity-common | US | $25K | 693 | 0.00 |
| SAVARA INC | Long | Equity-common | US | $232K | 57K | 0.03 |
| SAVERS VALUE VIL (Savers Value Village Inc) | Long | Equity-common | US | $117K | 9K | 0.01 |
| SCANSOURCE INC | Long | Equity-common | US | $793K | 17K | 0.09 |
| SCHOICEONE FINL (ChoiceOne Financial Services Inc) | Long | Equity-common | US | $122K | 5K | 0.01 |
| SCHOLAR ROCK HOL (Scholar Rock Holding Corp) | Long | Equity-common | US | $368K | 39K | 0.04 |
| SCHOLASTIC CORP | Long | Equity-common | US | $633K | 17K | 0.07 |
| SCILEX HOLDING CO - RESTRICTED LINE (Sorrento Therapeutics Inc) | Long | Equity-common | US | $49K | 50K | 0.01 |
| SCORPIO TANKERS (Scorpio Tankers Inc) | Long | Equity-common | US | $3M | 32K | 0.30 |
| SEACOAST BANK/FL (Seacoast Banking Corp of Florida) | Long | Equity-common | US | $1M | 57K | 0.15 |
| SEACOR MARINE HO (SEACOR Marine Holdings Inc) | Long | Equity-common | US | $213K | 16K | 0.02 |
| SEADRILL LIMITED (Seadrill Ltd) | Long | Equity-common | US | $2M | 32K | 0.19 |
| SECURITY NATL-A (Security National Financial Corp) | Long | Equity-common | US | $65K | 8K | 0.01 |
| SEER INC | Long | Equity-common | US | $74K | 41K | 0.01 |
| SELECT WATER SOL (Select Water Solutions Inc) | Long | Equity-common | US | $593K | 54K | 0.07 |
| SELECTQUOTE INC | Long | Equity-common | US | $288K | 92K | 0.03 |
| SEMTECH CORP | Long | Equity-common | US | $2M | 43K | 0.19 |
| SENECA FOODS-A (Seneca Foods Corp) | Long | Equity-common | US | $200K | 3K | 0.02 |
| SERES THERAPEUTI (Seres Therapeutics Inc) | Long | Equity-common | US | $24K | 24K | 0.00 |
| SERVICE PROPERTI (Service Properties Trust) | Long | Equity-common | US | $607K | 113K | 0.07 |
| SERVISFIRST BANC (ServisFirst Bancshares Inc) | Long | Equity-common | US | $1M | 23K | 0.16 |
| SES AI CORP | Long | Equity-common | US | $95K | 76K | 0.01 |
| SFL CORP LTD | Long | Equity-common | US | $1M | 78K | 0.13 |
| SHARECARE INC | Long | Equity-common | US | $160K | 197K | 0.02 |
| SHENANDOAH TELEC (Shenandoah Telecommunications Co) | Long | Equity-common | US | $614K | 33K | 0.07 |
| SHOE CARNIVAL (Shoe Carnival Inc) | Long | Equity-common | US | $462K | 12K | 0.05 |
| SHORE BANCSHARES (Shore Bancshares Inc) | Long | Equity-common | US | $227K | 20K | 0.03 |
| SIERRA BANCORP | Long | Equity-common | US | $191K | 9K | 0.02 |
| SIGNET JEWELERS (Signet Jewelers Ltd) | Long | Equity-common | US | $3M | 30K | 0.37 |
| SILVACO GROUP IN (Silvaco Group Inc) | Long | Equity-common | US | $3K | 164 | 0.00 |
| SILVERBOW RESOUR (SilverBow Resources Inc) | Long | Equity-common | US | $558K | 14K | 0.06 |
| SIMMONS FIRST -A (Simmons First National Corp) | Long | Equity-common | US | $1M | 84K | 0.17 |
| SINCLAIR INC | Long | Equity-common | US | $275K | 19K | 0.03 |
| SIRIUSPOINT LTD | Long | Equity-common | US | $570K | 43K | 0.07 |
| SITE CENTERS COR (SITE Centers Corp) | Long | Equity-common | US | $2M | 129K | 0.21 |
| SITIO ROYALTIE-A (Sitio Royalties Corp) | Long | Equity-common | US | $724K | 31K | 0.08 |
| SIX FLAGS ENTERT (Six Flags Entertainment Corp) | Long | Equity-common | US | $264K | 10K | 0.03 |
| SJW GROUP | Long | Equity-common | US | $1M | 22K | 0.13 |
| SKILLSOFT CORP | Long | Equity-common | US | $28K | 3K | 0.00 |
