Dimensional Funds > DFA INVESTMENT DIMENSIONS GROUP INC
DFA INTERNATIONAL SMALL CAP VALUE PORTFOLIO
$10.71B
Avg Monthly Net Assets
$12.19B
Total Assets
$435.78M
Total Liabilities
$11.75B
Net Assets
DFA INTERNATIONAL SMALL CAP VALUE PORTFOLIO is a Mutual Fund in DFA INVESTMENT DIMENSIONS GROUP INC
from Dimensional Funds,
based in Texas,
United States of America.
The fund has one share class
and monthly net assets of $10.71B.
On September 26th, 2024 it reported 1,881 holdings, the largest
being Dimensional Holdings Inc. (1.8%), The DFA Investment Trust Company (1.8%) and Banco de Sabadell SA (1.6%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Ticker | Monthly Returns (2 years) |
|---|---|---|---|
| Institutional Class Shares | C000002701 | DISVX |
Holdings
From latest NPORT-P, filed September 26th, 2024 for period ending July 31st, 2024.
Historic holdings data available from Fincoded.
| Name | Profile | Category | Country | Value $USD | # Shares | % of Fund |
|---|---|---|---|---|---|---|
| 1&1 AG | Long | Equity-common | DE | $9M | 544K | 0.07 |
| 77 Bank Ltd. (77 Bank Ltd/The) | Long | Equity-common | JP | $28M | 898K | 0.24 |
| 7C Solarparken AG | Long | Equity-common | DE | $695K | 273K | 0.01 |
| A2A SpA | Long | Equity-common | IT | $15M | 7M | 0.12 |
| Aalberts NV | Long | Equity-common | NL | $2M | 40K | 0.01 |
| abrdn PLC | Long | Equity-common | GB | $25M | 11M | 0.21 |
| AcadeMedia AB | Long | Equity-common | SE | $5M | 944K | 0.04 |
| Acadian Timber Corp. | Long | Equity-common | CA | $2M | 115K | 0.01 |
| Accent Group Ltd. | Long | Equity-common | AU | $667K | 465K | 0.01 |
| Acciona SA | Long | Equity-common | ES | $3M | 26K | 0.03 |
| ACEA SpA | Long | Equity-common | IT | $763K | 44K | 0.01 |
| Acerinox SA | Long | Equity-common | ES | $32M | 3M | 0.27 |
| Achilles Corp. | Long | Equity-common | JP | $2M | 210K | 0.02 |
| Ackermans & van Haaren NV | Long | Equity-common | BE | $58M | 302K | 0.49 |
| Acomo NV | Long | Equity-common | NL | $312K | 17K | 0.00 |
| Acrow Ltd. | Long | Equity-common | AU | $86.07 | 116 | 0.00 |
| ACT Energy Technologies Ltd. | Long | Equity-common | CA | $21K | 5K | 0.00 |
| AD Works Group Co. Ltd. (AD Works Group Co Ltd) | Long | Equity-common | JP | $459K | 301K | 0.00 |
| Adairs Ltd. | Long | Equity-common | AU | $1M | 899K | 0.01 |
| Adecco Group AG | Long | Equity-common | CH | $54M | 2M | 0.46 |
| ADEKA Corp. | Long | Equity-common | JP | $2M | 92K | 0.02 |
| ADENTRA, Inc. (ADENTRA Inc) | Long | Equity-common | CA | $2M | 63K | 0.02 |
| ADTRAN Holdings, Inc. (ADTRAN Holdings Inc) | Long | Equity-common | US | $3M | 504K | 0.03 |
| Advantage Energy Ltd. | Long | Equity-common | CA | $22M | 3M | 0.18 |
| Adveo Group International SA | Long | Equity-common | ES | $0 | 15K | – |
| Aecon Group, Inc. (Aecon Group Inc) | Long | Equity-common | CA | $14M | 1M | 0.12 |
| Aedas Homes SA | Long | Equity-common | ES | $2M | 77K | 0.02 |
| AEM Holdings Ltd. | Long | Equity-common | SG | $17K | 13K | 0.00 |
| Aeon Credit Service Asia Co. Ltd. (Aeon Credit Service Asia Co Ltd) | Long | Equity-common | HK | $900K | 1M | 0.01 |
| AEON Financial Service Co. Ltd. (AEON Financial Service Co Ltd) | Long | Equity-common | JP | $10M | 1M | 0.09 |
| AFRY AB | Long | Equity-common | SE | $9M | 508K | 0.08 |
| Ageas SA (Ageas SA/NV) | Long | Equity-common | BE | $8M | 168K | 0.07 |
| AGF Management Ltd. | Long | Equity-common | CA | $6M | 1M | 0.05 |
| AGFA-Gevaert NV | Long | Equity-common | BE | $707K | 555K | 0.01 |
| Agrana Beteiligungs AG | Long | Equity-common | AT | $4M | 325K | 0.04 |
| Ahresty Corp. | Long | Equity-common | JP | $597K | 122K | 0.01 |
| Aichi Corp. | Long | Equity-common | JP | $2M | 259K | 0.02 |
| Aichi Financial Group, Inc. (Aichi Financial Group Inc) | Long | Equity-common | JP | $659K | 37K | 0.01 |
| Aichi Steel Corp. | Long | Equity-common | JP | $2M | 85K | 0.02 |
| Aichi Tokei Denki Co. Ltd. (Aichi Tokei Denki Co Ltd) | Long | Equity-common | JP | $2M | 110K | 0.01 |
| Aida Engineering Ltd. | Long | Equity-common | JP | $568K | 100K | 0.00 |
| Aimia, Inc. (Aimia Inc) | Long | Equity-common | CA | $115K | 59K | 0.00 |
| Ainavo Holdings Co. Ltd. (Ainavo Holdings Co Ltd) | Long | Equity-common | JP | $178K | 20K | 0.00 |
| Ainsworth Game Technology Ltd. | Long | Equity-common | AU | $496K | 814K | 0.00 |
| Aiphone Co. Ltd. (Aiphone Co Ltd) | Long | Equity-common | JP | $4M | 208K | 0.04 |
| Air New Zealand Ltd. | Long | Equity-common | NZ | $469K | 1M | 0.00 |
| Airport Facilities Co. Ltd. (Airport Facilities Co Ltd) | Long | Equity-common | JP | $2M | 423K | 0.01 |
| Aisan Industry Co. Ltd. (Aisan Industry Co Ltd) | Long | Equity-common | JP | $8M | 767K | 0.07 |
| Akastor ASA | Long | Equity-common | NO | $402K | 265K | 0.00 |
| Akatsuki Corp. | Long | Equity-common | JP | $113K | 34K | 0.00 |
| Akatsuki, Inc. (Akatsuki Inc) | Long | Equity-common | JP | $639K | 41K | 0.01 |
| Akebono Brake Industry Co. Ltd. (Akebono Brake Industry Co Ltd) | Long | Equity-common | JP | $200K | 198K | 0.00 |
| Aker BioMarine ASA | Long | Equity-common | NO | $61K | 7K | 0.00 |
| Aktia Bank OYJ | Long | Equity-common | FI | $5M | 499K | 0.04 |
| AKWEL SADIR | Long | Equity-common | FR | $2M | 157K | 0.02 |
| Alamos Gold, Inc. (Alamos Gold Inc) | Long | Equity-common | CA | $102M | 6M | 0.87 |
| Alaris Equity Partners Income | Long | Equity-common | CA | $3M | 274K | 0.03 |
| Albis Co. Ltd. (Albis Co Ltd) | Long | Equity-common | JP | $1M | 73K | 0.01 |
| Alcoa Corp. | Long | Equity-common | US | $4M | 131K | 0.04 |
| Alconix Corp. | Long | Equity-common | JP | $4M | 391K | 0.03 |
| Algoma Central Corp. | Long | Equity-common | CA | $3M | 308K | 0.03 |
| Algoma Steel Group, Inc. (Algoma Steel Group Inc) | Long | Equity-common | CA | $208K | 24K | 0.00 |
| Algoma Steel Group, Inc. (Algoma Steel Group Inc) | Long | Equity-common | CA | $32K | 4K | 0.00 |
| Alimak Group AB | Long | Equity-common | SE | $6M | 522K | 0.05 |
| Alinco, Inc. (Alinco Inc) | Long | Equity-common | JP | $695K | 98K | 0.01 |
| Alkane Resources Ltd. | Long | Equity-common | AU | $848K | 3M | 0.01 |
| Alleima AB | Long | Equity-common | SE | $6M | 823K | 0.05 |
| Allfunds Group PLC | Long | Equity-common | GB | $1M | 221K | 0.01 |
| Alliance Aviation Services Ltd. | Long | Equity-common | AU | $154K | 74K | 0.00 |
| Alliance Pharma PLC | Long | Equity-common | GB | $315K | 644K | 0.00 |
| Allied Group Ltd. | Long | Equity-common | HK | $6M | 31M | 0.05 |
| Alligo AB | Long | Equity-common | SE | $4M | 287K | 0.03 |
| Allreal Holding AG | Long | Equity-common | CH | $37M | 208K | 0.32 |
| Alm Brand AS (Alm Brand A/S) | Long | Equity-common | DK | $1M | 589K | 0.01 |
| Alpen Co. Ltd. (Alpen Co Ltd) | Long | Equity-common | JP | $5M | 312K | 0.04 |
| Alpha Corp. | Long | Equity-common | JP | $407K | 45K | 0.00 |
| Alps Alpine Co. Ltd. (Alps Alpine Co Ltd) | Long | Equity-common | JP | $31M | 3M | 0.26 |
| Alps Logistics Co. Ltd. (Alps Logistics Co Ltd) | Long | Equity-common | JP | $4M | 105K | 0.03 |
| Alrov Properties & Lodgings Ltd. (Alrov Properties and Lodgings Ltd) | Long | Equity-common | IL | $478K | 13K | 0.00 |
| Alstom SA | Long | Equity-common | FR | $38M | 2M | 0.32 |
| Altamir | Long | Equity-common | FR | $9M | 315K | 0.07 |
| Aluflexpack AG | Long | Equity-common | CH | $17K | 1K | 0.00 |
| Ambea AB | Long | Equity-common | SE | $4M | 584K | 0.04 |
| Amotiv Ltd. | Long | Equity-common | AU | $5M | 761K | 0.05 |
| AMP Ltd. | Long | Equity-common | AU | $2M | 2M | 0.01 |
| ams-OSRAM AG | Long | Equity-common | AT | $7M | 5M | 0.06 |
| AMSC ASA | Long | Equity-common | NO | $2M | 786K | 0.02 |
| Anabuki Kosan, Inc. (Anabuki Kosan Inc) | Long | Equity-common | JP | $406K | 29K | 0.00 |
| Andrew Peller Ltd. | Long | Equity-common | CA | $99K | 33K | 0.00 |
| Anglo-Eastern Plantations PLC | Long | Equity-common | GB | $3M | 343K | 0.02 |
| Anima Holding SpA | Long | Equity-common | IT | $23M | 4M | 0.19 |
| Ansell Ltd. | Long | Equity-common | AU | $25M | 1M | 0.21 |
| AOKI Holdings, Inc. (AOKI Holdings Inc) | Long | Equity-common | JP | $4M | 439K | 0.03 |
| Aoyama Trading Co. Ltd. (Aoyama Trading Co Ltd) | Long | Equity-common | JP | $4M | 409K | 0.04 |
| Aperam SA | Long | Equity-common | LU | $21M | 784K | 0.18 |
| APM Human Services International Ltd. | Long | Equity-common | AU | $34K | 36K | 0.00 |
| Arakawa Chemical Industries Ltd. | Long | Equity-common | JP | $890K | 113K | 0.01 |
| Arata Corp. | Long | Equity-common | JP | $5M | 205K | 0.04 |
| Araya Industrial Co. Ltd. (Araya Industrial Co Ltd) | Long | Equity-common | JP | $809K | 23K | 0.01 |
| Arbonia AG | Long | Equity-common | CH | $12M | 818K | 0.10 |
| Archer Ltd. | Long | Equity-common | BM | $44K | 18K | 0.00 |
| ARCLANDS Corp. | Long | Equity-common | JP | $3M | 281K | 0.03 |
| Arcs Co. Ltd. (Arcs Co Ltd) | Long | Equity-common | JP | $8M | 445K | 0.07 |
| Arisawa Manufacturing Co. Ltd. (Arisawa Manufacturing Co Ltd) | Long | Equity-common | JP | $4M | 422K | 0.04 |
| Arise AB | Long | Equity-common | SE | $120K | 25K | 0.00 |
| Arjo AB | Long | Equity-common | SE | $8M | 2M | 0.07 |
| Arkema SA | Long | Equity-common | FR | $22M | 239K | 0.18 |
| ARN Media Ltd. | Long | Equity-common | AU | $499K | 1M | 0.00 |
| Artience Co. Ltd. (Artience Co Ltd) | Long | Equity-common | JP | $11M | 531K | 0.10 |
| Artnature, Inc. (Artnature Inc) | Long | Equity-common | JP | $218K | 39K | 0.00 |
| Arvida Group Ltd. | Long | Equity-common | NZ | $1M | 1M | 0.01 |
| Asahi Broadcasting Group Holdings Corp. | Long | Equity-common | JP | $49K | 11K | 0.00 |
| Asahi Co. Ltd. (Asahi Co Ltd) | Long | Equity-common | JP | $155K | 16K | 0.00 |
| Asahi Diamond Industrial Co. Ltd. (Asahi Diamond Industrial Co Ltd) | Long | Equity-common | JP | $5M | 715K | 0.04 |
| Asahi Kogyosha Co. Ltd. (Asahi Kogyosha Co Ltd) | Long | Equity-common | JP | $3M | 361K | 0.03 |
| Asahi Printing Co. Ltd. (Asahi Printing Co Ltd) | Long | Equity-common | JP | $77K | 12K | 0.00 |
| Ascopiave SpA | Long | Equity-common | IT | $96K | 36K | 0.00 |
| Ashdod Refinery Ltd. | Long | Equity-common | IL | $869K | 58K | 0.01 |
| Ashimori Industry Co. Ltd. (Ashimori Industry Co Ltd) | Long | Equity-common | JP | $1M | 84K | 0.01 |
| Ashmore Group PLC | Long | Equity-common | GB | $875K | 394K | 0.01 |
| Ashtrom Group Ltd. | Long | Equity-common | IL | $150K | 12K | 0.00 |
| Asia Financial Holdings Ltd. | Long | Equity-common | BM | $1M | 3M | 0.01 |
| Asia Pile Holdings Corp. | Long | Equity-common | JP | $3M | 514K | 0.03 |
| Asia Standard International Group Ltd. | Long | Equity-common | BM | $547K | 11M | 0.00 |
| ASKA Pharmaceutical Holdings Co. Ltd. (ASKA Pharmaceutical Holdings Co Ltd) | Long | Equity-common | JP | $5M | 328K | 0.04 |
| Aspo OYJ | Long | Equity-common | FI | $116K | 18K | 0.00 |
| ASR Nederland NV | Long | Equity-common | NL | $70M | 1M | 0.59 |
| Associated International Hotels Ltd. | Long | Equity-common | HK | $491K | 749K | 0.00 |
| Assystem SA | Long | Equity-common | FR | $961K | 18K | 0.01 |
| Astena Holdings Co. Ltd. (Astena Holdings Co Ltd) | Long | Equity-common | JP | $2M | 608K | 0.02 |
| Asti Corp. | Long | Equity-common | JP | $1M | 50K | 0.01 |
| Aston Martin Lagonda Global Holdings PLC | Long | Equity-common | GB | $196K | 98K | 0.00 |
| Atalaya Mining PLC | Long | Equity-common | CY | $482K | 99K | 0.00 |
| Atresmedia Corp. de Medios de Comunicacion SA (Atresmedia Corp de Medios de Comunicacion SA) | Long | Equity-common | ES | $1M | 264K | 0.01 |
| Atria OYJ | Long | Equity-common | FI | $3M | 272K | 0.02 |
| Attendo AB | Long | Equity-common | SE | $5M | 1M | 0.04 |
| Auction Technology Group PLC | Long | Equity-common | GB | $233K | 36K | 0.00 |
| Aumann AG | Long | Equity-common | DE | $35K | 2K | 0.00 |
| Aurelia Metals Ltd. | Long | Equity-common | AU | $282K | 3M | 0.00 |
| Aurubis AG | Long | Equity-common | DE | $32M | 406K | 0.27 |
| Austal Ltd. | Long | Equity-common | AU | $8M | 5M | 0.07 |
| Austevoll Seafood ASA | Long | Equity-common | NO | $2M | 247K | 0.02 |
| Australian Agricultural Co. Ltd. (Australian Agricultural Co Ltd) | Long | Equity-common | AU | $2M | 2M | 0.01 |
| Australian Vintage Ltd. | Long | Equity-common | AU | $60K | 612K | 0.00 |
| Auswide Bank Ltd. | Long | Equity-common | AU | $45K | 16K | 0.00 |
| Autobacs Seven Co. Ltd. (Autobacs Seven Co Ltd) | Long | Equity-common | JP | $784K | 71K | 0.01 |
| Autoneum Holding AG | Long | Equity-common | CH | $9M | 55K | 0.07 |
| Avance Gas Holding Ltd. | Long | Equity-common | BM | $3M | 169K | 0.02 |
| Avantia Co. Ltd. (Avantia Co Ltd) | Long | Equity-common | JP | $291K | 51K | 0.00 |
| Avarga Ltd. | Long | Equity-common | SG | $9K | 62K | 0.00 |
| AVJennings Ltd. | Long | Equity-common | AU | $344K | 2M | 0.00 |
| Awa Bank Ltd. (Awa Bank Ltd/The) | Long | Equity-common | JP | $7M | 395K | 0.06 |
| Axway Software SA | Long | Equity-common | FR | $71K | 3K | 0.00 |
| Axway Software SA | Derivative-equity | FR | $5K | 3K | 0.00 | |
| Azorim-Investment Development & Construction Co. Ltd. (Azorim-Investment Development & Construction Co Ltd) | Long | Equity-common | IL | $4M | 945K | 0.04 |
| B&S Group SARL | Long | Equity-common | LU | $50K | 10K | 0.00 |
| B2 Impact ASA | Long | Equity-common | NO | $2M | 2M | 0.01 |
| B2Gold Corp. | Long | Equity-common | CA | $33M | 11M | 0.28 |
| B2Gold Corp. | Long | Equity-common | CA | $5M | 2M | 0.04 |
| Bakkavor Group PLC | Long | Equity-common | GB | $5M | 3M | 0.04 |
| Balfour Beatty PLC | Long | Equity-common | GB | $47M | 9M | 0.40 |
| Baloise Holding AG | Long | Equity-common | CH | $60M | 333K | 0.51 |
| Banca IFIS SpA | Long | Equity-common | IT | $8M | 346K | 0.07 |
| Banca Monte dei Paschi di Siena SpA | Long | Equity-common | IT | $34M | 6M | 0.29 |
| Banca Popolare di Sondrio SpA | Long | Equity-common | IT | $65M | 8M | 0.55 |
| Banca Profilo SpA | Long | Equity-common | IT | $575K | 3M | 0.00 |
| Banca Sistema SpA | Long | Equity-common | IT | $1M | 693K | 0.01 |
| Banco BPM SpA | Long | Equity-common | IT | $60M | 9M | 0.51 |
| Banco Comercial Portugues SA | Long | Equity-common | PT | $47M | 111M | 0.40 |
| Banco de Sabadell SA | Long | Equity-common | ES | $193M | 92M | 1.65 |
| Banco di Desio e della Brianza SpA | Long | Equity-common | IT | $2M | 449K | 0.02 |
| Bando Chemical Industries Ltd. | Long | Equity-common | JP | $7M | 541K | 0.06 |
| Bank of East Asia Ltd. (Bank of East Asia Ltd/The) | Long | Equity-common | HK | $8M | 6M | 0.06 |
| Bank of Georgia Group PLC | Long | Equity-common | GB | $50M | 848K | 0.42 |
| Bank of Ireland Group PLC | Long | Equity-common | IE | $7M | 641K | 0.06 |
| Bank of Kochi Ltd. (Bank of Kochi Ltd/The) | Long | Equity-common | JP | $250K | 42K | 0.00 |
| Bank of Nagoya Ltd. (Bank of Nagoya Ltd/The) | Long | Equity-common | JP | $7M | 137K | 0.06 |
| Bank of Queensland Ltd. | Long | Equity-common | AU | $25M | 6M | 0.21 |
| Bank of Saga Ltd. (Bank of Saga Ltd/The) | Long | Equity-common | JP | $2M | 133K | 0.02 |
| Bank of the Ryukyus Ltd. | Long | Equity-common | JP | $1M | 159K | 0.01 |
| Bankinter SA | Long | Equity-common | ES | $74M | 9M | 0.63 |
| BankNordik P (BankNordik P/F) | Long | Equity-common | FO | $29K | 1K | 0.00 |
| Banque Cantonale de Geneve | Long | Equity-common | CH | $11M | 35K | 0.10 |
| Banque Cantonale du Jura SA | Long | Equity-common | CH | $233K | 3K | 0.00 |
| Banque Cantonale Vaudoise | Long | Equity-common | CH | $3M | 29K | 0.03 |
| Banyan Tree Holdings Ltd. | Long | Equity-common | SG | $807K | 3M | 0.01 |
| Bapcor Ltd. | Long | Equity-common | AU | $3M | 863K | 0.02 |
| Barratt Developments PLC | Long | Equity-common | GB | $5M | 776K | 0.04 |
| Base Resources Ltd. | Long | Equity-common | AU | $289K | 2M | 0.00 |
| Bavarian Nordic AS (Bavarian Nordic A/S) | Long | Equity-common | DK | $8M | 287K | 0.07 |
| BAWAG Group AG | Long | Equity-common | AT | $22M | 296K | 0.18 |
| Baytex Energy Corp. | Long | Equity-common | CA | $9M | 3M | 0.08 |
| BayWa AG | Long | Equity-common | DE | $4M | 279K | 0.03 |
| BCI Minerals Ltd. | Long | Equity-common | AU | $295K | 2M | 0.00 |
| Beach Energy Ltd. | Long | Equity-common | AU | $25M | 26M | 0.21 |
| Beazley PLC | Long | Equity-common | GB | $6M | 702K | 0.05 |
| Befesa SA | Long | Equity-common | LU | $2M | 78K | 0.02 |
| Bega Cheese Ltd. | Long | Equity-common | AU | $306K | 105K | 0.00 |
| Bekaert SA | Long | Equity-common | BE | $34M | 841K | 0.29 |
| Bell Financial Group Ltd. | Long | Equity-common | AU | $48K | 50K | 0.00 |
| Bell Food Group AG | Long | Equity-common | CH | $11M | 39K | 0.10 |
| Bellevue Group AG | Long | Equity-common | CH | $131K | 6K | 0.00 |
| Belluna Co. Ltd. (Belluna Co Ltd) | Long | Equity-common | JP | $4M | 746K | 0.03 |
| Bellway PLC | Long | Equity-common | GB | $78M | 2M | 0.66 |
| Beneteau SACA | Long | Equity-common | FR | $745K | 76K | 0.01 |
| Bergman & Beving AB | Long | Equity-common | SE | $11M | 380K | 0.10 |
| Berner Kantonalbank AG | Long | Equity-common | CH | $14M | 51K | 0.12 |
| Bertrandt AG | Long | Equity-common | DE | $326K | 11K | 0.00 |
| Betsson AB | Long | Equity-common | SE | $13M | 1M | 0.11 |
| Biesse SpA | Long | Equity-common | IT | $43K | 4K | 0.00 |
| Bigben Interactive | Long | Equity-common | FR | $107K | 42K | 0.00 |
| Bijou Brigitte AG | Long | Equity-common | DE | $2M | 46K | 0.01 |
| Bilfinger SE | Long | Equity-common | DE | $18M | 327K | 0.16 |
| Billerud Aktiebolag | Long | Equity-common | SE | $3M | 268K | 0.02 |
| Birchcliff Energy Ltd. | Long | Equity-common | CA | $26M | 6M | 0.22 |
| Black Diamond Group Ltd. | Long | Equity-common | CA | $6M | 889K | 0.05 |
| Bloomsbury Publishing PLC | Long | Equity-common | GB | $5M | 548K | 0.04 |
| BML, Inc. (BML Inc) | Long | Equity-common | JP | $251K | 13K | 0.00 |
| BOCOM International Holdings Co. Ltd. (BOCOM International Holdings Co Ltd) | Long | Equity-common | HK | $26K | 863K | 0.00 |
| Bodycote PLC | Long | Equity-common | GB | $18M | 2M | 0.16 |
| Bonduelle SCA | Long | Equity-common | FR | $1M | 206K | 0.01 |
| Bonheur ASA | Long | Equity-common | NO | $4M | 168K | 0.04 |
| Bonterra Energy Corp. | Long | Equity-common | CA | $874K | 252K | 0.01 |
| Bonvests Holdings Ltd. | Long | Equity-common | SG | $914K | 1M | 0.01 |
| Borussia Dortmund GmbH & Co. KGaA (Borussia Dortmund GmbH & Co KGaA) | Long | Equity-common | DE | $4M | 1M | 0.04 |
| BPER Banca SpA | Long | Equity-common | IT | $89M | 15M | 0.76 |
| bpost SA | Long | Equity-common | BE | $2M | 594K | 0.01 |
| Breedon Group PLC | Long | Equity-common | GB | $6M | 1M | 0.05 |
| Brickworks Ltd. | Long | Equity-common | AU | $19M | 991K | 0.16 |
| Brookfield Reinsurance Ltd. | Long | Equity-common | BM | $211K | 4K | 0.00 |
| Brunel International NV | Long | Equity-common | NL | $84K | 7K | 0.00 |
| Bucher Industries AG | Long | Equity-common | CH | $1M | 3K | 0.01 |
| Bukit Sembawang Estates Ltd. | Long | Equity-common | SG | $263K | 104K | 0.00 |
| Bulten AB | Long | Equity-common | SE | $2M | 267K | 0.02 |
| Bunka Shutter Co. Ltd. (Bunka Shutter Co Ltd) | Long | Equity-common | JP | $4M | 319K | 0.03 |
| Bure Equity AB | Long | Equity-common | SE | $15M | 394K | 0.13 |
| Burford Capital Ltd. | Long | Equity-common | GG | $4M | 313K | 0.04 |
| Buzzi SpA | Long | Equity-common | IT | $63M | 2M | 0.54 |
| BW LPG Ltd. | Long | Equity-common | SG | $12M | 739K | 0.10 |
