Dimensional Funds > Dimensional ETF Trust
Dimensional U.S. Targeted Value ETF
$7.89B
Avg Monthly Net Assets
$11.42B
Total Assets
$660.55M
Total Liabilities
$10.75B
Net Assets
Dimensional U.S. Targeted Value ETF is an Exchange-Traded Fund in Dimensional ETF Trust
from Dimensional Funds,
based in Texas,
United States of America.
The fund has one share class
and monthly net assets of $7.89B.
On September 27th, 2024 it reported 1,498 holdings, the largest
being DIMENSIONAL FUND ADVISORS LP (6.1%), ALLY FINANCIAL INC. (0.7%) and MOHAWK INDUSTRIES, INC. (0.6%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Exchange | Ticker | Monthly Returns (2 years) |
|---|---|---|---|---|
| Dimensional U.S. Targeted Value ETF | C000225165 | XNYS | DFAT |
Holdings
From latest NPORT-P, filed September 27th, 2024 for period ending July 31st, 2024.
Historic holdings data available from Fincoded.
| Name | Profile | Category | Country | Value $USD | # Shares | % of Fund |
|---|---|---|---|---|---|---|
| 1 800 FLOWERS COM INC (1-800-FLOWERS.COM, INC.) | Long | Equity-common | US | $3M | 278K | 0.03 |
| 1ST SOURCE CORP (1ST SOURCE CORPORATION) | Long | Equity-common | US | $11M | 166K | 0.10 |
| 1STDIBS COM INC (1stdibs.Com Inc) | Long | Equity-common | US | $145K | 32K | 0.00 |
| 8X8 INC (8X8, INC.) | Long | Equity-common | US | $302K | 98K | 0.00 |
| 908 DEVICES INC (908 Devices Inc.) | Long | Equity-common | US | $366K | 64K | 0.00 |
| A MARK PRECIOUS METALS INC (A-MARK PRECIOUS METALS, INC.) | Long | Equity-common | US | $5M | 141K | 0.05 |
| AAR CORP (AAR CORP.) | Long | Equity-common | US | $18M | 274K | 0.16 |
| ABM INDUSTRIES INC (ABM INDUSTRIES INCORPORATED) | Long | Equity-common | US | $28M | 504K | 0.26 |
| ABSCI CORP | Long | Equity-common | US | $39K | 9K | 0.00 |
| ACACIA RESEARCH CORP (ACACIA RESEARCH CORPORATION) | Long | Equity-common | US | $2M | 290K | 0.01 |
| ACADEMY SPORTS OUTDOORS INC (ACADEMY SPORTS AND OUTDOORS, INC.) | Long | Equity-common | US | $22M | 402K | 0.20 |
| ACADIA HEALTHCARE CO INC (ACADIA HEALTHCARE COMPANY, INC.) | Long | Equity-common | US | $13M | 205K | 0.12 |
| ACCO BRANDS CORP (ACCO BRANDS CORPORATION) | Long | Equity-common | US | $2M | 400K | 0.02 |
| ACCOLADE INC | Long | Equity-common | US | $1M | 245K | 0.01 |
| ACI WORLDWIDE INC (ACI WORLDWIDE, INC.) | Long | Equity-common | US | $19M | 445K | 0.18 |
| ACME UNITED CORP (ACME UNITED CORPORATION) | Long | Equity-common | US | $543K | 12K | 0.01 |
| ACNB CORP (ACNB CORPORATION) | Long | Equity-common | US | $1M | 26K | 0.01 |
| ADAMS RESOURCES ENERGY INC (ADAMS RESOURCES & ENERGY, INC.) | Long | Equity-common | US | $641K | 24K | 0.01 |
| ADAPTHEALTH CORP (ADAPTHEALTH CORP.) | Long | Equity-common | US | $5M | 440K | 0.05 |
| ADDUS HOMECARE CORP (ADDUS HOMECARE CORPORATION) | Long | Equity-common | US | $9M | 74K | 0.08 |
| ADEIA INC (ADEIA INC.) | Long | Equity-common | US | $458K | 39K | 0.00 |
| ADIENT PLC (ADIENT PUBLIC LIMITED COMPANY) | Long | Equity-common | IE | $12M | 478K | 0.11 |
| ADT INC (ADT INC.) | Long | Equity-common | US | $7M | 876K | 0.06 |
| ADTALEM GLOBAL EDUCATION INC (ADTALEM GLOBAL EDUCATION INC.) | Long | Equity-common | US | $25M | 324K | 0.24 |
| ADVANCE AUTO PARTS (ADVANCE AUTO PARTS, INC.) | Long | Equity-common | US | $10M | 164K | 0.10 |
| ADVANSIX INC (ADVANSIX INC.) | Long | Equity-common | US | $5M | 168K | 0.04 |
| ADVANTAGE SOLUTIONS INC (ADVANTAGE SOLUTIONS INC.) | Long | Equity-common | US | $1M | 360K | 0.01 |
| ADVERUM BIOTECHNOLOGIES INC (ADVERUM BIOTECHNOLOGIES, INC.) | Long | Equity-common | US | $47K | 6K | 0.00 |
| AERSALE CORP | Long | Equity-common | US | $459K | 68K | 0.00 |
| AFFILIATED MANAGERS GROUP (AFFILIATED MANAGERS GROUP, INC.) | Long | Equity-common | US | $2M | 9K | 0.02 |
| AFFINITY BANCSHARES INC | Long | Equity-common | US | $35K | 2K | 0.00 |
| AGCO CORP (AGCO CORPORATION) | Long | Equity-common | US | $40M | 421K | 0.37 |
| AGIOS PHARMACEUTICALS INC | Long | Equity-common | US | $16M | 341K | 0.15 |
| AIR INDUSTRIES GROUP | Long | Equity-common | US | $24K | 6K | 0.00 |
| AIR LEASE CORP (AIR LEASE CORPORATION) | Long | Equity-common | US | $35M | 713K | 0.33 |
| AIR TRANSPORT SERVICES GROUP INC (AIR TRANSPORT SERVICES GROUP, INC.) | Long | Equity-common | US | $5M | 340K | 0.05 |
| ALAMO GROUP INC (ALAMO GROUP INC.) | Long | Equity-common | US | $17M | 90K | 0.16 |
| ALASKA AIR GROUP INC (ALASKA AIR GROUP, INC.) | Long | Equity-common | US | $29M | 778K | 0.27 |
| ALBANY INTERNATIONAL CORP (ALBANY INTERNATIONAL CORP.) | Long | Equity-common | US | $7M | 79K | 0.07 |
| ALCOA CORP (ALCOA CORPORATION) | Long | Equity-common | US | $29M | 863K | 0.27 |
| ALERUS FINANCIAL CORP (ALERUS FINANCIAL CORPORATION) | Long | Equity-common | US | $511K | 23K | 0.00 |
| ALICO INC (ALICO, INC.) | Long | Equity-common | US | $1M | 44K | 0.01 |
| ALIGHT INC (ALIGHT, INC.) | Long | Equity-common | US | $17M | 2M | 0.15 |
| ALITHYA GROUP INC (Groupe Alithya Inc.) | Long | Equity-common | CA | $110K | 84K | 0.00 |
| ALLEGIANT TRAVEL CO (ALLEGIANT TRAVEL COMPANY) | Long | Equity-common | US | $4M | 79K | 0.04 |
| ALLIENT INC (Allient Inc.) | Long | Equity-common | US | $1M | 43K | 0.01 |
| ALLOGENE THERAPEUTICS INC | Long | Equity-common | US | $814K | 277K | 0.01 |
| ALLY FINANCIAL INC (ALLY FINANCIAL INC.) | Long | Equity-common | US | $70M | 2M | 0.65 |
| ALPHA METALLURGICAL RESOURCES (ALPHA METALLURGICAL RESOURCES, INC.) | Long | Equity-common | US | $28M | 96K | 0.26 |
| ALPHA OMEGA SEMICONDUCTOR LTD (Alpha and Omega Semiconductor Ltd) | Long | Equity-common | BM | $7M | 167K | 0.06 |
| ALPHA PRO TECH LTD (ALPHA PRO TECH, LTD.) | Long | Equity-common | US | $95K | 16K | 0.00 |
| ALTA EQUIPMENT GROUP INC (ALTA EQUIPMENT GROUP INC.) | Long | Equity-common | US | $686K | 65K | 0.01 |
| ALTO INGREDIENTS INC (ALTO INGREDIENTS, INC.) | Long | Equity-common | US | $536K | 337K | 0.00 |
| ALTUS POWER INC (Altus Power, Inc.) | Long | Equity-common | US | $2M | 431K | 0.02 |
| AMALGAMATED FINANCIAL CORP (AMALGAMATED BANK) | Long | Equity-common | US | $5M | 165K | 0.05 |
| AMBAC FINANCIAL GROUP INC (AMBAC FINANCIAL GROUP, INC.) | Long | Equity-common | US | $4M | 312K | 0.04 |
| AMC NETWORKS INC (AMC NETWORKS INC.) | Long | Equity-common | US | $3M | 232K | 0.02 |
| AMCON DISTRIBUTING CO (AMCON DISTRIBUTING COMPANY) | Long | Equity-common | US | $63K | 454 | 0.00 |
| AMEDISYS INC (AMEDISYS, INC.) | Long | Equity-common | US | $8M | 79K | 0.07 |
| AMERANT BANCORP INC (AMERANT BANCORP INC.) | Long | Equity-common | US | $3M | 122K | 0.03 |
| AMERESCO INC (AMERESCO, INC.) | Long | Equity-common | US | $1M | 39K | 0.01 |
| AMERICA S CAR MART INC TX (AMERICA'S CAR-MART, INC.) | Long | Equity-common | US | $3M | 45K | 0.03 |
| AMERICAN AXLE MANUFACTURING HOLDINGS INC (AMERICAN AXLE & MANUFACTURING HOLDINGS, INC.) | Long | Equity-common | US | $7M | 948K | 0.07 |
| AMERICAN EAGLE OUTFITTERS INC (AMERICAN EAGLE OUTFITTERS, INC.) | Long | Equity-common | US | $34M | 2M | 0.32 |
| AMERICAN OUTDOOR BRANDS INC | Long | Equity-common | US | $695K | 75K | 0.01 |
| AMERICAN PUBLIC EDUCATION INC (AMERICAN PUBLIC EDUCATION, INC.) | Long | Equity-common | US | $2M | 95K | 0.02 |
| AMERICAN SHARED HOSPITAL SERVICES | Long | Equity-common | US | $6K | 2K | 0.00 |
| AMERICAN SOFTWARE INC GA (AMERICAN SOFTWARE, INC.) | Long | Equity-common | US | $845K | 77K | 0.01 |
| AMERICAN VANGUARD CORP (AMERICAN VANGUARD CORPORATION) | Long | Equity-common | US | $3M | 285K | 0.03 |
| AMERICAN WOODMARK CORP (AMERICAN WOODMARK CORPORATION) | Long | Equity-common | US | $13M | 126K | 0.12 |
| AMERIS BANCORP | Long | Equity-common | US | $30M | 496K | 0.28 |
| AMERISERV FINANCIAL INC (AMERISERV FINANCIAL, INC.) | Long | Equity-common | US | $235K | 94K | 0.00 |
| AMES NATIONAL CORP (AMES NATIONAL CORPORATION) | Long | Equity-common | US | $371K | 17K | 0.00 |
| AMKOR TECHNOLOGY INC (AMKOR TECHNOLOGY, INC.) | Long | Equity-common | US | $27M | 842K | 0.26 |
| AMMO INC (AMMO, INC.) | Long | Equity-common | US | $353K | 194K | 0.00 |
| AMN HEALTHCARE SERVICES INC (AMN HEALTHCARE SERVICES, INC.) | Long | Equity-common | US | $2M | 36K | 0.02 |
| AMPCO PITTSBURGH CORP (AMPCO-PITTSBURGH CORPORATION) | Long | Equity-common | US | $124K | 79K | 0.00 |
| AMPLIFY ENERGY CORP | Long | Equity-common | US | $2M | 244K | 0.02 |
| AMREP CORP (AMREP CORPORATION) | Long | Equity-common | US | $421K | 17K | 0.00 |
| AMTECH SYSTEMS INC (AMTECH SYSTEMS, INC.) | Long | Equity-common | US | $600K | 105K | 0.01 |
| ANDERSONS INC THE (THE ANDERSONS, INC.) | Long | Equity-common | US | $15M | 267K | 0.14 |
| ANGI INC (ANGI INC.) | Long | Equity-common | US | $411K | 177K | 0.00 |
| ANGIODYNAMICS INC (ANGIODYNAMICS, INC.) | Long | Equity-common | US | $2M | 196K | 0.01 |
| ANI PHARMACEUTICALS INC (ANI PHARMACEUTICALS, INC.) | Long | Equity-common | US | $2M | 36K | 0.02 |
| ANIKA THERAPEUTICS INC (ANIKA THERAPEUTICS, INC.) | Long | Equity-common | US | $2M | 72K | 0.02 |
| ANTERO RESOURCES CORP (ANTERO RESOURCES CORPORATION) | Long | Equity-common | US | $53M | 2M | 0.49 |
| ANYWHERE REAL ESTATE INC (ANYWHERE REAL ESTATE INC.) | Long | Equity-common | US | $3M | 695K | 0.03 |
| APA CORP (APA CORPORATION) | Long | Equity-common | US | $11M | 340K | 0.10 |
| APOGEE ENTERPRISES INC (APOGEE ENTERPRISES, INC.) | Long | Equity-common | US | $9M | 136K | 0.09 |
| APPLIED OPTOELECTRONICS INC (APPLIED OPTOELECTRONICS, INC.) | Long | Equity-common | US | $235K | 25K | 0.00 |
| APREA THERAPEUTICS INC | Long | Equity-common | US | $19K | 5K | 0.00 |
| AQUABOUNTY TECHNOLOGIES INC | Long | Equity-common | US | $21K | 13K | 0.00 |
| ARAMARK | Long | Equity-common | US | $9M | 255K | 0.08 |
| ARC DOCUMENT SOLUTIONS INC (ARC DOCUMENT SOLUTIONS, INC.) | Long | Equity-common | US | $550K | 180K | 0.01 |
| ARCA BIOPHARMA INC (ARCA BIOPHARMA, INC.) | Long | Equity-common | US | $15K | 5K | 0.00 |
| ARCADIUM LITHIUM PLC | Long | Equity-common | JE | $607K | 191K | 0.01 |
| ARCBEST CORP (ARCBEST CORPORATION) | Long | Equity-common | US | $18M | 140K | 0.16 |
| ARCH RESOURCES INC (ARCH RESOURCES, INC.) | Long | Equity-common | US | $18M | 121K | 0.17 |
| ARCHROCK INC (ARCHROCK INC.) | Long | Equity-common | US | $22M | 1M | 0.20 |
| ARCOSA INCORPORATED (ARCOSA, INC.) | Long | Equity-common | US | $27M | 289K | 0.25 |
| ARCTURUS THERAPEUTICS HOLDIN (Arcturus Therapeutics Holdings Inc) | Long | Equity-common | US | $2M | 98K | 0.02 |
| ARDMORE SHIPPING CORP (ARDMORE SHIPPING CORPORATION) | Long | Equity-common | MH | $6M | 296K | 0.06 |
| ARGAN INC (ARGAN, INC.) | Long | Equity-common | US | $5M | 67K | 0.05 |
| ARIS WATER SOLUTION INC (Aris Water Solutions Inc) | Long | Equity-common | US | $1M | 72K | 0.01 |
| ARK RESTAURANTS CORP (ARK RESTAURANTS CORP.) | Long | Equity-common | US | $256K | 18K | 0.00 |
| ARKO CORP (ARKO CORP.) | Long | Equity-common | US | $543K | 83K | 0.01 |
| ARROW ELECTRONICS INC (ARROW ELECTRONICS, INC.) | Long | Equity-common | US | $54M | 434K | 0.50 |
| ARROW FINANCIAL CORP (ARROW FINANCIAL CORPORATION) | Long | Equity-common | US | $2M | 70K | 0.02 |
| ART S WAY MANUFACTURING CO INC (ART'S-WAY MANUFACTURING CO., INC.) | Long | Equity-common | US | $4K | 3K | 0.00 |
| ARTIVION INC (ARTIVION, INC.) | Long | Equity-common | US | $3M | 118K | 0.03 |
| ASBURY AUTOMOTIVE GROUP INC (ASBURY AUTOMOTIVE GROUP, INC.) | Long | Equity-common | US | $32M | 119K | 0.30 |
| ASCENT INDUSTRIES CO (ASCENT INDUSTRIES CO.) | Long | Equity-common | US | $552K | 55K | 0.01 |
| ASGN INC (ASGN INCORPORATED) | Long | Equity-common | US | $11M | 114K | 0.10 |
| ASHLAND INC (ASHLAND INC.) | Long | Equity-common | US | $30M | 309K | 0.28 |
| ASPEN AEROGELS INC (ASPEN AEROGELS, INC.) | Long | Equity-common | US | $2M | 84K | 0.02 |
| ASPEN TECHNOLOGY INC (ASPEN TECHNOLOGY, INC.) | Long | Equity-common | US | $7M | 40K | 0.07 |
| ASSETMARK FINANCIAL HOLDINGS INC (ASSETMARK FINANCIAL HOLDINGS, INC.) | Long | Equity-common | US | $3M | 85K | 0.03 |
| ASSOCIATED BANC CORP (ASSOCIATED BANC-CORP) | Long | Equity-common | US | $27M | 1M | 0.25 |
| ASSOCIATED CAPITAL GROUP INC (ASSOCIATED CAPITAL GROUP, INC.) | Long | Equity-common | US | $235K | 7K | 0.00 |
| ASSURANT INC (ASSURANT, INC.) | Long | Equity-common | US | $5M | 30K | 0.05 |
| ASSURED GUARANTY LTD (ASSURED GUARANTY LTD.) | Long | Equity-common | BM | $39M | 471K | 0.36 |
| ASTEC INDUSTRIES INC (ASTEC INDUSTRIES, INC.) | Long | Equity-common | US | $6M | 162K | 0.05 |
| ASTRONICS CORP (ASTRONICS CORPORATION) | Long | Equity-common | US | $1M | 63K | 0.01 |
| ASTRONOVA INC (ASTRONOVA, INC.) | Long | Equity-common | US | $558K | 35K | 0.01 |
| ASTROTECH CORP (ASTROTECH CORPORATION) | Long | Equity-common | US | $51K | 6K | 0.00 |
| ASURE SOFTWARE INC (ASURE SOFTWARE, INC.) | Long | Equity-common | US | $848K | 82K | 0.01 |
| ATEA PHARMACEUTICALS INC | Long | Equity-common | US | $352K | 92K | 0.00 |
| ATHIRA PHARMA INC | Long | Equity-common | US | $346K | 109K | 0.00 |
| ATLANTA BRAVES HOLDINGS INC (ATLANTA BRAVES HOLDINGS, INC.) | Long | Equity-common | US | $998.89 | 23 | 0.00 |
| ATLANTIC AMERICAN CORP (ATLANTIC AMERICAN CORPORATION) | Long | Equity-common | US | $15K | 10K | 0.00 |
| ATLANTIC UNION BANKSHARES CORP (ATLANTIC UNION BANKSHARES CORPORATION) | Long | Equity-common | US | $26M | 623K | 0.24 |
| ATLANTICUS HOLDINGS CORP (ATLANTICUS HOLDINGS CORPORATION) | Long | Equity-common | US | $3M | 76K | 0.03 |
| ATN INTERNATIONAL INC (ATN INTERNATIONAL, INC.) | Long | Equity-common | US | $3M | 88K | 0.02 |
| ATRION CORP (ATRION CORPORATION) | Long | Equity-common | US | $28K | 61 | 0.00 |
| AUBURN NATIONAL BANCORP INC (AUBURN NATIONAL BANCORPORATION, INC.) | Long | Equity-common | US | $15K | 804 | 0.00 |
| AUTOLIV INC (AUTOLIV, INC.) | Long | Equity-common | US | $1M | 10K | 0.01 |
| AUTONATION INC (AUTONATION, INC.) | Long | Equity-common | US | $32M | 169K | 0.30 |
| AVALON HOLDINGS CORP (AVALON HOLDINGS CORPORATION) | Long | Equity-common | US | $887.76 | 411 | 0.00 |
| AVANOS MEDICAL INC (AVANOS MEDICAL, INC.) | Long | Equity-common | US | $6M | 252K | 0.06 |
| AVIAT NETWORKS INC (AVIAT NETWORKS, INC.) | Long | Equity-common | US | $1M | 33K | 0.01 |
| AVIDITY BIOSCIENCES INC | Long | Equity-common | US | $869K | 19K | 0.01 |
| AVIENT CORP (AVIENT CORPORATION) | Long | Equity-common | US | $14M | 310K | 0.13 |
| AVNET INC (AVNET, INC.) | Long | Equity-common | US | $39M | 731K | 0.37 |
| AWARE INC MA (AWARE, INC.) | Long | Equity-common | US | $121K | 58K | 0.00 |
| AXIS CAPITAL HOLDINGS LTD (AXIS CAPITAL HOLDINGS LIMITED) | Long | Equity-common | BM | $43M | 565K | 0.40 |
| AXOS FINANCIAL INC (AXOS FINANCIAL, INC.) | Long | Equity-common | US | $30M | 408K | 0.28 |
| AXT INC (AXT, INC.) | Long | Equity-common | US | $474K | 130K | 0.00 |
| AYTU BIOPHARMA INC | Long | Equity-common | US | $9K | 3K | 0.00 |
| AZENTA INC (AZENTA, INC.) | Long | Equity-common | US | $24M | 385K | 0.22 |
| AZZ INC (AZZ INC.) | Long | Equity-common | US | $4M | 53K | 0.04 |
| B G FOODS INC (B&G FOODS, INC.) | Long | Equity-common | US | $3M | 328K | 0.03 |
| BALLYS CORP (BALLY'S CORPORATION) | Long | Equity-common | US | $697K | 40K | 0.01 |
| BANC OF CALIFORNIA INC (BANC OF CALIFORNIA, INC.) | Long | Equity-common | US | $9M | 640K | 0.08 |
| BANCFIRST CORP (BANCFIRST CORPORATION) | Long | Equity-common | US | $1M | 11K | 0.01 |
| BANCORP INC THE (THE BANCORP, INC.) | Long | Equity-common | US | $1M | 27K | 0.01 |
| BANDWIDTH INC (BANDWIDTH INC.) | Long | Equity-common | US | $4M | 156K | 0.03 |
| BANK FIRST CORP (BANK FIRST CORPORATION) | Long | Equity-common | US | $44K | 476 | 0.00 |
| BANK OF HAWAII CORP (BANK OF HAWAII CORPORATION) | Long | Equity-common | US | $1M | 16K | 0.01 |
| BANK OF MARIN BANCORP | Long | Equity-common | US | $1M | 67K | 0.01 |
| BANK OF NT BUTTERFIELD SON LTD THE (The Bank of N.T. Butterfield & Son Limited) | Long | Equity-common | BM | $6M | 158K | 0.06 |
| BANK OF THE JAMES FINANCIAL GROUP INC | Long | Equity-common | US | $53K | 4K | 0.00 |
| BANK OZK | Long | Equity-common | US | $38M | 806K | 0.35 |
| BANK7 CORP (BANK7 CORP.) | Long | Equity-common | US | $81K | 2K | 0.00 |
| BANKFINANCIAL CORP (BANKFINANCIAL CORPORATION) | Long | Equity-common | US | $811K | 69K | 0.01 |
| BANKUNITED INC (BANKUNITED, INC.) | Long | Equity-common | US | $16M | 412K | 0.15 |
| BANKWELL FINANCIAL GROUP INC (BANKWELL FINANCIAL GROUP, INC.) | Long | Equity-common | US | $769K | 27K | 0.01 |
| BANNER CORP (BANNER CORPORATION) | Long | Equity-common | US | $14M | 230K | 0.13 |
| BAR HARBOR BANKSHARES | Long | Equity-common | US | $3M | 81K | 0.02 |
| BARNES GROUP INC (BARNES GROUP INC.) | Long | Equity-common | US | $14M | 344K | 0.13 |
| BARRETT BUSINESS SERVICES INC (BARRETT BUSINESS SERVICES, INC.) | Long | Equity-common | US | $358K | 10K | 0.00 |
| BASSETT FURNITURE INDUSTRIES INC (BASSETT FURNITURE INDUSTRIES, INCORPORATED) | Long | Equity-common | US | $833K | 63K | 0.01 |
| BATTALION OIL CORP (BATTALION OIL CORPORATION) | Long | Equity-common | US | $2K | 493 | 0.00 |
| BAYCOM CORP | Long | Equity-common | US | $935K | 39K | 0.01 |
| BCB BANCORP INC (BCB BANCORP, INC.) | Long | Equity-common | US | $1M | 97K | 0.01 |
| BEACON ROOFING SUPPLY INC (BEACON ROOFING SUPPLY, INC.) | Long | Equity-common | US | $10M | 101K | 0.10 |
| BEAZER HOMES USA INC (BEAZER HOMES USA, INC.) | Long | Equity-common | US | $4M | 130K | 0.04 |
| BEL FUSE INC (BEL FUSE INC.) | Long | Equity-common | US | $6M | 77K | 0.05 |
| BEL FUSE INC (BEL FUSE INC.) | Long | Equity-common | US | $733K | 8K | 0.01 |
| BELDEN INC (BELDEN INC.) | Long | Equity-common | US | $10M | 106K | 0.09 |
| BELLRING BRANDS INC (BELLRING BRANDS, INC.) | Long | Equity-common | US | $14M | 268K | 0.13 |
| BENCHMARK ELECTRONICS INC (BENCHMARK ELECTRONICS, INC.) | Long | Equity-common | US | $13M | 270K | 0.12 |
| BERKSHIRE HILLS BANCORP INC (BERKSHIRE HILLS BANCORP, INC.) | Long | Equity-common | US | $8M | 291K | 0.07 |
| BERRY CORP (BERRY CORPORATION (BRY)) | Long | Equity-common | US | $4M | 537K | 0.03 |