| SKYLINE CHAMPION (Skyline Champion Corp) | Long | Equity-common | US | $1M | 16K | 0.13 |
| SKYWARD SPECIALT (Skyward Specialty Insurance Group Inc) | Long | Equity-common | US | $542K | 15K | 0.06 |
| SKYWEST INC | Long | Equity-common | US | $2M | 27K | 0.23 |
| SL GREEN REALTY (SL Green Realty Corp) | Long | Equity-common | US | $2M | 44K | 0.27 |
| SLEEP NUMBER COR (Sleep Number Corp) | Long | Equity-common | US | $101K | 7K | 0.01 |
| SM ENERGY CO | Long | Equity-common | US | $4M | 78K | 0.45 |
| SMART GLOBAL HOL (SMART Global Holdings Inc) | Long | Equity-common | US | $561K | 27K | 0.06 |
| SMARTFINANCIAL I (SmartFinancial Inc) | Long | Equity-common | US | $248K | 11K | 0.03 |
| SMARTRENT INC | Long | Equity-common | US | $300K | 127K | 0.03 |
| SMITH & WESSON B (Smith & Wesson Brands Inc) | Long | Equity-common | US | $518K | 31K | 0.06 |
| SNAP ONE HOLDING (Snap One Holdings Corp) | Long | Equity-common | US | $136K | 13K | 0.02 |
| SOLARIS OIL IN-A (Solaris Oilfield Infrastructure Inc) | Long | Equity-common | US | $165K | 18K | 0.02 |
| SOLARWINDS CORP | Long | Equity-common | US | $406K | 35K | 0.05 |
| SOLID POWER INC | Long | Equity-common | US | $184K | 104K | 0.02 |
| SOLO BRANDS IN-A (Solo Brands Inc) | Long | Equity-common | US | $8K | 4K | 0.00 |
| SONIC AUTOMOTI-A (Sonic Automotive Inc) | Long | Equity-common | US | $561K | 10K | 0.06 |
| SOUTH PLAINS FIN (South Plains Financial Inc) | Long | Equity-common | US | $215K | 8K | 0.02 |
| SOUTHERN FIRST (Southern First Bancshares Inc) | Long | Equity-common | US | $142K | 5K | 0.02 |
| SOUTHERN MISSOUR (Southern Missouri Bancorp Inc) | Long | Equity-common | US | $269K | 6K | 0.03 |
| SOUTHERN STATES (Southern States Bancshares Inc) | Long | Equity-common | US | $133K | 5K | 0.02 |
| SOUTHLAND HOLDIN (Southland Holdings Inc) | Long | Equity-common | US | $15K | 3K | 0.00 |
| SOUTHSIDE BAN IN (Southside Bancshares Inc) | Long | Equity-common | US | $523K | 20K | 0.06 |
| SOUTHSTATE CORP | Long | Equity-common | US | $4M | 52K | 0.46 |
| SOUTHWEST GAS HO (Southwest Gas Holdings Inc) | Long | Equity-common | US | $3M | 42K | 0.38 |
| SPARTANNASH CO | Long | Equity-common | US | $458K | 23K | 0.05 |
| SPHERE ENTERTAIN (Sphere Entertainment Co) | Long | Equity-common | US | $657K | 18K | 0.08 |
| SPIRE INC | Long | Equity-common | US | $2M | 35K | 0.25 |
| SPIRIT AIRLINES (Spirit Airlines Inc) | Long | Equity-common | US | $269K | 74K | 0.03 |
| SPOK HOLDINGS IN (Spok Holdings Inc) | Long | Equity-common | US | $182K | 12K | 0.02 |
| SPORTSMAN'S WARE (Sportsman's Warehouse Holdings Inc) | Long | Equity-common | US | $95K | 25K | 0.01 |
| SPX TECHNOLOGIES (SPX Technologies Inc) | Long | Equity-common | US | $724K | 5K | 0.08 |
| SQUARESPACE IN-A (Squarespace Inc) | Long | Equity-common | US | $1M | 27K | 0.13 |
| STAGWELL INC | Long | Equity-common | US | $394K | 57K | 0.05 |
| STANDARD MOTOR (Standard Motor Products Inc) | Long | Equity-common | US | $424K | 14K | 0.05 |
| STANDEX INTL CO (Standex International Corp) | Long | Equity-common | US | $254K | 2K | 0.03 |
| STAR HOLDINGS | Long | Equity-common | US | $123K | 10K | 0.01 |
| STEELCASE INC-A | Long | Equity-common | US | $856K | 63K | 0.10 |
