Fidelity Group of Funds > Fidelity Salem Street Trust
Fidelity Small Cap Value Index Fund
$974.04M
Avg Monthly Net Assets
$1.25B
Total Assets
$49.02M
Total Liabilities
$1.21B
Net Assets
Fidelity Small Cap Value Index Fund is an Index Fund in Fidelity Salem Street Trust
from Fidelity Group of Funds,
based in Massachusetts,
United States of America.
The fund has one share class
and monthly net assets of $974.04M.
On August 27th, 2024 it reported 1,413 holdings, the largest
being Fidelity Revere Street Trust (4.1%), CHORD ENERGY CORP (0.8%) and CARVANA CO (0.6%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Ticker | Monthly Returns (2 years) |
|---|---|---|---|
| Fidelity Small Cap Value Index Fund | C000212599 | FISVX |
Holdings
From latest NPORT-P, filed August 27th, 2024 for period ending June 30th, 2024.
Historic holdings data available from Fincoded.
| Name | Profile | Category | Country | Value $USD | # Shares | % of Fund |
|---|---|---|---|---|---|---|
| 1 800 FLOWERS.COM INC CL A | Long | Equity-common | US | $235K | 25K | 0.02 |
| 23ANDME HOLDING CO CL A | Long | Equity-common | US | $109K | 278K | 0.01 |
| 2SEVENTY BIO INC-W/I | Long | Equity-common | US | $180K | 47K | 0.01 |
| 2U INC | Long | Equity-common | US | $10K | 2K | 0.00 |
| 3D SYSTEMS CORP DEL | Long | Equity-common | US | $380K | 124K | 0.03 |
| 4D MOLECULAR THERAPEUTICS INC | Long | Equity-common | US | $741K | 35K | 0.06 |
| 5E ADVANCED MATERIALS INC | Long | Equity-common | US | $6K | 5K | 0.00 |
| 908 DEVICES INC | Long | Equity-common | US | $106K | 21K | 0.01 |
| A-MARK PRECIOUS METALS INC | Long | Equity-common | US | $576K | 18K | 0.05 |
| AADI BIOSCIENCES INC (AADI BIOSCIENCE INC) | Long | Equity-common | US | $21K | 15K | 0.00 |
| AAR CORP | Long | Equity-common | US | $2M | 32K | 0.19 |
| AARON'S CO INC/THE | Long | Equity-common | US | $281K | 28K | 0.02 |
| ABERCROMBIE and FITCH CO CL A | Long | Equity-common | US | $4M | 22K | 0.33 |
| ABM INDUSTRIES INC | Long | Equity-common | US | $3M | 60K | 0.25 |
| ACACIA RESEARCH - ACACIA TECH (ACACIA RESEARCH CORP) | Long | Equity-common | US | $181K | 36K | 0.02 |
| ACADIA RLTY TR REIT (ACADIA REALTY TRUST) | Long | Equity-common | US | $2M | 97K | 0.14 |
| ACCO BRANDS CORP | Long | Equity-common | US | $401K | 85K | 0.03 |
| ACCOLADE INC | Long | Equity-common | US | $14K | 4K | 0.00 |
| ACCURAY INC (ACCURAY INC DEL) | Long | Equity-common | US | $7K | 4K | 0.00 |
| ACELYRIN INC | Long | Equity-common | US | $157K | 36K | 0.01 |
| ACI WORLDWIDE INC | Long | Equity-common | US | $569K | 14K | 0.05 |
| ACM RESEARCH INC-CLASS A | Long | Equity-common | US | $900K | 39K | 0.07 |
| ACNB CORPORATION | Long | Equity-common | US | $281K | 8K | 0.02 |
| ACRIVON THERAPEUTICS INC | Long | Equity-common | US | $64K | 11K | 0.01 |
| ACTINIUM PHARMACEUTICALS INC | Long | Equity-common | US | $11K | 2K | 0.00 |
| ADAPTHEALTH CORP | Long | Equity-common | US | $439K | 44K | 0.04 |
| ADAPTIVE BIOTECHNOLOGIES CORP | Long | Equity-common | US | $107K | 30K | 0.01 |
| ADDUS HOMECARE CORP | Long | Equity-common | US | $912K | 8K | 0.08 |
| ADEIA INC | Long | Equity-common | US | $143K | 13K | 0.01 |
| ADICET BIO INC | Long | Equity-common | US | $58K | 48K | 0.00 |
| ADIENT PLC | Long | Equity-common | IE | $2M | 86K | 0.18 |
| ADMA BIOLOGICS INC | Long | Equity-common | US | $1M | 96K | 0.09 |
| ADTALEM GLOBAL EDUCATION INC | Long | Equity-common | US | $3M | 37K | 0.21 |
| ADTRAN HOLDINGS INC | Long | Equity-common | US | $390K | 74K | 0.03 |
| ADVANSIX INC | Long | Equity-common | US | $559K | 24K | 0.05 |
| ADVANTAGE SOLUTIONS INC A | Long | Equity-common | US | $262K | 81K | 0.02 |
| AERSALE CORP | Long | Equity-common | US | $222K | 32K | 0.02 |
| AEVA TECHNOLOGIES INC | Long | Equity-common | US | $38K | 15K | 0.00 |
| AGENUS INC | Long | Equity-common | US | $252K | 15K | 0.02 |
| AGIOS PHARMACEUTICALS INC | Long | Equity-common | US | $2M | 53K | 0.19 |
| AIR TRANSPORT SERVICES GROUP (AIR TRANSPORT SERVICES GROUP INC) | Long | Equity-common | US | $673K | 48K | 0.06 |
| AIRSCULPT TECHNOLOGIES INC | Long | Equity-common | US | $9K | 2K | 0.00 |
| ALBANY INTERNATIONAL CORP CL A | Long | Equity-common | US | $317K | 4K | 0.03 |
| ALERUS FINANCIAL CORP | Long | Equity-common | US | $335K | 17K | 0.03 |
| ALEXANDER and BALDWIN INC | Long | Equity-common | US | $1M | 72K | 0.10 |
| ALICO INC | Long | Equity-common | US | $171K | 7K | 0.01 |
| ALIGHT INC CL A | Long | Equity-common | US | $3M | 392K | 0.24 |
| ALLAKOS INC | Long | Equity-common | US | $61K | 61K | 0.01 |
| ALLBIRDS INC A | Long | Equity-common | US | $43K | 85K | 0.00 |
| ALLEGIANT TRAVEL CO | Long | Equity-common | US | $672K | 13K | 0.06 |
| ALLETE INC | Long | Equity-common | US | $3M | 55K | 0.28 |
| ALLOGENE THERAPEUTICS INC | Long | Equity-common | US | $207K | 89K | 0.02 |
| ALLOVIR INC | Long | Equity-common | US | $33K | 45K | 0.00 |
| ALPHA and OMEGA SEMICNDTR LTD (ALPHA and OMEGA SEMICONDUCTOR LTD) | Long | Equity-common | BM | $818K | 22K | 0.07 |
| ALPHA METALLURGICAL RESOURCES INC | Long | Equity-common | US | $3M | 10K | 0.24 |
| ALPHATEC HOLDINGS INC | Long | Equity-common | US | $536K | 51K | 0.04 |
| ALPINE INCOME PROPERTY TRUST INC | Long | Equity-common | US | $218K | 14K | 0.02 |
| ALTIMMUNE INC | Long | Equity-common | US | $341K | 51K | 0.03 |
| ALTUS POWER INC CL A | Long | Equity-common | US | $240K | 61K | 0.02 |
| ALX ONCOLOGY HOLDINGS INC | Long | Equity-common | US | $148K | 25K | 0.01 |
| AMALGAMATED FINANCIAL CORP | Long | Equity-common | US | $468K | 17K | 0.04 |
| AMBAC FINANCIAL GROUP INC | Long | Equity-common | US | $530K | 41K | 0.04 |
| AMBARELLA INC | Long | Equity-common | KY | $763K | 14K | 0.06 |
| AMC NETWORKS INC CL A | Long | Equity-common | US | $282K | 29K | 0.02 |
| AMERANT BANCORP INC | Long | Equity-common | US | $558K | 25K | 0.05 |
| AMERICAN ASSETS TRUST INC | Long | Equity-common | US | $1M | 49K | 0.09 |
| AMERICAN AXLE and MFG HLDGS INC (AMERICAN AXLE and MANUFACTURING HOLDINGS INC) | Long | Equity-common | US | $751K | 107K | 0.06 |
| AMERICAN COASTAL INSURANCE CORP | Long | Equity-common | US | $201K | 19K | 0.02 |
| AMERICAN EAGLE OUTFITTERS INC | Long | Equity-common | US | $3M | 134K | 0.22 |
| AMERICAN RLTY INVS INC (AMERICAN REALTY INVESTORS INC) | Long | Equity-common | US | $18K | 1K | 0.00 |
| AMERICAN SOFTWARE INC CL A (AMERICAN SOFTWARE INC.) | Long | Equity-common | US | $59K | 6K | 0.00 |
| AMERICAN VANGUARD CORP | Long | Equity-common | US | $171K | 20K | 0.01 |
| AMERICAN WELL CORP | Long | Equity-common | US | $74K | 227K | 0.01 |
| AMERICAN WOODMARK (AMERICAN WOODMARK CORP) | Long | Equity-common | US | $1M | 14K | 0.09 |
| AMERICAS CAR MART INC | Long | Equity-common | US | $335K | 6K | 0.03 |
| AMERIS BANCORP | Long | Equity-common | US | $3M | 63K | 0.26 |
| AMERISAFE INC | Long | Equity-common | US | $377K | 9K | 0.03 |
| AMES NATIONAL CORP | Long | Equity-common | US | $169K | 8K | 0.01 |
| AMKOR TECHNOLOGY INC | Long | Equity-common | US | $4M | 107K | 0.35 |
| AMMO INC | Long | Equity-common | US | $140K | 83K | 0.01 |
| AMNEAL PHARMACEUTICALS INC (AMNEAL INTERMEDIATE INC) | Long | Equity-common | US | $734K | 116K | 0.06 |
| AMPLIFY ENERGY CORP NEW | Long | Equity-common | US | $225K | 33K | 0.02 |
| ANAPTYSBIO INC | Long | Equity-common | US | $73K | 3K | 0.01 |
| ANDERSONS INC | Long | Equity-common | US | $2M | 31K | 0.13 |
| ANGEL OAK MORTGAGE REIT INC | Long | Equity-common | US | $154K | 12K | 0.01 |
| ANGIODYNAMICS INC | Long | Equity-common | US | $221K | 37K | 0.02 |
| ANI PHARMACEUTICALS INC | Long | Equity-common | US | $211K | 3K | 0.02 |
| ANIKA THERAPEUTICS INC | Long | Equity-common | US | $349K | 14K | 0.03 |
| ANNEXON INC | Long | Equity-common | US | $313K | 64K | 0.03 |
| ANTERIX INC | Long | Equity-common | US | $50K | 1K | 0.00 |
| ANYWHERE REAL ESTATE INC | Long | Equity-common | US | $305K | 92K | 0.03 |
| APARTMENT INV and MGMT CO A REIT (APARTMENT INVESTMENT AND MANAGEMENT CO) | Long | Equity-common | US | $1M | 137K | 0.09 |
| API GROUP CORP | Long | Equity-common | US | $2M | 65K | 0.20 |
| APOGEE ENTERPRISES INC (APOGEE ENTERPRISES INC.) | Long | Equity-common | US | $822K | 13K | 0.07 |
| APOGEE THERAPEUTICS INC | Long | Equity-common | US | $843K | 21K | 0.07 |
| APOLLO COML REAL ESTAT FIN INC | Long | Equity-common | US | $1M | 138K | 0.11 |
| APPLE HOSPITALITY REIT INC (APPLE HOSPITALITY REIT INC.) | Long | Equity-common | US | $3M | 208K | 0.25 |
| ARBOR REALTY TRUST INC | Long | Equity-common | US | $3M | 175K | 0.21 |
| ARBUTUS BIOPHARMA CORP | Long | Equity-common | CA | $144K | 46K | 0.01 |
| ARCBEST CORP | Long | Equity-common | US | $1M | 14K | 0.12 |
| ARCH RESOURCES INC CL A | Long | Equity-common | US | $3M | 17K | 0.22 |
| ARCHER AVIATION INC A | Long | Equity-common | US | $512K | 145K | 0.04 |
| ARCHROCK INC | Long | Equity-common | US | $2M | 109K | 0.18 |
| ARCOSA INC | Long | Equity-common | US | $4M | 46K | 0.32 |
| ARCTURUS THERAPEUTICS HOLDINGS INC | Long | Equity-common | US | $494K | 20K | 0.04 |
| ARCUS BIOSCIENCES INC | Long | Equity-common | US | $543K | 36K | 0.05 |
| ARDELYX INC | Long | Equity-common | US | $564K | 76K | 0.05 |
| ARDMORE SHIPPING CORP | Long | Equity-common | MH | $898K | 40K | 0.07 |
| ARES COMMERCIAL REAL ESTATE CO (ARES COMMERCIAL REAL ESTATE CORPORATION) | Long | Equity-common | US | $341K | 51K | 0.03 |
| ARGAN INC | Long | Equity-common | US | $880K | 12K | 0.07 |
| ARIS WATER SOLUTION INC CL A | Long | Equity-common | US | $420K | 27K | 0.03 |
| ARLO TECHNOLOGIES INC | Long | Equity-common | US | $128K | 10K | 0.01 |
| ARMADA HOFFLER PROPERTIES INC | Long | Equity-common | US | $740K | 67K | 0.06 |
| ARMOUR RESIDENTIAL REIT INC | Long | Equity-common | US | $926K | 48K | 0.08 |
| ARRIVENT BIOPHARMA INC | Long | Equity-common | US | $96K | 5K | 0.01 |
| ARROW FINANCIAL CORP | Long | Equity-common | US | $365K | 14K | 0.03 |
| ARS PHARMACEUTICALS INC | Long | Equity-common | US | $162K | 19K | 0.01 |
| ARTESIAN RES CORP CL A (ARTESIAN RESOURCES CORP) | Long | Equity-common | US | $81K | 2K | 0.01 |
| ARTISAN PARTNERS ASSET MANAGEMENT INC A | Long | Equity-common | US | $678K | 16K | 0.06 |
| ARTIVION INC | Long | Equity-common | US | $815K | 32K | 0.07 |
| ARVINAS INC | Long | Equity-common | US | $65K | 2K | 0.01 |
| ASBURY AUTOMOTIVE GROUP INC | Long | Equity-common | US | $4M | 20K | 0.37 |
| ASGN INC | Long | Equity-common | US | $3M | 32K | 0.24 |
| ASPEN AEROGELS INC | Long | Equity-common | US | $1M | 49K | 0.10 |
| ASSERTIO HOLDINGS INC | Long | Equity-common | US | $106K | 86K | 0.01 |
| ASSOCIATED BANC CORP | Long | Equity-common | US | $3M | 143K | 0.25 |
| ASTEC INDUSTRIES INC | Long | Equity-common | US | $637K | 21K | 0.05 |
| ASTRIA THERAPEUTICS INC | Long | Equity-common | US | $52K | 6K | 0.00 |
| ASTRONICS CORP | Long | Equity-common | US | $532K | 27K | 0.04 |
| ASURE SOFTWARE INC | Long | Equity-common | US | $146K | 17K | 0.01 |
| ATARA BIOTHERAPEUTICS INC | Long | Equity-common | US | $27K | 3K | 0.00 |
| ATEA PHARMACEUTICALS INC | Long | Equity-common | US | $237K | 72K | 0.02 |
| ATLANTIC UN BANKSHARES CORP (ATLANTIC UNION BANKSHARES CORP) | Long | Equity-common | US | $3M | 84K | 0.23 |
| ATLANTICUS HOLDINGS CORP | Long | Equity-common | US | $114K | 4K | 0.01 |
| ATLAS ENERGY SOLUTIONS INC | Long | Equity-common | US | $285K | 14K | 0.02 |
| ATMUS FILTRATION TECHNOLOGIES INC | Long | Equity-common | US | $867K | 30K | 0.07 |
| ATN INTERNATIONAL INC | Long | Equity-common | US | $233K | 10K | 0.02 |
| ATOMERA INC | Long | Equity-common | US | $24K | 6K | 0.00 |
| ATRICURE INC | Long | Equity-common | US | $277K | 12K | 0.02 |
| AURA BIOSCIENCES INC | Long | Equity-common | US | $258K | 34K | 0.02 |
| AURORA INNOVATION INC | Long | Equity-common | US | $938K | 339K | 0.08 |
| AVANOS MEDICAL INC | Long | Equity-common | US | $872K | 44K | 0.07 |
| AVEANNA HEALTHCARE HOLDINGS INC | Long | Equity-common | US | $100K | 36K | 0.01 |
| AVIAT NETWORKS INC | Long | Equity-common | US | $313K | 11K | 0.03 |
| AVIDITY BIOSCIENCES (AVIDITY BIOSCIENCES INC) | Long | Equity-common | US | $3M | 80K | 0.27 |
| AVIDXCHANGE HOLDINGS INC | Long | Equity-common | US | $156K | 13K | 0.01 |
| AVIENT CORP | Long | Equity-common | US | $4M | 85K | 0.31 |
| AVISTA CORP | Long | Equity-common | US | $3M | 74K | 0.21 |
| AXOS FINANCIAL INC | Long | Equity-common | US | $3M | 46K | 0.22 |
| AZZ INC | Long | Equity-common | US | $2M | 27K | 0.18 |
| B and G FOODS INC | Long | Equity-common | US | $596K | 74K | 0.05 |
| B. RILEY PRINCIPAL MERGER CORP II (EOS ENERGY ENTERPRISES INC) | Long | Equity-common | US | $18K | 14K | 0.00 |
| BABCOCK and WILCOX ENTERPRISES INC | Long | Equity-common | US | $70K | 48K | 0.01 |
| BAKKT HOLDINGS INC A | Long | Equity-common | US | $47K | 3K | 0.00 |
| BALLYS CORP | Long | Equity-common | US | $151K | 13K | 0.01 |
| BANC OF CALIFORNIA INC | Long | Equity-common | US | $2M | 130K | 0.14 |
| BANCFIRST CORP | Long | Equity-common | US | $2M | 18K | 0.13 |
| BANCO LATINOAMERICANO DE COMER(BLADEX) (BANCO LATINOAMERICANO DE COMERCIO EXTERIOR SA) | Long | Equity-common | PA | $773K | 26K | 0.06 |
| BANDWIDTH INC | Long | Equity-common | US | $291K | 17K | 0.02 |
| BANK FIRST CORP | Long | Equity-common | US | $731K | 9K | 0.06 |
| BANK HAWAII CORP (BANK OF HAWAII CORP) | Long | Equity-common | US | $2M | 37K | 0.18 |
| BANK MARIN BANCORP | Long | Equity-common | US | $240K | 15K | 0.02 |
| BANK OF NT BUTTERFIELD and SON LTD (BANK OF NT BUTTERFIELD and SON LTD/THE) | Long | Equity-common | BM | $2M | 43K | 0.13 |
| BANK7 CORP | Long | Equity-common | US | $108K | 3K | 0.01 |
| BANKUNITED INC | Long | Equity-common | US | $2M | 70K | 0.17 |
| BANKWELL FINANCIAL GROUP INC | Long | Equity-common | US | $137K | 5K | 0.01 |