| BERRY GLOBAL GROUP INC (BERRY GLOBAL GROUP, INC.) | Long | Equity-common | US | $20M | 306K | 0.19 |
| BGSF INC (BGSF, INC.) | Long | Equity-common | US | $486K | 57K | 0.00 |
| BIGLARI HOLDINGS INC (BIGLARI HOLDINGS INC.) | Long | Equity-common | US | $2M | 8K | 0.02 |
| BIGLARI HOLDINGS INC (BIGLARI HOLDINGS INC.) | Long | Equity-common | US | $161K | 166 | 0.00 |
| BILL HOLDINGS INC (BILL HOLDINGS, INC.) | Long | Equity-common | US | $367K | 7K | 0.00 |
| BIO RAD LABORATORIES INC (BIO-RAD LABORATORIES, INC.) | Long | Equity-common | US | $28M | 82K | 0.26 |
| BIOATLA INC | Long | Equity-common | US | $72K | 40K | 0.00 |
| BIOCERES CROP SOLUTIONS CORP (Bioceres Crop Solutions Corp.) | Long | Equity-common | KY | $24K | 2K | 0.00 |
| BJ S RESTAURANTS INC (BJ'S RESTAURANTS, INC.) | Long | Equity-common | US | $5M | 167K | 0.05 |
| BK TECHNOLOGIES CORP (BK TECHNOLOGIES CORPORATION) | Long | Equity-common | US | $30K | 2K | 0.00 |
| BLACK DIAMOND THERAPEUTICS INC | Long | Equity-common | US | $102K | 17K | 0.00 |
| BLADE AIR MOBILITY INC | Long | Equity-common | US | $728K | 221K | 0.01 |
| BLUE FOUNDRY BANCORP | Long | Equity-common | US | $1M | 102K | 0.01 |
| BLUE RIDGE BANKSHARES INC (BLUE RIDGE BANKSHARES, INC.) | Long | Equity-common | US | $15K | 5K | 0.00 |
| BLUELINX HOLDINGS INC (BLUELINX HOLDINGS INC.) | Long | Equity-common | US | $8M | 69K | 0.08 |
| BOISE CASCADE CO (BOISE CASCADE COMPANY) | Long | Equity-common | US | $39M | 273K | 0.36 |
| BOK FINANCIAL CORP (BOK FINANCIAL CORPORATION) | Long | Equity-common | US | $33M | 317K | 0.30 |
| BOOT BARN HOLDINGS INC (BOOT BARN HOLDINGS, INC.) | Long | Equity-common | US | $1M | 9K | 0.01 |
| BORGWARNER INC (BORGWARNER INC.) | Long | Equity-common | US | $49M | 1M | 0.46 |
| BOSTON BEER COMPANY INC A (THE BOSTON BEER COMPANY, INC.) | Long | Equity-common | US | $3M | 10K | 0.03 |
| BOSTON OMAHA CORP | Long | Equity-common | US | $2M | 160K | 0.02 |
| BRADY CORP (BRADY CORPORATION) | Long | Equity-common | US | $14M | 189K | 0.13 |
| BREAD FINANCIAL HOLDINGS (BREAD FINANCIAL HOLDINGS, INC.) | Long | Equity-common | US | $18M | 333K | 0.17 |
| BRIDGEWATER BANCSHARES INC (BRIDGEWATER BANCSHARES, INC.) | Long | Equity-common | US | $1M | 98K | 0.01 |
| BRIDGFORD FOODS CORP (BRIDGFORD FOODS CORPORATION) | Long | Equity-common | US | $22K | 2K | 0.00 |
| BRIGHTCOVE INC | Long | Equity-common | US | $60K | 25K | 0.00 |
| BRIGHTHOUSE FINANCIAL INC (BRIGHTHOUSE FINANCIAL, INC.) | Long | Equity-common | US | $17M | 340K | 0.16 |
| BRIGHTVIEW HOLDINGS INC (BRIGHTVIEW HOLDINGS, INC.) | Long | Equity-common | US | $4M | 299K | 0.04 |
| BRISTOW GROUP INC (BRISTOW GROUP INC.) | Long | Equity-common | US | $6M | 155K | 0.05 |
| BROADWAY FINANCIAL CORP DE (BROADWAY FINANCIAL CORPORATION) | Long | Equity-common | US | $50K | 10K | 0.00 |
| BROADWIND INC | Long | Equity-common | US | $174K | 53K | 0.00 |
| BROOKDALE SENIOR LIVING INC (BROOKDALE SENIOR LIVING INC.) | Long | Equity-common | US | $6M | 784K | 0.06 |
| BROOKFIELD ASSET MGMT A (BROOKFIELD ASSET MANAGEMENT LTD) | Long | Equity-common | CA | $4M | 103K | 0.04 |
| BROOKFIELD RENEWABLE CORP (BROOKFIELD RENEWABLE CORPORATION) | Long | Equity-common | CA | $13M | 459K | 0.12 |
| BROOKLINE BANCORP INC (BROOKLINE BANCORP, INC.) | Long | Equity-common | US | $4M | 419K | 0.04 |
| BRUNSWICK CORP DE (BRUNSWICK CORPORATION) | Long | Equity-common | US | $19M | 233K | 0.18 |
| BUILD A BEAR WORKSHOP INC (BUILD-A-BEAR WORKSHOP, INC.) | Long | Equity-common | US | $1M | 55K | 0.01 |
| BUMBLE INC (BUMBLE INC.) | Long | Equity-common | US | $5M | 584K | 0.05 |
| BURKE HERBERT FINANCIAL SERVICES CORP (BURKE & HERBERT BANK & TRUST COMPANY) | Long | Equity-common | US | $2M | 27K | 0.02 |
| BUSINESS FIRST BANCSHARES INC (BUSINESS FIRST BANCSHARES, INC.) | Long | Equity-common | US | $2M | 61K | 0.01 |
| BV FINANCIAL INC (BV FINANCIAL, INC.) | Long | Equity-common | US | $33K | 2K | 0.00 |
| BYLINE BANCORP INC (BYLINE BANCORP, INC.) | Long | Equity-common | US | $5M | 173K | 0.05 |
| C F FINANCIAL CORP (C&F Financial Corporation) | Long | Equity-common | US | $1M | 20K | 0.01 |
| C4 THERAPEUTICS INC | Long | Equity-common | US | $983K | 147K | 0.01 |
| CABLE ONE INC (CABLE ONE, INC.) | Long | Equity-common | US | $8M | 20K | 0.08 |
| CACI INTERNATIONAL INC (CACI INTERNATIONAL INC.) | Long | Equity-common | US | $23M | 51K | 0.22 |
| CADELER A S (Cadeler A/S) | Long | ADR | DK | $666K | 26K | 0.01 |
| CADENCE BANK | Long | Equity-common | US | $35M | 1M | 0.32 |
| CAESARS ENTERTAINMENT INC (CAESARS ENTERTAINMENT, INC.) | Long | Equity-common | US | $3M | 63K | 0.02 |
| CAL MAINE FOODS INC (CAL-MAINE FOODS, INC.) | Long | Equity-common | US | $22M | 309K | 0.21 |
| CALAVO GROWERS INC (CALAVO GROWERS, INC.) | Long | Equity-common | US | $2M | 82K | 0.02 |
| CALEDONIA MINING CORP PLC (CALEDONIA MINING CORPORATION PLC) | Long | Equity-common | JE | $330K | 28K | 0.00 |
| CALERES INC (Caleres Inc.) | Long | Equity-common | US | $10M | 264K | 0.09 |
| CALIFORNIA BANCORP INC | Long | Equity-common | US | $223K | 9K | 0.00 |
| CALIFORNIA FIRST LEASING CORP (CALIFORNIA FIRST LEASING CORPORATION) | Long | Equity-common | US | $51K | 3K | 0.00 |
| CALIFORNIA RESOURCES CORP (CALIFORNIA RESOURCES CORPORATION) | Long | Equity-common | US | $20M | 398K | 0.19 |
| CALIX INC (CALIX, INC.) | Long | Equity-common | US | $3M | 74K | 0.03 |
| CAMBIUM NETWORKS CORP | Long | Equity-common | KY | $2K | 735 | 0.00 |
| CAMDEN NATIONAL CORP (CAMDEN NATIONAL CORPORATION) | Long | Equity-common | US | $3M | 79K | 0.03 |
| CANTERBURY PARK HOLDING CORP (CANTERBURY PARK HOLDING CORPORATION.) | Long | Equity-common | US | $162K | 8K | 0.00 |
| CAPITAL BANCORP INC (CAPITAL BANCORP, INC.) | Long | Equity-common | US | $610K | 24K | 0.01 |
| CAPITAL CITY BANK GROUP INC (CAPITAL CITY BANK GROUP, INC.) | Long | Equity-common | US | $4M | 112K | 0.04 |
| CAPITOL FEDERAL FINANCIAL INC (CAPITOL FEDERAL FINANCIAL, INC.) | Long | Equity-common | US | $5M | 746K | 0.04 |
| CAPRI HOLDINGS LTD (Capri Holdings Limited) | Long | Equity-common | VG | $8M | 231K | 0.07 |
| CARDLYTICS INC (CARDLYTICS, INC.) | Long | Equity-common | US | $806K | 97K | 0.01 |
| CAREDX INC (CAREDX, INC.) | Long | Equity-common | US | $2M | 123K | 0.02 |
| CARIBOU BIOSCIENCES INC | Long | Equity-common | US | $966K | 417K | 0.01 |
| CARPARTS COM INC (CARPARTS.COM, INC.) | Long | Equity-common | US | $94K | 93K | 0.00 |
| CARPENTER TECHNOLOGY CORP (CARPENTER TECHNOLOGY CORPORATION) | Long | Equity-common | US | $27M | 184K | 0.25 |
| CARRIAGE SERVICES INC (CARRIAGE SERVICES, INC.) | Long | Equity-common | US | $2M | 66K | 0.02 |
| CARS COM INC (CARS.COM INC.) | Long | Equity-common | US | $6M | 268K | 0.05 |
| CARTER BANKSHARES INC (Carter Bankshares, Inc.) | Long | Equity-common | US | $2M | 108K | 0.02 |
| CARTER S INC (CARTER'S, INC.) | Long | Equity-common | US | $5M | 78K | 0.04 |
| CARVER BANCORP INC (CARVER BANCORP, INC.) | Long | Equity-common | US | $19K | 10K | 0.00 |
| CASTLE BIOSCIENCES INC | Long | Equity-common | US | $3M | 143K | 0.03 |
| CATALENT INC (CATALENT, INC.) | Long | Equity-common | US | $39K | 652 | 0.00 |
| CATHAY GENERAL BANCORP | Long | Equity-common | US | $21M | 485K | 0.20 |
| CATO CORP (THE CATO CORPORATION) | Long | Equity-common | US | $446K | 87K | 0.00 |
| CAVCO INDUSTRIES INC (CAVCO INDUSTRIES, INC.) | Long | Equity-common | US | $23M | 55K | 0.21 |
| CB FINANCIAL SERVICES INC (CB FINANCIAL SERVICES, INC.) | Long | Equity-common | US | $42K | 2K | 0.00 |
| CCUR HOLDINGS INC (CCUR HOLDINGS, INC.) | Long | Equity-common | US | $28K | 11 | 0.00 |
| CECO ENVIRONMENTAL CORP (CECO ENVIRONMENTAL CORP.) | Long | Equity-common | US | $4M | 127K | 0.03 |
| CENTRAL GARDEN PET CO (CENTRAL GARDEN & PET COMPANY) | Long | Equity-common | US | $13M | 367K | 0.12 |
| CENTRAL GARDEN PET CO (CENTRAL GARDEN & PET COMPANY) | Long | Equity-common | US | $3M | 75K | 0.03 |
| CENTRAL PACIFIC FINANCIAL CORP (CENTRAL PACIFIC FINANCIAL CORP.) | Long | Equity-common | US | $4M | 154K | 0.04 |
| CENTURY ALUMINUM CO (CENTURY ALUMINUM COMPANY) | Long | Equity-common | US | $752K | 50K | 0.01 |
| CENTURY CASINOS INC (CENTURY CASINOS, INC.) | Long | Equity-common | US | $23K | 8K | 0.00 |
| CENTURY COMMUNITIES INC (CENTURY COMMUNITIES, INC.) | Long | Equity-common | US | $25M | 239K | 0.23 |
| CENTURY THERAPEUTICS INC | Long | Equity-common | US | $9K | 4K | 0.00 |
| CERENCE INC (CERENCE INC.) | Long | Equity-common | US | $508K | 160K | 0.00 |
| CERTARA INC (CERTARA, INC.) | Long | Equity-common | US | $6M | 400K | 0.06 |
| CEVA INC (CEVA, INC) | Long | Equity-common | US | $1M | 60K | 0.01 |
| CF BANKSHARES INC (CF BANKSHARES INC.) | Long | Equity-common | US | $16K | 766 | 0.00 |
| CF INDUSTRIES HOLDINGS (CF INDUSTRIES HOLDINGS, INC.) | Long | Equity-common | US | $113K | 1K | 0.00 |
| CHEFS WAREHOUSE INC THE (THE CHEFS' WAREHOUSE, INC.) | Long | Equity-common | US | $3M | 76K | 0.03 |
| CHEGG INC (CHEGG, INC.) | Long | Equity-common | US | $3M | 828K | 0.03 |
| CHEMUNG FINANCIAL CORP (CHEMUNG FINANCIAL CORPORATION) | Long | Equity-common | US | $629K | 13K | 0.01 |
| CHESAPEAKE ENERGY CORP (CHESAPEAKE ENERGY CORPORATION) | Long | Equity-common | US | $56M | 738K | 0.52 |
| CHICAGO RIVET MACHINE CO (CHICAGO RIVET & MACHINE CO.) | Long | Equity-common | US | $33K | 2K | 0.00 |
| CHOICEONE FINANCIAL SERVICES INC (CHOICEONE FINANCIAL SERVICES, INC.) | Long | Equity-common | US | $19K | 678 | 0.00 |
| CHORD ENERGY CORP (CHORD ENERGY CORPORATION) | Long | Equity-common | US | $39M | 228K | 0.36 |
| CHUY S HOLDINGS INC (CHUY'S HOLDINGS, INC.) | Long | Equity-common | US | $4M | 97K | 0.03 |
| CIPHER MINING INC | Long | Equity-common | US | $147K | 28K | 0.00 |
| CITI TRENDS INC (CITI TRENDS, INC.) | Long | Equity-common | US | $1M | 65K | 0.01 |
| CITIZENS COMMUNITY BANCORP INC WI (CITIZENS COMMUNITY BANCORP, INC) | Long | Equity-common | US | $557K | 43K | 0.01 |
| CITIZENS FINANCIAL SERVICES INC (CITIZENS FINANCIAL SERVICES, INC.) | Long | Equity-common | US | $47K | 875 | 0.00 |
| CITIZENS HOLDING CO (CITIZENS HOLDING COMPANY) | Long | Equity-common | US | $1K | 147 | 0.00 |
| CITIZENS INC TX (CITIZENS, INC.) | Long | Equity-common | US | $108K | 42K | 0.00 |
| CITIZENS NORTHERN CORP (CITIZENS & NORTHERN CORPORATION) | Long | Equity-common | US | $2M | 76K | 0.01 |
| CITY HOLDING CO (CITY HOLDING COMPANY) | Long | Equity-common | US | $3M | 25K | 0.03 |
| CIVEO CORP (CIVEO CORPORATION) | Long | Equity-common | CA | $1M | 42K | 0.01 |
| CIVISTA BANCSHARES INC (CIVISTA BANCSHARES, INC.) | Long | Equity-common | US | $2M | 84K | 0.01 |
| CIVITAS RESOURCES INC (CIVITAS RESOURCES, INC.) | Long | Equity-common | US | $8M | 119K | 0.08 |
| CKX LANDS INC (CKX LANDS, INC.) | Long | Equity-common | US | $2K | 184 | 0.00 |
| CLARIVATE PLC | Long | Equity-common | JE | $16M | 2M | 0.15 |
| CLARUS CORP (CLARUS CORPORATION) | Long | Equity-common | US | $862K | 143K | 0.01 |
| CLEAN ENERGY FUELS CORP (CLEAN ENERGY FUELS CORP.) | Long | Equity-common | US | $4M | 1M | 0.03 |
| CLEANSPARK INC (CLEANSPARK, INC.) | Long | Equity-common | US | $3M | 177K | 0.03 |
| CLEARFIELD INC (Clearfield, Inc.) | Long | Equity-common | US | $202K | 5K | 0.00 |
| CLEARWATER PAPER CORP (CLEARWATER PAPER CORPORATION) | Long | Equity-common | US | $6M | 113K | 0.06 |
| CLEVELAND CLIFFS INC (CLEVELAND-CLIFFS INC.) | Long | Equity-common | US | $44M | 3M | 0.41 |
| CLIMB GLOBAL SOLUTIONS INC (CLIMB GLOBAL SOLUTIONS, INC.) | Long | Equity-common | US | $580K | 8K | 0.01 |
| CNA FINANCIAL CORP (CNA FINANCIAL CORPORATION) | Long | Equity-common | US | $2M | 45K | 0.02 |
| CNB FINANCIAL CORP PA (CNB FINANCIAL CORPORATION) | Long | Equity-common | US | $2M | 79K | 0.02 |
| CNH INDUSTRIAL NV (CNH Industrial N.V.) | Long | Equity-common | NL | $5M | 482K | 0.05 |
| CNO FINANCIAL GROUP INC (CNO FINANCIAL GROUP, INC.) | Long | Equity-common | US | $30M | 848K | 0.27 |
| CNX RESOURCES CORP (CNX RESOURCES CORPORATION) | Long | Equity-common | US | $30M | 1M | 0.28 |
| COASTAL FINANCIAL CORP WA (COASTAL FINANCIAL CORPORATION) | Long | Equity-common | US | $826K | 16K | 0.01 |
| COCRYSTAL PHARMA INC | Long | Equity-common | US | $9K | 5K | 0.00 |
| CODA OCTOPUS GROUP INC (CODA OCTOPUS GROUP, INC.) | Long | Equity-common | US | $9K | 1K | 0.00 |
| CODEXIS INC | Long | Equity-common | US | $7K | 2K | 0.00 |
| COEUR MINING INC (COEUR MINING, INC.) | Long | Equity-common | US | $15M | 2M | 0.13 |
| COHEN CO INC (COHEN & COMPANY INC.) | Long | Equity-common | US | $17K | 2K | 0.00 |
| COHERENT CORP (Coherent Corp.) | Long | Equity-common | US | $28M | 397K | 0.26 |
| COHU INC (COHU, INC.) | Long | Equity-common | US | $10M | 301K | 0.09 |
| COLONY BANKCORP INC (COLONY BANKCORP, INC.) | Long | Equity-common | US | $874K | 56K | 0.01 |
| COLUMBIA BANKING SYSTEM INC (COLUMBIA BANKING SYSTEM, INC.) | Long | Equity-common | US | $6M | 233K | 0.06 |
| COLUMBIA FINANCIAL INC (COLUMBIA FINANCIAL, INC.) | Long | Equity-common | US | $2M | 101K | 0.02 |
| COLUMBIA SPORTSWEAR COMPANY | Long | Equity-common | US | $173K | 2K | 0.00 |
| COLUMBUS MCKINNON CORP NY (COLUMBUS MCKINNON CORPORATION) | Long | Equity-common | US | $7M | 174K | 0.06 |
| COMERICA INC (COMERICA INCORPORATED) | Long | Equity-common | US | $38M | 695K | 0.35 |
| COMMERCIAL METALS CO (COMMERCIAL METALS COMPANY) | Long | Equity-common | US | $51M | 847K | 0.47 |
| COMMERCIAL VEHICLE GROUP INC (COMMERCIAL VEHICLE GROUP, INC.) | Long | Equity-common | US | $686K | 126K | 0.01 |
| COMMUNITY FINANCIAL SYSTEM INC (COMMUNITY FINANCIAL SYSTEM, INC.) | Long | Equity-common | US | $12M | 198K | 0.11 |
| COMMUNITY TRUST BANCORP INC (COMMUNITY TRUST BANCORP, INC.) | Long | Equity-common | US | $7M | 128K | 0.06 |
| COMMUNITY WEST BANCSHARES | Long | Equity-common | US | $2M | 75K | 0.01 |
| COMPASS MINERALS INTERNATIONAL INC (COMPASS MINERALS INTERNATIONAL, INC.) | Long | Equity-common | US | $2M | 116K | 0.01 |
| COMPX INTERNATIONAL INC (COMPX INTERNATIONAL INC.) | Long | Equity-common | US | $165K | 6K | 0.00 |
| COMSTOCK HOLDING COS INC (COMSTOCK HOLDING COMPANIES, INC.) | Long | Equity-common | US | $514.35 | 81 | 0.00 |
| COMSTOCK RESOURCES INC (COMSTOCK RESOURCES, INC.) | Long | Equity-common | US | $14M | 1M | 0.13 |
| COMTECH TELECOMMUNICATIONS CORP (COMTECH TELECOMMUNICATIONS CORP.) | Long | Equity-common | US | $347K | 107K | 0.00 |
| CONCENTRIX CORP (CONCENTRIX CORPORATION) | Long | Equity-common | US | $13M | 181K | 0.12 |
| CONCRETE PUMPING HOLDINGS INC (CONCRETE PUMPING HOLDINGS, INC.) | Long | Equity-common | US | $695K | 104K | 0.01 |
| CONDUENT INC (CONDUENT INCORPORATED) | Long | Equity-common | US | $5M | 1M | 0.04 |
| CONNECTONE BANCORP INC (CONNECTONE BANCORP, INC.) | Long | Equity-common | US | $5M | 195K | 0.04 |
| CONSOL ENERGY INC (CONSOL ENERGY INC.) | Long | Equity-common | US | $22M | 225K | 0.21 |
| CONSOLIDATED COMMUNICATIONS HOLDINGS INC (CONSOLIDATED COMMUNICATIONS HOLDINGS, INC.) | Long | Equity-common | US | $1M | 276K | 0.01 |
| CONSUMER PORTFOLIO SERVICES INC (CONSUMER PORTFOLIO SERVICES, INC.) | Long | Equity-common | US | $1M | 133K | 0.01 |
| CONTAINER STORE GROUP INC (THE CONTAINER STORE GROUP, INC.) | Long | Equity-common | US | $66K | 75K | 0.00 |
| CONTEXTLOGIC INC COM | Long | Equity-common | US | $77K | 14K | 0.00 |
| COOPER STANDARD HOLDINGS INC (COOPER-STANDARD HOLDINGS INC.) | Long | Equity-common | US | $603K | 41K | 0.01 |
| COPA HOLDINGS SA (Copa Holdings, S.A.) | Long | Equity-common | PA | $10M | 108K | 0.09 |
| CORE MOLDING TECHNOLOGIES INC (CORE MOLDING TECHNOLOGIES, INC.) | Long | Equity-common | US | $421K | 23K | 0.00 |
| CORSAIR GAMING INC (CORSAIR GAMING, INC.) | Long | Equity-common | US | $2M | 188K | 0.01 |
| COSTAMARE INC (COSTAMARE INC.) | Long | Equity-common | MH | $11M | 716K | 0.10 |
| COTY INC (COTY INC.) | Long | Equity-common | US | $12M | 1M | 0.11 |
| COVENANT LOGISTICS GROUP INC (COVENANT LOGISTICS GROUP, INC.) | Long | Equity-common | US | $4M | 77K | 0.04 |
| CREATIVE REALITIES INC (CREATIVE REALITIES, INC.) | Long | Equity-common | US | $60K | 13K | 0.00 |
| CRESCENT ENERGY INC (CRESCENT ENERGY COMPANY) | Long | Equity-common | US | $6M | 455K | 0.05 |
| CREXENDO INC (CREXENDO, INC.) | Long | Equity-common | US | $75K | 18K | 0.00 |
| CROSS COUNTRY HEALTHCARE INC (CROSS COUNTRY HEALTHCARE, INC.) | Long | Equity-common | US | $3M | 148K | 0.03 |
| CROSSFIRST BANKSHARES INC (CROSSFIRST BANKSHARES, INC.) | Long | Equity-common | US | $3M | 174K | 0.03 |
| CROWN CRAFTS INC (CROWN CRAFTS, INC.) | Long | Equity-common | US | $13K | 3K | 0.00 |
| CRYOPORT INC (CRYOPORT, INC.) | Long | Equity-common | US | $615K | 67K | 0.01 |
| CSP INC (CSP, INC.) | Long | Equity-common | US | $140K | 9K | 0.00 |
| CTS CORP (CTS CORPORATION) | Long | Equity-common | US | $8M | 169K | 0.08 |
| CULLINAN THERAPEUTICS INC | Long | Equity-common | US | $2M | 82K | 0.01 |
| CULP INC (CULP, INC.) | Long | Equity-common | US | $338K | 67K | 0.00 |
| CUMBERLAND PHARMACEUTICALS INC | Long | Equity-common | US | $56K | 39K | 0.00 |
| CUMULUS MEDIA INC (CUMULUS MEDIA INC.) | Long | Equity-common | US | $298K | 149K | 0.00 |
| CUSHMAN WAKEFIELD PLC (CUSHMAN & WAKEFIELD PLC) | Long | Equity-common | GB | $17M | 1M | 0.16 |
| CUSTOM TRUCK ONE SOURCE INC (CUSTOM TRUCK ONE SOURCE, INC.) | Long | Equity-common | US | $1M | 231K | 0.01 |
| CUSTOMERS BANCORP INC (Customers Bancorp, Inc.) | Long | Equity-common | US | $13M | 204K | 0.12 |
| CVB FINANCIAL CORP (CVB FINANCIAL CORP.) | Long | Equity-common | US | $14M | 729K | 0.13 |
| CVD EQUIPMENT CORP (CVD EQUIPMENT CORPORATION) | Long | Equity-common | US | $1K | 266 | 0.00 |
| CVR ENERGY INC (CVR ENERGY, INC.) | Long | Equity-common | US | $8M | 285K | 0.08 |
| CYTEK BIOSCIENCES INC | Long | Equity-common | US | $327K | 49K | 0.00 |
| DAILY JOURNAL CORP (DAILY JOURNAL CORPORATION) | Long | Equity-common | US | $870K | 2K | 0.01 |
| DAKTRONICS INC (DAKTRONICS, INC.) | Long | Equity-common | US | $5M | 310K | 0.04 |
| DANA INC (DANA INCORPORATED) | Long | Equity-common | US | $12M | 924K | 0.11 |
| DARLING INGREDIENTS INC (DARLING INGREDIENTS INC.) | Long | Equity-common | US | $20M | 498K | 0.18 |