| STELLAR BANCORP (Stellar Bancorp Inc) | Long | Equity-common | US | $707K | 31K | 0.08 |
| STEM INC | Long | Equity-common | US | $125K | 94K | 0.01 |
| STEPAN CO | Long | Equity-common | US | $1M | 13K | 0.13 |
| STERLING BANCORP (Sterling Bancorp Inc/MI) | Long | Equity-common | US | $75K | 15K | 0.01 |
| STERLING CHECK C (Sterling Check Corp) | Long | Equity-common | US | $295K | 19K | 0.03 |
| STERLING INFRAST (Sterling Infrastructure Inc) | Long | Equity-common | US | $309K | 3K | 0.04 |
| STEWART INFO SVC (Stewart Information Services Corp) | Long | Equity-common | US | $1M | 18K | 0.13 |
| STITCH FIX INC-A | Long | Equity-common | US | $77K | 31K | 0.01 |
| STOCK YARDS BANC (Stock Yards Bancorp Inc) | Long | Equity-common | US | $105K | 2K | 0.01 |
| STOKE THERAPEUTI (Stoke Therapeutics Inc) | Long | Equity-common | US | $274K | 19K | 0.03 |
| STONECO LTD-A | Long | Equity-common | US | $1M | 77K | 0.12 |
| STONERIDGE INC | Long | Equity-common | US | $230K | 14K | 0.03 |
| STONEX GROUP INC | Long | Equity-common | US | $1M | 16K | 0.14 |
| STRATEGIC EDUCAT (Strategic Education Inc) | Long | Equity-common | US | $2M | 15K | 0.20 |
| STRATUS PROP (Stratus Properties Inc) | Long | Equity-common | US | $88K | 4K | 0.01 |
| STURM RUGER & CO (Sturm Ruger & Co Inc) | Long | Equity-common | US | $40K | 909 | 0.00 |
| SUMMIT HOTEL PRO (Summit Hotel Properties Inc) | Long | Equity-common | US | $431K | 70K | 0.05 |
| SUMMIT MATERIA-A (Summit Materials Inc) | Long | Equity-common | US | $3M | 81K | 0.36 |
| SUN COUNTRY HOLD (Sun Country Airlines Holdings Inc) | Long | Equity-common | US | $142K | 13K | 0.02 |
| SUNCOKE ENERGY I (SunCoke Energy Inc) | Long | Equity-common | US | $597K | 57K | 0.07 |
| SUNNOVA ENERGY I (Sunnova Energy International Inc) | Long | Equity-common | US | $192K | 37K | 0.02 |
| SUNOPTA INC | Long | Equity-common | US | $21K | 4K | 0.00 |
| SUNSTONE HOTEL (Sunstone Hotel Investors Inc) | Long | Equity-common | US | $1M | 139K | 0.16 |
| SURGERY PARTNERS (Surgery Partners Inc) | Long | Equity-common | US | $129K | 5K | 0.01 |
| SUTRO BIOPHARMA (Sutro Biopharma Inc) | Long | Equity-common | US | $173K | 41K | 0.02 |
| SWEETGREEN INC-A | Long | Equity-common | US | $402K | 13K | 0.05 |
| SWK HOLDINGS (SWK Holdings Corp) | Long | Equity-common | US | $43K | 3K | 0.00 |
| SYNAPTICS INC | Long | Equity-common | US | $2M | 25K | 0.26 |
| SYNDAX PHARMACEU (Syndax Pharmaceuticals Inc) | Long | Equity-common | US | $167K | 9K | 0.02 |
| SYSTEM1 INC | Long | Equity-common | US | $29K | 22K | 0.00 |
| TALOS ENERGY INC | Long | Equity-common | US | $1M | 94K | 0.13 |
| TANGER INC | Long | Equity-common | US | $1M | 38K | 0.12 |
| TANGO THERAPEUTI (Tango Therapeutics Inc) | Long | Equity-common | US | $207K | 30K | 0.02 |
| TARO PHARM INDUS (Taro Pharmaceutical Industries Ltd) | Long | Equity-common | US | $236K | 6K | 0.03 |
| TARSUS PHARMACEU (Tarsus Pharmaceuticals Inc) | Long | Equity-common | US | $652K | 20K | 0.07 |
| TAYLOR MORRISON (Taylor Morrison Home Corp) | Long | Equity-common | US | $4M | 70K | 0.46 |
| TEEKAY CORP | Long | Equity-common | US | $408K | 42K | 0.05 |
| TEEKAY TANK-CL A (Teekay Tankers Ltd) | Long | Equity-common | US | $1M | 16K | 0.13 |
