Dimensional Funds > DFA INVESTMENT DIMENSIONS GROUP INC
LARGE CAP INTERNATIONAL PORTFOLIO
$5.42B
Avg Monthly Net Assets
$6.42B
Total Assets
$368.30M
Total Liabilities
$6.05B
Net Assets
LARGE CAP INTERNATIONAL 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 $5.42B.
On September 26th, 2024 it reported 1,231 holdings, the largest
being The DFA Investment Trust Company (3.1%), Dimensional Holdings Inc. (3.0%) and Novo Nordisk A/S (2.0%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Ticker | Monthly Returns (2 years) |
|---|---|---|---|
| Institutional Class Shares | C000002736 | DFALX |
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 |
|---|---|---|---|---|---|---|
| 3i Group PLC | Long | Equity-common | GB | $20M | 501K | 0.33 |
| a2 Milk Co. Ltd. (a2 Milk Co Ltd/The) | Long | Equity-common | NZ | $989K | 210K | 0.02 |
| AAK AB | Long | Equity-common | SE | $2M | 54K | 0.03 |
| ABB Ltd. | Long | Equity-common | CH | $17M | 311K | 0.29 |
| ABC-Mart, Inc. (ABC-Mart Inc) | Long | Equity-common | JP | $603K | 31K | 0.01 |
| ABN AMRO Bank NV | Long | Equity-common | NL | $3M | 189K | 0.05 |
| Accor SA | Long | Equity-common | FR | $3M | 81K | 0.05 |
| Acom Co. Ltd. (Acom Co Ltd) | Long | Equity-common | JP | $608K | 211K | 0.01 |
| ACS Actividades de Construccion y Servicios SA | Long | Equity-common | ES | $5M | 122K | 0.09 |
| AddTech AB | Long | Equity-common | SE | $3M | 87K | 0.05 |
| adidas AG | Long | Equity-common | DE | $9M | 35K | 0.14 |
| Admiral Group PLC | Long | Equity-common | GB | $3M | 93K | 0.05 |
| Advantest Corp. | Long | Equity-common | JP | $10M | 232K | 0.17 |
| Adyen NV | Long | Equity-common | NL | $6M | 5K | 0.11 |
| Aegon Ltd. | Long | Equity-common | BM | $3M | 524K | 0.06 |
| Aegon Ltd. | Long | Equity-common | BM | $2M | 351K | 0.04 |
| Aena SME SA | Long | Equity-common | ES | $4M | 23K | 0.07 |
| Aeon Co. Ltd. (Aeon Co Ltd) | Long | Equity-common | JP | $5M | 212K | 0.08 |
| Aeon Mall Co. Ltd. (Aeon Mall Co Ltd) | Long | Equity-common | JP | $533K | 39K | 0.01 |
| Aeroports de Paris SA | Long | Equity-common | FR | $2M | 14K | 0.03 |
| AGC, Inc. (AGC Inc) | Long | Equity-common | JP | $4M | 110K | 0.06 |
| Ageas SA (Ageas SA/NV) | Long | Equity-common | BE | $222K | 5K | 0.00 |
| AGL Energy Ltd. | Long | Equity-common | AU | $2M | 246K | 0.03 |
| Agnico Eagle Mines Ltd. | Long | Equity-common | CA | $12M | 154K | 0.20 |
| Agnico Eagle Mines Ltd. | Long | Equity-common | CA | $2M | 20K | 0.02 |
| AIA Group Ltd. | Long | Equity-common | HK | $22M | 3M | 0.36 |
| AIB Group PLC | Long | Equity-common | IE | $5M | 861K | 0.08 |
| Air Canada | Long | Equity-common | CA | $63K | 5K | 0.00 |
| Air Liquide SA | Long | Equity-common | FR | $20M | 111K | 0.33 |
| Air Water, Inc. (Air Water Inc) | Long | Equity-common | JP | $2M | 162K | 0.04 |
| Airbus SE | Long | Equity-common | NL | $20M | 135K | 0.34 |
| Airport City Ltd. | Long | Equity-common | IL | $376K | 27K | 0.01 |
| Airtel Africa PLC | Long | Equity-common | GB | $76K | 52K | 0.00 |
| Aisin Corp. | Long | Equity-common | JP | $3M | 83K | 0.05 |
| Ajinomoto Co., Inc. (Ajinomoto Co Inc) | Long | Equity-common | JP | $5M | 124K | 0.08 |
| Aker ASA | Long | Equity-common | NO | $384K | 7K | 0.01 |
| Aker BP ASA | Long | Equity-common | NO | $3M | 113K | 0.05 |
| Aker Solutions ASA | Long | Equity-common | NO | $760K | 159K | 0.01 |
| Akzo Nobel NV | Long | Equity-common | NL | $6M | 90K | 0.09 |
| Alamos Gold, Inc. (Alamos Gold Inc) | Long | Equity-common | CA | $3M | 203K | 0.06 |
| Alcon, Inc. (Alcon Inc) | Long | Equity-common | CH | $16M | 173K | 0.27 |
| Alcon, Inc. (Alcon Inc) | Long | Equity-common | CH | $2M | 19K | 0.03 |
| Alfa Laval AB | Long | Equity-common | SE | $3M | 61K | 0.04 |
| Alfresa Holdings Corp. | Long | Equity-common | JP | $1M | 88K | 0.02 |
| Alimentation Couche-Tard, Inc. (Alimentation Couche-Tard Inc) | Long | Equity-common | CA | $16M | 257K | 0.26 |
| Allianz SE | Long | Equity-common | DE | $21M | 74K | 0.34 |
| Allianz SE | Long | Equity-common | DE | $2M | 69K | 0.03 |
| ALS Ltd. | Long | Equity-common | AU | $2M | 244K | 0.04 |
| AltaGas Ltd. | Long | Equity-common | CA | $4M | 156K | 0.06 |
| Amada Co. Ltd. (Amada Co Ltd) | Long | Equity-common | JP | $2M | 165K | 0.03 |
| Amadeus IT Group SA | Long | Equity-common | ES | $8M | 120K | 0.13 |
| Amot Investments Ltd. | Long | Equity-common | IL | $268K | 66K | 0.00 |
| Amplifon SpA | Long | Equity-common | IT | $596K | 19K | 0.01 |
| Ampol Ltd. | Long | Equity-common | AU | $3M | 157K | 0.06 |
| Amundi SA | Long | Equity-common | FR | $2M | 28K | 0.03 |
| ANA Holdings, Inc. (ANA Holdings Inc) | Long | Equity-common | JP | $834K | 44K | 0.01 |
| Anglo American PLC | Long | Equity-common | GB | $11M | 376K | 0.19 |
| Anheuser-Busch InBev SA (Anheuser-Busch InBev SA/NV) | Long | Equity-common | BE | $15M | 258K | 0.25 |
| Antofagasta PLC | Long | Equity-common | GB | $4M | 146K | 0.06 |
| ANZ Group Holdings Ltd. | Long | Equity-common | AU | $13M | 668K | 0.21 |
| AP Moller - Maersk AS (AP Moller - Maersk A/S) | Long | Equity-common | DK | $1M | 872 | 0.02 |
| AP Moller - Maersk AS (AP Moller - Maersk A/S) | Long | Equity-common | DK | $1M | 658 | 0.02 |
| APA Group | Long | Equity-common | AU | $2M | 378K | 0.03 |
| ARC Resources Ltd. | Long | Equity-common | CA | $7M | 413K | 0.12 |
| ArcelorMittal SA | Long | Equity-common | LU | $5M | 218K | 0.08 |
| Argenx SE | Long | Equity-common | NL | $3M | 5K | 0.04 |
| Argenx SE | Long | Equity-common | NL | $871K | 2K | 0.01 |
| Aristocrat Leisure Ltd. | Long | Equity-common | AU | $7M | 199K | 0.12 |
| Arkema SA | Long | Equity-common | FR | $1M | 15K | 0.02 |
| Asahi Group Holdings Ltd. | Long | Equity-common | JP | $5M | 140K | 0.09 |
| Asahi Intecc Co. Ltd. (Asahi Intecc Co Ltd) | Long | Equity-common | JP | $1M | 74K | 0.02 |
| Asahi Kasei Corp. | Long | Equity-common | JP | $5M | 693K | 0.08 |
| Ashtead Group PLC | Long | Equity-common | GB | $12M | 170K | 0.20 |
| Ashtrom Group Ltd. | Long | Equity-common | IL | $259K | 21K | 0.00 |
| Asics Corp. | Long | Equity-common | JP | $3M | 200K | 0.05 |
| ASM International NV | Long | Equity-common | NL | $13M | 19K | 0.22 |
| ASML Holding NV | Long | Equity-common | NL | $69M | 74K | 1.14 |
| ASML Holding NV | Long | Equity-common | NL | $29M | 31K | 0.47 |
| ASMPT Ltd. | Long | Equity-common | KY | $678K | 65K | 0.01 |
| ASR Nederland NV | Long | Equity-common | NL | $5M | 95K | 0.08 |
| Assa Abloy AB | Long | Equity-common | SE | $6M | 199K | 0.10 |
| Associated British Foods PLC | Long | Equity-common | GB | $5M | 142K | 0.07 |
| Astellas Pharma, Inc. (Astellas Pharma Inc) | Long | Equity-common | JP | $5M | 448K | 0.09 |
| AstraZeneca PLC | Long | Equity-common | GB | $38M | 483K | 0.63 |
| AstraZeneca PLC | Long | Equity-common | GB | $20M | 128K | 0.34 |
| ASX Ltd. | Long | Equity-common | AU | $2M | 42K | 0.03 |
| AtkinsRealis Group, Inc. (AtkinsRealis Group Inc) | Long | Equity-common | CA | $4M | 90K | 0.06 |
| Atlas Arteria Ltd. | Long | Equity-common | AU | $1M | 329K | 0.02 |
| Atlas Copco AB | Long | Equity-common | SE | $12M | 672K | 0.20 |
| Atlas Copco AB | Long | Equity-common | SE | $6M | 413K | 0.11 |
| Atrium Ljungberg AB | Long | Equity-common | SE | $258K | 12K | 0.00 |
| Auckland International Airport Ltd. | Long | Equity-common | NZ | $1M | 255K | 0.02 |
| Aurizon Holdings Ltd. | Long | Equity-common | AU | $3M | 1M | 0.05 |
| Austevoll Seafood ASA | Long | Equity-common | NO | $34K | 4K | 0.00 |
| Auto Trader Group PLC | Long | Equity-common | GB | $5M | 475K | 0.08 |
| AutoStore Holdings Ltd. | Long | Equity-common | BM | $85K | 67K | 0.00 |
| Avanza Bank Holding AB | Long | Equity-common | SE | $2M | 72K | 0.03 |
| Aviva PLC | Long | Equity-common | GB | $6M | 959K | 0.10 |
| AXA SA | Long | Equity-common | FR | $11M | 324K | 0.19 |
| Axfood AB | Long | Equity-common | SE | $961K | 39K | 0.02 |
| Azbil Corp. | Long | Equity-common | JP | $788K | 27K | 0.01 |
| Azrieli Group Ltd. | Long | Equity-common | IL | $567K | 9K | 0.01 |
| B&M European Value Retail SA | Long | Equity-common | LU | $372K | 62K | 0.01 |
| BAE Systems PLC | Long | Equity-common | GB | $10M | 589K | 0.16 |
| Bakkafrost P (Bakkafrost P/F) | Long | Equity-common | FO | $545K | 10K | 0.01 |