| BANNER CORP | Long | Equity-common | US | $2M | 32K | 0.13 |
| BAR HARBOR BANKSHARES | Long | Equity-common | US | $379K | 14K | 0.03 |
| BARK INC | Long | Equity-common | US | $230K | 127K | 0.02 |
| BARNES GROUP INC | Long | Equity-common | US | $2M | 46K | 0.16 |
| BARRETT BUSINES SERVICES (BARRETT BUSINESS SERVICES) | Long | Equity-common | US | $65K | 2K | 0.01 |
| BAYCOM CORP | Long | Equity-common | US | $184K | 9K | 0.02 |
| BCB BANCORP INC | Long | Equity-common | US | $151K | 14K | 0.01 |
| BEACON ROOFING SUPPLY INC | Long | Equity-common | US | $5M | 54K | 0.40 |
| BEAM THERAPEUTICS INC | Long | Equity-common | US | $159K | 7K | 0.01 |
| BEAZER HOMES USA INC | Long | Equity-common | US | $766K | 28K | 0.06 |
| BEL FUSE INC NV CL B | Long | Equity-common | US | $599K | 9K | 0.05 |
| BELDEN INC | Long | Equity-common | US | $1M | 15K | 0.12 |
| BELLRING BRANDS INC | Long | Equity-common | US | $5M | 91K | 0.43 |
| BENCHMARK ELECTRONICS INC | Long | Equity-common | US | $1M | 34K | 0.11 |
| BENSON HILL INC | Long | Equity-common | US | $23K | 153K | 0.00 |
| BERKSHIRE HILLS BANCORP INC | Long | Equity-common | US | $937K | 41K | 0.08 |
| BERRY PETROLEUM CORP (BERRY CORP) | Long | Equity-common | US | $463K | 72K | 0.04 |
| BEYOND AIR INC | Long | Equity-common | US | $2K | 4K | 0.00 |
| BEYOND INC | Long | Equity-common | US | $561K | 43K | 0.05 |
| BGC GROUP INC A | Long | Equity-common | US | $1M | 178K | 0.12 |
| BIG 5 SPORTING GOODS CORP | Long | Equity-common | US | $57K | 19K | 0.00 |
| BIG LOTS INC | Long | Equity-common | US | $44K | 26K | 0.00 |
| BIGLARI HLDGS INC CL B (BIGLARI HOLDINGS INC) | Long | Equity-common | US | $135K | 699 | 0.01 |
| BIOATLA INC | Long | Equity-common | US | $55K | 40K | 0.00 |
| BIOCRYST PHARMACEUTICALS INC | Long | Equity-common | US | $272K | 44K | 0.02 |
| BIOHAVEN LTD | Long | Equity-common | VG | $2M | 65K | 0.19 |
| BIOLIFE SOLUTIONS INC | Long | Equity-common | US | $62K | 3K | 0.01 |
| BIOTE CORP A | Long | Equity-common | US | $53K | 7K | 0.00 |
| BIT DIGITAL INC | Long | Equity-common | KY | $226K | 71K | 0.02 |
| BJ'S RESTAURANTS INC | Long | Equity-common | US | $279K | 8K | 0.02 |
| BLACK HILLS CORP | Long | Equity-common | US | $4M | 65K | 0.29 |
| BLACKSKY TECHNOLOGY INC CL A | Long | Equity-common | US | $120K | 112K | 0.01 |
| BLACKSTONE MORTGAGE TR CL A (BLACKSTONE MTG TR INC) | Long | Equity-common | US | $3M | 164K | 0.24 |
| BLADE AIR MOBILITY INC (EXPERIENCE INVESTMENT CORP) | Long | Equity-common | US | $196K | 56K | 0.02 |
| BLINK CHARGING CO (CAR CHARGING GROUP INC) | Long | Equity-common | US | $68K | 25K | 0.01 |
| BLUE BIRD CORP | Long | Equity-common | US | $1M | 25K | 0.11 |
| BLUE FOUNDRY BANCORP | Long | Equity-common | US | $176K | 19K | 0.01 |
| BLUE RIDGE BANKSHARES INC | Long | Equity-common | US | $43K | 17K | 0.00 |
| BLUEBIRD BIO INC | Long | Equity-common | US | $177K | 180K | 0.01 |
| BLUELINX HOLDINGS INC | Long | Equity-common | US | $746K | 8K | 0.06 |
| BOISE CASCADE CO (BOISE CASCADE CO DEL) | Long | Equity-common | US | $4M | 38K | 0.37 |
| BOSTON OMAHA CORP | Long | Equity-common | US | $278K | 21K | 0.02 |
| BOWLERO CORP A | Long | Equity-common | US | $30K | 2K | 0.00 |
| BRAEMAR HOTELS and RESORTS INC | Long | Equity-common | US | $159K | 62K | 0.01 |
| BRANDYWINE REALTY TRUST | Long | Equity-common | US | $756K | 169K | 0.06 |
| BRC INC CL A | Long | Equity-common | US | $21K | 3K | 0.00 |
| BREAD FINANCIAL HOLDINGS (BREAD FINANCIAL HOLDINGS INC) | Long | Equity-common | US | $2M | 47K | 0.17 |
| BRIDGEBIO PHARMA INC | Long | Equity-common | US | $852K | 34K | 0.07 |
| BRIDGEWATER BANCSHARES INC | Long | Equity-common | US | $222K | 19K | 0.02 |
| BRIGHTCOVE INC | Long | Equity-common | US | $95K | 40K | 0.01 |
| BRIGHTSPHERE INVESTMENT GROUP INC (BRIGHTSPHERE INVT GROUP INC) | Long | Equity-common | US | $387K | 17K | 0.03 |
| BRIGHTSPIRE CAPITAL INC | Long | Equity-common | US | $733K | 129K | 0.06 |
| BRIGHTSPRING HEALTH SERVICES INC | Long | Equity-common | US | $198K | 17K | 0.02 |
| BRIGHTVIEW HOLDINGS INC | Long | Equity-common | US | $527K | 40K | 0.04 |
| BRINKER INTERNATIONAL INC | Long | Equity-common | US | $245K | 3K | 0.02 |
| BRISTOW GROUP INC | Long | Equity-common | US | $744K | 22K | 0.06 |
| BROADSTONE NET LEASE INC | Long | Equity-common | US | $3M | 182K | 0.24 |
| BROOKDALE SENIOR LIVING INC | Long | Equity-common | US | $1M | 176K | 0.10 |
| BROOKFIELD INFRASTRUCTURE - A (BROOKFIELD INFRASTRUCTURE CORP) | Long | Equity-common | CA | $3M | 102K | 0.28 |
| BROOKLINE BANCORP INC (BROOKLINE BANCORP INC DEL) | Long | Equity-common | US | $688K | 82K | 0.06 |
| BRT APARTMENTS CORP | Long | Equity-common | US | $226K | 13K | 0.02 |
| BUILD A BEAR WORKSHOP INC | Long | Equity-common | US | $65K | 3K | 0.01 |
| BUMBLE INC CL A | Long | Equity-common | US | $1M | 96K | 0.08 |
| BURKE and HERBERT FINANCIAL SERVICES CORP | Long | Equity-common | US | $585K | 11K | 0.05 |
| BUSINESS FIRST BANCSHARES INC | Long | Equity-common | US | $503K | 23K | 0.04 |
| BUTTERFLY NETWORK INC A | Long | Equity-common | US | $114K | 136K | 0.01 |
| BYLINE BANCORP INC | Long | Equity-common | US | $552K | 23K | 0.05 |
| C and F FINANCIAL CORP | Long | Equity-common | US | $144K | 3K | 0.01 |
| C3.AI INC | Long | Equity-common | US | $546K | 19K | 0.05 |
| CABALETTA BIO INC | Long | Equity-common | US | $26K | 3K | 0.00 |
| CADENCE BANK | Long | Equity-common | US | $5M | 173K | 0.41 |
| CAL-MAINE FOODS INC | Long | Equity-common | US | $160K | 3K | 0.01 |
| CALEDONIA MINING CORP (CALEDONIA MINING CORP PLC) | Long | Equity-common | JE | $150K | 15K | 0.01 |
| CALERES INC | Long | Equity-common | US | $1M | 32K | 0.09 |
| CALIFORNIA RES CORP (CALIFORNIA RESOURCES CORPORATION) | Long | Equity-common | US | $4M | 66K | 0.29 |
| CALIFORNIA WATER SVC GRP (CALIFORNIA WATER SERVICE GROUP) | Long | Equity-common | US | $2M | 38K | 0.15 |
| CAMBRIDGE BANCORP | Long | Equity-common | US | $502K | 7K | 0.04 |
| CAMDEN NATIONAL CORP | Long | Equity-common | US | $446K | 14K | 0.04 |
| CANNAE HOLDINGS INC | Long | Equity-common | US | $1M | 62K | 0.09 |
| CANTALOUPE INC (USA TECHNOLOGIES INC) | Long | Equity-common | US | $120K | 18K | 0.01 |
| CAPITAL BANCORP INC/MD | Long | Equity-common | US | $180K | 9K | 0.01 |
| CAPITAL CITY BANK GROUP INC | Long | Equity-common | US | $229K | 8K | 0.02 |
| CAPITOL FED FINL (2ND STEP CV) (CAPITOL FEDERAL FINANCIAL INC) | Long | Equity-common | US | $642K | 117K | 0.05 |
| CARA THERAPEUTICS INC | Long | Equity-common | US | $11K | 42K | 0.00 |
| CARDLYTICS INC | Long | Equity-common | US | $286K | 35K | 0.02 |
| CAREDX INC | Long | Equity-common | US | $768K | 49K | 0.06 |
| CAREMAX INC | Long | Equity-common | US | $6K | 2K | 0.00 |
| CARETRUST REIT INC | Long | Equity-common | US | $3M | 104K | 0.22 |
| CARGO THERAPEUTICS INC | Long | Equity-common | US | $182K | 11K | 0.02 |
| CARIBOU BIOSCIENCES INC | Long | Equity-common | US | $124K | 76K | 0.01 |
| CARISMA THERAPEUTICS INC | Long | Equity-common | US | $38K | 25K | 0.00 |
| CARPENTER TECHNOLOGY CORP | Long | Equity-common | US | $5M | 46K | 0.42 |
| CARTER BANKSHARES INC | Long | Equity-common | US | $313K | 21K | 0.03 |
| CARTESIAN THERAPEUTICS INC | Long | Equity-common | US | $72K | 3K | 0.01 |
| CARTESIAN THERAPEUTICS INC CVR RT | Long | Equity-common | US | $9K | 65K | 0.00 |
| CARVANA CO CL A | Long | Equity-common | US | $7M | 55K | 0.58 |
| CASS INFORMATION SYSTEMS INC | Long | Equity-common | US | $75K | 2K | 0.01 |
| CASTLE BIOSCIENCES INC | Long | Equity-common | US | $320K | 15K | 0.03 |
| CATHAY GENERAL BANCORP | Long | Equity-common | US | $2M | 66K | 0.21 |
| CATO CORP CL A | Long | Equity-common | US | $90K | 16K | 0.01 |
| CBL and ASSOCIATES PROPERTIES INC | Long | Equity-common | US | $169K | 7K | 0.01 |
| CECO ENVIRONMENTAL CORP | Long | Equity-common | US | $818K | 28K | 0.07 |
| CELCUITY INC | Long | Equity-common | US | $284K | 17K | 0.02 |
| CELLDEX THERAPEUTICS INC | Long | Equity-common | US | $2M | 44K | 0.13 |
| CENTERSPACE | Long | Equity-common | US | $990K | 15K | 0.08 |
| CENTRAL GARDEN and PET CO | Long | Equity-common | US | $525K | 14K | 0.04 |
| CENTRAL GARDEN and PET CO CL A | Long | Equity-common | US | $1M | 44K | 0.12 |
| CENTRAL PACIFIC FINANCIAL CORP | Long | Equity-common | US | $537K | 25K | 0.04 |
| CENTRUS ENERGY CORP CL A | Long | Equity-common | US | $495K | 12K | 0.04 |
| CENTURY CASINOS INC | Long | Equity-common | US | $9K | 3K | 0.00 |
| CENTURY COMMUNITIES INC (CENTURY CMNTYS INC) | Long | Equity-common | US | $2M | 27K | 0.18 |
| CENTURY THERAPEUTICS INC | Long | Equity-common | US | $56K | 22K | 0.00 |
| CERENCE INC | Long | Equity-common | US | $109K | 38K | 0.01 |
| CEVA INC | Long | Equity-common | US | $52K | 3K | 0.00 |
| CG ONCOLOGY INC | Long | Equity-common | US | $378K | 12K | 0.03 |
| CHART INDUSTRIES INC | Long | Equity-common | US | $2M | 16K | 0.19 |
| CHATHAM LODGING TRUST | Long | Equity-common | US | $416K | 49K | 0.03 |
| CHEGG INC | Long | Equity-common | US | $42K | 13K | 0.00 |
| CHEMUNG FINANCIAL CORP | Long | Equity-common | US | $150K | 3K | 0.01 |
| CHESAPEAKE UTILITIES CORP | Long | Equity-common | US | $793K | 7K | 0.07 |
| CHIMERA INVESTMENT CORP | Long | Equity-common | US | $919K | 72K | 0.08 |
| CHINOOK THERAPEUTICS INC CVR RT | Long | Equity-common | US | $0 | 488 | – |
| CHOICEONE FINANCIAL SERVIC INC (CHOICEONE FINANCIAL SERVICES INC) | Long | Equity-common | US | $192K | 7K | 0.02 |
| CHORD ENERGY CORP | Long | Equity-common | US | $10M | 59K | 0.82 |
| CHORD ENERGY CORP WT 09/01/24 | Long | Equity-common | US | $26K | 810 | 0.00 |
| CHORD ENERGY CORP WT 09/01/25 | Long | Equity-common | US | $10K | 405 | 0.00 |
| CHUYS HOLDINGS INC | Long | Equity-common | US | $74K | 3K | 0.01 |
| CIMPRESS PLC | Long | Equity-common | IE | $646K | 7K | 0.05 |
| CINEMARK HOLDINGS INC | Long | Equity-common | US | $368K | 17K | 0.03 |
| CIPHER MINING INC | Long | Equity-common | US | $156K | 38K | 0.01 |
| CITIUS PHARMACEUTICALS INC | Long | Equity-common | US | $63K | 108K | 0.01 |
| CITIZENS and NORTHERN CORP | Long | Equity-common | US | $251K | 14K | 0.02 |
| CITIZENS FINL SVCS INC (CITIZENS FINANCIAL SERVICES INC) | Long | Equity-common | US | $132K | 3K | 0.01 |
| CITY HOLDING CO | Long | Equity-common | US | $1M | 13K | 0.11 |
| CITY OFFICE REIT INC | Long | Equity-common | US | $195K | 39K | 0.02 |
| CIVISTA BANCSHARES INC | Long | Equity-common | US | $218K | 14K | 0.02 |
| CIVITAS RESOURCES INC | Long | Equity-common | US | $5M | 77K | 0.44 |
| CLAROS MORTGAGE TRUST INC | Long | Equity-common | US | $697K | 87K | 0.06 |
| CLARUS CORP (CLARUS CRP) | Long | Equity-common | US | $171K | 25K | 0.01 |
| CLEAN ENERGY FUELS CORP | Long | Equity-common | US | $428K | 160K | 0.04 |
| CLEANSPARK INC | Long | Equity-common | US | $3M | 160K | 0.21 |
| CLEAR CHANNEL OUTDOOR HOLDINGS INC | Long | Equity-common | US | $500K | 355K | 0.04 |
| CLEARPOINT NEURO INC | Long | Equity-common | US | $8K | 1K | 0.00 |
| CLEARWATER PAPER CORP | Long | Equity-common | US | $753K | 16K | 0.06 |
| CLIMB GLOBAL SOLUTIONS INC | Long | Equity-common | US | $48K | 771 | 0.00 |
| CLIPPER REALTY INC | Long | Equity-common | US | $11K | 3K | 0.00 |
| CNB FINANCIAL CORP PA | Long | Equity-common | US | $396K | 19K | 0.03 |
| CNO FINANCIAL GROUP INC | Long | Equity-common | US | $3M | 106K | 0.24 |
| CNX RESOURCES CORP | Long | Equity-common | US | $4M | 148K | 0.30 |
| CODEXIS INC | Long | Equity-common | US | $176K | 57K | 0.01 |
| CODORUS VALLEY BANCORP INC | Long | Equity-common | US | $204K | 8K | 0.02 |
| COEUR MINING INC | Long | Equity-common | US | $2M | 340K | 0.16 |
| COGENT BIOSCIENCES INC | Long | Equity-common | US | $304K | 36K | 0.03 |
| COGENT COMMUNICATIONS HOLDINGS INC | Long | Equity-common | US | $865K | 15K | 0.07 |
| COHERUS BIOSCIENCES INC | Long | Equity-common | US | $29K | 17K | 0.00 |
| COHU INC | Long | Equity-common | US | $1M | 44K | 0.12 |
| COLONY BANKCORP INC | Long | Equity-common | US | $192K | 16K | 0.02 |
| COLUMBIA FINANCIAL INC | Long | Equity-common | US | $232K | 16K | 0.02 |
| COLUMBUS MCKINNON CORP NY | Long | Equity-common | US | $923K | 27K | 0.08 |
| COMMERCIAL METALS CO | Long | Equity-common | US | $6M | 111K | 0.51 |
| COMMERCIAL VEHICLE GROUP INC (COMMERCIAL VEH GROUP INC) | Long | Equity-common | US | $126K | 26K | 0.01 |
| COMMUNITY FINANCIAL SYSTEM INC | Long | Equity-common | US | $2M | 51K | 0.20 |
| COMMUNITY HEALTH SYS INC NEW | Long | Equity-common | US | $403K | 120K | 0.03 |
| COMMUNITY HEALTHCARE TR INC (COMMUNITY HEALTHCARE TRUST INC) | Long | Equity-common | US | $224K | 10K | 0.02 |
| COMMUNITY TRUST BANCORP INC | Long | Equity-common | US | $639K | 15K | 0.05 |
| COMMUNITY WEST BANCSHARES | Long | Equity-common | US | $215K | 12K | 0.02 |
| COMMVAULT SYSTEMS INC | Long | Equity-common | US | $306K | 3K | 0.03 |
| COMPASS DIVERSIFIED HOLDINGS | Long | Equity-common | US | $1M | 60K | 0.11 |
| COMPASS INC | Long | Equity-common | US | $145K | 40K | 0.01 |
| COMPASS THERAPEUTICS INC | Long | Equity-common | US | $75K | 75K | 0.01 |
| COMPOSECURE INC | Long | Equity-common | US | $9K | 1K | 0.00 |
| COMPX INTERNATIONAL INC CLA | Long | Equity-common | US | $38K | 2K | 0.00 |
| COMSTOCK RESOURCES INC | Long | Equity-common | US | $903K | 87K | 0.07 |
| COMTECH TELECOMMUNICATIONS NEW (COMTECH TELECOMMUNICATNS CORP) | Long | Equity-common | US | $79K | 26K | 0.01 |
| CONCRETE PUMPING HOLDINGS INC | Long | Equity-common | US | $59K | 10K | 0.00 |
| CONDUENT INC | Long | Equity-common | US | $529K | 162K | 0.04 |
| CONNECTONE BANCORP INC | Long | Equity-common | US | $657K | 35K | 0.05 |
| CONSENSUS CLOUD SOLUTION (CONSENSUS CLOUD SOLUTIONS INC) | Long | Equity-common | US | $133K | 8K | 0.01 |