| TEGNA INC | Long | Equity-common | US | $2M | 134K | 0.23 |
| TEJON RANCH CO | Long | Equity-common | US | $257K | 14K | 0.03 |
| TELEPHONE & DATA (Telephone and Data Systems Inc) | Long | Equity-common | US | $1M | 67K | 0.15 |
| TELLURIAN INC | Long | Equity-common | US | $192K | 373K | 0.02 |
| TENAYA THERAPEUT (Tenaya Therapeutics Inc) | Long | Equity-common | US | $131K | 31K | 0.02 |
| TENNANT CO | Long | Equity-common | US | $609K | 6K | 0.07 |
| TERAWULF INC | Long | Equity-common | US | $226K | 104K | 0.03 |
| TEREX CORP | Long | Equity-common | US | $1M | 19K | 0.13 |
| TERNS PHARMACEUT (Terns Pharmaceuticals Inc) | Long | Equity-common | US | $58K | 10K | 0.01 |
| TERRAN ORBITAL C (Terran Orbital Corp) | Long | Equity-common | US | $59K | 64K | 0.01 |
| TERRENO REALTY C (Terreno Realty Corp) | Long | Equity-common | US | $3M | 61K | 0.39 |
| TEXAS CAPITAL BA (Texas Capital Bancshares Inc) | Long | Equity-common | US | $2M | 32K | 0.22 |
| THERAVANCE B (Theravance Biopharma Inc) | Long | Equity-common | US | $288K | 33K | 0.03 |
| THERMON GROUP HO (Thermon Group Holdings Inc) | Long | Equity-common | US | $673K | 20K | 0.08 |
| THIRD COAST BANC (Third Coast Bancshares Inc) | Long | Equity-common | US | $170K | 8K | 0.02 |
| THIRD HARMONIC B (Third Harmonic Bio Inc) | Long | Equity-common | US | $173K | 13K | 0.02 |
| THREDUP- CLASS A (ThredUp Inc) | Long | Equity-common | US | $81K | 40K | 0.01 |
| THRYV HOLDINGS I (Thryv Holdings Inc) | Long | Equity-common | US | $439K | 21K | 0.05 |
| TILE SHOP HLDGS (Tile Shop Holdings Inc) | Long | Equity-common | US | $126K | 19K | 0.01 |
| TILLY'S INC-CL A | Long | Equity-common | US | $85K | 15K | 0.01 |
| TIMBERLAND BANCP (Timberland Bancorp Inc/WA) | Long | Equity-common | US | $122K | 5K | 0.01 |
| TIPTREE INC | Long | Equity-common | US | $205K | 12K | 0.02 |
| TITAN INTL INC (Titan International Inc) | Long | Equity-common | US | $290K | 35K | 0.03 |
| TITAN MACHINERY (Titan Machinery Inc) | Long | Equity-common | US | $260K | 14K | 0.03 |
| TOMPKINS FINANCI (Tompkins Financial Corp) | Long | Equity-common | US | $437K | 9K | 0.05 |
| TOPGOLF CALLAWAY (Topgolf Callaway Brands Corp) | Long | Equity-common | US | $2M | 97K | 0.17 |
| TOWNE BANK (Towne Bank/Portsmouth VA) | Long | Equity-common | US | $1M | 48K | 0.15 |
| TPG RE FINANCE T (TPG RE Finance Trust Inc) | Long | Equity-common | US | $398K | 46K | 0.05 |
| TRAEGER INC | Long | Equity-common | US | $66K | 25K | 0.01 |
| TRANSCONTL REALT (Transcontinental Realty Investors Inc) | Long | Equity-common | US | $25K | 860 | 0.00 |
| TRAVERE THERAPEU (Travere Therapeutics Inc) | Long | Equity-common | US | $27K | 4K | 0.00 |
| TREDEGAR CORP | Long | Equity-common | US | $101K | 19K | 0.01 |
| TREEHOUSE FOODS (TreeHouse Foods Inc) | Long | Equity-common | US | $1M | 30K | 0.13 |
| TREVI THERAPEUTI (Trevi Therapeutics Inc) | Long | Equity-common | US | $77K | 30K | 0.01 |
| TRI POINTE HOMES (Tri Pointe Homes Inc) | Long | Equity-common | US | $3M | 65K | 0.29 |
| TRICO BANCSHARES | Long | Equity-common | US | $802K | 21K | 0.09 |
| TRIMAS CORP | Long | Equity-common | US | $751K | 28K | 0.09 |
| TRINITY INDUSTRI (Trinity Industries Inc) | Long | Equity-common | US | $1M | 45K | 0.16 |