| DATA I O CORP (DATA I/O CORPORATION) | Long | Equity-common | US | $121K | 46K | 0.00 |
| DEFINITIVE HEALTHCARE CORP | Long | Equity-common | US | $1M | 327K | 0.01 |
| DELEK US HOLDINGS INC (DELEK US HOLDINGS, INC.) | Long | Equity-common | US | $12M | 506K | 0.11 |
| DELUXE CORP (DELUXE CORPORATION) | Long | Equity-common | US | $4M | 164K | 0.04 |
| DENTSPLY SIRONA INC (DENTSPLY SIRONA INC.) | Long | Equity-common | US | $3M | 103K | 0.03 |
| DESIGN THERAPEUTICS INC | Long | Equity-common | US | $21K | 4K | 0.00 |
| DESIGNER BRANDS INC (DESIGNER BRANDS INC.) | Long | Equity-common | US | $3M | 352K | 0.03 |
| DESTINATION XL GROUP INC (DESTINATION XL GROUP, INC.) | Long | Equity-common | US | $621K | 166K | 0.01 |
| DHI GROUP INC (DHI GROUP, INC.) | Long | Equity-common | US | $322K | 152K | 0.00 |
| DHT HOLDINGS INC (DHT HOLDINGS, INC.) | Long | Equity-common | MH | $16M | 1M | 0.15 |
| DIAMOND OFFSHORE DRILLING INC (DIAMOND OFFSHORE DRILLING, INC.) | Long | Equity-common | US | $2M | 112K | 0.02 |
| DIEBOLD NIXDORF INC (DIEBOLD NIXDORF, INCORPORATED) | Long | Equity-common | US | $636K | 15K | 0.01 |
| DIGI INTERNATIONAL INC (DIGI INTERNATIONAL INC.) | Long | Equity-common | US | $6M | 216K | 0.05 |
| DIGITALBRIDGE GROUP INC (DIGITALBRIDGE GROUP, INC.) | Long | Equity-common | US | $1M | 80K | 0.01 |
| DILLARD S INC (DILLARD'S, INC.) | Long | Equity-common | US | $5M | 12K | 0.04 |
| DIME COMMUNITY BANCSHARES INC (DIME COMMUNITY BANCSHARES, INC.) | Long | Equity-common | US | $4M | 169K | 0.04 |
| DIODES INC (DIODES INCORPORATED) | Long | Equity-common | US | $18M | 236K | 0.17 |
| DISTRIBUTION SOLUTIONS GROUP I (DISTRIBUTION SOLUTIONS GROUP, INC.) | Long | Equity-common | US | $2M | 55K | 0.02 |
| DLH HOLDINGS CORP (DLH HOLDINGS CORP.) | Long | Equity-common | US | $310K | 27K | 0.00 |
| DMC GLOBAL INC (DMC GLOBAL INC.) | Long | Equity-common | US | $2M | 155K | 0.02 |
| DNOW INC (DNOW INC.) | Long | Equity-common | US | $14M | 933K | 0.13 |
| DOLE PLC (DOLE PUBLIC LIMITED COMPANY) | Long | Equity-common | IE | $1M | 70K | 0.01 |
| DOMINARI HOLDINGS INC | Long | Equity-common | US | $48K | 27K | 0.00 |
| DONEGAL GROUP INC (DONEGAL GROUP INC.) | Long | Equity-common | US | $2M | 148K | 0.02 |
| DONEGAL GROUP INC (DONEGAL GROUP INC.) | Long | Equity-common | US | $84K | 6K | 0.00 |
| DORIAN LPG LTD (Dorian LPG Ltd.) | Long | Equity-common | MH | $15M | 363K | 0.14 |
| DORMAN PRODUCTS INC (DORMAN PRODUCTS, INC.) | Long | Equity-common | US | $11M | 108K | 0.10 |
| DOUBLEVERIFY HOLDINGS INC | Long | Equity-common | US | $5M | 227K | 0.04 |
| DOUGLAS DYNAMICS INC (DOUGLAS DYNAMICS, INC.) | Long | Equity-common | US | $2M | 63K | 0.02 |
| DOUGLAS ELLIMAN INC | Long | Equity-common | US | $260K | 126K | 0.00 |
| DREAM FINDERS HOMES INC (DREAM FINDERS HOMES, INC.) | Long | Equity-common | US | $447K | 14K | 0.00 |
| DRIL QUIP INC (DRIL-QUIP, INC.) | Long | Equity-common | US | $3M | 180K | 0.03 |
| DT MIDSTREAM INC (DT MIDSTREAM, INC.) | Long | Equity-common | US | $37M | 485K | 0.34 |
| DUCKHORN PORTFOLIO INC THE (THE DUCKHORN PORTFOLIO, INC.) | Long | Equity-common | US | $3M | 444K | 0.03 |
| DUCOMMUN INC (DUCOMMUN INCORPORATED) | Long | Equity-common | US | $6M | 95K | 0.06 |
| DULUTH HOLDINGS INC (DULUTH HOLDINGS INC.) | Long | Equity-common | US | $492K | 135K | 0.00 |
| DUN BRADSTREET HOLDINGS INC (DUN & BRADSTREET HOLDINGS, INC.) | Long | Equity-common | US | $19M | 2M | 0.18 |
| DXC TECHNOLOGY CO (DXC TECHNOLOGY COMPANY) | Long | Equity-common | US | $22M | 1M | 0.21 |
| DXP ENTERPRISES INC (DXP ENTERPRISES, INC.) | Long | Equity-common | US | $5M | 99K | 0.05 |
| DYNAVAX TECHNOLOGIES CORP (DYNAVAX TECHNOLOGIES CORPORATION) | Long | Equity-common | US | $4M | 324K | 0.03 |
| E2OPEN PARENT HOLDINGS INC (E2OPEN PARENT HOLDINGS, INC.) | Long | Equity-common | US | $5M | 999K | 0.04 |
| EAGLE BANCORP INC (EAGLE BANCORP, INC.) | Long | Equity-common | US | $3M | 150K | 0.03 |
| EAGLE BANCORP MONTANA INC (EAGLE BANCORP MONTANA, INC.) | Long | Equity-common | US | $77K | 5K | 0.00 |
| EAST WEST BANCORP INC (EAST WEST BANCORP, INC.) | Long | Equity-common | US | $6M | 65K | 0.05 |
| EASTERN BANKSHARES INC (EASTERN BANKSHARES, INC.) | Long | Equity-common | US | $12M | 694K | 0.11 |
| EASTERN CO THE (EASTERN COMPANY THE) | Long | Equity-common | US | $1M | 37K | 0.01 |
| EASTMAN CHEMICAL CO (EASTMAN CHEMICAL COMPANY) | Long | Equity-common | US | $3M | 33K | 0.03 |
| EASTMAN KODAK CO (EASTMAN KODAK COMPANY) | Long | Equity-common | US | $1M | 233K | 0.01 |
| ECHOSTAR CORP (ECHOSTAR CORPORATION) | Long | Equity-common | US | $3M | 135K | 0.03 |
| ECOVYST INC (ECOVYST INC.) | Long | Equity-common | US | $7M | 716K | 0.06 |
| EDGEWELL PERSONAL CARE CO (Edgewell Personal Care Company) | Long | Equity-common | US | $17M | 422K | 0.15 |
| EDITAS MEDICINE INC (EDITAS MEDICINE, INC.) | Long | Equity-common | US | $3M | 538K | 0.03 |
| EDUCATIONAL DEVELOPMENT CORP (EDUCATIONAL DEVELOPMENT CORPORATION) | Long | Equity-common | US | $9K | 4K | 0.00 |
| EGAIN CORP (EGAIN CORPORATION) | Long | Equity-common | US | $348K | 48K | 0.00 |
| EHEALTH INC (EHEALTH, INC.) | Long | Equity-common | US | $865K | 163K | 0.01 |
| EL POLLO LOCO HOLDINGS INC (EL POLLO LOCO HOLDINGS, INC) | Long | Equity-common | US | $3M | 250K | 0.03 |
| ELANCO ANIMAL HEALTH INC (ELANCO ANIMAL HEALTH INCORPORATED) | Long | Equity-common | US | $23M | 2M | 0.21 |
| ELECTRO SENSORS INC (Electro-Sensors, Inc.) | Long | Equity-common | US | $1K | 377 | 0.00 |
| ELECTROMED INC | Long | Equity-common | US | $558K | 36K | 0.01 |
| ELEDON PHARMACEUTICALS (Eledon Pharmaceuticals Inc) | Long | Equity-common | US | $29K | 10K | 0.00 |
| ELEMENT SOLUTIONS INC | Long | Equity-common | US | $16M | 590K | 0.15 |
| EMPLOYERS HOLDINGS INC (EMPLOYERS HOLDINGS, INC.) | Long | Equity-common | US | $10M | 206K | 0.09 |
| ENACT HOLDINGS INC (ENACT HOLDINGS, INC.) | Long | Equity-common | US | $5M | 132K | 0.04 |
| ENCORE CAPITAL GROUP INC (ENCORE CAPITAL GROUP, INC.) | Long | Equity-common | US | $9M | 177K | 0.08 |
| ENERGY SERVICES OF AMERICA CORP (ENERGY SERVICES OF AMERICA CORPORATION) | Long | Equity-common | US | $56K | 7K | 0.00 |
| ENERSYS | Long | Equity-common | US | $12M | 106K | 0.11 |
| ENHABIT HOME HEALTH HOSPICE (ENHABIT, INC.) | Long | Equity-common | US | $4M | 357K | 0.03 |
| ENNIS INC (ENNIS, INC.) | Long | Equity-common | US | $4M | 150K | 0.03 |
| ENOVA INTERNATIONAL INC (ENOVA INTERNATIONAL, INC.) | Long | Equity-common | US | $19M | 218K | 0.18 |
| ENOVIS CORP (ENOVIS CORPORATION) | Long | Equity-common | US | $16M | 336K | 0.15 |
| ENPRO INC (Enpro Inc.) | Long | Equity-common | US | $22M | 126K | 0.20 |
| ENSTAR GROUP LTD (ENSTAR GROUP LIMITED) | Long | Equity-common | BM | $26M | 81K | 0.25 |
| ENTERPRISE BANCORP INC MA (ENTERPRISE BANCORP, INC.) | Long | Equity-common | US | $1M | 41K | 0.01 |
| ENTERPRISE FINANCIAL SERVICES CORP | Long | Equity-common | US | $12M | 236K | 0.12 |
| ENTRAVISION COMMUNICATIONS CORP (ENTRAVISION COMMUNICATIONS CORPORATION) | Long | Equity-common | US | $1M | 534K | 0.01 |
| ENVIRI CORP (ENVIRI CORPORATION) | Long | Equity-common | US | $5M | 415K | 0.05 |
| ENVISTA HOLDINGS CORP (ENVISTA HOLDINGS CORPORATION) | Long | Equity-common | US | $14M | 800K | 0.13 |
| ENZO BIOCHEM INC (ENZO BIOCHEM, INC.) | Long | Equity-common | US | $94K | 83K | 0.00 |
| EPLUS INC (EPLUS INC.) | Long | Equity-common | US | $16M | 169K | 0.14 |
| EPSILON ENERGY LTD (EPSILON ENERGY LTD.) | Long | Equity-common | CA | $484K | 89K | 0.00 |
| EQUITY BANCSHARES INC (EQUITY BANCSHARES, INC.) | Long | Equity-common | US | $4M | 106K | 0.04 |
| ERASCA INC | Long | Equity-common | US | $219K | 69K | 0.00 |
| ESAB CORP (ESAB CORPORATION) | Long | Equity-common | US | $7M | 67K | 0.06 |
| ESC GCI LIBERTY INC SHS | Long | Equity-common | US | $32K | 36K | 0.00 |
| ESCALADE INC (ESCALADE, INCORPORATED) | Long | Equity-common | US | $563K | 38K | 0.01 |
| ESCO TECHNOLOGIES INC (ESCO TECHNOLOGIES INC.) | Long | Equity-common | US | $18M | 146K | 0.17 |
| ESPEY MFG ELECTRONICS CORP (ESPEY MFG. & ELECTRONICS CORP.) | Long | Equity-common | US | $304K | 14K | 0.00 |
| ESQUIRE FINANCIAL HOLDINGS INC | Long | Equity-common | US | $684K | 11K | 0.01 |
| ESSA BANCORP INC (ESSA Bancorp, Inc.) | Long | Equity-common | US | $468K | 24K | 0.00 |
| ESSENT GROUP LTD | Long | Equity-common | BM | $35M | 557K | 0.33 |
| ETHAN ALLEN INTERIORS INC (ETHAN ALLEN INTERIORS INC.) | Long | Equity-common | US | $6M | 179K | 0.05 |
| EVANS BANCORP INC (EVANS BANCORP, INC.) | Long | Equity-common | US | $656K | 19K | 0.01 |
| EVERCOMMERCE INC (EVERCOMMERCE INC.) | Long | Equity-common | US | $153K | 13K | 0.00 |
| EVERSPIN TECHNOLOGIES INC | Long | Equity-common | US | $151K | 24K | 0.00 |
| EVI INDUSTRIES INC (EVI INDUSTRIES, INC.) | Long | Equity-common | US | $14K | 689 | 0.00 |
| EVOLENT HEALTH INC (EVOLENT HEALTH, INC.) | Long | Equity-common | US | $4M | 179K | 0.04 |
| EVOLUTION PETROLEUM CORP (EVOLUTION PETROLEUM CORPORATION) | Long | Equity-common | US | $1M | 181K | 0.01 |
| EW SCRIPPS CO THE (THE E.W. SCRIPPS COMPANY) | Long | Equity-common | US | $1M | 379K | 0.01 |
| EXPRO GROUP HOLDINGS NV (Expro Group Holdings N.V.) | Long | Equity-common | NL | $10M | 440K | 0.10 |
| EZCORP INC (EZCORP, INC.) | Long | Equity-common | US | $4M | 427K | 0.04 |
| F G ANNUITIES LIFE INC (F&G ANNUITIES & LIFE, INC.) | Long | Equity-common | US | $456K | 11K | 0.00 |
| FARMER BROS CO (FARMER BROS. CO.) | Long | Equity-common | US | $272K | 100K | 0.00 |
| FARMERS MERCHANTS BANCORP INC ARCHBOLD OH (FARMERS & MERCHANTS BANCORP, INC.) | Long | Equity-common | US | $263K | 10K | 0.00 |
| FARMERS NATIONAL BANC CORP (FARMERS NATIONAL BANC CORP.) | Long | Equity-common | US | $2M | 100K | 0.01 |
| FARO TECHNOLOGIES INC (FARO TECHNOLOGIES, INC.) | Long | Equity-common | US | $2M | 106K | 0.02 |
| FASTLY INC (FASTLY, INC.) | Long | Equity-common | US | $6M | 718K | 0.05 |
| FATE THERAPEUTICS INC (FATE THERAPEUTICS, INC.) | Long | Equity-common | US | $2M | 392K | 0.02 |
| FB FINANCIAL CORP (FB Financial Corporation) | Long | Equity-common | US | $12M | 247K | 0.11 |
| FEDERAL AGRICULTURAL MORTGAGE CORP (FEDERAL AGRICULTURAL MORTGAGE CORPORATION) | Long | Equity-common | US | $11M | 54K | 0.10 |
| FEDERAL AGRICULTURAL MORTGAGE CORP (FEDERAL AGRICULTURAL MORTGAGE CORPORATION) | Long | Equity-common | US | $454K | 3K | 0.00 |
| FERROGLOBE PLC | Long | Equity-common | GB | $1M | 198K | 0.01 |
| FIGS INC (FIGS, INC.) | Long | Equity-common | US | $1M | 159K | 0.01 |
| FINANCIAL INSTITUTIONS INC (FINANCIAL INSTITUTIONS, INC.) | Long | Equity-common | US | $2M | 86K | 0.02 |
| FINWARD BANCORP | Long | Equity-common | US | $31K | 1K | 0.00 |
| FINWISE BANCORP | Long | Equity-common | US | $37K | 3K | 0.00 |
| FIRST ADVANTAGE CORP (FIRST ADVANTAGE CORPORATION) | Long | Equity-common | US | $4M | 240K | 0.04 |
| FIRST AMERICAN FINANCIAL CORP (FIRST AMERICAN FINANCIAL CORPORATION) | Long | Equity-common | US | $34M | 553K | 0.31 |
| FIRST BANCORP INC THE (THE FIRST BANCORP, INC.) | Long | Equity-common | US | $2M | 61K | 0.02 |
| FIRST BANCORP PUERTO RICO (First BanCorp.) | Long | Equity-common | PR | $29M | 1M | 0.27 |
| FIRST BANCORP SOUTHERN PINES NC | Long | Equity-common | US | $9M | 227K | 0.09 |
| FIRST BANCSHARES INC THE (THE FIRST BANCSHARES, INC.) | Long | Equity-common | US | $4M | 131K | 0.04 |
| FIRST BANK HAMILTON NJ | Long | Equity-common | US | $1M | 74K | 0.01 |
| FIRST BUSEY CORP (FIRST BUSEY CORPORATION) | Long | Equity-common | US | $9M | 341K | 0.09 |
| FIRST BUSINESS FINANCIAL SERVICES INC (FIRST BUSINESS FINANCIAL SERVICES, INC.) | Long | Equity-common | US | $2M | 44K | 0.02 |
| FIRST CAPITAL INC (FIRST CAPITAL, INC.) | Long | Equity-common | US | $11K | 347 | 0.00 |
| FIRST COMMONWEALTH FINANCIAL CORP (FIRST COMMONWEALTH FINANCIAL CORPORATION) | Long | Equity-common | US | $15M | 810K | 0.14 |
| FIRST COMMUNITY BANKSHARES INC (First Community Bankshares, Inc.) | Long | Equity-common | US | $4M | 99K | 0.04 |
| FIRST COMMUNITY CORP SC (FIRST COMMUNITY CORPORATION) | Long | Equity-common | US | $123K | 5K | 0.00 |
| FIRST FINANCIAL BANCORP (FIRST FINANCIAL BANCORP.) | Long | Equity-common | US | $18M | 657K | 0.17 |
| FIRST FINANCIAL CORP IN (FIRST FINANCIAL CORPORATION) | Long | Equity-common | US | $3M | 68K | 0.03 |
| FIRST FINANCIAL NORTHWEST INC (FIRST FINANCIAL NORTHWEST, INC.) | Long | Equity-common | US | $2M | 75K | 0.01 |
| FIRST FOUNDATION INC (FIRST FOUNDATION INC.) | Long | Equity-common | US | $2M | 287K | 0.02 |
| FIRST HAWAIIAN INC (FIRST HAWAIIAN, INC.) | Long | Equity-common | US | $18M | 709K | 0.17 |
| FIRST HORIZON CORP (FIRST HORIZON CORPORATION) | Long | Equity-common | US | $49M | 3M | 0.45 |
| FIRST INTERNET BANCORP | Long | Equity-common | US | $1M | 40K | 0.01 |
| FIRST INTERSTATE BANCSYSTEM INC (FIRST INTERSTATE BANCSYSTEM, INC.) | Long | Equity-common | US | $18M | 558K | 0.16 |
| FIRST MERCHANTS CORP (FIRST MERCHANTS CORPORATION) | Long | Equity-common | US | $15M | 383K | 0.14 |
| FIRST MID BANCSHARES INC (FIRST MID BANCSHARES, INC.) | Long | Equity-common | US | $3M | 79K | 0.03 |
| FIRST NATIONAL CORP VA | Long | Equity-common | US | $26K | 1K | 0.00 |
| FIRST NORTHWEST BANCORP | Long | Equity-common | US | $870K | 85K | 0.01 |
| FIRST OF LONG ISLAND CORP THE (THE FIRST OF LONG ISLAND CORPORATION) | Long | Equity-common | US | $1M | 84K | 0.01 |
| FIRST SAVINGS FINANCIAL GROUP INC (FIRST SAVINGS FINANCIAL GROUP, INC.) | Long | Equity-common | US | $63K | 3K | 0.00 |
| FIRST UNITED CORP (FIRST UNITED CORPORATION) | Long | Equity-common | US | $795K | 28K | 0.01 |
| FIRST US BANCSHARES INC (FIRST US BANCSHARES, INC) | Long | Equity-common | US | $2K | 230 | 0.00 |
| FIRST WATCH RESTAURANT GROUP INC (FIRST WATCH RESTAURANT GROUP, INC.) | Long | Equity-common | US | $2M | 143K | 0.02 |
| FIRST WESTERN FINANCIAL INC (FIRST WESTERN FINANCIAL, INC.) | Long | Equity-common | US | $305K | 17K | 0.00 |
| FIVE BELOW INC (FIVE BELOW, INC.) | Long | Equity-common | US | $997K | 14K | 0.01 |
| FIVE POINT HOLDINGS LLC (FIVE POINT HOLDINGS, LLC) | Long | Equity-common | US | $40K | 12K | 0.00 |
| FIVE STAR BANCORP | Long | Equity-common | US | $82K | 3K | 0.00 |
| FLANIGAN S ENTERPRISES INC (FLANIGAN'S ENTERPRISES, INC.) | Long | Equity-common | US | $254K | 10K | 0.00 |
| FLEX LTD (FLEX LTD.) | Long | Equity-common | SG | $14M | 444K | 0.13 |
| FLEXSTEEL INDUSTRIES INC (FLEXSTEEL INDUSTRIES, INC.) | Long | Equity-common | US | $2M | 42K | 0.01 |
| FLUENT INC (FLUENT, INC.) | Long | Equity-common | US | $2K | 606 | 0.00 |
| FLUSHING FINANCIAL CORP (FLUSHING FINANCIAL CORPORATION) | Long | Equity-common | US | $2M | 134K | 0.02 |
| FMC CORP (FMC CORPORATION) | Long | Equity-common | US | $3K | 59 | 0.00 |
| FNB CORP PA (F.N.B. CORPORATION) | Long | Equity-common | US | $34M | 2M | 0.32 |
| FONAR CORP (FONAR CORPORATION) | Long | Equity-common | US | $698K | 38K | 0.01 |
| FOOT LOCKER INC (FOOT LOCKER, INC.) | Long | Equity-common | US | $19M | 655K | 0.18 |
| FORESTAR GROUP INC (FORESTAR GROUP INC.) | Long | Equity-common | US | $8M | 251K | 0.07 |
| FORRESTER RESEARCH INC (FORRESTER RESEARCH, INC.) | Long | Equity-common | US | $484K | 24K | 0.00 |
| FORTITUDE GOLD CORP | Long | Equity-common | US | $129K | 28K | 0.00 |
| FORUM ENERGY TECHNOLOGIES INC (FORUM ENERGY TECHNOLOGIES, INC.) | Long | Equity-common | US | $1M | 55K | 0.01 |
| FRANKLIN FINANCIAL SERVICES CORP (FRANKLIN FINANCIAL SERVICES CORPORATION) | Long | Equity-common | US | $66K | 2K | 0.00 |
| FRANKLIN RESOURCES INC (FRANKLIN RESOURCES, INC.) | Long | Equity-common | US | $5M | 197K | 0.04 |
| FRANKLIN WIRELESS CORP (FRANKLIN WIRELESS CORP.) | Long | Equity-common | US | $34K | 8K | 0.00 |
| FREQUENCY ELECTRONICS INC (FREQUENCY ELECTRONICS, INC.) | Long | Equity-common | US | $596K | 44K | 0.01 |
| FRESH DEL MONTE PRODUCE INC (FRESH DEL MONTE PRODUCE INC.) | Long | Equity-common | KY | $10M | 383K | 0.09 |
| FRIEDMAN INDUSTRIES INC (FRIEDMAN INDUSTRIES, INCORPORATED) | Long | Equity-common | US | $613K | 36K | 0.01 |
| FRONTIER COMMUNICATIONS PARENT INC (FRONTIER COMMUNICATIONS PARENT, INC.) | Long | Equity-common | US | $29M | 1M | 0.27 |
| FRP HOLDINGS INC (FRP HOLDINGS, INC.) | Long | Equity-common | US | $2M | 82K | 0.02 |
| FS BANCORP INC (FS BANCORP, INC.) | Long | Equity-common | US | $1M | 32K | 0.01 |
| FTAI INFRASTRUCTURE INC (FTAI INFRASTRUCTURE INC.) | Long | Equity-common | US | $1M | 122K | 0.01 |
| FULCRUM THERAPEUTICS INC | Long | Equity-common | US | $1M | 135K | 0.01 |
| FULGENT GENETICS INC (FULGENT GENETICS, INC.) | Long | Equity-common | US | $6M | 246K | 0.05 |
| FULL HOUSE RESORTS INC (FULL HOUSE RESORTS, INC.) | Long | Equity-common | US | $85K | 15K | 0.00 |
| FULTON FINANCIAL CORP (FULTON FINANCIAL CORPORATION) | Long | Equity-common | US | $25M | 1M | 0.24 |
| FUNDAMENTAL GLOBAL INC (FUNDAMENTAL GLOBAL INC.) | Long | Equity-common | US | $24K | 23K | 0.00 |
| FUNKO INC (FUNKO, INC.) | Long | Equity-common | US | $1M | 117K | 0.01 |
| FUTUREFUEL CORP (FUTUREFUEL CORP.) | Long | Equity-common | US | $2M | 304K | 0.02 |
| FVCBANKCORP INC (FVCBankcorp, Inc.) | Long | Equity-common | US | $291K | 23K | 0.00 |
| G III APPAREL GROUP LTD (G-III APPAREL GROUP, LTD.) | Long | Equity-common | US | $10M | 378K | 0.10 |
| GAIA INC (GAIA, INC.) | Long | Equity-common | US | $310K | 63K | 0.00 |
| GAMBLING COM GROUP LTD (GAMBLING.COM GROUP LIMITED) | Long | Equity-common | JE | $393K | 41K | 0.00 |
| GANNETT CO INC (GANNETT CO., INC.) | Long | Equity-common | US | $2M | 457K | 0.02 |
| GAP INC (THE GAP, INC.) | Long | Equity-common | US | $36M | 2M | 0.34 |
| GATES INDUSTRIAL CORP PLC (GATES INDUSTRIAL CORPORATION PLC) | Long | Equity-common | GB | $29M | 2M | 0.27 |
| GATOS SILVER INC | Long | Equity-common | US | $2M | 136K | 0.02 |
| GATX CORP (GATX CORPORATION) | Long | Equity-common | US | $12M | 86K | 0.11 |
| GENCO SHIPPING TRADING LTD (GENCO SHIPPING & TRADING LIMITED) | Long | Equity-common | MH | $6M | 323K | 0.06 |