| CONSOL ENERGY INC - W/I | Long | Equity-common | US | $3M | 29K | 0.25 |
| CONSOLIDATED COMM HLDGS INC (CONSOLIDATED COMMUNICATIONS HOLDINGS INC) | Long | Equity-common | US | $264K | 60K | 0.02 |
| CONSOLIDATED WATER CO LTD (CONSOLIDATED WATER CO INC) | Long | Equity-common | KY | $278K | 10K | 0.02 |
| CONSTELLIUM SE | Long | Equity-common | FR | $877K | 47K | 0.07 |
| CONSUMER PORTFOLIO SVCS INC (CONSUMER PORTFOLIO SERVICES INC) | Long | Equity-common | US | $76K | 8K | 0.01 |
| CONTANGO ORE INC | Long | Equity-common | US | $66K | 4K | 0.01 |
| CONTEXTLOGIC INC | Long | Equity-common | US | $124K | 22K | 0.01 |
| COOPER STANDARD HOLDING INC | Long | Equity-common | US | $135K | 11K | 0.01 |
| COPT DEFENSE PROPERTIES | Long | Equity-common | US | $3M | 108K | 0.22 |
| CORE LABORATORIES INC | Long | Equity-common | US | $608K | 30K | 0.05 |
| CORE MOLDING TECH INC (CORE MOLDING TECHNOLOGIES INC) | Long | Equity-common | US | $100K | 6K | 0.01 |
| CORECIVIC INC | Long | Equity-common | US | $1M | 107K | 0.12 |
| CORMEDIX INC | Long | Equity-common | US | $17K | 4K | 0.00 |
| COSTAMARE INC | Long | Equity-common | MH | $718K | 44K | 0.06 |
| COVENANT LOGISTICS GROUP INC | Long | Equity-common | US | $389K | 8K | 0.03 |
| CRESCENT ENERGY INC A | Long | Equity-common | US | $528K | 45K | 0.04 |
| CRINETICS PHARMACEUTICALS INC | Long | Equity-common | US | $2M | 52K | 0.19 |
| CROSS COUNTRY HEALTHCARE INC | Long | Equity-common | US | $368K | 27K | 0.03 |
| CROSSFIRST BANKSHARES INC | Long | Equity-common | US | $602K | 43K | 0.05 |
| CRYOPORT INC | Long | Equity-common | US | $40K | 6K | 0.00 |
| CS DISCO INC | Long | Equity-common | US | $130K | 22K | 0.01 |
| CTO REALTY GROWTH INC | Long | Equity-common | US | $394K | 23K | 0.03 |
| CULLINAN ONCOLOGY INC | Long | Equity-common | US | $430K | 25K | 0.04 |
| CUSHMAN and WAKEFIELD PLC | Long | Equity-common | GB | $2M | 184K | 0.16 |
| CUSTOMERS BANCORP INC | Long | Equity-common | US | $1M | 27K | 0.11 |
| CUTERA INC | Long | Equity-common | US | $22K | 14K | 0.00 |
| CVB FINANCIAL CORP | Long | Equity-common | US | $2M | 126K | 0.18 |
| CVR ENERGY INC | Long | Equity-common | US | $70K | 3K | 0.01 |
| CVRX INC | Long | Equity-common | US | $19K | 2K | 0.00 |
| CYTOKINETICS INC | Long | Equity-common | US | $408K | 8K | 0.03 |
| DAILY JOURNAL CORP | Long | Equity-common | US | $430K | 1K | 0.04 |
| DAKOTA GOLD CORP | Long | Equity-common | US | $47K | 18K | 0.00 |
| DAKTRONICS INC | Long | Equity-common | US | $508K | 36K | 0.04 |
| DANA INC | Long | Equity-common | US | $1M | 123K | 0.12 |
| DANIMER SCIENTIFIC INC | Long | Equity-common | US | $47K | 78K | 0.00 |
| DAY ONE BIOPHARMACEUTICALS INC | Long | Equity-common | US | $68K | 5K | 0.01 |
| DEFINITIVE HEALTHCARE CORP | Long | Equity-common | US | $172K | 31K | 0.01 |
| DELEK US HOLDINGS INC | Long | Equity-common | US | $1M | 60K | 0.12 |
| DELUXE CORP | Long | Equity-common | US | $934K | 42K | 0.08 |
| DENNYS CORP (DENNY'S CORP) | Long | Equity-common | US | $64K | 9K | 0.01 |
| DESIGN THERAPEUTICS INC | Long | Equity-common | US | $100K | 30K | 0.01 |
| DESIGNER BRANDS INC | Long | Equity-common | US | $273K | 40K | 0.02 |
| DESKTOP METAL INC | Long | Equity-common | US | $109K | 26K | 0.01 |
| DESTINATION XL GROUP INC | Long | Equity-common | US | $189K | 52K | 0.02 |
| DHI GROUP INC | Long | Equity-common | US | $83K | 40K | 0.01 |
| DHT HOLDINGS INC | Long | Equity-common | MH | $1M | 128K | 0.12 |
| DIAMOND OFFSHORE DRILLING INC | Long | Equity-common | US | $1M | 96K | 0.12 |
| DIAMONDROCK HOSPITALITY CO | Long | Equity-common | US | $2M | 203K | 0.14 |
| DIGI INTERNATIONAL INC | Long | Equity-common | US | $88K | 4K | 0.01 |
| DIGITAL TURBINE INC | Long | Equity-common | US | $106K | 64K | 0.01 |
| DIGITALBRIDGE GROUP INC | Long | Equity-common | US | $1M | 105K | 0.12 |
| DIME COMMUNITY BANCSHARES INC (BRIDGE BANCORP INC) | Long | Equity-common | US | $682K | 33K | 0.06 |
| DINE BRANDS GLOBAL INC | Long | Equity-common | US | $46K | 1K | 0.00 |
| DIODES INC | Long | Equity-common | US | $655K | 9K | 0.05 |
| DISC MEDICINE INC | Long | Equity-common | US | $26K | 581 | 0.00 |
| DISTRIBUTION SOLUTIONS GROUP INC | Long | Equity-common | US | $27K | 899 | 0.00 |
| DIVERSIFIED HEALTHCARE TR | Long | Equity-common | US | $693K | 227K | 0.06 |
| DMC GLOBAL INC | Long | Equity-common | US | $177K | 12K | 0.01 |
| DOLE PLC | Long | Equity-common | IE | $357K | 29K | 0.03 |
| DONEGAL GROUP INC CL A | Long | Equity-common | US | $175K | 14K | 0.01 |
| DONNELLEY FINANCIAL SOLUTIONS INC | Long | Equity-common | US | $398K | 7K | 0.03 |
| DORIAN LPG LTD | Long | Equity-common | MH | $565K | 13K | 0.05 |
| DOUGLAS ELLIMAN INC | Long | Equity-common | US | $86K | 74K | 0.01 |
| DOUGLAS EMMETT INC REIT | Long | Equity-common | US | $2M | 154K | 0.17 |
| DREAM FINDERS HOMES INC | Long | Equity-common | US | $356K | 14K | 0.03 |
| DRIL-QUIP INC | Long | Equity-common | US | $597K | 32K | 0.05 |
| DUCKHORN PORTFOLIO INC/THE | Long | Equity-common | US | $287K | 40K | 0.02 |
| DUCOMMUN INC (DUCOMMUN INC DEL) | Long | Equity-common | US | $731K | 13K | 0.06 |
| DULUTH HOLDINGS INC CL B | Long | Equity-common | US | $43K | 12K | 0.00 |
| DXP ENTERPRISES INC | Long | Equity-common | US | $571K | 12K | 0.05 |
| DYNAVAX TECHNOLOGIES CORP | Long | Equity-common | US | $214K | 19K | 0.02 |
| DYNE THERAPEUTICS INC | Long | Equity-common | US | $2M | 46K | 0.13 |
| DYNEX CAP INC (DYNEX CAPITAL INC) | Long | Equity-common | US | $641K | 54K | 0.05 |
| DZS INC | Long | Equity-common | US | $24K | 20K | 0.00 |
| E-MINI RUSS 2000 FUT SEP24 RTYU4 (CHICAGO MERCANTILE EXCH INC) | Derivative-equity | US | $82K | – | 0.01 | |
| E2OPEN PARENT HOLDINGS INC | Long | Equity-common | US | $734K | 163K | 0.06 |
| EAGLE BANCORP INC MD | Long | Equity-common | US | $526K | 28K | 0.04 |
| EAGLE PHARMACEUTICALS INC | Long | Equity-common | US | $52K | 9K | 0.00 |
| EASTERLY GOVERNMENT PROPERTIES INC | Long | Equity-common | US | $1M | 96K | 0.10 |
| EASTERN BANKSHARES INC | Long | Equity-common | US | $2M | 147K | 0.17 |
| EASTMAN KODAK CO | Long | Equity-common | US | $292K | 54K | 0.02 |
| ECHOSTAR CORP CL A | Long | Equity-common | US | $2M | 115K | 0.17 |
| ECOVYST INC | Long | Equity-common | US | $607K | 68K | 0.05 |
| EDGEWELL PERSONAL CARE CO | Long | Equity-common | US | $2M | 47K | 0.16 |
| EDGEWISE THERAPEUTICS INC | Long | Equity-common | US | $986K | 55K | 0.08 |
| EDITAS MEDICINE INC | Long | Equity-common | US | $366K | 78K | 0.03 |
| EHEALTH INC | Long | Equity-common | US | $75K | 17K | 0.01 |
| EL POLLO LOCO HLDGS INC (EL POLLO LOCO HOLDINGS INC) | Long | Equity-common | US | $298K | 26K | 0.02 |
| ELLINGTON FINANCIAL INC | Long | Equity-common | US | $868K | 72K | 0.07 |
| ELME COMMUNITIES | Long | Equity-common | US | $1M | 85K | 0.11 |
| EMBECTA CORP | Long | Equity-common | US | $607K | 49K | 0.05 |
| EMERALD HLDG INC (EMERALD HOLDING INC) | Long | Equity-common | US | $88K | 16K | 0.01 |
| EMERGENT BIOSOL (EMERGENT BIOSOLUTIONS INC) | Long | Equity-common | US | $336K | 49K | 0.03 |
| EMPIRE RESORTS INC ESCROW LINE | Long | Equity-common | US | $0 | 41 | – |
| EMPIRE STATE REALTY TRUST INC CL A | Long | Equity-common | US | $1M | 128K | 0.10 |
| EMPLOYERS HOLDINGS INC | Long | Equity-common | US | $1M | 24K | 0.09 |
| ENACT HOLDINGS INC | Long | Equity-common | US | $851K | 28K | 0.07 |
| ENANTA PHARMACEUTICALS INC | Long | Equity-common | US | $216K | 17K | 0.02 |
| ENCORE CAP GROUP INC (ENCORE CAPITAL GROUP INC) | Long | Equity-common | US | $914K | 22K | 0.08 |
| ENCORE ENERGY CORP | Long | Equity-common | CA | $609K | 155K | 0.05 |
| ENCORE WIRE CORPORATION | Long | Equity-common | US | $4M | 14K | 0.34 |
| ENERGY FUELS INC | Long | Equity-common | CA | $124K | 21K | 0.01 |
| ENERGY VAULT HOLDINGS INC A | Long | Equity-common | US | $86K | 91K | 0.01 |
| ENERSYS INC | Long | Equity-common | US | $276K | 3K | 0.02 |
| ENHABIT HOME HEALTH and HOSPICE | Long | Equity-common | US | $423K | 47K | 0.04 |
| ENLIVEN THERAPEUTICS INC | Long | Equity-common | US | $519K | 22K | 0.04 |
| ENNIS INC | Long | Equity-common | US | $524K | 24K | 0.04 |
| ENOVA INTL INC (ENOVA INTERNATIONAL INC) | Long | Equity-common | US | $2M | 27K | 0.14 |
| ENPRO INC | Long | Equity-common | US | $3M | 20K | 0.24 |
| ENSTAR GROUP LTD | Long | Equity-common | BM | $3M | 11K | 0.28 |
| ENTERPRISE BANCORP INC (ENTERPRISE BANCORP INC MASS) | Long | Equity-common | US | $220K | 9K | 0.02 |
| ENTERPRISE FINL SVCS CORP (ENTERPRISE FINANCIAL SERVICES CORP) | Long | Equity-common | US | $1M | 34K | 0.12 |
| ENTRADA THERAPEUTICS INC | Long | Equity-common | US | $290K | 20K | 0.02 |
| ENVIRI CORP | Long | Equity-common | US | $645K | 75K | 0.05 |
| EPLUS INC | Long | Equity-common | US | $2M | 24K | 0.15 |
| EQUITRANS MIDSTREAM CORP | Long | Equity-common | US | $4M | 293K | 0.32 |
| EQUITY BANCSHARES INC | Long | Equity-common | US | $491K | 14K | 0.04 |
| EQUITY COMMONWEALTH | Long | Equity-common | US | $2M | 97K | 0.16 |
| ERASCA INC | Long | Equity-common | US | $182K | 77K | 0.02 |
| ESCALADE (ESCALADE INC) | Long | Equity-common | US | $123K | 9K | 0.01 |
| ESCO TECHNOLOGIES INC | Long | Equity-common | US | $1M | 10K | 0.09 |
| ESQUIRE FINL HLDGS INC (ESQUIRE FINANCIAL HOLDINGS INC) | Long | Equity-common | US | $40K | 837 | 0.00 |
| ESS TECH INC | Long | Equity-common | US | $70K | 86K | 0.01 |
| ESSA BANCORP INC | Long | Equity-common | US | $129K | 7K | 0.01 |
| ESSENT GROUP LTD | Long | Equity-common | BM | $6M | 99K | 0.46 |
| ESSENTIAL PROPERTIES REALTY TRUST INC | Long | Equity-common | US | $4M | 134K | 0.31 |
| ETHAN ALLEN INTERIORS INC | Long | Equity-common | US | $606K | 22K | 0.05 |
| EUROPEAN WAX CENTER INC | Long | Equity-common | US | $20K | 2K | 0.00 |
| EVANS BANCORP INC | Long | Equity-common | US | $136K | 5K | 0.01 |
| EVENTBRITE INC | Long | Equity-common | US | $32K | 7K | 0.00 |
| EVERCOMMERCE INC | Long | Equity-common | US | $56K | 5K | 0.00 |
| EVERI HOLDINGS INC | Long | Equity-common | US | $237K | 28K | 0.02 |
| EVERQUOTE INC CL A | Long | Equity-common | US | $38K | 2K | 0.00 |
| EVGO INC CL A | Long | Equity-common | US | $210K | 86K | 0.02 |
| EVI INDUSTRIES INC (ENVIROSTAR INC) | Long | Equity-common | US | $23K | 1K | 0.00 |
| EXCELERATE ENERGY INC | Long | Equity-common | US | $66K | 4K | 0.01 |
| EXPRO GROUP HOLDINGS NV | Long | Equity-common | NL | $1M | 53K | 0.10 |
| EYEPOINT PHARMACEUTICALS INC | Long | Equity-common | US | $140K | 16K | 0.01 |
| F and G ANNUITIES and LIFE INC (F and G ANNUITIES and LIFE INC-WI) | Long | Equity-common | US | $643K | 17K | 0.05 |
| FARMERS and MERCHANTS BANCO/OH (FARMERS and MERCHANTS BANCORP INC) | Long | Equity-common | US | $280K | 12K | 0.02 |
| FARMERS NATL BANC CORP (FARMERS NATIONAL BANC CORP) | Long | Equity-common | US | $429K | 34K | 0.04 |
| FARMLAND PARTNERS INC | Long | Equity-common | US | $506K | 44K | 0.04 |
| FARO TECHNOLOGIES INC | Long | Equity-common | US | $261K | 16K | 0.02 |
| FASTLY INC CL A | Long | Equity-common | US | $141K | 19K | 0.01 |
| FATE THERAPEUTICS INC | Long | Equity-common | US | $261K | 79K | 0.02 |
| FB FINANCIAL CORP | Long | Equity-common | US | $1M | 34K | 0.11 |
| FEDERAL AGRI MTG NON VTG CL C (FEDERAL AGRICULTURAL MORTGAGE CORP) | Long | Equity-common | US | $1M | 7K | 0.11 |
| FENNEC PHARMACEUTICALS INC | Long | Equity-common | CA | $78K | 13K | 0.01 |
| FIBROGEN INC | Long | Equity-common | US | $75K | 84K | 0.01 |
| FIDELIS INSURANCE HOLDINGS LTD | Long | Equity-common | BM | $705K | 43K | 0.06 |
| Fidelity Cash Central Fund (Fidelity Revere Street Trust) | Long | Short-term investment vehicle | US | $5M | 5M | 0.40 |
| FIDELITY D and D BANCORP INC | Long | Equity-common | US | $199K | 5K | 0.02 |
| Fidelity Securities Lending Cash Central Fund (Fidelity Revere Street Trust) | Long | Short-term investment vehicle | US | $49M | 49M | 4.06 |
| FIGS INC-CLASS A | Long | Equity-common | US | $70K | 13K | 0.01 |
| FINANCE OF AMERICA COS INC | Long | Equity-common | US | $21K | 44K | 0.00 |
| FINANCIAL INSTITUTIONS INC | Long | Equity-common | US | $279K | 14K | 0.02 |
| FIRST ADVANTAGE CORP | Long | Equity-common | US | $750K | 47K | 0.06 |
| FIRST BANCORP INC ME | Long | Equity-common | US | $225K | 9K | 0.02 |
| FIRST BANCORP NC | Long | Equity-common | US | $1M | 38K | 0.10 |
| FIRST BANCORP PUERTO RICO (FIRST BANCORP P R) | Long | Equity-common | PR | $3M | 145K | 0.22 |
| FIRST BANCSHARES INC MISS (FIRST BANCSHARES INC/THE) | Long | Equity-common | US | $754K | 29K | 0.06 |
| FIRST BANK/HAMILTON NJ | Long | Equity-common | US | $240K | 19K | 0.02 |
| FIRST BUSEY CORP | Long | Equity-common | US | $1M | 49K | 0.10 |
| FIRST BUSINESS FIN SVCS INC (FIRST BUSINESS FINANCIAL SERVICES INC) | Long | Equity-common | US | $279K | 8K | 0.02 |
| FIRST COMMONWEALTH FINL CORP (FIRST COMMONWEALTH FINANCIAL CORP) | Long | Equity-common | US | $1M | 96K | 0.11 |
| FIRST COMMUNITY BANKSHARES INC | Long | Equity-common | US | $603K | 16K | 0.05 |
| FIRST COMMUNITY CORP SC (FIRST COMMUNITY CORP/SC) | Long | Equity-common | US | $110K | 6K | 0.01 |
| FIRST FINANCIAL BANCORP (FIRST FINANCIAL BANCORP OHIO) | Long | Equity-common | US | $2M | 89K | 0.16 |
| FIRST FINANCIAL INDIANA | Long | Equity-common | US | $396K | 11K | 0.03 |
| FIRST FOUNDATION INC/OLD | Long | Equity-common | US | $320K | 49K | 0.03 |
| FIRST INTST BANCSYST INC CL A (FIRST INTERSTATE BANCSYSTEM INC) | Long | Equity-common | US | $2M | 79K | 0.18 |
| FIRST MERCHANTS CORP | Long | Equity-common | US | $2M | 56K | 0.16 |
| FIRST MID BANCSHARES INC | Long | Equity-common | US | $695K | 21K | 0.06 |
| FIRST OF LONG ISLAND CORP | Long | Equity-common | US | $196K | 20K | 0.02 |
| FIRST SOURCE CORP | Long | Equity-common | US | $835K | 16K | 0.07 |