| TRINSEO PLC | Long | Equity-common | US | $90K | 24K | 0.01 |
| TRIUMPH FINANCIA (Triumph Financial Inc) | Long | Equity-common | US | $1M | 15K | 0.13 |
| TRIUMPH GROUP (Triumph Group Inc) | Long | Equity-common | US | $613K | 43K | 0.07 |
| TRONOX HOLDING (Tronox Holdings PLC) | Long | Equity-common | US | $2M | 79K | 0.18 |
| TRUBRIDGE INC | Long | Equity-common | US | $98K | 10K | 0.01 |
| TRUEBLUE INC | Long | Equity-common | US | $220K | 20K | 0.03 |
| TRUECAR INC | Long | Equity-common | US | $178K | 60K | 0.02 |
| TRUSTCO BANK NY (TrustCo Bank Corp NY) | Long | Equity-common | US | $348K | 13K | 0.04 |
| TRUSTMARK CORP | Long | Equity-common | US | $1M | 41K | 0.14 |
| TTM TECHNOLOGIES (TTM Technologies Inc) | Long | Equity-common | US | $1M | 69K | 0.15 |
| TUCOWS INC-A | Long | Equity-common | US | $93K | 4K | 0.01 |
| TURNSTONE BIOLOG (Turnstone Biologics Corp) | Long | Equity-common | US | $14K | 6K | 0.00 |
| TURTLE BEACH COR (Turtle Beach Corp) | Long | Equity-common | US | $181K | 11K | 0.02 |
| TUTOR PERINI COR (Tutor Perini Corp) | Long | Equity-common | US | $632K | 29K | 0.07 |
| TWIST BIOSCIENCE (Twist Bioscience Corp) | Long | Equity-common | US | $2M | 39K | 0.19 |
| TWO HARBORS INVE (Two Harbors Investment Corp) | Long | Equity-common | US | $902K | 70K | 0.10 |
| TYRA BIOSCIENCES (Tyra Biosciences Inc) | Long | Equity-common | US | $97K | 6K | 0.01 |
| UFP INDUSTRIES I (UFP Industries Inc) | Long | Equity-common | US | $4M | 34K | 0.47 |
| UL SOLUTIONS I-A (UL Solutions Inc) | Long | Equity-common | US | $22K | 559 | 0.00 |
| ULTRA CLEAN HOLD (Ultra Clean Holdings Inc) | Long | Equity-common | US | $1M | 30K | 0.16 |
| UMB FINANCIAL (UMB Financial Corp) | Long | Equity-common | US | $2M | 30K | 0.28 |
| UMH PROPERTIES I (UMH Properties Inc) | Long | Equity-common | US | $520K | 34K | 0.06 |
| UNIFIRST CORP/MA | Long | Equity-common | US | $2M | 10K | 0.18 |
| UNISYS CORP | Long | Equity-common | US | $191K | 45K | 0.02 |
| UNITED BANKSHS (United Bankshares Inc/WV) | Long | Equity-common | US | $3M | 89K | 0.33 |
| UNITED COMMUNITY (United Community Banks Inc/GA) | Long | Equity-common | US | $2M | 78K | 0.23 |
| UNITED FIRE GROU (United Fire Group Inc) | Long | Equity-common | US | $314K | 14K | 0.04 |
| UNITED HOMES GRO (United Homes Group Inc) | Long | Equity-common | US | $21K | 4K | 0.00 |
| UNITED NATURAL (United Natural Foods Inc) | Long | Equity-common | US | $480K | 40K | 0.05 |
| UNITED PARKS & R (United Parks & Resorts Inc) | Long | Equity-common | US | $68K | 1K | 0.01 |
| UNITI GROUP INC | Long | Equity-common | US | $512K | 162K | 0.06 |
| UNITIL CORP | Long | Equity-common | US | $409K | 8K | 0.05 |
| UNITY BANCORP (Unity Bancorp Inc) | Long | Equity-common | US | $133K | 5K | 0.02 |
| UNIVERSAL CORP (Universal Corp/VA) | Long | Equity-common | US | $783K | 16K | 0.09 |
| UNIVERSAL INSURA (Universal Insurance Holdings Inc) | Long | Equity-common | US | $252K | 13K | 0.03 |
| UNIVERSAL LOGIST (Universal Logistics Holdings Inc) | Long | Equity-common | US | $198K | 5K | 0.02 |
| UNIVERSAL TECHNI (Universal Technical Institute Inc) | Long | Equity-common | US | $345K | 22K | 0.04 |
| UNIVEST FINANCIA (Univest Financial Corp) | Long | Equity-common | US | $426K | 20K | 0.05 |