| GENCOR INDUSTRIES INC (GENCOR INDUSTRIES, INC.) | Long | Equity-common | US | $2M | 70K | 0.02 |
| GENERATION BIO CO | Long | Equity-common | US | $93K | 28K | 0.00 |
| GENESCO INC (GENESCO INC.) | Long | Equity-common | US | $2M | 80K | 0.02 |
| GENIE ENERGY LTD (GENIE ENERGY LTD.) | Long | Equity-common | US | $2M | 125K | 0.02 |
| GENPACT LTD (GENPACT LIMITED) | Long | Equity-common | BM | $6M | 187K | 0.06 |
| GENTHERM INC (GENTHERM INCORPORATED) | Long | Equity-common | US | $3M | 54K | 0.03 |
| GENWORTH FINANCIAL INC CL A (GENWORTH FINANCIAL, INC.) | Long | Equity-common | US | $23M | 3M | 0.21 |
| GEOSPACE TECHNOLOGIES CORP (GEOSPACE TECHNOLOGIES CORPORATION) | Long | Equity-common | US | $455K | 49K | 0.00 |
| GERMAN AMERICAN BANCORP INC (GERMAN AMERICAN BANCORP, INC.) | Long | Equity-common | US | $5M | 115K | 0.04 |
| GIBRALTAR INDUSTRIES INC (GIBRALTAR INDUSTRIES, INC.) | Long | Equity-common | US | $13M | 181K | 0.13 |
| GLACIER BANCORP INC (GLACIER BANCORP, INC.) | Long | Equity-common | US | $2M | 51K | 0.02 |
| GLATFELTER CORP (Glatfelter Corporation) | Long | Equity-common | US | $82K | 54K | 0.00 |
| GLOBAL BUSINESS TRAVEL GROUP I (GLOBAL BUSINESS TRAVEL GROUP, INC.) | Long | Equity-common | US | $159K | 24K | 0.00 |
| GLOBE LIFE INC (GLOBE LIFE INC.) | Long | Equity-common | US | $13M | 142K | 0.12 |
| GLOBUS MEDICAL INC (GLOBUS MEDICAL, INC.) | Long | Equity-common | US | $1M | 16K | 0.01 |
| GMS INC (GMS Inc.) | Long | Equity-common | US | $23M | 240K | 0.21 |
| GOLDEN ENTERTAINMENT INC (GOLDEN ENTERTAINMENT, INC.) | Long | Equity-common | US | $685K | 20K | 0.01 |
| GOOD TIMES RESTAURANTS INC (GOOD TIMES RESTAURANTS INC.) | Long | Equity-common | US | $52K | 20K | 0.00 |
| GOODRX HOLDINGS INC (GOODRX HOLDINGS, INC.) | Long | Equity-common | US | $312K | 34K | 0.00 |
| GOODYEAR TIRE RUBBER CO (THE GOODYEAR TIRE & RUBBER COMPANY) | Long | Equity-common | US | $26M | 2M | 0.24 |
| GOPRO INC (GOPRO, INC) | Long | Equity-common | US | $687K | 452K | 0.01 |
| GORMAN RUPP CO THE (THE GORMAN- RUPP COMPANY) | Long | Equity-common | US | $5M | 114K | 0.04 |
| GRAHAM CORP (GRAHAM CORPORATION) | Long | Equity-common | US | $330K | 10K | 0.00 |
| GRAHAM HOLDINGS CO (GRAHAM HOLDINGS COMPANY) | Long | Equity-common | US | $24M | 30K | 0.22 |
| GRANITE CONSTRUCTION INC (GRANITE CONSTRUCTION INCORPORATED) | Long | Equity-common | US | $24M | 348K | 0.22 |
| GRANITE RIDGE RESOURCES INC (GRANITE RIDGE RESOURCES, INC.) | Long | Equity-common | US | $483K | 70K | 0.00 |
| GRAPHIC PACKAGING HOLDING CO (GRAPHIC PACKAGING HOLDING COMPANY) | Long | Equity-common | US | $3M | 102K | 0.03 |
| GRAY TELEVISION INC (GRAY TELEVISION, INC.) | Long | Equity-common | US | $3M | 390K | 0.02 |
| GRAY TELEVISION INC (GRAY TELEVISION, INC.) | Long | Equity-common | US | $25K | 3K | 0.00 |
| GREAT LAKES DREDGE DOCK CORP (GREAT LAKES DREDGE & DOCK CORPORATION) | Long | Equity-common | US | $4M | 406K | 0.04 |
| GREAT SOUTHERN BANCORP INC (GREAT SOUTHERN BANCORP, INC.) | Long | Equity-common | US | $5M | 85K | 0.05 |
| GREEN BRICK PARTNERS INC (GREEN BRICK PARTNERS, INC.) | Long | Equity-common | US | $6M | 76K | 0.05 |
| GREEN DOT CORP (GREEN DOT CORPORATION) | Long | Equity-common | US | $2M | 239K | 0.02 |
| GREEN PLAINS INC (GREEN PLAINS INC.) | Long | Equity-common | US | $3M | 177K | 0.03 |
| GREENBRIER COS INC THE (THE GREENBRIER COMPANIES, INC.) | Long | Equity-common | US | $13M | 258K | 0.12 |
| GREENLIGHT CAPITAL RE LTD (GREENLIGHT CAPITAL RE, LTD.) | Long | Equity-common | KY | $3M | 190K | 0.02 |
| GREIF INC (GREIF, INC.) | Long | Equity-common | US | $11M | 158K | 0.10 |
| GREIF INC (GREIF, INC.) | Long | Equity-common | US | $2M | 28K | 0.02 |
| GRID DYNAMICS HOLDINGS INC (GRID DYNAMICS HOLDINGS, INC.) | Long | Equity-common | US | $2M | 127K | 0.02 |
| GROCERY OUTLET HOLDING CORP (GROCERY OUTLET HOLDING CORP.) | Long | Equity-common | US | $9M | 443K | 0.08 |
| GROUP 1 AUTOMOTIVE INC (GROUP 1 AUTOMOTIVE, INC.) | Long | Equity-common | US | $37M | 102K | 0.35 |
| GROWGENERATION CORP | Long | Equity-common | US | $849K | 367K | 0.01 |
| GSI TECHNOLOGY INC | Long | Equity-common | US | $146K | 52K | 0.00 |
| GUARANTY BANCSHARES INC TX (GUARANTY BANCSHARES, INC.) | Long | Equity-common | US | $1M | 43K | 0.01 |
| GUESS INC (GUESS ?, INC.) | Long | Equity-common | US | $9M | 392K | 0.09 |
| GULF ISLAND FABRICATION INC (GULF ISLAND FABRICATION, INC.) | Long | Equity-common | US | $633K | 101K | 0.01 |
| GULFPORT ENERGY OPERATING CORP (GULFPORT ENERGY CORPORATION) | Long | Equity-common | US | $8M | 55K | 0.07 |
| GXO LOGISTICS INC (GXO LOGISTICS, INC.) | Long | Equity-common | US | $5M | 94K | 0.05 |
| HAIN CELESTIAL GROUP INC THE (THE HAIN CELESTIAL GROUP, INC.) | Long | Equity-common | US | $2M | 323K | 0.02 |
| HALLADOR ENERGY CO (Hallador Energy Company) | Long | Equity-common | US | $2M | 199K | 0.01 |
| HAMILTON BEACH BRANDS HOLDING CO (HAMILTON BEACH BRANDS HOLDING COMPANY) | Long | Equity-common | US | $822K | 42K | 0.01 |
| HANCOCK WHITNEY CORP (HANCOCK WHITNEY CORPORATION) | Long | Equity-common | US | $28M | 514K | 0.26 |
| HANMI FINANCIAL CORP (HANMI FINANCIAL CORPORATION) | Long | Equity-common | US | $3M | 171K | 0.03 |
| HARBORONE BANCORP INC (HARBORONE BANCORP, INC.) | Long | Equity-common | US | $4M | 291K | 0.04 |
| HARLEY DAVIDSON INC (HARLEY-DAVIDSON, INC.) | Long | Equity-common | US | $28M | 758K | 0.26 |
| HARMONIC INC (HARMONIC INC.) | Long | Equity-common | US | $293K | 20K | 0.00 |
| HARTE HANKS INC (HARTE HANKS, INC.) | Long | Equity-common | US | $35K | 4K | 0.00 |
| HARVARD BIOSCIENCE INC (HARVARD BIOSCIENCE, INC.) | Long | Equity-common | US | $921K | 288K | 0.01 |
| HAVERTY FURNITURE COS INC (HAVERTY FURNITURE COMPANIES, INC.) | Long | Equity-common | US | $3M | 113K | 0.03 |
| HAVERTY FURNITURE COS INC (HAVERTY FURNITURE COMPANIES, INC.) | Long | Equity-common | US | $20K | 700 | 0.00 |
| HAWKINS INC (Hawkins, Inc.) | Long | Equity-common | US | $5M | 45K | 0.04 |
| HAWTHORN BANCSHARES INC (Hawthorn Bancshares, Inc.) | Long | Equity-common | US | $431K | 20K | 0.00 |
| HAYNES INTERNATIONAL INC (HAYNES INTERNATIONAL, INC.) | Long | Equity-common | US | $5M | 77K | 0.04 |
| HAYWARD HOLDINGS INC (HAYWARD HOLDINGS, INC.) | Long | Equity-common | US | $8M | 534K | 0.07 |
| HB FULLER CO (H.B. FULLER COMPANY) | Long | Equity-common | US | $18M | 205K | 0.16 |
| HBT FINANCIAL INC (HBT FINANCIAL, INC) | Long | Equity-common | US | $467K | 20K | 0.00 |
| HEALTH CATALYST INC (HEALTH CATALYST, INC.) | Long | Equity-common | US | $2M | 277K | 0.02 |
| HEALTHCARE SERVICES GROUP INC (HEALTHCARE SERVICES GROUP, INC.) | Long | Equity-common | US | $3M | 238K | 0.03 |
| HEALTHSTREAM INC (HEALTHSTREAM, INC.) | Long | Equity-common | US | $5M | 173K | 0.05 |
| HEARTLAND EXPRESS INC (HEARTLAND EXPRESS, INC.) | Long | Equity-common | US | $6M | 494K | 0.06 |
| HEARTLAND FINANCIAL USA INC (HEARTLAND FINANCIAL USA, INC.) | Long | Equity-common | US | $14M | 258K | 0.13 |
| HECLA MINING CO (HECLA MINING COMPANY) | Long | Equity-common | US | $22M | 4M | 0.21 |
| HEIDRICK STRUGGLES INTERNATIONAL INC (HEIDRICK & STRUGGLES INTERNATIONAL, INC.) | Long | Equity-common | US | $5M | 133K | 0.05 |
| HELEN OF TROY LTD (HELEN OF TROY LIMITED) | Long | Equity-common | BM | $4M | 69K | 0.04 |
| HELIOS TECHNOLOGIES INC (HELIOS TECHNOLOGIES, INC.) | Long | Equity-common | US | $4M | 92K | 0.04 |
| HELIX ENERGY SOLUTIONS GROUP INC (HELIX ENERGY SOLUTIONS GROUP, INC.) | Long | Equity-common | US | $15M | 1M | 0.14 |
| HELMERICH PAYNE INC (HELMERICH & PAYNE, INC.) | Long | Equity-common | US | $25M | 629K | 0.24 |
| HENNESSY ADVISORS INC (HENNESSY ADVISORS, INC.) | Long | Equity-common | US | $28K | 3K | 0.00 |
| HERC HOLDINGS INC (HERC HOLDINGS INC.) | Long | Equity-common | US | $7M | 47K | 0.07 |
| HERITAGE COMMERCE CORP | Long | Equity-common | US | $4M | 342K | 0.03 |
| HERITAGE FINANCIAL CORP WA (HERITAGE FINANCIAL CORPORATION) | Long | Equity-common | US | $5M | 205K | 0.04 |
| HERITAGE GLOBAL INC (HERITAGE GLOBAL INC.) | Long | Equity-common | US | $20K | 8K | 0.00 |
| HERITAGE INSURANCE HOLDINGS INC (HERITAGE INSURANCE HOLDINGS, INC.) | Long | Equity-common | US | $1M | 183K | 0.01 |
| HERTZ GLOBAL HOLDINGS INC (HERTZ GLOBAL HOLDINGS, INC.) | Long | Equity-common | US | $2M | 530K | 0.02 |
| HF FOODS GROUP INC (HF FOODS GROUP INC.) | Long | Equity-common | US | $100K | 25K | 0.00 |
| HF SINCLAIR CORP (HF SINCLAIR CORPORATION) | Long | Equity-common | US | $60M | 1M | 0.56 |
| HIGHPEAK ENERGY INC (HIGHPEAK ENERGY, INC.) | Long | Equity-common | US | $62K | 4K | 0.00 |
| HILLENBRAND INC (HILLENBRAND, INC.) | Long | Equity-common | US | $8M | 190K | 0.08 |
| HILLMAN SOLUTIONS CORP (HILLMAN SOLUTIONS CORP.) | Long | Equity-common | US | $6M | 552K | 0.05 |
| HILLTOP HOLDINGS INC (HILLTOP HOLDINGS INC.) | Long | Equity-common | US | $8M | 247K | 0.08 |
| HILTON GRAND VACATIONS INC (HILTON GRAND VACATIONS INC.) | Long | Equity-common | US | $2M | 47K | 0.02 |
| HINGHAM INSTITUTION FOR SAVINGS THE (HINGHAM INSTITUTION FOR SAVINGS, THE) | Long | Equity-common | US | $1M | 4K | 0.01 |
| HIPPO HOLDINGS INC | Long | Equity-common | US | $156K | 9K | 0.00 |
| HMN FINANCIAL INC (HMN FINANCIAL, INC.) | Long | Equity-common | US | $508K | 19K | 0.00 |
| HNI CORP (HNI CORPORATION) | Long | Equity-common | US | $5M | 96K | 0.05 |
| HOLLEY INC (HOLLEY INC.) | Long | Equity-common | US | $557K | 141K | 0.01 |
| HOME BANCORP INC (HOME BANCORP, INC.) | Long | Equity-common | US | $1M | 32K | 0.01 |
| HOME BANCSHARES INC AR (HOME BANCSHARES, INC.) | Long | Equity-common | US | $25M | 876K | 0.23 |
| HOME FEDERAL BANCORP INC OF LOUISIANA (HOME FEDERAL BANCORP, INC. OF LOUISIANA) | Long | Equity-common | US | $1K | 89 | 0.00 |
| HOMESTREET INC (HOMESTREET, INC.) | Long | Equity-common | US | $662K | 46K | 0.01 |
| HOMETRUST BANCSHARES INC (HOMETRUST BANCSHARES, INC.) | Long | Equity-common | US | $1M | 42K | 0.01 |
| HOOKER FURNISHINGS CORP (Hooker Furnishings Corporation) | Long | Equity-common | US | $1M | 96K | 0.01 |
| HOOKIPA PHARMA INC | Long | Equity-common | US | $8K | 1K | 0.00 |
| HOPE BANCORP INC (HOPE BANCORP, INC.) | Long | Equity-common | US | $9M | 683K | 0.08 |
| HORACE MANN EDUCATORS CORP (HORACE MANN EDUCATORS CORPORATION) | Long | Equity-common | US | $12M | 353K | 0.11 |
| HORIZON BANCORP INC IN (HORIZON BANCORP, INC.) | Long | Equity-common | US | $4M | 242K | 0.04 |
| HOVNANIAN ENTERPRISES INC (HOVNANIAN ENTERPRISES, INC.) | Long | Equity-common | US | $5M | 23K | 0.05 |
| HOWARD HUGHES HOLDINGS INC (HOWARD HUGHES HOLDINGS INC.) | Long | Equity-common | US | $23M | 308K | 0.21 |
| HUB GROUP INC (HUB GROUP, INC.) | Long | Equity-common | US | $23M | 491K | 0.21 |
| HUDSON GLOBAL INC (HUDSON GLOBAL, INC.) | Long | Equity-common | US | $79K | 4K | 0.00 |
| HUDSON TECHNOLOGIES INC (HUDSON TECHNOLOGIES, INC.) | Long | Equity-common | US | $2M | 261K | 0.02 |
| HUNTINGTON INGALLS INDUSTRIES INC (HUNTINGTON INGALLS INDUSTRIES, INC.) | Long | Equity-common | US | $1M | 4K | 0.01 |
| HUNTSMAN CORP (HUNTSMAN CORPORATION) | Long | Equity-common | US | $29M | 1M | 0.27 |
| HURCO COS INC (HURCO COMPANIES, INC.) | Long | Equity-common | US | $747K | 43K | 0.01 |
| HURON CONSULTING GROUP INC (HURON CONSULTING GROUP INC.) | Long | Equity-common | US | $6M | 51K | 0.05 |
| HYSTER YALE INC (HYSTER-YALE, INC.) | Long | Equity-common | US | $3M | 37K | 0.03 |
| IBEX HOLDINGS LTD (Ibex Ltd) | Long | Equity-common | BM | $227K | 13K | 0.00 |
| IBIO INC | Long | Equity-common | US | $10K | 5K | 0.00 |
| ICF INTERNATIONAL INC (ICF INTERNATIONAL, INC.) | Long | Equity-common | US | $12M | 85K | 0.12 |
| ICHOR HOLDINGS LTD (ICHOR HOLDINGS, LTD.) | Long | Equity-common | KY | $7M | 200K | 0.06 |
| ICU MEDICAL INC (ICU MEDICAL, INC.) | Long | Equity-common | US | $5M | 37K | 0.04 |
| IDENTIV INC (IDENTIV, INC.) | Long | Equity-common | US | $114K | 29K | 0.00 |
| IF BANCORP INC (IF BANCORP, INC.) | Long | Equity-common | US | $2K | 89 | 0.00 |
| IMARA INC CVR | Long | Equity-common | US | $542.64 | 1K | 0.00 |
| IMAX CORP (IMAX CORPORATION) | Long | Equity-common | CA | $1M | 60K | 0.01 |
| IMMERSION CORP (IMMERSION CORPORATION) | Long | Equity-common | US | $1M | 95K | 0.01 |
| IMMUCELL CORP (IMMUCELL CORPORATION) | Long | Equity-common | US | $35K | 8K | 0.00 |
| INDEPENDENCE CONTRACT DRILLING INC (INDEPENDENCE CONTRACT DRILLING, INC.) | Long | Equity-common | US | $66K | 47K | 0.00 |
| INDEPENDENT BANK CORP (INDEPENDENT BANK CORP.) | Long | Equity-common | US | $15M | 228K | 0.14 |
| INDEPENDENT BANK CORP MI (INDEPENDENT BANK CORPORATION) | Long | Equity-common | US | $4M | 124K | 0.04 |
| INDEPENDENT BANK GROUP INC (INDEPENDENT BANK GROUP, INC.) | Long | Equity-common | US | $13M | 227K | 0.12 |
| INFORMATION SERVICES GROUP INC (INFORMATION SERVICES GROUP, INC.) | Long | Equity-common | US | $906K | 261K | 0.01 |
| INFUSYSTEM HOLDINGS INC (INFUSYSTEM HOLDINGS, INC.) | Long | Equity-common | US | $34K | 5K | 0.00 |
| INGEVITY CORP (INGEVITY CORPORATION) | Long | Equity-common | US | $3M | 67K | 0.03 |
| INGLES MARKETS INC (Ingles Markets, Incorporated) | Long | Equity-common | US | $9M | 109K | 0.08 |
| INGREDION INC (INGREDION INCORPORATED) | Long | Equity-common | US | $36M | 290K | 0.34 |
| INNOSPEC INC (INNOSPEC INC.) | Long | Equity-common | US | $23M | 173K | 0.21 |
| INNOVATIVE SOLUTIONS AND SUPPORT INC (INNOVATIVE SOLUTIONS AND SUPPORT, INC.) | Long | Equity-common | US | $41K | 7K | 0.00 |
| INNOVIVA INC (INNOVIVA, INC.) | Long | Equity-common | US | $10M | 513K | 0.09 |
| INOGEN INC | Long | Equity-common | US | $211K | 23K | 0.00 |
| INSIGHT ENTERPRISES INC (INSIGHT ENTERPRISES, INC.) | Long | Equity-common | US | $121K | 539 | 0.00 |
| INSTEEL INDUSTRIES INC (INSTEEL INDUSTRIES, INC.) | Long | Equity-common | US | $4M | 118K | 0.04 |
| INSTRUCTURE HOLDINGS INC (INSTRUCTURE HOLDINGS, INC.) | Long | Equity-common | US | $48K | 2K | 0.00 |
| INTEGER HOLDINGS CORP (INTEGER HOLDINGS CORPORATION) | Long | Equity-common | US | $28M | 235K | 0.26 |
| INTEGRA LIFESCIENCES HOLDINGS CORP (INTEGRA LIFESCIENCES HOLDINGS CORPORATION) | Long | Equity-common | US | $7M | 276K | 0.06 |
| INTEGRAL AD SCIENCE HOLDING (INTEGRAL AD SCIENCE HOLDING CORP.) | Long | Equity-common | US | $2M | 244K | 0.02 |
| INTERFACE INC (INTERFACE, INC.) | Long | Equity-common | US | $4M | 215K | 0.03 |
| INTERNATIONAL BANCSHARES CORP (INTERNATIONAL BANCSHARES CORPORATION) | Long | Equity-common | US | $34M | 510K | 0.32 |
| INTERNATIONAL PAPER CO (INTERNATIONAL PAPER COMPANY) | Long | Equity-common | US | $31M | 659K | 0.28 |
| INTERNATIONAL SEAWAYS INC (INTERNATIONAL SEAWAYS, INC.) | Long | Equity-common | MH | $23M | 406K | 0.21 |
| INTERPUBLIC GROUP OF COS INC (THE INTERPUBLIC GROUP OF COMPANIES, INC.) | Long | Equity-common | US | $9M | 284K | 0.08 |
| INTEST CORP (INTEST CORPORATION) | Long | Equity-common | US | $814K | 75K | 0.01 |
| INTEVAC INC (INTEVAC, INC.) | Long | Equity-common | US | $1M | 262K | 0.01 |
| INTREPID POTASH INC (INTREPID POTASH, INC.) | Long | Equity-common | US | $2M | 91K | 0.02 |
| INVESCO LTD | Long | Equity-common | BM | $45M | 3M | 0.42 |
| INVESTAR HOLDING CORP (INVESTAR HOLDING CORPORATION) | Long | Equity-common | US | $440K | 24K | 0.00 |
| INVESTORS TITLE CO (INVESTORS TITLE COMPANY) | Long | Equity-common | US | $2M | 9K | 0.02 |
| IPG PHOTONICS CORP (IPG PHOTONICS CORPORATION) | Long | Equity-common | US | $4M | 44K | 0.03 |
| ISSUER DIRECT CORP (ISSUER DIRECT CORPORATION) | Long | Equity-common | US | $6K | 597 | 0.00 |
| ITEOS THERAPEUTICS INC | Long | Equity-common | US | $3M | 155K | 0.03 |
| ITERIS INC (ITERIS, INC.) | Long | Equity-common | US | $248K | 51K | 0.00 |
| ITRON INC (ITRON, INC.) | Long | Equity-common | US | $5M | 52K | 0.05 |
| IZEA WORLDWIDE INC | Long | Equity-common | US | $10K | 4K | 0.00 |
| J J SNACK FOODS CORP (J & J SNACK FOODS CORP.) | Long | Equity-common | US | $1M | 8K | 0.01 |
| J M SMUCKER CO (THE J. M. SMUCKER COMPANY) | Long | Equity-common | US | $25M | 210K | 0.23 |
| JACKSON FINANCIAL INC (JACKSON FINANCIAL INC.) | Long | Equity-common | US | $51M | 582K | 0.48 |
| JAKKS PACIFIC INC (JAKKS PACIFIC, INC.) | Long | Equity-common | US | $1M | 49K | 0.01 |
| JAMES RIVER GROUP HOLDINGS LTD (JAMES RIVER GROUP HOLDINGS, LTD.) | Long | Equity-common | BM | $872K | 101K | 0.01 |
| JANUS HENDERSON GROUP PLC | Long | Equity-common | JE | $34M | 907K | 0.31 |
| JAZZ PHARMACEUTICALS PLC (JAZZ PHARMACEUTICALS PUBLIC LIMITED COMPANY) | Long | Equity-common | IE | $7M | 64K | 0.07 |
| JEFFERIES FINANCIAL GROUP INC (JEFFERIES FINANCIAL GROUP INC.) | Long | Equity-common | US | $38M | 652K | 0.35 |
| JELD WEN HOLDING INC (JELD-WEN HOLDING, INC.) | Long | Equity-common | US | $5M | 315K | 0.05 |
| JERASH HOLDINGS US INC (Jerash Holdings (US) Inc) | Long | Equity-common | US | $52K | 17K | 0.00 |
| JETBLUE AIRWAYS CORP (JETBLUE AIRWAYS CORPORATION) | Long | Equity-common | US | $15M | 2M | 0.14 |
| JOHN BEAN TECHNOLOGIES CORP (JOHN BEAN TECHNOLOGIES CORPORATION) | Long | Equity-common | US | $2M | 19K | 0.02 |
| JOHN WILEY SONS INC (JOHN WILEY & SONS, INC.) | Long | Equity-common | US | $12M | 243K | 0.11 |
| JOHNSON OUTDOORS INC (JOHNSON OUTDOORS INC.) | Long | Equity-common | US | $2M | 52K | 0.02 |
| JONES LANG LASALLE INC (JONES LANG LASALLE INCORPORATED) | Long | Equity-common | US | $56M | 224K | 0.52 |
| JUNIPER NETWORKS INC (JUNIPER NETWORKS, INC.) | Long | Equity-common | US | $6M | 163K | 0.06 |
| KAISER ALUMINUM CORP (KAISER ALUMINUM CORPORATION) | Long | Equity-common | US | $6M | 76K | 0.06 |
| KB HOME | Long | Equity-common | US | $16M | 182K | 0.15 |
| KEARNY FINANCIAL CORP MD (KEARNY FINANCIAL CORP.) | Long | Equity-common | US | $3M | 351K | 0.02 |
| KELLY SERVICES INC (KELLY SERVICES, INC.) | Long | Equity-common | US | $5M | 199K | 0.04 |
| KEMPER CORP (KEMPER CORPORATION) | Long | Equity-common | US | $20M | 307K | 0.18 |
| KENNAMETAL INC (KENNAMETAL INC.) | Long | Equity-common | US | $14M | 552K | 0.13 |
| KENNEDY WILSON HOLDINGS INC (KENNEDY-WILSON HOLDINGS, INC.) | Long | Equity-common | US | $7M | 693K | 0.07 |