| BW Offshore Ltd. | Long | Equity-common | BM | $3M | 1M | 0.03 |
| BWX Ltd. | Long | Equity-common | AU | $0 | 1M | – |
| Byggmax Group AB | Long | Equity-common | SE | $3M | 835K | 0.02 |
| Bystronic AG | Long | Equity-common | CH | $2M | 6K | 0.02 |
| C&C Group PLC | Long | Equity-common | IE | $3M | 1M | 0.02 |
| Cairn Homes PLC | Long | Equity-common | IE | $2M | 937K | 0.02 |
| Cairo Communication SpA | Long | Equity-common | IT | $2M | 746K | 0.02 |
| Calfrac Well Services Ltd. | Long | Equity-common | CA | $28K | 9K | 0.00 |
| Calida Holding AG | Long | Equity-common | CH | $1M | 38K | 0.01 |
| Calima Energy Ltd. | Long | Equity-common | AU | $4K | 596K | 0.00 |
| Camellia PLC | Long | Equity-common | GB | $39K | 661 | 0.00 |
| Canaccord Genuity Group, Inc. (Canaccord Genuity Group Inc) | Long | Equity-common | CA | $8M | 1M | 0.07 |
| Canadian Tire Corp. Ltd. (Canadian Tire Corp Ltd) | Long | Equity-common | CA | $123K | 1K | 0.00 |
| Canadian Western Bank | Long | Equity-common | CA | $65M | 2M | 0.55 |
| CANCOM SE | Long | Equity-common | DE | $4M | 117K | 0.04 |
| Canfor Corp. | Long | Equity-common | CA | $2M | 217K | 0.02 |
| Canon Electronics, Inc. (Canon Electronics Inc) | Long | Equity-common | JP | $4M | 265K | 0.03 |
| Capital Ltd. | Long | Equity-common | BM | $195K | 167K | 0.00 |
| Capral Ltd. | Long | Equity-common | AU | $170K | 29K | 0.00 |
| Capricorn Energy PLC | Long | Equity-common | GB | $1M | 514K | 0.01 |
| Capstone Copper Corp. | Long | Equity-common | CA | $11M | 2M | 0.09 |
| Carasso Motors Ltd. | Long | Equity-common | IL | $1M | 277K | 0.01 |
| Card Factory PLC | Long | Equity-common | GB | $4M | 3M | 0.03 |
| Cardinal Energy Ltd. | Long | Equity-common | CA | $7M | 1M | 0.06 |
| Cargotec OYJ | Long | Equity-common | FI | $30M | 597K | 0.26 |
| Carlit Co. Ltd. (Carlit Co Ltd) | Long | Equity-common | JP | $4M | 438K | 0.04 |
| Carlo Gavazzi Holding AG | Long | Equity-common | CH | $3M | 9K | 0.02 |
| Carr's Group PLC | Long | Equity-common | GB | $1M | 656K | 0.01 |
| Cascades, Inc. (Cascades Inc) | Long | Equity-common | CA | $11M | 2M | 0.09 |
| Castings PLC | Long | Equity-common | GB | $2M | 476K | 0.02 |
| Cawachi Ltd. | Long | Equity-common | JP | $5M | 292K | 0.05 |
| Ceconomy AG | Long | Equity-common | DE | $84K | 28K | 0.00 |
| Cedar Woods Properties Ltd. | Long | Equity-common | AU | $3M | 895K | 0.02 |
| Celestica, Inc. (Celestica Inc) | Long | Equity-common | CA | $77M | 1M | 0.65 |
| Cellcom Israel Ltd. | Long | Equity-common | IL | $1M | 342K | 0.01 |
| Cellcom Israel Ltd. | Long | Equity-common | IL | $114K | 30K | 0.00 |
| Cembra Money Bank AG | Long | Equity-common | CH | $16M | 185K | 0.14 |
| Cementir Holding NV | Long | Equity-common | NL | $14M | 1M | 0.12 |
| Centamin PLC | Long | Equity-common | JE | $40M | 25M | 0.34 |
| Centerra Gold, Inc. (Centerra Gold Inc) | Long | Equity-common | CA | $31M | 5M | 0.26 |
| Central Asia Metals PLC | Long | Equity-common | GB | $4M | 2M | 0.04 |
| Central Glass Co. Ltd. (Central Glass Co Ltd) | Long | Equity-common | JP | $14M | 548K | 0.12 |
| Century City International Holdings Ltd. | Long | Equity-common | BM | $513K | 25M | 0.00 |
| CES Energy Solutions Corp. | Long | Equity-common | CA | $9M | 1M | 0.08 |
| Challenger Ltd. | Long | Equity-common | AU | $10M | 2M | 0.09 |
| Chemring Group PLC | Long | Equity-common | GB | $5M | 855K | 0.04 |
| Chen Hsong Holdings | Long | Equity-common | BM | $458K | 2M | 0.00 |
| Chesnara PLC | Long | Equity-common | GB | $3M | 886K | 0.03 |
| Chesswood Group Ltd. | Long | Equity-common | CA | $40K | 33K | 0.00 |
| Cheuk Nang Holdings Ltd. | Long | Equity-common | HK | $1M | 5M | 0.01 |
| Chevalier International Holdings Ltd. | Long | Equity-common | BM | $1M | 2M | 0.01 |
| Chiba Kogyo Bank Ltd. (Chiba Kogyo Bank Ltd/The) | Long | Equity-common | JP | $6M | 801K | 0.05 |
| China Aviation Oil Singapore Corp. Ltd. (China Aviation Oil Singapore Corp Ltd) | Long | Equity-common | SG | $1M | 2M | 0.01 |
| China Energy Development Holdings Ltd. | Long | Equity-common | KY | $50K | 5M | 0.00 |
| China Gold International Resources Corp. Ltd. (China Gold International Resources Corp Ltd) | Long | Equity-common | CA | $16M | 3M | 0.14 |
| Chinney Investments Ltd. | Long | Equity-common | HK | $22K | 256K | 0.00 |
| Chino Corp. | Long | Equity-common | JP | $48K | 3K | 0.00 |
| Chiyoda Integre Co. Ltd. (Chiyoda Integre Co Ltd) | Long | Equity-common | JP | $4M | 158K | 0.03 |
| Chori Co. Ltd. (Chori Co Ltd) | Long | Equity-common | JP | $3M | 123K | 0.03 |
| Chorus Ltd. | Long | Equity-common | NZ | $3M | 552K | 0.02 |
| Chow Sang Sang Holdings International Ltd. | Long | Equity-common | BM | $3M | 4M | 0.03 |
| Chuan Hup Holdings Ltd. | Long | Equity-common | SG | $510K | 4M | 0.00 |
| Chuang's China Investments Ltd. | Long | Equity-common | BM | $273K | 20M | 0.00 |
| Chuang's Consortium International Ltd. | Long | Equity-common | BM | $765K | 16M | 0.01 |
| Chubu Shiryo Co. Ltd. (Chubu Shiryo Co Ltd) | Long | Equity-common | JP | $5M | 490K | 0.04 |
| Chubu Steel Plate Co. Ltd. (Chubu Steel Plate Co Ltd) | Long | Equity-common | JP | $156K | 9K | 0.00 |
| Chudenko Corp. | Long | Equity-common | JP | $5M | 234K | 0.05 |
| Chuetsu Pulp & Paper Co. Ltd. (Chuetsu Pulp & Paper Co Ltd) | Long | Equity-common | JP | $712K | 71K | 0.01 |
| Chugai Ro Co. Ltd. (Chugai Ro Co Ltd) | Long | Equity-common | JP | $72K | 4K | 0.00 |
| Chugin Financial Group, Inc. (Chugin Financial Group Inc) | Long | Equity-common | JP | $11M | 1M | 0.10 |
| Chuo Gyorui Co. Ltd. (Chuo Gyorui Co Ltd) | Long | Equity-common | JP | $1M | 60K | 0.01 |
| Chuo Spring Co. Ltd. (Chuo Spring Co Ltd) | Long | Equity-common | JP | $928K | 121K | 0.01 |
| Chuo Warehouse Co. Ltd. (Chuo Warehouse Co Ltd) | Long | Equity-common | JP | $351K | 39K | 0.00 |
| CI Takiron Corp. | Long | Equity-common | JP | $6M | 989K | 0.05 |
| Cicor Technologies Ltd. | Long | Equity-common | CH | $1M | 22K | 0.01 |
| Cie d'Entreprises CFE | Long | Equity-common | BE | $406K | 52K | 0.00 |
| Cie des Alpes | Long | Equity-common | FR | $5M | 359K | 0.04 |
| Cie Financiere Tradition SA | Long | Equity-common | CH | $3M | 18K | 0.03 |
| Cint Group AB | Long | Equity-common | SE | $188K | 190K | 0.00 |
| CIR SpA-Compagnie Industriali | Long | Equity-common | IT | $4M | 7M | 0.04 |
| CITIC Telecom International Holdings Ltd. | Long | Equity-common | HK | $3M | 11M | 0.02 |
| Citizen Watch Co. Ltd. (Citizen Watch Co Ltd) | Long | Equity-common | JP | $19M | 3M | 0.16 |
| CK-San-Etsu Co. Ltd. (CK-San-Etsu Co Ltd) | Long | Equity-common | JP | $247K | 10K | 0.00 |
| Clal Insurance Enterprises Holdings Ltd. | Long | Equity-common | IL | $5M | 338K | 0.04 |
| Clariane SE | Long | Equity-common | FR | $646K | 328K | 0.01 |
| Clariant AG | Long | Equity-common | CH | $15M | 1M | 0.13 |
| Cleanup Corp. | Long | Equity-common | JP | $1M | 239K | 0.01 |
| Cloetta AB | Long | Equity-common | SE | $5M | 2M | 0.04 |
| Close Brothers Group PLC | Long | Equity-common | GB | $12M | 2M | 0.10 |
| CMK Corp. | Long | Equity-common | JP | $4M | 1M | 0.03 |
| Coface SA | Long | Equity-common | FR | $24M | 2M | 0.20 |
| Cogeco Communications, Inc. (Cogeco Communications Inc) | Long | Equity-common | CA | $6M | 131K | 0.05 |
| Cogeco, Inc. (Cogeco Inc) | Long | Equity-common | CA | $2M | 58K | 0.02 |
| Colonial Motor Co. Ltd. (Colonial Motor Co Ltd/The) | Long | Equity-common | NZ | $1M | 247K | 0.01 |
| Conifex Timber, Inc. (Conifex Timber Inc) | Long | Equity-common | CA | $7K | 22K | 0.00 |
| Converge Technology Solutions Corp. | Long | Equity-common | CA | $78K | 26K | 0.00 |
| Cooper Energy Ltd. | Long | Equity-common | AU | $4M | 27M | 0.04 |
| Corona Corp. | Long | Equity-common | JP | $95K | 15K | 0.00 |
| Coronado Global Resources, Inc. (Coronado Global Resources Inc) | Long | Equity-common | US | $333K | 352K | 0.00 |
| Corporate Travel Management Ltd. | Long | Equity-common | AU | $3M | 291K | 0.02 |
| Corus Entertainment, Inc. (Corus Entertainment Inc) | Long | Equity-common | CA | $133K | 2M | 0.00 |
| COSCO Shipping International Singapore Co. Ltd. (COSCO SHIPPING International Singapore Co Ltd) | Long | Equity-common | SG | $135K | 1M | 0.00 |
| Cosel Co. Ltd. (Cosel Co Ltd) | Long | Equity-common | JP | $1M | 128K | 0.01 |
| Costain Group PLC | Long | Equity-common | GB | $132K | 118K | 0.00 |
| Credit Corp. Group Ltd. (Credit Corp Group Ltd) | Long | Equity-common | AU | $5M | 393K | 0.04 |
| Credito Emiliano SpA | Long | Equity-common | IT | $16M | 1M | 0.14 |
| Crest Nicholson Holdings PLC | Long | Equity-common | GB | $14M | 4M | 0.12 |
| Crew Energy, Inc. (Crew Energy Inc) | Long | Equity-common | CA | $8M | 3M | 0.06 |
| Crystal International Group Ltd. | Long | Equity-common | KY | $148K | 338K | 0.00 |
| CSI Properties Ltd. | Long | Equity-common | BM | $901K | 92M | 0.01 |
| CTI Engineering Co. Ltd. (CTI Engineering Co Ltd) | Long | Equity-common | JP | $3M | 81K | 0.02 |
| Currys PLC | Long | Equity-common | GB | $4M | 4M | 0.03 |
| CW Group Holdings Ltd. (UNTRADE CW GROUP HOLD) | Long | Equity-common | HK | $0 | 2M | – |
| d'Amico International Shipping SA | Long | Equity-common | LU | $5M | 707K | 0.05 |
| D/S Norden AS (D/S Norden A/S) | Long | Equity-common | DK | $21M | 484K | 0.18 |
| Dah Sing Banking Group Ltd. | Long | Equity-common | HK | $5M | 6M | 0.04 |
| Dah Sing Financial Holdings Ltd. | Long | Equity-common | HK | $6M | 2M | 0.05 |
| Dai Nippon Toryo Co. Ltd. (Dai Nippon Toryo Co Ltd) | Long | Equity-common | JP | $2M | 237K | 0.02 |
| Dai-Dan Co. Ltd. (Dai-Dan Co Ltd) | Long | Equity-common | JP | $4M | 180K | 0.03 |
| Daido Kogyo Co. Ltd. (Daido Kogyo Co Ltd) | Long | Equity-common | JP | $278K | 45K | 0.00 |
| Daido Metal Co. Ltd. (Daido Metal Co Ltd) | Long | Equity-common | JP | $2M | 387K | 0.01 |
| Daido Steel Co. Ltd. (Daido Steel Co Ltd) | Long | Equity-common | JP | $24M | 2M | 0.20 |
| Daihatsu Diesel Manufacturing Co. Ltd. (Daihatsu Diesel Manufacturing Co Ltd) | Long | Equity-common | JP | $4M | 368K | 0.04 |
| Daiho Corp. | Long | Equity-common | JP | $4M | 161K | 0.03 |
| Daiichi Jitsugyo Co. Ltd. (Daiichi Jitsugyo Co Ltd) | Long | Equity-common | JP | $6M | 391K | 0.05 |
| Daiichi Kensetsu Corp. | Long | Equity-common | JP | $200K | 13K | 0.00 |
| Daiichi Kigenso Kagaku-Kogyo Co. Ltd. (Daiichi Kigenso Kagaku-Kogyo Co Ltd) | Long | Equity-common | JP | $427K | 74K | 0.00 |
| Daiki Aluminium Industry Co. Ltd. (Daiki Aluminium Industry Co Ltd) | Long | Equity-common | JP | $596K | 72K | 0.01 |
| Daikyonishikawa Corp. | Long | Equity-common | JP | $2M | 355K | 0.01 |
| Dainichi Co. Ltd. (Dainichi Co Ltd) | Long | Equity-common | JP | $1M | 239K | 0.01 |
| Dainichiseika Color & Chemicals Manufacturing Co. Ltd. (Dainichiseika Color & Chemicals Manufacturing Co Ltd) | Long | Equity-common | JP | $4M | 181K | 0.03 |
| Daio Paper Corp. | Long | Equity-common | JP | $500K | 84K | 0.00 |
| Daishi Hokuetsu Financial Group, Inc. (Daishi Hokuetsu Financial Group Inc) | Long | Equity-common | JP | $23M | 577K | 0.20 |
| Daishinku Corp. | Long | Equity-common | JP | $962K | 201K | 0.01 |
| Daisue Construction Co. Ltd. (Daisue Construction Co Ltd) | Long | Equity-common | JP | $2M | 170K | 0.02 |
| Daito Bank Ltd. (Daito Bank Ltd/The) | Long | Equity-common | JP | $129K | 25K | 0.00 |
| Daito Pharmaceutical Co. Ltd. (Daito Pharmaceutical Co Ltd) | Long | Equity-common | JP | $1M | 90K | 0.01 |
| Daiwa Industries Ltd. | Long | Equity-common | JP | $228K | 22K | 0.00 |
| Dalata Hotel Group PLC | Long | Equity-common | IE | $4M | 879K | 0.03 |
| Danieli & C Officine Meccaniche SpA | Long | Equity-common | IT | $12M | 299K | 0.10 |
| Danieli & C Officine Meccaniche SpA | Long | Equity-preferred | IT | $11M | 372K | 0.09 |
| Datalogic SpA | Long | Equity-common | IT | $48K | 8K | 0.00 |
| DCM Holdings Co. Ltd. (DCM Holdings Co Ltd) | Long | Equity-common | JP | $18M | 2M | 0.15 |
| De La Rue PLC | Long | Equity-common | GB | $125K | 97K | 0.00 |
| Deceuninck NV | Long | Equity-common | BE | $4M | 1M | 0.03 |
| Del Monte Pacific Ltd. | Long | Equity-common | VG | $57K | 916K | 0.00 |
| Delek Automotive Systems Ltd. | Long | Equity-common | IL | $5K | 914 | 0.00 |
| Delta Galil Ltd. | Long | Equity-common | IL | $393K | 9K | 0.00 |
| Deme Group NV | Long | Equity-common | BE | $1M | 8K | 0.01 |
| Denka Co. Ltd. (Denka Co Ltd) | Long | Equity-common | JP | $2M | 148K | 0.02 |
| dentalcorp Holdings Ltd. | Long | Equity-common | CA | $823K | 143K | 0.01 |
| Denyo Co. Ltd. (Denyo Co Ltd) | Long | Equity-common | JP | $6M | 318K | 0.05 |
| Derichebourg SA | Long | Equity-common | FR | $6M | 1M | 0.05 |
| Deutsche Beteiligungs AG | Long | Equity-common | DE | $5M | 183K | 0.04 |
| Deutz AG | Long | Equity-common | DE | $11M | 2M | 0.09 |
| Develop Global Ltd. | Long | Equity-common | AU | $102K | 72K | 0.00 |
| Dexterra Group, Inc. (Dexterra Group Inc) | Long | Equity-common | CA | $985K | 229K | 0.01 |
| DFA Investment Trust Co. (The DFA Investment Trust Company) | Long | Equity-common | US | $207M | 18M | 1.77 |
| DFA Short Term Investment Fund (Dimensional Holdings Inc.) | Long | Short-term investment vehicle | US | $208M | 208M | 1.77 |
| Dfds AS (Dfds A/S) | Long | Equity-common | DK | $14M | 517K | 0.12 |
| DFS Furniture PLC | Long | Equity-common | GB | $863K | 563K | 0.01 |
| DIC Corp. | Long | Equity-common | JP | $23M | 1M | 0.19 |
| Dickson Concepts International Ltd. | Long | Equity-common | BM | $1M | 2M | 0.01 |
| Digital Holdings, Inc. (Digital Holdings Inc) | Long | Equity-common | JP | $47K | 7K | 0.00 |
| Direct Finance of Direct Group 2006 Ltd. | Long | Equity-common | IL | $49K | 329 | 0.00 |
| Direct Line Insurance Group PLC | Long | Equity-common | GB | $15M | 6M | 0.12 |
| Diversified Energy Co. PLC (Diversified Energy Co PLC) | Long | Equity-common | GB | $25K | 2K | 0.00 |
| DKS Co. Ltd. (DKS Co Ltd) | Long | Equity-common | JP | $2M | 89K | 0.02 |
| DMG Mori AG | Long | Equity-common | DE | $90K | 2K | 0.00 |
| DMW Corp. | Long | Equity-common | JP | $1M | 45K | 0.01 |
| DNO ASA | Long | Equity-common | NO | $5M | 5M | 0.04 |
| Domain Holdings Australia Ltd. | Long | Equity-common | AU | $364K | 172K | 0.00 |
| Doman Building Materials Group Ltd. | Long | Equity-common | CA | $3M | 656K | 0.03 |
| Dometic Group AB | Long | Equity-common | SE | $5M | 684K | 0.04 |
| Dor Alon Energy in Israel 1988 Ltd. | Long | Equity-common | IL | $439K | 22K | 0.00 |
| Dorel Industries, Inc. (Dorel Industries Inc) | Long | Equity-common | CA | $171K | 34K | 0.00 |
| Doro AB | Long | Equity-common | SE | $493K | 230K | 0.00 |
| Doshisha Co. Ltd. (Doshisha Co Ltd) | Long | Equity-common | JP | $2M | 136K | 0.02 |
| Dowa Holdings Co. Ltd. (Dowa Holdings Co Ltd) | Long | Equity-common | JP | $12M | 339K | 0.11 |
| Downer EDI Ltd. | Long | Equity-common | AU | $35M | 11M | 0.30 |
| Draegerwerk AG & Co. KGaA (Draegerwerk AG & Co KGaA) | Long | Equity-common | DE | $2M | 38K | 0.02 |
| Draegerwerk AG & Co. KGaA (Draegerwerk AG & Co KGaA) | Long | Equity-preferred | DE | $1M | 20K | 0.01 |
| Drax Group PLC | Long | Equity-common | GB | $33M | 4M | 0.28 |
| DREAM Unlimited Corp. | Long | Equity-common | CA | $3M | 224K | 0.03 |
| DS Smith PLC | Long | Equity-common | GB | $9M | 1M | 0.07 |
| Duerr AG | Long | Equity-common | DE | $8M | 345K | 0.06 |
| Dundee Precious Metals, Inc. (Dundee Precious Metals Inc) | Long | Equity-common | CA | $26M | 3M | 0.22 |
| DWS Group GmbH & Co. KGaA (DWS Group GmbH & Co KGaA) | Long | Equity-common | DE | $7M | 185K | 0.06 |
| DyDo Group Holdings, Inc. (DyDo Group Holdings Inc) | Long | Equity-common | JP | $264K | 15K | 0.00 |
| E-L Financial Corp. Ltd. (E-L Financial Corp Ltd) | Long | Equity-common | CA | $6M | 6K | 0.05 |
| Eagle Industry Co. Ltd. (Eagle Industry Co Ltd) | Long | Equity-common | JP | $6M | 404K | 0.05 |
| Eagle Nice International Holdings Ltd. | Long | Equity-common | KY | $484K | 824K | 0.00 |
| Ebro Foods SA | Long | Equity-common | ES | $24M | 1M | 0.20 |
| EcoGreen International Group Ltd. (UNTRADE.ECOGREEN) | Long | Equity-common | HK | $165K | 4M | 0.00 |
| Econocom Group SA (Econocom Group SA/NV) | Long | Equity-common | BE | $50K | 24K | 0.00 |
| Ecora Resources PLC | Long | Equity-common | GB | $1M | 2M | 0.01 |
| EDION Corp. | Long | Equity-common | JP | $24M | 2M | 0.21 |
| EF-ON, Inc. (EF-ON INC) | Long | Equity-common | JP | $241K | 89K | 0.00 |
| EFG International AG | Long | Equity-common | CH | $28M | 2M | 0.24 |
| Ehime Bank Ltd. (Ehime Bank Ltd/The) | Long | Equity-common | JP | $2M | 287K | 0.02 |
| Eizo Corp. | Long | Equity-common | JP | $4M | 135K | 0.04 |
| EJ Holdings, Inc. (EJ Holdings Inc) | Long | Equity-common | JP | $679K | 56K | 0.01 |
| Elanders AB | Long | Equity-common | SE | $1M | 142K | 0.01 |
| Elanor Investor Group | Long | Equity-common | AU | $39K | 68K | 0.00 |
| Elders Ltd. | Long | Equity-common | AU | $7M | 1M | 0.06 |
| Eldorado Gold Corp. | Long | Equity-common | CA | $42M | 2M | 0.35 |
| Eldorado Gold Corp. | Long | Equity-common | CA | $15M | 886K | 0.13 |
| Elecnor SA | Long | Equity-common | ES | $629K | 29K | 0.01 |
| Elementis PLC | Long | Equity-common | GB | $17M | 8M | 0.15 |
| Elior Group SA | Long | Equity-common | FR | $534K | 154K | 0.00 |
| Elis SA | Long | Equity-common | FR | $68M | 3M | 0.57 |
| Elkem ASA | Long | Equity-common | NO | $2M | 1M | 0.02 |
| Elmos Semiconductor SE | Long | Equity-common | DE | $388K | 5K | 0.00 |
| ElringKlinger AG | Long | Equity-common | DE | $2M | 324K | 0.01 |
| Emak SpA | Long | Equity-common | IT | $1M | 1M | 0.01 |
| Emeco Holdings Ltd. | Long | Equity-common | AU | $2M | 3M | 0.02 |
| Emperor International Holdings Ltd. | Long | Equity-common | BM | $958K | 21M | 0.01 |
| Emperor Watch & Jewellery Ltd. | Long | Equity-common | HK | $1M | 53M | 0.01 |
| Enagas SA | Long | Equity-common | ES | $3M | 194K | 0.02 |
| Endo Lighting Corp. | Long | Equity-common | JP | $2M | 165K | 0.01 |
| Enento Group OYJ | Long | Equity-common | FI | $205K | 11K | 0.00 |
| Enerflex Ltd. | Long | Equity-common | CA | $1M | 232K | 0.01 |
| Enerflex Ltd. | Long | Equity-common | CA | $30K | 5K | 0.00 |
| Enero Group Ltd. | Long | Equity-common | AU | $20K | 24K | 0.00 |
| Enomoto Co. Ltd. (Enomoto Co Ltd) | Long | Equity-common | JP | $505K | 51K | 0.00 |
| EnQuest PLC | Long | Equity-common | GB | $4M | 23M | 0.03 |
| Ensign Energy Services, Inc. (Ensign Energy Services Inc) | Long | Equity-common | CA | $2M | 849K | 0.01 |
| Epwin Group PLC | Long | Equity-common | GB | $271K | 229K | 0.00 |
| EQB, Inc. (EQB Inc) | Long | Equity-common | CA | $32M | 457K | 0.27 |
| EQT Holdings Ltd. | Long | Equity-common | AU | $845K | 36K | 0.01 |
| Equinox Gold Corp. | Long | Equity-common | CA | $16M | 3M | 0.14 |
| Equinox Gold Corp. | Long | Equity-common | CA | $6M | 984K | 0.05 |
| Equital Ltd. | Long | Equity-common | IL | $11M | 399K | 0.10 |
| Ercros SA | Long | Equity-common | ES | $11M | 3M | 0.09 |
| Eslead Corp. | Long | Equity-common | JP | $6M | 183K | 0.05 |
| Esprinet SpA | Long | Equity-common | IT | $2M | 325K | 0.01 |
| Essentra PLC | Long | Equity-common | GB | $26K | 12K | 0.00 |
| Etablissements Maurel et Prom SA | Long | Equity-common | FR | $4M | 684K | 0.04 |
| Eurazeo SE | Long | Equity-common | FR | $22M | 274K | 0.18 |