| Baloise Holding AG | Long | Equity-common | CH | $2M | 14K | 0.04 |
| Banca Mediolanum SpA | Long | Equity-common | IT | $1M | 89K | 0.02 |
| Banco Bilbao Vizcaya Argentaria SA | Long | Equity-common | ES | $15M | 1M | 0.24 |
| Banco Bilbao Vizcaya Argentaria SA | Long | Equity-common | ES | $8M | 730K | 0.13 |
| Banco BPM SpA | Long | Equity-common | IT | $4M | 645K | 0.07 |
| Banco de Sabadell SA | Long | Equity-common | ES | $5M | 3M | 0.09 |
| Banco Santander SA | Long | Equity-common | ES | $17M | 4M | 0.29 |
| Bandai Namco Holdings, Inc. (Bandai Namco Holdings Inc) | Long | Equity-common | JP | $4M | 169K | 0.06 |
| Bank Hapoalim BM | Long | Equity-common | IL | $4M | 391K | 0.06 |
| Bank Leumi Le-Israel BM | Long | Equity-common | IL | $5M | 525K | 0.07 |
| Bank of Ireland Group PLC | Long | Equity-common | IE | $9M | 761K | 0.14 |
| Bank of Montreal | Long | Equity-common | CA | $16M | 185K | 0.26 |
| Bank of Montreal | Long | Equity-common | CA | $979K | 12K | 0.02 |
| Bank of Nova Scotia (Bank of Nova Scotia/The) | Long | Equity-common | CA | $7M | 160K | 0.12 |
| Bank of Nova Scotia (Bank of Nova Scotia/The) | Long | Equity-common | CA | $7M | 153K | 0.12 |
| Banque Cantonale Vaudoise | Long | Equity-common | CH | $1M | 11K | 0.02 |
| Barclays PLC | Long | Equity-common | GB | $11M | 896K | 0.18 |
| Barclays PLC | Long | Equity-common | GB | $5M | 2M | 0.08 |
| Barratt Developments PLC | Long | Equity-common | GB | $354K | 52K | 0.01 |
| Barrick Gold Corp. | Long | Equity-common | CA | $8M | 416K | 0.13 |
| Barrick Gold Corp. | Long | Equity-common | CA | $3M | 141K | 0.04 |
| Barry Callebaut AG | Long | Equity-common | CH | $898K | 558 | 0.01 |
| BASF SE | Long | Equity-common | DE | $15M | 315K | 0.24 |
| BayCurrent Consulting, Inc. (BayCurrent Consulting Inc) | Long | Equity-common | JP | $2M | 62K | 0.03 |
| Bayer AG | Long | Equity-common | DE | $14M | 486K | 0.24 |
| Bayerische Motoren Werke AG | Long | Equity-common | DE | $12M | 130K | 0.20 |
| Bayerische Motoren Werke AG | Long | Equity-preferred | DE | $2M | 24K | 0.03 |
| BCE, Inc. (BCE Inc) | Long | Equity-common | CA | $600K | 18K | 0.01 |
| BE Semiconductor Industries NV | Long | Equity-common | NL | $5M | 43K | 0.09 |
| Beazley PLC | Long | Equity-common | GB | $442K | 50K | 0.01 |
| Beiersdorf AG | Long | Equity-common | DE | $3M | 18K | 0.04 |
| Beijer Ref AB | Long | Equity-common | SE | $991K | 62K | 0.02 |
| Bendigo & Adelaide Bank Ltd. | Long | Equity-common | AU | $2M | 286K | 0.04 |
| Berkeley Group Holdings PLC | Long | Equity-common | GB | $3M | 49K | 0.05 |
| Bezeq The Israeli Telecommunication Corp. Ltd. (Bezeq The Israeli Telecommunication Corp Ltd) | Long | Equity-common | IL | $754K | 665K | 0.01 |
| BHP Group Ltd. | Long | Equity-common | AU | $24M | 873K | 0.40 |
| BHP Group Ltd. | Long | Equity-common | AU | $17M | 298K | 0.27 |
| BHP Group Ltd. | Long | Equity-common | AU | $7M | 242K | 0.11 |
| Big Shopping Centers Ltd. | Long | Equity-common | IL | $290K | 3K | 0.00 |
| Billerud Aktiebolag | Long | Equity-common | SE | $26K | 3K | 0.00 |
| BioMerieux | Long | Equity-common | FR | $2M | 20K | 0.03 |
| BIPROGY, Inc. (BIPROGY Inc) | Long | Equity-common | JP | $2M | 49K | 0.03 |
| BKW AG | Long | Equity-common | CH | $638K | 4K | 0.01 |
| BlueScope Steel Ltd. | Long | Equity-common | AU | $3M | 232K | 0.06 |
| BNP Paribas SA | Long | Equity-common | FR | $16M | 230K | 0.26 |
| BOC Hong Kong Holdings Ltd. | Long | Equity-common | HK | $3M | 981K | 0.05 |
| Boliden AB | Long | Equity-common | SE | $4M | 144K | 0.07 |
| Bollore SE | Long | Equity-common | FR | $2M | 356K | 0.04 |
| Bombardier, Inc. (Bombardier Inc) | Long | Equity-common | CA | $2M | 33K | 0.04 |
| Bombardier, Inc. (Bombardier Inc) | Long | Equity-common | CA | $41K | 600 | 0.00 |
| Borr Drilling Ltd. | Long | Equity-common | BM | $445K | 65K | 0.01 |
| Borregaard ASA | Long | Equity-common | NO | $741K | 43K | 0.01 |
| Bouygues SA | Long | Equity-common | FR | $4M | 126K | 0.07 |
| BP PLC | Long | Equity-common | GB | $26M | 749K | 0.44 |
| BP PLC | Long | Equity-common | GB | $14M | 2M | 0.22 |
| Brambles Ltd. | Long | Equity-common | AU | $5M | 539K | 0.09 |
| Brenntag SE | Long | Equity-common | DE | $6M | 85K | 0.10 |
| Bridgestone Corp. | Long | Equity-common | JP | $8M | 199K | 0.13 |
| British American Tobacco PLC | Long | Equity-common | GB | $16M | 439K | 0.26 |
| British American Tobacco PLC | Long | Equity-common | GB | $815K | 23K | 0.01 |
| Brookfield Corp. | Long | Equity-common | CA | $8M | 162K | 0.13 |
| Brookfield Corp. | Long | Equity-common | CA | $4M | 92K | 0.07 |
| Brookfield Infrastructure Corp. | Long | Equity-common | CA | $888K | 23K | 0.01 |
| Brookfield Reinsurance Ltd. | Long | Equity-common | BM | $48.9 | 1 | 0.00 |
| Brother Industries Ltd. | Long | Equity-common | JP | $3M | 148K | 0.05 |
| BT Group PLC | Long | Equity-common | GB | $8M | 4M | 0.13 |
| Budweiser Brewing Co. APAC Ltd. (Budweiser Brewing Co APAC Ltd) | Long | Equity-common | KY | $580K | 478K | 0.01 |
| Bunzl PLC | Long | Equity-common | GB | $4M | 95K | 0.07 |
| Bure Equity AB | Long | Equity-common | SE | $140K | 4K | 0.00 |
| Bureau Veritas SA | Long | Equity-common | FR | $5M | 169K | 0.09 |
| BW LPG Ltd. | Long | Equity-common | SG | $2M | 129K | 0.03 |
| Cadeler AS (Cadeler A/S) | Long | Equity-common | DK | $210K | 8K | 0.00 |
| Cadeler AS (Cadeler A/S) | Long | Equity-common | DK | $187K | 29K | 0.00 |
| CAE, Inc. (CAE Inc) | Long | Equity-common | CA | $1M | 79K | 0.02 |
| CAE, Inc. (CAE Inc) | Long | Equity-common | CA | $761K | 42K | 0.01 |
| CaixaBank SA | Long | Equity-common | ES | $10M | 2M | 0.16 |
| Calbee, Inc. (Calbee Inc) | Long | Equity-common | JP | $1M | 45K | 0.02 |
| Cameco Corp. | Long | Equity-common | CA | $4M | 89K | 0.07 |
| Camtek Ltd. (Camtek Ltd/Israel) | Long | Equity-common | IL | $645K | 6K | 0.01 |
| Camurus AB | Long | Equity-common | SE | $720K | 11K | 0.01 |
| Canadian Imperial Bank of Commerce | Long | Equity-common | CA | $8M | 161K | 0.14 |
| Canadian Imperial Bank of Commerce | Long | Equity-common | CA | $6M | 107K | 0.09 |
| Canadian National Railway Co. | Long | Equity-common | CA | $9M | 78K | 0.15 |
| Canadian National Railway Co. | Long | Equity-common | CA | $9M | 76K | 0.15 |
| Canadian Natural Resources Ltd. | Long | Equity-common | CA | $24M | 678K | 0.40 |
| Canadian Natural Resources Ltd. | Long | Equity-common | CA | $1M | 31K | 0.02 |
| Canadian Pacific Kansas City Ltd. | Long | Equity-common | CA | $6M | 75K | 0.10 |
| Canadian Pacific Kansas City Ltd. | Long | Equity-common | CA | $5M | 55K | 0.08 |
| Canadian Tire Corp. Ltd. (Canadian Tire Corp Ltd) | Long | Equity-common | CA | $3M | 25K | 0.04 |
| Canadian Utilities Ltd. | Long | Equity-common | CA | $1M | 50K | 0.02 |
| Canon Marketing Japan, Inc. (Canon Marketing Japan Inc) | Long | Equity-common | JP | $886K | 29K | 0.01 |
| Canon, Inc. (Canon Inc) | Long | Equity-common | JP | $6M | 205K | 0.11 |
| Canon, Inc. (Canon Inc) | Long | Equity-common | JP | $708K | 23K | 0.01 |
| Capcom Co. Ltd. (Capcom Co Ltd) | Long | Equity-common | JP | $3M | 119K | 0.04 |
| Capgemini SE | Long | Equity-common | FR | $10M | 49K | 0.16 |
| CapitaLand Investment Ltd. (CapitaLand Investment Ltd/Singapore) | Long | Equity-common | SG | $2M | 774K | 0.03 |
| CAR Group Ltd. | Long | Equity-common | AU | $2M | 90K | 0.03 |
| Carlsberg AS | Long | Equity-common | DK | $7M | 54K | 0.11 |
| Carnival PLC | Long | Equity-common | GB | $501K | 33K | 0.01 |
| Carrefour SA | Long | Equity-common | FR | $5M | 325K | 0.08 |
| Castellum AB | Long | Equity-common | SE | $894K | 71K | 0.01 |
| Cathay Pacific Airways Ltd. | Long | Equity-common | HK | $1M | 1M | 0.02 |
| CCL Industries, Inc. (CCL Industries Inc) | Long | Equity-common | CA | $4M | 74K | 0.07 |
| Celestica, Inc. (Celestica Inc) | Long | Equity-common | CA | $3M | 66K | 0.06 |
| Cellnex Telecom SA | Long | Equity-common | ES | $4M | 120K | 0.07 |
| Cenovus Energy, Inc. (Cenovus Energy Inc) | Long | Equity-common | CA | $7M | 371K | 0.12 |
| Cenovus Energy, Inc. (Cenovus Energy Inc) | Long | Equity-common | CA | $1M | 70K | 0.02 |
| Central Japan Railway Co. | Long | Equity-common | JP | $4M | 178K | 0.07 |