| FIRST VIRGINIA COMMUNITY BANK (FVCBANKCORP INC) | Long | Equity-common | US | $165K | 15K | 0.01 |
| FIRST WATCH RESTAURANT GROUP INC | Long | Equity-common | US | $216K | 12K | 0.02 |
| FIRST WESTERN FINANCIAL INC | Long | Equity-common | US | $127K | 7K | 0.01 |
| FISCALNOTE HOLDINGS INC | Long | Equity-common | US | $63K | 43K | 0.01 |
| FIVE STAR BANCORP | Long | Equity-common | US | $165K | 7K | 0.01 |
| FLEX LNG LTD | Long | Equity-common | BM | $244K | 9K | 0.02 |
| FLUOR CORP (FLUOR CORP NEW) | Long | Equity-common | US | $410K | 9K | 0.03 |
| FLUSHING FINANCIAL CORP | Long | Equity-common | US | $345K | 26K | 0.03 |
| FOOT LOCKER INC | Long | Equity-common | US | $2M | 78K | 0.16 |
| FORAFRIC GLOBAL PLC | Long | Equity-common | GI | $37K | 3K | 0.00 |
| FORESTAR GROUP INC | Long | Equity-common | US | $562K | 18K | 0.05 |
| FORGE GLOBAL HOLDINGS INC A | Long | Equity-common | US | $146K | 100K | 0.01 |
| FORUM ENERGY TECHNOLOGIES INC | Long | Equity-common | US | $150K | 9K | 0.01 |
| FOSSIL INC (FOSSIL GROUP INC) | Long | Equity-common | US | $65K | 45K | 0.01 |
| FOUR CORNERS PPTY TR INC W/I (FOUR CORNERS PROPERTY TRUST INC) | Long | Equity-common | US | $2M | 79K | 0.16 |
| FRANKLIN BSP REALTY TRUST INC (FRANKLIN BSP REALTY TRUST INC/DUPE) | Long | Equity-common | US | $1M | 82K | 0.09 |
| FRESH DEL MONTE PRODUCE INC | Long | Equity-common | KY | $694K | 32K | 0.06 |
| FRP HOLDINGS INC | Long | Equity-common | US | $357K | 13K | 0.03 |
| FS BANCORP INC | Long | Equity-common | US | $177K | 5K | 0.01 |
| FTAI INFRASTRUCTURE INC | Long | Equity-common | US | $815K | 94K | 0.07 |
| FUBOTV INC | Long | Equity-common | US | $328K | 265K | 0.03 |
| FUELCELL ENERGY INC | Long | Equity-common | US | $271K | 424K | 0.02 |
| FULGENT GENETICS INC | Long | Equity-common | US | $373K | 19K | 0.03 |
| FULL HOUSE RESORTS INC | Long | Equity-common | US | $23K | 5K | 0.00 |
| FULLER H B CO (FULLER (H. B.) CO) | Long | Equity-common | US | $412K | 5K | 0.03 |
| FULTON FINANCIAL CORP | Long | Equity-common | US | $3M | 152K | 0.21 |
| FUNKO INC A | Long | Equity-common | US | $110K | 11K | 0.01 |
| FUTUREFUEL CORP | Long | Equity-common | US | $119K | 23K | 0.01 |
| G-III APPAREL GROUP LTD | Long | Equity-common | US | $1M | 39K | 0.09 |
| GANNETT CO INC (GANNETT CO INC NEW) | Long | Equity-common | US | $631K | 137K | 0.05 |
| GATX CORP | Long | Equity-common | US | $4M | 31K | 0.34 |
| GCM GROSVENOR INC - CLASS A | Long | Equity-common | US | $43K | 4K | 0.00 |
| GENCO SHIPPING and TRADING LTD | Long | Equity-common | MH | $851K | 40K | 0.07 |
| GENCOR INDUSTRIES INC | Long | Equity-common | US | $196K | 10K | 0.02 |
| GENELUX CORP | Long | Equity-common | US | $26K | 13K | 0.00 |
| GENERATION BIO (GENERATION BIO CO) | Long | Equity-common | US | $117K | 42K | 0.01 |
| GENESCO INC | Long | Equity-common | US | $271K | 10K | 0.02 |
| GENIE ENERGY LTD B | Long | Equity-common | US | $130K | 9K | 0.01 |
| GENWORTH FINANCIAL INC | Long | Equity-common | US | $3M | 422K | 0.21 |
| GEO GROUP INC (GEO GROUP INC/THE) | Long | Equity-common | US | $2M | 114K | 0.14 |
| GERMAN AMERICAN BANCORP INC | Long | Equity-common | US | $938K | 27K | 0.08 |
| GERON CORP | Long | Equity-common | US | $504K | 119K | 0.04 |
| GETTY REALTY CORP | Long | Equity-common | US | $1M | 47K | 0.10 |
| GEVO INC | Long | Equity-common | US | $118K | 212K | 0.01 |
| GIBRALTAR INDUSTRIES INC | Long | Equity-common | US | $872K | 13K | 0.07 |
| GLACIER BANCORP INC | Long | Equity-common | US | $4M | 106K | 0.33 |
| GLADSTONE COMMERCIAL CORP | Long | Equity-common | US | $476K | 33K | 0.04 |
| GLADSTONE LAND CORP | Long | Equity-common | US | $462K | 34K | 0.04 |
| GLATFELTER CORP | Long | Equity-common | US | $52K | 38K | 0.00 |
| GLOBAL INDUSTRIAL CO | Long | Equity-common | US | $84K | 3K | 0.01 |
| GLOBAL MEDICAL REIT INC | Long | Equity-common | US | $563K | 62K | 0.05 |
| GLOBAL NET LEASE INC | Long | Equity-common | US | $1M | 189K | 0.12 |
| GLOBALSTAR INC | Long | Equity-common | US | $95K | 85K | 0.01 |
| GMS INC | Long | Equity-common | US | $2M | 26K | 0.17 |
| GOGO INC | Long | Equity-common | US | $541K | 56K | 0.04 |
| GOHEALTH INC | Long | Equity-common | US | $39K | 4K | 0.00 |
| GOLAR LNG LTD | Long | Equity-common | BM | $3M | 88K | 0.23 |
| GOLDEN OCEAN GROUP LTD | Long | Equity-common | BM | $2M | 117K | 0.13 |
| GOODYEAR TIRE and RUBBER CO | Long | Equity-common | US | $3M | 266K | 0.25 |
| GOPRO INC A | Long | Equity-common | US | $165K | 116K | 0.01 |
| GORMAN-RUPP CO | Long | Equity-common | US | $623K | 17K | 0.05 |
| GRAFTECH INTERNATIONAL LTD | Long | Equity-common | US | $72K | 74K | 0.01 |
| GRAHAM HOLDINGS CO (GRAHAM HLDGS CO) | Long | Equity-common | US | $2M | 3K | 0.19 |
| GRANITE CONSTRUCTION INC | Long | Equity-common | US | $2M | 36K | 0.19 |
| GRANITE POINT MORTGAGE TRUST INC | Long | Equity-common | US | $147K | 49K | 0.01 |
| GRANITE RIDGE RESOURCES INC | Long | Equity-common | US | $196K | 31K | 0.02 |
| GRAY TELEVISION INC | Long | Equity-common | US | $386K | 74K | 0.03 |
| GREAT LAKES DREDGE and DOCK CORP | Long | Equity-common | US | $541K | 62K | 0.04 |
| GREAT SOUTHERN BANCORP INC | Long | Equity-common | US | $455K | 8K | 0.04 |
| GREEN BRICK PARTNERS INC | Long | Equity-common | US | $956K | 17K | 0.08 |
| GREEN DOT CORP CLASS-A | Long | Equity-common | US | $414K | 44K | 0.03 |
| GREEN PLAINS INC | Long | Equity-common | US | $727K | 46K | 0.06 |
| GREENBRIER COMPANIES INC | Long | Equity-common | US | $1M | 29K | 0.12 |
| GREENE COUNTY BANCORP INC | Long | Equity-common | US | $110K | 3K | 0.01 |
| GREENLIGHT CAPITAL RE LTD A | Long | Equity-common | KY | $319K | 24K | 0.03 |
| GREIF INC CL A | Long | Equity-common | US | $1M | 24K | 0.11 |
| GREIF INC CL B | Long | Equity-common | US | $258K | 4K | 0.02 |
| GRID DYNAMICS HOLDINGS INC | Long | Equity-common | US | $122K | 12K | 0.01 |
| GRIFFIN CAPITAL ESSENTIAL ASSET REIT II INC39818P | Long | Equity-common | US | $372K | 35K | 0.03 |
| GRIFFON CORP | Long | Equity-common | US | $956K | 15K | 0.08 |
| GRITSTONE BIO INC | Long | Equity-common | US | $50K | 81K | 0.00 |
| GROUP 1 AUTOMOTIVE INC | Long | Equity-common | US | $4M | 13K | 0.32 |
| GROWGENERATION CORP | Long | Equity-common | US | $117K | 54K | 0.01 |
| GUARANTY BANCSHARES INC (GUARANTY BANCSHARES INC TX) | Long | Equity-common | US | $238K | 8K | 0.02 |
| GUESS INC | Long | Equity-common | US | $488K | 24K | 0.04 |
| GULFPORT ENERGY CORP | Long | Equity-common | US | $2M | 10K | 0.13 |
| HACKETT GROUP INC | Long | Equity-common | US | $46K | 2K | 0.00 |
| HAIN CELESTIAL GROUP INC | Long | Equity-common | US | $581K | 84K | 0.05 |
| HALLADOR PETROLEUM CO (HALLADOR ENERGY COMPANY) | Long | Equity-common | US | $162K | 21K | 0.01 |
| HAMILTON INSURANCE GROUP LTD | Long | Equity-common | BM | $197K | 12K | 0.02 |
| HAMILTON LANE INC - A | Long | Equity-common | US | $2M | 14K | 0.15 |
| HANCOCK WHITNEY CORP | Long | Equity-common | US | $4M | 82K | 0.33 |
| HANESBRANDS INC | Long | Equity-common | US | $542K | 110K | 0.05 |
| HANMI FINANCIAL CORPORATION | Long | Equity-common | US | $486K | 29K | 0.04 |
| HANNON ARMSTRONG SUSTAINABLE INFRASTRUCTURE CAPITAL INC | Long | Equity-common | US | $3M | 96K | 0.24 |
| HARBORONE NORTHEAST BANCORP INC | Long | Equity-common | US | $415K | 37K | 0.03 |
| HAVERTY FURNITURE COS INC | Long | Equity-common | US | $353K | 14K | 0.03 |
| HAWAIIAN HLDGS INC (HAWAIIAN HOLDINGS INC) | Long | Equity-common | US | $597K | 48K | 0.05 |
| HAYNES INTL INC (HAYNES INTERNATIONAL INC) | Long | Equity-common | US | $700K | 12K | 0.06 |
| HBT FINANCIAL INC | Long | Equity-common | US | $258K | 13K | 0.02 |
| HEALTH CATALYST INC | Long | Equity-common | US | $165K | 26K | 0.01 |
| HEALTHCARE SERVICES GROUP INC | Long | Equity-common | US | $32K | 3K | 0.00 |
| HEALTHSTREAM INC | Long | Equity-common | US | $390K | 14K | 0.03 |
| HEARTLAND EXPRESS INC | Long | Equity-common | US | $540K | 44K | 0.04 |
| HEARTLAND FINANCIAL USA INC | Long | Equity-common | US | $2M | 40K | 0.15 |
| HECLA MINING CO | Long | Equity-common | US | $2M | 457K | 0.18 |
| HEIDRICK and STRUGGLES INTL INC (HEIDRICK and STRUGGLES INTERNATIONAL INC) | Long | Equity-common | US | $596K | 19K | 0.05 |
| HELEN OF TROY LTD | Long | Equity-common | BM | $2M | 22K | 0.17 |
| HELIX ENERGY SOL GRP INC (HELIX ENERGY SOLUTIONS GRP INC) | Long | Equity-common | US | $2M | 136K | 0.13 |
| HELMERICH and PAYNE INC | Long | Equity-common | US | $3M | 92K | 0.28 |
| HERBALIFE LTD | Long | Equity-common | KY | $256K | 25K | 0.02 |
| HERITAGE COMMERCE CORP | Long | Equity-common | US | $485K | 56K | 0.04 |
| HERITAGE FINANCIAL CORP WASH | Long | Equity-common | US | $586K | 32K | 0.05 |
| HERON THERAPEUTICS INC | Long | Equity-common | US | $19K | 5K | 0.00 |
| HF FOODS GROUP INC | Long | Equity-common | US | $116K | 39K | 0.01 |
| HIBBETT INC | Long | Equity-common | US | $169K | 2K | 0.01 |
| HIGHPEAK ENERGY INC | Long | Equity-common | US | $30K | 2K | 0.00 |
| HILLEVAX INC | Long | Equity-common | US | $277K | 19K | 0.02 |
| HILLMAN SOLUTIONS CORP | Long | Equity-common | US | $2M | 186K | 0.14 |
| HILLTOP HLDGS I (HILLTOP HOLDINGS INC) | Long | Equity-common | US | $1M | 43K | 0.11 |
| HIMALAYA SHIPPING LTD | Long | Equity-common | BM | $220K | 24K | 0.02 |
| HINGHAM INSTITUTION FOR SAVING | Long | Equity-common | US | $237K | 1K | 0.02 |
| HIPPO HOLDINGS INC | Long | Equity-common | US | $178K | 10K | 0.01 |
| HNI CORP | Long | Equity-common | US | $2M | 40K | 0.15 |
| HOLLEY INC | Long | Equity-common | US | $176K | 49K | 0.01 |
| HOME BANCORP INC | Long | Equity-common | US | $270K | 7K | 0.02 |
| HOME BANCSHARES INC | Long | Equity-common | US | $4M | 178K | 0.35 |
| HOMESTREET INC | Long | Equity-common | US | $195K | 17K | 0.02 |
| HOMETRUST BANCSHARES INC | Long | Equity-common | US | $330K | 11K | 0.03 |
| HOOKER FURNISHINGS CORP | Long | Equity-common | US | $146K | 10K | 0.01 |
| HOPE BANCORP INC | Long | Equity-common | US | $1M | 109K | 0.10 |
| HORACE MANN EDUCATORS CORP | Long | Equity-common | US | $1M | 39K | 0.10 |
| HORIZON BANCORP INC INDIANA | Long | Equity-common | US | $508K | 41K | 0.04 |
| HOVNANIAN ENTERPRISES INC CL A | Long | Equity-common | US | $660K | 5K | 0.05 |
| HUB GROUP INC CL A | Long | Equity-common | US | $3M | 60K | 0.21 |
| HUDSON PACIFIC PROPERTIES INC | Long | Equity-common | US | $635K | 132K | 0.05 |
| HUDSON TECHNOLOGIES INC | Long | Equity-common | US | $305K | 35K | 0.03 |
| HUMACYTE INC | Long | Equity-common | US | $35K | 7K | 0.00 |
| HYLIION HOLDINGS CORP CL A | Long | Equity-common | US | $231K | 142K | 0.02 |
| I-80 GOLD CORP | Long | Equity-common | CA | $178K | 165K | 0.01 |
| ICHOR HOLDINGS LTD | Long | Equity-common | KY | $1M | 27K | 0.09 |
| IDEAYA BIOSCIENCES (IDEAYA BIOSCIENCES INC) | Long | Equity-common | US | $786K | 22K | 0.07 |
| IDT CORP CL B NEW | Long | Equity-common | US | $123K | 3K | 0.01 |
| IGM BIOSCIENCES INC | Long | Equity-common | US | $84K | 12K | 0.01 |
| IHEARTMEDIA INC | Long | Equity-common | US | $105K | 96K | 0.01 |
| IKENA ONCOLOGY INC | Long | Equity-common | US | $45K | 27K | 0.00 |
| IMMERSION CORP | Long | Equity-common | US | $278K | 30K | 0.02 |
| IMMUNEERING CORP | Long | Equity-common | US | $5K | 4K | 0.00 |
| IMMUNITYBIO INC | Long | Equity-common | US | $140K | 22K | 0.01 |
| INARI MEDICAL INC | Long | Equity-common | US | $171K | 4K | 0.01 |
| INDEPENDENCE REALTY TR INC (INDEPENDENCE REALTY TRUST INC) | Long | Equity-common | US | $4M | 216K | 0.34 |
| INDEPENDENT BANK CORP (INDEPENDENT BANK CORP MICH) | Long | Equity-common | US | $521K | 19K | 0.04 |
| INDEPENDENT BANK CORP MASS | Long | Equity-common | US | $2M | 42K | 0.18 |
| INDEPENDENT BANK GROUP INC | Long | Equity-common | US | $2M | 34K | 0.13 |
| INDIE SEMICONDUCTOR INC | Long | Equity-common | US | $56K | 9K | 0.00 |
| INFORMATION SVCS GROUP INC (INFORMATION SERVICES GROUP INC) | Long | Equity-common | US | $52K | 18K | 0.00 |
| INGLES MARKETS INC-CL A | Long | Equity-common | US | $905K | 13K | 0.08 |
| INHIBRX BIOSCIENCES INC | Long | Equity-common | US | $38K | 3K | 0.00 |
| INLAND AMERICN REAL EST TR INC (INVENTRUST PROPERTIES CORP) | Long | Equity-common | US | $2M | 66K | 0.14 |
| INNOSPEC INC | Long | Equity-common | US | $355K | 3K | 0.03 |
| INNOVATE CORP | Long | Equity-common | US | $31K | 51K | 0.00 |
| INNOVIVA INC | Long | Equity-common | US | $806K | 49K | 0.07 |
| INOGEN INC | Long | Equity-common | US | $181K | 22K | 0.02 |
| INOZYME PHARMA INC | Long | Equity-common | US | $203K | 46K | 0.02 |
| INSTEEL INDUSTRIES INC | Long | Equity-common | US | $555K | 18K | 0.05 |
| INTEGER HOLDINGS CORP | Long | Equity-common | US | $4M | 31K | 0.30 |
| INTELLIA THERAPEUTICS INC | Long | Equity-common | US | $2M | 73K | 0.14 |
| INTERFACE INC | Long | Equity-common | US | $803K | 55K | 0.07 |
| INTERNATIONAL BANCSHARES CORP | Long | Equity-common | US | $3M | 51K | 0.24 |
| INTERNATIONAL SEAWAYS INC | Long | Equity-common | MH | $2M | 39K | 0.19 |
| INTEVAC INC | Long | Equity-common | US | $92K | 24K | 0.01 |
| INTREPID POTASH INC | Long | Equity-common | US | $235K | 10K | 0.02 |
| INVESCO MORTGAGE CAPITAL INC | Long | Equity-common | US | $452K | 48K | 0.04 |
| INVESTORS TITLE CO | Long | Equity-common | US | $173K | 959 | 0.01 |
| IONQ INC | Long | Equity-common | US | $926K | 132K | 0.08 |
| IOVANCE BIOTHERAPEUTICS INC | Long | Equity-common | US | $2M | 225K | 0.15 |
| IROBOT CORP | Long | Equity-common | US | $17K | 2K | 0.00 |
| IRONWOOD PHARMA CL A (PEND) (IRONWOOD PHARMACEUTICALS INC) | Long | Equity-common | US | $502K | 77K | 0.04 |
| ITEOS THERAPEUTICS INC | Long | Equity-common | US | $349K | 24K | 0.03 |
| ITERIS INC | Long | Equity-common | US | $84K | 19K | 0.01 |