| KEWAUNEE SCIENTIFIC CORP (KEWAUNEE SCIENTIFIC CORPORATION) | Long | Equity-common | US | $630K | 11K | 0.01 |
| KEY TRONIC CORP (KEY TRONIC CORPORATION) | Long | Equity-common | US | $296K | 77K | 0.00 |
| KEYCORP | Long | Equity-common | US | $2M | 116K | 0.02 |
| KIMBALL ELECTRONICS INC (KIMBALL ELECTRONICS, INC.) | Long | Equity-common | US | $4M | 161K | 0.04 |
| KIRBY CORP (KIRBY CORPORATION) | Long | Equity-common | US | $22M | 182K | 0.21 |
| KNIFE RIVER CORP (KNIFE RIVER CORPORATION) | Long | Equity-common | US | $854K | 11K | 0.01 |
| KNIGHT SWIFT TRANSPORTATION HOLDINGS INC (KNIGHT-SWIFT TRANSPORTATION HOLDINGS INC.) | Long | Equity-common | US | $55M | 1M | 0.51 |
| KNOWLES CORP (KNOWLES CORPORATION) | Long | Equity-common | US | $14M | 748K | 0.13 |
| KODIAK SCIENCES INC | Long | Equity-common | US | $214K | 73K | 0.00 |
| KOHL S CORP (KOHL'S CORPORATION) | Long | Equity-common | US | $17M | 789K | 0.16 |
| KOPPERS HOLDINGS INC (Koppers Holdings Inc.) | Long | Equity-common | US | $5M | 118K | 0.04 |
| KORN FERRY | Long | Equity-common | US | $24M | 330K | 0.23 |
| KOSMOS ENERGY LTD (KOSMOS ENERGY LTD.) | Long | Equity-common | US | $6M | 1M | 0.06 |
| KRATOS DEFENSE SECURITY SOLUTIONS INC (KRATOS DEFENSE & SECURITY SOLUTIONS, INC.) | Long | Equity-common | US | $7M | 326K | 0.07 |
| KRISPY KREME INC (KRISPY KREME, INC.) | Long | Equity-common | US | $3M | 317K | 0.03 |
| KRONOS WORLDWIDE INC (KRONOS WORLDWIDE, INC.) | Long | Equity-common | US | $4M | 338K | 0.04 |
| KULICKE SOFFA INDUSTRIES INC (KULICKE AND SOFFA INDUSTRIES, INC.) | Long | Equity-common | US | $14M | 299K | 0.13 |
| KVH INDUSTRIES INC (KVH INDUSTRIES, INC.) | Long | Equity-common | US | $320K | 72K | 0.00 |
| KYNDRYL HOLDINGS INC (KYNDRYL HOLDINGS, INC.) | Long | Equity-common | US | $3M | 114K | 0.03 |
| L B FOSTER CO (L. B. FOSTER COMPANY) | Long | Equity-common | US | $1M | 59K | 0.01 |
| LA Z BOY INC (LA-Z-BOY INCORPORATED) | Long | Equity-common | US | $14M | 319K | 0.13 |
| LAIRD SUPERFOOD INC | Long | Equity-common | US | $22K | 5K | 0.00 |
| LAKE SHORE BANCORP INC (LAKE SHORE BANCORP., INC.) | Long | Equity-common | US | $23K | 2K | 0.00 |
| LAKELAND INDUSTRIES INC (LAKELAND INDUSTRIES, INC.) | Long | Equity-common | US | $1M | 52K | 0.01 |
| LANDMARK BANCORP INC MANHATTAN KS (LANDMARK BANCORP, INC.) | Long | Equity-common | US | $100K | 5K | 0.00 |
| LANDS END INC (LANDS' END, INC.) | Long | Equity-common | US | $2M | 134K | 0.02 |
| LANDSEA HOMES CORP (LANDSEA HOMES CORPORATION) | Long | Equity-common | US | $1M | 86K | 0.01 |
| LANTERN PHARMA INC | Long | Equity-common | US | $8K | 2K | 0.00 |
| LANTRONIX INC (LANTRONIX, INC.) | Long | Equity-common | US | $481K | 117K | 0.00 |
| LATHAM GROUP INC | Long | Equity-common | US | $565K | 155K | 0.01 |
| LAUREATE EDUCATION INC (LAUREATE EDUCATION, INC.) | Long | Equity-common | US | $10M | 631K | 0.09 |
| LAZYDAYS HOLDINGS INC (LAZYDAYS HOLDINGS, INC.) | Long | Equity-common | US | $13K | 4K | 0.00 |
| LCI INDUSTRIES | Long | Equity-common | US | $15M | 129K | 0.14 |
| LCNB CORP (LCNB CORP.) | Long | Equity-common | US | $293K | 19K | 0.00 |
| LEAP THERAPEUTICS INC | Long | Equity-common | US | $23K | 11K | 0.00 |
| LEAR CORP (LEAR CORPORATION) | Long | Equity-common | US | $28M | 228K | 0.26 |
| LEGACY HOUSING CORP | Long | Equity-common | US | $1M | 45K | 0.01 |
| LEGGETT PLATT INC (LEGGETT & PLATT, INCORPORATED) | Long | Equity-common | US | $3M | 256K | 0.03 |
| LENDINGCLUB CORP (LENDINGCLUB CORPORATION) | Long | Equity-common | US | $8M | 607K | 0.07 |
| LENSAR INC | Long | Equity-common | US | $262K | 52K | 0.00 |
| LGI HOMES INC (LGI HOMES, INC.) | Long | Equity-common | US | $17M | 145K | 0.16 |
| LGL GROUP INC THE (THE LGL GROUP, INC.) | Long | Equity-common | US | $63K | 11K | 0.00 |
| LIBERTY BROADBAND C (LIBERTY BROADBAND CORPORATION) | Long | Equity-common | US | $14M | 213K | 0.13 |
| LIBERTY BROADBAND CORP (LIBERTY BROADBAND CORPORATION) | Long | Equity-common | US | $2M | 30K | 0.02 |
| LIBERTY BROADBAND CORP PFD (LIBERTY BROADBAND CORPORATION) | Long | Equity-preferred | US | $130K | 6K | 0.00 |
| LIBERTY ENERGY INC (LIBERTY ENERGY INC.) | Long | Equity-common | US | $29M | 1M | 0.27 |
| LIBERTY GLOBAL LTD (Liberty Global Ltd.) | Long | Equity-common | BM | $8M | 406K | 0.07 |
| LIBERTY GLOBAL LTD (Liberty Global Ltd.) | Long | Equity-common | BM | $7M | 369K | 0.07 |
| LIBERTY LATIN AMERICA LTD (LIBERTY LATIN AMERICA LTD.) | Long | Equity-common | BM | $12M | 1M | 0.11 |
| LIBERTY LATIN AMERICA LTD (LIBERTY LATIN AMERICA LTD.) | Long | Equity-common | BM | $2M | 235K | 0.02 |
| LIBERTY MEDIA CORP LIBERTY LIVE (LIBERTY LIVE) | Long | Equity-common | US | $601K | 15K | 0.01 |
| LIBERTY MEDIA CORP LIBERTY LIVE (LIBERTY LIVE) | Long | Equity-common | US | $292K | 8K | 0.00 |
| LIBERTY MEDIA CORP LIBERTY SIRIUSXM (LIBERTY SIRIUS XM) | Long | Equity-common | US | $2M | 70K | 0.01 |
| LIBERTY MEDIA CORP LIBERTY SIRIUSXM (LIBERTY SIRIUS XM) | Long | Equity-common | US | $700K | 31K | 0.01 |
| LIFE TIME GROUP HOLDINGS INC (LIFE TIME GROUP HOLDINGS, INC) | Long | Equity-common | US | $9M | 451K | 0.09 |
| LIFESTANCE HEALTH GROUP INC | Long | Equity-common | US | $663K | 120K | 0.01 |
| LIFETIME BRANDS INC (LIFETIME BRANDS, INC.) | Long | Equity-common | US | $1M | 121K | 0.01 |
| LIFEVANTAGE CORP (LIFEVANTAGE CORPORATION) | Long | Equity-common | US | $29K | 4K | 0.00 |
| LIFEWAY FOODS INC (LIFEWAY FOODS, INC.) | Long | Equity-common | US | $19K | 2K | 0.00 |
| LIGAND PHARMACEUTICALS INC (LIGAND PHARMACEUTICALS INCORPORATED) | Long | Equity-common | US | $11M | 97K | 0.10 |
| LIMBACH HOLDINGS INC (LIMBACH HOLDINGS, INC.) | Long | Equity-common | US | $204K | 3K | 0.00 |
| LIMONEIRA CO (LIMONEIRA COMPANY) | Long | Equity-common | US | $334K | 15K | 0.00 |
| LINCOLN EDUCATIONAL SERVICES CORP (LINCOLN EDUCATIONAL SERVICES CORPORATION) | Long | Equity-common | US | $1M | 90K | 0.01 |
| LINDSAY CORP (LINDSAY CORPORATION) | Long | Equity-common | US | $523K | 4K | 0.00 |
| LIONS GATE ENTERTAINMENT A (Lions Gate Entertainment Corp.) | Long | Equity-common | CA | $2M | 221K | 0.02 |
| LIONS GATE ENTERTAINMENT CORP (Lions Gate Entertainment Corp.) | Long | Equity-common | CA | $4M | 426K | 0.03 |
| LIPOCINE INC | Long | Equity-common | US | $38K | 7K | 0.00 |
| LIQTECH INTERNATIONAL INC | Long | Equity-common | US | $8K | 4K | 0.00 |
| LIQUIDITY SERVICES INC (LIQUIDITY SERVICES, INC.) | Long | Equity-common | US | $62K | 3K | 0.00 |
| LISATA THERAPEUTICS INC (LISATA THERAPEUTICS, INC.) | Long | Equity-common | US | $6K | 2K | 0.00 |
| LITHIA MOTORS INC (LITHIA MOTORS, INC.) | Long | Equity-common | US | $44M | 158K | 0.41 |
| LIVANOVA PLC | Long | Equity-common | GB | $4M | 87K | 0.04 |
| LIVE OAK BANCSHARES INC (Live Oak Bancshares, Inc.) | Long | Equity-common | US | $5M | 117K | 0.05 |
| LIVE VENTURES INC (LIVE VENTURES INCORPORATED) | Long | Equity-common | US | $23K | 1K | 0.00 |
| LIVERAMP HOLDINGS INC (LIVERAMP HOLDINGS, INC.) | Long | Equity-common | US | $7M | 224K | 0.06 |
| LM FUNDING AMERICA INC | Long | Equity-common | US | $10K | 3K | 0.00 |
| LOVESAC CO THE | Long | Equity-common | US | $2M | 83K | 0.02 |
| LSB INDUSTRIES INC (LSB INDUSTRIES, INC.) | Long | Equity-common | US | $1M | 148K | 0.01 |
| LSI INDUSTRIES INC (LSI INDUSTRIES INC.) | Long | Equity-common | US | $2M | 126K | 0.02 |
| LUMENTUM HOLDINGS INC (LUMENTUM HOLDINGS INC.) | Long | Equity-common | US | $5M | 87K | 0.04 |
| LUNA INNOVATIONS INC (LUNA INNOVATIONS INCORPORATED) | Long | Equity-common | US | $289K | 96K | 0.00 |
| LUXFER HOLDINGS PLC | Long | Equity-common | GB | $1M | 85K | 0.01 |
| M I HOMES INC (M/I HOMES, INC.) | Long | Equity-common | US | $16M | 95K | 0.15 |
| MACATAWA BANK CORP (MACATAWA BANK CORPORATION) | Long | Equity-common | US | $3M | 185K | 0.03 |
| MACY S INC (MACY'S, INC.) | Long | Equity-common | US | $33M | 2M | 0.31 |
| MADISON SQUARE GARDEN ENTERTAI (Madison Square Garden Entertainment Corp) | Long | Equity-common | US | $4M | 110K | 0.04 |
| MAGNACHIP SEMICONDUCTOR CORP (MAGNACHIP SEMICONDUCTOR CORPORATION) | Long | Equity-common | US | $1M | 290K | 0.01 |
| MAGNITE INC (MAGNITE, INC.) | Long | Equity-common | US | $12M | 797K | 0.11 |
| MAGNOLIA OIL GAS CORP (MAGNOLIA OIL & GAS CORPORATION) | Long | Equity-common | US | $11M | 415K | 0.11 |
| MAGYAR BANCORP INC (MAGYAR BANCORP, INC.) | Long | Equity-common | US | $117K | 9K | 0.00 |
| MAINSTREET BANCSHARES INC (MainStreet Bancshares, Inc.) | Long | Equity-common | US | $103K | 6K | 0.00 |
| MALIBU BOATS INC (MALIBU BOATS, INC.) | Long | Equity-common | US | $4M | 117K | 0.04 |
| MAMMOTH ENERGY SERVICES INC (MAMMOTH ENERGY SERVICES, INC.) | Long | Equity-common | US | $417K | 104K | 0.00 |
| MANITEX INTERNATIONAL INC (MANITEX INTERNATIONAL, INC.) | Long | Equity-common | US | $265K | 52K | 0.00 |
| MANITOWOC CO INC THE (THE MANITOWOC COMPANY, INC.) | Long | Equity-common | US | $2M | 184K | 0.02 |
| MANNATECH INC (MANNATECH, INCORPORATED) | Long | Equity-common | US | $19K | 3K | 0.00 |
| MANPOWERGROUP INC (MANPOWERGROUP INC.) | Long | Equity-common | US | $20M | 256K | 0.18 |
| MARCUS CORP THE (THE MARCUS CORPORATION) | Long | Equity-common | US | $2M | 154K | 0.02 |
| MARCUS MILLICHAP INC (Marcus & Millichap Inc) | Long | Equity-common | US | $8M | 199K | 0.07 |
| MARINE PRODUCTS CORP | Long | Equity-common | US | $97K | 9K | 0.00 |
| MARINEMAX INC (MARINEMAX, INC.) | Long | Equity-common | US | $5M | 138K | 0.04 |
| MARRIOTT VACATIONS WORLDWIDE CORP (MARRIOTT VACATIONS WORLDWIDE CORPORATION) | Long | Equity-common | US | $18M | 212K | 0.17 |
| MARTEN TRANSPORT LTD (MARTEN TRANSPORT, LTD.) | Long | Equity-common | US | $11M | 611K | 0.11 |
| MASTECH DIGITAL INC (Mastech Digital, Inc.) | Long | Equity-common | US | $62K | 8K | 0.00 |
| MASTERBRAND INC (MASTERBRAND, INC.) | Long | Equity-common | US | $9M | 475K | 0.08 |
| MASTERCRAFT BOAT HOLDINGS INC (MASTERCRAFT BOAT HOLDINGS, INC.) | Long | Equity-common | US | $2M | 78K | 0.02 |
| MATADOR RESOURCES CO (MATADOR RESOURCES COMPANY) | Long | Equity-common | US | $37M | 609K | 0.35 |
| MATERION CORP (MATERION CORPORATION) | Long | Equity-common | US | $15M | 126K | 0.14 |
| MATIV INC (Mativ Holdings, Inc.) | Long | Equity-common | US | $6M | 337K | 0.06 |
| MATRIX SERVICE CO (MATRIX SERVICE COMPANY) | Long | Equity-common | US | $2M | 167K | 0.02 |
| MATSON INC | Long | Equity-common | US | $26M | 198K | 0.24 |
| MATTEL INC (MATTEL, INC.) | Long | Equity-common | US | $7M | 358K | 0.06 |
| MATTERPORT INC | Long | Equity-common | US | $3M | 751K | 0.03 |
| MATTHEWS INTERNATIONAL CORP (MATTHEWS INTERNATIONAL CORPORATION) | Long | Equity-common | US | $5M | 174K | 0.05 |
| MAXCYTE INC | Long | Equity-common | US | $196K | 41K | 0.00 |
| MAXLINEAR INC (MAXLINEAR, INC.) | Long | Equity-common | US | $2M | 144K | 0.02 |
| MAYVILLE ENGINEERING CO INC (MAYVILLE ENGINEERING COMPANY, INC) | Long | Equity-common | US | $2M | 82K | 0.01 |
| MCGRATH RENTCORP | Long | Equity-common | US | $7M | 62K | 0.06 |
| MDU RESOURCES GROUP INC (MDU RESOURCES GROUP, INC.) | Long | Equity-common | US | $13M | 501K | 0.13 |
| MEDALLION FINANCIAL CORP (MEDALLION FINANCIAL CORP.) | Long | Equity-common | US | $2K | 186 | 0.00 |
| MEI PHARMA INC (MEI PHARMA, INC.) | Long | Equity-common | US | $29K | 8K | 0.00 |
| MERCANTILE BANK CORP (MERCANTILE BANK CORPORATION) | Long | Equity-common | US | $4M | 91K | 0.04 |
| MERCER INTERNATIONAL INC (MERCER INTERNATIONAL INC.) | Long | Equity-common | US | $3M | 401K | 0.03 |
| MERCHANTS BANCORP IN | Long | Equity-common | US | $7M | 148K | 0.06 |
| MERCURY GENERAL CORP (MERCURY GENERAL CORPORATION) | Long | Equity-common | US | $18M | 301K | 0.17 |
| MERCURY SYSTEMS INC (MERCURY SYSTEMS, INC.) | Long | Equity-common | US | $10M | 280K | 0.09 |
| MERIDIAN CORP (Meridian Corporation) | Long | Equity-common | US | $106K | 9K | 0.00 |
| MERIDIANLINK INC (MERIDIANLINK, INC.) | Long | Equity-common | US | $665K | 28K | 0.01 |
| MERITAGE HOMES CORP (MERITAGE HOMES CORPORATION) | Long | Equity-common | US | $19M | 93K | 0.18 |
| MESA LABORATORIES INC (MESA LABORATORIES, INC.) | Long | Equity-common | US | $2M | 16K | 0.02 |
| METALLUS INC (METALLUS INC.) | Long | Equity-common | US | $8M | 364K | 0.08 |
| METHODE ELECTRONICS INC (METHODE ELECTRONICS, INC.) | Long | Equity-common | US | $2M | 148K | 0.02 |
| METROCITY BANKSHARES INC (METROCITY BANKSHARES, INC.) | Long | Equity-common | US | $610K | 19K | 0.01 |
| METROPOLITAN BANK HOLDING CORP (METROPOLITAN BANK HOLDING CORP.) | Long | Equity-common | US | $2M | 46K | 0.02 |
| MEXCO ENERGY CORP (MEXCO ENERGY CORPORATION) | Long | Equity-common | US | $39K | 4K | 0.00 |
| MGIC INVESTMENT CORP (MGIC INVESTMENT CORPORATION) | Long | Equity-common | US | $42M | 2M | 0.39 |
| MGP INGREDIENTS INC (MGP INGREDIENTS, INC.) | Long | Equity-common | US | $4M | 46K | 0.03 |
| MID PENN BANCORP INC (MID PENN BANCORP, INC.) | Long | Equity-common | US | $1M | 48K | 0.01 |
| MIDDLEFIELD BANC CORP (MIDDLEFIELD BANC CORP.) | Long | Equity-common | US | $110K | 4K | 0.00 |
| MIDLAND STATES BANCORP INC (MIDLAND STATES BANCORP, INC.) | Long | Equity-common | US | $4M | 164K | 0.04 |
| MIDWESTONE FINANCIAL GROUP INC (MIDWESTONE FINANCIAL GROUP, INC.) | Long | Equity-common | US | $2M | 83K | 0.02 |
| MILLER INDUSTRIES INC TN (MILLER INDUSTRIES, INC.) | Long | Equity-common | US | $5M | 73K | 0.05 |
| MILLERKNOLL INC (MILLERKNOLL, INC.) | Long | Equity-common | US | $12M | 399K | 0.12 |
| MINERALS TECHNOLOGIES INC (MINERALS TECHNOLOGIES INC.) | Long | Equity-common | US | $19M | 243K | 0.18 |
| MIRION TECHNOLOGIES INC (MIRION TECHNOLOGIES, INC.) | Long | Equity-common | US | $5M | 467K | 0.05 |
| MISSION PRODUCE INC (MISSION PRODUCE, INC.) | Long | Equity-common | US | $2M | 162K | 0.02 |
| MISTER CAR WASH INC (MISTER CAR WASH, INC.) | Long | Equity-common | US | $729K | 96K | 0.01 |
| MISTRAS GROUP INC (MISTRAS GROUP, INC.) | Long | Equity-common | US | $856K | 86K | 0.01 |
| MITEK SYSTEMS INC (MITEK SYSTEMS, INC.) | Long | Equity-common | US | $3M | 198K | 0.02 |
| MOHAWK INDUSTRIES INC (MOHAWK INDUSTRIES, INC.) | Long | Equity-common | US | $62M | 383K | 0.57 |
| MOLSON COORS BREWING COMPANY (MOLSON COORS BEVERAGE COMPANY) | Long | Equity-common | US | $15M | 275K | 0.14 |
| MONARCH CASINO RESORT INC (MONARCH CASINO & RESORT, INC.) | Long | Equity-common | US | $815K | 10K | 0.01 |
| MONRO INC (MONRO, INC.) | Long | Equity-common | US | $6M | 189K | 0.05 |
| MONTAUK RENEWABLES INC | Long | Equity-common | US | $130K | 22K | 0.00 |
| MONTE ROSA THERAPEUTICS INC | Long | Equity-common | US | $131K | 29K | 0.00 |
| MOOG INC (MOOG INC.) | Long | Equity-common | US | $4M | 22K | 0.04 |
| MOSAIC CO THE (THE MOSAIC COMPANY) | Long | Equity-common | US | $46M | 2M | 0.43 |
| MOTORCAR PARTS OF AMERICA INC (MOTORCAR PARTS OF AMERICA, INC.) | Long | Equity-common | US | $799K | 132K | 0.01 |
| MOVADO GROUP INC (MOVADO GROUP, INC.) | Long | Equity-common | US | $3M | 117K | 0.03 |
| MP MATERIALS CORP | Long | Equity-common | US | $2M | 150K | 0.02 |
| MR COOPER GROUP INC (MR. COOPER GROUP INC.) | Long | Equity-common | US | $18M | 200K | 0.17 |
| MRC GLOBAL INC (MRC GLOBAL INC.) | Long | Equity-common | US | $7M | 453K | 0.06 |
| MUELLER INDUSTRIES INC (MUELLER INDUSTRIES, INC.) | Long | Equity-common | US | $43M | 609K | 0.40 |
| MUELLER WATER PRODUCTS INC (MUELLER WATER PRODUCTS, INC.) | Long | Equity-common | US | $361K | 17K | 0.00 |
| MURPHY OIL CORP (MURPHY OIL CORPORATION) | Long | Equity-common | US | $43M | 1M | 0.40 |
| MVB FINANCIAL CORP (MVB FINANCIAL CORP.) | Long | Equity-common | US | $404K | 18K | 0.00 |
| MYERS INDUSTRIES INC (MYERS INDUSTRIES, INC.) | Long | Equity-common | US | $2M | 149K | 0.02 |
| MYRIAD GENETICS INC (MYRIAD GENETICS, INC.) | Long | Equity-common | US | $2M | 74K | 0.02 |
| NABORS INDUSTRIES LTD (NABORS INDUSTRIES LTD.) | Long | Equity-common | BM | $3M | 26K | 0.03 |
| NACCO INDUSTRIES INC (NACCO INDUSTRIES, INC.) | Long | Equity-common | US | $1M | 37K | 0.01 |
| NATHAN S FAMOUS INC (NATHAN'S FAMOUS, INC.) | Long | Equity-common | US | $521K | 7K | 0.00 |
| NATIONAL BANK HOLDINGS CORP (NATIONAL BANK HOLDINGS CORPORATION) | Long | Equity-common | US | $9M | 211K | 0.08 |
| NATIONAL BANKSHARES INC (NATIONAL BANKSHARES, INC.) | Long | Equity-common | US | $145K | 5K | 0.00 |
| NATIONAL CINEMEDIA INC (NATIONAL CINEMEDIA, INC.) | Long | Equity-common | US | $238K | 39K | 0.00 |
| NATIONAL HEALTHCARE CORP (NATIONAL HEALTHCARE CORPORATION) | Long | Equity-common | US | $12M | 88K | 0.11 |
| NATIONAL PRESTO INDUSTRIES INC (NATIONAL PRESTO INDUSTRIES, INC.) | Long | Equity-common | US | $3M | 42K | 0.03 |
| NATIONAL VISION HOLDINGS INC (NATIONAL VISION HOLDINGS, INC.) | Long | Equity-common | US | $6M | 439K | 0.06 |
| NATURAL ALTERNATIVES INTERNATIONAL INC (NATURAL ALTERNATIVES INTERNATIONAL, INC.) | Long | Equity-common | US | $143K | 25K | 0.00 |
| NATURAL GAS SERVICES GROUP INC (NATURAL GAS SERVICES GROUP, INC.) | Long | Equity-common | US | $2M | 98K | 0.02 |
| NATURAL GROCERS BY VITAMIN COTTAGE INC | Long | Equity-common | US | $3M | 94K | 0.02 |
| NATURAL HEALTH TRENDS CORP (NATURAL HEALTH TRENDS CORP.) | Long | Equity-common | US | $3K | 390 | 0.00 |
| NATURE S SUNSHINE PRODUCTS INC (NATURE'S SUNSHINE PRODUCTS, INC.) | Long | Equity-common | US | $750K | 44K | 0.01 |
| NAUTILUS BIOTECHNOLOGY INC | Long | Equity-common | US | $140K | 52K | 0.00 |
| NAVIENT CORP (NAVIENT CORPORATION) | Long | Equity-common | US | $17M | 1M | 0.16 |
| NBT BANCORP INC (NBT BANCORP INC.) | Long | Equity-common | US | $16M | 324K | 0.15 |
| NCR ATLEOS CORP (NCR ATLEOS CORPORATION) | Long | Equity-common | US | $3M | 105K | 0.03 |
| NCR VOYIX CORP (NCR VOYIX CORPORATION) | Long | Equity-common | US | $885K | 60K | 0.01 |
| NCS MULTISTAGE HOLDINGS INC (NCS MULTISTAGE HOLDINGS, INC.) | Long | Equity-common | US | $6K | 325 | 0.00 |
| NELNET INC (NELNET, INC.) | Long | Equity-common | US | $22M | 199K | 0.21 |
| NEOGEN CORP (NEOGEN CORPORATION) | Long | Equity-common | US | $6M | 325K | 0.05 |