| Centrica PLC | Long | Equity-common | GB | $7M | 4M | 0.12 |
| CGI, Inc. (CGI Inc) | Long | Equity-common | CA | $9M | 83K | 0.16 |
| CGI, Inc. (CGI Inc) | Long | Equity-common | CA | $23K | 199 | 0.00 |
| Challenger Ltd. | Long | Equity-common | AU | $77K | 17K | 0.00 |
| Chiba Bank Ltd. (Chiba Bank Ltd/The) | Long | Equity-common | JP | $2M | 198K | 0.03 |
| Chocoladefabriken Lindt & Spruengli AG | Long | Equity-common | CH | $4M | 31 | 0.06 |
| Chorus Ltd. | Long | Equity-common | NZ | $2M | 377K | 0.03 |
| Chow Tai Fook Jewellery Group Ltd. | Long | Equity-common | KY | $603K | 664K | 0.01 |
| Chubu Electric Power Co., Inc. (Chubu Electric Power Co Inc) | Long | Equity-common | JP | $3M | 206K | 0.04 |
| Chugai Pharmaceutical Co. Ltd. (Chugai Pharmaceutical Co Ltd) | Long | Equity-common | JP | $8M | 184K | 0.13 |
| Chugoku Electric Power Co., Inc. (Chugoku Electric Power Co Inc/The) | Long | Equity-common | JP | $608K | 84K | 0.01 |
| Cie de Saint-Gobain SA | Long | Equity-common | FR | $16M | 189K | 0.27 |
| Cie Financiere Richemont SA | Long | Equity-common | CH | $19M | 122K | 0.31 |
| Cie Generale des Etablissements Michelin SCA | Long | Equity-common | FR | $15M | 390K | 0.26 |
| City Developments Ltd. | Long | Equity-common | SG | $1M | 263K | 0.02 |
| CK Asset Holdings Ltd. | Long | Equity-common | KY | $3M | 718K | 0.05 |
| CK Hutchison Holdings Ltd. | Long | Equity-common | KY | $5M | 1M | 0.09 |
| CK Infrastructure Holdings Ltd. | Long | Equity-common | BM | $2M | 226K | 0.02 |
| Clal Insurance Enterprises Holdings Ltd. | Long | Equity-common | IL | $500K | 33K | 0.01 |
| Cleanaway Waste Management Ltd. | Long | Equity-common | AU | $2M | 1M | 0.03 |
| CLP Holdings Ltd. | Long | Equity-common | HK | $3M | 362K | 0.05 |
| Coca-Cola Bottlers Japan Holdings, Inc. (Coca-Cola Bottlers Japan Holdings Inc) | Long | Equity-common | JP | $905K | 61K | 0.01 |
| Coca-Cola Europacific Partners PLC | Long | Equity-common | GB | $8M | 102K | 0.12 |
| Coca-Cola HBC AG | Long | Equity-common | CH | $2M | 61K | 0.04 |
| Cochlear Ltd. | Long | Equity-common | AU | $5M | 21K | 0.08 |
| Coles Group Ltd. | Long | Equity-common | AU | $6M | 466K | 0.09 |
| Colliers International Group, Inc. (Colliers International Group Inc) | Long | Equity-common | CA | $768K | 6K | 0.01 |
| Coloplast AS (Coloplast A/S) | Long | Equity-common | DK | $4M | 34K | 0.07 |
| Commerzbank AG | Long | Equity-common | DE | $8M | 485K | 0.13 |
| Commonwealth Bank of Australia | Long | Equity-common | AU | $36M | 399K | 0.59 |
| Compass Group PLC | Long | Equity-common | GB | $13M | 438K | 0.22 |
| Computershare Ltd. | Long | Equity-common | AU | $3M | 161K | 0.05 |
| COMSYS Holdings Corp. | Long | Equity-common | JP | $1M | 61K | 0.02 |
| Concordia Financial Group Ltd. | Long | Equity-common | JP | $3M | 460K | 0.05 |
| Constellation Software, Inc. (Constellation Software Inc/Canada) | Long | Equity-common | CA | $20M | 6K | 0.33 |
| Constellation Software, Inc. (CONSTELLATION SOFTWARE INC) | Derivative-equity | CA | $0 | 6K | – | |
| Contact Energy Ltd. | Long | Equity-common | NZ | $1M | 261K | 0.02 |
| Continental AG | Long | Equity-common | DE | $4M | 65K | 0.07 |
| ConvaTec Group PLC | Long | Equity-common | GB | $2M | 741K | 0.04 |
| Cosmo Energy Holdings Co. Ltd. (Cosmo Energy Holdings Co Ltd) | Long | Equity-common | JP | $3M | 48K | 0.04 |
| Cosmos Pharmaceutical Corp. | Long | Equity-common | JP | $710K | 8K | 0.01 |
| Covestro AG | Long | Equity-common | DE | $6M | 102K | 0.10 |
| Credit Agricole SA | Long | Equity-common | FR | $4M | 261K | 0.07 |
| Credit Saison Co. Ltd. (Credit Saison Co Ltd) | Long | Equity-common | JP | $3M | 112K | 0.04 |
| CRH PLC | Long | Equity-common | IE | $13M | 151K | 0.21 |
| Croda International PLC | Long | Equity-common | GB | $1M | 23K | 0.02 |
| CSL Ltd. | Long | Equity-common | AU | $14M | 70K | 0.23 |
| CTP NV | Long | Equity-common | NL | $205K | 12K | 0.00 |
| CTS Eventim AG & Co. KGaA (CTS Eventim AG & Co KGaA) | Long | Equity-common | DE | $328K | 4K | 0.01 |
| CyberAgent, Inc. (CyberAgent Inc) | Long | Equity-common | JP | $1M | 166K | 0.02 |
| D'ieteren Group | Long | Equity-common | BE | $1M | 6K | 0.02 |
| Dai Nippon Printing Co. Ltd. (Dai Nippon Printing Co Ltd) | Long | Equity-common | JP | $3M | 81K | 0.04 |
| Dai-ichi Life Holdings, Inc. (Dai-ichi Life Holdings Inc) | Long | Equity-common | JP | $7M | 221K | 0.11 |
| Daicel Corp. | Long | Equity-common | JP | $2M | 195K | 0.03 |
| Daido Steel Co. Ltd. (Daido Steel Co Ltd) | Long | Equity-common | JP | $38K | 4K | 0.00 |
| Daifuku Co. Ltd. (Daifuku Co Ltd) | Long | Equity-common | JP | $2M | 84K | 0.03 |
| Daiichi Sankyo Co. Ltd. (Daiichi Sankyo Co Ltd) | Long | Equity-common | JP | $9M | 218K | 0.15 |
| Daikin Industries Ltd. | Long | Equity-common | JP | $10M | 68K | 0.16 |
| Daimler Truck Holding AG | Long | Equity-common | DE | $9M | 245K | 0.16 |
| Daito Trust Construction Co. Ltd. (Daito Trust Construction Co Ltd) | Long | Equity-common | JP | $3M | 26K | 0.05 |
| Daiwa House Industry Co. Ltd. (Daiwa House Industry Co Ltd) | Long | Equity-common | JP | $6M | 229K | 0.11 |
| Daiwa Securities Group, Inc. (Daiwa Securities Group Inc) | Long | Equity-common | JP | $4M | 513K | 0.07 |
| Danone SA | Long | Equity-common | FR | $12M | 179K | 0.19 |
| Danske Bank AS (Danske Bank A/S) | Long | Equity-common | DK | $8M | 264K | 0.13 |
| Dassault Aviation SA | Long | Equity-common | FR | $2M | 10K | 0.03 |
| Dassault Systemes SE | Long | Equity-common | FR | $3M | 71K | 0.04 |
| Davide Campari-Milano NV | Long | Equity-common | NL | $608K | 67K | 0.01 |
| DBS Group Holdings Ltd. | Long | Equity-common | SG | $15M | 543K | 0.25 |
| DCC PLC | Long | Equity-common | IE | $4M | 54K | 0.06 |
| Delek Group Ltd. | Long | Equity-common | IL | $656K | 6K | 0.01 |
| Demant AS (Demant A/S) | Long | Equity-common | DK | $2M | 61K | 0.04 |
| Denso Corp. | Long | Equity-common | JP | $7M | 406K | 0.11 |
| Dentsu Group, Inc. (Dentsu Group Inc) | Long | Equity-common | JP | $2M | 81K | 0.04 |
| Dentsu Soken, Inc. (Dentsu Soken Inc) | Long | Equity-common | JP | $342K | 9K | 0.01 |
| Descartes Systems Group, Inc. (Descartes Systems Group Inc/The) | Long | Equity-common | CA | $2M | 16K | 0.03 |
| Descartes Systems Group, Inc. (Descartes Systems Group Inc/The) | Long | Equity-common | CA | $806K | 8K | 0.01 |
| Deutsche Bank AG | Long | Equity-common | DE | $11M | 724K | 0.19 |
| Deutsche Bank AG | Long | Equity-common | DE | $290K | 19K | 0.00 |
| Deutsche Boerse AG | Long | Equity-common | DE | $15M | 74K | 0.25 |
| Deutsche Lufthansa AG | Long | Equity-common | DE | $2M | 347K | 0.04 |
| Deutsche Post AG | Long | Equity-common | DE | $16M | 357K | 0.26 |
| Deutsche Telekom AG | Long | Equity-common | DE | $34M | 1M | 0.56 |
| Deutsche Wohnen SE | Long | Equity-common | DE | $130K | 7K | 0.00 |
| Dexerials Corp. | Long | Equity-common | JP | $1M | 21K | 0.02 |
| DFA Investment Trust Co. (The DFA Investment Trust Company) | Long | Equity-common | US | $186M | 16M | 3.07 |
| DFA Short Term Investment Fund (Dimensional Holdings Inc.) | Long | Short-term investment vehicle | US | $181M | 181M | 3.00 |
| Diageo PLC | Long | Equity-common | GB | $13M | 105K | 0.22 |
| Diageo PLC | Long | Equity-common | GB | $5M | 170K | 0.09 |
| Diploma PLC | Long | Equity-common | GB | $3M | 56K | 0.05 |
| Disco Corp. | Long | Equity-common | JP | $9M | 28K | 0.16 |
| DMG Mori Co. Ltd. (DMG Mori Co Ltd) | Long | Equity-common | JP | $2M | 74K | 0.03 |
| DNB Bank ASA | Long | Equity-common | NO | $5M | 220K | 0.08 |
| Dollarama, Inc. (Dollarama Inc) | Long | Equity-common | CA | $9M | 93K | 0.14 |
| Dowa Holdings Co. Ltd. (Dowa Holdings Co Ltd) | Long | Equity-common | JP | $207K | 6K | 0.00 |
| Dr Ing hc F Porsche AG | Long | Equity-preferred | DE | $2M | 27K | 0.03 |
| DS Smith PLC | Long | Equity-common | GB | $5M | 830K | 0.08 |
| DSM-Firmenich AG | Long | Equity-common | CH | $4M | 28K | 0.06 |
| DSV AS (DSV A/S) | Long | Equity-common | DK | $9M | 49K | 0.15 |
| DWS Group GmbH & Co. KGaA (DWS Group GmbH & Co KGaA) | Long | Equity-common | DE | $57K | 2K | 0.00 |
| E.ON SE | Long | Equity-common | DE | $9M | 656K | 0.15 |
| East Japan Railway Co. | Long | Equity-common | JP | $4M | 209K | 0.07 |