| Eutelsat Communications SACA | Long | Equity-common | FR | $9M | 2M | 0.07 |
| EVN AG | Long | Equity-common | AT | $4M | 129K | 0.04 |
| EVT Ltd. | Long | Equity-common | AU | $4M | 551K | 0.04 |
| Exco Technologies Ltd. | Long | Equity-common | CA | $2M | 361K | 0.02 |
| Exedy Corp. | Long | Equity-common | JP | $10M | 480K | 0.09 |
| Exel Industries SA | Long | Equity-common | FR | $29K | 525 | 0.00 |
| EXEO Group, Inc. (EXEO Group Inc) | Long | Equity-common | JP | $4M | 333K | 0.03 |
| Ezion Holdings Ltd. | Derivative-equity | SG | $0 | 11M | – | |
| Ezra Holdings Ltd. | Long | Equity-common | SG | $0 | 13M | – |
| F-Tech, Inc. (F-Tech Inc) | Long | Equity-common | JP | $222K | 53K | 0.00 |
| Fagerhult Group AB | Long | Equity-common | SE | $761K | 124K | 0.01 |
| FALCO HOLDINGS Co. Ltd. (FALCO HOLDINGS Co Ltd) | Long | Equity-common | JP | $234K | 14K | 0.00 |
| Far East Consortium International Ltd. | Long | Equity-common | KY | $4M | 29M | 0.03 |
| Far East Orchard Ltd. | Long | Equity-common | SG | $3M | 3M | 0.02 |
| Fasadgruppen Group AB | Long | Equity-common | SE | $40K | 7K | 0.00 |
| FCC Co. Ltd. (FCC Co Ltd) | Long | Equity-common | JP | $8M | 512K | 0.07 |
| Feed One Co. Ltd. (Feed One Co Ltd) | Long | Equity-common | JP | $2M | 326K | 0.02 |
| Feintool International Holding AG | Long | Equity-common | CH | $1M | 68K | 0.01 |
| Fenix Resources Ltd. | Long | Equity-common | AU | $61K | 219K | 0.00 |
| Ferrotec Holdings Corp. | Long | Equity-common | JP | $10M | 593K | 0.08 |
| FIDEA Holdings Co. Ltd. (FIDEA Holdings Co Ltd) | Long | Equity-common | JP | $439K | 40K | 0.00 |
| Fila SpA | Long | Equity-common | IT | $2M | 232K | 0.02 |
| Finbar Group Ltd. | Long | Equity-common | AU | $7K | 12K | 0.00 |
| Firm Capital Mortgage Investment Corp. | Long | Equity-common | CA | $2M | 184K | 0.01 |
| First Bank of Toyama Ltd. (First Bank of Toyama Ltd/The) | Long | Equity-common | JP | $4M | 513K | 0.04 |
| First Juken Co. Ltd. (First Juken Co Ltd) | Long | Equity-common | JP | $262K | 36K | 0.00 |
| First Pacific Co. Ltd. (First Pacific Co Ltd) | Long | Equity-common | BM | $11M | 25M | 0.09 |
| First Resources Ltd. | Long | Equity-common | SG | $305K | 275K | 0.00 |
| First Sponsor Group Ltd. | Long | Equity-common | KY | $844K | 1M | 0.01 |
| Firstgroup PLC | Long | Equity-common | GB | $23M | 10M | 0.20 |
| Fiskars OYJ Abp | Long | Equity-common | FI | $4M | 234K | 0.03 |
| FIT Hon Teng Ltd. | Long | Equity-common | KY | $265K | 766K | 0.00 |
| FJ Next Holdings Co. Ltd. (FJ Next Holdings Co Ltd) | Long | Equity-common | JP | $4M | 442K | 0.03 |
| flatexDEGIRO AG | Long | Equity-common | DE | $853K | 60K | 0.01 |
| FleetPartners Group Ltd. | Long | Equity-common | AU | $9M | 4M | 0.08 |
| Fleetwood Ltd. | Long | Equity-common | AU | $1M | 919K | 0.01 |
| Fletcher Building Ltd. | Long | Equity-common | NZ | $408K | 219K | 0.00 |
| FLEX LNG Ltd. | Long | Equity-common | BM | $97K | 4K | 0.00 |
| Flow Traders Ltd. | Long | Equity-common | BM | $981K | 59K | 0.01 |
| Flowtech Fluidpower PLC | Long | Equity-common | GB | $124K | 84K | 0.00 |
| FLSmidth & Co. AS (FLSmidth & Co A/S) | Long | Equity-common | DK | $10M | 197K | 0.09 |
| Flughafen Zurich AG | Long | Equity-common | CH | $4M | 19K | 0.04 |
| Fnac Darty SA | Long | Equity-common | FR | $5M | 175K | 0.04 |
| FNM SpA | Long | Equity-common | IT | $2M | 3M | 0.01 |
| ForFarmers NV | Long | Equity-common | NL | $731K | 231K | 0.01 |
| FORTEC Elektronik AG | Long | Equity-common | DE | $30K | 1K | 0.00 |
| Fortuna Mining Corp. | Long | Equity-common | CA | $14M | 3M | 0.12 |
| Fortuna Mining Corp. | Long | Equity-common | CA | $8M | 2M | 0.07 |
| Forvia SE | Long | Equity-common | FR | $15M | 1M | 0.12 |
| Foster Electric Co. Ltd. (Foster Electric Co Ltd) | Long | Equity-common | JP | $960K | 89K | 0.01 |
| Foxtons Group PLC | Long | Equity-common | GB | $2M | 2M | 0.02 |
| Fraport AG Frankfurt Airport Services Worldwide | Long | Equity-common | DE | $23M | 445K | 0.19 |
| Frasers Group PLC | Long | Equity-common | GB | $25M | 2M | 0.22 |
| Freenet AG | Long | Equity-common | DE | $4M | 151K | 0.04 |
| Fresnillo PLC | Long | Equity-common | GB | $5M | 601K | 0.04 |
| Frontera Energy Corp. | Long | Equity-common | CA | $2M | 390K | 0.02 |
| Fugro NV | Long | Equity-common | NL | $10M | 368K | 0.08 |
| Fuji Co. Ltd. (Fuji Co Ltd/Ehime) | Long | Equity-common | JP | $162K | 12K | 0.00 |
| Fuji Corp. Ltd. (Fuji Corp Ltd) | Long | Equity-common | JP | $2M | 284K | 0.01 |
| Fuji Die Co. Ltd. (Fuji Die Co Ltd) | Long | Equity-common | JP | $52K | 9K | 0.00 |
| Fuji Oil Co. Ltd. (Fuji Oil Co Ltd) | Long | Equity-common | JP | $860K | 282K | 0.01 |
| Fuji Oil Holdings, Inc. (Fuji Oil Holdings Inc) | Long | Equity-common | JP | $2M | 106K | 0.02 |
| Fuji Pharma Co. Ltd. (Fuji Pharma Co Ltd) | Long | Equity-common | JP | $875K | 94K | 0.01 |
| Fuji Seal International, Inc. (Fuji Seal International Inc) | Long | Equity-common | JP | $3M | 203K | 0.03 |
| Fujicco Co. Ltd. (Fujicco Co Ltd) | Long | Equity-common | JP | $410K | 33K | 0.00 |
| Fujikura Composites, Inc. (Fujikura Composites Inc) | Long | Equity-common | JP | $4M | 401K | 0.03 |
| Fujikura Kasei Co. Ltd. (Fujikura Kasei Co Ltd) | Long | Equity-common | JP | $247K | 69K | 0.00 |
| Fujimori Kogyo Co. Ltd. (Fujimori Kogyo Co Ltd) | Long | Equity-common | JP | $2M | 63K | 0.02 |
| Fujisash Co. Ltd. (Fujisash Co Ltd) | Long | Equity-common | JP | $316K | 568K | 0.00 |
| Fujishoji Co. Ltd. (Fujishoji Co Ltd) | Long | Equity-common | JP | $168K | 19K | 0.00 |
| FuKoKu Co. Ltd. (FuKoKu Co Ltd) | Long | Equity-common | JP | $3M | 198K | 0.02 |
| Fukuda Corp. | Long | Equity-common | JP | $5M | 117K | 0.04 |
| Fukuyama Transporting Co. Ltd. (Fukuyama Transporting Co Ltd) | Long | Equity-common | JP | $7M | 266K | 0.06 |
| Fuller Smith & Turner PLC | Long | Equity-common | GB | $41K | 4K | 0.00 |
| Furukawa Battery Co. Ltd. (Furukawa Battery Co Ltd/The) | Long | Equity-common | JP | $43K | 5K | 0.00 |
| Furukawa Co. Ltd. (Furukawa Co Ltd) | Long | Equity-common | JP | $6M | 488K | 0.05 |
| Furukawa Electric Co. Ltd. (Furukawa Electric Co Ltd) | Long | Equity-common | JP | $33M | 1M | 0.28 |
| Furuno Electric Co. Ltd. (Furuno Electric Co Ltd) | Long | Equity-common | JP | $5M | 409K | 0.05 |
| Fuso Pharmaceutical Industries Ltd. | Long | Equity-common | JP | $554K | 37K | 0.00 |
| Futaba Industrial Co. Ltd. (Futaba Industrial Co Ltd) | Long | Equity-common | JP | $6M | 1M | 0.05 |
| Future (Chicago Mercantile Exchange) | Derivative-equity | US | $927K | – | 0.01 | |
| Future PLC | Long | Equity-common | GB | $5M | 355K | 0.04 |
| Fuyo General Lease Co. Ltd. (Fuyo General Lease Co Ltd) | Long | Equity-common | JP | $17M | 208K | 0.14 |
| G-Tekt Corp. | Long | Equity-common | JP | $6M | 478K | 0.05 |
| G8 Education Ltd. | Long | Equity-common | AU | $9M | 11M | 0.08 |
| Gakken Holdings Co. Ltd. (Gakken Holdings Co Ltd) | Long | Equity-common | JP | $1M | 156K | 0.01 |
| Galapagos NV | Long | Equity-common | BE | $4M | 135K | 0.03 |
| Galapagos NV | Long | Equity-common | BE | $997K | 37K | 0.01 |
| Galapagos NV | Long | Equity-common | BE | $297K | 11K | 0.00 |
| Galliford Try Holdings PLC | Long | Equity-common | GB | $2M | 617K | 0.02 |
| GAM Holding AG | Long | Equity-common | CH | $237K | 881K | 0.00 |
| Gaumont SA | Long | Equity-common | FR | $1M | 12K | 0.01 |
| Gecoss Corp. | Long | Equity-common | JP | $2M | 300K | 0.02 |
| Gem Diamonds Ltd. | Long | Equity-common | VG | $24K | 142K | 0.00 |
| Genel Energy PLC | Long | Equity-common | JE | $399K | 352K | 0.00 |
| Genesis Energy Ltd. | Long | Equity-common | NZ | $15K | 11K | 0.00 |
| Genuit Group PLC | Long | Equity-common | GB | $3M | 385K | 0.02 |
| Geo Energy Resources Ltd. | Long | Equity-common | SG | $274K | 1M | 0.00 |
| Geo Holdings Corp. | Long | Equity-common | JP | $3M | 290K | 0.03 |
| Georgia Capital PLC | Long | Equity-common | GB | $2M | 162K | 0.02 |
| Gesco SE | Long | Equity-common | DE | $2M | 109K | 0.01 |
| Gestamp Automocion SA | Long | Equity-common | ES | $4M | 1M | 0.04 |
| Get Nice Financial Group Ltd. | Long | Equity-common | KY | $433K | 5M | 0.00 |
| Gilat Satellite Networks Ltd. | Long | Equity-common | IL | $264K | 58K | 0.00 |
| Gimv NV | Long | Equity-common | BE | $9M | 203K | 0.08 |
| GL Events SACA | Long | Equity-common | FR | $3M | 168K | 0.03 |
| Glenveagh Properties PLC | Long | Equity-common | IE | $2M | 1M | 0.01 |
| GLOBERIDE, Inc. (GLOBERIDE Inc) | Long | Equity-common | JP | $503K | 36K | 0.00 |
| Glorious Sun Enterprises Ltd. | Long | Equity-common | BM | $365K | 3M | 0.00 |
| Glory Ltd. | Long | Equity-common | JP | $8M | 429K | 0.07 |
| Godo Steel Ltd. | Long | Equity-common | JP | $4M | 114K | 0.03 |
| GoGold Resources, Inc. (GoGold Resources Inc) | Long | Equity-common | CA | $20K | 18K | 0.00 |
| Gold Peak Technology Group Ltd. | Long | Equity-common | HK | $485K | 7M | 0.00 |
| Gold Road Resources Ltd. | Long | Equity-common | AU | $115K | 103K | 0.00 |
| Goldcrest Co. Ltd. (Goldcrest Co Ltd) | Long | Equity-common | JP | $3M | 142K | 0.02 |
| Golden Agri-Resources Ltd. | Long | Equity-common | MU | $11M | 54M | 0.09 |
| Golden Resources Development International Ltd. | Long | Equity-common | BM | $501K | 9M | 0.00 |
| GoldMoney, Inc. (GoldMoney Inc) | Long | Equity-common | CA | $9K | 2K | 0.00 |
| GP Industries Ltd. | Long | Equity-common | SG | $68K | 182K | 0.00 |
| Grafton Group PLC | Long | Equity-common | IE | $73M | 5M | 0.62 |
| GrainCorp Ltd. | Long | Equity-common | AU | $28M | 5M | 0.23 |
| Grainger PLC | Long | Equity-common | GB | $31M | 10M | 0.26 |
| Gran Tierra Energy, Inc. (Gran Tierra Energy Inc) | Long | Equity-common | US | $3M | 333K | 0.03 |
| Gran Tierra Energy, Inc. (Gran Tierra Energy Inc) | Long | Equity-common | US | $81K | 9K | 0.00 |
| Grandy House Corp. | Long | Equity-common | JP | $2M | 378K | 0.01 |
| Grange Resources Ltd. | Long | Equity-common | AU | $988K | 5M | 0.01 |
| Granges AB | Long | Equity-common | SE | $26M | 2M | 0.23 |
| Great Eagle Holdings Ltd. | Long | Equity-common | BM | $4M | 3M | 0.04 |
| Gree, Inc. (Gree Inc) | Long | Equity-common | JP | $230K | 65K | 0.00 |
| Greencore Group PLC | Long | Equity-common | IE | $9M | 4M | 0.07 |
| Greenyard NV | Long | Equity-common | BE | $484K | 71K | 0.00 |
| Grenke AG | Long | Equity-common | DE | $4M | 130K | 0.03 |
| Grieg Seafood ASA | Long | Equity-common | NO | $913K | 156K | 0.01 |
| Griffin Mining Ltd. | Long | Equity-common | BM | $20K | 12K | 0.00 |
| GronlandsBANKEN AS (GronlandsBANKEN A/S) | Long | Equity-common | GL | $141K | 1K | 0.00 |
| Groupe Crit SA | Long | Equity-common | FR | $660K | 9K | 0.01 |
| Groupe SFPI | Long | Equity-common | FR | $297K | 141K | 0.00 |
| Grupo Catalana Occidente SA | Long | Equity-common | ES | $30M | 700K | 0.26 |
| GS Yuasa Corp. | Long | Equity-common | JP | $7M | 413K | 0.06 |
| GSI Creos Corp. | Long | Equity-common | JP | $3M | 179K | 0.02 |
| GTN Ltd. | Long | Equity-common | AU | $19K | 75K | 0.00 |
| Guardian Capital Group Ltd. | Long | Equity-common | CA | $3M | 93K | 0.03 |
| Guerbet | Long | Equity-common | FR | $705K | 19K | 0.01 |
| Gulf Keystone Petroleum Ltd. | Long | Equity-common | BM | $4M | 2M | 0.03 |
| Gulf Marine Services PLC | Long | Equity-common | GB | $107K | 490K | 0.00 |
| Gun-Ei Chemical Industry Co. Ltd. (Gun-Ei Chemical Industry Co Ltd) | Long | Equity-common | JP | $1M | 60K | 0.01 |
| Gunma Bank Ltd. (Gunma Bank Ltd/The) | Long | Equity-common | JP | $37M | 5M | 0.32 |
| Gunze Ltd. | Long | Equity-common | JP | $11M | 305K | 0.10 |
| GuocoLand Ltd. | Long | Equity-common | SG | $3M | 3M | 0.03 |
| Guotai Junan International Holdings Ltd. | Long | Equity-common | HK | $2M | 20M | 0.01 |
| Gurit Holding AG | Long | Equity-common | CH | $754K | 15K | 0.01 |
| GWA Group Ltd. | Long | Equity-common | AU | $3M | 2M | 0.02 |
| Gym Group PLC (Gym Group PLC/The) | Long | Equity-common | GB | $70K | 38K | 0.00 |
| H Lundbeck AS (H Lundbeck A/S) | Long | Equity-common | DK | $20M | 3M | 0.17 |
| H Lundbeck AS (H Lundbeck A/S) | Long | Equity-common | DK | $2M | 323K | 0.01 |
| H-One Co. Ltd. (H-One Co Ltd) | Long | Equity-common | JP | $16K | 2K | 0.00 |
| H.U. Group Holdings, Inc. (H.U. Group Holdings Inc) | Long | Equity-common | JP | $341K | 19K | 0.00 |
| H&R GmbH & Co. KGaA (H&R GmbH & Co KGaA) | Long | Equity-common | DE | $943K | 214K | 0.01 |
| H&T Group PLC | Long | Equity-common | GB | $381K | 77K | 0.00 |
| H2O Retailing Corp. | Long | Equity-common | JP | $20M | 1M | 0.17 |
| Hagihara Industries, Inc. (Hagihara Industries Inc) | Long | Equity-common | JP | $728K | 69K | 0.01 |
| Hagiwara Electric Holdings Co. Ltd. (Hagiwara Electric Holdings Co Ltd) | Long | Equity-common | JP | $3M | 118K | 0.03 |
| Halfords Group PLC | Long | Equity-common | GB | $8M | 4M | 0.07 |
| Hamakyorex Co. Ltd. (Hamakyorex Co Ltd) | Long | Equity-common | JP | $3M | 87K | 0.02 |
| Hamburger Hafen und Logistik AG | Long | Equity-common | DE | $2M | 135K | 0.02 |
| Hanfeng Evergreen, Inc. (Hanfeng Evergreen Inc) | Long | Equity-common | CA | $0 | 707K | – |
| Hang Lung Group Ltd. | Long | Equity-common | HK | $6M | 5M | 0.05 |
| Hang Lung Properties Ltd. | Long | Equity-common | HK | $2M | 3M | 0.02 |
| Hanison Construction Holdings Ltd. | Long | Equity-common | KY | $423K | 8M | 0.00 |
| Hanwa Co. Ltd. (Hanwa Co Ltd) | Long | Equity-common | JP | $24M | 626K | 0.21 |
| Harboes Bryggeri AS (Harboes Bryggeri A/S) | Long | Equity-common | DK | $102K | 3K | 0.00 |
| Harbour Centre Development Ltd. | Long | Equity-common | HK | $1M | 2M | 0.01 |
| Harel Insurance Investments & Financial Services Ltd. | Long | Equity-common | IL | $4M | 409K | 0.03 |
| Hargreaves Services PLC | Long | Equity-common | GB | $137K | 19K | 0.00 |
| Harima Chemicals Group, Inc. (Harima Chemicals Group Inc) | Long | Equity-common | JP | $487K | 75K | 0.00 |
| Harvey Norman Holdings Ltd. | Long | Equity-common | AU | $13M | 4M | 0.11 |
| Harworth Group PLC | Long | Equity-common | GB | $512K | 241K | 0.00 |
| Hashimoto Sogyo Holdings Co. Ltd. (Hashimoto Sogyo Holdings Co Ltd) | Long | Equity-common | JP | $69K | 8K | 0.00 |
| Haulotte Group SA | Long | Equity-common | FR | $45K | 14K | 0.00 |
| Haw Par Corp. Ltd. (Haw Par Corp Ltd) | Long | Equity-common | SG | $2M | 300K | 0.02 |
| Headlam Group PLC | Long | Equity-common | GB | $691K | 357K | 0.01 |
| Healius Ltd. | Long | Equity-common | AU | $11M | 11M | 0.09 |
| Heartland Group Holdings Ltd. | Long | Equity-common | NZ | $16K | 25K | 0.00 |
| Heidelberger Druckmaschinen AG | Long | Equity-common | DE | $1M | 970K | 0.01 |
| Heiwa Corp. | Long | Equity-common | JP | $3M | 205K | 0.02 |
| Heiwado Co. Ltd. (Heiwado Co Ltd) | Long | Equity-common | JP | $7M | 433K | 0.06 |
| Helia Group Ltd. | Long | Equity-common | AU | $17M | 6M | 0.14 |
| Helical PLC | Long | Equity-common | GB | $4M | 1M | 0.03 |
| Helvetia Holding AG | Long | Equity-common | CH | $92M | 614K | 0.78 |
| Henry Boot PLC | Long | Equity-common | GB | $3M | 1M | 0.03 |
| Hera SpA | Long | Equity-common | IT | $4M | 1M | 0.04 |
| Heroux-Devtek, Inc. (Heroux-Devtek Inc) | Long | Equity-common | CA | $5M | 233K | 0.04 |
| Hiap Hoe Ltd. | Long | Equity-common | SG | $30K | 65K | 0.00 |
| Hibiya Engineering Ltd. | Long | Equity-common | JP | $3M | 134K | 0.02 |
| High Liner Foods, Inc. (High Liner Foods Inc) | Long | Equity-common | CA | $3M | 263K | 0.02 |
| Highlight Communications AG | Long | Equity-common | CH | $23K | 12K | 0.00 |
| Hino Motors Ltd. | Long | Equity-common | JP | $6M | 2M | 0.05 |
| Hirakawa Hewtech Corp. | Long | Equity-common | JP | $856K | 87K | 0.01 |
| Hirano Tecseed Co. Ltd. (Hirano Tecseed Co Ltd/Kinzoku) | Long | Equity-common | JP | $246K | 20K | 0.00 |
| Hirogin Holdings, Inc. (Hirogin Holdings Inc) | Long | Equity-common | JP | $30M | 4M | 0.25 |
| Hisaka Works Ltd. | Long | Equity-common | JP | $871K | 121K | 0.01 |
| Hiscox Ltd. | Long | Equity-common | BM | $992K | 61K | 0.01 |
| HKFoods OYJ | Long | Equity-common | FI | $229K | 315K | 0.00 |
| HKR International Ltd. | Long | Equity-common | KY | $2M | 16M | 0.02 |
| Ho Bee Land Ltd. | Long | Equity-common | SG | $8M | 5M | 0.06 |
| Hochschild Mining PLC | Long | Equity-common | GB | $5M | 2M | 0.04 |
| Hodogaya Chemical Co. Ltd. (Hodogaya Chemical Co Ltd) | Long | Equity-common | JP | $2M | 56K | 0.02 |
| Hoist Finance AB | Long | Equity-common | SE | $5M | 802K | 0.04 |
| Hokkaido Coca-Cola Bottling Co. Ltd. (Hokkaido Coca-Cola Bottling Co Ltd) | Long | Equity-common | JP | $2M | 130K | 0.02 |
| Hokkan Holdings Ltd. | Long | Equity-common | JP | $1M | 100K | 0.01 |
| Hokko Chemical Industry Co. Ltd. (Hokko Chemical Industry Co Ltd) | Long | Equity-common | JP | $4M | 346K | 0.03 |
| Hokkoku Financial Holdings, Inc. (Hokkoku Financial Holdings Inc) | Long | Equity-common | JP | $17M | 441K | 0.14 |
| Hokuetsu Corp. | Long | Equity-common | JP | $19M | 2M | 0.16 |
| Hokuhoku Financial Group, Inc. (Hokuhoku Financial Group Inc) | Long | Equity-common | JP | $19M | 1M | 0.16 |
| Hokuriku Electric Industry Co. Ltd. (Hokuriku Electric Industry Co Ltd) | Long | Equity-common | JP | $1M | 114K | 0.01 |
| Hokuriku Electrical Construction Co. Ltd. (Hokuriku Electrical Construction Co Ltd) | Long | Equity-common | JP | $1M | 184K | 0.01 |
| Hon Kwok Land Investment Co. Ltd. (Hon Kwok Land Investment Co Ltd) | Long | Equity-common | HK | $949K | 6M | 0.01 |
| Hong Fok Corp. Ltd. (Hong Fok Corp Ltd) | Long | Equity-common | SG | $3M | 5M | 0.03 |
| Hong Kong Ferry Holdings Co. Ltd. (Hong Kong Ferry Holdings Co Ltd) | Long | Equity-common | HK | $1M | 2M | 0.01 |
| Hong Leong Asia Ltd. | Long | Equity-common | SG | $2M | 3M | 0.01 |
| Hong Leong Finance Ltd. | Long | Equity-common | SG | $2M | 1M | 0.02 |
| Hongkong & Shanghai Hotels Ltd. (Hongkong & Shanghai Hotels Ltd/The) | Long | Equity-common | HK | $5M | 7M | 0.04 |
| Hongkong Chinese Ltd. | Long | Equity-common | BM | $494K | 16M | 0.00 |
| Hoosiers Holdings Co. Ltd. (Hoosiers Holdings Co Ltd) | Long | Equity-common | JP | $2M | 263K | 0.02 |
| Horizon Oil Ltd. | Long | Equity-common | AU | $15K | 118K | 0.00 |
| Hornbach Holding AG & Co. KGaA (Hornbach Holding AG & Co KGaA) | Long | Equity-common | DE | $12M | 141K | 0.10 |
| Hosiden Corp. | Long | Equity-common | JP | $13M | 933K | 0.11 |
| Hotel Grand Central Ltd. | Long | Equity-common | SG | $1M | 3M | 0.01 |
| Howa Machinery Ltd. | Long | Equity-common | JP | $300K | 51K | 0.00 |
| HS Holdings Co. Ltd. (HS Holdings Co Ltd) | Long | Equity-common | JP | $1M | 234K | 0.01 |
| Huber & Suhner AG (Huber + Suhner AG) | Long | Equity-common | CH | $2M | 27K | 0.02 |
| Hudbay Minerals, Inc. (Hudbay Minerals Inc) | Long | Equity-common | CA | $31M | 4M | 0.27 |
| Hudbay Minerals, Inc. (Hudbay Minerals Inc) | Long | Equity-common | CA | $6M | 666K | 0.05 |
| Huhtamaki OYJ | Long | Equity-common | FI | $8M | 203K | 0.07 |
| Humana AB | Long | Equity-common | SE | $722K | 244K | 0.01 |
| Humm Group Ltd. | Long | Equity-common | AU | $1M | 4M | 0.01 |
| Hung Hing Printing Group Ltd. | Long | Equity-common | HK | $958K | 7M | 0.01 |
| Hunting PLC | Long | Equity-common | GB | $7M | 1M | 0.06 |
| Hutchison Port Holdings Trust | Long | Equity-common | SG | $3M | 28M | 0.03 |