| NEOGENOMICS INC (NEOGENOMICS, INC.) | Long | Equity-common | US | $4M | 203K | 0.03 |
| NETGEAR INC (NETGEAR, INC.) | Long | Equity-common | US | $3M | 200K | 0.03 |
| NETSCOUT SYSTEMS INC (NETSCOUT SYSTEMS, INC.) | Long | Equity-common | US | $10M | 480K | 0.09 |
| NETSOL TECHNOLOGIES INC (NETSOL TECHNOLOGIES, INC.) | Long | Equity-common | US | $34K | 12K | 0.00 |
| NETWORK 1 TECHNOLOGIES INC (NETWORK-1 TECHNOLOGIES, INC.) | Long | Equity-common | US | $8K | 5K | 0.00 |
| NEUROBO PHARMACEUTICALS INC | Long | Equity-common | US | $131.52 | 32 | 0.00 |
| NEW JERSEY RESOURCES CORP (NEW JERSEY RESOURCES CORPORATION) | Long | Equity-common | US | $3M | 70K | 0.03 |
| NEWELL BRANDS INC (NEWELL BRANDS INC.) | Long | Equity-common | US | $14M | 2M | 0.13 |
| NEWMARK GROUP INC (NEWMARK GROUP, INC.) | Long | Equity-common | US | $10M | 749K | 0.09 |
| NEWPARK RESOURCES INC (NEWPARK RESOURCES, INC.) | Long | Equity-common | US | $5M | 600K | 0.05 |
| NEWS CORPORATION | Long | Equity-common | US | $2M | 62K | 0.02 |
| NEXA RESOURCES SA (Nexa Resources S.A.) | Long | Equity-common | LU | $111K | 15K | 0.00 |
| NEXSTAR MEDIA GROUP INC (NEXSTAR MEDIA GROUP, INC.) | Long | Equity-common | US | $34M | 185K | 0.32 |
| NEXTDOOR HOLDINGS INC | Long | Equity-common | US | $223K | 79K | 0.00 |
| NI HOLDINGS INC (NI HOLDINGS, INC.) | Long | Equity-common | US | $171K | 10K | 0.00 |
| NICOLET BANKSHARES INC (NICOLET BANKSHARES, INC.) | Long | Equity-common | US | $7M | 65K | 0.06 |
| NL INDUSTRIES INC (N L INDUSTRIES, INC.) | Long | Equity-common | US | $146K | 23K | 0.00 |
| NLIGHT INC | Long | Equity-common | US | $726K | 60K | 0.01 |
| NMI HOLDINGS INC (NMI HOLDINGS, INC.) | Long | Equity-common | US | $20M | 505K | 0.18 |
| NN INC (NN, INC.) | Long | Equity-common | US | $752K | 192K | 0.01 |
| NOBLE CORP PLC (NOBLE CORPORATION PLC) | Long | Equity-common | GB | $649K | 14K | 0.01 |
| NORDIC AMERICAN TANKERS LTD (NORDIC AMERICAN TANKERS LIMITED) | Long | Equity-common | BM | $5M | 1M | 0.05 |
| NORTECH SYSTEMS INC (NORTECH SYSTEMS INCORPORATED) | Long | Equity-common | US | $29K | 2K | 0.00 |
| NORTHEAST BANK | Long | Equity-common | US | $2M | 34K | 0.02 |
| NORTHEAST COMMUNITY BANCORP INC (NORTHEAST COMMUNITY BANCORP, INC.) | Long | Equity-common | US | $520K | 23K | 0.00 |
| NORTHERN OIL AND GAS INC (NORTHERN OIL AND GAS, INC.) | Long | Equity-common | US | $13M | 296K | 0.12 |
| NORTHERN TECHNOLOGIES INTERNATIONAL CORP (NORTHERN TECHNOLOGIES INTERNATIONAL CORPORATION) | Long | Equity-common | US | $670K | 51K | 0.01 |
| NORTHFIELD BANCORP INC (NORTHFIELD BANCORP, INC.) | Long | Equity-common | US | $3M | 249K | 0.03 |
| NORTHRIM BANCORP INC (NORTHRIM BANCORP, INC.) | Long | Equity-common | US | $2M | 30K | 0.02 |
| NORTHWEST BANCSHARES INC (NORTHWEST BANCSHARES, INC.) | Long | Equity-common | US | $15M | 1M | 0.14 |
| NORTHWEST PIPE CO (NORTHWEST PIPE COMPANY) | Long | Equity-common | US | $3M | 72K | 0.03 |
| NORWOOD FINANCIAL CORP (NORWOOD FINANCIAL CORP.) | Long | Equity-common | US | $212K | 7K | 0.00 |
| NOV INC (NOV INC.) | Long | Equity-common | US | $36M | 2M | 0.33 |
| NU SKIN ENTERPRISES INC (NU SKIN ENTERPRISES, INC.) | Long | Equity-common | US | $2M | 206K | 0.02 |
| NUVATION BIO INC | Long | Equity-common | US | $1M | 274K | 0.01 |
| NV5 GLOBAL INC (NV5 GLOBAL, INC.) | Long | Equity-common | US | $8M | 75K | 0.07 |
| O I GLASS INC (O-I GLASS, INC.) | Long | Equity-common | US | $10M | 765K | 0.10 |
| OAK VALLEY BANCORP | Long | Equity-common | US | $136K | 5K | 0.00 |
| OCEANFIRST FINANCIAL CORP (OCEANFIRST FINANCIAL CORP.) | Long | Equity-common | US | $6M | 322K | 0.05 |
| ODP CORP THE (THE ODP CORPORATION) | Long | Equity-common | US | $10M | 239K | 0.09 |
| OFG BANCORP | Long | Equity-common | PR | $15M | 340K | 0.14 |
| OHIO VALLEY BANC CORP (OHIO VALLEY BANC CORP.) | Long | Equity-common | US | $104K | 4K | 0.00 |
| OIL DRI CORP OF AMERICA (OIL-DRI CORPORATION OF AMERICA) | Long | Equity-common | US | $2M | 34K | 0.02 |
| OIL STATES INTERNATIONAL INC (OIL STATES INTERNATIONAL, INC.) | Long | Equity-common | US | $2M | 279K | 0.01 |
| OLD NATIONAL BANCORP IN | Long | Equity-common | US | $37M | 2M | 0.34 |
| OLD POINT FINANCIAL CORP (OLD POINT FINANCIAL CORPORATION) | Long | Equity-common | US | $2K | 118 | 0.00 |
| OLD REPUBLIC INTERNATIONAL CORP (OLD REPUBLIC INTERNATIONAL CORPORATION) | Long | Equity-common | US | $44M | 1M | 0.41 |
| OLD SECOND BANCORP INC (OLD SECOND BANCORP, INC.) | Long | Equity-common | US | $4M | 210K | 0.03 |
| OLIN CORP (Olin Corporation) | Long | Equity-common | US | $29M | 634K | 0.27 |
| OLO INC | Long | Equity-common | US | $4M | 750K | 0.03 |
| OLYMPIC STEEL INC (OLYMPIC STEEL, INC.) | Long | Equity-common | US | $4M | 77K | 0.04 |
| OMNIAB INC | Long | Equity-common | US | $917K | 191K | 0.01 |
| OMNIAB INC OLD | Long | Equity-common | US | $0 | 8K | – |
| OMNIAB INC OLD | Long | Equity-common | US | $0 | 8K | – |
| OMNICELL INC (OMNICELL, INC.) | Long | Equity-common | US | $2M | 65K | 0.02 |
| ON24 INC | Long | Equity-common | US | $2M | 255K | 0.02 |
| ONCTERNAL THERAPEUTICS INC | Long | Equity-common | US | $94K | 14K | 0.00 |
| ONE GROUP HOSPITALITY INC THE (THE ONE GROUP HOSPITALITY, INC.) | Long | Equity-common | US | $53K | 11K | 0.00 |
| ONEMAIN HOLDINGS INC (ONEMAIN HOLDINGS, INC.) | Long | Equity-common | US | $25M | 487K | 0.24 |
| ONESPAN INC (ONESPAN INC.) | Long | Equity-common | US | $768K | 52K | 0.01 |
| ONESPAWORLD HOLDINGS LTD | Long | Equity-common | BS | $2M | 128K | 0.02 |
| ONEWATER MARINE INC | Long | Equity-common | US | $1M | 59K | 0.01 |
| ONITY GROUP INC (ONITY GROUP INC.) | Long | Equity-common | US | $1M | 45K | 0.01 |
| OOMA INC (OOMA, INC.) | Long | Equity-common | US | $55K | 5K | 0.00 |
| OP BANCORP | Long | Equity-common | US | $663K | 53K | 0.01 |
| OPENDOOR TECHNOLOGIES INC (OPENDOOR TECHNOLOGIES INC.) | Long | Equity-common | US | $7M | 3M | 0.06 |
| OPENLANE INC (OPENLANE, INC.) | Long | Equity-common | US | $14M | 780K | 0.13 |
| OPIANT PHARMA INC CVR | Long | Equity-common | US | $0 | 11K | – |
| OPORTUN FINANCIAL CORP | Long | Equity-common | US | $350K | 114K | 0.00 |
| OPPENHEIMER HOLDINGS INC (OPPENHEIMER HOLDINGS INC.) | Long | Equity-common | US | $847K | 16K | 0.01 |
| OPTICAL CABLE CORP (OPTICAL CABLE CORPORATION) | Long | Equity-common | US | $26K | 10K | 0.00 |
| OPTIMIZERX CORP | Long | Equity-common | US | $441K | 40K | 0.00 |
| OPTIMUMBANK HOLDINGS INC (OPTIMUMBANK HOLDINGS, INC.) | Long | Equity-common | US | $18K | 4K | 0.00 |
| ORAMED PHARMACEUTICALS INC | Long | Equity-common | US | $17K | 7K | 0.00 |
| ORANGE COUNTY BANCORP INC (ORANGE COUNTY BANCORP, INC.) | Long | Equity-common | US | $13K | 205 | 0.00 |
| ORASURE TECHNOLOGIES INC (ORASURE TECHNOLOGIES, INC.) | Long | Equity-common | US | $3M | 752K | 0.03 |
| ORGANOGENESIS HOLDINGS INC (ORGANOGENESIS HOLDINGS INC.) | Long | Equity-common | US | $954K | 316K | 0.01 |
| ORIC PHARMACEUTICALS INC | Long | Equity-common | US | $54K | 5K | 0.00 |
| ORIGIN BANCORP INC (ORIGIN BANCORP, INC.) | Long | Equity-common | US | $3M | 101K | 0.03 |
| ORION GROUP HOLDINGS INC (ORION GROUP HOLDINGS, INC.) | Long | Equity-common | US | $1M | 172K | 0.01 |
| ORION SA (Orion S.A.) | Long | Equity-common | LU | $4M | 164K | 0.04 |
| ORMAT TECHNOLOGIES INC (ORMAT TECHNOLOGIES, INC.) | Long | Equity-common | US | $6M | 74K | 0.05 |
| ORRSTOWN FINANCIAL SERVICES INC (ORRSTOWN FINANCIAL SERVICES, INC.) | Long | Equity-common | US | $2M | 68K | 0.02 |
| ORTHOFIX MEDICAL INC (ORTHOFIX MEDICAL INC.) | Long | Equity-common | US | $472K | 29K | 0.00 |
| ORTHOPEDIATRICS CORP | Long | Equity-common | US | $717K | 23K | 0.01 |
| OSHKOSH TRUCK CORP (OSHKOSH CORPORATION) | Long | Equity-common | US | $15M | 142K | 0.14 |
| OSI SYSTEMS INC (OSI SYSTEMS, INC.) | Long | Equity-common | US | $11M | 74K | 0.10 |
| OUTBRAIN INC (OUTBRAIN INC.) | Long | Equity-common | US | $46K | 10K | 0.00 |
| OVINTIV INC (OVINTIV INC.) | Long | Equity-common | US | $27M | 585K | 0.25 |
| OWENS CORNING INC | Long | Equity-common | US | $21M | 115K | 0.20 |
| OWENS MINOR INC (Owens & Minor, Inc.) | Long | Equity-common | US | $9M | 544K | 0.08 |
| OXFORD INDUSTRIES INC | Long | Equity-common | US | $8M | 80K | 0.08 |
| PACIFIC PREMIER BANCORP INC (PACIFIC PREMIER BANCORP, INC.) | Long | Equity-common | US | $14M | 528K | 0.13 |
| PACIRA BIOSCIENCES INC (PACIRA BIOSCIENCES, INC.) | Long | Equity-common | US | $7M | 328K | 0.06 |
| PACTIV EVERGREEN INC (PACTIV EVERGREEN INC.) | Long | Equity-common | US | $2M | 177K | 0.02 |
| PALTALK INC | Long | Equity-common | US | $23K | 5K | 0.00 |
| PAM TRANSPORTATION SERVICES INC (P.A.M. TRANSPORTATION SERVICES, INC.) | Long | Equity-common | US | $2M | 106K | 0.02 |
| PANGAEA LOGISTICS SOLUTIONS LTD | Long | Equity-common | BM | $1M | 206K | 0.01 |
| PAR PACIFIC HOLDINGS INC (PAR PACIFIC HOLDINGS, INC.) | Long | Equity-common | US | $2M | 84K | 0.02 |
| Paramount Global | Long | Equity-common | US | $716K | 63K | 0.01 |
| Paramount Global CL A | Long | Equity-common | US | $25K | 1K | 0.00 |
| PARK AEROSPACE CORP (PARK AEROSPACE CORP.) | Long | Equity-common | US | $844K | 63K | 0.01 |
| PARK NATIONAL CORP (PARK NATIONAL CORPORATION) | Long | Equity-common | US | $6M | 33K | 0.05 |
| PARK OHIO HOLDINGS CORP (PARK-OHIO HOLDINGS CORP.) | Long | Equity-common | US | $1M | 43K | 0.01 |
| PARKE BANCORP INC (PARKE BANCORP, INC.) | Long | Equity-common | US | $1M | 53K | 0.01 |
| PATHFINDER BANCORP INC (PATHFINDER BANCORP, INC.) | Long | Equity-common | US | $19K | 1K | 0.00 |
| PATHWARD FINANCIAL INC (Pathward Financial, Inc.) | Long | Equity-common | US | $13M | 192K | 0.12 |
| PATRICK INDUSTRIES INC (PATRICK INDUSTRIES, INC.) | Long | Equity-common | US | $20M | 153K | 0.18 |
| PATTERSON COS INC (PATTERSON COMPANIES, INC.) | Long | Equity-common | US | $16M | 617K | 0.14 |
| PAYCOR HCM INC (PAYCOR HCM, INC.) | Long | Equity-common | US | $1M | 115K | 0.01 |
| PAYSAFE LIMITED COM USD0 001 | Long | Equity-common | BM | $5M | 230K | 0.04 |
| PBF ENERGY INC (PBF ENERGY INC.) | Long | Equity-common | US | $40M | 976K | 0.37 |
| PC CONNECTION INC (PC CONNECTION, INC.) | Long | Equity-common | US | $14M | 202K | 0.13 |
| PCB BANCORP | Long | Equity-common | US | $753K | 39K | 0.01 |
| PDL BIOPHARMA INC | Long | Equity-common | US | $556K | 463K | 0.01 |
| PEABODY ENERGY CORP (PEABODY ENERGY CORPORATION) | Long | Equity-common | US | $22M | 994K | 0.21 |
| PEAPACK GLADSTONE FINANCIAL CORP (PEAPACK-GLADSTONE FINANCIAL CORPORATION) | Long | Equity-common | US | $3M | 103K | 0.03 |
| PEDIATRIX MEDICAL GROUP INC (PEDIATRIX MEDICAL GROUP, INC.) | Long | Equity-common | US | $3M | 327K | 0.03 |
| PENN ENTERTAINMENT INC (PENN Entertainment, Inc.) | Long | Equity-common | US | $1M | 52K | 0.01 |
| PENNANT GROUP INC THE (THE PENNANT GROUP, INC.) | Long | Equity-common | US | $356K | 12K | 0.00 |
| PENNS WOODS BANCORP INC (PENNS WOODS BANCORP, INC.) | Long | Equity-common | US | $352K | 15K | 0.00 |
| PENNYMAC FINANCIAL SERVICES INC (PENNYMAC FINANCIAL SERVICES, INC.) | Long | Equity-common | US | $28M | 281K | 0.26 |
| PENSKE AUTOMOTIVE GROUP INC (PENSKE AUTOMOTIVE GROUP, INC.) | Long | Equity-common | US | $44M | 250K | 0.41 |
| PEOPLES BANCORP INC OH (PEOPLES BANCORP INC.) | Long | Equity-common | US | $6M | 193K | 0.06 |
| PEOPLES BANCORP OF NORTH CAROLINA INC (PEOPLES BANCORP OF NORTH CAROLINA, INC.) | Long | Equity-common | US | $330K | 10K | 0.00 |
| PEOPLES FINANCIAL SERVICES CORP (PEOPLES FINANCIAL SERVICES CORP.) | Long | Equity-common | US | $772K | 16K | 0.01 |
| PERDOCEO EDUCATION CORP (PERDOCEO EDUCATION CORPORATION) | Long | Equity-common | US | $15M | 589K | 0.14 |
| PERFORMANCE FOOD GROUP CO (PERFORMANCE FOOD GROUP COMPANY) | Long | Equity-common | US | $12M | 176K | 0.11 |
| PERFORMANT FINANCIAL CORP (PERFORMANT FINANCIAL CORPORATION) | Long | Equity-common | US | $13K | 3K | 0.00 |
| PERIMETER SOLUTIONS SA | Long | Equity-common | LU | $1M | 135K | 0.01 |
| PERMA PIPE INTERNATIONAL HOLDINGS INC (PERMA-PIPE INTERNATIONAL HOLDINGS, INC.) | Long | Equity-common | US | $467K | 49K | 0.00 |
| PERRIGO CO PLC (PERRIGO COMPANY PUBLIC LIMITED COMPANY) | Long | Equity-common | IE | $27M | 953K | 0.25 |
| PETCO HEALTH WELLNESS CO INC (PETCO HEALTH AND WELLNESS COMPANY, INC.) | Long | Equity-common | US | $962K | 278K | 0.01 |
| PETIQ INC (PETIQ, INC.) | Long | Equity-common | US | $4M | 176K | 0.04 |
| PETMED EXPRESS INC (PETMED EXPRESS, INC.) | Long | Equity-common | US | $94K | 25K | 0.00 |
| PHARMACYTE BIOTECH INC | Long | Equity-common | US | $17K | 9K | 0.00 |
| PHIBRO ANIMAL HEALTH CORP (PHIBRO ANIMAL HEALTH CORPORATION) | Long | Equity-common | US | $2M | 105K | 0.02 |
| PHINIA INC (PHINIA INC.) | Long | Equity-common | US | $11M | 254K | 0.11 |
| PHOTRONICS INC (PHOTRONICS, INC.) | Long | Equity-common | US | $10M | 396K | 0.09 |
| PHX MINERALS INC (PHX MINERALS INC.) | Long | Equity-common | US | $659K | 201K | 0.01 |
| PILGRIM S PRIDE CORP (PILGRIM'S PRIDE CORPORATION) | Long | Equity-common | US | $11M | 271K | 0.10 |
| PINNACLE FINANCIAL PARTNERS INC (PINNACLE FINANCIAL PARTNERS, INC.) | Long | Equity-common | US | $40M | 412K | 0.37 |
| PIONEER BANCORP INC NY | Long | Equity-common | US | $46K | 4K | 0.00 |
| PIONEER POWER SOLUTIONS INC (PIONEER POWER SOLUTIONS, INC.) | Long | Equity-common | US | $31K | 7K | 0.00 |
| PLAYA HOTELS RESORTS NV (Playa Hotels & Resorts N.V.) | Long | Equity-common | NL | $7M | 772K | 0.06 |
| PLAYSTUDIOS INC (PLAYSTUDIOS, INC.) | Long | Equity-common | US | $240K | 111K | 0.00 |
| PLEXUS CORP (PLEXUS CORP.) | Long | Equity-common | US | $25M | 197K | 0.23 |
| PLIANT THERAPEUTICS INC | Long | Equity-common | US | $203K | 14K | 0.00 |
| PLUMAS BANCORP | Long | Equity-common | US | $469K | 11K | 0.00 |
| POLARIS INC (POLARIS INC.) | Long | Equity-common | US | $1M | 14K | 0.01 |
| PONCE FINANCIAL GROUP INC (PONCE FINANCIAL GROUP, INC.) | Long | Equity-common | US | $967K | 98K | 0.01 |
| POPULAR INC (Popular, Inc.) | Long | Equity-common | PR | $48M | 471K | 0.45 |
| PORTILLO S INC (Portillos Inc) | Long | Equity-common | US | $402K | 39K | 0.00 |
| POSEIDA THERAPEUTICS INC | Long | Equity-common | US | $14K | 4K | 0.00 |
| POST HOLDINGS INC (Post Holdings, Inc.) | Long | Equity-common | US | $41M | 379K | 0.38 |
| POWELL INDUSTRIES INC (POWELL INDUSTRIES, INC.) | Long | Equity-common | US | $315K | 2K | 0.00 |
| PRA GROUP INC (PRA GROUP, INC.) | Long | Equity-common | US | $6M | 217K | 0.05 |
| PREFERRED BANK LOS ANGELES CA | Long | Equity-common | US | $6M | 72K | 0.06 |
| PREFORMED LINE PRODUCTS CO (PREFORMED LINE PRODUCTS COMPANY) | Long | Equity-common | US | $4M | 28K | 0.04 |
| PRELUDE THERAPEUTICS INC | Long | Equity-common | US | $45K | 7K | 0.00 |
| PREMIER FINANCIAL CORP (PREMIER FINANCIAL CORP.) | Long | Equity-common | US | $5M | 201K | 0.05 |
| PREMIER INC (PREMIER, INC.) | Long | Equity-common | US | $9M | 442K | 0.09 |
| PRESTIGE CONSUMER HEALTH (PRESTIGE CONSUMER HEALTHCARE INC.) | Long | Equity-common | US | $19M | 272K | 0.18 |
| PRICESMART INC (PRICESMART, INC.) | Long | Equity-common | US | $16M | 171K | 0.15 |
| PRIMEENERGY RESOURCES CORP (PRIMEENERGY RESOURCES CORPORATION) | Long | Equity-common | US | $335K | 3K | 0.00 |
| PRIMIS FINANCIAL CORP (Primis Financial Corp.) | Long | Equity-common | US | $2M | 133K | 0.02 |
| PRIMORIS SERVICES CORP (PRIMORIS SERVICES CORPORATION) | Long | Equity-common | US | $20M | 360K | 0.19 |
| PRINCETON BANCORP INC (PRINCETON BANCORP, INC.) | Long | Equity-common | US | $252K | 6K | 0.00 |
| PRO DEX INC (PRO-DEX, INC.) | Long | Equity-common | US | $24K | 1K | 0.00 |
| PROASSURANCE CORP (PROASSURANCE CORPORATION) | Long | Equity-common | US | $4M | 305K | 0.04 |
| PROFIRE ENERGY INC | Long | Equity-common | US | $93K | 55K | 0.00 |
| PROG HOLDINGS INC (PROG Holdings, Inc) | Long | Equity-common | US | $5M | 108K | 0.05 |
| PROPETRO HOLDING CORP (PROPETRO HOLDING CORP.) | Long | Equity-common | US | $8M | 805K | 0.07 |
| PROSPERITY BANCSHARES INC (PROSPERITY BANCSHARES, INC.) | Long | Equity-common | US | $40M | 548K | 0.37 |
| PROTO LABS INC (Proto Labs, Inc.) | Long | Equity-common | US | $5M | 136K | 0.04 |
| PROVIDENT BANCORP INC (PROVIDENT BANCORP, INC.) | Long | Equity-common | US | $325K | 30K | 0.00 |
| PROVIDENT FINANCIAL HOLDINGS INC (PROVIDENT FINANCIAL HOLDINGS, INC.) | Long | Equity-common | US | $418K | 31K | 0.00 |
| PROVIDENT FINANCIAL SERVICES INC (PROVIDENT FINANCIAL SERVICES, INC.) | Long | Equity-common | US | $14M | 776K | 0.13 |
| PUBMATIC INC (PUBMATIC, INC.) | Long | Equity-common | US | $2M | 109K | 0.02 |
| PVH CORP (PVH CORP.) | Long | Equity-common | US | $39M | 385K | 0.37 |
| PYXIS ONCOLOGY INC | Long | Equity-common | US | $94K | 24K | 0.00 |
| QCR HOLDINGS INC (QCR HOLDINGS, INC.) | Long | Equity-common | US | $9M | 120K | 0.09 |
| QUAD GRAPHICS INC (QUAD/GRAPHICS, INC.) | Long | Equity-common | US | $803K | 176K | 0.01 |
| QUAKER HOUGHTON (QUAKER CHEMICAL CORPORATION) | Long | Equity-common | US | $9M | 49K | 0.08 |
| QUANEX BUILDING PRODUCTS CORP (QUANEX BUILDING PRODUCTS CORPORATION) | Long | Equity-common | US | $6M | 183K | 0.06 |
| QUANTERIX CORP | Long | Equity-common | US | $2M | 106K | 0.01 |
| QUEST RESOURCE HOLDING CORP (QUEST RESOURCE HOLDING CORPORATION) | Long | Equity-common | US | $445K | 53K | 0.00 |
| QUIDELORTHO CORP (QUIDELORTHO CORPORATION) | Long | Equity-common | US | $6M | 161K | 0.06 |
| QUINSTREET INC | Long | Equity-common | US | $3M | 156K | 0.03 |
| RADIAN GROUP INC (RADIAN GROUP INC.) | Long | Equity-common | US | $23M | 612K | 0.21 |
| RADIANT LOGISTICS INC (RADIANT LOGISTICS, INC.) | Long | Equity-common | US | $2M | 278K | 0.02 |
| RADIUS RECYCLING INC (RADIUS RECYCLING, INC.) | Long | Equity-common | US | $3M | 179K | 0.03 |
| RAFAEL HOLDINGS INC | Long | Equity-common | US | $27K | 18K | 0.00 |
| RAMACO RES INC COM CL A EX DIST (RAMACO RESOURCES, INC.) | Long | Equity-common | US | $2M | 135K | 0.02 |
| RAMACO RESOURCES INC (RAMACO RESOURCES, INC.) | Long | Equity-common | US | $104K | 9K | 0.00 |