| UPBOUND GROUP IN (Upbound Group Inc) | Long | Equity-common | US | $73K | 2K | 0.01 |
| URANIUM ENERGY (Uranium Energy Corp) | Long | Equity-common | US | $2M | 260K | 0.21 |
| URBAN EDGE P (Urban Edge Properties) | Long | Equity-common | US | $1M | 78K | 0.16 |
| URBAN ONE INC | Long | Equity-common | US | $14K | 9K | 0.00 |
| URBAN ONE INC | Long | Equity-common | US | $12K | 6K | 0.00 |
| URBAN OUTFITTER (Urban Outfitters Inc) | Long | Equity-common | US | $1M | 29K | 0.14 |
| UROGEN PHARMA LT (UroGen Pharma Ltd) | Long | Equity-common | US | $46K | 3K | 0.01 |
| US SILICA HOLDIN (US Silica Holdings Inc) | Long | Equity-common | US | $788K | 51K | 0.09 |
| USCB FINANCIAL H (USCB Financial Holdings Inc) | Long | Equity-common | US | $85K | 7K | 0.01 |
| UTAH MEDICAL PRO (Utah Medical Products Inc) | Long | Equity-common | US | $12K | 176 | 0.00 |
| V2X INC | Long | Equity-common | US | $373K | 8K | 0.04 |
| VAALCO ENERGY (VAALCO Energy Inc) | Long | Equity-common | US | $406K | 64K | 0.05 |
| VALHI INC | Long | Equity-common | US | $32K | 2K | 0.00 |
| VALLEY NATL BANC (Valley National Bancorp) | Long | Equity-common | US | $2M | 293K | 0.24 |
| VALUE LINE INC | Long | Equity-common | US | $2K | 50 | 0.00 |
| VANDA PHARMACEUT (Vanda Pharmaceuticals Inc) | Long | Equity-common | US | $193K | 38K | 0.02 |
| Vanguard Market Liquidity Fund (Vanguard Cmt Funds-Vanguard Market Liquidity Fund) | Long | Short-term investment vehicle | US | $8M | 79K | 0.90 |
| Vanguard Market Liquidity Fund (Vanguard Cmt Funds-Vanguard Market Liquidity Fund) | Long | Short-term investment vehicle | US | $483K | 483K | 0.06 |
| VAREX IMAGIN (Varex Imaging Corp) | Long | Equity-common | US | $413K | 27K | 0.05 |
| VECTOR GROUP LTD | Long | Equity-common | US | $895K | 82K | 0.10 |
| VEECO INSTRUMENT (Veeco Instruments Inc) | Long | Equity-common | US | $1M | 34K | 0.16 |
| VELOCITY FINANCI (Velocity Financial Inc) | Long | Equity-common | US | $107K | 6K | 0.01 |
| VERA BRADLEY INC | Long | Equity-common | US | $142K | 17K | 0.02 |
| VERA THERAPEUTIC (Vera Therapeutics Inc) | Long | Equity-common | US | $536K | 14K | 0.06 |
| VERACYTE INC | Long | Equity-common | US | $1M | 49K | 0.12 |
| VERDE CLEAN FUEL (Verde Clean Fuels Inc) | Long | Equity-common | US | $2K | 508 | 0.00 |
| VERINT SYSTEMS (Verint Systems Inc) | Long | Equity-common | US | $86K | 3K | 0.01 |
| VERIS RESIDENTIA (Veris Residential Inc) | Long | Equity-common | US | $819K | 54K | 0.09 |
| VERITEX HOLDINGS (Veritex Holdings Inc) | Long | Equity-common | US | $721K | 35K | 0.08 |
| VERVE THERAPEUTI (Verve Therapeutics Inc) | Long | Equity-common | US | $228K | 44K | 0.03 |
| VIAVI SOLUTIONS (Viavi Solutions Inc) | Long | Equity-common | US | $195K | 26K | 0.02 |
| VICARIOUS SURGIC (Vicarious Surgical Inc) | Long | Equity-common | US | $14K | 43K | 0.00 |
| VICTORY CAPITA-A (Victory Capital Holdings Inc) | Long | Equity-common | US | $97K | 2K | 0.01 |
| VIGIL NEUROSCIEN (Vigil Neuroscience Inc) | Long | Equity-common | US | $37K | 12K | 0.00 |
| VILLAGE SUPER -A (Village Super Market Inc) | Long | Equity-common | US | $180K | 6K | 0.02 |
| VIMEO INC | Long | Equity-common | US | $350K | 90K | 0.04 |
| VIR BIOTECHNOLOG (Vir Biotechnology Inc) | Long | Equity-common | US | $561K | 55K | 0.06 |