| ITRON INC | Long | Equity-common | US | $4M | 39K | 0.32 |
| J JILL INC | Long | Equity-common | US | $153K | 4K | 0.01 |
| JACKSON FINANCIAL INC | Long | Equity-common | US | $6M | 76K | 0.47 |
| JAKKS PACIFIC INC | Long | Equity-common | US | $129K | 7K | 0.01 |
| JAMES RIVER GROUP HOLDINGS LTD | Long | Equity-common | BM | $266K | 34K | 0.02 |
| JANUX THERAPEUTICS INC | Long | Equity-common | US | $645K | 15K | 0.05 |
| JBG SMITH PROPERTIES | Long | Equity-common | US | $1M | 91K | 0.11 |
| JELD-WEN HOLDING INC | Long | Equity-common | US | $1M | 80K | 0.09 |
| JETBLUE AIRWAYS CORP | Long | Equity-common | US | $2M | 318K | 0.16 |
| JOBY AVIATION INC | Long | Equity-common | US | $900K | 176K | 0.07 |
| JOHN MARSHALL BANKCORP INC | Long | Equity-common | US | $200K | 11K | 0.02 |
| JOHNSON OUTDOORS INC CL A | Long | Equity-common | US | $174K | 5K | 0.01 |
| KAISER ALUM CORP (KAISER ALUMINUM CORP) | Long | Equity-common | US | $74K | 846 | 0.01 |
| KALVISTA PHARMACEUTICALS INC | Long | Equity-common | US | $351K | 30K | 0.03 |
| KB HOME | Long | Equity-common | US | $5M | 65K | 0.38 |
| KEARNY FINANCIAL CORP | Long | Equity-common | US | $312K | 51K | 0.03 |
| KELLY SERVICES INC CL A | Long | Equity-common | US | $625K | 29K | 0.05 |
| KENNAMETAL INC | Long | Equity-common | US | $2M | 75K | 0.15 |
| KENNEDY-WILSON HOLDINGS INC | Long | Equity-common | US | $1M | 113K | 0.09 |
| KEZAR LIFE SCIENCES INC | Long | Equity-common | US | $37K | 62K | 0.00 |
| KIMBALL ELECTRONICS INC | Long | Equity-common | US | $373K | 17K | 0.03 |
| KINETIK HOLDINGS INC | Long | Equity-common | US | $1M | 31K | 0.11 |
| KINIKSA PHARMACEUTICALS INTERNATIONAL PLC | Long | Equity-common | GB | $570K | 31K | 0.05 |
| KITE REALTY GROUP TRUST | Long | Equity-common | US | $5M | 208K | 0.39 |
| KKR REAL ESTATE FINANCE TRUST INC | Long | Equity-common | US | $509K | 56K | 0.04 |
| KLX ENERGY SERVICES HOLDINGS INC W/I | Long | Equity-common | US | $47K | 10K | 0.00 |
| KNIFE RIVER HOLDING CO W/I | Long | Equity-common | US | $4M | 54K | 0.31 |
| KNOWLES CORP | Long | Equity-common | US | $1M | 84K | 0.12 |
| KODIAK GAS SERVICES INC | Long | Equity-common | US | $276K | 10K | 0.02 |
| KODIAK SCIENCES INC | Long | Equity-common | US | $69K | 30K | 0.01 |
| KOPPERS HLDGS INC (KOPPERS HOLDINGS INC) | Long | Equity-common | US | $701K | 19K | 0.06 |
| KORN FERRY | Long | Equity-common | US | $3M | 49K | 0.28 |
| KRATOS DEFENSE and SEC SOLTN INC (KRATOS DEFENSE and SECURITY SOLUTIONS INC) | Long | Equity-common | US | $3M | 137K | 0.23 |
| KRISPY KREME INC | Long | Equity-common | US | $607K | 56K | 0.05 |
| KRONOS WORLDWIDE INC | Long | Equity-common | US | $269K | 21K | 0.02 |
| KULICKE and SOFFA INDUSTRIES INC | Long | Equity-common | US | $765K | 16K | 0.06 |
| KURA ONCOLOGY INC | Long | Equity-common | US | $1M | 67K | 0.11 |
| KVH INDUSTRIES INC | Long | Equity-common | US | $81K | 17K | 0.01 |
| LA Z BOY INC | Long | Equity-common | US | $2M | 41K | 0.13 |
| LADDER CAPITAL CORP CL A | Long | Equity-common | US | $1M | 110K | 0.10 |
| LAKELAND FINANCIAL CORP | Long | Equity-common | US | $1M | 22K | 0.11 |
| LANDS END INC | Long | Equity-common | US | $188K | 14K | 0.02 |
| LANDSEA HOMES CORP | Long | Equity-common | US | $170K | 19K | 0.01 |
| LARIMAR THERAPEUTICS INC | Long | Equity-common | US | $181K | 25K | 0.02 |
| LATHAM GROUP INC | Long | Equity-common | US | $111K | 37K | 0.01 |
| LAUREATE EDUCATION INC | Long | Equity-common | US | $291K | 19K | 0.02 |
| LAZYDAYS HOLDINGS INC | Long | Equity-common | US | $18K | 7K | 0.00 |
| LCI INDUSTRIES | Long | Equity-common | US | $2M | 15K | 0.13 |
| LCNB CORPORATION | Long | Equity-common | US | $155K | 11K | 0.01 |
| LEGACY HOUSING CORP | Long | Equity-common | US | $229K | 10K | 0.02 |
| LEMONADE INC | Long | Equity-common | US | $667K | 40K | 0.06 |
| LENDINGCLUB CORP | Long | Equity-common | US | $878K | 104K | 0.07 |
| LENDINGTREE INC | Long | Equity-common | US | $324K | 8K | 0.03 |
| LENZ THERAPEUTICS INC | Long | Equity-common | US | $66K | 4K | 0.01 |
| LESLIE'S INC | Long | Equity-common | US | $643K | 153K | 0.05 |
| LEXEO THERAPEUTICS INC | Long | Equity-common | US | $83K | 5K | 0.01 |
| LEXICON PHARMACEUTICALS INC | Long | Equity-common | US | $77K | 46K | 0.01 |
| LGI HOMES INC | Long | Equity-common | US | $2M | 18K | 0.14 |
| LI-CYCLE HOLDINGS CORP | Long | Equity-common | CA | $108K | 17K | 0.01 |
| LIBERTY ENERGY INC CL A | Long | Equity-common | US | $3M | 146K | 0.25 |
| LIBERTY LATIN AMERICA LTD CL A | Long | Equity-common | BM | $264K | 27K | 0.02 |
| LIBERTY LATIN AMERICA LTD CL C | Long | Equity-common | BM | $1M | 134K | 0.11 |
| LIFE TIME GROUP HOLDINGS INC | Long | Equity-common | US | $552K | 29K | 0.05 |
| LIFESTANCE HEALTH GROUP INC | Long | Equity-common | US | $228K | 46K | 0.02 |
| LIGAND PHARMACEUTICALS (LIGAND PHARMACEUTICALS INC) | Long | Equity-common | US | $1M | 14K | 0.10 |
| LIGHT and WONDER INC CL A | Long | Equity-common | US | $5M | 45K | 0.40 |
| LIMBACH HOLDINGS INC | Long | Equity-common | US | $410K | 7K | 0.03 |
| LIMONEIRA CO | Long | Equity-common | US | $358K | 17K | 0.03 |
| LINCOLN EDUCATIONAL SERVICES (LINCOLN EDUCATIONAL SERVICES CORP) | Long | Equity-common | US | $271K | 23K | 0.02 |
| LINDBLAD EXPEDITIONS HOLDINGS | Long | Equity-common | US | $296K | 31K | 0.02 |
| LIONS GATE ENTERMENT CORP A (LIONS GATE ENTERTAINMENT CORP) | Long | Equity-common | CA | $146K | 16K | 0.01 |
| LIONS GATE ENTERTAINMENT CORP B | Long | Equity-common | CA | $334K | 39K | 0.03 |
| LIQUIDIA CORP | Long | Equity-common | US | $172K | 14K | 0.01 |
| LIQUIDITY SERVICES INC | Long | Equity-common | US | $178K | 9K | 0.01 |
| LIVANOVA PLC | Long | Equity-common | GB | $3M | 48K | 0.22 |
| LIVE OAK BANCSHARES INC | Long | Equity-common | US | $1M | 32K | 0.09 |
| LIVERAMP HOLDINGS INC | Long | Equity-common | US | $2M | 61K | 0.16 |
| LONGBOARD PHARMACEUTICALS INC | Long | Equity-common | US | $422K | 16K | 0.04 |
| LSB INDUSTRIES INC | Long | Equity-common | US | $414K | 51K | 0.03 |
| LSI INDUSTRIES INC (LSI INDUSTRIES INC OHIO) | Long | Equity-common | US | $92K | 6K | 0.01 |
| LTC PROPERTIES INC REIT | Long | Equity-common | US | $1M | 40K | 0.12 |
| LUMEN TECHNOLOGIES INC | Long | Equity-common | US | $1M | 949K | 0.09 |
| LUXFER HOLDINGS PLC (LUXFER HLDGS PLC) | Long | Equity-common | GB | $295K | 25K | 0.02 |
| LXP INDUSTRIAL TRUST REIT | Long | Equity-common | US | $3M | 278K | 0.21 |
| LYELL IMMUNOPHARMA INC | Long | Equity-common | US | $239K | 165K | 0.02 |
| M/I HOMES INC | Long | Equity-common | US | $3M | 26K | 0.26 |
| MACATAWA BK CORP (MACATAWA BANK CORP) | Long | Equity-common | US | $366K | 25K | 0.03 |
| MACERICH COMPANY | Long | Equity-common | US | $3M | 206K | 0.26 |
| MACROGENICS INC | Long | Equity-common | US | $168K | 40K | 0.01 |
| MADISON SQUARE GARDEN ENTERTAINMENT CORP | Long | Equity-common | US | $192K | 6K | 0.02 |
| MAGNITE INC | Long | Equity-common | US | $985K | 74K | 0.08 |
| MAGNOLIA OIL and GAS CORPO CL A (MAGNOLIA OIL and GAS CORPORATION) | Long | Equity-common | US | $272K | 11K | 0.02 |
| MAIDEN HLDGS LTD | Long | Equity-common | BM | $171K | 83K | 0.01 |
| MAINSTREET BANCSHARES INC | Long | Equity-common | US | $113K | 6K | 0.01 |
| MALIBU BOATS INC CL A | Long | Equity-common | US | $263K | 8K | 0.02 |
| MAMMOTH ENERGY SERVICES INC | Long | Equity-common | US | $63K | 19K | 0.01 |
| MANITOWOC CO INC | Long | Equity-common | US | $376K | 33K | 0.03 |
| MANNKIND CORP | Long | Equity-common | US | $240K | 46K | 0.02 |
| MARCUS and MILLICHAP CO INC (MARCUS and MILLICHAP INC) | Long | Equity-common | US | $448K | 14K | 0.04 |
| MARCUS CORP | Long | Equity-common | US | $253K | 22K | 0.02 |
| MARINEMAX INC | Long | Equity-common | US | $669K | 21K | 0.06 |
| MARKETWISE INC-A | Long | Equity-common | US | $36K | 31K | 0.00 |
| MARQETA INC CL A | Long | Equity-common | US | $2M | 388K | 0.18 |
| MARTEN TRANSPORT LTD | Long | Equity-common | US | $200K | 11K | 0.02 |
| MASTERBRAND INC | Long | Equity-common | US | $2M | 121K | 0.15 |
| MATADOR RESOURCES COMPANY | Long | Equity-common | US | $5M | 88K | 0.44 |
| MATIV INC | Long | Equity-common | US | $863K | 51K | 0.07 |
| MATSON INC | Long | Equity-common | US | $4M | 33K | 0.35 |
| MATTERPORT INC | Long | Equity-common | US | $1M | 248K | 0.09 |
| MATTHEWS INTL CORP CL A (MATTHEWS INTERNATIONAL CORP) | Long | Equity-common | US | $519K | 21K | 0.04 |
| MAUI LAND and PINEAPPLE INC | Long | Equity-common | US | $13K | 578 | 0.00 |
| MAXCYTE INC | Long | Equity-common | US | $302K | 77K | 0.03 |
| MAXEON SOLAR TECHNOLOGIES LTD | Long | Equity-common | SG | $6K | 7K | 0.00 |
| MAYVILLE ENGINEERING CO INC | Long | Equity-common | US | $162K | 10K | 0.01 |
| MBIA INC | Long | Equity-common | US | $237K | 43K | 0.02 |
| MEDIAALPHA INC CL A | Long | Equity-common | US | $50K | 4K | 0.00 |
| MEIRAGTX HOLDINGS PLC | Long | Equity-common | KY | $36K | 9K | 0.00 |
| MERCANTILE BANK CORP | Long | Equity-common | US | $607K | 15K | 0.05 |
| MERCHANTS BANCORP (MERCHANTS BANCORP/IN) | Long | Equity-common | US | $616K | 15K | 0.05 |
| MERCURY GENERAL CORP | Long | Equity-common | US | $1M | 26K | 0.11 |
| MERIDIANLINK INC | Long | Equity-common | US | $164K | 8K | 0.01 |
| MERITAGE HOMES CORP | Long | Equity-common | US | $6M | 35K | 0.46 |
| MERSANA THERAPEUTICS INC | Long | Equity-common | US | $79K | 39K | 0.01 |
| METALLUS INC | Long | Equity-common | US | $821K | 41K | 0.07 |
| METHODE ELECTRONICS INC | Long | Equity-common | US | $326K | 32K | 0.03 |
| METROCITY BANKSHARES INC | Long | Equity-common | US | $470K | 18K | 0.04 |
| METROPOLITAN BANK HOLDING CORP | Long | Equity-common | US | $379K | 9K | 0.03 |
| MFA FINANCIAL INC | Long | Equity-common | US | $1M | 100K | 0.09 |
| MGE ENERGY INC | Long | Equity-common | US | $1M | 17K | 0.11 |
| MICROVAST HOLDINGS INC | Long | Equity-common | US | $90K | 198K | 0.01 |
| MID PENN BANCORP INC | Long | Equity-common | US | $292K | 13K | 0.02 |
| MIDDLEFIELD BANC CORP | Long | Equity-common | US | $177K | 7K | 0.01 |
| MIDLAND STATES BANCORP INC (MIDLAND STS BANCORP INC ILL) | Long | Equity-common | US | $447K | 20K | 0.04 |
| MIDWESTONE FINANCIAL GRP INC (MIDWESTONE FINL GROUP INC NEW) | Long | Equity-common | US | $299K | 13K | 0.02 |
| MILLER INDUSTRIES INC TENN | Long | Equity-common | US | $551K | 10K | 0.05 |
| MILLERKNOLL INC | Long | Equity-common | US | $2M | 70K | 0.15 |
| MIMEDX GROUP INC | Long | Equity-common | US | $759K | 110K | 0.06 |
| MINERALS TECHNOLOGIES INC | Long | Equity-common | US | $3M | 31K | 0.21 |
| MINERALYS THERAPEUTICS INC | Long | Equity-common | US | $155K | 13K | 0.01 |
| MIRION TECHNOLOGIES INC-A | Long | Equity-common | US | $2M | 190K | 0.17 |
| MISSION PRODUCE INC | Long | Equity-common | US | $390K | 39K | 0.03 |
| MISTRAS GROUP INC | Long | Equity-common | US | $161K | 19K | 0.01 |
| MITEK SYSTEMS INC | Long | Equity-common | US | $28K | 2K | 0.00 |
| MODINE MANUFACTURING CO | Long | Equity-common | US | $2M | 18K | 0.15 |
| MOELIS and CO CL A | Long | Equity-common | US | $1M | 26K | 0.12 |
| MONDEE HOLDINGS INC | Long | Equity-common | US | $18K | 7K | 0.00 |
| MONRO INC | Long | Equity-common | US | $670K | 28K | 0.06 |
| MONTE ROSA THERAPEUTICS INC | Long | Equity-common | US | $106K | 28K | 0.01 |
| MOOG INC CL A | Long | Equity-common | US | $4M | 22K | 0.30 |
| MORPHIC HOLDING INC | Long | Equity-common | US | $143K | 4K | 0.01 |
| MOVADO GROUP INC | Long | Equity-common | US | $363K | 15K | 0.03 |
| MR COOPER GROUP INC | Long | Equity-common | US | $5M | 61K | 0.41 |
| MRC GLOBAL INC | Long | Equity-common | US | $676K | 52K | 0.06 |
| MUELLER INDUSTRIES INC | Long | Equity-common | US | $3M | 60K | 0.28 |
| MULTIPLAN CORP CL A | Long | Equity-common | US | $136K | 351K | 0.01 |
| MURPHY OIL CORP | Long | Equity-common | US | $6M | 137K | 0.47 |
| MVB FINANCIAL CORP | Long | Equity-common | US | $178K | 10K | 0.01 |
| MYRIAD GENETICS INC | Long | Equity-common | US | $2M | 83K | 0.17 |
| N-ABLE INC | Long | Equity-common | US | $102K | 7K | 0.01 |
| NABORS INDUSTRIES LTD | Long | Equity-common | BM | $57K | 798 | 0.00 |
| NACCO INDUSTRIES INC CL A | Long | Equity-common | US | $106K | 4K | 0.01 |
| NANO-X IMAGING LTD | Long | Equity-common | IL | $300K | 41K | 0.02 |
| NATHANS FAMOUS INC | Long | Equity-common | US | $5K | 68 | 0.00 |
| NATIONAL BANKSHARES INC VA | Long | Equity-common | US | $158K | 6K | 0.01 |
| NATIONAL BK HLDGS CORP (NATIONAL BANK HOLDINGS CORP) | Long | Equity-common | US | $1M | 35K | 0.11 |
| NATIONAL HEALTH INVESTORS INC | Long | Equity-common | US | $2M | 36K | 0.20 |
| NATIONAL HEALTHCARE CORP | Long | Equity-common | US | $1M | 12K | 0.11 |
| NATIONAL PRESTO INDS (NATIONAL PRESTO INDUSTRIES INC) | Long | Equity-common | US | $362K | 5K | 0.03 |
| NATIONAL VISION HOLDINGS INC | Long | Equity-common | US | $892K | 68K | 0.07 |
| NATIONAL WESTERN LIFE GROUP INC- A | Long | Equity-common | US | $1M | 2K | 0.09 |
| NATURAL GROCERS VIT GROC INC (NATURAL GROCERS BY VITAMIN COTTAGE INC) | Long | Equity-common | US | $190K | 9K | 0.02 |
| NATURES SUNSHINE PRODUCTS INC (NATURE'S SUNSHINE PRODUCTS INC) | Long | Equity-common | US | $185K | 12K | 0.02 |
| NAUTILUS BIOTECHNOLOGY INC | Long | Equity-common | US | $108K | 46K | 0.01 |
| NAVIENT CORP | Long | Equity-common | US | $1M | 77K | 0.09 |
| NAVITAS SEMICONDUCTOR CORP | Long | Equity-common | US | $353K | 90K | 0.03 |
| NBT BANCORP INC | Long | Equity-common | US | $2M | 40K | 0.13 |
| NELNET INC CL A | Long | Equity-common | US | $1M | 12K | 0.10 |
| NEOGEN CORP | Long | Equity-common | US | $3M | 206K | 0.27 |
| NEOGENOMICS INC | Long | Equity-common | US | $2M | 110K | 0.13 |
| NETGEAR INC | Long | Equity-common | US | $416K | 27K | 0.03 |