| RANGE RESOURCES CORP (RANGE RESOURCES CORPORATION) | Long | Equity-common | US | $11M | 362K | 0.11 |
| RANGER ENERGY SERVICES INC (RANGER ENERGY SERVICES, INC.) | Long | Equity-common | US | $1M | 83K | 0.01 |
| RANPAK HOLDINGS CORP | Long | Equity-common | US | $2M | 252K | 0.02 |
| RAPT THERAPEUTICS INC | Long | Equity-common | US | $235K | 75K | 0.00 |
| RAYONIER ADVANCED MATERIALS INC (RAYONIER ADVANCED MATERIALS INC.) | Long | Equity-common | US | $3M | 412K | 0.03 |
| RBB BANCORP | Long | Equity-common | US | $2M | 75K | 0.02 |
| RCI HOSPITALITY HOLDINGS INC (RCI HOSPITALITY HOLDINGS, INC.) | Long | Equity-common | US | $2M | 37K | 0.02 |
| RCM TECHNOLOGIES INC (R C M TECHNOLOGIES, INC.) | Long | Equity-common | US | $150K | 8K | 0.00 |
| RE MAX HOLDINGS INC (RE/MAX HOLDINGS, INC.) | Long | Equity-common | US | $719K | 75K | 0.01 |
| READING INTERNATIONAL INC (READING INTERNATIONAL, INC.) | Long | Equity-common | US | $74K | 5K | 0.00 |
| READING INTERNATIONAL INC (READING INTERNATIONAL, INC.) | Long | Equity-common | US | $903.74 | 619 | 0.00 |
| RED RIVER BANCSHARES INC (RED RIVER BANCSHARES, INC.) | Long | Equity-common | US | $363K | 7K | 0.00 |
| REGAL REXNORD CORP (Regal Rexnord Corporation) | Long | Equity-common | US | $43M | 266K | 0.40 |
| REGENXBIO INC | Long | Equity-common | US | $1M | 80K | 0.01 |
| REGIONAL MANAGEMENT CORP (REGIONAL MANAGEMENT CORP.) | Long | Equity-common | US | $2M | 53K | 0.02 |
| RELAY THERAPEUTICS INC | Long | Equity-common | US | $1M | 157K | 0.01 |
| RENAISSANCERE HOLDINGS LTD (RENAISSANCERE HOLDINGS LTD.) | Long | Equity-common | BM | $6M | 27K | 0.06 |
| RENASANT CORP (Renasant Corporation) | Long | Equity-common | US | $15M | 444K | 0.14 |
| REPAY HOLDINGS CORP (REPAY HOLDINGS CORPORATION) | Long | Equity-common | US | $5M | 521K | 0.05 |
| REPLIMUNE GROUP INC | Long | Equity-common | US | $370K | 37K | 0.00 |
| REPUBLIC BANCORP INC KY (REPUBLIC BANCORP, INC.) | Long | Equity-common | US | $3M | 53K | 0.03 |
| RESERVOIR MEDIA INC (RESERVOIR MEDIA, INC.) | Long | Equity-common | US | $157K | 20K | 0.00 |
| RESIDEO TECHNOLOGIES INC (RESIDEO TECHNOLOGIES, INC.) | Long | Equity-common | US | $19M | 830K | 0.18 |
| RESOURCES CONNECTION INC (RESOURCES CONNECTION, INC.) | Long | Equity-common | US | $4M | 352K | 0.04 |
| REV GROUP INC (REV GROUP, INC.) | Long | Equity-common | US | $5M | 163K | 0.04 |
| REX AMERICAN RESOURCES CORP (REX AMERICAN RESOURCES CORPORATION) | Long | Equity-common | US | $7M | 131K | 0.06 |
| REYNOLDS CONSUMER PRODUCTS INC (REYNOLDS CONSUMER PRODUCTS INC.) | Long | Equity-common | US | $426K | 15K | 0.00 |
| REZOLUTE INC (REZOLUTE, INC.) | Long | Equity-common | US | $49K | 11K | 0.00 |
| RF INDUSTRIES LTD (RF INDUSTRIES, LTD.) | Long | Equity-common | US | $125K | 30K | 0.00 |
| RHINEBECK BANCORP INC (RHINEBECK BANCORP, INC.) | Long | Equity-common | US | $1K | 126 | 0.00 |
| RIBBON COMMUNICATIONS INC (RIBBON COMMUNICATIONS INC.) | Long | Equity-common | US | $3M | 762K | 0.02 |
| RICHARDSON ELECTRONICS LTD UNITED STATES (RICHARDSON ELECTRONICS, LTD.) | Long | Equity-common | US | $1M | 87K | 0.01 |
| RICHMOND MUTUAL BANCORP INC (Richmond Mutual Bancorporation Inc) | Long | Equity-common | US | $28K | 2K | 0.00 |
| RILEY EXPLORATION PERMIAN INC (RILEY EXPLORATION PERMIAN, INC.) | Long | Equity-common | US | $586K | 20K | 0.01 |
| RIOT PLATFORMS INC (RIOT PLATFORMS, INC.) | Long | Equity-common | US | $13M | 1M | 0.12 |
| RIVERVIEW BANCORP INC (RIVERVIEW BANCORP, INC.) | Long | Equity-common | US | $900K | 195K | 0.01 |
| RMR GROUP INC THE (THE RMR GROUP INC.) | Long | Equity-common | US | $460K | 18K | 0.00 |
| ROCKY BRANDS INC (ROCKY BRANDS, INC.) | Long | Equity-common | US | $1M | 43K | 0.01 |
| ROGERS CORP (ROGERS CORPORATION) | Long | Equity-common | US | $7M | 60K | 0.07 |
| RPC INC (RPC, INC.) | Long | Equity-common | US | $10M | 1M | 0.09 |
| RUMBLEON INC (RUMBLEON, INC.) | Long | Equity-common | US | $15K | 4K | 0.00 |
| RUSH ENTERPRISES INC (RUSH ENTERPRISES, INC.) | Long | Equity-common | US | $25M | 496K | 0.24 |
| RUSH ENTERPRISES INC (RUSH ENTERPRISES, INC.) | Long | Equity-common | US | $5M | 113K | 0.05 |
| RYDER SYSTEM INC (RYDER SYSTEM, INC.) | Long | Equity-common | US | $29M | 204K | 0.27 |
| RYERSON HOLDING CORP (RYERSON HOLDING CORPORATION) | Long | Equity-common | US | $4M | 176K | 0.04 |
| S T BANCORP INC (S & T BANCORP, INC.) | Long | Equity-common | US | $10M | 216K | 0.09 |
| SAFETY INSURANCE GROUP INC (SAFETY INSURANCE GROUP, INC.) | Long | Equity-common | US | $8M | 94K | 0.08 |
| SAGA COMMUNICATIONS INC (SAGA COMMUNICATIONS, INC.) | Long | Equity-common | US | $579K | 37K | 0.01 |
| SAGE THERAPEUTICS INC (SAGE THERAPEUTICS, INC.) | Long | Equity-common | US | $812K | 74K | 0.01 |
| SALLY BEAUTY HOLDINGS INC (SALLY BEAUTY HOLDINGS, INC.) | Long | Equity-common | US | $2M | 165K | 0.02 |
| SANDRIDGE ENERGY INC (SANDRIDGE ENERGY, INC.) | Long | Equity-common | US | $2M | 138K | 0.02 |
| SANDY SPRING BANCORP INC (SANDY SPRING BANCORP, INC.) | Long | Equity-common | US | $6M | 203K | 0.06 |
| SANMINA CORP (SANMINA CORPORATION) | Long | Equity-common | US | $33M | 432K | 0.30 |
| SB FINANCIAL GROUP INC (SB FINANCIAL GROUP, INC.) | Long | Equity-common | US | $75K | 4K | 0.00 |
| SCANSOURCE INC (SCANSOURCE, INC.) | Long | Equity-common | US | $10M | 189K | 0.09 |
| SCHNEIDER NATIONAL INC (SCHNEIDER NATIONAL, INC.) | Long | Equity-common | US | $14M | 533K | 0.13 |
| SCHOLASTIC CORP (SCHOLASTIC CORPORATION) | Long | Equity-common | US | $7M | 232K | 0.07 |
| SCORPIO TANKERS INC (SCORPIO TANKERS INC.) | Long | Equity-common | MH | $31M | 401K | 0.29 |
| SEABOARD CORP (SEABOARD CORPORATION) | Long | Equity-common | US | $16M | 5K | 0.15 |
| SEACOAST BANKING CORP OF FLORIDA (SEACOAST BANKING CORPORATION OF FLORIDA) | Long | Equity-common | US | $10M | 364K | 0.09 |
| SEACOR MARINE HOLDINGS INC (SEACOR MARINE HOLDINGS INC.) | Long | Equity-common | US | $2M | 139K | 0.02 |
| SEADRILL LTD (Seadrill Limited) | Long | Equity-common | BM | $15M | 278K | 0.14 |
| SECUREWORKS CORP | Long | Equity-common | US | $191K | 25K | 0.00 |
| SECURITY NATIONAL FINANCIAL CORP (SECURITY NATIONAL FINANCIAL CORPORATION) | Long | Equity-common | US | $364K | 44K | 0.00 |
| SELECT MEDICAL HOLDINGS CORP (SELECT MEDICAL HOLDINGS CORPORATION) | Long | Equity-common | US | $13M | 334K | 0.12 |
| SELECT WATER SOLUTIONS INC (SELECT WATER SOLUTIONS, INC.) | Long | Equity-common | US | $9M | 731K | 0.08 |
| SEMLER SCIENTIFIC INC | Long | Equity-common | US | $334K | 10K | 0.00 |
| SENECA FOODS CORP (SENECA FOODS CORPORATION) | Long | Equity-common | US | $2M | 30K | 0.02 |
| SENECA FOODS CORP (SENECA FOODS CORPORATION) | Long | Equity-common | US | $111K | 2K | 0.00 |
| SENSATA TECHNOLOGIES HOLDING PLC | Long | Equity-common | GB | $18M | 473K | 0.17 |
| SENSIENT TECHNOLOGIES CORP (SENSIENT TECHNOLOGIES CORPORATION) | Long | Equity-common | US | $6M | 81K | 0.06 |
| SENSUS HEALTHCARE INC | Long | Equity-common | US | $104K | 16K | 0.00 |
| SERVISFIRST BANCSHARES INC (SERVISFIRST BANCSHARES, INC.) | Long | Equity-common | US | $178K | 2K | 0.00 |
| SERVOTRONICS INC (SERVOTRONICS, INC.) | Long | Equity-common | US | $71K | 6K | 0.00 |
| SFL CORP LTD (SFL CORPORATION LTD.) | Long | Equity-common | BM | $14M | 1M | 0.13 |
| SHATTUCK LABS INC | Long | Equity-common | US | $72K | 18K | 0.00 |
| SHENANDOAH TELECOMMUNICATIONS CO (Shenandoah Telecommunications Company) | Long | Equity-common | US | $4M | 185K | 0.04 |
| SHOE CARNIVAL INC (SHOE CARNIVAL, INC.) | Long | Equity-common | US | $9M | 204K | 0.08 |
| SHORE BANCSHARES INC (SHORE BANCSHARES, INC.) | Long | Equity-common | US | $2M | 157K | 0.02 |
| SHUTTERSTOCK INC (SHUTTERSTOCK, INC.) | Long | Equity-common | US | $441K | 10K | 0.00 |
| SHYFT GROUP INC THE (THE SHYFT GROUP, INC.) | Long | Equity-common | US | $1M | 71K | 0.01 |
| SIERRA BANCORP | Long | Equity-common | US | $2M | 85K | 0.02 |
| SIFCO INDUSTRIES INC (SIFCO INDUSTRIES, INC) | Long | Equity-common | US | $25K | 7K | 0.00 |
| SIGA TECHNOLOGIES INC (SIGA TECHNOLOGIES, INC.) | Long | Equity-common | US | $480K | 48K | 0.00 |
| SIGMATRON INTERNATIONAL INC (SIGMATRON INTERNATIONAL, INC.) | Long | Equity-common | US | $31K | 9K | 0.00 |
| SIGNET JEWELERS LTD (Signet Jewelers Limited) | Long | Equity-common | BM | $25M | 295K | 0.23 |
| SILGAN HOLDINGS INC (SILGAN HOLDINGS INC.) | Long | Equity-common | US | $8M | 155K | 0.07 |
| SIMMONS FIRST NATIONAL CORP (SIMMONS FIRST NATIONAL CORPORATION) | Long | Equity-common | US | $15M | 686K | 0.14 |
| SIMPLY GOOD FOODS CO THE (THE SIMPLY GOOD FOODS COMPANY) | Long | Equity-common | US | $13M | 374K | 0.12 |
| SINCLAIR INC (SINCLAIR, INC.) | Long | Equity-common | US | $2M | 152K | 0.02 |
| SIRIUSPOINT LTD (SIRIUSPOINT LTD.) | Long | Equity-common | BM | $11M | 744K | 0.10 |
| SITIO ROYALTIES CORP A (SITIO ROYALTIES CORP.) | Long | Equity-common | US | $4M | 167K | 0.04 |
| SKECHERS U S A INC (SKECHERS U.S.A., INC.) | Long | Equity-common | US | $6M | 89K | 0.05 |
| SKILLZ INC (SKILLZ INC.) | Long | Equity-common | US | $18K | 3K | 0.00 |
| SKYWEST INC (SKYWEST, INC.) | Long | Equity-common | US | $33M | 417K | 0.31 |
| SM ENERGY CO (SM ENERGY COMPANY) | Long | Equity-common | US | $34M | 743K | 0.32 |
| SMART GLOBAL HOLDINGS INC (SMART GLOBAL HOLDINGS, INC.) | Long | Equity-common | KY | $1M | 57K | 0.01 |
| SMART SAND INC (SMART SAND, INC.) | Long | Equity-common | US | $63K | 30K | 0.00 |
| SMARTFINANCIAL INC (SmartFinancial, Inc.) | Long | Equity-common | US | $2M | 60K | 0.02 |
| SMARTRENT INC (SMARTRENT, INC.) | Long | Equity-common | US | $1M | 683K | 0.01 |
| SMITH WESSON BRANDS INC (SMITH & WESSON BRANDS, INC.) | Long | Equity-common | US | $6M | 371K | 0.06 |
| SMURFIT WESTROCK PLC (SMURFIT WESTROCK PUBLIC LIMITED COMPANY) | Long | Equity-common | IE | $20M | 454K | 0.19 |
| SOCKET MOBILE INC (SOCKET MOBILE, INC.) | Long | Equity-common | US | $6K | 5K | 0.00 |
| SOFI TECHNOLOGIES INC (SOFI TECHNOLOGIES, INC.) | Long | Equity-common | US | $8M | 1M | 0.07 |
| SOLARIS OILFIELD INFRASTRUCTURE INC (SOLARIS OILFIELD INFRASTRUCTURE, INC.) | Long | Equity-common | US | $2M | 162K | 0.02 |
| SOLARWINDS CORPORATION | Long | Equity-common | US | $9M | 746K | 0.08 |
| SOLID BIOSCIENCES INC | Long | Equity-common | US | $38K | 4K | 0.00 |
| SOLO BRANDS INC | Long | Equity-common | US | $264K | 110K | 0.00 |
| SONIC AUTOMOTIVE INC (SONIC AUTOMOTIVE, INC.) | Long | Equity-common | US | $10M | 166K | 0.09 |
| SONOCO PRODUCTS CO (SONOCO PRODUCTS COMPANY.) | Long | Equity-common | US | $12M | 225K | 0.11 |
| SONOS INC (SONOS, INC.) | Long | Equity-common | US | $2M | 153K | 0.02 |
| SOUND FINANCIAL BANCORP INC (SOUND FINANCIAL BANCORP, INC.) | Long | Equity-common | US | $31K | 705 | 0.00 |
| SOUNDTHINKING INC | Long | Equity-common | US | $42K | 3K | 0.00 |
| SOUTH PLAINS FINANCIAL INC (SOUTH PLAINS FINANCIAL, INC.) | Long | Equity-common | US | $1M | 42K | 0.01 |
| SOUTHERN FIRST BANCSHARES INC (SOUTHERN FIRST BANCSHARES, INC.) | Long | Equity-common | US | $1M | 40K | 0.01 |
| SOUTHERN MISSOURI BANCORP INC (SOUTHERN MISSOURI BANCORP, INC.) | Long | Equity-common | US | $2M | 42K | 0.02 |
| SOUTHERN STATES BANCSHARES INC (Southern States Bancshares, Inc.) | Long | Equity-common | US | $139K | 4K | 0.00 |
| SOUTHSIDE BANCSHARES INC (SOUTHSIDE BANCSHARES, INC.) | Long | Equity-common | US | $4M | 113K | 0.04 |
| SOUTHSTATE CORP (SOUTHSTATE CORPORATION) | Long | Equity-common | US | $44M | 444K | 0.41 |
| SOUTHWESTERN ENERGY CO (SOUTHWESTERN ENERGY COMPANY) | Long | Equity-common | US | $38M | 6M | 0.35 |
| SPAR GROUP INC (SPAR GROUP, INC.) | Long | Equity-common | US | $36K | 19K | 0.00 |
| SPARTANNASH CO (SPARTANNASH COMPANY) | Long | Equity-common | US | $5M | 247K | 0.05 |
| SPECTRUM BRANDS HOLDINGS INC (SPECTRUM BRANDS HOLDINGS, INC.) | Long | Equity-common | US | $16M | 189K | 0.15 |
| SPHERE ENTERTAINMENT CO (SPHERE ENTERTAINMENT CO.) | Long | Equity-common | US | $9M | 201K | 0.08 |
| SPIRIT AIRLINES INC (SPIRIT AIRLINES, INC.) | Long | Equity-common | US | $1M | 346K | 0.01 |
| SPOK HOLDINGS INC (SPOK HOLDINGS, INC.) | Long | Equity-common | US | $575K | 37K | 0.01 |
| SPORTSMAN S WAREHOUSE HOLDINGS INC (SPORTSMAN'S WAREHOUSE HOLDINGS, INC.) | Long | Equity-common | US | $451K | 177K | 0.00 |
| SPRUCE POWER HOLDING CORP (SPRUCE POWER HOLDING CORPORATION) | Long | Equity-common | US | $12K | 3K | 0.00 |
| STABILIS SOLUTIONS INC (STABILIS SOLUTIONS, INC.) | Long | Equity-common | US | $32.4 | 8 | 0.00 |
| STANDARD MOTOR PRODUCTS INC (STANDARD MOTOR PRODUCTS, INC.) | Long | Equity-common | US | $5M | 161K | 0.05 |
| STANDEX INTERNATIONAL CORP (STANDEX INTERNATIONAL CORPORATION) | Long | Equity-common | US | $6M | 31K | 0.05 |
| STANELY BLACK AND DECKER INC (STANLEY BLACK & DECKER, INC.) | Long | Equity-common | US | $1M | 14K | 0.01 |
| STAR BULK CARRIERS CORP (STAR BULK CARRIERS CORP.) | Long | Equity-common | MH | $3M | 153K | 0.03 |
| STAR EQUITY HOLDINGS INC (STAR EQUITY HOLDINGS, INC.) | Long | Equity-common | US | $14K | 3K | 0.00 |
| STEELCASE INC (STEELCASE INC.) | Long | Equity-common | US | $8M | 564K | 0.08 |
| STELLAR BANCORP INC (Stellar Bancorp, Inc.) | Long | Equity-common | US | $5M | 182K | 0.05 |
| STEPAN CO (STEPAN COMPANY) | Long | Equity-common | US | $11M | 128K | 0.10 |
| STERICYCLE INC (STERICYCLE, INC.) | Long | Equity-common | US | $541K | 9K | 0.01 |
| STERLING BANCORP INC MI (STERLING BANCORP, INC.) | Long | Equity-common | US | $316K | 54K | 0.00 |
| STERLING CHECK CORP (STERLING CHECK CORP.) | Long | Equity-common | US | $396K | 25K | 0.00 |
| STERLING INFRASTRUCTURE (STERLING INFRASTRUCTURE, INC.) | Long | Equity-common | US | $2M | 19K | 0.02 |
| STEWART INFORMATION SERVICES CORP (STEWART INFORMATION SERVICES CORPORATION) | Long | Equity-common | US | $15M | 217K | 0.14 |
| STIFEL FINANCIAL CORP (STIFEL FINANCIAL CORP.) | Long | Equity-common | US | $20M | 222K | 0.18 |
| STITCH FIX INC (STITCH FIX, INC.) | Long | Equity-common | US | $1M | 302K | 0.01 |
| STOCK YARDS BANCORP INC (STOCK YARDS BANCORP, INC.) | Long | Equity-common | US | $2M | 27K | 0.02 |
| STONERIDGE INC (STONERIDGE, INC.) | Long | Equity-common | US | $3M | 177K | 0.03 |
| STONEX GROUP INC (STONEX GROUP INC.) | Long | Equity-common | US | $15M | 182K | 0.14 |
| STRATASYS LTD | Long | Equity-common | IL | $949K | 111K | 0.01 |
| STRATEGIC EDUCATION INC (STRATEGIC EDUCATION, INC.) | Long | Equity-common | US | $13M | 127K | 0.12 |
| STRATTEC SECURITY CORP (STRATTEC SECURITY CORPORATION) | Long | Equity-common | US | $432K | 18K | 0.00 |
| STRATUS PROPERTIES INC (STRATUS PROPERTIES INC.) | Long | Equity-common | US | $915K | 33K | 0.01 |
| STRIDE INC (STRIDE, INC.) | Long | Equity-common | US | $25M | 323K | 0.23 |
| STURM RUGER CO INC (STURM, RUGER & COMPANY, INC.) | Long | Equity-common | US | $134K | 3K | 0.00 |
| SUMMIT MATERIALS INC (SUMMIT MATERIALS, INC.) | Long | Equity-common | US | $334K | 8K | 0.00 |
| SUMMIT STATE BANK | Long | Equity-common | US | $8K | 885 | 0.00 |
| SUN COUNTRY AIRLINES HOLDINGS INC | Long | Equity-common | US | $3M | 220K | 0.03 |
| SUNCOKE ENERGY INC (SUNCOKE ENERGY, INC.) | Long | Equity-common | US | $8M | 659K | 0.07 |
| SUNNOVA ENERGY INTERNATIONAL INC (SUNNOVA ENERGY INTERNATIONAL INC.) | Long | Equity-common | US | $259K | 37K | 0.00 |
| SUNRUN INC (SUNRUN INC.) | Long | Equity-common | US | $9M | 524K | 0.09 |
| SUPERIOR GROUP OF COS INC (SUPERIOR GROUP OF COMPANIES, INC.) | Long | Equity-common | US | $2M | 87K | 0.02 |
| SUPERNUS PHARMACEUTICALS INC (SUPERNUS PHARMACEUTICALS, INC.) | Long | Equity-common | US | $10M | 319K | 0.09 |
| SURGERY PARTNERS INC (SURGERY PARTNERS, INC.) | Long | Equity-common | US | $6M | 186K | 0.05 |
| SURROZEN INC | Long | Equity-common | US | $2K | 281 | 0.00 |
| SUTRO BIOPHARMA INC | Long | Equity-common | US | $160K | 40K | 0.00 |
| SWK HOLDINGS CORP (SWK HOLDINGS CORPORATION) | Long | Equity-common | US | $108K | 6K | 0.00 |
| SYLVAMO CORP (SYLVAMO CORPORATION) | Long | Equity-common | US | $5M | 66K | 0.05 |
| SYNAPTICS INC (SYNAPTICS INCORPORATED) | Long | Equity-common | US | $2M | 19K | 0.02 |
| SYNCHRONOSS TECHNOLOGIES INC (SYNCHRONOSS TECHNOLOGIES, INC.) | Long | Equity-common | US | $116K | 11K | 0.00 |
| SYNOVUS FINANCIAL CORP (SYNOVUS FINANCIAL CORP.) | Long | Equity-common | US | $37M | 783K | 0.34 |
| TACTILE SYSTEMS TECHNOLOGY INC | Long | Equity-common | US | $1M | 101K | 0.01 |
| TAITRON COMPONENTS INC (TAITRON COMPONENTS INCORPORATED) | Long | Equity-common | US | $28K | 10K | 0.00 |
| TALOS ENERGY INC (TALOS ENERGY INC.) | Long | Equity-common | US | $9M | 746K | 0.08 |
| TANDY LEATHER FACTORY INC (TANDY LEATHER FACTORY, INC.) | Long | Equity-common | US | $15K | 3K | 0.00 |
| TASKUS INC A (TASKUS, INC.) | Long | Equity-common | US | $402K | 24K | 0.00 |
| TAYLOR DEVICES INC (TAYLOR DEVICES, INC.) | Long | Equity-common | US | $24K | 465 | 0.00 |
| TAYLOR MORRISON HOME CORP (TAYLOR MORRISON HOME CORPORATION) | Long | Equity-common | US | $58M | 870K | 0.54 |
| TD SYNNEX CORP (TD SYNNEX CORPORATION) | Long | Equity-common | US | $61M | 509K | 0.56 |
| TEAM INC (TEAM, INC.) | Long | Equity-common | US | $25K | 3K | 0.00 |
| TECTONIC THERAPEUTIC INC | Long | Equity-common | US | $17K | 931 | 0.00 |
| TEEKAY CORP (TEEKAY CORPORATION) | Long | Equity-common | MH | $5M | 597K | 0.05 |
| TEEKAY TANKERS LTD (TEEKAY TANKERS LTD.) | Long | Equity-common | MH | $16M | 248K | 0.15 |
| TEGNA INC (TEGNA INC.) | Long | Equity-common | US | $17M | 1M | 0.16 |
| TEJON RANCH CO (TEJON RANCH CO.) | Long | Equity-common | US | $3M | 168K | 0.03 |
| TELADOC HEALTH INC (TELADOC HEALTH, INC.) | Long | Equity-common | US | $4M | 470K | 0.04 |
| TELEPHONE AND DATA SYSTEMS INC (TELEPHONE AND DATA SYSTEMS, INC.) | Long | Equity-common | US | $16M | 757K | 0.15 |
| TELOS CORP (TELOS CORPORATION) | Long | Equity-common | US | $163K | 38K | 0.00 |
| TENAYA THERAPEUTICS INC | Long | Equity-common | US | $61K | 17K | 0.00 |
| TEREX CORP (TEREX CORPORATION) | Long | Equity-common | US | $20M | 321K | 0.19 |