| VIRGIN GALACTIC (Virgin Galactic Holdings Inc) | Long | Equity-common | US | $90K | 104K | 0.01 |
| VIRGINIA NATIONA (Virginia National Bankshares Corp) | Long | Equity-common | US | $97K | 3K | 0.01 |
| VIRIDIAN THERAPE (Viridian Therapeutics Inc) | Long | Equity-common | US | $83K | 7K | 0.01 |
| VIRTUS INVEST (Virtus Investment Partners Inc) | Long | Equity-common | US | $924K | 4K | 0.11 |
| VISHAY INTERTECH (Vishay Intertechnology Inc) | Long | Equity-common | US | $2M | 86K | 0.23 |
| VISHAY PRECI (Vishay Precision Group Inc) | Long | Equity-common | US | $281K | 8K | 0.03 |
| VISTA OUTDOOR (Vista Outdoor Inc) | Long | Equity-common | US | $1M | 39K | 0.16 |
| VITAL ENERGY INC | Long | Equity-common | US | $775K | 16K | 0.09 |
| VITESSE ENERGY (Vitesse Energy Inc) | Long | Equity-common | US | $430K | 17K | 0.05 |
| VIVID SEATS IN-A (Vivid Seats Inc) | Long | Equity-common | US | $173K | 34K | 0.02 |
| VIZIO HOLDING-A (Vizio Holding Corp) | Long | Equity-common | US | $65K | 6K | 0.01 |
| VOR BIOPHARMA IN (Vor BioPharma Inc) | Long | Equity-common | US | $37K | 27K | 0.00 |
| VOXX INTERNATION (VOXX International Corp) | Long | Equity-common | US | $31K | 8K | 0.00 |
| VSE CORP | Long | Equity-common | US | $722K | 9K | 0.08 |
| VUZIX CORP | Long | Equity-common | US | $52K | 39K | 0.01 |
| WAFD INC | Long | Equity-common | US | $1M | 46K | 0.15 |
| WALDENCAST ACQ-A (Waldencast plc) | Long | Equity-common | US | $79K | 19K | 0.01 |
| WALKER & DUNLOP (Walker & Dunlop Inc) | Long | Equity-common | US | $2M | 22K | 0.24 |
| WARRIOR MET COAL (Warrior Met Coal Inc) | Long | Equity-common | US | $2M | 35K | 0.27 |
| WASH TRUST BANC (Washington Trust Bancorp Inc) | Long | Equity-common | US | $298K | 11K | 0.03 |
| WATERSTONE FINAN (Waterstone Financial Inc) | Long | Equity-common | US | $142K | 12K | 0.02 |
| WAVE LIFE SCIENC (WaVe Life Sciences Ltd) | Long | Equity-common | US | $306K | 50K | 0.04 |
| WEIS MARKETS INC | Long | Equity-common | US | $728K | 11K | 0.08 |
| WERNER ENT (Werner Enterprises Inc) | Long | Equity-common | US | $1M | 37K | 0.16 |
| WESBANCO INC | Long | Equity-common | US | $1M | 39K | 0.12 |
| WEST BANCORP (West BanCorp Inc) | Long | Equity-common | US | $190K | 11K | 0.02 |
| WESTAMERICA BANC (Westamerica BanCorp) | Long | Equity-common | US | $597K | 12K | 0.07 |
| WEYCO GROUP (Weyco Group Inc) | Long | Equity-common | US | $120K | 4K | 0.01 |
| WHITESTONE REI (Whitestone REIT) | Long | Equity-common | US | $427K | 33K | 0.05 |
| WIDEOPENWEST INC | Long | Equity-common | US | $167K | 33K | 0.02 |
| WILEY JOHN&SON-A (John Wiley & Sons Inc) | Long | Equity-common | US | $887K | 24K | 0.10 |
| WILLDAN GROUP IN (Willdan Group Inc) | Long | Equity-common | US | $275K | 8K | 0.03 |
| WILLIS LEASE (Willis Lease Finance Corp) | Long | Equity-common | US | $130K | 2K | 0.01 |
| WINMARK CORP | Long | Equity-common | US | $690K | 2K | 0.08 |
| WINNEBAGO INDS (Winnebago Industries Inc) | Long | Equity-common | US | $1M | 19K | 0.14 |
| WOLVERINE WORLD (Wolverine World Wide Inc) | Long | Equity-common | US | $77K | 6K | 0.01 |
| WORKHORSE GROUP (Workhorse Group Inc) | Long | Equity-common | US | $28K | 142K | 0.00 |