| NETSCOUT SYSTEMS INC | Long | Equity-common | US | $1M | 64K | 0.10 |
| NETSTREIT CORP | Long | Equity-common | US | $1M | 69K | 0.09 |
| NEUMORA THERAPEUTICS INC | Long | Equity-common | US | $73K | 7K | 0.01 |
| NEVRO CORPORATION | Long | Equity-common | US | $183K | 22K | 0.02 |
| NEW JERSEY RESOURCES CORP | Long | Equity-common | US | $2M | 44K | 0.16 |
| NEW YORK MORTGAGE TRUST INC | Long | Equity-common | US | $513K | 88K | 0.04 |
| NEWHOLD INVESTMENT CORP (EVOLV TECHNOLOGIES HOLDINGS INC) | Long | Equity-common | US | $222K | 87K | 0.02 |
| NEWMARK GROUP INC CL A | Long | Equity-common | US | $1M | 130K | 0.11 |
| NEWPARK RESOURCES INC | Long | Equity-common | US | $589K | 71K | 0.05 |
| NEWTEKONE INC | Long | Equity-common | US | $275K | 22K | 0.02 |
| NEXPOINT DIVERSIFIED REAL ESTATE FUND (NEXPOINT STRATEGIC OPPORTUNITIES FUND) | Long | Equity-common | US | $179K | 32K | 0.01 |
| NEXPOINT REAL ESTATE FINANCE | Long | Equity-common | US | $102K | 7K | 0.01 |
| NEXPOINT RESIDENTIAL TRUST INC | Long | Equity-common | US | $616K | 16K | 0.05 |
| NEXTDOOR HOLDINGS INC | Long | Equity-common | US | $157K | 56K | 0.01 |
| NEXTNAV INC | Long | Equity-common | US | $35K | 4K | 0.00 |
| NI HOLDINGS INC | Long | Equity-common | US | $103K | 7K | 0.01 |
| NICOLET BANKSHARES INC | Long | Equity-common | US | $1M | 12K | 0.09 |
| NIKOLA CORP | Long | Equity-common | US | $192K | 23K | 0.02 |
| NKARTA INC | Long | Equity-common | US | $172K | 29K | 0.01 |
| NL INDUSTRIES (NL INDS INC) | Long | Equity-common | US | $50K | 8K | 0.00 |
| NLIGHT INC | Long | Equity-common | US | $466K | 43K | 0.04 |
| NMI HOLDINGS INC | Long | Equity-common | US | $2M | 69K | 0.20 |
| NOBLE CORP PLC | Long | Equity-common | GB | $823K | 18K | 0.07 |
| NORDIC AMERICAN TANKER LTD | Long | Equity-common | BM | $775K | 195K | 0.06 |
| NORTHEAST BANK | Long | Equity-common | US | $386K | 6K | 0.03 |
| NORTHEAST COMMUNITY BANCORP INC | Long | Equity-common | US | $204K | 11K | 0.02 |
| NORTHERN OIL AND GAS INC | Long | Equity-common | US | $366K | 10K | 0.03 |
| NORTHFIELD BANCORP INC NEW | Long | Equity-common | US | $352K | 37K | 0.03 |
| NORTHRIM BANCORP INC | Long | Equity-common | US | $300K | 5K | 0.02 |
| NORTHWEST BANCSHARES INC (NORTHWEST BANCSHARES INC MD) | Long | Equity-common | US | $1M | 120K | 0.12 |
| NORTHWEST NATURAL HOLDING CO | Long | Equity-common | US | $1M | 35K | 0.10 |
| NORTHWEST PIPE CO | Long | Equity-common | US | $306K | 9K | 0.03 |
| NORTHWESTERN ENERGY GROUP INC | Long | Equity-common | US | $3M | 58K | 0.24 |
| NORWOOD FINANCIAL CORP | Long | Equity-common | US | $177K | 7K | 0.01 |
| NOVARTIS AG CVR RT | Long | Equity-common | CH | $0.35 | 31K | 0.00 |
| NOVAVAX INC | Long | Equity-common | US | $248K | 20K | 0.02 |
| NOW INC | Long | Equity-common | US | $1M | 101K | 0.11 |
| NU SKIN ENTERPRISES INC CL A | Long | Equity-common | US | $489K | 46K | 0.04 |
| NURIX THERAPEUTICS INC | Long | Equity-common | US | $943K | 45K | 0.08 |
| NUVATION BIO INC | Long | Equity-common | US | $405K | 139K | 0.03 |
| NV5 GLOBAL INC | Long | Equity-common | US | $122K | 1K | 0.01 |
| NVE CORP | Long | Equity-common | US | $44K | 593 | 0.00 |
| O-I GLASS INC | Long | Equity-common | US | $241K | 22K | 0.02 |
| OAK VALLEY BANCORP | Long | Equity-common | US | $161K | 6K | 0.01 |
| OCEAN BIOMEDICAL INC-CL A | Long | Equity-common | US | $9K | 8K | 0.00 |
| OCEANFIRST FINANCIAL CORP | Long | Equity-common | US | $879K | 55K | 0.07 |
| ODP CORP/THE | Long | Equity-common | US | $1M | 30K | 0.10 |
| OFFICE PROPERTIES INCOME TRUST | Long | Equity-common | US | $97K | 47K | 0.01 |
| OFG BANCORP | Long | Equity-common | PR | $2M | 44K | 0.14 |
| OIL STATES INTERNATIONAL INC | Long | Equity-common | US | $250K | 56K | 0.02 |
| OIL-DRI CORP OF AMERICA | Long | Equity-common | US | $223K | 3K | 0.02 |
| OLD NATIONAL BANCORP (IND) | Long | Equity-common | US | $5M | 298K | 0.43 |
| OLD SECOND BANCORP (OLD SECOND BANCORP INC DEL) | Long | Equity-common | US | $602K | 41K | 0.05 |
| OLEMA PHARMACEUTICALS INC | Long | Equity-common | US | $276K | 26K | 0.02 |
| OLO INC | Long | Equity-common | US | $193K | 44K | 0.02 |
| OLYMPIC STEEL INC | Long | Equity-common | US | $415K | 9K | 0.03 |
| OMEROS CORP | Long | Equity-common | US | $139K | 34K | 0.01 |
| OMNIAB INC | Long | Equity-common | US | $329K | 88K | 0.03 |
| OMNIAB INC - 12.5 EARNOUT (OMNIAB INC/OLD) | Long | Equity-common | US | $10K | 4K | 0.00 |
| OMNIAB INC - 15.00 EARNOUT (OMNIAB INC/OLD) | Long | Equity-common | US | $9K | 4K | 0.00 |
| OMNICELL INC | Long | Equity-common | US | $578K | 21K | 0.05 |
| ON24 INC | Long | Equity-common | US | $162K | 27K | 0.01 |
| ONE GAS INC | Long | Equity-common | US | $3M | 52K | 0.28 |
| ONE LIBERTY PROPERTIES INC | Long | Equity-common | US | $413K | 18K | 0.03 |
| ONESPAN INC | Long | Equity-common | US | $38K | 3K | 0.00 |
| ONEWATER MARINE CL A (ONEWATER MARINE INC) | Long | Equity-common | US | $308K | 11K | 0.03 |
| ONITY GROUP INC | Long | Equity-common | US | $140K | 6K | 0.01 |
| ONTO INNOVATION INC | Long | Equity-common | US | $1M | 7K | 0.12 |
| OPEN LENDING CORP | Long | Equity-common | US | $41K | 7K | 0.00 |
| OPENDOOR TECHNOLOGIES INC | Long | Equity-common | US | $936K | 509K | 0.08 |
| OPENLANE INC | Long | Equity-common | US | $2M | 100K | 0.14 |
| OPKO HEALTH INC | Long | Equity-common | US | $474K | 380K | 0.04 |
| OPPFI INC A | Long | Equity-common | US | $33K | 10K | 0.00 |
| ORANGE COUNTY BANCORP INC (ORANGE CNTY BANCORP INC) | Long | Equity-common | US | $262K | 5K | 0.02 |
| ORASURE TECHNOLOGIES INC | Long | Equity-common | US | $289K | 68K | 0.02 |
| ORCHID ISLAND CAPITAL INC (ORCHID IS CAP INC) | Long | Equity-common | US | $421K | 50K | 0.03 |
| ORGANOGENESIS HOLDINGS INC CL A | Long | Equity-common | US | $159K | 57K | 0.01 |
| ORIC PHARMACEUTICALS INC | Long | Equity-common | US | $256K | 36K | 0.02 |
| ORIGIN BANCORP INC | Long | Equity-common | US | $875K | 28K | 0.07 |
| ORIGIN MATERIALS INC | Long | Equity-common | US | $96K | 107K | 0.01 |
| ORION OFFICE REIT INC | Long | Equity-common | US | $206K | 57K | 0.02 |
| ORMAT TECHNOLOGIES INC | Long | Equity-common | US | $1M | 18K | 0.11 |
| ORRSTOWN FINANCIAL SERVICES (ORRSTOWN FINL SVCS INC) | Long | Equity-common | US | $265K | 10K | 0.02 |
| ORTHOFIX MEDICAL INC | Long | Equity-common | US | $442K | 33K | 0.04 |
| ORTHOPEDIATRICS CORP | Long | Equity-common | US | $51K | 2K | 0.00 |
| OSCAR HEALTH INC - CLASS A | Long | Equity-common | US | $2M | 141K | 0.19 |
| OTTER TAIL CORPORATION | Long | Equity-common | US | $2M | 18K | 0.13 |
| OUTBRAIN INC | Long | Equity-common | US | $186K | 37K | 0.02 |
| OUTFRONT MEDIA INC | Long | Equity-common | US | $1M | 76K | 0.09 |
| OVERSEAS SHIPHLDG GRP INC NEW CL A (OVERSEAS SHIPHOLDING GROUP INC) | Long | Equity-common | US | $468K | 55K | 0.04 |
| OVID THERAPEUTICS INC | Long | Equity-common | US | $42K | 54K | 0.00 |
| OWENS AND MINOR INC | Long | Equity-common | US | $949K | 70K | 0.08 |
| OXFORD INDUSTRIES (OXFORD INDUSTRIES INC) | Long | Equity-common | US | $354K | 4K | 0.03 |
| PACIFIC BIOSCIENES OF CALI INC (PACIFIC BIOSCIENCES OF CALIFORNIA INC) | Long | Equity-common | US | $145K | 106K | 0.01 |
| PACIFIC PREMIER BANCORP INC | Long | Equity-common | US | $2M | 90K | 0.17 |
| PACTIV EVERGREEN INC | Long | Equity-common | US | $435K | 38K | 0.04 |
| PAGSEGURO DIGITAL LTD CL A | Long | Equity-common | KY | $870K | 74K | 0.07 |
| PAM TRANSPORTAION (PAM TRANSPORTATION SVCS INC) | Long | Equity-common | US | $85K | 5K | 0.01 |
| PANGAEA LOGISTICS SOLUTIONS LTD | Long | Equity-common | BM | $267K | 34K | 0.02 |
| PAPA JOHNS INTL INC (PAPA JOHNS INTERNATIONAL INC) | Long | Equity-common | US | $311K | 7K | 0.03 |
| PAR PACIFIC HOLDINGS INC | Long | Equity-common | US | $809K | 32K | 0.07 |
| PAR TECHNOLOGY CORP | Long | Equity-common | US | $1M | 24K | 0.09 |
| PARAMOUNT GROUP INC | Long | Equity-common | US | $821K | 177K | 0.07 |
| PARK AEROSPACE CORP | Long | Equity-common | US | $243K | 18K | 0.02 |
| PARK NATIONAL CORP | Long | Equity-common | US | $2M | 14K | 0.16 |
| PARK OHIO HLDGS CORP | Long | Equity-common | US | $210K | 8K | 0.02 |
| PARKE BANCORP INC | Long | Equity-common | US | $172K | 10K | 0.01 |
| PARSONS CORP | Long | Equity-common | US | $2M | 21K | 0.14 |
| PATHWARD FINANCIAL INC | Long | Equity-common | US | $923K | 16K | 0.08 |
| PATRICK INDUSTRIES INC | Long | Equity-common | US | $2M | 18K | 0.16 |
| PATTERSON COMPANIES INC (PATTERSON COS INC) | Long | Equity-common | US | $1M | 62K | 0.12 |
| PATTERSON-UTI ENERGY INC | Long | Equity-common | US | $3M | 315K | 0.27 |
| PAYSAFE LTD | Long | Equity-common | BM | $549K | 31K | 0.05 |
| PBF ENERGY INC CL A | Long | Equity-common | US | $5M | 104K | 0.40 |
| PC CONNECTION INC | Long | Equity-common | US | $699K | 11K | 0.06 |
| PCB BANCORP | Long | Equity-common | US | $160K | 10K | 0.01 |
| PEABODY ENERGY CORP | Long | Equity-common | US | $2M | 107K | 0.20 |
| PEAPACK GLADSTONE FINL CORP | Long | Equity-common | US | $356K | 16K | 0.03 |
| PEBBLEBROOK HOTEL TRUST | Long | Equity-common | US | $2M | 114K | 0.13 |
| PEDIATRIX MEDICAL GROUP INC | Long | Equity-common | US | $595K | 79K | 0.05 |
| PENNS WOODS BANCORP INC | Long | Equity-common | US | $137K | 7K | 0.01 |
| PENNYMAC FINANCIAL SERVICES INC | Long | Equity-common | US | $2M | 23K | 0.18 |
| PENNYMAC MORTGAGE INV TRUST (PENNYMAC MORTGAGE INVESTMENT TRUST) | Long | Equity-common | US | $1M | 83K | 0.09 |
| PEOPLES BANCORP INC | Long | Equity-common | US | $997K | 33K | 0.08 |
| PEOPLES FINANCIAL SERV CORP (PEOPLES FINL SVCS CORP) | Long | Equity-common | US | $295K | 6K | 0.02 |
| PEPGEN INC | Long | Equity-common | US | $112K | 7K | 0.01 |
| PERDOCEO EDUCATION CORP | Long | Equity-common | US | $1M | 62K | 0.11 |
| PERFORMANT FINANCIAL CORP (PERFORMANT FINL CORP) | Long | Equity-common | US | $48K | 17K | 0.00 |
| PERIMETER SOLUTIONS SA | Long | Equity-common | LU | $1M | 143K | 0.09 |
| PERMIAN RESOURCES CORP CL A | Long | Equity-common | US | $7M | 424K | 0.57 |
| PETIQ INC CL A | Long | Equity-common | US | $94K | 4K | 0.01 |
| PETMED EXPRESS INC (PETMED EXRESS INC) | Long | Equity-common | US | $76K | 19K | 0.01 |
| PHATHOM PHARMACEUTICALS INC | Long | Equity-common | US | $226K | 22K | 0.02 |
| PHIBRO ANIMAL HEALTH CORP CL A | Long | Equity-common | US | $231K | 14K | 0.02 |
| PHILLIPS EDISON and CO INC | Long | Equity-common | US | $3M | 96K | 0.26 |
| PHOTRONIC INC (PHOTRONICS INC) | Long | Equity-common | US | $1M | 58K | 0.12 |
| PIEDMONT LITHIUM INC | Long | Equity-common | US | $109K | 11K | 0.01 |
| PIEDMONT OFFICE REALTY TRUST A (PIEDMONT OFFICE RLTY TR INC) | Long | Equity-common | US | $874K | 121K | 0.07 |
| PIONEER BANCORP INC/NY | Long | Equity-common | US | $109K | 11K | 0.01 |
| PIPER SANDLER COS | Long | Equity-common | US | $681K | 3K | 0.06 |
| PLANET LABS PBC A | Long | Equity-common | US | $32K | 17K | 0.00 |
| PLAYSTUDIOS INC A | Long | Equity-common | US | $165K | 80K | 0.01 |
| PLEXUS CORP | Long | Equity-common | US | $302K | 3K | 0.03 |
| PLUMAS BANCORP | Long | Equity-common | US | $158K | 4K | 0.01 |
| PLYMOUTH INDL REIT INC (PLYMOUTH INDUSTRIAL REIT INC) | Long | Equity-common | US | $987K | 46K | 0.08 |
| PMV PHARMACEUTICALS INC | Long | Equity-common | US | $60K | 37K | 0.00 |
| PNM RESOURCES INC | Long | Equity-common | US | $3M | 72K | 0.22 |
| PONCE FINANCIAL GROUP INC | Long | Equity-common | US | $160K | 17K | 0.01 |
| PORTLAND GENERAL ELECTRIC CO | Long | Equity-common | US | $4M | 96K | 0.34 |
| POSEIDA THERAPEUTICS INC | Long | Equity-common | US | $191K | 65K | 0.02 |
| POSTAL REALTY TRUST INC | Long | Equity-common | US | $314K | 24K | 0.03 |
| POTLATCHDELTIC CORP REIT | Long | Equity-common | US | $3M | 76K | 0.25 |
| POWELL INDUSTRIES INC | Long | Equity-common | US | $1M | 9K | 0.10 |
| PRA GROUP INC | Long | Equity-common | US | $721K | 37K | 0.06 |
| PRECIGEN INC | Long | Equity-common | US | $198K | 125K | 0.02 |
| PREFERRED BANK LOS ANGELES (PREFERRED BANK LOS ANGELES CA) | Long | Equity-common | US | $920K | 12K | 0.08 |
| PREFORMED LINE PRODUCTS CO | Long | Equity-common | US | $156K | 1K | 0.01 |
| PRELUDE THERAPEUTICS INC | Long | Equity-common | US | $51K | 13K | 0.00 |
| PREMIER FINANCIAL CORP | Long | Equity-common | US | $692K | 34K | 0.06 |
| PRESTIGE CONSUMER HEALTHCARE INC | Long | Equity-common | US | $3M | 47K | 0.27 |
| PRICESMART INC | Long | Equity-common | US | $585K | 7K | 0.05 |
| PRIMEENERGY RESOURCES CORP | Long | Equity-common | US | $75K | 701 | 0.01 |
| PRIMIS FINANCIAL CORP | Long | Equity-common | US | $200K | 19K | 0.02 |
| PRIMO WATER CORP | Long | Equity-common | CA | $3M | 128K | 0.23 |
| PRIMORIS SVCS CORP | Long | Equity-common | US | $2M | 47K | 0.20 |
| PRINCETON BANCORP INC | Long | Equity-common | US | $156K | 5K | 0.01 |
| PROASSURANCE CORPORATION | Long | Equity-common | US | $589K | 48K | 0.05 |
| PROFRAC HOLDING CORP | Long | Equity-common | US | $136K | 18K | 0.01 |
| PROG HOLDINGS INC | Long | Equity-common | US | $1M | 34K | 0.10 |
| PROKIDNEY CORP | Long | Equity-common | KY | $76K | 31K | 0.01 |
| PROPETRO HOLDING CORP | Long | Equity-common | US | $768K | 89K | 0.06 |
| PROS HLDGS INC (PROS HOLDINGS INC) | Long | Equity-common | US | $345K | 12K | 0.03 |
| PROTAGONIST THERAPEUTICS INC | Long | Equity-common | US | $706K | 20K | 0.06 |
| PROTALIX BIOTHERAPEUTICS INC | Long | Equity-common | US | $71K | 61K | 0.01 |
| PROTO LABS INC | Long | Equity-common | US | $760K | 25K | 0.06 |
| PROVIDENT FINANCIAL SVCS INC (PROVIDENT FINL SVCS INC) | Long | Equity-common | US | $2M | 119K | 0.14 |
| PTC THERAPEUTICS INC | Long | Equity-common | US | $400K | 13K | 0.03 |
| PUBMATIC INC CL A | Long | Equity-common | US | $665K | 33K | 0.06 |