| Hutchison Telecommunications Hong Kong Holdings Ltd. | Long | Equity-common | KY | $3M | 21M | 0.02 |
| Hyakugo Bank Ltd. (Hyakugo Bank Ltd/The) | Long | Equity-common | JP | $13M | 3M | 0.11 |
| Hyakujushi Bank Ltd. (Hyakujushi Bank Ltd/The) | Long | Equity-common | JP | $3M | 122K | 0.02 |
| Hyflux Ltd. | Long | Equity-common | SG | $0 | 6M | – |
| I-PEX, Inc. (I-PEX Inc) | Long | Equity-common | JP | $3M | 212K | 0.02 |
| IAMGOLD Corp. | Long | Equity-common | CA | $25M | 6M | 0.21 |
| IAMGOLD Corp. | Long | Equity-common | CA | $6M | 2M | 0.05 |
| Iberpapel Gestion SA | Long | Equity-common | ES | $1M | 63K | 0.01 |
| Iberpapel Gestion SA | Long | Equity-common | ES | $26K | 1K | 0.00 |
| Ibstock PLC | Long | Equity-common | GB | $5M | 2M | 0.04 |
| Ichikawa Co. Ltd. (Ichikawa Co Ltd) | Long | Equity-common | JP | $138K | 12K | 0.00 |
| Ichiken Co. Ltd. (Ichiken Co Ltd) | Long | Equity-common | JP | $1M | 78K | 0.01 |
| Ichikoh Industries Ltd. | Long | Equity-common | JP | $1M | 388K | 0.01 |
| Ichinen Holdings Co. Ltd. (Ichinen Holdings Co Ltd) | Long | Equity-common | JP | $2M | 170K | 0.02 |
| Icom, Inc. (Icom Inc) | Long | Equity-common | JP | $74K | 4K | 0.00 |
| IES Holdings Ltd. | Long | Equity-common | IL | $396K | 7K | 0.00 |
| IG Group Holdings PLC | Long | Equity-common | GB | $13M | 1M | 0.11 |
| Iino Kaiun Kaisha Ltd. | Long | Equity-common | JP | $5M | 552K | 0.04 |
| Iluka Resources Ltd. | Long | Equity-common | AU | $8M | 2M | 0.07 |
| Imagica Group, Inc. (IMAGICA GROUP Inc) | Long | Equity-common | JP | $194K | 59K | 0.00 |
| Imdex Ltd. | Long | Equity-common | AU | $990K | 659K | 0.01 |
| Imerys SA | Long | Equity-common | FR | $13M | 387K | 0.11 |
| IMMSI SpA | Long | Equity-common | IT | $2M | 3M | 0.02 |
| Implenia AG | Long | Equity-common | CH | $11M | 307K | 0.09 |
| Imura & Co. Ltd. (Imura & Co Ltd) | Long | Equity-common | JP | $68K | 10K | 0.00 |
| Inaba Seisakusho Co. Ltd. (Inaba Seisakusho Co Ltd) | Long | Equity-common | JP | $1M | 108K | 0.01 |
| Inabata & Co. Ltd. (Inabata & Co Ltd) | Long | Equity-common | JP | $14M | 611K | 0.12 |
| Inchcape PLC | Long | Equity-common | GB | $1M | 128K | 0.01 |
| Incitec Pivot Ltd. | Long | Equity-common | AU | $5M | 3M | 0.04 |
| Indofood Agri Resources Ltd. | Long | Equity-common | SG | $93K | 423K | 0.00 |
| Indus Holding AG | Long | Equity-common | DE | $5M | 212K | 0.04 |
| Ines Corp. | Long | Equity-common | JP | $5M | 433K | 0.04 |
| INFRONEER Holdings, Inc. (INFRONEER Holdings Inc) | Long | Equity-common | JP | $3M | 400K | 0.03 |
| Innotech Corp. | Long | Equity-common | JP | $4M | 326K | 0.03 |
| InnoTek Ltd. | Long | Equity-common | SG | $25K | 62K | 0.00 |
| InPlay Oil Corp. | Long | Equity-common | CA | $46K | 27K | 0.00 |
| Insignia Financial Ltd. | Long | Equity-common | AU | $14M | 8M | 0.12 |
| Instone Real Estate Group SE | Long | Equity-common | DE | $37K | 4K | 0.00 |
| Integral Diagnostics Ltd. | Long | Equity-common | AU | $146K | 90K | 0.00 |
| Integrated Design & Engineering Holdings Co. Ltd. (Integrated Design & Engineering Holdings Co Ltd) | Long | Equity-common | JP | $8M | 283K | 0.06 |
| Interfor Corp. | Long | Equity-common | CA | $12M | 877K | 0.10 |
| International Distribution Services PLC | Long | Equity-common | GB | $24M | 5M | 0.20 |
| International Personal Finance PLC | Long | Equity-common | GB | $3M | 1M | 0.02 |
| International Petroleum Corp. | Long | Equity-common | CA | $21M | 1M | 0.18 |
| International Petroleum Corp. | Long | Equity-common | CA | $763K | 53K | 0.01 |
| Inui Global Logistics Co. Ltd. (Inui Global Logistics Co Ltd) | Long | Equity-common | JP | $49K | 7K | 0.00 |
| Investis Holding SA | Long | Equity-common | CH | $2M | 19K | 0.02 |
| Inwido AB | Long | Equity-common | SE | $17M | 1M | 0.15 |
| iomart Group PLC | Long | Equity-common | GB | $91K | 55K | 0.00 |
| IPE Group Ltd. | Long | Equity-common | KY | $590K | 10M | 0.01 |
| IPSOS SA | Long | Equity-common | FR | $9M | 145K | 0.08 |
| Iriso Electronics Co. Ltd. (Iriso Electronics Co Ltd) | Long | Equity-common | JP | $326K | 16K | 0.00 |
| ISDN Holdings Ltd. | Long | Equity-common | SG | $24K | 107K | 0.00 |
| Iseki & Co. Ltd. (Iseki & Co Ltd) | Long | Equity-common | JP | $1M | 194K | 0.01 |
| Ishihara Sangyo Kaisha Ltd. | Long | Equity-common | JP | $8M | 772K | 0.07 |
| Ishizuka Glass Co. Ltd. (Ishizuka Glass Co Ltd) | Long | Equity-common | JP | $489K | 26K | 0.00 |
| Isracard Ltd. | Long | Equity-common | IL | $4M | 1M | 0.03 |
| Isras Investment Co. Ltd. (Isras Investment Co Ltd) | Long | Equity-common | IL | $2M | 13K | 0.02 |
| ITAB Shop Concept AB | Long | Equity-common | SE | $344K | 136K | 0.00 |
| Italmobiliare SpA | Long | Equity-common | IT | $4M | 131K | 0.04 |
| Itochu Enex Co. Ltd. (Itochu Enex Co Ltd) | Long | Equity-common | JP | $6M | 561K | 0.05 |
| Itochu-Shokuhin Co. Ltd. (Itochu-Shokuhin Co Ltd) | Long | Equity-common | JP | $4M | 79K | 0.03 |
| Itoham Yonekyu Holdings, Inc. (Itoham Yonekyu Holdings Inc) | Long | Equity-common | JP | $11M | 371K | 0.09 |
| ITV PLC | Long | Equity-common | GB | $2M | 2M | 0.02 |
| IVE Group Ltd. | Long | Equity-common | AU | $2M | 1M | 0.02 |
| Iveco Group NV | Long | Equity-common | NL | $25M | 2M | 0.21 |
| IVS Group SA | Long | Equity-common | LU | $373K | 48K | 0.00 |
| IwaiCosmo Holdings, Inc. (IwaiCosmo Holdings Inc) | Long | Equity-common | JP | $6M | 422K | 0.05 |
| Iyogin Holdings, Inc. (Iyogin Holdings Inc) | Long | Equity-common | JP | $17M | 2M | 0.14 |
| Izumi Co. Ltd. (Izumi Co Ltd) | Long | Equity-common | JP | $3M | 111K | 0.02 |
| J Trust Co. Ltd. (J Trust Co Ltd) | Long | Equity-common | JP | $1M | 460K | 0.01 |
| J-Oil Mills, Inc. (J-Oil Mills Inc) | Long | Equity-common | JP | $4M | 306K | 0.04 |
| Jaccs Co. Ltd. (Jaccs Co Ltd) | Long | Equity-common | JP | $14M | 446K | 0.12 |
| Jacobson Pharma Corp. Ltd. (Jacobson Pharma Corp Ltd) | Long | Equity-common | KY | $50K | 650K | 0.00 |
| Jacquet Metals SACA | Long | Equity-common | FR | $5M | 303K | 0.04 |
| JAFCO Group Co. Ltd. (JAFCO Group Co ltd) | Long | Equity-common | JP | $5M | 392K | 0.04 |
| James Fisher & Sons PLC | Long | Equity-common | GB | $176K | 40K | 0.00 |
| JANOME Corp. | Long | Equity-common | JP | $1M | 249K | 0.01 |
| Japan Foundation Engineering Co. Ltd. (Japan Foundation Engineering Co Ltd) | Long | Equity-common | JP | $937K | 238K | 0.01 |
| Japan Medical Dynamic Marketing, Inc. (Japan Medical Dynamic Marketing Inc) | Long | Equity-common | JP | $39K | 8K | 0.00 |
| Japan Oil Transportation Co. Ltd. (Japan Oil Transportation Co Ltd) | Long | Equity-common | JP | $780K | 40K | 0.01 |
| Japan Pulp & Paper Co. Ltd. (Japan Pulp & Paper Co Ltd) | Long | Equity-common | JP | $10M | 220K | 0.08 |
| Japan Securities Finance Co. Ltd. (Japan Securities Finance Co Ltd) | Long | Equity-common | JP | $6M | 508K | 0.05 |
| Japan Transcity Corp. | Long | Equity-common | JP | $5M | 851K | 0.05 |
| Japan Wool Textile Co. Ltd. (Japan Wool Textile Co Ltd/The) | Long | Equity-common | JP | $7M | 766K | 0.06 |
| Japfa Ltd. | Long | Equity-common | SG | $799K | 3M | 0.01 |
| Jenoptik AG | Long | Equity-common | DE | $2M | 69K | 0.02 |
| JGC Holdings Corp. | Long | Equity-common | JP | $4M | 502K | 0.04 |
| Jichodo Co. Ltd. (Jichodo Co Ltd) | Long | Equity-common | JP | $68K | 1K | 0.00 |
| JK Holdings Co. Ltd. (JK Holdings Co Ltd) | Long | Equity-common | JP | $2M | 269K | 0.02 |
| JM AB | Long | Equity-common | SE | $18M | 935K | 0.16 |
| JMS Co. Ltd. (JMS Co Ltd) | Long | Equity-common | JP | $707K | 199K | 0.01 |
| John Wood Group PLC | Long | Equity-common | GB | $14M | 5M | 0.12 |
| Johnson Electric Holdings Ltd. | Long | Equity-common | BM | $5M | 4M | 0.04 |
| Johnson Matthey PLC | Long | Equity-common | GB | $21M | 989K | 0.18 |
| Joshin Denki Co. Ltd. (Joshin Denki Co Ltd) | Long | Equity-common | JP | $4M | 198K | 0.03 |
| JOST Werke SE | Long | Equity-common | DE | $1M | 23K | 0.01 |
| JSP Corp. | Long | Equity-common | JP | $3M | 190K | 0.02 |
| JTEKT Corp. | Long | Equity-common | JP | $1M | 206K | 0.01 |
| Judo Capital Holdings Ltd. | Long | Equity-common | AU | $192K | 212K | 0.00 |
| Jungfraubahn Holding AG | Long | Equity-common | CH | $6M | 26K | 0.05 |
| Jungheinrich AG | Long | Equity-preferred | DE | $7M | 225K | 0.06 |
| Jupiter Fund Management PLC | Long | Equity-common | GB | $4M | 4M | 0.04 |
| Jupiter Mines Ltd. | Long | Equity-common | AU | $368K | 2M | 0.00 |
| Juroku Financial Group, Inc. (Juroku Financial Group Inc) | Long | Equity-common | JP | $14M | 429K | 0.12 |
| Jurong Technologies Industrial Corp. Ltd. (Jurong Technologies Industrial Corp Ltd) | Long | Equity-common | SG | $0 | 3M | – |
| Just Group PLC | Long | Equity-common | GB | $2M | 977K | 0.01 |
| Jyske Bank AS (Jyske Bank A/S) | Long | Equity-common | DK | $87M | 1M | 0.74 |
| K Wah International Holdings Ltd. | Long | Equity-common | BM | $1M | 6M | 0.01 |
| K's Holdings Corp. | Long | Equity-common | JP | $7M | 676K | 0.06 |
| K&O Energy Group, Inc. (K&O Energy Group Inc) | Long | Equity-common | JP | $6M | 253K | 0.05 |
| K&S AG (K+S AG) | Long | Equity-common | DE | $33M | 3M | 0.28 |
| Kabe Group AB | Long | Equity-common | SE | $53K | 2K | 0.00 |
| Kader Holdings Co. Ltd. (Kader Holdings Co Ltd) | Long | Equity-common | BM | $4K | 106K | 0.00 |
| Kalmar OYJ | Long | Equity-common | FI | $18M | 597K | 0.15 |
| Kamei Corp. | Long | Equity-common | JP | $9M | 572K | 0.07 |
| Kamigumi Co. Ltd. (Kamigumi Co Ltd) | Long | Equity-common | JP | $534K | 23K | 0.00 |
| Kanaden Corp. | Long | Equity-common | JP | $4M | 341K | 0.03 |
| Kanagawa Chuo Kotsu Co. Ltd. (Kanagawa Chuo Kotsu Co Ltd) | Long | Equity-common | JP | $37K | 2K | 0.00 |
| Kanamoto Co. Ltd. (Kanamoto Co Ltd) | Long | Equity-common | JP | $7M | 359K | 0.06 |
| Kandenko Co. Ltd. (Kandenko Co Ltd) | Long | Equity-common | JP | $19M | 1M | 0.16 |
| Kaneka Corp. | Long | Equity-common | JP | $21M | 749K | 0.18 |
| Kanematsu Corp. | Long | Equity-common | JP | $9M | 550K | 0.08 |
| Kanto Denka Kogyo Co. Ltd. (Kanto Denka Kogyo Co Ltd) | Long | Equity-common | JP | $943K | 148K | 0.01 |
| Kardan Real Estate Enterprise & Development Ltd. | Long | Equity-common | IL | $35K | 29K | 0.00 |
| Karoon Energy Ltd. | Long | Equity-common | AU | $2M | 2M | 0.02 |
| Katakura Industries Co. Ltd. (Katakura Industries Co Ltd) | Long | Equity-common | JP | $2M | 134K | 0.02 |
| Kato Sangyo Co. Ltd. (Kato Sangyo Co Ltd) | Long | Equity-common | JP | $151K | 5K | 0.00 |
| Kawada Technologies, Inc. (KAWADA TECHNOLOGIES Inc) | Long | Equity-common | JP | $5M | 275K | 0.04 |
| Kawai Musical Instruments Manufacturing Co. Ltd. (Kawai Musical Instruments Manufacturing Co Ltd) | Long | Equity-common | JP | $493K | 25K | 0.00 |
| Keck Seng Investments Hong Kong Ltd. | Long | Equity-common | HK | $259K | 898K | 0.00 |
| Keihin Co. Ltd. (Keihin Co Ltd/Minato-Ku Tokyo Japan) | Long | Equity-common | JP | $446K | 32K | 0.00 |
| Keiyo Bank Ltd. (Keiyo Bank Ltd/The) | Long | Equity-common | JP | $6M | 1M | 0.05 |
| KEL Corp. | Long | Equity-common | JP | $366K | 32K | 0.00 |
| Keller Group PLC | Long | Equity-common | GB | $27M | 1M | 0.23 |
| Kelsian Group Ltd. | Long | Equity-common | AU | $1M | 426K | 0.01 |
| Kelt Exploration Ltd. | Long | Equity-common | CA | $7M | 2M | 0.06 |
| Kemira OYJ | Long | Equity-common | FI | $62M | 3M | 0.53 |
| Kendrion NV | Long | Equity-common | NL | $11K | 805 | 0.00 |
| Kenko Mayonnaise Co. Ltd. (Kenko Mayonnaise Co Ltd) | Long | Equity-common | JP | $2M | 147K | 0.02 |
| Kerry Logistics Network Ltd. | Long | Equity-common | BM | $2M | 2M | 0.01 |
| Kerry Properties Ltd. | Long | Equity-common | BM | $7M | 4M | 0.06 |
| Kerur Holdings Ltd. | Long | Equity-common | IL | $195K | 11K | 0.00 |
| Ki-Star Real Estate Co. Ltd. (Ki-Star Real Estate Co Ltd) | Long | Equity-common | JP | $62K | 3K | 0.00 |
| Kier Group PLC | Long | Equity-common | GB | $5M | 2M | 0.04 |
| Kimura Unity Co. Ltd. (Kimura Unity Co Ltd) | Long | Equity-common | JP | $1M | 93K | 0.01 |
| Kingfisher PLC | Long | Equity-common | GB | $11M | 3M | 0.09 |
| KION Group AG | Long | Equity-common | DE | $36M | 903K | 0.30 |
| Kita-Nippon Bank Ltd. (Kita-Nippon Bank Ltd/The) | Long | Equity-common | JP | $117K | 6K | 0.00 |
| Kitagawa Corp. | Long | Equity-common | JP | $775K | 75K | 0.01 |
| Kitano Construction Corp. | Long | Equity-common | JP | $2M | 87K | 0.02 |
| Kitz Corp. | Long | Equity-common | JP | $3M | 372K | 0.02 |
| Kiyo Bank Ltd. (Kiyo Bank Ltd/The) | Long | Equity-common | JP | $4M | 308K | 0.03 |
| Kloeckner & Co. SE (Kloeckner & Co SE) | Long | Equity-common | DE | $131K | 24K | 0.00 |
| KMD Brands Ltd. | Long | Equity-common | NZ | $408K | 2M | 0.00 |
| Knight Therapeutics, Inc. (Knight Therapeutics Inc) | Long | Equity-common | CA | $4M | 856K | 0.03 |
| KNOW IT AB | Long | Equity-common | SE | $920K | 60K | 0.01 |
| KNT-CT Holdings Co. Ltd. (KNT-CT Holdings Co Ltd) | Long | Equity-common | JP | $76K | 8K | 0.00 |
| Koa Corp. | Long | Equity-common | JP | $854K | 97K | 0.01 |
| Koatsu Gas Kogyo Co. Ltd. (Koatsu Gas Kogyo Co Ltd) | Long | Equity-common | JP | $1M | 206K | 0.01 |
| Koenig & Bauer AG | Long | Equity-common | DE | $792K | 59K | 0.01 |
| Kohnan Shoji Co. Ltd. (Kohnan Shoji Co Ltd) | Long | Equity-common | JP | $5M | 189K | 0.04 |
| Koike Sanso Kogyo Co. Ltd. (Koike Sanso Kogyo Co Ltd) | Long | Equity-common | JP | $96K | 2K | 0.00 |
| Kojima Co. Ltd. (Kojima Co Ltd) | Long | Equity-common | JP | $1M | 194K | 0.01 |
| Komatsu Matere Co. Ltd. (Komatsu Matere Co Ltd) | Long | Equity-common | JP | $26K | 5K | 0.00 |
| Komatsu Wall Industry Co. Ltd. (Komatsu Wall Industry Co Ltd) | Long | Equity-common | JP | $3M | 154K | 0.03 |
| Komeri Co. Ltd. (Komeri Co Ltd) | Long | Equity-common | JP | $13M | 550K | 0.11 |
| Komori Corp. | Long | Equity-common | JP | $1M | 149K | 0.01 |
| Konecranes OYJ | Long | Equity-common | FI | $19M | 270K | 0.16 |
| Kongsberg Automotive ASA | Long | Equity-common | NO | $316K | 2M | 0.00 |
| Konica Minolta, Inc. (Konica Minolta Inc) | Long | Equity-common | JP | $1M | 467K | 0.01 |
| Koninklijke BAM Groep NV | Long | Equity-common | NL | $20M | 5M | 0.17 |
| Koninklijke Heijmans NV (Koninklijke Heijmans N.V) | Long | Equity-common | NL | $17M | 578K | 0.14 |
| Koninklijke Vopak NV | Long | Equity-common | NL | $28M | 620K | 0.24 |
| Konoike Transport Co. Ltd. (Konoike Transport Co Ltd) | Long | Equity-common | JP | $6M | 400K | 0.05 |
| Kowloon Development Co. Ltd. (Kowloon Development Co Ltd) | Long | Equity-common | HK | $5M | 8M | 0.04 |
| KP Tissue, Inc. (KP Tissue Inc) | Long | Equity-common | CA | $48K | 8K | 0.00 |
| KPP Group Holdings Co. Ltd. (KPP Group Holdings Co Ltd) | Long | Equity-common | JP | $2M | 432K | 0.02 |
| Krones AG | Long | Equity-common | DE | $4M | 32K | 0.04 |
| KRS Corp. | Long | Equity-common | JP | $3M | 233K | 0.03 |
| KSB SE & Co. KGaA (KSB SE & Co KGaA) | Long | Equity-common | DE | $4M | 6K | 0.04 |
| KU Holdings Co. Ltd. (KU Holdings Co Ltd) | Long | Equity-common | JP | $2M | 207K | 0.01 |
| Kudelski SA | Long | Equity-common | CH | $69K | 37K | 0.00 |
| Kumagai Gumi Co. Ltd. (Kumagai Gumi Co Ltd) | Long | Equity-common | JP | $9M | 384K | 0.08 |
| Kumiai Chemical Industry Co. Ltd. (Kumiai Chemical Industry Co Ltd) | Long | Equity-common | JP | $2M | 355K | 0.02 |
| Kurabo Industries Ltd. | Long | Equity-common | JP | $8M | 271K | 0.07 |
| Kureha Corp. | Long | Equity-common | JP | $6M | 282K | 0.05 |
| Kurimoto Ltd. | Long | Equity-common | JP | $6M | 175K | 0.05 |
| Kuriyama Holdings Corp. | Long | Equity-common | JP | $827K | 100K | 0.01 |
| KVK Corp. | Long | Equity-common | JP | $31K | 3K | 0.00 |
| Kwoon Chung Bus Holdings Ltd. | Long | Equity-common | BM | $45K | 218K | 0.00 |
| KWS Saat SE & Co. KGaA (KWS Saat SE & Co KGaA) | Long | Equity-common | DE | $2M | 31K | 0.02 |
| KYB Corp. | Long | Equity-common | JP | $10M | 293K | 0.09 |
| Kyodo Printing Co. Ltd. (Kyodo Printing Co Ltd) | Long | Equity-common | JP | $2M | 87K | 0.02 |
| Kyoei Steel Ltd. | Long | Equity-common | JP | $5M | 356K | 0.04 |
| Kyokuto Boeki Kaisha Ltd. | Long | Equity-common | JP | $79K | 7K | 0.00 |
| Kyokuto Kaihatsu Kogyo Co. Ltd. (Kyokuto Kaihatsu Kogyo Co Ltd) | Long | Equity-common | JP | $10M | 555K | 0.08 |
| Kyokuto Securities Co. Ltd. (Kyokuto Securities Co Ltd) | Long | Equity-common | JP | $315K | 30K | 0.00 |
| Kyokuyo Co. Ltd. (Kyokuyo Co Ltd) | Long | Equity-common | JP | $1M | 47K | 0.01 |
| Kyorin Pharmaceutical Co. Ltd. (Kyorin Pharmaceutical Co Ltd) | Long | Equity-common | JP | $702K | 61K | 0.01 |
| KYORITSU Co. Ltd. (KYORITSU CO LTD) | Long | Equity-common | JP | $71K | 62K | 0.00 |
| Kyosan Electric Manufacturing Co. Ltd. (Kyosan Electric Manufacturing Co Ltd) | Long | Equity-common | JP | $4M | 848K | 0.03 |
| Kyowa Electronic Instruments Co. Ltd. (Kyowa Electronic Instruments Co Ltd) | Long | Equity-common | JP | $809K | 278K | 0.01 |
| Kyowa Leather Cloth Co. Ltd. (Kyowa Leather Cloth Co Ltd) | Long | Equity-common | JP | $900K | 174K | 0.01 |
| Kyushu Leasing Service Co. Ltd. (Kyushu Leasing Service Co Ltd) | Long | Equity-common | JP | $422K | 59K | 0.00 |
| Lai Sun Development Co. Ltd. (Lai Sun Development Co Ltd) | Long | Equity-common | HK | $650K | 8M | 0.01 |
| Lai Sun Garment International Ltd. | Long | Equity-common | HK | $1M | 14M | 0.01 |
| Lancashire Holdings Ltd. | Long | Equity-common | BM | $6M | 709K | 0.05 |
| Landis & Gyr Group AG (Landis+Gyr Group AG) | Long | Equity-common | CH | $23M | 258K | 0.20 |
| Langham Hospitality Investments & Langham Hospitality Investments Ltd. (Langham Hospitality Investments and Langham Hospitality Investments Ltd) | Long | Equity-common | XX | $197K | 3M | 0.00 |
| Lanxess AG | Long | Equity-common | DE | $8M | 319K | 0.07 |
| Lassila & Tikanoja OYJ | Long | Equity-common | FI | $94K | 10K | 0.00 |
| Lassonde Industries, Inc. (Lassonde Industries Inc) | Long | Equity-common | CA | $2M | 15K | 0.01 |
| Laurentian Bank of Canada | Long | Equity-common | CA | $16M | 810K | 0.13 |
| Learning Technologies Group PLC | Long | Equity-common | GB | $163K | 175K | 0.00 |
| Lendlease Corp. Ltd. (Lendlease Corp Ltd) | Long | Equity-common | AU | $12M | 3M | 0.11 |
| Leon's Furniture Ltd. | Long | Equity-common | CA | $71K | 4K | 0.00 |
| Leonardo SpA | Long | Equity-common | IT | $97M | 4M | 0.83 |
| Lerado Financial Group Co. Ltd. (Lerado Financial Group Co Ltd) | Long | Equity-common | BM | $2K | 66K | 0.00 |
| Liechtensteinische Landesbank AG | Long | Equity-common | LI | $17M | 203K | 0.15 |
| LIFULL Co. Ltd. (LIFULL Co Ltd) | Long | Equity-common | JP | $97K | 90K | 0.00 |
| Lightspeed Commerce, Inc. (Lightspeed Commerce Inc) | Long | Equity-common | CA | $616K | 46K | 0.01 |
| Lightstream Resources Ltd. | Long | Equity-common | CA | $0 | 2M | – |
| Linamar Corp. | Long | Equity-common | CA | $47M | 951K | 0.40 |
| Lindab International AB | Long | Equity-common | SE | $22M | 894K | 0.19 |
| Lindex Group OYJ | Long | Equity-common | FI | $40K | 13K | 0.00 |
| LINK Mobility Group Holding ASA | Long | Equity-common | NO | $457K | 239K | 0.00 |
| Lintec Corp. | Long | Equity-common | JP | $3M | 152K | 0.03 |
| Lippo China Resources Ltd. | Long | Equity-common | HK | $13K | 153K | 0.00 |
| Lippo Ltd. | Long | Equity-common | HK | $383K | 4M | 0.00 |
| LISI SA | Long | Equity-common | FR | $582K | 21K | 0.00 |