| easyJet PLC | Long | Equity-common | GB | $242K | 42K | 0.00 |
| Ebara Corp. | Long | Equity-common | JP | $3M | 200K | 0.05 |
| EBOS Group Ltd. | Long | Equity-common | NZ | $980K | 46K | 0.02 |
| Edenred SE | Long | Equity-common | FR | $2M | 59K | 0.04 |
| EDP Renovaveis SA | Long | Equity-common | ES | $2M | 118K | 0.03 |
| EDP SA | Long | Equity-common | PT | $4M | 1M | 0.07 |
| Eiffage SA | Long | Equity-common | FR | $6M | 65K | 0.11 |
| Eisai Co. Ltd. (Eisai Co Ltd) | Long | Equity-common | JP | $2M | 43K | 0.03 |
| Elbit Systems Ltd. | Long | Equity-common | IL | $577K | 3K | 0.01 |
| Elbit Systems Ltd. | Long | Equity-common | IL | $329K | 2K | 0.01 |
| Electra Ltd. (Electra Ltd/Israel) | Long | Equity-common | IL | $352K | 961 | 0.01 |
| Electric Power Development Co. Ltd. (Electric Power Development Co Ltd) | Long | Equity-common | JP | $840K | 51K | 0.01 |
| Electrolux AB | Long | Equity-common | SE | $214K | 24K | 0.00 |
| Elekta AB | Long | Equity-common | SE | $44K | 7K | 0.00 |
| Element Fleet Management Corp. | Long | Equity-common | CA | $5M | 268K | 0.08 |
| Elia Group SA (Elia Group SA/NV) | Long | Equity-common | BE | $23K | 222 | 0.00 |
| Elisa OYJ | Long | Equity-common | FI | $202K | 4K | 0.00 |
| Embracer Group AB | Long | Equity-common | SE | $224K | 88K | 0.00 |
| Emera, Inc. (Emera Inc) | Long | Equity-common | CA | $2M | 64K | 0.04 |
| Empire Co. Ltd. (Empire Co Ltd) | Long | Equity-common | CA | $2M | 91K | 0.04 |
| EMS-Chemie Holding AG | Long | Equity-common | CH | $1M | 1K | 0.02 |
| Enbridge, Inc. (Enbridge Inc) | Long | Equity-common | CA | $16M | 417K | 0.26 |
| Enbridge, Inc. (Enbridge Inc) | Long | Equity-common | CA | $1M | 34K | 0.02 |
| Endeavour Group Ltd. (Endeavour Group Ltd/Australia) | Long | Equity-common | AU | $2M | 550K | 0.03 |
| Endeavour Mining PLC | Long | Equity-common | GB | $188K | 9K | 0.00 |
| Endesa SA | Long | Equity-common | ES | $2M | 109K | 0.03 |
| Enel SpA | Long | Equity-common | IT | $18M | 2M | 0.29 |
| ENEOS Holdings, Inc. (ENEOS Holdings Inc) | Long | Equity-common | JP | $7M | 1M | 0.12 |
| Energix-Renewable Energies Ltd. | Long | Equity-common | IL | $319K | 93K | 0.01 |
| Engie SA | Long | Equity-common | FR | $12M | 751K | 0.20 |
| Eni SpA | Long | Equity-common | IT | $13M | 825K | 0.22 |
| Enlight Renewable Energy Ltd. | Long | Equity-common | IL | $265K | 17K | 0.00 |
| Enlight Renewable Energy Ltd. | Long | Equity-common | IL | $82K | 5K | 0.00 |
| Entain PLC | Long | Equity-common | IM | $182K | 25K | 0.00 |
| Entra ASA | Long | Equity-common | NO | $130K | 12K | 0.00 |
| Epiroc AB | Long | Equity-common | SE | $3M | 177K | 0.05 |
| Epiroc AB | Long | Equity-common | SE | $2M | 100K | 0.03 |
| Equinor ASA | Long | Equity-common | NO | $9M | 322K | 0.14 |
| Erste Group Bank AG | Long | Equity-common | AT | $7M | 130K | 0.11 |
| ESR Group Ltd. | Long | Equity-common | KY | $200K | 132K | 0.00 |
| EssilorLuxottica SA | Long | Equity-common | FR | $12M | 54K | 0.21 |
| Essity AB | Long | Equity-common | SE | $4M | 154K | 0.07 |
| Essity AB | Long | Equity-common | SE | $242K | 9K | 0.00 |
| Eurofins Scientific SE | Long | Equity-common | LU | $4M | 67K | 0.07 |
| Euronext NV | Long | Equity-common | NL | $4M | 38K | 0.06 |
| Evolution AB | Long | Equity-common | SE | $4M | 41K | 0.07 |
| Evolution Mining Ltd. | Long | Equity-common | AU | $3M | 1M | 0.05 |
| Evonik Industries AG | Long | Equity-common | DE | $2M | 98K | 0.03 |
| Evraz PLC | Long | Equity-common | GB | $0 | 179K | – |
| EXEO Group, Inc. (EXEO Group Inc) | Long | Equity-common | JP | $738K | 68K | 0.01 |
| Experian PLC | Long | Equity-common | JE | $12M | 247K | 0.19 |
| Fabege AB | Long | Equity-common | SE | $772K | 92K | 0.01 |
| Fairfax Financial Holdings Ltd. | Long | Equity-common | CA | $17M | 15K | 0.29 |
| FANUC Corp. | Long | Equity-common | JP | $3M | 107K | 0.05 |
| Fast Retailing Co. Ltd. (Fast Retailing Co Ltd) | Long | Equity-common | JP | $14M | 53K | 0.24 |
| Fastighets AB Balder | Long | Equity-common | SE | $1M | 140K | 0.02 |
| Fattal Holdings 1998 Ltd. | Long | Equity-common | IL | $363K | 3K | 0.01 |
| Ferrari NV | Long | Equity-common | NL | $15M | 36K | 0.24 |
| Ferrari NV | Long | Equity-common | NL | $27K | 65 | 0.00 |
| Ferrovial SE | Long | Equity-common | NL | $3M | 79K | 0.05 |
| FinecoBank Banca Fineco SpA | Long | Equity-common | IT | $4M | 245K | 0.07 |
| First International Bank Of Israel Ltd. (First International Bank Of Israel Ltd/The) | Long | Equity-common | IL | $1M | 30K | 0.02 |
| First Quantum Minerals Ltd. | Long | Equity-common | CA | $1M | 95K | 0.02 |
| FirstService Corp. | Long | Equity-common | CA | $3M | 19K | 0.05 |
| FirstService Corp. | Long | Equity-common | CA | $691K | 4K | 0.01 |
| Fisher & Paykel Healthcare Corp. Ltd. (Fisher & Paykel Healthcare Corp Ltd) | Long | Equity-common | NZ | $3M | 136K | 0.04 |
| Fletcher Building Ltd. | Long | Equity-common | NZ | $690K | 370K | 0.01 |
| Flight Centre Travel Group Ltd. | Long | Equity-common | AU | $42K | 3K | 0.00 |
| Flutter Entertainment PLC | Long | Equity-common | IE | $7M | 35K | 0.11 |
| Fonterra Co.-operative Group Ltd. (Fonterra Co-operative Group Ltd) | Long | Equity-common | NZ | $52K | 22K | 0.00 |
| Formula Systems 1985 Ltd. | Long | Equity-common | IL | $233K | 3K | 0.00 |
| Fortescue Ltd. | Long | Equity-common | AU | $7M | 599K | 0.12 |
| Fortis, Inc. (Fortis Inc/Canada) | Long | Equity-common | CA | $5M | 110K | 0.08 |
| Fortis, Inc. (Fortis Inc/Canada) | Long | Equity-common | CA | $535K | 13K | 0.01 |
| Fortnox AB | Long | Equity-common | SE | $929K | 150K | 0.02 |
| Fortum OYJ | Long | Equity-common | FI | $3M | 212K | 0.05 |
| Franco-Nevada Corp. | Long | Equity-common | CA | $4M | 31K | 0.07 |
| Frasers Group PLC | Long | Equity-common | GB | $928K | 80K | 0.02 |
| Fresenius Medical Care AG | Long | Equity-common | DE | $4M | 112K | 0.07 |
| Fresenius SE & Co. KGaA (Fresenius SE & Co KGaA) | Long | Equity-common | DE | $7M | 186K | 0.11 |
| Fresnillo PLC | Long | Equity-common | GB | $103K | 14K | 0.00 |
| Frontline PLC | Long | Equity-common | CY | $1M | 53K | 0.02 |
| Fuji Electric Co. Ltd. (Fuji Electric Co Ltd) | Long | Equity-common | JP | $3M | 51K | 0.05 |
| Fuji Media Holdings, Inc. (Fuji Media Holdings Inc) | Long | Equity-common | JP | $289K | 23K | 0.00 |
| Fuji Soft, Inc. (Fuji Soft Inc) | Long | Equity-common | JP | $1M | 23K | 0.02 |
| FUJIFILM Holdings Corp. | Long | Equity-common | JP | $6M | 234K | 0.09 |
| Fujikura Ltd. | Long | Equity-common | JP | $3M | 139K | 0.05 |
| Fujitsu Ltd. | Long | Equity-common | JP | $9M | 481K | 0.14 |
| Fukuoka Financial Group, Inc. (Fukuoka Financial Group Inc) | Long | Equity-common | JP | $2M | 80K | 0.04 |
| Future (Chicago Mercantile Exchange) | Derivative-equity | US | $181K | – | 0.00 | |
| Fuyo General Lease Co. Ltd. (Fuyo General Lease Co Ltd) | Long | Equity-common | JP | $629K | 8K | 0.01 |
| Galaxy Entertainment Group Ltd. | Long | Equity-common | HK | $1M | 325K | 0.02 |
| Galp Energia SGPS SA | Long | Equity-common | PT | $8M | 372K | 0.13 |
| Gav-Yam Lands Corp. Ltd. (Gav-Yam Lands Corp Ltd) | Long | Equity-common | IL | $104K | 14K | 0.00 |
| GEA Group AG | Long | Equity-common | DE | $423K | 10K | 0.01 |
| Geberit AG | Long | Equity-common | CH | $7M | 11K | 0.12 |
| Generali | Long | Equity-common | IT | $5M | 198K | 0.08 |
| Genesis Energy Ltd. | Long | Equity-common | NZ | $160K | 122K | 0.00 |
| Genmab AS (Genmab A/S) | Long | Equity-common | DK | $6M | 20K | 0.09 |
| Genmab AS (Genmab A/S) | Long | Equity-common | DK | $29K | 1K | 0.00 |
| Genting Singapore Ltd. | Long | Equity-common | SG | $759K | 1M | 0.01 |
| George Weston Ltd. | Long | Equity-common | CA | $3M | 22K | 0.06 |
| Getinge AB | Long | Equity-common | SE | $2M | 79K | 0.03 |
| Getlink SE | Long | Equity-common | FR | $3M | 181K | 0.05 |
| GFL Environmental, Inc. (GFL Environmental Inc) | Long | Equity-common | CA | $3M | 69K | 0.04 |
| Gildan Activewear, Inc. (Gildan Activewear Inc) | Long | Equity-common | CA | $4M | 99K | 0.07 |
| Givaudan SA | Long | Equity-common | CH | $10M | 2K | 0.16 |
| Gjensidige Forsikring ASA | Long | Equity-common | NO | $610K | 36K | 0.01 |