| PULSE BIOSCIENCES INC | Long | Equity-common | US | $143K | 13K | 0.01 |
| PULSE BIOSCIENCES INC RT | Long | Equity-common | US | $1K | 11K | 0.00 |
| PURECYCLE TECHNOLOGIES INC | Long | Equity-common | US | $507K | 86K | 0.04 |
| PURPLE INNOVATION INC | Long | Equity-common | US | $52K | 50K | 0.00 |
| QCR HOLDINGS INC | Long | Equity-common | US | $935K | 16K | 0.08 |
| QUAD/GRAPHICS INC CL A | Long | Equity-common | US | $155K | 28K | 0.01 |
| QUANEX BUILDING PRODUCTS (QUANEX BUILDING PRODUCTS CORP) | Long | Equity-common | US | $870K | 31K | 0.07 |
| QUANTERIX CORP | Long | Equity-common | US | $375K | 28K | 0.03 |
| QUANTUM-SI INC | Long | Equity-common | US | $98K | 93K | 0.01 |
| RACKSPACE TECHNOLOGY INC | Long | Equity-common | US | $180K | 61K | 0.01 |
| RADIAN GROUP INC | Long | Equity-common | US | $5M | 145K | 0.38 |
| RADIANT LOGISTICS INC | Long | Equity-common | US | $193K | 34K | 0.02 |
| RADIUS RECYCLING INC A | Long | Equity-common | US | $376K | 25K | 0.03 |
| RALLYBIO CORP | Long | Equity-common | US | $37K | 28K | 0.00 |
| RAMACO RESOURCES INC | Long | Equity-common | US | $289K | 23K | 0.02 |
| RAMACO RESOURCES INC-B | Long | Equity-common | US | $22K | 2K | 0.00 |
| RANGER ENERGY SERVICES INC CL A | Long | Equity-common | US | $143K | 14K | 0.01 |
| RANPAK HOLDINGS CORP A | Long | Equity-common | US | $262K | 41K | 0.02 |
| RAPT THERAPEUTICS INC | Long | Equity-common | US | $19K | 6K | 0.00 |
| RAYONIER ADVANCED MATERIALS | Long | Equity-common | US | $329K | 61K | 0.03 |
| RBB BANCORP (RBB BANCRP) | Long | Equity-common | US | $299K | 16K | 0.02 |
| RE/MAX HOLDINGS INC CL A | Long | Equity-common | US | $126K | 16K | 0.01 |
| READY CAPITAL CORP | Long | Equity-common | US | $1M | 155K | 0.11 |
| RECURSION PHARMACEUTICALS INC | Long | Equity-common | US | $992K | 132K | 0.08 |
| RED RIVER BANCSHARES INC | Long | Equity-common | US | $210K | 4K | 0.02 |
| RED ROCK RESORTS INC | Long | Equity-common | US | $1M | 21K | 0.09 |
| REDWOOD TRUST INC REIT | Long | Equity-common | US | $808K | 125K | 0.07 |
| REGENXBIO INC | Long | Equity-common | US | $456K | 39K | 0.04 |
| REGIONAL MANAGEMENT CORP | Long | Equity-common | US | $189K | 7K | 0.02 |
| RELAY THERAPEUTICS INC | Long | Equity-common | US | $586K | 90K | 0.05 |
| RENASANT CORP | Long | Equity-common | US | $2M | 52K | 0.13 |
| RENEO PHARMACEUTICALS INC | Long | Equity-common | US | $5K | 3K | 0.00 |
| RENT THE RUNWAY INC A | Long | Equity-common | US | $38K | 2K | 0.00 |
| REPAY HOLDINGS CORP | Long | Equity-common | US | $836K | 79K | 0.07 |
| REPLIMUNE GROUP INC | Long | Equity-common | US | $420K | 47K | 0.03 |
| REPUBLIC BANCORP INC KY CL A | Long | Equity-common | US | $432K | 8K | 0.04 |
| RESERVOIR MEDIA INC | Long | Equity-common | US | $145K | 18K | 0.01 |
| RESIDEO TECHNOLOGIES INC | Long | Equity-common | US | $3M | 139K | 0.23 |
| RESOURCES CONNECTION INC | Long | Equity-common | US | $334K | 30K | 0.03 |
| RETAIL OPPORTUNITY INVTS CORP | Long | Equity-common | US | $1M | 120K | 0.12 |
| REV GROUP INC | Long | Equity-common | US | $755K | 30K | 0.06 |
| REVOLUTION MEDICINES INC | Long | Equity-common | US | $1M | 34K | 0.11 |
| REX AMERICAN RESOURCES CORP | Long | Equity-common | US | $502K | 11K | 0.04 |
| RGC RESOURCES INC | Long | Equity-common | US | $157K | 8K | 0.01 |
| RIBBON COMMUNICATIONS INC | Long | Equity-common | US | $279K | 85K | 0.02 |
| RICHARDSON ELECTRONICS LTD | Long | Equity-common | US | $133K | 11K | 0.01 |
| RIGEL PHARMACEUTICALS INC | Long | Equity-common | US | $22K | 3K | 0.00 |
| RING ENERGY INC | Long | Equity-common | US | $184K | 109K | 0.02 |
| RIOT PLATFORMS INC | Long | Equity-common | US | $520K | 57K | 0.04 |
| RLJ LODGING TRUST | Long | Equity-common | US | $1M | 149K | 0.12 |
| RMR GROUP INC W/I CL A | Long | Equity-common | US | $111K | 5K | 0.01 |
| ROCKET PHARMACEUTICALS INC | Long | Equity-common | US | $152K | 7K | 0.01 |
| ROCKY BRANDS INC | Long | Equity-common | US | $231K | 6K | 0.02 |
| ROGERS CORP | Long | Equity-common | US | $523K | 4K | 0.04 |
| RPC INC | Long | Equity-common | US | $502K | 80K | 0.04 |
| RUSH ENTERPRISES INC CL A | Long | Equity-common | US | $3M | 62K | 0.22 |
| RUSH ENTERPRISES INC CL B | Long | Equity-common | US | $116K | 3K | 0.01 |
| RXO INC | Long | Equity-common | US | $380K | 15K | 0.03 |
| RYERSON HOLDING CORP | Long | Equity-common | US | $481K | 25K | 0.04 |
| S and T BANCORP (S and T BANCORP INC) | Long | Equity-common | US | $1M | 36K | 0.10 |
| SABRA HEALTHCARE REIT INC (SABRA HEALTH CARE REIT INC) | Long | Equity-common | US | $3M | 221K | 0.28 |
| SABRE CORP | Long | Equity-common | US | $629K | 235K | 0.05 |
| SAFE BULKERS INC | Long | Equity-common | MH | $362K | 62K | 0.03 |
| SAFEHOLD INC | Long | Equity-common | US | $903K | 47K | 0.07 |
| SAFETY INSURANCE GROUP INC (SAFETY INS GROUP INC) | Long | Equity-common | US | $1M | 14K | 0.08 |
| SAGE THERAPEUTICS INC | Long | Equity-common | US | $29K | 3K | 0.00 |
| SAGIMET BIOSCIENCES INC | Long | Equity-common | US | $39K | 11K | 0.00 |
| SALLY BEAUTY HLDGS INC | Long | Equity-common | US | $58K | 5K | 0.00 |
| SANA BIOTECHNOLOGY INC | Long | Equity-common | US | $462K | 85K | 0.04 |
| SANDRIDGE ENERGY INC | Long | Equity-common | US | $389K | 30K | 0.03 |
| SANDY SPRING BANCORP INC | Long | Equity-common | US | $1M | 42K | 0.08 |
| SANGAMO THERAPEUTICS INC | Long | Equity-common | US | $48K | 135K | 0.00 |
| SANMINA CORP | Long | Equity-common | US | $3M | 49K | 0.27 |
| SAUL CENTERS INC | Long | Equity-common | US | $57K | 2K | 0.00 |
| SAVARA INC | Long | Equity-common | US | $320K | 79K | 0.03 |
| SAVERS VALUE VILLAGE INC | Long | Equity-common | US | $145K | 12K | 0.01 |
| SCANSOURCE INC | Long | Equity-common | US | $1M | 24K | 0.09 |
| SCHOLAR ROCK HOLDING CORP | Long | Equity-common | US | $455K | 55K | 0.04 |
| SCHOLASTIC CORP | Long | Equity-common | US | $865K | 24K | 0.07 |
| SCILEX HLDG CO COM NON-TRADABLE (SCILEX HOLDING CO) | Long | Equity-common | US | $71K | 41K | 0.01 |
| SCORPIO TANKERS INC | Long | Equity-common | MH | $4M | 45K | 0.31 |
| SCRIPPS (EW) CO CL A (EW SCRIPPS CO) | Long | Equity-common | US | $89K | 28K | 0.01 |
| SEACOAST BANKING CORP FLORIDA (SEACOAST BANKING CORP FLA) | Long | Equity-common | US | $2M | 80K | 0.16 |
| SEACOR MARINE HOLDINGS INC | Long | Equity-common | US | $306K | 23K | 0.03 |
| SEADRILL LTD | Long | Equity-common | BM | $2M | 44K | 0.19 |
| SECURITY NATL FINL CORP CL A (SECURITY NATIONAL FINL CORP) | Long | Equity-common | US | $94K | 12K | 0.01 |
| SEER INC | Long | Equity-common | US | $89K | 53K | 0.01 |
| SELECT WATER SOLUTIONS INC CL A | Long | Equity-common | US | $814K | 76K | 0.07 |
| SELECTQUOTE INC | Long | Equity-common | US | $359K | 130K | 0.03 |
| SEMTECH CORP | Long | Equity-common | US | $2M | 60K | 0.15 |
| SENECA FOODS CORP CL A | Long | Equity-common | US | $264K | 5K | 0.02 |
| SERES THERAPEUTICS INC | Long | Equity-common | US | $19K | 27K | 0.00 |
| SERVICE PPTYS TR (SERVICE PROPERTIES TRUST) | Long | Equity-common | US | $824K | 160K | 0.07 |
| SERVISFIRST BANCSHARES INC | Long | Equity-common | US | $2M | 32K | 0.17 |
| SES AI CORP CL A | Long | Equity-common | US | $131K | 105K | 0.01 |
| SFL CORP LTD | Long | Equity-common | BM | $2M | 109K | 0.13 |
| SHARECARE INC A | Long | Equity-common | US | $370K | 274K | 0.03 |
| SHENANDOAH TELECOM CO | Long | Equity-common | US | $748K | 46K | 0.06 |
| SHOE CARNIVAL (SHOE CARNIVAL INC) | Long | Equity-common | US | $643K | 17K | 0.05 |
| SHORE BANCSHARES INC | Long | Equity-common | US | $331K | 29K | 0.03 |
| SIERRA BANCORP | Long | Equity-common | US | $288K | 13K | 0.02 |
| SIGNET JEWELERS LTD | Long | Equity-common | BM | $4M | 41K | 0.31 |
| SILVERBOW RESOURCES INC | Long | Equity-common | US | $747K | 20K | 0.06 |
| SIMMONS 1ST NATL CORP CL A | Long | Equity-common | US | $2M | 117K | 0.17 |
| SINCLAIR INC CL A | Long | Equity-common | US | $354K | 27K | 0.03 |
| SIRIUSPOINT LTD | Long | Equity-common | BM | $746K | 61K | 0.06 |
| SITE CENTERS CORP | Long | Equity-common | US | $3M | 184K | 0.22 |
| SITIO ROYALTIES CORP | Long | Equity-common | US | $1M | 44K | 0.09 |
| SIX FLAGS ENTERTAINMENT CORP (SIX FLAGS ENTERTAINMENT CORPORATION) | Long | Equity-common | US | $474K | 14K | 0.04 |
| SJW GROUP | Long | Equity-common | US | $2M | 30K | 0.14 |
| SKILLSOFT CORP | Long | Equity-common | US | $54K | 4K | 0.00 |
| SKYLINE CHAMPION CORP | Long | Equity-common | US | $2M | 23K | 0.13 |
| SKYWARD SPECIALTY INSURANCE GROUP INC | Long | Equity-common | US | $739K | 20K | 0.06 |
| SKYWEST INC | Long | Equity-common | US | $3M | 38K | 0.26 |
| SL GREEN REALTY CORP REIT | Long | Equity-common | US | $4M | 62K | 0.29 |
| SLEEP NUMBER CORP | Long | Equity-common | US | $86K | 9K | 0.01 |
| SM ENERGY CO | Long | Equity-common | US | $5M | 110K | 0.39 |
| SMART GLOBAL HOLDINGS INC | Long | Equity-common | KY | $873K | 38K | 0.07 |
| SMARTFINANCIAL INC | Long | Equity-common | US | $351K | 15K | 0.03 |
| SMARTRENT INC | Long | Equity-common | US | $428K | 179K | 0.04 |
| SMITH and WESSON BRANDS INC | Long | Equity-common | US | $618K | 43K | 0.05 |
| SOLARIS OILFIELD INFRASTRUCTURE INC CL A | Long | Equity-common | US | $227K | 26K | 0.02 |
| SOLARWINDS CORP | Long | Equity-common | US | $590K | 49K | 0.05 |
| SOLID POWER INC | Long | Equity-common | US | $238K | 144K | 0.02 |
| SOLO BRANDS INC A | Long | Equity-common | US | $9K | 4K | 0.00 |
| SONIC AUTOMOTIVE INC CL A | Long | Equity-common | US | $755K | 14K | 0.06 |
| SOUTH PLAINS FINANCIAL INC | Long | Equity-common | US | $290K | 11K | 0.02 |
| SOUTHERN FIRST BANCSHARES INC | Long | Equity-common | US | $200K | 7K | 0.02 |
| SOUTHERN MISSOURI BANCORP INC | Long | Equity-common | US | $407K | 9K | 0.03 |
| SOUTHERN STS BANCSHARES INC (SOUTHERN STATES BANCSHARES INC) | Long | Equity-common | US | $197K | 7K | 0.02 |
| SOUTHLAND HOLDINGS INC (LEGATO MERGER CORP II) | Long | Equity-common | US | $18K | 4K | 0.00 |
| SOUTHSIDE BANCSHARES INC | Long | Equity-common | US | $747K | 27K | 0.06 |
| SOUTHSTATE CORP | Long | Equity-common | US | $6M | 72K | 0.46 |
| SOUTHWEST GAS HOLDINGS INC | Long | Equity-common | US | $4M | 59K | 0.35 |
| SPARTANNASH CO | Long | Equity-common | US | $604K | 32K | 0.05 |
| SPHERE ENTERTAINMENT CO | Long | Equity-common | US | $883K | 25K | 0.07 |
| SPIRE INC | Long | Equity-common | US | $3M | 50K | 0.25 |
| SPIRIT AIRLINES INC | Long | Equity-common | US | $378K | 103K | 0.03 |
| SPOK HOLDINGS INC | Long | Equity-common | US | $261K | 18K | 0.02 |
| SPORTSMANS WHSE HLDGS INC | Long | Equity-common | US | $80K | 33K | 0.01 |
| SPX TECHNOLOGIES INC | Long | Equity-common | US | $1M | 7K | 0.09 |
| SQUARESPACE INC A | Long | Equity-common | US | $2M | 37K | 0.14 |
| STAGWELL INC | Long | Equity-common | US | $540K | 79K | 0.04 |
| STANDARD MOTOR PRODUCTS INC | Long | Equity-common | US | $528K | 19K | 0.04 |
| STANDEX INTL CORP (STANDEX INTERNATIONAL CORP) | Long | Equity-common | US | $346K | 2K | 0.03 |
| STAR HOLDINGS | Long | Equity-common | US | $136K | 11K | 0.01 |
| STEELCASE INC CLASS A | Long | Equity-common | US | $1M | 88K | 0.09 |
| STELLAR BANCORP INC | Long | Equity-common | US | $1M | 44K | 0.08 |
| STEM INC | Long | Equity-common | US | $151K | 136K | 0.01 |
| STEPAN CO | Long | Equity-common | US | $1M | 18K | 0.12 |
| STERLING BANCORP INC/MI | Long | Equity-common | US | $91K | 17K | 0.01 |
| STERLING CHECK CORP | Long | Equity-common | US | $404K | 27K | 0.03 |
| STERLING INFRASTRUCTURE INC (STERLING CONSTRUCTION INC) | Long | Equity-common | US | $428K | 4K | 0.04 |
| STEWART INFORMATION SERVICES | Long | Equity-common | US | $2M | 25K | 0.13 |
| STITCH FIX | Long | Equity-common | US | $186K | 45K | 0.02 |
| STOCK YARDS BANCORP INC (STOCK YDS BANCORP INC) | Long | Equity-common | US | $169K | 3K | 0.01 |
| STOKE THERAPEUTICS INC | Long | Equity-common | US | $359K | 27K | 0.03 |
| STONECO LTD CL A | Long | Equity-common | KY | $1M | 109K | 0.11 |
| STONERIDGE INC | Long | Equity-common | US | $320K | 20K | 0.03 |
| STONEX GROUP INC | Long | Equity-common | US | $2M | 23K | 0.14 |
| STRATEGIC EDUCATION INC | Long | Equity-common | US | $2M | 22K | 0.20 |
| STRATUS PROPERTIES INC (STRATUS PPTYS INC) | Long | Equity-common | US | $128K | 5K | 0.01 |
| STURM RUGER and CO INC | Long | Equity-common | US | $44K | 1K | 0.00 |
| SUMMIT HOTEL PROPERTIES INC | Long | Equity-common | US | $623K | 104K | 0.05 |
| SUMMIT MATERIALS INC CL A | Long | Equity-common | US | $4M | 113K | 0.34 |
| SUN COUNTRY AIRLINES HOLDINGS INC | Long | Equity-common | US | $223K | 18K | 0.02 |
| SUNCOKE ENERGY INC | Long | Equity-common | US | $777K | 79K | 0.06 |
| SUNNOVA ENERGY INTERNATIONAL INC | Long | Equity-common | US | $290K | 52K | 0.02 |
| SUNOPTA INC | Long | Equity-common | CA | $27K | 5K | 0.00 |
| SUNSTONE HOTEL INVS INC (SUNSTONE HOTEL INVS INC NEW) | Long | Equity-common | US | $2M | 199K | 0.17 |
| SURGERY PARTNERS INC | Long | Equity-common | US | $161K | 7K | 0.01 |
| SUTRO BIOPHARMA INC | Long | Equity-common | US | $166K | 56K | 0.01 |
| SWEETGREEN INC CL A | Long | Equity-common | US | $550K | 18K | 0.05 |
| SWK HOLDINGS CORP (SWK HLDGS CORP) | Long | Equity-common | US | $49K | 3K | 0.00 |
| SYNAPTICS INC | Long | Equity-common | US | $3M | 34K | 0.25 |
| SYNDAX PHARMACEUTICALS INC | Long | Equity-common | US | $261K | 13K | 0.02 |
| SYSTEM1 INC | Long | Equity-common | US | $46K | 30K | 0.00 |
| TALOS ENERGY INC | Long | Equity-common | US | $2M | 131K | 0.13 |
| TANGER INC- REIT | Long | Equity-common | US | $1M | 54K | 0.12 |
| TANGO THERAPEUTICS INC | Long | Equity-common | US | $364K | 42K | 0.03 |
| TARSUS PHARMACEUTICALS INC | Long | Equity-common | US | $754K | 28K | 0.06 |
| TAYLOR MORRISON HOME CORP | Long | Equity-common | US | $5M | 98K | 0.45 |