| Liu Chong Hing Investment Ltd. | Long | Equity-common | HK | $2M | 3M | 0.02 |
| Look Holdings, Inc. (Look Holdings Inc) | Long | Equity-common | JP | $2M | 128K | 0.02 |
| Loomis AB | Long | Equity-common | SE | $15M | 467K | 0.13 |
| Low Keng Huat Singapore Ltd. | Long | Equity-common | SG | $61K | 276K | 0.00 |
| LSL Property Services PLC | Long | Equity-common | GB | $125K | 28K | 0.00 |
| Lucara Diamond Corp. | Long | Equity-common | CA | $10K | 42K | 0.00 |
| Luk Fook Holdings International Ltd. | Long | Equity-common | BM | $2M | 789K | 0.01 |
| Lung Kee Group Holdings Ltd. | Long | Equity-common | BM | $5K | 32K | 0.00 |
| Luzerner Kantonalbank AG | Long | Equity-common | CH | $13M | 170K | 0.11 |
| M&G PLC | Long | Equity-common | GB | $4M | 1M | 0.03 |
| Maas Group Holdings Ltd. | Long | Equity-common | AU | $20K | 7K | 0.00 |
| Macmahon Holdings Ltd. | Long | Equity-common | AU | $2M | 9M | 0.01 |
| Macromill, Inc. (Macromill Inc) | Long | Equity-common | JP | $755K | 129K | 0.01 |
| Maezawa Industries, Inc. (Maezawa Industries Inc) | Long | Equity-common | JP | $789K | 83K | 0.01 |
| Maezawa Kasei Industries Co. Ltd. (Maezawa Kasei Industries Co Ltd) | Long | Equity-common | JP | $3M | 216K | 0.02 |
| Maezawa Kyuso Industries Co. Ltd. (Maezawa Kyuso Industries Co Ltd) | Long | Equity-common | JP | $3M | 317K | 0.03 |
| Magellan Aerospace Corp. | Long | Equity-common | CA | $660K | 96K | 0.01 |
| Magellan Financial Group Ltd. | Long | Equity-common | AU | $11M | 2M | 0.09 |
| Magnificent Hotel Investment Ltd. | Long | Equity-common | HK | $76K | 8M | 0.00 |
| Maisons du Monde SA | Long | Equity-common | FR | $683K | 172K | 0.01 |
| Major Drilling Group International, Inc. (Major Drilling Group International Inc) | Long | Equity-common | CA | $162K | 24K | 0.00 |
| Makino Milling Machine Co. Ltd. (Makino Milling Machine Co Ltd) | Long | Equity-common | JP | $14M | 310K | 0.12 |
| Mandalay Resources Corp. | Long | Equity-common | CA | $15K | 8K | 0.00 |
| Mandatum OYJ | Long | Equity-common | FI | $4M | 895K | 0.04 |
| Mandom Corp. | Long | Equity-common | JP | $555K | 65K | 0.00 |
| Manitou BF SA | Long | Equity-common | FR | $322K | 14K | 0.00 |
| Mapfre SA | Long | Equity-common | ES | $39M | 16M | 0.34 |
| Marks & Spencer Group PLC | Long | Equity-common | GB | $85M | 20M | 0.72 |
| Marshalls PLC | Long | Equity-common | GB | $2M | 520K | 0.02 |
| Marston's PLC | Long | Equity-common | GB | $4M | 7M | 0.03 |
| Martinrea International, Inc. (Martinrea International Inc) | Long | Equity-common | CA | $17M | 2M | 0.15 |
| Marubun Corp. | Long | Equity-common | JP | $2M | 325K | 0.02 |
| Marudai Food Co. Ltd. (Marudai Food Co Ltd) | Long | Equity-common | JP | $4M | 326K | 0.03 |
| Maruha Nichiro Corp. | Long | Equity-common | JP | $14M | 635K | 0.12 |
| Maruichi Steel Tube Ltd. | Long | Equity-common | JP | $5M | 210K | 0.04 |
| MARUKA FURUSATO Corp. | Long | Equity-common | JP | $2M | 112K | 0.01 |
| Maruyama Manufacturing Co., Inc. (Maruyama Manufacturing Co Inc) | Long | Equity-common | JP | $368K | 23K | 0.00 |
| Maruzen CHI Holdings Co. Ltd. (Maruzen CHI Holdings Co Ltd) | Long | Equity-common | JP | $84K | 38K | 0.00 |
| Maruzen Showa Unyu Co. Ltd. (Maruzen Showa Unyu Co Ltd) | Long | Equity-common | JP | $10M | 291K | 0.09 |
| Matas AS (Matas A/S) | Long | Equity-common | DK | $12M | 684K | 0.10 |
| Matsuda Sangyo Co. Ltd. (Matsuda Sangyo Co Ltd) | Long | Equity-common | JP | $4M | 205K | 0.03 |
| Matsui Construction Co. Ltd. (Matsui Construction Co Ltd) | Long | Equity-common | JP | $2M | 314K | 0.02 |
| Mattr Corp. | Long | Equity-common | CA | $4M | 342K | 0.04 |
| Maxell Ltd. | Long | Equity-common | JP | $4M | 352K | 0.03 |
| Mayr Melnhof Karton AG | Long | Equity-common | AT | $89K | 783 | 0.00 |
| McPherson's Ltd. | Long | Equity-common | AU | $260K | 906K | 0.00 |
| MDA Space Ltd. | Long | Equity-common | CA | $493K | 52K | 0.00 |
| Mears Group PLC | Long | Equity-common | GB | $8M | 2M | 0.07 |
| Mediclin AG | Long | Equity-common | DE | $1M | 471K | 0.01 |
| Medios AG | Long | Equity-common | DE | $274K | 14K | 0.00 |
| Mediterranean Towers Ltd. | Long | Equity-common | IL | $689K | 344K | 0.01 |
| Medmix AG | Long | Equity-common | CH | $517K | 38K | 0.00 |
| MEG Energy Corp. | Long | Equity-common | CA | $57M | 3M | 0.48 |
| Megmilk Snow Brand Co. Ltd. (Megmilk Snow Brand Co Ltd) | Long | Equity-common | JP | $12M | 648K | 0.10 |
| Meier Tobler Group AG | Long | Equity-common | CH | $19K | 583 | 0.00 |
| Meiji Electric Industries Co. Ltd. (Meiji Electric Industries Co Ltd) | Long | Equity-common | JP | $576K | 54K | 0.00 |
| Meiji Shipping Group Co. Ltd. (Meiji Shipping Group Co Ltd) | Long | Equity-common | JP | $73K | 15K | 0.00 |
| Meisei Industrial Co. Ltd. (Meisei Industrial Co Ltd) | Long | Equity-common | JP | $5M | 501K | 0.04 |
| Meitav Investment House Ltd. | Long | Equity-common | IL | $10K | 2K | 0.00 |
| Meiwa Corp. | Long | Equity-common | JP | $169K | 36K | 0.00 |
| Meiwa Estate Co. Ltd. (Meiwa Estate Co Ltd) | Long | Equity-common | JP | $1M | 185K | 0.01 |
| MEKO AB | Long | Equity-common | SE | $6M | 604K | 0.05 |
| Melcor Developments Ltd. | Long | Equity-common | CA | $1M | 153K | 0.01 |
| Menora Mivtachim Holdings Ltd. | Long | Equity-common | IL | $11M | 412K | 0.09 |
| Mersen SA | Long | Equity-common | FR | $12M | 357K | 0.11 |
| Meshulam Levinstein Contracting & Engineering Ltd. | Long | Equity-common | IL | $143K | 2K | 0.00 |
| Metall Zug AG | Long | Equity-common | CH | $2M | 1K | 0.01 |
| Metals X Ltd. | Long | Equity-common | AU | $194K | 666K | 0.00 |
| Methanex Corp. | Long | Equity-common | CA | $13M | 273K | 0.11 |
| Methanex Corp. | Long | Equity-common | CA | $3M | 71K | 0.03 |
| METRO AG | Long | Equity-common | DE | $7M | 1M | 0.06 |
| Metro Holdings Ltd. (Metro Holdings Ltd/Singapore) | Long | Equity-common | SG | $2M | 6M | 0.02 |
| Metropole Television SA | Long | Equity-common | FR | $459K | 35K | 0.00 |
| Metsa Board OYJ | Long | Equity-common | FI | $28M | 4M | 0.24 |
| MFE-MediaForEurope NV | Long | Equity-common | NL | $6M | 2M | 0.05 |
| MFE-MediaForEurope NV | Long | Equity-common | NL | $2M | 536K | 0.02 |
| Michael Hill International Ltd. | Long | Equity-common | AU | $150K | 403K | 0.00 |
| Michaniki SA | Long | Equity-common | GR | $0 | 987K | – |
| Midas Holdings Ltd. | Long | Equity-common | SG | $0 | 30M | – |
| Midland Holdings Ltd. | Long | Equity-common | BM | $89K | 920K | 0.00 |
| Migdal Insurance & Financial Holdings Ltd. | Long | Equity-common | IL | $2M | 2M | 0.02 |
| Mikron Holding AG | Long | Equity-common | CH | $50K | 2K | 0.00 |
| Mikuni Corp. | Long | Equity-common | JP | $601K | 229K | 0.01 |
| Millennium & Copthorne Hotels New Zealand Ltd. | Long | Equity-common | NZ | $841K | 807K | 0.01 |
| Miraial Co. Ltd. (Miraial Co Ltd) | Long | Equity-common | JP | $922K | 97K | 0.01 |
| Mirait One Corp. | Long | Equity-common | JP | $12M | 859K | 0.10 |
| Miramar Hotel & Investment | Long | Equity-common | HK | $3M | 2M | 0.02 |
| Mirarth Holdings, Inc. (Mirarth Holdings Inc) | Long | Equity-common | JP | $3M | 697K | 0.02 |
| Mitani Sangyo Co. Ltd. (Mitani Sangyo Co Ltd) | Long | Equity-common | JP | $352K | 147K | 0.00 |
| Mitchells & Butlers PLC | Long | Equity-common | GB | $18M | 5M | 0.16 |
| Mito Securities Co. Ltd. (Mito Securities Co Ltd) | Long | Equity-common | JP | $287K | 84K | 0.00 |
| Mitsuba Corp. | Long | Equity-common | JP | $3M | 373K | 0.02 |
| Mitsubishi Kakoki Kaisha Ltd. | Long | Equity-common | JP | $3M | 99K | 0.02 |
| Mitsubishi Materials Corp. | Long | Equity-common | JP | $30M | 2M | 0.25 |
| Mitsubishi Paper Mills Ltd. | Long | Equity-common | JP | $679K | 146K | 0.01 |
| Mitsubishi Shokuhin Co. Ltd. (Mitsubishi Shokuhin Co Ltd) | Long | Equity-common | JP | $4M | 118K | 0.04 |
| Mitsubishi Steel Manufacturing Co. Ltd. (Mitsubishi Steel Manufacturing Co Ltd) | Long | Equity-common | JP | $2M | 160K | 0.01 |
| Mitsui DM Sugar Holdings Co. Ltd. (Mitsui DM Sugar Holdings Co Ltd) | Long | Equity-common | JP | $5M | 212K | 0.04 |
| Mitsui Matsushima Holdings Co. Ltd. (Mitsui Matsushima Holdings Co Ltd) | Long | Equity-common | JP | $276K | 8K | 0.00 |
| Mitsui Mining & Smelting Co. Ltd. (Mitsui Mining & Smelting Co Ltd) | Long | Equity-common | JP | $28M | 842K | 0.24 |
| Mitsuuroko Group Holdings Co. Ltd. (Mitsuuroko Group Holdings Co Ltd) | Long | Equity-common | JP | $5M | 443K | 0.04 |
| Mivtach Shamir Holdings Ltd. | Long | Equity-common | IL | $65K | 2K | 0.00 |
| Miyazaki Bank Ltd. (Miyazaki Bank Ltd/The) | Long | Equity-common | JP | $2M | 95K | 0.02 |
| Miyoshi Oil & Fat Co. Ltd. (Miyoshi Oil & Fat Co Ltd) | Long | Equity-common | JP | $91K | 9K | 0.00 |
| Mizrahi Tefahot Bank Ltd. | Long | Equity-common | IL | $42.11 | 1.17 | 0.00 |
| Mizuho Leasing Co. Ltd. (Mizuho Leasing Co Ltd) | Long | Equity-common | JP | $14M | 2M | 0.12 |
| Mizuno Corp. | Long | Equity-common | JP | $10M | 196K | 0.08 |
| MJ Gleeson PLC | Long | Equity-common | GB | $4M | 555K | 0.04 |
| MLP SE | Long | Equity-common | DE | $8M | 1M | 0.07 |
| Mobico Group PLC | Long | Equity-common | GB | $3M | 5M | 0.03 |
| Mobimo Holding AG | Long | Equity-common | CH | $39M | 130K | 0.33 |
| Modern Times Group MTG AB | Long | Equity-common | SE | $3M | 448K | 0.03 |
| Momentum Group AB | Long | Equity-common | SE | $2M | 120K | 0.02 |
| Monash IVF Group Ltd. | Long | Equity-common | AU | $5M | 5M | 0.04 |
| Montana Aerospace AG | Long | Equity-common | CH | $510K | 24K | 0.00 |
| MORESCO Corp. | Long | Equity-common | JP | $116K | 13K | 0.00 |
| Morgan Sindall Group PLC | Long | Equity-common | GB | $4M | 104K | 0.03 |
| Moriroku Holdings Co. Ltd. (Moriroku Holdings Co Ltd) | Long | Equity-common | JP | $2M | 88K | 0.01 |
| Morita Holdings Corp. | Long | Equity-common | JP | $2M | 137K | 0.02 |
| Morito Co. Ltd. (Morito Co Ltd) | Long | Equity-common | JP | $2M | 157K | 0.01 |
| Mory Industries, Inc. (Mory Industries Inc) | Long | Equity-common | JP | $4M | 120K | 0.04 |
| Mount Gibson Iron Ltd. | Long | Equity-common | AU | $2M | 9M | 0.02 |
| MP Evans Group PLC | Long | Equity-common | GB | $843K | 77K | 0.01 |
| MPC Container Ships ASA | Long | Equity-common | NO | $5M | 2M | 0.04 |
| MrMax Holdings Ltd. | Long | Equity-common | JP | $637K | 133K | 0.01 |
| MTY Food Group, Inc. (MTY Food Group Inc) | Long | Equity-common | CA | $1M | 36K | 0.01 |
| Mugen Estate Co. Ltd. (Mugen Estate Co Ltd) | Long | Equity-common | JP | $549K | 62K | 0.00 |
| Mullen Group Ltd. | Long | Equity-common | CA | $12M | 1M | 0.10 |
| Murakami Corp. | Long | Equity-common | JP | $2M | 59K | 0.02 |
| Musashi Seimitsu Industry Co. Ltd. (Musashi Seimitsu Industry Co Ltd) | Long | Equity-common | JP | $3M | 229K | 0.03 |
| Musashino Bank Ltd. (Musashino Bank Ltd/The) | Long | Equity-common | JP | $6M | 283K | 0.05 |
| Mutares SE & Co. KGaA (Mutares SE & Co KGaA) | Long | Equity-common | DE | $2M | 65K | 0.02 |
| Muto Seiko Co. | Long | Equity-common | JP | $59K | 5K | 0.00 |
| Myer Holdings Ltd. | Long | Equity-common | AU | $6M | 10M | 0.05 |
| MyState Ltd. | Long | Equity-common | AU | $2M | 933K | 0.02 |
| N Brown Group PLC | Long | Equity-common | GB | $3K | 11K | 0.00 |
| Nachi-Fujikoshi Corp. | Long | Equity-common | JP | $2M | 81K | 0.02 |
| Nadex Co. Ltd. (Nadex Co Ltd) | Long | Equity-common | JP | $32K | 4K | 0.00 |
| Nafco Co. Ltd. (Nafco Co Ltd) | Long | Equity-common | JP | $4M | 183K | 0.03 |
| Nagase & Co. Ltd. (Nagase & Co Ltd) | Long | Equity-common | JP | $32M | 1M | 0.28 |
| Nakabayashi Co. Ltd. (Nakabayashi Co Ltd) | Long | Equity-common | JP | $1M | 268K | 0.01 |
| Nakano Corp. (Nakano Corp/Tokyo) | Long | Equity-common | JP | $21K | 6K | 0.00 |
| Nakayama Steel Works Ltd. | Long | Equity-common | JP | $4M | 550K | 0.03 |
| Nanto Bank Ltd. (Nanto Bank Ltd/The) | Long | Equity-common | JP | $2M | 96K | 0.02 |
| Nanyang Holdings Ltd. | Long | Equity-common | BM | $319K | 98K | 0.00 |
| Narasaki Sangyo Co. Ltd. (Narasaki Sangyo Co Ltd) | Long | Equity-common | JP | $712K | 35K | 0.01 |
| Nasu Denki Tekko Co. Ltd. (Nasu Denki Tekko Co Ltd) | Long | Equity-common | JP | $482K | 7K | 0.00 |
| National Electronics Holdings (National Electronics Hldgs) | Long | Equity-common | BM | $242K | 3M | 0.00 |
| Naturenergie Holding AG | Long | Equity-common | CH | $1M | 29K | 0.01 |
| Navigator Global Investments Ltd. | Long | Equity-common | AU | $2M | 2M | 0.02 |
| Nawi Group Ltd. | Long | Equity-common | IL | $524K | 72K | 0.00 |
| NCC AB | Long | Equity-common | SE | $9M | 610K | 0.08 |
| NEC Capital Solutions Ltd. | Long | Equity-common | JP | $6M | 225K | 0.05 |
| Neinor Homes SA | Long | Equity-common | ES | $3M | 209K | 0.03 |
| Neo Performance Materials, Inc. (Neo Performance Materials Inc) | Long | Equity-common | CA | $146K | 25K | 0.00 |
| Netlink NBN Trust | Long | Equity-common | SG | $953K | 1M | 0.01 |
| Neto Malinda Trading Ltd. | Long | Equity-common | IL | $136K | 9K | 0.00 |
| Neturen Co. Ltd. (Neturen Co Ltd) | Long | Equity-common | JP | $6M | 758K | 0.05 |
| New Gold, Inc. (New Gold Inc) | Long | Equity-common | CA | $5M | 2M | 0.04 |
| New Hope Corp. Ltd. (New Hope Corp Ltd) | Long | Equity-common | AU | $14M | 4M | 0.12 |
| New Wave Group AB | Long | Equity-common | SE | $12M | 1M | 0.11 |
| New World Development Co. Ltd. (New World Development Co Ltd) | Long | Equity-common | HK | $4M | 5M | 0.04 |
| Nexi SpA | Long | Equity-common | IT | $4M | 700K | 0.04 |
| Nexity SA | Long | Equity-common | FR | $5M | 474K | 0.05 |
| NHK Spring Co. Ltd. (NHK Spring Co Ltd) | Long | Equity-common | JP | $29M | 3M | 0.25 |
| Nicca Chemical Co. Ltd. (Nicca Chemical Co Ltd) | Long | Equity-common | JP | $184K | 28K | 0.00 |
| Nice Corp. | Long | Equity-common | JP | $390K | 29K | 0.00 |
| Nichia Steel Works Ltd. | Long | Equity-common | JP | $221K | 102K | 0.00 |
| Nichicon Corp. | Long | Equity-common | JP | $741K | 101K | 0.01 |
| Nichiden Corp. | Long | Equity-common | JP | $1M | 64K | 0.01 |
| Nichiha Corp. | Long | Equity-common | JP | $803K | 32K | 0.01 |
| Nichimo Co. Ltd. (Nichimo Co Ltd) | Long | Equity-common | JP | $2M | 110K | 0.01 |
| Nichireki Co. Ltd. (Nichireki Co Ltd) | Long | Equity-common | JP | $8M | 462K | 0.06 |
| Nichirin Co. Ltd. (Nichirin Co Ltd) | Long | Equity-common | JP | $3M | 111K | 0.02 |
| Nickel Industries Ltd. | Long | Equity-common | AU | $9M | 15M | 0.07 |
| Nihon Chouzai Co. Ltd. (Nihon Chouzai Co Ltd) | Long | Equity-common | JP | $2M | 146K | 0.01 |
| Nihon Denkei Co. Ltd. (Nihon Denkei Co Ltd) | Long | Equity-common | JP | $986K | 74K | 0.01 |
| Nihon Flush Co. Ltd. (Nihon Flush Co Ltd) | Long | Equity-common | JP | $13K | 2K | 0.00 |
| Nihon House Holdings Co. Ltd. (Nihon House Holdings Co Ltd) | Long | Equity-common | JP | $533K | 224K | 0.00 |
| Nihon Kagaku Sangyo Co. Ltd. (Nihon Kagaku Sangyo Co Ltd) | Long | Equity-common | JP | $859K | 90K | 0.01 |
| Nihon Nohyaku Co. Ltd. (Nihon Nohyaku Co Ltd) | Long | Equity-common | JP | $3M | 559K | 0.02 |
| Nihon Parkerizing Co. Ltd. (Nihon Parkerizing Co Ltd) | Long | Equity-common | JP | $596K | 72K | 0.01 |
| Nihon Plast Co. Ltd. (Nihon Plast Co Ltd) | Long | Equity-common | JP | $120K | 44K | 0.00 |
| Nihon Tokushu Toryo Co. Ltd. (Nihon Tokushu Toryo Co Ltd) | Long | Equity-common | JP | $1M | 146K | 0.01 |
| Nihon Yamamura Glass Co. Ltd. (Nihon Yamamura Glass Co Ltd) | Long | Equity-common | JP | $366K | 37K | 0.00 |
| Nikkiso Co. Ltd. (Nikkiso Co Ltd) | Long | Equity-common | JP | $6M | 733K | 0.05 |
| Nikko Co. Ltd. (Nikko Co Ltd/Hyogo) | Long | Equity-common | JP | $2M | 475K | 0.02 |
| Nikkon Holdings Co. Ltd. (Nikkon Holdings Co Ltd) | Long | Equity-common | JP | $18M | 696K | 0.15 |
| Nilfisk Holding AS (Nilfisk Holding A/S) | Long | Equity-common | DK | $577K | 31K | 0.00 |
| Nine Entertainment Co. Holdings Ltd. (Nine Entertainment Co Holdings Ltd) | Long | Equity-common | AU | $12M | 12M | 0.10 |
| Nippi, Inc. (Nippi Inc) | Long | Equity-common | JP | $600K | 14K | 0.01 |
| Nippn Corp. | Long | Equity-common | JP | $10M | 605K | 0.08 |
| Nippon Beet Sugar Manufacturing Co. Ltd. (Nippon Beet Sugar Manufacturing Co Ltd) | Long | Equity-common | JP | $2M | 117K | 0.02 |
| Nippon Carbide Industries Co., Inc. (Nippon Carbide Industries Co Inc) | Long | Equity-common | JP | $878K | 71K | 0.01 |
| Nippon Chemi-Con Corp. | Long | Equity-common | JP | $2M | 165K | 0.01 |
| Nippon Chemical Industrial Co. Ltd. (Nippon Chemical Industrial Co Ltd) | Long | Equity-common | JP | $888K | 54K | 0.01 |
| Nippon Coke & Engineering Co. Ltd. (Nippon Coke & Engineering Co Ltd) | Long | Equity-common | JP | $1M | 2M | 0.01 |
| Nippon Concrete Industries Co. Ltd. (Nippon Concrete Industries Co Ltd) | Long | Equity-common | JP | $2M | 774K | 0.02 |
| Nippon Denko Co. Ltd. (Nippon Denko Co Ltd) | Long | Equity-common | JP | $3M | 1M | 0.02 |
| Nippon Densetsu Kogyo Co. Ltd. (Nippon Densetsu Kogyo Co Ltd) | Long | Equity-common | JP | $5M | 371K | 0.04 |
| Nippon Electric Glass Co. Ltd. (Nippon Electric Glass Co Ltd) | Long | Equity-common | JP | $28M | 1M | 0.24 |
| Nippon Felt Co. Ltd. (Nippon Felt Co Ltd) | Long | Equity-common | JP | $400K | 122K | 0.00 |
| Nippon Filcon Co. Ltd. (Nippon Filcon Co Ltd/Tokyo) | Long | Equity-common | JP | $287K | 82K | 0.00 |
| Nippon Hume Corp. | Long | Equity-common | JP | $4M | 488K | 0.03 |
| Nippon Kayaku Co. Ltd. (Nippon Kayaku Co Ltd) | Long | Equity-common | JP | $8M | 1M | 0.07 |
| Nippon Kodoshi Corp. | Long | Equity-common | JP | $14K | 1K | 0.00 |
| Nippon Light Metal Holdings Co. Ltd. (Nippon Light Metal Holdings Co Ltd) | Long | Equity-common | JP | $8M | 658K | 0.07 |
| Nippon Paper Industries Co. Ltd. (Nippon Paper Industries Co Ltd) | Long | Equity-common | JP | $5M | 826K | 0.05 |
| Nippon Rietec Co. Ltd. (Nippon Rietec Co Ltd) | Long | Equity-common | JP | $216K | 26K | 0.00 |
| Nippon Road Co. Ltd. (Nippon Road Co Ltd/The) | Long | Equity-common | JP | $4M | 383K | 0.04 |
| Nippon Seiki Co. Ltd. (Nippon Seiki Co Ltd) | Long | Equity-common | JP | $5M | 508K | 0.04 |
| Nippon Seisen Co. Ltd. (Nippon Seisen Co Ltd) | Long | Equity-common | JP | $2M | 244K | 0.02 |
| Nippon Sharyo Ltd. | Long | Equity-common | JP | $461K | 30K | 0.00 |
| Nippon Sheet Glass Co. Ltd. (Nippon Sheet Glass Co Ltd) | Long | Equity-common | JP | $4M | 1M | 0.03 |
| Nippon Shokubai Co. Ltd. (Nippon Shokubai Co Ltd) | Long | Equity-common | JP | $14M | 1M | 0.12 |
| Nippon Signal Co. Ltd. (Nippon Signal Co Ltd) | Long | Equity-common | JP | $3M | 442K | 0.03 |
| Nippon Soda Co. Ltd. (Nippon Soda Co Ltd) | Long | Equity-common | JP | $16M | 441K | 0.13 |
| Nippon Thompson Co. Ltd. (Nippon Thompson Co Ltd) | Long | Equity-common | JP | $4M | 1M | 0.04 |
| Nippon Yakin Kogyo Co. Ltd. (Nippon Yakin Kogyo Co Ltd) | Long | Equity-common | JP | $9M | 261K | 0.07 |
| Nipro Corp. | Long | Equity-common | JP | $6M | 702K | 0.05 |
| Nishi-Nippon Financial Holdings, Inc. (Nishi-Nippon Financial Holdings Inc) | Long | Equity-common | JP | $28M | 2M | 0.23 |
| Nishikawa Rubber Co. Ltd. (Nishikawa Rubber Co Ltd) | Long | Equity-common | JP | $394K | 31K | 0.00 |
| Nishimoto Co. Ltd. (Nishimoto Co Ltd) | Long | Equity-common | JP | $1M | 149K | 0.01 |
| Nishio Holdings Co. Ltd. (Nishio Holdings Co Ltd) | Long | Equity-common | JP | $5M | 188K | 0.04 |