| Glencore PLC | Long | Equity-common | JE | $18M | 3M | 0.29 |
| GMO Payment Gateway, Inc. (GMO Payment Gateway Inc) | Long | Equity-common | JP | $877K | 15K | 0.01 |
| Golar LNG Ltd. | Long | Equity-common | BM | $241K | 7K | 0.00 |
| Golden Ocean Group Ltd. | Long | Equity-common | BM | $844K | 68K | 0.01 |
| Goldwin, Inc. (Goldwin Inc) | Long | Equity-common | JP | $425K | 7K | 0.01 |
| Great-West Lifeco, Inc. (Great-West Lifeco Inc) | Long | Equity-common | CA | $4M | 134K | 0.07 |
| GSK PLC | Long | Equity-common | GB | $14M | 354K | 0.23 |
| GSK PLC | Long | Equity-common | GB | $12M | 612K | 0.20 |
| Gunma Bank Ltd. (Gunma Bank Ltd/The) | Long | Equity-common | JP | $803K | 118K | 0.01 |
| H & M Hennes & Mauritz AB | Long | Equity-common | SE | $3M | 175K | 0.05 |
| H Lundbeck AS (H Lundbeck A/S) | Long | Equity-common | DK | $13K | 2K | 0.00 |
| Hachijuni Bank Ltd. (Hachijuni Bank Ltd/The) | Long | Equity-common | JP | $1M | 191K | 0.02 |
| Hafnia Ltd. | Long | Equity-common | BM | $1M | 151K | 0.02 |
| Hakuhodo DY Holdings, Inc. (Hakuhodo DY Holdings Inc) | Long | Equity-common | JP | $1M | 136K | 0.02 |
| Haleon PLC | Long | Equity-common | GB | $4M | 909K | 0.07 |
| Haleon PLC | Long | Equity-common | GB | $3M | 300K | 0.05 |
| Halma PLC | Long | Equity-common | GB | $3M | 93K | 0.05 |
| Hamamatsu Photonics KK | Long | Equity-common | JP | $1M | 47K | 0.02 |
| Hang Seng Bank Ltd. | Long | Equity-common | HK | $2M | 184K | 0.04 |
| Hankyu Hanshin Holdings, Inc. (Hankyu Hanshin Holdings Inc) | Long | Equity-common | JP | $3M | 90K | 0.04 |
| Hannover Rueck SE | Long | Equity-common | DE | $5M | 19K | 0.08 |
| Hapag-Lloyd AG | Long | Equity-common | DE | $2M | 11K | 0.03 |
| Harel Insurance Investments & Financial Services Ltd. | Long | Equity-common | IL | $1M | 116K | 0.02 |
| Hargreaves Lansdown PLC | Long | Equity-common | GB | $2M | 146K | 0.03 |
| Harmonic Drive Systems, Inc. (Harmonic Drive Systems Inc) | Long | Equity-common | JP | $442K | 16K | 0.01 |
| Harvey Norman Holdings Ltd. | Long | Equity-common | AU | $1M | 414K | 0.02 |
| Haseko Corp. | Long | Equity-common | JP | $2M | 195K | 0.04 |
| Heidelberg Materials AG | Long | Equity-common | DE | $8M | 78K | 0.13 |
| Heineken NV | Long | Equity-common | NL | $6M | 66K | 0.10 |
| Hella GmbH & Co. KGaA (Hella GmbH & Co KGaA) | Long | Equity-common | DE | $388K | 4K | 0.01 |
| Hemnet Group AB | Long | Equity-common | SE | $1M | 33K | 0.02 |
| Henderson Land Development Co. Ltd. (Henderson Land Development Co Ltd) | Long | Equity-common | HK | $2M | 573K | 0.03 |
| Henkel AG & Co. KGaA (Henkel AG & Co KGaA) | Long | Equity-preferred | DE | $6M | 65K | 0.09 |
| Henkel AG & Co. KGaA (Henkel AG & Co KGaA) | Long | Equity-common | DE | $3M | 39K | 0.05 |
| Hermes International SCA | Long | Equity-common | FR | $20M | 9K | 0.34 |
| Hexagon AB | Long | Equity-common | SE | $4M | 360K | 0.06 |
| Hexpol AB | Long | Equity-common | SE | $1M | 105K | 0.02 |
| Hikari Tsushin, Inc. (Hikari Tsushin Inc) | Long | Equity-common | JP | $1M | 7K | 0.02 |
| Hikma Pharmaceuticals PLC | Long | Equity-common | GB | $42K | 2K | 0.00 |
| Hilan Ltd. | Long | Equity-common | IL | $409K | 8K | 0.01 |
| Hirose Electric Co. Ltd. (Hirose Electric Co Ltd) | Long | Equity-common | JP | $2M | 15K | 0.03 |
| Hisamitsu Pharmaceutical Co., Inc. (Hisamitsu Pharmaceutical Co Inc) | Long | Equity-common | JP | $251K | 9K | 0.00 |
| Hiscox Ltd. | Long | Equity-common | BM | $676K | 41K | 0.01 |
| Hitachi Construction Machinery Co. Ltd. (Hitachi Construction Machinery Co Ltd) | Long | Equity-common | JP | $2M | 65K | 0.03 |
| Hitachi Ltd. | Long | Equity-common | JP | $30M | 1M | 0.50 |
| HK Electric Investments & HK Electric Investments Ltd. | Long | Equity-common | XX | $562K | 831K | 0.01 |
| HKT Trust & HKT Ltd. | Long | Equity-common | KY | $4M | 3M | 0.06 |
| HOCHTIEF AG | Long | Equity-common | DE | $766K | 6K | 0.01 |
| Hoegh Autoliners ASA | Long | Equity-common | NO | $441K | 40K | 0.01 |
| Holcim AG | Long | Equity-common | CH | $13M | 144K | 0.22 |
| Holcim AG | Long | Equity-common | CH | $3M | 29K | 0.05 |
| Holmen AB | Long | Equity-common | SE | $1M | 31K | 0.02 |
| Honda Motor Co. Ltd. (Honda Motor Co Ltd) | Long | Equity-common | JP | $13M | 1M | 0.22 |
| Honda Motor Co. Ltd. (Honda Motor Co Ltd) | Long | Equity-common | JP | $429K | 13K | 0.01 |
| Hong Kong & China Gas Co. Ltd. (Hong Kong & China Gas Co Ltd) | Long | Equity-common | HK | $3M | 4M | 0.05 |
| Hong Kong Exchanges & Clearing Ltd. | Long | Equity-common | HK | $10M | 349K | 0.17 |
| Hongkong Land Holdings Ltd. | Long | Equity-common | BM | $1M | 443K | 0.02 |
| Horiba Ltd. | Long | Equity-common | JP | $2M | 26K | 0.03 |
| Hoshizaki Corp. | Long | Equity-common | JP | $819K | 26K | 0.01 |
| Howden Joinery Group PLC | Long | Equity-common | GB | $4M | 354K | 0.07 |
| Hoya Corp. | Long | Equity-common | JP | $13M | 107K | 0.22 |
| HSBC Holdings PLC | Long | Equity-common | GB | $23M | 520K | 0.39 |
| HSBC Holdings PLC | Long | Equity-common | GB | $13M | 1M | 0.21 |
| Hufvudstaden AB | Long | Equity-common | SE | $384K | 32K | 0.01 |
| Hulic Co. Ltd. (Hulic Co Ltd) | Long | Equity-common | JP | $2M | 183K | 0.03 |
| Husqvarna AB | Long | Equity-common | SE | $1M | 165K | 0.02 |
| Husqvarna AB | Long | Equity-common | SE | $86K | 13K | 0.00 |
| Hydro One Ltd. | Long | Equity-common | CA | $3M | 107K | 0.06 |
| iA Financial Corp., Inc. (iA Financial Corp Inc) | Long | Equity-common | CA | $5M | 74K | 0.08 |
| Iberdrola SA | Long | Equity-common | ES | $15M | 1M | 0.24 |
| Ibiden Co. Ltd. (Ibiden Co Ltd) | Long | Equity-common | JP | $2M | 47K | 0.03 |
| ICL Group Ltd. | Long | Equity-common | IL | $955K | 228K | 0.02 |
| Idemitsu Kosan Co. Ltd. (Idemitsu Kosan Co Ltd) | Long | Equity-common | JP | $4M | 613K | 0.07 |
| IDP Education Ltd. | Long | Equity-common | AU | $69K | 7K | 0.00 |
| IGM Financial, Inc. (IGM Financial Inc) | Long | Equity-common | CA | $802K | 28K | 0.01 |
| IHI Corp. | Long | Equity-common | JP | $2M | 60K | 0.04 |
| Iida Group Holdings Co. Ltd. (Iida Group Holdings Co Ltd) | Long | Equity-common | JP | $1M | 74K | 0.02 |
| IMCD NV | Long | Equity-common | NL | $510K | 4K | 0.01 |
| IMI PLC | Long | Equity-common | GB | $328K | 13K | 0.01 |
| Imperial Brands PLC | Long | Equity-common | GB | $10M | 377K | 0.17 |
| Imperial Oil Ltd. | Long | Equity-common | CA | $5M | 66K | 0.08 |
| Incitec Pivot Ltd. | Long | Equity-common | AU | $2M | 993K | 0.03 |
| Industria de Diseno Textil SA | Long | Equity-common | ES | $16M | 322K | 0.26 |
| Indutrade AB | Long | Equity-common | SE | $3M | 89K | 0.04 |
| Infineon Technologies AG | Long | Equity-common | DE | $15M | 427K | 0.24 |
| Informa PLC | Long | Equity-common | GB | $5M | 432K | 0.08 |
| Infrastrutture Wireless Italiane SpA | Long | Equity-common | IT | $1M | 91K | 0.02 |
| Infratil Ltd. | Long | Equity-common | NZ | $1M | 210K | 0.02 |
| INFRONEER Holdings, Inc. (INFRONEER Holdings Inc) | Long | Equity-common | JP | $1M | 151K | 0.02 |
| ING Groep NV | Long | Equity-common | NL | $15M | 811K | 0.24 |
| Inpex Corp. | Long | Equity-common | JP | $6M | 417K | 0.11 |
| InPost SA | Long | Equity-common | LU | $218K | 13K | 0.00 |
| Insurance Australia Group Ltd. | Long | Equity-common | AU | $7M | 1M | 0.11 |
| Intact Financial Corp. | Long | Equity-common | CA | $9M | 50K | 0.15 |
| InterContinental Hotels Group PLC | Long | Equity-common | GB | $6M | 56K | 0.09 |
| InterContinental Hotels Group PLC | Long | Equity-common | GB | $124K | 1K | 0.00 |
| Intermediate Capital Group PLC | Long | Equity-common | GB | $4M | 148K | 0.07 |
| International Consolidated Airlines Group SA | Long | Equity-common | ES | $256K | 120K | 0.00 |
| Internet Initiative Japan, Inc. (Internet Initiative Japan Inc) | Long | Equity-common | JP | $832K | 49K | 0.01 |
| Intertek Group PLC | Long | Equity-common | GB | $5M | 72K | 0.08 |
| Intesa Sanpaolo SpA | Long | Equity-common | IT | $13M | 3M | 0.22 |
| Investec PLC | Long | Equity-common | GB | $2M | 281K | 0.04 |
| Ipsen SA | Long | Equity-common | FR | $3M | 27K | 0.05 |
| Isetan Mitsukoshi Holdings Ltd. | Long | Equity-common | JP | $3M | 138K | 0.05 |
| Israel Canada T.R Ltd. | Long | Equity-common | IL | $118K | 33K | 0.00 |