| WORLD ACCEPTANCE (World Acceptance Corp) | Long | Equity-common | US | $327K | 3K | 0.04 |
| WORLD KINECT COR (World Kinect Corp) | Long | Equity-common | US | $1M | 40K | 0.12 |
| WORTHINGTON ENTE (Worthington Enterprises Inc) | Long | Equity-common | US | $1M | 21K | 0.14 |
| WORTHINGTON STEE (Worthington Steel Inc) | Long | Equity-common | US | $687K | 21K | 0.08 |
| WSFS FINANCIAL (WSFS Financial Corp) | Long | Equity-common | US | $2M | 41K | 0.21 |
| WW INTERNATIONAL (WW International Inc) | Long | Equity-common | US | $60K | 36K | 0.01 |
| X4 PHARMACEUTICA (X4 Pharmaceuticals Inc) | Long | Equity-common | US | $42K | 42K | 0.00 |
| XENCOR INC | Long | Equity-common | US | $433K | 18K | 0.05 |
| XENIA HOTELS & R (Xenia Hotels & Resorts Inc) | Long | Equity-common | US | $1M | 72K | 0.12 |
| XEROX HOLDINGS C (Xerox Holdings Corp) | Long | Equity-common | US | $1M | 79K | 0.13 |
| XOMA CORP | Long | Equity-common | US | $132K | 5K | 0.02 |
| XOMETRY INC-A | Long | Equity-common | US | $310K | 20K | 0.04 |
| XPERI INC | Long | Equity-common | US | $265K | 30K | 0.03 |
| XPONENTIAL FIT-A (Xponential Fitness Inc) | Long | Equity-common | US | $21K | 2K | 0.00 |
| Y-MABS THERAPEUT (Y-mAbs Therapeutics Inc) | Long | Equity-common | US | $159K | 13K | 0.02 |
| ZEVIA PBC-A | Long | Equity-common | US | $7K | 8K | 0.00 |
| ZEVRA THERAPEUTI (Zevra Therapeutics Inc) | Long | Equity-common | US | $114K | 24K | 0.01 |
| ZIFF DAVIS INC | Long | Equity-common | US | $1M | 24K | 0.16 |
| ZIMVIE INC | Long | Equity-common | US | $289K | 17K | 0.03 |
| ZUMIEZ INC | Long | Equity-common | US | $201K | 11K | 0.02 |
| ZURA BIO LTD | Long | Equity-common | US | $60K | 11K | 0.01 |
| ZURN ELKAY WATER (Zurn Elkay Water Solutions Corp) | Long | Equity-common | US | $3M | 80K | 0.29 |
| ZYMEWORKS INC | Long | Equity-common | US | $317K | 37K | 0.04 |
Address
VANGUARD SCOTTSDALE FUNDS
100 VANGUARD BOULEVARD
MALVERN
Pennsylvania
19355
United States of America
Websites
Directors
Tara Bunch
Grant Reid
F. Joseph Loughrey
Mortimer J. Buckley
Scott C. Malpass
Andre F. Perold
Sarah Bloom Raskin
Deanna Mulligan
Mark Loughridge
David Thomas
Peter F. Volanakis
Emerson U. Fullwood
Transfer Agents
THE VANGUARD GROUP, INC.
Pricing Services
Markit Group Limited
Markit North America INC
Refinitiv US LLC
JPMorgan Chase Bank
ICE Data Pricing and Reference Data LLC
Bloomberg Finance LP
ITG Analytics Inc
Custodians
DEUTSCHE BANK AG (LDN)
Credit Suisse (Switzerland) Ltd
Euroclear Bank, Brussels
Skandinaviska Enskilda Banken, Stockholm
The Bank of New York Mellon
The Bank of New York Mellon SA/NV
CIBC Mellon Trust Company
The Bank of New York Mellon SA/NV, Asset Servicing, Niederlassung Frankfurt am Main
The Bank of New York Mellon SA/NV
Mizuho Bank, Ltd
The Hongkong and Shanghai Banking Corporation Limited, Sydney Branch
The Bank of New York Mellon
The Bank of New York Mellon SA/NV
Shareholder Servicing Agents
THE VANGUARD GROUP, INC.
Admins
THE VANGUARD GROUP, INC.
State Street Bank and Trust Company
Brokers
RBC Capital Markets, LLC
Citigroup Global Markets Inc.
Wells Fargo Securities, LLC
J.P. Morgan Securities LLC
Virtu Americas LLC
Goldman Sachs & Co. LLC
Morgan Stanley & Co. LLC
BofA Securities, Inc.
Barclays Capital Inc.
Mizuho Securities USA Inc