| Nissan Shatai Co. Ltd. (Nissan Shatai Co Ltd) | Long | Equity-common | JP | $1M | 233K | 0.01 |
| Nissan Tokyo Sales Holdings Co. Ltd. (Nissan Tokyo Sales Holdings Co Ltd) | Long | Equity-common | JP | $2M | 530K | 0.02 |
| Nissei Plastic Industrial Co. Ltd. (Nissei Plastic Industrial Co Ltd) | Long | Equity-common | JP | $2M | 297K | 0.02 |
| Nissha Co. Ltd. (Nissha Co Ltd) | Long | Equity-common | JP | $6M | 473K | 0.05 |
| Nisshin Group Holdings Co. Ltd. (Nisshin Group Holdings Co Ltd) | Long | Equity-common | JP | $3M | 756K | 0.02 |
| Nisshin Oillio Group Ltd. (Nisshin Oillio Group Ltd/The) | Long | Equity-common | JP | $22M | 624K | 0.18 |
| Nisshinbo Holdings, Inc. (Nisshinbo Holdings Inc) | Long | Equity-common | JP | $17M | 2M | 0.14 |
| Nissin Corp. | Long | Equity-common | JP | $8M | 262K | 0.07 |
| Nissui Corp. | Long | Equity-common | JP | $8M | 1M | 0.07 |
| Nitta Corp. | Long | Equity-common | JP | $4M | 151K | 0.03 |
| Nitta Gelatin, Inc. (Nitta Gelatin Inc) | Long | Equity-common | JP | $402K | 79K | 0.00 |
| NITTAN Corp. | Long | Equity-common | JP | $191K | 93K | 0.00 |
| Nittetsu Mining Co. Ltd. (Nittetsu Mining Co Ltd) | Long | Equity-common | JP | $9M | 291K | 0.08 |
| Nitto Fuji Flour Milling Co. Ltd. (Nitto Fuji Flour Milling Co Ltd) | Long | Equity-common | JP | $3M | 67K | 0.03 |
| Nitto Kohki Co. Ltd. (Nitto Kohki Co Ltd) | Long | Equity-common | JP | $870K | 57K | 0.01 |
| Nitto Seiko Co. Ltd. (Nitto Seiko Co Ltd) | Long | Equity-common | JP | $2M | 476K | 0.02 |
| Nittoku Co. Ltd. (Nittoku Co Ltd) | Long | Equity-common | JP | $149K | 12K | 0.00 |
| Nobia AB | Long | Equity-common | SE | $274K | 558K | 0.00 |
| Noble Corp. PLC (Noble Corp PLC) | Long | Equity-common | GB | $231K | 5K | 0.00 |
| Noda Corp. | Long | Equity-common | JP | $527K | 80K | 0.00 |
| Nojima Corp. | Long | Equity-common | JP | $661K | 60K | 0.01 |
| NOK Corp. | Long | Equity-common | JP | $13M | 913K | 0.11 |
| Nokian Renkaat OYJ | Long | Equity-common | FI | $4M | 449K | 0.03 |
| Norcros PLC | Long | Equity-common | GB | $553K | 183K | 0.00 |
| Nordic Waterproofing Holding AB | Long | Equity-common | SE | $3M | 194K | 0.02 |
| Norion Bank AB | Long | Equity-common | SE | $2M | 440K | 0.01 |
| Noritake Co. Ltd. (Noritake Co Ltd/Nagoya Japan) | Long | Equity-common | JP | $11M | 409K | 0.09 |
| Noritsu Koki Co. Ltd. (Noritsu Koki Co Ltd) | Long | Equity-common | JP | $5M | 171K | 0.04 |
| Noritz Corp. | Long | Equity-common | JP | $3M | 218K | 0.02 |
| Norma Group SE | Long | Equity-common | DE | $2M | 98K | 0.02 |
| Norske Skog ASA | Long | Equity-common | NO | $1M | 359K | 0.01 |
| North Pacific Bank Ltd. | Long | Equity-common | JP | $14M | 4M | 0.12 |
| Northern Ocean Ltd. | Long | Equity-common | BM | $39K | 58K | 0.00 |
| Northland Power, Inc. (Northland Power Inc) | Long | Equity-common | CA | $5M | 273K | 0.04 |
| Nozawa Corp. | Long | Equity-common | JP | $91K | 15K | 0.00 |
| NPR-RIKEN Corp. | Long | Equity-common | JP | $6M | 314K | 0.05 |
| NRC Group ASA | Long | Equity-common | NO | $62K | 65K | 0.00 |
| NRW Holdings Ltd. | Long | Equity-common | AU | $15M | 7M | 0.13 |
| NS United Kaiun Kaisha Ltd. | Long | Equity-common | JP | $7M | 221K | 0.06 |
| NSK Ltd. | Long | Equity-common | JP | $77K | 15K | 0.00 |
| NTN Corp. | Long | Equity-common | JP | $17M | 8M | 0.14 |
| Nufarm Ltd. | Long | Equity-common | AU | $11M | 4M | 0.10 |
| NuVista Energy Ltd. | Long | Equity-common | CA | $27M | 3M | 0.23 |
| NWS Holdings Ltd. | Long | Equity-common | BM | $9M | 10M | 0.08 |
| NZME Ltd. | Long | Equity-common | NZ | $633K | 1M | 0.01 |
| Oberbank AG | Long | Equity-common | AT | $1M | 19K | 0.01 |
| Obsidian Energy Ltd. | Long | Equity-common | CA | $3M | 371K | 0.02 |
| Obsidian Energy Ltd. | Long | Equity-common | CA | $566K | 76K | 0.00 |
| OC Oerlikon Corp. AG (OC Oerlikon Corp AG) | Long | Equity-common | CH | $6M | 1M | 0.05 |
| OceanaGold Corp. | Long | Equity-common | CA | $29M | 12M | 0.25 |
| Oceania Healthcare Ltd. | Long | Equity-common | NZ | $7K | 16K | 0.00 |
| Odfjell Drilling Ltd. | Long | Equity-common | BM | $10M | 2M | 0.09 |
| Odfjell SE | Long | Equity-common | NO | $5M | 297K | 0.04 |
| Odfjell Technology Ltd. | Long | Equity-common | BM | $159K | 28K | 0.00 |
| Ogaki Kyoritsu Bank Ltd. (Ogaki Kyoritsu Bank Ltd/The) | Long | Equity-common | JP | $650K | 42K | 0.01 |
| Ohara, Inc. (Ohara Inc) | Long | Equity-common | JP | $356K | 37K | 0.00 |
| Ohashi Technica, Inc. (Ohashi Technica Inc) | Long | Equity-common | JP | $2M | 185K | 0.02 |
| Oil Refineries Ltd. | Long | Equity-common | IL | $7M | 30M | 0.06 |
| Oiles Corp. | Long | Equity-common | JP | $532K | 34K | 0.00 |
| Oita Bank Ltd. (Oita Bank Ltd/The) | Long | Equity-common | JP | $27K | 1K | 0.00 |
| Okabe Co. Ltd. (Okabe Co Ltd) | Long | Equity-common | JP | $2M | 367K | 0.02 |
| Okamoto Industries, Inc. (Okamoto Industries Inc) | Long | Equity-common | JP | $14K | 400 | 0.00 |
| Okasan Securities Group, Inc. (Okasan Securities Group Inc) | Long | Equity-common | JP | $6M | 1M | 0.05 |
| Oki Electric Industry Co. Ltd. (Oki Electric Industry Co Ltd) | Long | Equity-common | JP | $7M | 1M | 0.06 |
| Okinawa Financial Group, Inc. (Okinawa Financial Group Inc) | Long | Equity-common | JP | $2M | 129K | 0.02 |
| Okumura Corp. | Long | Equity-common | JP | $11M | 321K | 0.09 |
| Okura Industrial Co. Ltd. (Okura Industrial Co Ltd) | Long | Equity-common | JP | $3M | 149K | 0.02 |
| Okuwa Co. Ltd. (Okuwa Co Ltd) | Long | Equity-common | JP | $2M | 321K | 0.02 |
| Olam Group Ltd. | Long | Equity-common | SG | $98K | 113K | 0.00 |
| OM Holdings Ltd. | Long | Equity-common | BM | $27K | 97K | 0.00 |
| Oma Saastopankki OYJ | Long | Equity-common | FI | $664K | 44K | 0.01 |
| On the Beach Group PLC | Long | Equity-common | GB | $347K | 184K | 0.00 |
| Onamba Co. Ltd. (Onamba Co Ltd) | Long | Equity-common | JP | $55K | 7K | 0.00 |
| Onex Corp. | Long | Equity-common | CA | $14M | 201K | 0.12 |
| Onoken Co. Ltd. (Onoken Co Ltd) | Long | Equity-common | JP | $3M | 317K | 0.03 |
| Ontex Group NV | Long | Equity-common | BE | $2M | 209K | 0.02 |
| oOh!media Ltd. | Long | Equity-common | AU | $4M | 4M | 0.03 |
| Opmobility | Long | Equity-common | FR | $2M | 181K | 0.02 |
| Orell Fuessli AG | Long | Equity-common | CH | $22K | 244 | 0.00 |
| Orient Corp. | Long | Equity-common | JP | $607K | 87K | 0.01 |
| Oriental Enterprise Holdings Ltd. | Long | Equity-common | HK | $6K | 118K | 0.00 |
| Oriental Shiraishi Corp. | Long | Equity-common | JP | $2M | 792K | 0.02 |
| Oriental Watch Holdings | Long | Equity-common | BM | $3M | 6M | 0.02 |
| Orsero SpA | Long | Equity-common | IT | $903K | 67K | 0.01 |
| Osaka Steel Co. Ltd. (Osaka Steel Co Ltd) | Long | Equity-common | JP | $6M | 372K | 0.05 |
| Osaki Electric Co. Ltd. (Osaki Electric Co Ltd) | Long | Equity-common | JP | $2M | 495K | 0.02 |
| OSB Group PLC | Long | Equity-common | GB | $38M | 6M | 0.32 |
| Osisko Mining, Inc. (Osisko Mining Inc) | Long | Equity-common | CA | $1M | 556K | 0.01 |
| OUE Ltd. | Long | Equity-common | SG | $2M | 2M | 0.02 |
| OUG Holdings, Inc. (OUG Holdings Inc) | Long | Equity-common | JP | $425K | 24K | 0.00 |
| Outokumpu OYJ | Long | Equity-common | FI | $14M | 4M | 0.12 |
| OVS SpA | Long | Equity-common | IT | $14M | 5M | 0.12 |
| Oyo Corp. | Long | Equity-common | JP | $344K | 21K | 0.00 |
| Pacific Basin Shipping Ltd. | Long | Equity-common | BM | $4M | 13M | 0.03 |
| Pacific Current Group Ltd. | Long | Equity-common | AU | $496K | 70K | 0.00 |
| Pacific Industrial Co. Ltd. (Pacific Industrial Co Ltd) | Long | Equity-common | JP | $9M | 900K | 0.08 |
| Pack Corp. (Pack Corp/The) | Long | Equity-common | JP | $610K | 23K | 0.01 |
| Palfinger AG | Long | Equity-common | AT | $16K | 658 | 0.00 |
| Paliburg Holdings Ltd. | Long | Equity-common | BM | $878K | 9M | 0.01 |
| Palram Industries 1990 Ltd. | Long | Equity-common | IL | $789K | 54K | 0.01 |
| PALTAC Corp. | Long | Equity-common | JP | $377K | 12K | 0.00 |
| Pan African Resources PLC | Long | Equity-common | GB | $1M | 3M | 0.01 |
| Pan American Silver Corp. | Long | Equity-common | CA | $4M | 182K | 0.04 |
| Panoro Energy ASA | Long | Equity-common | NO | $501K | 165K | 0.00 |
| Paragon Banking Group PLC | Long | Equity-common | GB | $67M | 7M | 0.57 |
| Paramount Resources Ltd. | Long | Equity-common | CA | $17M | 785K | 0.14 |
| Pareto Bank ASA | Long | Equity-common | NO | $513K | 84K | 0.00 |
| Parex Resources, Inc. (Parex Resources Inc) | Long | Equity-common | CA | $25M | 2M | 0.21 |
| Park Lawn Corp. | Long | Equity-common | CA | $3M | 136K | 0.02 |
| Parker Corp. | Long | Equity-common | JP | $182K | 32K | 0.00 |
| Patrizia SE | Long | Equity-common | DE | $205K | 26K | 0.00 |
| PAX Global Technology Ltd. | Long | Equity-common | BM | $48K | 85K | 0.00 |
| Paz Oil Co. Ltd. (Paz Oil Co Ltd) | Long | Equity-common | IL | $8M | 85K | 0.07 |
| PC Partner Group Ltd. | Long | Equity-common | KY | $24K | 44K | 0.00 |
| Peab AB | Long | Equity-common | SE | $14M | 2M | 0.12 |
| Peet Ltd. | Long | Equity-common | AU | $3M | 3M | 0.02 |
| Pegasus Co. Ltd. (Pegasus Co Ltd) | Long | Equity-common | JP | $772K | 197K | 0.01 |
| Per Aarsleff Holding AS (Per Aarsleff Holding A/S) | Long | Equity-common | DK | $25M | 443K | 0.22 |
| Perenti Ltd. | Long | Equity-common | AU | $2M | 4M | 0.02 |
| Perpetual Ltd. | Long | Equity-common | AU | $5M | 349K | 0.04 |
| Perseus Mining Ltd. | Long | Equity-common | AU | $33M | 20M | 0.28 |
| Persimmon PLC | Long | Equity-common | GB | $37M | 2M | 0.31 |
| Peter Warren Automotive Holdings Ltd. | Long | Equity-common | AU | $243K | 196K | 0.00 |
| Petra Diamonds Ltd. | Long | Equity-common | BM | $21K | 54K | 0.00 |
| Petrus Resources Ltd. | Long | Equity-common | CA | $39K | 39K | 0.00 |
| Pets at Home Group PLC | Long | Equity-common | GB | $24M | 6M | 0.21 |
| PEXA Group Ltd. | Long | Equity-common | AU | $5M | 562K | 0.04 |
| Peyto Exploration & Development Corp. | Long | Equity-common | CA | $30M | 3M | 0.26 |
| PGG Wrightson Ltd. | Long | Equity-common | NZ | $142K | 121K | 0.00 |
| Pharos Energy PLC | Long | Equity-common | GB | $323K | 952K | 0.00 |
| Phoenix Mecano AG | Long | Equity-common | CH | $4M | 8K | 0.04 |
| Pickles Holdings Co. Ltd. (Pickles Holdings Co Ltd) | Long | Equity-common | JP | $35K | 5K | 0.00 |
| Pico Far East Holdings Ltd. | Long | Equity-common | KY | $162K | 734K | 0.00 |
| Pinewood Technologies Group PLC | Long | Equity-common | GB | $4M | 864K | 0.03 |
| Piolax, Inc. (Piolax Inc) | Long | Equity-common | JP | $8M | 461K | 0.06 |
| Pirelli & C SpA | Long | Equity-common | IT | $31M | 5M | 0.27 |
| Pizza Pizza Royalty Corp. | Long | Equity-common | CA | $5M | 492K | 0.04 |
| Plasson Industries Ltd. | Long | Equity-common | IL | $277K | 8K | 0.00 |
| Plastiques Du Val De Loire | Long | Equity-common | FR | $36K | 18K | 0.00 |
| Playmates Holdings Ltd. | Long | Equity-common | BM | $2M | 25M | 0.02 |
| Playtech PLC | Long | Equity-common | IM | $35M | 5M | 0.30 |
| PNE AG | Long | Equity-common | DE | $1M | 76K | 0.01 |
| Pokfulam Development Co. Ltd. (Pokfulam Development Co Ltd) | Long | Equity-common | HK | $11K | 16K | 0.00 |
| Polaris Renewable Energy, Inc. (Polaris Renewable Energy Inc) | Long | Equity-common | CA | $3M | 292K | 0.02 |
| Porr AG | Long | Equity-common | AT | $1M | 69K | 0.01 |
| Prashkovsky Investments & Construction Ltd. (Prashkovsky Investments and Construction Ltd) | Long | Equity-common | IL | $721K | 34K | 0.01 |
| Precision Drilling Corp. | Long | Equity-common | CA | $13M | 163K | 0.11 |
| Precision Drilling Corp. | Long | Equity-common | CA | $6M | 76K | 0.05 |
| Premier Foods PLC | Long | Equity-common | GB | $39M | 17M | 0.33 |
| Premier Investments Ltd. | Long | Equity-common | AU | $5M | 224K | 0.04 |
| Press Kogyo Co. Ltd. (Press Kogyo Co Ltd) | Long | Equity-common | JP | $8M | 2M | 0.07 |
| Pressance Corp. | Long | Equity-common | JP | $4M | 279K | 0.03 |
| Prima Meat Packers Ltd. | Long | Equity-common | JP | $192K | 12K | 0.00 |
| Procrea Holdings, Inc. (Procrea Holdings Inc) | Long | Equity-common | JP | $226K | 18K | 0.00 |
| ProSiebenSat.1 Media SE | Long | Equity-common | DE | $12M | 2M | 0.10 |
| Proximus SADP | Long | Equity-common | BE | $10M | 1M | 0.08 |
| PS Construction Co. Ltd. (PS Construction Co Ltd) | Long | Equity-common | JP | $979K | 143K | 0.01 |
| PSC Corp. Ltd. (PSC Corp Ltd) | Long | Equity-common | SG | $868K | 3M | 0.01 |
| PT International Development Co. Ltd. (PT International Development Co Ltd) | Long | Equity-common | BM | $11K | 3M | 0.00 |
| Public Financial Holdings Ltd. | Long | Equity-common | BM | $687K | 5M | 0.01 |
| Punch Industry Co. Ltd. (Punch Industry Co Ltd) | Long | Equity-common | JP | $45K | 15K | 0.00 |
| PWO AG | Long | Equity-common | DE | $185K | 6K | 0.00 |
| q.beyond AG | Long | Equity-common | DE | $650K | 705K | 0.01 |
| QAF Ltd. | Long | Equity-common | SG | $2M | 3M | 0.02 |
| QinetiQ Group PLC | Long | Equity-common | GB | $2M | 367K | 0.02 |
| Quadient SA | Long | Equity-common | FR | $11M | 541K | 0.09 |
| Quarterhill, Inc. (Quarterhill Inc) | Long | Equity-common | CA | $493K | 398K | 0.00 |
| Quilter PLC | Long | Equity-common | GB | $31M | 18M | 0.26 |
| Raffles Education Ltd. | Long | Equity-common | SG | $47K | 1M | 0.00 |
| Raiffeisen Bank International AG | Long | Equity-common | AT | $7M | 364K | 0.06 |
| Raisio OYJ | Long | Equity-common | FI | $2M | 869K | 0.02 |
| Raiznext Corp. | Long | Equity-common | JP | $260K | 21K | 0.00 |
| Ramelius Resources Ltd. | Long | Equity-common | AU | $13M | 10M | 0.11 |
| Rapala VMC OYJ | Long | Equity-common | FI | $122K | 41K | 0.00 |
| Rasa Corp. | Long | Equity-common | JP | $1M | 93K | 0.01 |
| Rasa Industries Ltd. | Long | Equity-common | JP | $2M | 98K | 0.02 |
| Rathbones Group PLC | Long | Equity-common | GB | $205K | 8K | 0.00 |
| Ratos AB | Long | Equity-common | SE | $11M | 3M | 0.09 |
| Raysum Co. Ltd. (Raysum Co Ltd) | Long | Equity-common | JP | $347K | 15K | 0.00 |
| Reach PLC | Long | Equity-common | GB | $6M | 4M | 0.05 |
| Recticel SA | Long | Equity-common | BE | $5M | 348K | 0.04 |
| Red 5 Ltd. | Long | Equity-common | AU | $11M | 41M | 0.09 |
| Redrow PLC | Long | Equity-common | GB | $62M | 6M | 0.52 |
| Regal Hotels International Holdings Ltd. | Long | Equity-common | BM | $3M | 8M | 0.02 |
| Regis Resources Ltd. | Long | Equity-common | AU | $12M | 11M | 0.10 |
| Reject Shop Ltd. (Reject Shop Ltd/The) | Long | Equity-common | AU | $650K | 303K | 0.01 |
| Rejlers AB | Long | Equity-common | SE | $150K | 10K | 0.00 |
| Reliance Worldwide Corp. Ltd. (Reliance Worldwide Corp Ltd) | Long | Equity-common | AU | $19M | 6M | 0.16 |
| Renewi PLC | Long | Equity-common | GB | $4M | 481K | 0.04 |
| Rengo Co. Ltd. (Rengo Co Ltd) | Long | Equity-common | JP | $19M | 3M | 0.16 |
| Resolute Mining Ltd. | Long | Equity-common | AU | $14M | 33M | 0.12 |
| Restar Corp. | Long | Equity-common | JP | $2M | 114K | 0.02 |
| Resurs Holding AB | Long | Equity-common | SE | $2M | 1M | 0.02 |
| Retail Food Group Ltd. | Long | Equity-common | AU | $21K | 441K | 0.00 |
| Retail Partners Co. Ltd. (Retail Partners Co Ltd) | Long | Equity-common | JP | $1M | 121K | 0.01 |
| Rexel SA | Long | Equity-common | FR | $60M | 2M | 0.51 |
| RHI Magnesita NV | Long | Equity-common | NL | $557K | 12K | 0.00 |
| Rhythm Co. Ltd. (Rhythm Co Ltd) | Long | Equity-common | JP | $3M | 124K | 0.03 |
| Ricardo PLC | Long | Equity-common | GB | $785K | 115K | 0.01 |
| Ricoh Leasing Co. Ltd. (Ricoh Leasing Co Ltd) | Long | Equity-common | JP | $13M | 362K | 0.11 |
| Ridley Corp. Ltd. (Ridley Corp Ltd) | Long | Equity-common | AU | $6M | 4M | 0.05 |
| Rieter Holding AG | Long | Equity-common | CH | $3M | 27K | 0.03 |
| Riken Technos Corp. | Long | Equity-common | JP | $6M | 935K | 0.05 |
| Rizzoli Corriere Della Sera Mediagroup SpA | Long | Equity-common | IT | $1M | 1M | 0.01 |
| Rockwool AS (ROCKWOOL A/S) | Long | Equity-common | DK | $911K | 2K | 0.01 |
| Rottneros AB | Long | Equity-common | SE | $2M | 2M | 0.01 |
| Roularta Media Group NV | Long | Equity-common | BE | $5K | 392 | 0.00 |
| RPNZ Ltd. | Long | Equity-common | NZ | $0 | 832K | – |
| RTL Group SA | Long | Equity-common | LU | $3M | 98K | 0.03 |
| Russel Metals, Inc. (Russel Metals Inc) | Long | Equity-common | CA | $21M | 713K | 0.18 |
| RWS Holdings PLC | Long | Equity-common | GB | $869K | 354K | 0.01 |
| Ryobi Ltd. | Long | Equity-common | JP | $5M | 359K | 0.04 |
| RYODEN Corp. | Long | Equity-common | JP | $7M | 369K | 0.06 |
| Ryoyo Ryosan Holdings, Inc. (Ryoyo Ryosan Holdings Inc) | Long | Equity-common | JP | $265K | 14K | 0.00 |
| S Foods, Inc. (S Foods Inc) | Long | Equity-common | JP | $466K | 24K | 0.00 |
| S&U PLC | Long | Equity-common | GB | $208K | 9K | 0.00 |
| Sac's Bar Holdings, Inc. (Sac's Bar Holdings Inc) | Long | Equity-common | JP | $31K | 6K | 0.00 |
| SAF-Holland SE | Long | Equity-common | DE | $15M | 751K | 0.13 |
| Safety Godown Co. Ltd. (Safety Godown Co Ltd) | Long | Equity-common | HK | $77K | 308K | 0.00 |
| Saga PLC | Long | Equity-common | GB | $511K | 362K | 0.00 |
| Sakai Chemical Industry Co. Ltd. (Sakai Chemical Industry Co Ltd) | Long | Equity-common | JP | $4M | 233K | 0.04 |
| Sakai Heavy Industries Ltd. | Long | Equity-common | JP | $3M | 71K | 0.02 |
| Sakata INX Corp. | Long | Equity-common | JP | $4M | 344K | 0.03 |
| Sala Corp. | Long | Equity-common | JP | $4M | 664K | 0.03 |
| Salzgitter AG | Long | Equity-common | DE | $8M | 448K | 0.07 |
| Samse SACA | Long | Equity-common | FR | $179K | 990 | 0.00 |
| Samudera Shipping Line Ltd. | Long | Equity-common | SG | $87K | 141K | 0.00 |
| San Holdings, Inc. (San Holdings Inc) | Long | Equity-common | JP | $3M | 386K | 0.03 |
| San ju San Financial Group, Inc. (San ju San Financial Group Inc) | Long | Equity-common | JP | $845K | 62K | 0.01 |
| San-Ai Obbli Co. Ltd. (San-Ai Obbli Co Ltd) | Long | Equity-common | JP | $9M | 688K | 0.08 |
| San-In Godo Bank Ltd. (San-In Godo Bank Ltd/The) | Long | Equity-common | JP | $28M | 3M | 0.24 |
| Sandfire Resources Ltd. | Long | Equity-common | AU | $44M | 8M | 0.38 |
| Sandstorm Gold Ltd. | Long | Equity-common | CA | $5M | 828K | 0.04 |
| Sandstorm Gold Ltd. | Long | Equity-common | CA | $2M | 280K | 0.01 |
| Sanford Ltd. (Sanford Ltd/NZ) | Long | Equity-common | NZ | $2M | 825K | 0.02 |
| Sanki Engineering Co. Ltd. (Sanki Engineering Co Ltd) | Long | Equity-common | JP | $4M | 227K | 0.03 |
| Sanko Gosei Ltd. | Long | Equity-common | JP | $1M | 291K | 0.01 |
| Sanko Metal Industrial Co. Ltd. (Sanko Metal Industrial Co Ltd) | Long | Equity-common | JP | $1M | 43K | 0.01 |
| Sankyo Seiko Co. Ltd. (Sankyo Seiko Co Ltd) | Long | Equity-common | JP | $1M | 228K | 0.01 |
| Sankyo Tateyama, Inc. (Sankyo Tateyama Inc) | Long | Equity-common | JP | $1M | 234K | 0.01 |
| Sanoh Industrial Co. Ltd. (Sanoh Industrial Co Ltd) | Long | Equity-common | JP | $3M | 422K | 0.02 |
| Sanoma OYJ | Long | Equity-common | FI | $361K | 49K | 0.00 |
| Sansei Technologies, Inc. (Sansei Technologies Inc) | Long | Equity-common | JP | $943K | 86K | 0.01 |
| Sansha Electric Manufacturing Co. Ltd. (Sansha Electric Manufacturing Co Ltd) | Long | Equity-common | JP | $1M | 182K | 0.01 |
| Sanshin Electronics Co. Ltd. (Sanshin Electronics Co Ltd) | Long | Equity-common | JP | $33K | 2K | 0.00 |