| Israel Discount Bank Ltd. | Long | Equity-common | IL | $3M | 670K | 0.06 |
| Isuzu Motors Ltd. | Long | Equity-common | JP | $6M | 424K | 0.09 |
| Ito En Ltd. | Long | Equity-common | JP | $43K | 2K | 0.00 |
| ITOCHU Corp. | Long | Equity-common | JP | $13M | 244K | 0.21 |
| Ivanhoe Mines Ltd. | Long | Equity-common | CA | $2M | 134K | 0.03 |
| Iwatani Corp. | Long | Equity-common | JP | $2M | 34K | 0.04 |
| Iyogin Holdings, Inc. (Iyogin Holdings Inc) | Long | Equity-common | JP | $299K | 30K | 0.00 |
| J Front Retailing Co. Ltd. (J Front Retailing Co Ltd) | Long | Equity-common | JP | $2M | 161K | 0.03 |
| J Sainsbury PLC | Long | Equity-common | GB | $3M | 923K | 0.05 |
| James Hardie Industries PLC | Long | Equity-common | IE | $5M | 127K | 0.08 |
| Japan Airlines Co. Ltd. (Japan Airlines Co Ltd) | Long | Equity-common | JP | $1M | 86K | 0.02 |
| Japan Airport Terminal Co. Ltd. (Japan Airport Terminal Co Ltd) | Long | Equity-common | JP | $920K | 25K | 0.02 |
| Japan Exchange Group, Inc. (Japan Exchange Group Inc) | Long | Equity-common | JP | $4M | 166K | 0.06 |
| Japan Petroleum Exploration Co. Ltd. (Japan Petroleum Exploration Co Ltd) | Long | Equity-common | JP | $231K | 6K | 0.00 |
| Japan Post Bank Co. Ltd. (Japan Post Bank Co Ltd) | Long | Equity-common | JP | $2M | 157K | 0.03 |
| Japan Post Holdings Co. Ltd. (Japan Post Holdings Co Ltd) | Long | Equity-common | JP | $5M | 491K | 0.09 |
| Japan Post Insurance Co. Ltd. (Japan Post Insurance Co Ltd) | Long | Equity-common | JP | $1M | 66K | 0.02 |
| Japan Tobacco, Inc. (Japan Tobacco Inc) | Long | Equity-common | JP | $11M | 358K | 0.17 |
| Jardine Cycle & Carriage Ltd. | Long | Equity-common | SG | $1M | 75K | 0.02 |
| JB Hi-Fi Ltd. | Long | Equity-common | AU | $4M | 88K | 0.07 |
| JD Sports Fashion PLC | Long | Equity-common | GB | $2M | 985K | 0.03 |
| JDE Peet's NV | Long | Equity-common | NL | $871K | 40K | 0.01 |
| Jeronimo Martins SGPS SA | Long | Equity-common | PT | $1M | 75K | 0.02 |
| JFE Holdings, Inc. (JFE Holdings Inc) | Long | Equity-common | JP | $5M | 327K | 0.08 |
| Julius Baer Group Ltd. | Long | Equity-common | CH | $5M | 93K | 0.08 |
| Kadokawa Corp. | Long | Equity-common | JP | $566K | 31K | 0.01 |
| Kagome Co. Ltd. (Kagome Co Ltd) | Long | Equity-common | JP | $138K | 6K | 0.00 |
| Kajima Corp. | Long | Equity-common | JP | $3M | 167K | 0.05 |
| Kakaku.com, Inc. (Kakaku.com Inc) | Long | Equity-common | JP | $737K | 53K | 0.01 |
| Kamigumi Co. Ltd. (Kamigumi Co Ltd) | Long | Equity-common | JP | $105K | 5K | 0.00 |
| Kansai Electric Power Co., Inc. (Kansai Electric Power Co Inc/The) | Long | Equity-common | JP | $4M | 244K | 0.07 |
| Kansai Paint Co. Ltd. (Kansai Paint Co Ltd) | Long | Equity-common | JP | $956K | 58K | 0.02 |
| Kao Corp. | Long | Equity-common | JP | $4M | 102K | 0.07 |
| Kawasaki Heavy Industries Ltd. | Long | Equity-common | JP | $3M | 73K | 0.04 |
| Kawasaki Kisen Kaisha Ltd. | Long | Equity-common | JP | $3M | 172K | 0.04 |
| KBC Group NV | Long | Equity-common | BE | $14M | 175K | 0.22 |
| KDDI Corp. | Long | Equity-common | JP | $16M | 540K | 0.27 |
| Keihan Holdings Co. Ltd. (Keihan Holdings Co Ltd) | Long | Equity-common | JP | $92K | 5K | 0.00 |
| Keio Corp. | Long | Equity-common | JP | $846K | 34K | 0.01 |
| Keisei Electric Railway Co. Ltd. (Keisei Electric Railway Co Ltd) | Long | Equity-common | JP | $1M | 41K | 0.02 |
| Kenon Holdings Ltd. (Kenon Holdings Ltd/Singapore) | Long | Equity-common | SG | $100K | 4K | 0.00 |
| Keppel Ltd. | Long | Equity-common | SG | $2M | 498K | 0.04 |
| Kering SA | Long | Equity-common | FR | $7M | 22K | 0.11 |
| Kerry Group PLC | Long | Equity-common | IE | $3M | 30K | 0.05 |
| Kerry Group PLC | Long | Equity-common | IE | $2M | 18K | 0.03 |
| Kesko OYJ | Long | Equity-common | FI | $843K | 45K | 0.01 |
| Kewpie Corp. | Long | Equity-common | JP | $1M | 53K | 0.02 |
| Keyence Corp. | Long | Equity-common | JP | $13M | 29K | 0.21 |
| Keyera Corp. | Long | Equity-common | CA | $4M | 126K | 0.06 |
| Kikkoman Corp. | Long | Equity-common | JP | $2M | 124K | 0.03 |
| Kinden Corp. | Long | Equity-common | JP | $1M | 66K | 0.02 |
| Kindred Group PLC | Long | Equity-common | MT | $395K | 33K | 0.01 |
| Kingfisher PLC | Long | Equity-common | GB | $152K | 43K | 0.00 |
| Kingspan Group PLC | Long | Equity-common | IE | $5M | 52K | 0.08 |
| Kinross Gold Corp. | Long | Equity-common | CA | $7M | 749K | 0.11 |
| Kinross Gold Corp. | Long | Equity-common | CA | $4M | 473K | 0.07 |
| Kintetsu Group Holdings Co. Ltd. (Kintetsu Group Holdings Co Ltd) | Long | Equity-common | JP | $1M | 59K | 0.02 |
| Kirin Holdings Co. Ltd. (Kirin Holdings Co Ltd) | Long | Equity-common | JP | $3M | 201K | 0.05 |
| Knorr-Bremse AG | Long | Equity-common | DE | $3M | 34K | 0.04 |
| Kobayashi Pharmaceutical Co. Ltd. (Kobayashi Pharmaceutical Co Ltd) | Long | Equity-common | JP | $660K | 16K | 0.01 |
| Kobe Bussan Co. Ltd. (Kobe Bussan Co Ltd) | Long | Equity-common | JP | $1M | 48K | 0.02 |
| Kobe Steel Ltd. | Long | Equity-common | JP | $3M | 260K | 0.05 |
| Koei Tecmo Holdings Co. Ltd. (Koei Tecmo Holdings Co Ltd) | Long | Equity-common | JP | $419K | 43K | 0.01 |
| Koito Manufacturing Co. Ltd. (Koito Manufacturing Co Ltd) | Long | Equity-common | JP | $1M | 99K | 0.02 |
| Komatsu Ltd. | Long | Equity-common | JP | $8M | 299K | 0.14 |
| Konami Group Corp. | Long | Equity-common | JP | $2M | 28K | 0.04 |
| Kone OYJ | Long | Equity-common | FI | $5M | 99K | 0.08 |
| Kongsberg Gruppen ASA | Long | Equity-common | NO | $2M | 18K | 0.03 |
| Koninklijke Ahold Delhaize NV | Long | Equity-common | NL | $15M | 478K | 0.25 |
| Koninklijke KPN NV | Long | Equity-common | NL | $8M | 2M | 0.13 |
| Koninklijke Philips NV | Long | Equity-common | NL | $5M | 180K | 0.08 |
| Koninklijke Philips NV | Long | Equity-common | NL | $5M | 175K | 0.08 |
| Kose Corp. | Long | Equity-common | JP | $590K | 9K | 0.01 |
| Kubota Corp. | Long | Equity-common | JP | $3M | 226K | 0.05 |
| Kuehne & Nagel International AG (Kuehne + Nagel International AG) | Long | Equity-common | CH | $5M | 17K | 0.09 |
| Kuraray Co. Ltd. (Kuraray Co Ltd) | Long | Equity-common | JP | $3M | 222K | 0.04 |
| Kurita Water Industries Ltd. | Long | Equity-common | JP | $2M | 50K | 0.04 |
| Kyocera Corp. | Long | Equity-common | JP | $5M | 374K | 0.08 |
| Kyoto Financial Group, Inc. (Kyoto Financial Group Inc) | Long | Equity-common | JP | $2M | 111K | 0.03 |
| Kyowa Kirin Co. Ltd. (Kyowa Kirin Co Ltd) | Long | Equity-common | JP | $2M | 84K | 0.03 |
| Kyudenko Corp. | Long | Equity-common | JP | $1M | 22K | 0.02 |
| Kyushu Electric Power Co., Inc. (Kyushu Electric Power Co Inc) | Long | Equity-common | JP | $2M | 144K | 0.03 |
| Kyushu Financial Group, Inc. (Kyushu Financial Group Inc) | Long | Equity-common | JP | $1M | 170K | 0.02 |
| Kyushu Railway Co. | Long | Equity-common | JP | $1M | 46K | 0.02 |
| L'Occitane International SA | Long | Equity-common | LU | $172K | 40K | 0.00 |
| L'Oreal SA | Long | Equity-common | FR | $23M | 54K | 0.39 |
| Lagercrantz Group AB | Long | Equity-common | SE | $2M | 112K | 0.03 |
| Lasertec Corp. | Long | Equity-common | JP | $5M | 29K | 0.08 |
| Legal & General Group PLC | Long | Equity-common | GB | $6M | 2M | 0.10 |
| Legrand SA | Long | Equity-common | FR | $10M | 92K | 0.16 |
| Leonardo SpA | Long | Equity-common | IT | $4M | 171K | 0.07 |
| Leroy Seafood Group ASA | Long | Equity-common | NO | $433K | 100K | 0.01 |
| Lifco AB | Long | Equity-common | SE | $2M | 51K | 0.02 |
| Lion Corp. | Long | Equity-common | JP | $121K | 14K | 0.00 |
| Lixil Corp. | Long | Equity-common | JP | $2M | 178K | 0.03 |
| Lloyds Banking Group PLC | Long | Equity-common | GB | $13M | 17M | 0.22 |
| Lloyds Banking Group PLC | Long | Equity-common | GB | $3M | 1M | 0.05 |
| Loblaw Cos. Ltd. (Loblaw Cos Ltd) | Long | Equity-common | CA | $7M | 57K | 0.12 |
| Logitech International SA | Long | Equity-common | CH | $4M | 39K | 0.06 |
| Logitech International SA | Long | Equity-common | CH | $1M | 14K | 0.02 |
| London Stock Exchange Group PLC | Long | Equity-common | GB | $9M | 77K | 0.15 |
| Lonza Group AG | Long | Equity-common | CH | $16M | 24K | 0.27 |
| Lottery Corp. Ltd. (Lottery Corp Ltd/The) | Long | Equity-common | AU | $2M | 755K | 0.04 |