| TERNS PHARMACEUTICALS INC | Long | Equity-common | US | $412K | 53K | 0.00 |
| TERRITORIAL BANCORP INC | Long | Equity-common | US | $447K | 45K | 0.00 |
| TETRA TECHNOLOGIES INC (TETRA TECHNOLOGIES, INC.) | Long | Equity-common | US | $34K | 9K | 0.00 |
| TEXAS CAPITAL BANCSHARES INC (TEXAS CAPITAL BANCSHARES, INC.) | Long | Equity-common | US | $25M | 377K | 0.23 |
| TFS FINANCIAL CORP (TFS FINANCIAL CORPORATION) | Long | Equity-common | US | $2M | 125K | 0.02 |
| The DFA Short Term Investment Fund (DIMENSIONAL FUND ADVISORS LP) | Long | Short-term investment vehicle | US | $658M | 658M | 6.12 |
| THERMON GROUP HOLDINGS INC (THERMON GROUP HOLDINGS, INC.) | Long | Equity-common | US | $6M | 198K | 0.06 |
| THIRD COAST BANCSHARES INC | Long | Equity-common | US | $209K | 9K | 0.00 |
| THOR INDUSTRIES INC (THOR INDUSTRIES, INC.) | Long | Equity-common | US | $33M | 316K | 0.31 |
| THRYV HOLDINGS INC (THRYV HOLDINGS, INC.) | Long | Equity-common | US | $3M | 137K | 0.02 |
| TILE SHOP HOLDINGS INC (TILE SHOP HOLDINGS, INC.) | Long | Equity-common | US | $747K | 103K | 0.01 |
| TILLY S INC (TILLY'S, INC.) | Long | Equity-common | US | $1M | 252K | 0.01 |
| TIMBERLAND BANCORP INC WA (TIMBERLAND BANCORP, INC.) | Long | Equity-common | US | $2M | 50K | 0.01 |
| TIMKEN CO THE (THE TIMKEN COMPANY) | Long | Equity-common | US | $11M | 124K | 0.10 |
| TIPTREE INC (TIPTREE INC.) | Long | Equity-common | US | $4M | 192K | 0.04 |
| TITAN INTERNATIONAL INC (TITAN INTERNATIONAL, INC.) | Long | Equity-common | US | $2M | 273K | 0.02 |
| TITAN MACHINERY INC (TITAN MACHINERY INC.) | Long | Equity-common | US | $2M | 126K | 0.02 |
| TOLL BROTHERS INC (TOLL BROTHERS, INC.) | Long | Equity-common | US | $21M | 144K | 0.19 |
| TOMPKINS FINANCIAL CORP (TOMPKINS FINANCIAL CORPORATION) | Long | Equity-common | US | $5M | 73K | 0.04 |
| TOOTSIE ROLL INDUSTRIES INC (TOOTSIE ROLL INDUSTRIES, INC.) | Long | Equity-common | US | $575K | 19K | 0.01 |
| TOP SHIPS INC (TOP SHIPS INC.) | Long | Equity-common | MH | $50K | 5K | 0.00 |
| TOPGOLF CALLAWAY BRND CRP (TOPGOLF CALLAWAY BRANDS CORP.) | Long | Equity-common | US | $19M | 1M | 0.17 |
| TOWNE BANK PORTSMOUTH VA (TowneBank) | Long | Equity-common | US | $15M | 450K | 0.14 |
| TOWNSQUARE MEDIA INC (TOWNSQUARE MEDIA, INC.) | Long | Equity-common | US | $234K | 19K | 0.00 |
| TRAEGER INC (TRAEGER, INC.) | Long | Equity-common | US | $106K | 43K | 0.00 |
| TRANSACT TECHNOLOGIES INC (TRANSACT TECHNOLOGIES INCORPORATED) | Long | Equity-common | US | $98K | 24K | 0.00 |
| TRANSOCEAN LTD (Transocean Ltd.) | Long | Equity-common | CH | $27M | 5M | 0.25 |
| TREDEGAR CORP (TREDEGAR CORPORATION) | Long | Equity-common | US | $1M | 217K | 0.01 |
| TREEHOUSE FOODS INC (TREEHOUSE FOODS, INC.) | Long | Equity-common | US | $16M | 406K | 0.15 |
| TRI POINTE HOMES INC (TRI POINTE HOMES, INC.) | Long | Equity-common | US | $34M | 754K | 0.32 |
| TRICO BANCSHARES | Long | Equity-common | US | $8M | 173K | 0.07 |
| TRIMAS CORP (TRIMAS CORPORATION) | Long | Equity-common | US | $6M | 228K | 0.05 |
| TRINITY INDUSTRIES INC (TRINITY INDUSTRIES, INC.) | Long | Equity-common | US | $23M | 687K | 0.21 |
| TRIO TECH INTERNATIONAL (TRIO-TECH INTERNATIONAL) | Long | Equity-common | US | $27K | 5K | 0.00 |
| TRIPADVISOR INC (TRIPADVISOR, INC.) | Long | Equity-common | US | $5M | 278K | 0.05 |
| TRIUMPH FINANCIAL INC (Triumph Financial, Inc.) | Long | Equity-common | US | $11M | 118K | 0.10 |
| TRONOX HOLDINGS PLC | Long | Equity-common | GB | $18M | 1M | 0.16 |
| TRUBRIDGE INC (TRUBRIDGE, INC.) | Long | Equity-common | US | $743K | 66K | 0.01 |
| TRUEBLUE INC (TRUEBLUE, INC.) | Long | Equity-common | US | $4M | 308K | 0.03 |
| TRUECAR INC (TRUECAR, INC.) | Long | Equity-common | US | $2M | 522K | 0.02 |
| TRUSTCO BANK CORP NY (TRUSTCO BANK CORP N Y) | Long | Equity-common | US | $5M | 145K | 0.05 |
| TRUSTMARK CORP (TRUSTMARK CORPORATION) | Long | Equity-common | US | $17M | 477K | 0.15 |
| TTM TECHNOLOGIES INC (TTM TECHNOLOGIES, INC.) | Long | Equity-common | US | $16M | 806K | 0.15 |
| TURNING POINT BRANDS INC (TURNING POINT BRANDS, INC.) | Long | Equity-common | US | $502K | 13K | 0.00 |
| TURTLE BEACH CORP (TURTLE BEACH CORPORATION) | Long | Equity-common | US | $75K | 5K | 0.00 |
| TUTOR PERINI CORP (TUTOR PERINI CORPORATION) | Long | Equity-common | US | $6M | 234K | 0.05 |
| TWILIO INC (TWILIO INC.) | Long | Equity-common | US | $14M | 240K | 0.13 |
| TWIN DISC INC (TWIN DISC, INCORPORATED) | Long | Equity-common | US | $925K | 64K | 0.01 |
| TWIST BIOSCIENCE CORP | Long | Equity-common | US | $436K | 8K | 0.00 |
| U HAUL HOLDING CO (U-Haul Holding Company) | Long | Equity-common | US | $24M | 382K | 0.23 |
| U HAUL HOLDING CO (U-Haul Holding Company) | Long | Equity-common | US | $505K | 8K | 0.00 |
| UFP INDUSTRIES INC (UFP INDUSTRIES, INC.) | Long | Equity-common | US | $22M | 163K | 0.20 |
| ULTRA CLEAN HOLDINGS INC (ULTRA CLEAN HOLDINGS, INC.) | Long | Equity-common | US | $14M | 319K | 0.13 |
| ULTRALIFE CORP (ULTRALIFE CORPORATION) | Long | Equity-common | US | $1M | 93K | 0.01 |
| UMB FINANCIAL CORP (UMB Financial Corporation) | Long | Equity-common | US | $14M | 136K | 0.13 |
| UNDER ARMOUR INC CLASS A (UNDER ARMOUR, INC.) | Long | Equity-common | US | $9M | 1M | 0.08 |
| UNDER ARMOUR INC CLASS C (UNDER ARMOUR, INC.) | Long | Equity-common | US | $8M | 1M | 0.08 |
| UNICO AMERICAN CORP (UNICO AMERICAN CORPORATION) | Long | Equity-common | US | $461.37 | 26K | 0.00 |
| UNIFI INC (UNIFI, INC.) | Long | Equity-common | US | $614K | 109K | 0.01 |
| UNIFIRST CORP MA (UNIFIRST CORPORATION) | Long | Equity-common | US | $20M | 103K | 0.19 |
| UNION BANKSHARES INC MORRISVILLE VT (UNION BANKSHARES, INC.) | Long | Equity-common | US | $25K | 1K | 0.00 |
| UNITED BANCORP INC OH (UNITED BANCORP, INC.) | Long | Equity-common | US | $26K | 2K | 0.00 |
| UNITED BANCSHARES INC OH (UNITED BANCSHARES, INC.) | Long | Equity-common | US | $76K | 4K | 0.00 |
| UNITED BANKSHARES INC WV (UNITED BANKSHARES, INC.) | Long | Equity-common | US | $31M | 799K | 0.29 |
| UNITED COMMUNITY BANKS INC GA (UNITED COMMUNITY BANKS, INC.) | Long | Equity-common | US | $20M | 651K | 0.19 |
| UNITED FIRE GROUP INC (UNITED FIRE GROUP, INC.) | Long | Equity-common | US | $3M | 138K | 0.03 |
| UNITED NATURAL FOODS INC (UNITED NATURAL FOODS, INC.) | Long | Equity-common | US | $4M | 278K | 0.04 |
| UNITED SECURITY BANCSHARES FRESNO CA | Long | Equity-common | US | $589K | 73K | 0.01 |
| UNITED STATES CELLULAR CORP (UNITED STATES CELLULAR CORPORATION) | Long | Equity-common | US | $14M | 256K | 0.13 |
| UNITED STATES LIME MINERALS INC (UNITED STATES LIME & MINERALS, INC.) | Long | Equity-common | US | $514K | 6K | 0.00 |
| UNITED STATES STEEL CORP (UNITED STATES STEEL CORPORATION) | Long | Equity-common | US | $50M | 1M | 0.47 |
| UNITY BANCORP INC (UNITY BANCORP, INC) | Long | Equity-common | US | $2M | 51K | 0.02 |
| UNIVERSAL CORP VA (UNIVERSAL CORPORATION) | Long | Equity-common | US | $11M | 210K | 0.10 |
| UNIVERSAL ELECTRONICS INC (UNIVERSAL ELECTRONICS INC.) | Long | Equity-common | US | $874K | 74K | 0.01 |
| UNIVERSAL HEALTH SERVICES (UNIVERSAL HEALTH SERVICES, INC.) | Long | Equity-common | US | $24M | 114K | 0.23 |
| UNIVERSAL INSURANCE HOLDINGS INC (UNIVERSAL INSURANCE HOLDINGS, INC.) | Long | Equity-common | US | $4M | 183K | 0.03 |
| UNIVERSAL LOGISTICS HOLDINGS INC (UNIVERSAL LOGISTICS HOLDINGS, INC.) | Long | Equity-common | US | $2M | 51K | 0.02 |
| UNIVERSAL STAINLESS ALLOY PRODUCTS INC (UNIVERSAL STAINLESS & ALLOY PRODUCTS, INC.) | Long | Equity-common | US | $2M | 42K | 0.01 |
| UNIVERSAL TECHNICAL INSTITUTE INC (UNIVERSAL TECHNICAL INSTITUTE, INC.) | Long | Equity-common | US | $3M | 153K | 0.03 |
| UNIVEST FINANCIAL CORP (Univest Financial Corporation) | Long | Equity-common | US | $5M | 174K | 0.04 |
| UNUM GROUP | Long | Equity-common | US | $61M | 1M | 0.57 |
| UPBOUND GROUP INC (UPBOUND GROUP, INC.) | Long | Equity-common | US | $9M | 227K | 0.08 |
| UPLAND SOFTWARE INC (UPLAND SOFTWARE, INC.) | Long | Equity-common | US | $257K | 112K | 0.00 |
| URBAN ONE INC (URBAN ONE, INC.) | Long | Equity-common | US | $57K | 28K | 0.00 |
| URBAN ONE INC (URBAN ONE, INC.) | Long | Equity-common | US | $39K | 28K | 0.00 |
| URBAN OUTFITTERS INC (URBAN OUTFITTERS, INC.) | Long | Equity-common | US | $28M | 612K | 0.26 |
| US FOODS HOLDING CORP (US FOODS HOLDING CORP.) | Long | Equity-common | US | $15M | 276K | 0.14 |
| US GLOBAL INVESTORS INC (U.S. GLOBAL INVESTORS, INC.) | Long | Equity-common | US | $19K | 7K | 0.00 |
| US PHYSICAL THERAPY INC (U. S. PHYSICAL THERAPY, INC.) | Long | Equity-common | US | $250K | 3K | 0.00 |
| US SILICA HOLDINGS INC (U.S. SILICA HOLDINGS, INC.) | Long | Equity-common | US | $2M | 151K | 0.02 |
| USANA HEALTH SCIENCES INC (USANA HEALTH SCIENCES, INC.) | Long | Equity-common | US | $3M | 59K | 0.02 |
| UTAH MEDICAL PRODUCTS INC (UTAH MEDICAL PRODUCTS, INC.) | Long | Equity-common | US | $1M | 15K | 0.01 |
| UTZ BRANDS INC (UTZ BRANDS, INC.) | Long | Equity-common | US | $2K | 129 | 0.00 |
| V2X INC (V2X, INC.) | Long | Equity-common | US | $3M | 52K | 0.03 |
| VAALCO ENERGY INC (VAALCO ENERGY, INC.) | Long | Equity-common | US | $2M | 213K | 0.01 |
| VALLEY NATIONAL BANCORP | Long | Equity-common | US | $18M | 2M | 0.17 |
| VANDA PHARMACEUTICALS INC (VANDA PHARMACEUTICALS INC.) | Long | Equity-common | US | $1M | 251K | 0.01 |
| VAREX IMAGING CORP (VAREX IMAGING CORPORATION) | Long | Equity-common | US | $4M | 270K | 0.04 |
| VEECO INSTRUMENTS INC (VEECO INSTRUMENTS INC.) | Long | Equity-common | US | $9M | 220K | 0.08 |
| VELOCITY FINANCIAL INC (VELOCITY FINANCIAL, INC.) | Long | Equity-common | US | $67K | 4K | 0.00 |
| VERA BRADLEY INC (VERA BRADLEY, INC.) | Long | Equity-common | US | $2M | 242K | 0.02 |
| VERACYTE INC | Long | Equity-common | US | $13M | 554K | 0.12 |
| VERINT SYSTEMS INC (VERINT SYSTEMS INC.) | Long | Equity-common | US | $7M | 206K | 0.07 |
| VERITEX HOLDINGS INC (VERITEX HOLDINGS, INC.) | Long | Equity-common | US | $7M | 290K | 0.07 |
| VERVE THERAPEUTICS INC | Long | Equity-common | US | $567K | 81K | 0.01 |
| VESTIS CORP (VESTIS CORPORATION) | Long | Equity-common | US | $819K | 63K | 0.01 |
| VF CORP (V.F. CORPORATION) | Long | Equity-common | US | $6M | 381K | 0.06 |
| VIASAT INC (VIASAT, INC.) | Long | Equity-common | US | $1M | 56K | 0.01 |
| VIATRIS INC (VIATRIS INC.) | Long | Equity-common | US | $17M | 1M | 0.16 |
| VIAVI SOLUTIONS INC (VIAVI SOLUTIONS INC.) | Long | Equity-common | US | $4M | 436K | 0.03 |
| VICOR CORP (VICOR CORPORATION) | Long | Equity-common | US | $450K | 11K | 0.00 |
| VILLAGE SUPER MARKET INC (Village Super Market, Inc.) | Long | Equity-common | US | $2M | 68K | 0.02 |
| VIMEO INC (VIMEO, INC.) | Long | Equity-common | US | $1M | 345K | 0.01 |
| VIR BIOTECHNOLOGY INC | Long | Equity-common | US | $2M | 151K | 0.01 |
| VIRCO MFG CORP (VIRCO MFG CORPORATION) | Long | Equity-common | US | $837K | 48K | 0.01 |
| VIRGINIA NATIONAL BANKSHARES CORP (Virginia National Bankshares Corporation) | Long | Equity-common | US | $115K | 3K | 0.00 |
| VIRTRA INC (VIRTRA, INC.) | Long | Equity-common | US | $131K | 15K | 0.00 |
| VIRTUS INVESTMENT PARTNERS INC (VIRTUS INVESTMENT PARTNERS, INC.) | Long | Equity-common | US | $10M | 44K | 0.09 |
| VISHAY INTERTECHNOLOGY INC (VISHAY INTERTECHNOLOGY, INC.) | Long | Equity-common | US | $24M | 973K | 0.22 |
| VISHAY PRECISION GROUP INC (VISHAY PRECISION GROUP, INC.) | Long | Equity-common | US | $3M | 90K | 0.03 |
| VISLINK TECHNOLOGIES INC | Long | Equity-common | US | $22K | 3K | 0.00 |
| VISTA OUTDOOR INC (VISTA OUTDOOR INC.) | Long | Equity-common | US | $15M | 368K | 0.14 |
| VISTEON CORP (VISTEON CORPORATION) | Long | Equity-common | US | $4M | 34K | 0.04 |
| VITAL ENERGY INC (VITAL ENERGY, INC.) | Long | Equity-common | US | $8M | 183K | 0.07 |
| VITESSE ENERGY INC | Long | Equity-common | US | $3M | 128K | 0.03 |
| VOXX INTERNATIONAL CORP (VOXX INTERNATIONAL CORPORATION) | Long | Equity-common | US | $519K | 203K | 0.00 |
| VOYA FINANCIAL INC (VOYA FINANCIAL, INC.) | Long | Equity-common | US | $19M | 259K | 0.18 |
| VOYAGER THERAPEUTICS INC | Long | Equity-common | US | $1M | 112K | 0.01 |
| VSE CORP (VSE CORPORATION) | Long | Equity-common | US | $6M | 63K | 0.05 |
| WABASH NATIONAL CORP (WABASH NATIONAL CORPORATION) | Long | Equity-common | US | $6M | 272K | 0.05 |
| WAFD INC (WaFd, Inc) | Long | Equity-common | US | $19M | 539K | 0.18 |
| WALKER DUNLOP INC (WALKER & DUNLOP, INC.) | Long | Equity-common | US | $14M | 133K | 0.13 |
| WARRIOR MET COAL INC (WARRIOR MET COAL, INC.) | Long | Equity-common | US | $9M | 135K | 0.09 |
| WASHINGTON TRUST BANCORP INC (Washington Trust Bancorp, Inc.) | Long | Equity-common | US | $2M | 54K | 0.02 |
| WATERSTONE FINANCIAL INC (WATERSTONE FINANCIAL, INC.) | Long | Equity-common | US | $2M | 117K | 0.02 |
| WEBSTER FINANCIAL CORP (WEBSTER FINANCIAL CORPORATION) | Long | Equity-common | US | $43M | 876K | 0.40 |
| WEIS MARKETS INC (WEIS MARKETS, INC.) | Long | Equity-common | US | $16M | 216K | 0.15 |
| WEREWOLF THERAPEUTICS INC | Long | Equity-common | US | $5K | 2K | 0.00 |
| WERNER ENTERPRISES INC (WERNER ENTERPRISES, INC.) | Long | Equity-common | US | $15M | 374K | 0.14 |
| WESBANCO INC (WESBANCO, INC.) | Long | Equity-common | US | $14M | 450K | 0.13 |
| WESCO INTERNATIONAL INC (WESCO INTERNATIONAL, INC.) | Long | Equity-common | US | $49M | 278K | 0.45 |
| WEST BANCORP INC (WEST BANCORPORATION, INC.) | Long | Equity-common | US | $2M | 88K | 0.02 |
| WESTAMERICA BANCORP (WESTAMERICA BANCORPORATION) | Long | Equity-common | US | $2M | 34K | 0.02 |
| WESTERN ALLIANCE BANCORP (WESTERN ALLIANCE BANCORPORATION) | Long | Equity-common | US | $29M | 358K | 0.27 |
| WESTERN NEW ENGLAND BANCORP INC (WESTERN NEW ENGLAND BANCORP, INC.) | Long | Equity-common | US | $812K | 98K | 0.01 |
| WESTWOOD HOLDINGS GROUP INC (WESTWOOD HOLDINGS GROUP, INC.) | Long | Equity-common | US | $289K | 22K | 0.00 |
| WEYCO GROUP INC (WEYCO GROUP, INC.) | Long | Equity-common | US | $2M | 52K | 0.02 |
| WHIRLPOOL CORP (WHIRLPOOL CORPORATION) | Long | Equity-common | US | $6M | 60K | 0.06 |
| WHITE MOUNTAINS INSURANCE GROUP LTD (WHITE MOUNTAINS INSURANCE GROUP, LTD.) | Long | Equity-common | BM | $31M | 17K | 0.29 |
| WHOLE EARTH BRANDS INC (WHOLE EARTH BRANDS, INC.) | Long | Equity-common | US | $351K | 72K | 0.00 |
| WIDEOPENWEST INC (WIDEOPENWEST, INC.) | Long | Equity-common | US | $631K | 116K | 0.01 |
| WIDEPOINT CORP (WIDEPOINT CORPORATION) | Long | Equity-common | US | $93K | 25K | 0.00 |
| WILHELMINA INTERNATIONAL INC (WILHELMINA INTERNATIONAL, INC.) | Long | Equity-common | US | $17K | 3K | 0.00 |
| WILLAMETTE VALLEY VINEYARDS INC (WILLAMETTE VALLEY VINEYARDS, INC.) | Long | Equity-common | US | $12K | 3K | 0.00 |
| WILLDAN GROUP INC (WILLDAN GROUP, INC.) | Long | Equity-common | US | $815K | 24K | 0.01 |
| WILLIAM PENN BANCORP (WILLIAM PENN BANCORPORATION) | Long | Equity-common | US | $2K | 150 | 0.00 |
| WILLIS LEASE FINANCE CORP (WILLIS LEASE FINANCE CORPORATION) | Long | Equity-common | US | $3M | 36K | 0.03 |
| WINNEBAGO INDUSTRIES INC (WINNEBAGO INDUSTRIES, INC.) | Long | Equity-common | US | $15M | 247K | 0.14 |
| WINTRUST FINANCIAL CORP (WINTRUST FINANCIAL CORPORATION) | Long | Equity-common | US | $38M | 352K | 0.35 |
| WORLD ACCEPTANCE CORP (WORLD ACCEPTANCE CORPORATION) | Long | Equity-common | US | $2M | 20K | 0.02 |
| WORLD KINECT CORP (World Kinect Corporation.) | Long | Equity-common | US | $13M | 483K | 0.13 |
| WORTHINGTON ENTERPRISES INC (WORTHINGTON ENTERPRISES, INC.) | Long | Equity-common | US | $15M | 294K | 0.14 |
| WORTHINGTON STEEL INC (WORTHINGTON STEEL, INC.) | Long | Equity-common | US | $11M | 266K | 0.10 |
| WSFS FINANCIAL CORP (WSFS FINANCIAL CORPORATION) | Long | Equity-common | US | $25M | 435K | 0.23 |
| WVS FINANCIAL CORP (W V S FINANCIAL CORP.) | Long | Equity-common | US | $16K | 1K | 0.00 |
| XENCOR INC | Long | Equity-common | US | $386K | 19K | 0.00 |
| XERIS BIOPHARMA HOLD CVR | Long | Equity-common | US | $96.66 | 358 | 0.00 |
| XEROX HOLDINGS CORP | Long | Equity-common | US | $11M | 999K | 0.10 |
| XPERI INC | Long | Equity-common | US | $2M | 284K | 0.02 |
| YELP INC (YELP INC.) | Long | Equity-common | US | $719K | 20K | 0.01 |
| ZEDGE INC | Long | Equity-common | US | $55K | 15K | 0.00 |
| ZIFF DAVIS INC (ZIFF DAVIS, INC.) | Long | Equity-common | US | $11M | 225K | 0.10 |
| ZIMVIE INC W I (ZIMVIE INC.) | Long | Equity-common | US | $2M | 100K | 0.02 |
| ZIONS BANCORP (ZIONS BANCORPORATION, NATIONAL ASSOCIATION) | Long | Equity-common | US | $44M | 860K | 0.41 |
| ZUMIEZ INC (ZUMIEZ INC.) | Long | Equity-common | US | $3M | 134K | 0.03 |
| ZYMEWORKS INC | Long | Equity-common | US | $706K | 67K | 0.01 |
Address
Dimensional ETF Trust
6300 Bee Cave Road
Building One
Austin
Texas
78746
United States of America
Websites
Directors
Darrell Duffie
David P. Butler
Douglas W. Diamond
Francis A. Longstaff
Gerard K. O'Reilly
George M. Constantinides
Heather E. Tookes
Ingrid M. Werner
Reena Aggarwal
Abbie J. Smith
Transfer Agents
Citibank, N.A.
Pricing Services
ICE Data Services, Inc.
Refinitiv US Holdings, Inc.
Bloomberg
Custodians
Citibank Europe PLC
Citibank Europe PLC
Citigroup Pty Limited
Citibank Europe PLC
Citibank Europe PLC
Citibank Europe plc, Sweden Branch
Euroclear
Citibank Canada
Citibank Europe Plc Dublin
Citibank Europe PLC
Citibank, N.A., London BranchCitibank, N.A., London Branch
Citibank Europe PLC
Citibank, N.A., Israel Branch
Citibank, N.A., London Branch
Citibank Europe Plc Dublin
Citibank Europe PLC
Citibank, N.A.
Citibank Europe Plc Dublin
Citibank, N.A., Singapore Branch
Citibank, N.A., Hong Kong Branch
Citibank N.A. Tokyo Branch
Citibank Europe PLC
Citibank, N.A., Auckland Branch
Shareholder Servicing Agents
N/A
Admins
Citi Fund Services Ohio, Inc.
Brokers
Citigroup Global Markets Inc.
Virtu Americas LLC
J.P. Morgan Securities LLC
UBS Securities LLC
Goldman Sachs & Co. LLC
SG Americas Securities, LLC
Jefferies LLC
Merrill Lynch, Pierce, Fenner & Smith Incorporated
Loop Capital Markets LLC
Instinet, LLC