| Sanyo Chemical Industries Ltd. | Long | Equity-common | JP | $3M | 116K | 0.03 |
| Sanyo Denki Co. Ltd. (Sanyo Denki Co Ltd) | Long | Equity-common | JP | $4M | 74K | 0.03 |
| Sanyo Industries Ltd. | Long | Equity-common | JP | $943K | 44K | 0.01 |
| Sanyo Shokai Ltd. | Long | Equity-common | JP | $194K | 12K | 0.00 |
| Sanyo Special Steel Co. Ltd. (Sanyo Special Steel Co Ltd) | Long | Equity-common | JP | $6M | 425K | 0.05 |
| Sanyo Trading Co. Ltd. (Sanyo Trading Co Ltd) | Long | Equity-common | JP | $1M | 124K | 0.01 |
| SAS Dragon Holdings Ltd. | Long | Equity-common | BM | $18K | 36K | 0.00 |
| Sata Construction Co. Ltd. (Sata Construction Co Ltd) | Long | Equity-common | JP | $396K | 67K | 0.00 |
| Sato Shoji Corp. | Long | Equity-common | JP | $3M | 238K | 0.02 |
| Saturn Oil & Gas, Inc. (Saturn Oil & Gas Inc) | Long | Equity-common | CA | $27K | 14K | 0.00 |
| Savencia SA | Long | Equity-common | FR | $6M | 114K | 0.05 |
| SAXA, Inc. (SAXA Inc) | Long | Equity-common | JP | $1M | 67K | 0.01 |
| SBM Offshore NV | Long | Equity-common | NL | $51M | 3M | 0.44 |
| Scandi Standard AB | Long | Equity-common | SE | $669K | 87K | 0.01 |
| Scandinavian Tobacco Group AS (Scandinavian Tobacco Group A/S) | Long | Equity-common | DK | $17M | 1M | 0.14 |
| Scatec ASA | Long | Equity-common | NO | $2M | 188K | 0.01 |
| Schouw & Co. AS (Schouw & Co A/S) | Long | Equity-common | DK | $29M | 357K | 0.25 |
| Schweiter Technologies AG | Long | Equity-common | CH | $2M | 5K | 0.02 |
| Scope Metals Group Ltd. | Long | Equity-common | IL | $53K | 2K | 0.00 |
| SCOR SE | Long | Equity-common | FR | $42M | 2M | 0.36 |
| Scroll Corp. | Long | Equity-common | JP | $34K | 5K | 0.00 |
| SEA Holdings Ltd. | Long | Equity-common | BM | $459K | 2M | 0.00 |
| Sea1 offshore, Inc. (Sea1 offshore Inc) | Long | Equity-common | KY | $627K | 219K | 0.01 |
| SEC Carbon Ltd. | Long | Equity-common | JP | $206K | 13K | 0.00 |
| Seche Environnement SACA | Long | Equity-common | FR | $2M | 16K | 0.01 |
| Seibu Electric & Machinery Co. Ltd. (Seibu Electric & Machinery Co Ltd) | Long | Equity-common | JP | $75K | 6K | 0.00 |
| Seika Corp. | Long | Equity-common | JP | $3M | 117K | 0.03 |
| Seiko Group Corp. | Long | Equity-common | JP | $8M | 276K | 0.07 |
| Seino Holdings Co. Ltd. (Seino Holdings Co Ltd) | Long | Equity-common | JP | $4M | 232K | 0.03 |
| Sekisui Jushi Corp. | Long | Equity-common | JP | $4M | 227K | 0.03 |
| Sekisui Kasei Co. Ltd. (Sekisui Kasei Co Ltd) | Long | Equity-common | JP | $386K | 129K | 0.00 |
| Select Harvests Ltd. | Long | Equity-common | AU | $441K | 157K | 0.00 |
| Selvaag Bolig ASA | Long | Equity-common | NO | $49K | 14K | 0.00 |
| Semapa-Sociedade de Investimento e Gestao | Long | Equity-common | PT | $60K | 4K | 0.00 |
| Semperit AG Holding | Long | Equity-common | AT | $467K | 40K | 0.00 |
| Senior PLC | Long | Equity-common | GB | $5M | 3M | 0.05 |
| Senko Group Holdings Co. Ltd. (Senko Group Holdings Co Ltd) | Long | Equity-common | JP | $75K | 10K | 0.00 |
| Senshu Ikeda Holdings, Inc. (Senshu Ikeda Holdings Inc) | Long | Equity-common | JP | $9M | 4M | 0.08 |
| Sensys Gatso Group AB | Long | Equity-common | SE | $106K | 16K | 0.00 |
| Serco Group PLC | Long | Equity-common | GB | $834K | 339K | 0.01 |
| Serica Energy PLC | Long | Equity-common | GB | $322K | 190K | 0.00 |
| Servcorp Ltd. | Long | Equity-common | AU | $1M | 393K | 0.01 |
| Service Stream Ltd. | Long | Equity-common | AU | $6M | 6M | 0.05 |
| SES SA | Long | Equity-common | LU | $29M | 5M | 0.24 |
| Seven West Media Ltd. | Long | Equity-common | AU | $48K | 403K | 0.00 |
| Severfield PLC | Long | Equity-common | GB | $2M | 2M | 0.01 |
| SG Fleet Group Ltd. | Long | Equity-common | AU | $122K | 58K | 0.00 |
| SGL Carbon SE | Long | Equity-common | DE | $223K | 33K | 0.00 |
| Shangri-La Asia Ltd. | Long | Equity-common | BM | $537K | 766K | 0.00 |
| Shaver Shop Group Ltd. | Long | Equity-common | AU | $976K | 1M | 0.01 |
| Shelf Drilling Ltd. | Long | Equity-common | KY | $2M | 1M | 0.02 |
| Shibaura Machine Co. Ltd. (Shibaura Machine Co Ltd) | Long | Equity-common | JP | $3M | 140K | 0.03 |
| Shibusawa Warehouse Co. Ltd. (Shibusawa Warehouse Co Ltd/The) | Long | Equity-common | JP | $3M | 162K | 0.03 |
| Shibuya Corp. | Long | Equity-common | JP | $857K | 35K | 0.01 |
| Shiga Bank Ltd. (Shiga Bank Ltd/The) | Long | Equity-common | JP | $8M | 281K | 0.06 |
| Shikibo Ltd. | Long | Equity-common | JP | $72K | 9K | 0.00 |
| Shikoku Bank Ltd. (Shikoku Bank Ltd/The) | Long | Equity-common | JP | $2M | 248K | 0.02 |
| Shikoku Kasei Holdings Corp. | Long | Equity-common | JP | $191K | 13K | 0.00 |
| Shinagawa Refractories Co. Ltd. (Shinagawa Refractories Co Ltd) | Long | Equity-common | JP | $6M | 525K | 0.05 |
| Shindengen Electric Manufacturing Co. Ltd. (Shindengen Electric Manufacturing Co Ltd) | Long | Equity-common | JP | $1M | 77K | 0.01 |
| Shinko Shoji Co. Ltd. (Shinko Shoji Co Ltd) | Long | Equity-common | JP | $495K | 84K | 0.00 |
| Shinmaywa Industries Ltd. | Long | Equity-common | JP | $3M | 298K | 0.02 |
| Shinnihon Corp. | Long | Equity-common | JP | $5M | 457K | 0.04 |
| Shinsho Corp. | Long | Equity-common | JP | $7M | 115K | 0.06 |
| Shinwa Co. Ltd. (Shinwa Co Ltd/Gifu) | Long | Equity-common | JP | $219K | 43K | 0.00 |
| Shinwa Co. Ltd. (Shinwa Co Ltd/Nagoya) | Long | Equity-common | JP | $48K | 3K | 0.00 |
| Shizuoka Gas Co. Ltd. (Shizuoka Gas Co Ltd) | Long | Equity-common | JP | $4M | 679K | 0.04 |
| Showa Sangyo Co. Ltd. (Showa Sangyo Co Ltd) | Long | Equity-common | JP | $2M | 109K | 0.02 |
| Shun Ho Property Investments Ltd. | Long | Equity-common | HK | $26K | 271K | 0.00 |
| Shun Tak Holdings Ltd. | Long | Equity-common | HK | $2M | 16M | 0.01 |
| Siegfried Holding AG | Long | Equity-common | CH | $68M | 59K | 0.58 |
| SIG PLC | Long | Equity-common | GB | $2M | 5M | 0.01 |
| Sigma Healthcare Ltd. | Long | Equity-common | AU | $5M | 6M | 0.04 |
| Sigma Koki Co. Ltd. (Sigma Koki Co Ltd) | Long | Equity-common | JP | $42K | 4K | 0.00 |
| Sigmaroc PLC | Long | Equity-common | GB | $17K | 19K | 0.00 |
| Signify NV | Long | Equity-common | NL | $48M | 2M | 0.41 |
| SIIC Environment Holdings Ltd. | Long | Equity-common | SG | $340K | 3M | 0.00 |
| Siix Corp. | Long | Equity-common | JP | $1M | 149K | 0.01 |
| Siltronic AG | Long | Equity-common | DE | $13M | 163K | 0.11 |
| Sims Ltd. | Long | Equity-common | AU | $19M | 3M | 0.16 |
| Sinanen Holdings Co. Ltd. (Sinanen Holdings Co Ltd) | Long | Equity-common | JP | $5M | 134K | 0.04 |
| Sinarmas Land Ltd. | Long | Equity-common | SG | $47K | 387K | 0.00 |
| Sinch AB | Long | Equity-common | SE | $9M | 3M | 0.08 |
| Sing Holdings Ltd. | Long | Equity-common | SG | $398K | 2M | 0.00 |
| Sing Investments & Finance Ltd. | Long | Equity-common | SG | $198K | 265K | 0.00 |
| Singamas Container Holdings Ltd. | Long | Equity-common | HK | $2M | 17M | 0.01 |
| Singapore Land Group Ltd. | Long | Equity-common | SG | $3M | 2M | 0.02 |
| Singapore Post Ltd. | Long | Equity-common | SG | $851K | 3M | 0.01 |
| Singapura Finance Ltd. | Long | Equity-common | SG | $108K | 210K | 0.00 |
| Sintokogio Ltd. | Long | Equity-common | JP | $2M | 210K | 0.01 |
| Sipef NV | Long | Equity-common | BE | $5M | 89K | 0.04 |
| Sixt SE | Long | Equity-common | DE | $1M | 15K | 0.01 |
| Sixt SE | Long | Equity-preferred | DE | $511K | 9K | 0.00 |
| SKY Network Television Ltd. | Long | Equity-common | NZ | $1M | 875K | 0.01 |
| SKY Perfect JSAT Holdings, Inc. (SKY Perfect JSAT Holdings Inc) | Long | Equity-common | JP | $17M | 3M | 0.14 |
| SKYCITY Entertainment Group Ltd. | Long | Equity-common | NZ | $489K | 527K | 0.00 |
| Sligro Food Group NV | Long | Equity-common | NL | $495K | 37K | 0.00 |
| SmarTone Telecommunications Holdings Ltd. | Long | Equity-common | BM | $1M | 2M | 0.01 |
| SMCP SA | Long | Equity-common | FR | $525K | 221K | 0.00 |
| SMK Corp. | Long | Equity-common | JP | $1M | 67K | 0.01 |
| SNDL, Inc. (SNDL Inc) | Long | Equity-common | CA | $391K | 172K | 0.00 |
| SNT Corp. | Long | Equity-common | JP | $651K | 422K | 0.01 |
| Societe BIC SA | Long | Equity-common | FR | $1M | 20K | 0.01 |
| Societe des Bains de Mer et du Cercle des Etrangers a Monaco | Long | Equity-common | MC | $223K | 2K | 0.00 |
| Societe LDC SADIR | Long | Equity-common | FR | $139K | 889 | 0.00 |
| Soda Nikka Co. Ltd. (Soda Nikka Co Ltd) | Long | Equity-common | JP | $1M | 150K | 0.01 |
| Sodick Co. Ltd. (Sodick Co Ltd) | Long | Equity-common | JP | $2M | 299K | 0.01 |
| Soft99 Corp. | Long | Equity-common | JP | $917K | 88K | 0.01 |
| Sogefi SpA | Long | Equity-common | IT | $683K | 316K | 0.01 |
| Soken Chemical & Engineering Co. Ltd. (Soken Chemical & Engineering Co Ltd) | Long | Equity-common | JP | $1M | 83K | 0.01 |
| Solar AS (Solar A/S) | Long | Equity-common | DK | $2M | 39K | 0.02 |
| Solstad Maritime Holding AS | Long | Equity-common | NO | $29K | 27K | 0.00 |
| Solstad Offshore ASA | Long | Equity-common | NO | $108K | 27K | 0.00 |
| Solvar Ltd. | Long | Equity-common | AU | $2M | 3M | 0.02 |
| Sonae SGPS SA | Long | Equity-common | PT | $11M | 10M | 0.09 |
| Soundwill Holdings Ltd. | Long | Equity-common | BM | $895K | 1M | 0.01 |
| Source Energy Services Ltd. | Long | Equity-common | CA | $75K | 7K | 0.00 |
| South China Holdings Co. Ltd. (South China Holdings Co Ltd) | Long | Equity-common | KY | $161K | 30M | 0.00 |
| Southern Cross Electrical Engineering Ltd. | Long | Equity-common | AU | $243K | 209K | 0.00 |
| Southern Cross Media Group Ltd. | Long | Equity-common | AU | $833K | 2M | 0.01 |
| SP Group AS (SP Group A/S) | Long | Equity-common | DK | $23K | 638 | 0.00 |
| Space Co. Ltd. (Space Co Ltd) | Long | Equity-common | JP | $57K | 7K | 0.00 |
| Spar Nord Bank AS (Spar Nord Bank A/S) | Long | Equity-common | DK | $40M | 2M | 0.34 |
| Sparebank 1 Oestlandet | Long | Equity-common | NO | $1M | 108K | 0.01 |
| SpareBank 1 Sorost-Norge | Long | Equity-common | NO | $317K | 48K | 0.00 |
| Sparebanken More | Long | Equity-common | NO | $177K | 23K | 0.00 |
| Sparekassen Sjaelland-Fyn AS (Sparekassen Sjaelland-Fyn A/S) | Long | Equity-common | DK | $2M | 75K | 0.02 |
| Spaxs SpA | Long | Equity-common | IT | $757K | 148K | 0.01 |
| SpeedCast International Ltd. | Long | Equity-common | AU | $0 | 60K | – |
| Speedy Hire PLC | Long | Equity-common | GB | $5M | 9M | 0.04 |
| Spire Healthcare Group PLC | Long | Equity-common | GB | $16M | 5M | 0.14 |
| SPK Corp. | Long | Equity-common | JP | $2M | 111K | 0.01 |
| SRG Global Ltd. | Long | Equity-common | AU | $634K | 1M | 0.01 |
| SSR Mining, Inc. (SSR Mining Inc) | Long | Equity-common | CA | $5M | 960K | 0.05 |
| SSR Mining, Inc. (SSR Mining Inc) | Long | Equity-common | CA | $1M | 196K | 0.01 |
| St. Galler Kantonalbank AG (St Galler Kantonalbank AG) | Long | Equity-common | CH | $25M | 51K | 0.21 |
| Stamford Land Corp. Ltd. (Stamford Land Corp Ltd) | Long | Equity-common | SG | $2M | 8M | 0.02 |
| Stanmore Resources Ltd. | Long | Equity-common | AU | $313K | 128K | 0.00 |
| Star Entertainment Group Ltd. (Star Entertainment Grp Ltd/The) | Long | Equity-common | AU | $4M | 11M | 0.04 |
| Star Mica Holdings Co. Ltd. (Star Mica Holdings Co Ltd) | Long | Equity-common | JP | $113K | 25K | 0.00 |
| Star Micronics Co. Ltd. (Star Micronics Co Ltd) | Long | Equity-common | JP | $801K | 57K | 0.01 |
| Starzen Co. Ltd. (Starzen Co Ltd) | Long | Equity-common | JP | $4M | 191K | 0.03 |
| Stella Chemifa Corp. | Long | Equity-common | JP | $2M | 66K | 0.02 |
| STEP Energy Services Ltd. | Long | Equity-common | CA | $282K | 87K | 0.00 |
| Stillfront Group AB | Long | Equity-common | SE | $614K | 735K | 0.01 |
| STO SE & Co. KGaA (STO SE & Co KGaA) | Long | Equity-preferred | DE | $3M | 25K | 0.03 |
| Stolt-Nielsen Ltd. | Long | Equity-common | BM | $8M | 209K | 0.07 |
| Storskogen Group AB | Long | Equity-common | SE | $3M | 3M | 0.02 |
| Strabag SE | Long | Equity-common | AT | $177K | 4K | 0.00 |
| Strabag SE | Long | Equity-common | AT | $8K | 179.5 | 0.00 |
| Strabag SE (STRABAG RECT.RT) | Derivative-equity | AT | $0 | 345K | – | |
| Straits Trading Co. Ltd. (Straits Trading Co Ltd/Singapore) | Long | Equity-common | SG | $73K | 72K | 0.00 |
| Subaru Enterprise Co. Ltd. (Subaru Enterprise Co Ltd) | Long | Equity-common | JP | $1M | 65K | 0.01 |
| Suedzucker AG | Long | Equity-common | DE | $14M | 1M | 0.12 |
| Sugimoto & Co. Ltd. (Sugimoto & Co Ltd) | Long | Equity-common | JP | $3M | 133K | 0.02 |
| Sulzer AG | Long | Equity-common | CH | $3M | 19K | 0.02 |
| Sumida Corp. | Long | Equity-common | JP | $1M | 149K | 0.01 |
| Suminoe Textile Co. Ltd. (Suminoe Textile Co Ltd) | Long | Equity-common | JP | $1M | 77K | 0.01 |
| Sumitomo Osaka Cement Co. Ltd. (Sumitomo Osaka Cement Co Ltd) | Long | Equity-common | JP | $13M | 460K | 0.11 |
| Sumitomo Riko Co. Ltd. (Sumitomo Riko Co Ltd) | Long | Equity-common | JP | $7M | 702K | 0.06 |
| Sumitomo Seika Chemicals Co. Ltd. (Sumitomo Seika Chemicals Co Ltd) | Long | Equity-common | JP | $5M | 131K | 0.04 |
| Sumitomo Warehouse Co. Ltd. (Sumitomo Warehouse Co Ltd/The) | Long | Equity-common | JP | $21M | 1M | 0.18 |
| Summerset Group Holdings Ltd. | Long | Equity-common | NZ | $2M | 289K | 0.02 |
| Summit Real Estate Holdings Ltd. | Long | Equity-common | IL | $6M | 535K | 0.05 |
| Sun Frontier Fudousan Co. Ltd. (Sun Frontier Fudousan Co Ltd) | Long | Equity-common | JP | $6M | 478K | 0.06 |
| Sun Hung Kai & Co. Ltd. (Sun Hung Kai & Co Ltd) | Long | Equity-common | HK | $2M | 6M | 0.02 |
| Sun-Wa Technos Corp. | Long | Equity-common | JP | $4M | 260K | 0.03 |
| Suncall Corp. | Long | Equity-common | JP | $538K | 165K | 0.00 |
| Sunland Group Ltd. (SUNLAND GROUP LIMITED) | Long | Equity-common | AU | $66K | 2M | 0.00 |
| Super Retail Group Ltd. | Long | Equity-common | AU | $14M | 1M | 0.12 |
| Superior Plus Corp. | Long | Equity-common | CA | $1M | 233K | 0.01 |
| Superloop Ltd. | Long | Equity-common | AU | $3M | 3M | 0.02 |
| Supremex, Inc. (Supremex Inc) | Long | Equity-common | CA | $50K | 17K | 0.00 |
| Surge Energy, Inc. (Surge Energy Inc) | Long | Equity-common | CA | $2M | 350K | 0.02 |
| Surteco Group SE | Long | Equity-common | DE | $1M | 92K | 0.01 |
| Suruga Bank Ltd. | Long | Equity-common | JP | $21M | 3M | 0.18 |
| Suzuken Co. Ltd. (Suzuken Co Ltd/Aichi Japan) | Long | Equity-common | JP | $2M | 50K | 0.02 |
| Suzuki Co. Ltd. (Suzuki Co Ltd) | Long | Equity-common | JP | $2M | 201K | 0.02 |
| Swiber Holdings Ltd. | Long | Equity-common | SG | $0 | 10M | – |
| Swiber Holdings Ltd. | Long | Equity-common | SG | $0 | 10M | – |
| Swiss Prime Site AG | Long | Equity-common | CH | $68M | 676K | 0.58 |
| Swiss Steel Holding AG | Long | Equity-common | CH | $16K | 2K | 0.00 |
| Sydbank AS | Long | Equity-common | DK | $80M | 1M | 0.68 |
| Synthomer PLC | Long | Equity-common | GB | $189K | 56K | 0.00 |
| T RAD Co. Ltd. (T RAD Co Ltd) | Long | Equity-common | JP | $2M | 66K | 0.01 |
| Tabcorp Holdings Ltd. | Long | Equity-common | AU | $8M | 19M | 0.07 |
| Tachi-S Co. Ltd. (Tachi-S Co Ltd) | Long | Equity-common | JP | $3M | 194K | 0.02 |
| Tachibana Eletech Co. Ltd. (Tachibana Eletech Co Ltd) | Long | Equity-common | JP | $7M | 374K | 0.06 |
| Tachikawa Corp. | Long | Equity-common | JP | $2M | 207K | 0.02 |
| Tadano Ltd. | Long | Equity-common | JP | $1M | 149K | 0.01 |
| TAI Cheung Holdings Ltd. | Long | Equity-common | BM | $1M | 3M | 0.01 |
| Taihei Dengyo Kaisha Ltd. | Long | Equity-common | JP | $9M | 242K | 0.07 |
| Taiheiyo Cement Corp. | Long | Equity-common | JP | $29M | 1M | 0.25 |
| Taiheiyo Kouhatsu, Inc. (Taiheiyo Kouhatsu Inc) | Long | Equity-common | JP | $281K | 53K | 0.00 |
| Taiho Kogyo Co. Ltd. (Taiho Kogyo Co Ltd) | Long | Equity-common | JP | $569K | 115K | 0.00 |
| Taisei Lamick Co. Ltd. (Taisei Lamick Co Ltd) | Long | Equity-common | JP | $188K | 10K | 0.00 |
| Takamatsu Construction Group Co. Ltd. (Takamatsu Construction Group Co Ltd) | Long | Equity-common | JP | $3M | 150K | 0.03 |
| Takano Co. Ltd. (Takano Co Ltd) | Long | Equity-common | JP | $626K | 101K | 0.01 |
| Takaoka Toko Co. Ltd. (Takaoka Toko Co Ltd) | Long | Equity-common | JP | $3M | 222K | 0.03 |
| Takara Holdings, Inc. (Takara Holdings Inc) | Long | Equity-common | JP | $668K | 88K | 0.01 |
| Takara Standard Co. Ltd. (Takara Standard Co Ltd) | Long | Equity-common | JP | $6M | 562K | 0.06 |
| Takasago International Corp. | Long | Equity-common | JP | $4M | 163K | 0.04 |
| Takashima & Co. Ltd. (Takashima & Co Ltd) | Long | Equity-common | JP | $1M | 197K | 0.01 |
| Takashimaya Co. Ltd. (Takashimaya Co Ltd) | Long | Equity-common | JP | $16M | 869K | 0.14 |
| Take & Give Needs Co. Ltd. (Take And Give Needs Co Ltd) | Long | Equity-common | JP | $78K | 12K | 0.00 |
| TAKEBISHI Corp. | Long | Equity-common | JP | $1M | 63K | 0.01 |
| Takkt AG | Long | Equity-common | DE | $5M | 445K | 0.04 |
| Tamar Petroleum Ltd. | Long | Equity-common | IL | $925K | 183K | 0.01 |
| Tamarack Valley Energy Ltd. | Long | Equity-common | CA | $12M | 4M | 0.10 |
| Tamura Corp. | Long | Equity-common | JP | $1M | 244K | 0.01 |
| Tan Chong International Ltd. | Long | Equity-common | BM | $660K | 4M | 0.01 |
| Tanabe Engineering Corp. | Long | Equity-common | JP | $303K | 26K | 0.00 |
| Tao Heung Holdings Ltd. | Long | Equity-common | KY | $65K | 747K | 0.00 |
| Tatsuta Electric Wire & Cable Co. Ltd. (Tatsuta Electric Wire and Cable Co Ltd) | Long | Equity-common | JP | $3M | 612K | 0.03 |
| Tayca Corp. | Long | Equity-common | JP | $1M | 125K | 0.01 |
| Taylor Wimpey PLC | Long | Equity-common | GB | $1M | 521K | 0.01 |
| TBC Bank Group PLC | Long | Equity-common | GB | $14M | 363K | 0.12 |
| Tbk Co. Ltd. (TBK Co Ltd) | Long | Equity-common | JP | $619K | 300K | 0.01 |
| Techno Ryowa Ltd. | Long | Equity-common | JP | $2M | 221K | 0.02 |
| Technotrans SE | Long | Equity-common | DE | $22K | 1K | 0.00 |
| Teijin Ltd. | Long | Equity-common | JP | $19M | 2M | 0.16 |
| Teikoku Sen-I Co. Ltd. (Teikoku Sen-I Co Ltd) | Long | Equity-common | JP | $264K | 16K | 0.00 |
| Teikoku Tsushin Kogyo Co. Ltd. (Teikoku Tsushin Kogyo Co Ltd) | Long | Equity-common | JP | $2M | 153K | 0.02 |
| Telecom Italia SpA (Telecom Italia SpA/Milano) | Long | Equity-common | IT | $24M | 97M | 0.20 |
| Telekom Austria AG | Long | Equity-common | AT | $2K | 205 | 0.00 |
| Television Francaise 1 SA | Long | Equity-common | FR | $6M | 628K | 0.05 |
| Ten Sixty Four Ltd. | Long | Equity-common | AU | $36K | 500K | 0.00 |
| Tenma Corp. | Long | Equity-common | JP | $6M | 330K | 0.05 |
| Tera Light Ltd. | Long | Equity-common | IL | $226K | 132K | 0.00 |
| Terasaki Electric Co. Ltd. (Terasaki Electric Co Ltd) | Long | Equity-common | JP | $378K | 23K | 0.00 |
| Tern Properties Co. Ltd. (Tern Properties Co Ltd) | Long | Equity-common | HK | $35K | 146K | 0.00 |
| Terracom Ltd. | Long | Equity-common | AU | $36K | 281K | 0.00 |
| Terveystalo OYJ | Long | Equity-common | FI | $706K | 63K | 0.01 |
| TESEC Corp. | Long | Equity-common | JP | $12K | 1K | 0.00 |
| Tess Holdings Co. Ltd. (Tess Holdings Co Ltd) | Long | Equity-common | JP | $177K | 65K | 0.00 |
| Tessenderlo Group SA | Long | Equity-common | BE | $4M | 156K | 0.04 |
| Tethys Oil AB | Long | Equity-common | SE | $835K | 250K | 0.01 |
| Texhong International Group Ltd. | Long | Equity-common | KY | $32K | 64K | 0.00 |