| Lotus Bakeries NV | Long | Equity-common | BE | $619K | 57 | 0.01 |
| Lundin Mining Corp. | Long | Equity-common | CA | $4M | 441K | 0.07 |
| LVMH Moet Hennessy Louis Vuitton SE | Long | Equity-common | FR | $57M | 80K | 0.94 |
| LY Corp. | Long | Equity-common | JP | $2M | 609K | 0.03 |
| Lynas Rare Earths Ltd. | Long | Equity-common | AU | $857K | 210K | 0.01 |
| M&G PLC | Long | Equity-common | GB | $2M | 685K | 0.03 |
| M3, Inc. (M3 Inc) | Long | Equity-common | JP | $1M | 137K | 0.02 |
| Macnica Holdings, Inc. (Macnica Holdings Inc) | Long | Equity-common | JP | $1M | 30K | 0.02 |
| Macquarie Group Ltd. | Long | Equity-common | AU | $10M | 70K | 0.16 |
| Magna International, Inc. (Magna International Inc) | Long | Equity-common | CA | $8M | 170K | 0.12 |
| Mainfreight Ltd. | Long | Equity-common | NZ | $1M | 29K | 0.02 |
| Makita Corp. | Long | Equity-common | JP | $3M | 79K | 0.04 |
| Manulife Financial Corp. | Long | Equity-common | CA | $8M | 288K | 0.13 |
| Manulife Financial Corp. | Long | Equity-common | CA | $3M | 97K | 0.04 |
| Mapfre SA | Long | Equity-common | ES | $773K | 319K | 0.01 |
| Marks & Spencer Group PLC | Long | Equity-common | GB | $8M | 2M | 0.14 |
| Marubeni Corp. | Long | Equity-common | JP | $5M | 272K | 0.08 |
| Marui Group Co. Ltd. (Marui Group Co Ltd) | Long | Equity-common | JP | $1M | 91K | 0.02 |
| Maruichi Steel Tube Ltd. | Long | Equity-common | JP | $71K | 3K | 0.00 |
| Maruwa Co. Ltd. (Maruwa Co Ltd/Aichi) | Long | Equity-common | JP | $964K | 4K | 0.02 |
| Matrix IT Ltd. | Long | Equity-common | IL | $429K | 22K | 0.01 |
| MatsukiyoCocokara & Co. | Long | Equity-common | JP | $2M | 99K | 0.03 |
| Mazda Motor Corp. | Long | Equity-common | JP | $3M | 346K | 0.05 |
| McDonald's Holdings Co. Japan Ltd. (McDonald's Holdings Co Japan Ltd) | Long | Equity-common | JP | $1M | 26K | 0.02 |
| Mebuki Financial Group, Inc. (Mebuki Financial Group Inc) | Long | Equity-common | JP | $2M | 513K | 0.04 |
| Medibank Pvt Ltd. | Long | Equity-common | AU | $2M | 810K | 0.03 |
| Medicover AB | Long | Equity-common | SE | $283K | 16K | 0.00 |
| Mediobanca Banca di Credito Finanziario SpA | Long | Equity-common | IT | $4M | 236K | 0.06 |
| Medipal Holdings Corp. | Long | Equity-common | JP | $2M | 89K | 0.03 |
| MEG Energy Corp. | Long | Equity-common | CA | $4M | 171K | 0.06 |
| MEIJI Holdings Co. Ltd. (MEIJI Holdings Co Ltd) | Long | Equity-common | JP | $3M | 105K | 0.04 |
| Melisron Ltd. | Long | Equity-common | IL | $484K | 7K | 0.01 |
| Melrose Industries PLC | Long | Equity-common | GB | $5M | 672K | 0.08 |
| Menora Mivtachim Holdings Ltd. | Long | Equity-common | IL | $274K | 11K | 0.00 |
| Mercari, Inc. (Mercari Inc) | Long | Equity-common | JP | $381K | 25K | 0.01 |
| Mercedes-Benz Group AG | Long | Equity-common | DE | $21M | 315K | 0.34 |
| Merck KGaA | Long | Equity-common | DE | $4M | 25K | 0.07 |
| Mercury NZ Ltd. | Long | Equity-common | NZ | $623K | 152K | 0.01 |
| Meridian Energy Ltd. | Long | Equity-common | NZ | $1M | 281K | 0.02 |
| Metro, Inc. (Metro Inc/CN) | Long | Equity-common | CA | $6M | 95K | 0.09 |
| Metso OYJ | Long | Equity-common | FI | $2M | 220K | 0.04 |
| MGM China Holdings Ltd. | Long | Equity-common | KY | $249K | 171K | 0.00 |
| Migdal Insurance & Financial Holdings Ltd. | Long | Equity-common | IL | $200K | 168K | 0.00 |
| Millicom International Cellular SA | Long | Equity-common | LU | $2M | 99K | 0.04 |
| Minebea Mitsumi, Inc. (MINEBEA MITSUMI Inc) | Long | Equity-common | JP | $4M | 166K | 0.07 |
| Mineral Resources Ltd. | Long | Equity-common | AU | $2M | 57K | 0.03 |
| MISUMI Group, Inc. (MISUMI Group Inc) | Long | Equity-common | JP | $2M | 120K | 0.04 |
| Mitsubishi Chemical Group Corp. | Long | Equity-common | JP | $5M | 866K | 0.08 |
| Mitsubishi Corp. | Long | Equity-common | JP | $15M | 740K | 0.25 |
| Mitsubishi Electric Corp. | Long | Equity-common | JP | $7M | 420K | 0.12 |
| Mitsubishi Estate Co. Ltd. (Mitsubishi Estate Co Ltd) | Long | Equity-common | JP | $4M | 220K | 0.06 |
| Mitsubishi Gas Chemical Co., Inc. (Mitsubishi Gas Chemical Co Inc) | Long | Equity-common | JP | $2M | 88K | 0.03 |
| Mitsubishi HC Capital, Inc. (Mitsubishi HC Capital Inc) | Long | Equity-common | JP | $4M | 614K | 0.07 |
| Mitsubishi Heavy Industries Ltd. | Long | Equity-common | JP | $10M | 807K | 0.16 |
| Mitsubishi Logistics Corp. | Long | Equity-common | JP | $1M | 29K | 0.02 |
| Mitsubishi Motors Corp. | Long | Equity-common | JP | $1M | 456K | 0.02 |
| Mitsubishi UFJ Financial Group, Inc. (Mitsubishi UFJ Financial Group Inc) | Long | Equity-common | JP | $18M | 2M | 0.30 |
| Mitsubishi UFJ Financial Group, Inc. (Mitsubishi UFJ Financial Group Inc) | Long | Equity-common | JP | $10M | 859K | 0.17 |
| Mitsui & Co. Ltd. (Mitsui & Co Ltd) | Long | Equity-common | JP | $13M | 544K | 0.21 |
| Mitsui & Co. Ltd. (Mitsui & Co Ltd) | Long | Equity-common | JP | $746K | 2K | 0.01 |
| Mitsui Chemicals, Inc. (Mitsui Chemicals Inc) | Long | Equity-common | JP | $3M | 111K | 0.05 |
| Mitsui Fudosan Co. Ltd. (Mitsui Fudosan Co Ltd) | Long | Equity-common | JP | $6M | 533K | 0.09 |
| Mitsui OSK Lines Ltd. | Long | Equity-common | JP | $4M | 118K | 0.06 |
| Miura Co. Ltd. (Miura Co Ltd) | Long | Equity-common | JP | $332K | 14K | 0.01 |
| Mivne Real Estate KD Ltd. | Long | Equity-common | IL | $406K | 176K | 0.01 |
| Mizrahi Tefahot Bank Ltd. | Long | Equity-common | IL | $2M | 51K | 0.03 |
| Mizuho Financial Group, Inc. (Mizuho Financial Group Inc) | Long | Equity-common | JP | $11M | 502K | 0.19 |
| Moncler SpA | Long | Equity-common | IT | $3M | 44K | 0.04 |
| Mondi PLC | Long | Equity-common | GB | $4M | 204K | 0.07 |
| MonotaRO Co. Ltd. (MonotaRO Co Ltd) | Long | Equity-common | JP | $1M | 74K | 0.02 |
| Mowi ASA | Long | Equity-common | NO | $1M | 83K | 0.02 |
| MS&AD Insurance Group Holdings, Inc. (MS&AD Insurance Group Holdings Inc) | Long | Equity-common | JP | $7M | 280K | 0.11 |
| MTR Corp. Ltd. (MTR Corp Ltd) | Long | Equity-common | HK | $1M | 316K | 0.02 |
| MTU Aero Engines AG | Long | Equity-common | DE | $4M | 13K | 0.06 |
| Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen | Long | Equity-common | DE | $20M | 41K | 0.33 |
| Munters Group AB | Long | Equity-common | SE | $2M | 81K | 0.03 |
| Murata Manufacturing Co. Ltd. (Murata Manufacturing Co Ltd) | Long | Equity-common | JP | $10M | 456K | 0.17 |
| Mycronic AB | Long | Equity-common | SE | $1M | 31K | 0.02 |
| Nabtesco Corp. | Long | Equity-common | JP | $582K | 29K | 0.01 |
| Nagoya Railroad Co. Ltd. (Nagoya Railroad Co Ltd) | Long | Equity-common | JP | $54K | 4K | 0.00 |
| Nankai Electric Railway Co. Ltd. (Nankai Electric Railway Co Ltd) | Long | Equity-common | JP | $23K | 1K | 0.00 |
| National Australia Bank Ltd. | Long | Equity-common | AU | $19M | 762K | 0.32 |
| National Bank of Canada | Long | Equity-common | CA | $16M | 195K | 0.27 |
| National Grid PLC | Long | Equity-common | GB | $6M | 94K | 0.10 |
| National Grid PLC | Long | Equity-common | GB | $5M | 386K | 0.08 |
| Naturgy Energy Group SA | Long | Equity-common | ES | $811K | 34K | 0.01 |
| NatWest Group PLC | Long | Equity-common | GB | $8M | 2M | 0.14 |
| NatWest Group PLC | Long | Equity-common | GB | $3M | 276K | 0.04 |
| NEC Corp. | Long | Equity-common | JP | $5M | 53K | 0.08 |
| NEC Networks & System Integration Corp. | Long | Equity-common | JP | $313K | 17K | 0.01 |
| Nemetschek SE | Long | Equity-common | DE | $4M | 37K | 0.06 |
| Neste OYJ | Long | Equity-common | FI | $3M | 140K | 0.05 |
| Nestle SA | Long | Equity-common | CH | $71M | 703K | 1.18 |
| Netwealth Group Ltd. | Long | Equity-common | AU | $1M | 70K | 0.02 |
| Newmont Corp. | Long | Equity-common | US | $2M | 35K | 0.03 |
| Nexi SpA | Long | Equity-common | IT | $167K | 27K | 0.00 |
| Nexon Co. Ltd. (Nexon Co Ltd) | Long | Equity-common | JP | $2M | 82K | 0.03 |
| Next PLC | Long | Equity-common | GB | $4M | 33K | 0.06 |
| NEXTDC Ltd. | Long | Equity-common | AU | $2M | 211K | 0.04 |
| NGK Insulators Ltd. | Long | Equity-common | JP | $2M | 144K | 0.03 |
| NH Foods Ltd. | Long | Equity-common | JP | $2M | 49K | 0.03 |
| NHK Spring Co. Ltd. (NHK Spring Co Ltd) | Long | Equity-common | JP | $785K | 71K | 0.01 |
| Nibe Industrier AB | Long | Equity-common | SE | $1M | 237K | 0.02 |