| TEEKAY CORP | Long | Equity-common | MH | $525K | 59K | 0.04 |
| TEEKAY TANKERS LTD CL A | Long | Equity-common | MH | $2M | 23K | 0.13 |
| TEGNA INC | Long | Equity-common | US | $3M | 186K | 0.22 |
| TEJON RANCH CO | Long | Equity-common | US | $338K | 20K | 0.03 |
| TELEPHONE and DATA SYSTEMS INC | Long | Equity-common | US | $2M | 94K | 0.16 |
| TELLURIAN INC | Long | Equity-common | US | $361K | 521K | 0.03 |
| TENAYA THERAPEUTICS INC | Long | Equity-common | US | $139K | 45K | 0.01 |
| TENNANT CO | Long | Equity-common | US | $817K | 8K | 0.07 |
| TERAWULF INC | Long | Equity-common | US | $650K | 146K | 0.05 |
| TEREX CORP | Long | Equity-common | US | $1M | 27K | 0.12 |
| TERNS PHARMACEUTICALS INC | Long | Equity-common | US | $92K | 14K | 0.01 |
| TERRAN ORBITAL CORP A | Long | Equity-common | US | $67K | 82K | 0.01 |
| TERRENO REALTY CORP (TERRENO RLTY CORP) | Long | Equity-common | US | $5M | 86K | 0.42 |
| TEXAS CAPITAL BANCSHARES INC | Long | Equity-common | US | $3M | 44K | 0.23 |
| THE CHILDRENS PLACE INC (CHILDRENS PLACE INC) | Long | Equity-common | US | $92K | 11K | 0.01 |
| THERAVANCE BIOPHARMA INC | Long | Equity-common | KY | $389K | 46K | 0.03 |
| THERMON GROUP HOLDINGS INC (THERMON GROUP HLDGS INC) | Long | Equity-common | US | $870K | 28K | 0.07 |
| THIRD COAST BANCSHARES INC | Long | Equity-common | US | $246K | 12K | 0.02 |
| THIRD HARMONICS BIO INC | Long | Equity-common | US | $243K | 19K | 0.02 |
| THREDUP INC A | Long | Equity-common | US | $94K | 55K | 0.01 |
| THRYV HOLDINGS INC | Long | Equity-common | US | $522K | 29K | 0.04 |
| TILE SHOP HLDGS INC (TILE SHOP HOLDINGS INC) | Long | Equity-common | US | $190K | 27K | 0.02 |
| TILLY'S INC | Long | Equity-common | US | $122K | 20K | 0.01 |
| TIMBERLAND BANCORP INC (TIMBERLAND BANCORP INC/WA) | Long | Equity-common | US | $189K | 7K | 0.02 |
| TIPTREE INC | Long | Equity-common | US | $277K | 17K | 0.02 |
| TITAN INTERNATIONAL INC | Long | Equity-common | US | $356K | 48K | 0.03 |
| TITAN MACHINERY INC | Long | Equity-common | US | $304K | 19K | 0.03 |
| TOMPKINS FINANCIAL CORP | Long | Equity-common | US | $641K | 13K | 0.05 |
| TOPGOLF CALLAWAY BRANDS CORP | Long | Equity-common | US | $2M | 136K | 0.17 |
| TOWNE BANK (TOWNEBANK PORTSMOUTH VA) | Long | Equity-common | US | $2M | 66K | 0.15 |
| TPG RE FINANCE TRUST INC | Long | Equity-common | US | $576K | 67K | 0.05 |
| TRAEGER INC | Long | Equity-common | US | $81K | 34K | 0.01 |
| TRANSCONTINENTAL RLTY INV NEW (TRANSCONTINENTAL RLTY INV INC) | Long | Equity-common | US | $32K | 1K | 0.00 |
| TRAVERE THERAPEUTICS INC | Long | Equity-common | US | $37K | 5K | 0.00 |
| TREDEGAR CORP | Long | Equity-common | US | $116K | 24K | 0.01 |
| TREEHOUSE FOODS INC | Long | Equity-common | US | $2M | 42K | 0.13 |
| TREVI THERAPEUTICS INC | Long | Equity-common | US | $117K | 39K | 0.01 |
| TRI POINTE HOMES INC | Long | Equity-common | US | $3M | 91K | 0.28 |
| TRICO BANCSHARES | Long | Equity-common | US | $1M | 29K | 0.10 |
| TRIMAS CORP | Long | Equity-common | US | $1M | 39K | 0.08 |
| TRINITY INDUSTRIES INC | Long | Equity-common | US | $2M | 63K | 0.16 |
| TRINSEO PLC | Long | Equity-common | IE | $72K | 31K | 0.01 |
| TRIUMPH FINANCIAL INC (TRIUMPH BANCORP INC) | Long | Equity-common | US | $2M | 21K | 0.14 |
| TRIUMPH GROUP INC | Long | Equity-common | US | $940K | 61K | 0.08 |
| TRONOX HOLDINGS PLC | Long | Equity-common | GB | $2M | 111K | 0.14 |
| TRUBRIDGE INC | Long | Equity-common | US | $131K | 13K | 0.01 |
| TRUEBLUE INC | Long | Equity-common | US | $290K | 28K | 0.02 |
| TRUECAR INC | Long | Equity-common | US | $266K | 85K | 0.02 |
| TRUSTCO BANK CORP NY | Long | Equity-common | US | $503K | 17K | 0.04 |
| TRUSTMARK CORP | Long | Equity-common | US | $2M | 58K | 0.14 |
| TTM TECHNOLOGIES INC | Long | Equity-common | US | $2M | 97K | 0.16 |
| TUCOWS INC | Long | Equity-common | US | $103K | 5K | 0.01 |
| TURNSTONE BIOLOGICS CORP | Long | Equity-common | US | $20K | 8K | 0.00 |
| TURTLE BEACH CORP | Long | Equity-common | US | $222K | 16K | 0.02 |
| TUTOR PERINI CORP | Long | Equity-common | US | $883K | 41K | 0.07 |
| TWIST BIOSCIENCE CORP | Long | Equity-common | US | $3M | 55K | 0.22 |
| TWO HBRS INVT CORP (TWO HARBORS INVESTMENT COR) | Long | Equity-common | US | $1M | 100K | 0.11 |
| TYRA BIOSCIENCES INC | Long | Equity-common | US | $132K | 8K | 0.01 |
| UFP INDUSTRIES INC | Long | Equity-common | US | $5M | 48K | 0.45 |
| ULTRA CLEAN HOLDINGS INC (ULTRA CLEAN HLDGS INC) | Long | Equity-common | US | $2M | 42K | 0.17 |
| UMB FINANCIAL CORP | Long | Equity-common | US | $3M | 42K | 0.29 |
| UMH PROPERTIES INC (UMH PPTYS INC) | Long | Equity-common | US | $801K | 50K | 0.07 |
| UNIFIRST CORP (UNIFIRST CORP MASS) | Long | Equity-common | US | $2M | 14K | 0.20 |
| UNISYS CORP NEW | Long | Equity-common | US | $258K | 62K | 0.02 |
| UNITED BANKSHARES INC. W VA. (UNITED BANCSHARES INC.W VA.) | Long | Equity-common | US | $4M | 124K | 0.33 |
| UNITED COMMUNITY BANKS GA (UNITED COMMUNITY BANKS INC) | Long | Equity-common | US | $3M | 110K | 0.23 |
| UNITED FIRE GROUP INC | Long | Equity-common | US | $429K | 20K | 0.04 |
| UNITED HOMES GROUP INC | Long | Equity-common | US | $30K | 5K | 0.00 |
| UNITED NATURAL FOODS INC | Long | Equity-common | US | $733K | 56K | 0.06 |
| UNITED PARKS and RESORTS INC | Long | Equity-common | US | $94K | 2K | 0.01 |
| UNITI GROUP INC | Long | Equity-common | US | $666K | 228K | 0.06 |
| UNITIL CORP | Long | Equity-common | US | $567K | 11K | 0.05 |
| UNITY BANCORP INC | Long | Equity-common | US | $200K | 7K | 0.02 |
| UNIVERSAL CORP | Long | Equity-common | US | $1M | 23K | 0.09 |
| UNIVERSAL INSURANCE HLDGS INC | Long | Equity-common | US | $339K | 18K | 0.03 |
| UNIVERSAL LOGISTICS HOLDINGS INC | Long | Equity-common | US | $265K | 7K | 0.02 |
| UNIVERSAL TECH INST INC (UNIVERSAL TECHNICAL INST INC) | Long | Equity-common | US | $491K | 31K | 0.04 |
| UNIVEST FINANCIAL CORP | Long | Equity-common | US | $628K | 27K | 0.05 |
| UPBOUND GROUP INC | Long | Equity-common | US | $98K | 3K | 0.01 |
| URANIUM ENERGY CORP | Long | Equity-common | US | $2M | 365K | 0.18 |
| URBAN EDGE PROPERTIES | Long | Equity-common | US | $2M | 111K | 0.17 |
| URBAN ONE INC CL A | Long | Equity-common | US | $13K | 6K | 0.00 |
| URBAN ONE INC CL D NON-VTG | Long | Equity-common | US | $20K | 13K | 0.00 |
| URBAN OUTFITTERS | Long | Equity-common | US | $2M | 40K | 0.14 |
| UROGEN PHARMA LTD | Long | Equity-common | IL | $79K | 5K | 0.01 |
| US SILICA HOLDINGS INC (U S SILICA HOLDINGS INC) | Long | Equity-common | US | $1M | 71K | 0.09 |
| USCB FINANCIAL HOLDINGS INC | Long | Equity-common | US | $125K | 10K | 0.01 |
| UST BILLS 0% 08/22/2024 | Long | Debt | US | $154K | – | 0.01 |
| UTAH MEDICAL PRODUCTS INC | Long | Equity-common | US | $13K | 190 | 0.00 |
| V2X INC | Long | Equity-common | US | $517K | 11K | 0.04 |
| VAALCO ENERGY INC | Long | Equity-common | US | $562K | 90K | 0.05 |
| VALHI INC | Long | Equity-common | US | $40K | 2K | 0.00 |
| VALLEY NATL BANCORP | Long | Equity-common | US | $3M | 409K | 0.24 |
| VALUE LINE INC | Long | Equity-common | US | $7K | 154 | 0.00 |
| VANDA PHARMACEUTICALS INC | Long | Equity-common | US | $300K | 53K | 0.02 |
| VAREX IMAGING CORP | Long | Equity-common | US | $541K | 37K | 0.04 |
| VECTOR GROUP LTD | Long | Equity-common | US | $1M | 113K | 0.10 |
| VEECO INSTRUMENT (VEECO INSTRUMENTS INC) | Long | Equity-common | US | $2M | 48K | 0.19 |
| VELOCITY FINANCIAL INC | Long | Equity-common | US | $145K | 8K | 0.01 |
| VERA BRADLEY INC | Long | Equity-common | US | $152K | 24K | 0.01 |
| VERA THERAPEUTICS INC | Long | Equity-common | US | $715K | 20K | 0.06 |
| VERACYTE INC | Long | Equity-common | US | $1M | 69K | 0.12 |
| VERDE CLEAN FUELS INC (CENAQ ENERGY CORP) | Long | Equity-common | US | $4K | 860 | 0.00 |
| VERINT SYSTEMS INC (VERINT SYS INC) | Long | Equity-common | US | $141K | 4K | 0.01 |
| VERIS RESIDENTIAL INC | Long | Equity-common | US | $1M | 76K | 0.09 |
| VERITEX HOLDINGS INC | Long | Equity-common | US | $1M | 50K | 0.09 |
| VERVE THERAPEUTICS INC | Long | Equity-common | US | $307K | 63K | 0.03 |
| VIAVI SOLUTIONS INC | Long | Equity-common | US | $247K | 36K | 0.02 |
| VICARIOUS SURGICAL INC | Long | Equity-common | US | $9K | 2K | 0.00 |
| VICTORY CAPITAL HOLDINGS INC CL A | Long | Equity-common | US | $125K | 3K | 0.01 |
| VIGIL NEUROSCIENCE INC | Long | Equity-common | US | $60K | 15K | 0.00 |
| VILLAGE SUPER MKT INC CL A NEW (VILLAGE SUPER MARKET INC) | Long | Equity-common | US | $216K | 8K | 0.02 |
| VIMEO INC | Long | Equity-common | US | $477K | 128K | 0.04 |
| VIR BIOTECHNOLOGY INC | Long | Equity-common | US | $669K | 75K | 0.06 |
| VIRGIN GALACTIC HLDGS INC | Long | Equity-common | US | $59K | 7K | 0.00 |
| VIRGINIA NATIONAL BANK CORP (VIRGINIA NATIONAL BANKSHARES CORP) | Long | Equity-common | US | $148K | 4K | 0.01 |
| VIRIDIAN THERAPEUTICS INC | Long | Equity-common | US | $122K | 9K | 0.01 |
| VIRTUS INVESTMENT PARTNERS (VIRTUS INVT PARTNERS INC) | Long | Equity-common | US | $1M | 6K | 0.11 |
| VISHAY INTERTECHNOLOGY INC | Long | Equity-common | US | $3M | 120K | 0.22 |
| VISHAY PRECISION GROUP INC | Long | Equity-common | US | $351K | 12K | 0.03 |
| VISTA OUTDOOR INC | Long | Equity-common | US | $2M | 55K | 0.17 |
| VITAL ENERGY INC | Long | Equity-common | US | $983K | 22K | 0.08 |
| VITESSE ENERGY INC | Long | Equity-common | US | $574K | 24K | 0.05 |
| VIVID SEATS INC-CL A | Long | Equity-common | US | $285K | 50K | 0.02 |
| VIZIO HOLDING CORP | Long | Equity-common | US | $81K | 8K | 0.01 |
| VOR BIOPHARMA INC | Long | Equity-common | US | $35K | 35K | 0.00 |
| VOXX INTERNATIONAL CORP | Long | Equity-common | US | $33K | 10K | 0.00 |
| VSE CORP | Long | Equity-common | US | $1M | 12K | 0.09 |
| VUZIX CORP | Long | Equity-common | US | $71K | 53K | 0.01 |
| WAFD INC | Long | Equity-common | US | $2M | 64K | 0.15 |
| WALDENCAST PLC | Long | Equity-common | JE | $94K | 26K | 0.01 |
| WALKER and DUNLOP INC | Long | Equity-common | US | $3M | 30K | 0.25 |
| WARRIOR MET COAL INC | Long | Equity-common | US | $3M | 49K | 0.26 |
| WASHINGTON TR BANCORP INC | Long | Equity-common | US | $446K | 16K | 0.04 |
| WATERSTONE FINANCIAL INC (WATERSTONE FINL INC MD) | Long | Equity-common | US | $205K | 16K | 0.02 |
| WAVE LIFE SCIENCES LTD | Long | Equity-common | SG | $350K | 70K | 0.03 |
| WEIS MARKETS INC | Long | Equity-common | US | $976K | 16K | 0.08 |
| WERNER ENTERPRISES INC | Long | Equity-common | US | $2M | 51K | 0.15 |
| WESBANCO INC | Long | Equity-common | US | $2M | 55K | 0.13 |
| WEST BANCORPORATION INC | Long | Equity-common | US | $273K | 15K | 0.02 |
| WESTAMERICA BANCORPORATION | Long | Equity-common | US | $830K | 17K | 0.07 |
| WEYCO GROUP INC | Long | Equity-common | US | $174K | 6K | 0.01 |
| WHITESTONE REIT | Long | Equity-common | US | $646K | 49K | 0.05 |
| WIDEOPENWEST INC | Long | Equity-common | US | $255K | 47K | 0.02 |
| WILEY (JOHN) and SONS INC CL A | Long | Equity-common | US | $1M | 34K | 0.12 |
| WILLDAN GROUP (WILLDAN GROUP INC) | Long | Equity-common | US | $344K | 12K | 0.03 |
| WILLIS LEASE FINANCE CORP | Long | Equity-common | US | $185K | 3K | 0.02 |
| WINMARK CORP | Long | Equity-common | US | $938K | 3K | 0.08 |
| WINNEBAGO INDUSTRIES INC | Long | Equity-common | US | $1M | 27K | 0.12 |
| WOLVERINE WORLD WIDE INC | Long | Equity-common | US | $92K | 7K | 0.01 |
| WORKHORSE GROUP INC | Long | Equity-common | US | $18K | 12K | 0.00 |
| WORLD ACCEPTANCE CORP | Long | Equity-common | US | $447K | 4K | 0.04 |
| WORLD KINECT CORP | Long | Equity-common | US | $1M | 56K | 0.12 |
| WORTHINGTON ENTERPRISES INC | Long | Equity-common | US | $1M | 29K | 0.11 |
| WORTHINGTON STEEL INC | Long | Equity-common | US | $974K | 29K | 0.08 |
| WSFS FINANCIAL CORP | Long | Equity-common | US | $3M | 57K | 0.22 |
| WW INTL INC (WW INTERNATIONAL INC) | Long | Equity-common | US | $59K | 50K | 0.00 |
| X4 PHARMACEUTICALS INC | Long | Equity-common | US | $33K | 57K | 0.00 |
| XENCOR INC | Long | Equity-common | US | $474K | 25K | 0.04 |
| XENIA HOTELS and RESORTS INC | Long | Equity-common | US | $1M | 102K | 0.12 |
| XEROX HOLDINGS CORP | Long | Equity-common | US | $1M | 111K | 0.11 |
| XOMA CORPORATION | Long | Equity-common | US | $163K | 7K | 0.01 |
| XOMETRY INC | Long | Equity-common | US | $333K | 29K | 0.03 |
| XPERI INC | Long | Equity-common | US | $342K | 42K | 0.03 |
| XPONENTIAL FITNESS INC | Long | Equity-common | US | $48K | 3K | 0.00 |
| Y-MABS THERAPEUTICS INC | Long | Equity-common | US | $227K | 19K | 0.02 |
| ZEVIA PBC | Long | Equity-common | US | $8K | 12K | 0.00 |
| ZEVRA THERAPEUTICS INC | Long | Equity-common | US | $164K | 33K | 0.01 |
| ZIFF DAVIS INC | Long | Equity-common | US | $2M | 33K | 0.15 |
| ZIMVIE INC | Long | Equity-common | US | $449K | 25K | 0.04 |
| ZUMIEZ INC | Long | Equity-common | US | $294K | 15K | 0.02 |
| ZURA BIO LTD A | Long | Equity-common | KY | $55K | 16K | 0.00 |
| ZURN ELKAY WATER SOLUTIONS CORP | Long | Equity-common | US | $3M | 112K | 0.27 |
| ZYMEWORKS DELAWARE INC | Long | Equity-common | US | $453K | 53K | 0.04 |
Address
Fidelity Salem Street Trust
245 Summer Street
Boston
Massachusetts
02210
United States of America
Directors
Elizabeth S Acton
Robert W Helm
Christine Thompson
Jennifer Toolin Mcauliffe
Carol J Zierhoffer
Mark A Murray
Robert F Gartland
Jonathan Chiel
Laura M Bishop
Ann E Dunwoody
Abigail Johnson
Michael E Kenneally
Transfer Agents
Fidelity Investments Institutional Operations Company LLC
Pricing Services
REFINITIV US HOLDINGS INC
INTERCONTINENTAL EXCHANGE INC
BLOOMBERG LP
Custodians
The Bank of New York Mellon
BANK OF NEW YORK MELLON
Shareholder Servicing Agents
Fidelity Investments Institutional Operations Company LLC
Admins
Fidelity Service Company
Brokers
N/A