| Texwinca Holdings Ltd. | Long | Equity-common | BM | $1M | 9M | 0.01 |
| TGS ASA | Long | Equity-common | NO | $11M | 876K | 0.09 |
| Thurgauer Kantonalbank | Long | Equity-common | CH | $2M | 11K | 0.01 |
| thyssenkrupp AG | Long | Equity-common | DE | $15M | 4M | 0.13 |
| TI Fluid Systems PLC | Long | Equity-common | GB | $351K | 207K | 0.00 |
| Tian Teck Land Ltd. | Long | Equity-common | HK | $110K | 432K | 0.00 |
| Tidewater Midstream & Infrastructure Ltd. (Tidewater Midstream and Infrastructure Ltd) | Long | Equity-common | CA | $716K | 2M | 0.01 |
| TietoEVRY OYJ | Long | Equity-common | FI | $17M | 843K | 0.15 |
| Tigers Polymer Corp. | Long | Equity-common | JP | $1M | 244K | 0.01 |
| Timbercreek Financial Corp. | Long | Equity-common | CA | $6M | 1M | 0.05 |
| Tiong Woon Corp. Holding Ltd. (Tiong Woon Corp Holding Ltd) | Long | Equity-common | SG | $756K | 2M | 0.01 |
| Toa Corp. (Toa Corp/Tokyo) | Long | Equity-common | JP | $7M | 1M | 0.06 |
| Toa Corp. (Toa Corp/Hyogo) | Long | Equity-common | JP | $1M | 173K | 0.01 |
| TOA ROAD Corp. | Long | Equity-common | JP | $4M | 502K | 0.04 |
| Toagosei Co. Ltd. (Toagosei Co Ltd) | Long | Equity-common | JP | $18M | 2M | 0.16 |
| Tobishima Corp. | Long | Equity-common | JP | $3M | 252K | 0.02 |
| TOC Co. Ltd. (TOC Co Ltd) | Long | Equity-common | JP | $1M | 277K | 0.01 |
| Toda Corp. | Long | Equity-common | JP | $15M | 2M | 0.13 |
| Toenec Corp. | Long | Equity-common | JP | $7M | 216K | 0.06 |
| Togami Electric Manufacturing Co. Ltd. (Togami Electric Manufacturing Co Ltd) | Long | Equity-common | JP | $233K | 12K | 0.00 |
| Toho Bank Ltd. (Toho Bank Ltd/The) | Long | Equity-common | JP | $2M | 816K | 0.01 |
| Toho Holdings Co. Ltd. (Toho Holdings Co Ltd) | Long | Equity-common | JP | $7M | 229K | 0.06 |
| Tohoku Bank Ltd. (Tohoku Bank Ltd/The) | Long | Equity-common | JP | $369K | 45K | 0.00 |
| Tohoku Steel Co. Ltd. (Tohoku Steel Co Ltd) | Long | Equity-common | JP | $27K | 2K | 0.00 |
| Tokai Carbon Co. Ltd. (Tokai Carbon Co Ltd) | Long | Equity-common | JP | $8M | 1M | 0.07 |
| Tokai Corp. (Tokai Corp/Gifu) | Long | Equity-common | JP | $1M | 73K | 0.01 |
| Tokai Rika Co. Ltd. (Tokai Rika Co Ltd) | Long | Equity-common | JP | $13M | 928K | 0.11 |
| Tokai Tokyo Financial Holdings, Inc. (Tokai Tokyo Financial Holdings Inc) | Long | Equity-common | JP | $10M | 3M | 0.08 |
| Tokushu Tokai Paper Co. Ltd. (Tokushu Tokai Paper Co Ltd) | Long | Equity-common | JP | $4M | 159K | 0.04 |
| Tokuyama Corp. | Long | Equity-common | JP | $20M | 1M | 0.17 |
| Tokyo Energy & Systems, Inc. (Tokyo Energy & Systems Inc) | Long | Equity-common | JP | $5M | 525K | 0.04 |
| Tokyo Keiki, Inc. (Tokyo Keiki Inc) | Long | Equity-common | JP | $1M | 61K | 0.01 |
| Tokyo Kiraboshi Financial Group, Inc. (Tokyo Kiraboshi Financial Group Inc) | Long | Equity-common | JP | $10M | 338K | 0.09 |
| Tokyo Rope Manufacturing Co. Ltd. (Tokyo Rope Manufacturing Co Ltd) | Long | Equity-common | JP | $2M | 186K | 0.01 |
| Tokyo Sangyo Co. Ltd. (Tokyo Sangyo Co Ltd) | Long | Equity-common | JP | $2M | 361K | 0.02 |
| Tokyo Steel Manufacturing Co. Ltd. (Tokyo Steel Manufacturing Co Ltd) | Long | Equity-common | JP | $471K | 37K | 0.00 |
| Tokyo Tekko Co. Ltd. (Tokyo Tekko Co Ltd) | Long | Equity-common | JP | $4M | 118K | 0.03 |
| Tokyu Construction Co. Ltd. (Tokyu Construction Co Ltd) | Long | Equity-common | JP | $530K | 101K | 0.00 |
| Toli Corp. | Long | Equity-common | JP | $3M | 912K | 0.02 |
| Tomato Bank Ltd. | Long | Equity-common | JP | $339K | 39K | 0.00 |
| Tomen Devices Corp. | Long | Equity-common | JP | $118K | 3K | 0.00 |
| Tomoe Corp. | Long | Equity-common | JP | $4M | 642K | 0.03 |
| Tomoe Engineering Co. Ltd. (Tomoe Engineering Co Ltd) | Long | Equity-common | JP | $3M | 95K | 0.02 |
| Tomoku Co. Ltd. (Tomoku Co Ltd) | Long | Equity-common | JP | $4M | 233K | 0.04 |
| TOMONY Holdings, Inc. (TOMONY Holdings Inc) | Long | Equity-common | JP | $2M | 627K | 0.02 |
| Tonami Holdings Co. Ltd. (Tonami Holdings Co Ltd) | Long | Equity-common | JP | $6M | 144K | 0.05 |
| Topre Corp. | Long | Equity-common | JP | $6M | 404K | 0.05 |
| Topy Industries Ltd. | Long | Equity-common | JP | $3M | 186K | 0.02 |
| Torex Gold Resources, Inc. (Torex Gold Resources Inc) | Long | Equity-common | CA | $18M | 1M | 0.15 |
| Torigoe Co. Ltd. (Torigoe Co Ltd/The) | Long | Equity-common | JP | $41K | 9K | 0.00 |
| Torii Pharmaceutical Co. Ltd. (Torii Pharmaceutical Co Ltd) | Long | Equity-common | JP | $162K | 7K | 0.00 |
| TORM PLC | Long | Equity-common | GB | $8M | 212K | 0.07 |
| Tosei Corp. | Long | Equity-common | JP | $134K | 8K | 0.00 |
| Tosho Co. Ltd. (Tosho Co Ltd) | Long | Equity-common | JP | $233K | 48K | 0.00 |
| Total Energy Services, Inc. (Total Energy Services Inc) | Long | Equity-common | CA | $4M | 545K | 0.03 |
| Totalenergies EP Gabon | Long | Equity-common | GA | $343K | 2K | 0.00 |
| Towa Bank Ltd. (Towa Bank Ltd/The) | Long | Equity-common | JP | $774K | 168K | 0.01 |
| Towa Pharmaceutical Co. Ltd. (Towa Pharmaceutical Co Ltd) | Long | Equity-common | JP | $3M | 130K | 0.02 |
| Toyo Construction Co. Ltd. (Toyo Construction Co Ltd) | Long | Equity-common | JP | $9M | 861K | 0.07 |
| Toyo Denki Seizo KK | Long | Equity-common | JP | $21K | 3K | 0.00 |
| Toyo Engineering Corp. | Long | Equity-common | JP | $969K | 181K | 0.01 |
| Toyo Kanetsu KK | Long | Equity-common | JP | $2M | 88K | 0.02 |
| Toyo Logistics Co. Ltd. (Toyo Logistics Co Ltd) | Long | Equity-common | JP | $62K | 6K | 0.00 |
| Toyo Machinery & Metal Co. Ltd. (Toyo Machinery & Metal Co Ltd) | Long | Equity-common | JP | $2M | 336K | 0.01 |
| Toyo Tire Corp. | Long | Equity-common | JP | $15M | 922K | 0.13 |
| Toyo Wharf & Warehouse Co. Ltd. (Toyo Wharf & Warehouse Co Ltd) | Long | Equity-common | JP | $424K | 47K | 0.00 |
| Toyobo Co. Ltd. (Toyobo Co Ltd) | Long | Equity-common | JP | $7M | 988K | 0.06 |
| Toyoda Gosei Co. Ltd. (Toyoda Gosei Co Ltd) | Long | Equity-common | JP | $3M | 154K | 0.02 |
| Toyota Boshoku Corp. | Long | Equity-common | JP | $569K | 42K | 0.00 |
| TP ICAP Group PLC | Long | Equity-common | JE | $20M | 7M | 0.17 |
| TPR Co. Ltd. (TPR Co Ltd) | Long | Equity-common | JP | $5M | 284K | 0.04 |
| Transcontinental, Inc. (Transcontinental Inc) | Long | Equity-common | CA | $13M | 1M | 0.11 |
| Transport International Holdings Ltd. | Long | Equity-common | BM | $1M | 1M | 0.01 |
| Travis Perkins PLC | Long | Equity-common | GB | $36M | 3M | 0.31 |
| TRE Holdings Corp. | Long | Equity-common | JP | $303K | 35K | 0.00 |
| TREVI - Finanziaria Industriale SpA | Long | Equity-common | IT | $56K | 153K | 0.00 |
| Trican Well Service Ltd. | Long | Equity-common | CA | $103K | 28K | 0.00 |
| Trifast PLC | Long | Equity-common | GB | $337K | 340K | 0.00 |
| Trigano SA | Long | Equity-common | FR | $402K | 3K | 0.00 |
| Trinity Industrial Corp. | Long | Equity-common | JP | $93K | 12K | 0.00 |
| Tropea Holding SA | Long | Equity-common | GR | $0 | 5K | – |
| Trusco Nakayama Corp. | Long | Equity-common | JP | $191K | 12K | 0.00 |
| TS Tech Co. Ltd. (TS Tech Co Ltd) | Long | Equity-common | JP | $15M | 1M | 0.13 |
| TSI Holdings Co. Ltd. (TSI Holdings Co Ltd) | Long | Equity-common | JP | $4M | 692K | 0.04 |
| Tsubakimoto Chain Co. | Long | Equity-common | JP | $17M | 394K | 0.14 |
| Tsubakimoto Kogyo Co. Ltd. (Tsubakimoto Kogyo Co Ltd) | Long | Equity-common | JP | $768K | 56K | 0.01 |
| Tsukishima Holdings Co. Ltd. (Tsukishima Holdings Co Ltd) | Long | Equity-common | JP | $4M | 432K | 0.04 |
| Tsukuba Bank Ltd. | Long | Equity-common | JP | $654K | 303K | 0.01 |
| Tsumura & Co. | Long | Equity-common | JP | $3M | 113K | 0.03 |
| Tsurumi Manufacturing Co. Ltd. (Tsurumi Manufacturing Co Ltd) | Long | Equity-common | JP | $5M | 197K | 0.04 |
| TT Electronics PLC | Long | Equity-common | GB | $4M | 2M | 0.04 |
| Tuan Sing Holdings Ltd. | Long | Equity-common | SG | $2M | 12M | 0.02 |
| Tubacex SA | Long | Equity-common | ES | $4M | 1M | 0.03 |
| TV Asahi Holdings Corp. | Long | Equity-common | JP | $2M | 174K | 0.02 |
| Tv Tokyo Holdings Corp. | Long | Equity-common | JP | $3M | 133K | 0.03 |
| TX Group AG | Long | Equity-common | CH | $2M | 11K | 0.02 |
| TYK Corp. (TYK Corp/Tokyo) | Long | Equity-common | JP | $1M | 479K | 0.01 |
| Tyman PLC | Long | Equity-common | GB | $8M | 1M | 0.06 |
| u-blox Holding AG | Long | Equity-common | CH | $1M | 15K | 0.01 |
| UACJ Corp. | Long | Equity-common | JP | $18M | 649K | 0.16 |
| UBE Corp. | Long | Equity-common | JP | $32M | 2M | 0.27 |
| Ueki Corp. | Long | Equity-common | JP | $316K | 29K | 0.00 |
| UIE PLC | Long | Equity-common | MT | $4M | 125K | 0.04 |
| Umicore SA | Long | Equity-common | BE | $4M | 271K | 0.03 |
| Unicaja Banco SA | Long | Equity-common | ES | $8M | 6M | 0.06 |
| Unipol Gruppo SpA | Long | Equity-common | IT | $61M | 6M | 0.52 |
| Unipres Corp. | Long | Equity-common | JP | $3M | 376K | 0.03 |
| UNIQA Insurance Group AG | Long | Equity-common | AT | $599K | 70K | 0.01 |
| United Internet AG | Long | Equity-common | DE | $20M | 891K | 0.17 |
| United Laboratories International Holdings Ltd. (United Laboratories International Holdings Ltd/The) | Long | Equity-common | KY | $7M | 6M | 0.06 |
| United Super Markets Holdings, Inc. (United Super Markets Holdings Inc) | Long | Equity-common | JP | $1M | 167K | 0.01 |
| Unitika Ltd. | Long | Equity-common | JP | $1M | 691K | 0.01 |
| Universal Entertainment Corp. | Long | Equity-common | JP | $499K | 49K | 0.00 |
| UOB-Kay Hian Holdings Ltd. | Long | Equity-common | SG | $491K | 476K | 0.00 |
| Upbest Group Ltd. | Long | Equity-common | KY | $493K | 4M | 0.00 |
| Urbanet Corp. Co. Ltd. (Urbanet Corp Co Ltd) | Long | Equity-common | JP | $194K | 74K | 0.00 |
| Ushio, Inc. (Ushio Inc) | Long | Equity-common | JP | $57K | 4K | 0.00 |
| V-ZUG Holding AG | Long | Equity-common | CH | $1M | 18K | 0.01 |
| Valeo SE | Long | Equity-common | FR | $24M | 2M | 0.20 |
| Valeura Energy, Inc. (Valeura Energy Inc) | Long | Equity-common | CA | $299K | 93K | 0.00 |
| Valiant Holding AG | Long | Equity-common | CH | $4M | 35K | 0.03 |
| Valmet OYJ | Long | Equity-common | FI | $17M | 593K | 0.14 |
| Valor Holdings Co. Ltd. (Valor Holdings Co Ltd) | Long | Equity-common | JP | $8M | 458K | 0.07 |
| Valuetronics Holdings Ltd. | Long | Equity-common | BM | $159K | 330K | 0.00 |
| Van Lanschot Kempen NV | Long | Equity-common | NL | $7M | 156K | 0.06 |
| Vanquis Banking Group PLC | Long | Equity-common | GB | $300K | 427K | 0.00 |
| Vaudoise Assurances Holding SA | Long | Equity-common | CH | $11M | 22K | 0.10 |
| VBG Group AB | Long | Equity-common | SE | $2M | 59K | 0.02 |
| Vedan International Holdings Ltd. | Long | Equity-common | KY | $454K | 6M | 0.00 |
| Verbio SE | Long | Equity-common | DE | $336K | 18K | 0.00 |
| Veren, Inc. (Veren Inc) | Long | Equity-common | CA | $47M | 6M | 0.40 |
| Veren, Inc. (Veren Inc) | Long | Equity-common | CA | $34M | 4M | 0.29 |
| Vermilion Energy, Inc. (Vermilion Energy Inc) | Long | Equity-common | CA | $15M | 1M | 0.13 |
| Vermilion Energy, Inc. (Vermilion Energy Inc) | Long | Equity-common | CA | $3M | 260K | 0.02 |
| VersaBank | Long | Equity-common | CA | $445K | 37K | 0.00 |
| VersaBank | Long | Equity-common | CA | $75K | 6K | 0.00 |
| Vertu Motors PLC | Long | Equity-common | GB | $3M | 4M | 0.03 |
| Vesuvius PLC | Long | Equity-common | GB | $39M | 6M | 0.34 |
| Vetropack Holding AG | Long | Equity-common | CH | $5M | 133K | 0.04 |
| Vicat SACA | Long | Equity-common | FR | $9M | 268K | 0.08 |
| Victoria Gold Corp./Vancouver (Victoria Gold Corp/Vancouver) | Long | Equity-common | CA | $16K | 36K | 0.00 |
| VIEL & Cie SA | Long | Equity-common | FR | $260K | 24K | 0.00 |
| Vienna Insurance Group AG Wiener Versicherung Gruppe | Long | Equity-common | AT | $14M | 443K | 0.12 |
| Viohalco SA | Long | Equity-common | BE | $226K | 35K | 0.00 |
| Virgin Money U.K. PLC (Virgin Money UK PLC) | Long | Equity-common | GB | $36M | 13M | 0.31 |
| Viridien | Long | Equity-common | FR | $5M | 96K | 0.04 |
| Vistry Group PLC | Long | Equity-common | GB | $100M | 6M | 0.86 |
| Vital KSK Holdings, Inc. (Vital KSK Holdings Inc) | Long | Equity-common | JP | $682K | 78K | 0.01 |
| Viva Energy Group Ltd. | Long | Equity-common | AU | $1M | 621K | 0.01 |
| Vocento SA | Long | Equity-common | ES | $601K | 678K | 0.01 |
| voestalpine AG | Long | Equity-common | AT | $33M | 1M | 0.28 |
| Voltalia SA | Long | Equity-common | FR | $198K | 18K | 0.00 |
| Vontobel Holding AG | Long | Equity-common | CH | $21M | 318K | 0.18 |
| Vossloh AG | Long | Equity-common | DE | $4M | 82K | 0.04 |
| VP Bank AG | Long | Equity-common | LI | $5M | 63K | 0.04 |
| Vp PLC | Long | Equity-common | GB | $2M | 276K | 0.02 |
| VPower Group International Holdings Ltd. | Long | Equity-common | KY | $82K | 2M | 0.00 |
| Vranken-Pommery Monopole SA | Long | Equity-common | FR | $273K | 17K | 0.00 |
| VSTECS Holdings Ltd. | Long | Equity-common | KY | $2M | 3M | 0.01 |
| VT Holdings Co. Ltd. (VT Holdings Co Ltd) | Long | Equity-common | JP | $508K | 146K | 0.00 |
| Wacker Chemie AG | Long | Equity-common | DE | $24M | 243K | 0.21 |
| Wacker Neuson SE | Long | Equity-common | DE | $11M | 681K | 0.09 |
| Wai Kee Holdings Ltd. | Long | Equity-common | BM | $54K | 574K | 0.00 |
| Wajax Corp. | Long | Equity-common | CA | $4M | 226K | 0.04 |
| Wakachiku Construction Co. Ltd. (Wakachiku Construction Co Ltd) | Long | Equity-common | JP | $4M | 156K | 0.03 |
| Wakita & Co. Ltd. (Wakita & Co Ltd) | Long | Equity-common | JP | $9M | 832K | 0.08 |
| Walliser Kantonalbank | Long | Equity-common | CH | $2M | 18K | 0.02 |
| Wang On Group Ltd. | Long | Equity-common | BM | $367K | 107M | 0.00 |
| Warabeya Nichiyo Holdings Co. Ltd. (Warabeya Nichiyo Holdings Co Ltd) | Long | Equity-common | JP | $2M | 127K | 0.02 |
| Webuild SpA | Derivative-equity | IT | $0 | 347K | – | |
| Wee Hur Holdings Ltd. | Long | Equity-common | SG | $10K | 60K | 0.00 |
| Well Health Technologies Corp. | Long | Equity-common | CA | $172K | 49K | 0.00 |
| Wellneo Sugar Co. Ltd. (Wellneo Sugar Co Ltd) | Long | Equity-common | JP | $3M | 177K | 0.02 |
| West African Resources Ltd. | Long | Equity-common | AU | $6M | 6M | 0.05 |
| Western Forest Products, Inc. (Western Forest Products Inc) | Long | Equity-common | CA | $87K | 291K | 0.00 |
| Westgold Resources Ltd. | Long | Equity-common | AU | $10M | 6M | 0.08 |
| Whitecap Resources, Inc. (Whitecap Resources Inc) | Long | Equity-common | CA | $58M | 7M | 0.49 |
| Whitehaven Coal Ltd. | Long | Equity-common | AU | $1M | 202K | 0.01 |
| Wilh Wilhelmsen Holding ASA | Long | Equity-common | NO | $7M | 192K | 0.06 |
| Wing On Co. International Ltd. (Wing On Co International Ltd) | Long | Equity-common | BM | $3M | 2M | 0.03 |
| Wing Tai Holdings Ltd. | Long | Equity-common | SG | $6M | 6M | 0.05 |
| Wing Tai Properties Ltd. | Long | Equity-common | BM | $605K | 2M | 0.01 |
| Wong's International Holdings Ltd. | Long | Equity-common | BM | $13K | 70K | 0.00 |
| Wood One Co. Ltd. (Wood One Co Ltd) | Long | Equity-common | JP | $286K | 47K | 0.00 |
| World Co. Ltd. (World Co Ltd) | Long | Equity-common | JP | $4M | 262K | 0.03 |
| Wowow, Inc. (Wowow Inc) | Long | Equity-common | JP | $175K | 23K | 0.00 |
| Wuestenrot & Wuerttembergische AG | Long | Equity-common | DE | $1M | 98K | 0.01 |
| X-Fab Silicon Foundries SE | Long | Equity-common | BE | $703K | 110K | 0.01 |
| Xebio Holdings Co. Ltd. (Xebio Holdings Co Ltd) | Long | Equity-common | JP | $2M | 240K | 0.02 |
| Xingye Alloy Materials Group Ltd. | Long | Equity-common | KY | $187K | 1M | 0.00 |
| Yahagi Construction Co. Ltd. (Yahagi Construction Co Ltd) | Long | Equity-common | JP | $3M | 243K | 0.02 |
| YAMABIKO Corp. | Long | Equity-common | JP | $6M | 396K | 0.05 |
| Yamae Group Holdings Co. Ltd. (Yamae Group Holdings Co Ltd) | Long | Equity-common | JP | $255K | 16K | 0.00 |
| Yamaguchi Financial Group, Inc. (Yamaguchi Financial Group Inc) | Long | Equity-common | JP | $3M | 230K | 0.02 |
| Yamanashi Chuo Bank Ltd. (Yamanashi Chuo Bank Ltd/The) | Long | Equity-common | JP | $86K | 6K | 0.00 |
| Yamatane Corp. | Long | Equity-common | JP | $4M | 203K | 0.04 |
| Yamato Corp. | Long | Equity-common | JP | $2M | 338K | 0.02 |
| Yamaya Corp. | Long | Equity-common | JP | $1M | 54K | 0.01 |
| Yamazen Corp. | Long | Equity-common | JP | $2M | 220K | 0.02 |
| Yangarra Resources Ltd. | Long | Equity-common | CA | $235K | 312K | 0.00 |
| Yasuda Logistics Corp. | Long | Equity-common | JP | $3M | 308K | 0.03 |
| Yellow Hat Ltd. | Long | Equity-common | JP | $4M | 252K | 0.04 |
| Yeo Hiap Seng Ltd. | Long | Equity-common | SG | $131K | 323K | 0.00 |
| YIT OYJ | Long | Equity-common | FI | $432K | 172K | 0.00 |
| Yodogawa Steel Works Ltd. | Long | Equity-common | JP | $16M | 437K | 0.14 |
| Yokogawa Bridge Holdings Corp. | Long | Equity-common | JP | $3M | 164K | 0.03 |
| Yokorei Co. Ltd. (Yokorei Co Ltd) | Long | Equity-common | JP | $8M | 1M | 0.07 |
| Yokowo Co. Ltd. (Yokowo Co Ltd) | Long | Equity-common | JP | $563K | 44K | 0.00 |
| Yondenko Corp. | Long | Equity-common | JP | $4M | 167K | 0.04 |
| Yorozu Corp. | Long | Equity-common | JP | $800K | 104K | 0.01 |
| Yotai Refractories Co. Ltd. (Yotai Refractories Co Ltd) | Long | Equity-common | JP | $1M | 99K | 0.01 |
| Young & Co.'s Brewery PLC (Young & Co's Brewery PLC) | Long | Equity-common | GB | $800K | 62K | 0.01 |
| Yuasa Funashoku Co. Ltd. (Yuasa Funashoku Co Ltd) | Long | Equity-common | JP | $970K | 39K | 0.01 |
| Yuasa Trading Co. Ltd. (Yuasa Trading Co Ltd) | Long | Equity-common | JP | $2M | 50K | 0.02 |
| Yue Yuen Industrial Holdings Ltd. | Long | Equity-common | BM | $11M | 7M | 0.09 |
| Yuken Kogyo Co. Ltd. (Yuken Kogyo Co Ltd) | Long | Equity-common | JP | $225K | 14K | 0.00 |
| Yurtec Corp. | Long | Equity-common | JP | $10M | 1M | 0.09 |
| Yushiro Chemical Industry Co. Ltd. (Yushiro Chemical Industry Co Ltd) | Long | Equity-common | JP | $2M | 154K | 0.02 |
| Yutaka Giken Co. Ltd. (Yutaka Giken Co Ltd) | Long | Equity-common | JP | $250K | 18K | 0.00 |
| Zehnder Group AG | Long | Equity-common | CH | $7M | 112K | 0.06 |
| Zensun Enterprises Ltd. | Long | Equity-common | HK | $9K | 282K | 0.00 |
| Zeon Corp. | Long | Equity-common | JP | $4M | 488K | 0.04 |
| Zigup PLC | Long | Equity-common | GB | $22M | 4M | 0.18 |
| Zug Estates Holding AG | Long | Equity-common | CH | $1M | 645 | 0.01 |
| Zuger Kantonalbank | Long | Equity-common | CH | $4M | 395 | 0.03 |
| Zumtobel Group AG | Long | Equity-common | AT | $1M | 183K | 0.01 |
Address
DFA INVESTMENT DIMENSIONS GROUP INC
6300 BEE CAVE ROAD
BUILDING ONE
AUSTIN
Texas
78746
United States of America
Websites
Directors
Heather E. Tookes
Reena Aggarwal
Francis A. Longstaff
Gerard K. O Reilly
George M. Constantinides
David P. Butler
Abbie J. Smith
Douglas W. Diamond
Ingrid M. Werner
Darrell Duffie
Transfer Agents
SS&C GIDS, Inc.
Pricing Services
S&P Global Inc.
Refinitiv US Holdings Inc.
ICE Data Services, Inc.
Bloomberg L.P.
PricingDirect Inc.
Custodians
State Street Bank and Trust Company
Shareholder Servicing Agents
Fidelity Institutional Asset Management Trust Company
Pershing LLC
Raymond James & Associates, Inc.
J.P. Morgan Securities LLC
TD Ameritrade Trust Company
RBC Capital Markets, LLC
Charles Schwab & Co., Inc.
LPL Financial LLC
Admins
State Street Bank and Trust Company
Brokers
N/A