| Nice Ltd. | Long | Equity-common | IL | $2M | 9K | 0.03 |
| Nichirei Corp. | Long | Equity-common | JP | $2M | 70K | 0.03 |
| NIDEC Corp. | Long | Equity-common | JP | $4M | 85K | 0.06 |
| Nifco, Inc. (Nifco Inc/Japan) | Long | Equity-common | JP | $170K | 7K | 0.00 |
| Nihon Kohden Corp. | Long | Equity-common | JP | $986K | 64K | 0.02 |
| Nikon Corp. | Long | Equity-common | JP | $2M | 148K | 0.03 |
| Nintendo Co. Ltd. (Nintendo Co Ltd) | Long | Equity-common | JP | $14M | 261K | 0.24 |
| Nippon Electric Glass Co. Ltd. (Nippon Electric Glass Co Ltd) | Long | Equity-common | JP | $360K | 15K | 0.01 |
| NIPPON EXPRESS HOLDINGS, Inc. (NIPPON EXPRESS HOLDINGS INC) | Long | Equity-common | JP | $3M | 54K | 0.04 |
| Nippon Paint Holdings Co. Ltd. (Nippon Paint Holdings Co Ltd) | Long | Equity-common | JP | $2M | 281K | 0.03 |
| Nippon Sanso Holdings Corp. | Long | Equity-common | JP | $3M | 83K | 0.04 |
| Nippon Steel Corp. | Long | Equity-common | JP | $7M | 311K | 0.11 |
| Nippon Telegraph & Telephone Corp. | Long | Equity-common | JP | $8M | 7M | 0.12 |
| Nippon Yusen KK | Long | Equity-common | JP | $4M | 123K | 0.07 |
| Nissan Chemical Corp. | Long | Equity-common | JP | $2M | 53K | 0.03 |
| Nissan Motor Co. Ltd. (Nissan Motor Co Ltd) | Long | Equity-common | JP | $3M | 898K | 0.05 |
| Nisshin Seifun Group, Inc. (Nisshin Seifun Group Inc) | Long | Equity-common | JP | $1M | 81K | 0.02 |
| Nissin Foods Holdings Co. Ltd. (Nissin Foods Holdings Co Ltd) | Long | Equity-common | JP | $1M | 46K | 0.02 |
| Niterra Co. Ltd. (Niterra Co Ltd) | Long | Equity-common | JP | $3M | 95K | 0.05 |
| Nitori Holdings Co. Ltd. (Nitori Holdings Co Ltd) | Long | Equity-common | JP | $3M | 24K | 0.05 |
| Nitto Denko Corp. | Long | Equity-common | JP | $6M | 66K | 0.09 |
| NN Group NV | Long | Equity-common | NL | $8M | 162K | 0.13 |
| NOF Corp. | Long | Equity-common | JP | $1M | 101K | 0.02 |
| Nokia OYJ | Long | Equity-common | FI | $6M | 2M | 0.10 |
| Nokia OYJ | Long | Equity-common | FI | $1M | 269K | 0.02 |
| Nokia OYJ | Long | Equity-common | FI | $878K | 224K | 0.01 |
| Nomura Holdings, Inc. (Nomura Holdings Inc) | Long | Equity-common | JP | $3M | 557K | 0.06 |
| Nomura Holdings, Inc. (Nomura Holdings Inc) | Long | Equity-common | JP | $2M | 300K | 0.03 |
| Nomura Real Estate Holdings, Inc. (Nomura Real Estate Holdings Inc) | Long | Equity-common | JP | $2M | 64K | 0.03 |
| Nomura Research Institute Ltd. | Long | Equity-common | JP | $4M | 127K | 0.06 |
| Nordea Bank Abp | Long | Equity-common | FI | $8M | 717K | 0.14 |
| Nordea Bank Abp | Long | Equity-common | FI | $7M | 598K | 0.12 |
| Nordic Semiconductor ASA | Long | Equity-common | NO | $268K | 22K | 0.00 |
| Nordnet AB publ | Long | Equity-common | SE | $982K | 48K | 0.02 |
| Norsk Hydro ASA | Long | Equity-common | NO | $2M | 342K | 0.03 |
| Northern Star Resources Ltd. | Long | Equity-common | AU | $4M | 458K | 0.07 |
| Nova Ltd. | Long | Equity-common | IL | $2M | 9K | 0.03 |
| Novartis AG | Long | Equity-common | CH | $38M | 340K | 0.63 |
| Novartis AG | Long | Equity-common | CH | $32M | 285K | 0.53 |
| Novo Nordisk AS (Novo Nordisk A/S) | Long | Equity-common | DK | $122M | 923K | 2.02 |
| Novonesis (Novozymes) B | Long | Equity-common | DK | $12M | 196K | 0.21 |
| NS Solutions Corp. | Long | Equity-common | JP | $775K | 34K | 0.01 |
| NTT Data Group Corp. | Long | Equity-common | JP | $3M | 196K | 0.05 |
| Nutrien Ltd. | Long | Equity-common | CA | $10M | 204K | 0.17 |
| Nutrien Ltd. | Long | Equity-common | CA | $638K | 12K | 0.01 |
| Obayashi Corp. | Long | Equity-common | JP | $4M | 293K | 0.06 |
| OBIC Business Consultants Co. Ltd. (OBIC Business Consultants Co Ltd) | Long | Equity-common | JP | $411K | 10K | 0.01 |
| Obic Co. Ltd. (Obic Co Ltd) | Long | Equity-common | JP | $3M | 17K | 0.04 |
| Odakyu Electric Railway Co. Ltd. (Odakyu Electric Railway Co Ltd) | Long | Equity-common | JP | $1M | 113K | 0.02 |
| Oji Holdings Corp. | Long | Equity-common | JP | $3M | 600K | 0.04 |
| Olympus Corp. | Long | Equity-common | JP | $3M | 163K | 0.05 |
| Omron Corp. | Long | Equity-common | JP | $2M | 54K | 0.03 |
| OMV AG | Long | Equity-common | AT | $3M | 82K | 0.06 |
| Onex Corp. | Long | Equity-common | CA | $1M | 17K | 0.02 |
| Ono Pharmaceutical Co. Ltd. (Ono Pharmaceutical Co Ltd) | Long | Equity-common | JP | $3M | 189K | 0.05 |
| OPC Energy Ltd. | Long | Equity-common | IL | $204K | 29K | 0.00 |
| Open House Group Co. Ltd. (Open House Group Co Ltd) | Long | Equity-common | JP | $2M | 60K | 0.04 |
| Open Text Corp. | Long | Equity-common | CA | $3M | 89K | 0.05 |
| Oracle Corp. (Oracle Corp Japan) | Long | Equity-common | JP | $1M | 13K | 0.02 |
| Orange SA | Long | Equity-common | FR | $14M | 1M | 0.23 |
| Orica Ltd. | Long | Equity-common | AU | $3M | 257K | 0.05 |
| Oriental Land Co. Ltd. (Oriental Land Co Ltd/Japan) | Long | Equity-common | JP | $6M | 225K | 0.11 |
| Origin Energy Ltd. | Long | Equity-common | AU | $4M | 640K | 0.07 |
| ORIX Corp. | Long | Equity-common | JP | $8M | 344K | 0.14 |
| Orkla ASA | Long | Equity-common | NO | $1M | 138K | 0.02 |
| Orsted AS | Long | Equity-common | DK | $2M | 34K | 0.03 |
| Osaka Gas Co. Ltd. (Osaka Gas Co Ltd) | Long | Equity-common | JP | $2M | 110K | 0.04 |
| Otsuka Corp. | Long | Equity-common | JP | $1M | 65K | 0.02 |
| Otsuka Holdings Co. Ltd. (Otsuka Holdings Co Ltd) | Long | Equity-common | JP | $4M | 83K | 0.07 |
| Oversea-Chinese Banking Corp. Ltd. (Oversea-Chinese Banking Corp Ltd) | Long | Equity-common | SG | $8M | 755K | 0.14 |
| Pan American Silver Corp. | Long | Equity-common | CA | $4M | 174K | 0.07 |
| Pan Pacific International Holdings Corp. | Long | Equity-common | JP | $3M | 123K | 0.05 |
| Panasonic Holdings Corp. | Long | Equity-common | JP | $6M | 673K | 0.09 |
| Pandora AS (Pandora A/S) | Long | Equity-common | DK | $11M | 73K | 0.19 |
| Pandox AB | Long | Equity-common | SE | $972K | 52K | 0.02 |
| Parkland Corp. | Long | Equity-common | CA | $1M | 48K | 0.02 |
| Partners Group Holding AG | Long | Equity-common | CH | $9M | 7K | 0.15 |
| Pearson PLC | Long | Equity-common | GB | $3M | 227K | 0.05 |
| Pearson PLC | Long | Equity-common | GB | $1M | 78K | 0.02 |
| Pembina Pipeline Corp. | Long | Equity-common | CA | $8M | 210K | 0.13 |
| Pembina Pipeline Corp. | Long | Equity-common | CA | $559K | 14K | 0.01 |
| Pernod Ricard SA | Long | Equity-common | FR | $5M | 36K | 0.08 |
| Persimmon PLC | Long | Equity-common | GB | $326K | 16K | 0.01 |
| Persol Holdings Co. Ltd. (Persol Holdings Co Ltd) | Long | Equity-common | JP | $2M | 1M | 0.03 |
| Phoenix Group Holdings PLC | Long | Equity-common | GB | $3M | 357K | 0.04 |
| Phoenix Holdings Ltd. (Phoenix Holdings Ltd/The) | Long | Equity-common | IL | $1M | 105K | 0.02 |
| Pilbara Minerals Ltd. | Long | Equity-common | AU | $2M | 1M | 0.03 |
| Pluxee NV | Long | Equity-common | NL | $1M | 48K | 0.02 |
| Pola Orbis Holdings, Inc. (Pola Orbis Holdings Inc) | Long | Equity-common | JP | $254K | 27K | 0.00 |
| Polestar Automotive Holding U.K. PLC (Polestar Automotive Holding UK PLC) | Long | Equity-common | GB | $0.11 | 0.14 | 0.00 |
| Porsche Automobil Holding SE | Long | Equity-preferred | DE | $2M | 55K | 0.04 |
| Port of Tauranga Ltd. | Long | Equity-common | NZ | $385K | 117K | 0.01 |
| Poste Italiane SpA | Long | Equity-common | IT | $2M | 154K | 0.03 |
| Power Assets Holdings Ltd. | Long | Equity-common | HK | $2M | 278K | 0.03 |
| PRADA SpA | Long | Equity-common | IT | $1M | 168K | 0.02 |
| Pro Medicus Ltd. | Long | Equity-common | AU | $2M | 22K | 0.03 |
| Prosus NV | Long | Equity-common | NL | $9M | 246K | 0.14 |
| Protector Forsikring ASA | Long | Equity-common | NO | $295K | 14K | 0.00 |
| Prudential PLC | Long | Equity-common | GB | $5M | 534K | 0.08 |
| Prudential PLC | Long | Equity-common | GB | $861K | 47K | 0.01 |
| Prysmian SpA | Long | Equity-common | IT | $5M | 76K | 0.09 |
| Publicis Groupe SA | Long | Equity-common | FR | $11M | 104K | 0.18 |
| Puma SE | Long | Equity-common | DE | $312K | 6K | 0.01 |
| Qantas Airways Ltd. | Long | Equity-common | AU | $1M | 299K | 0.02 |
| QBE Insurance Group Ltd. | Long | Equity-common | AU | $6M | 516K | 0.10 |
| Qiagen NV | Long | Equity-common | NL | $2M | 49K | 0.04 |
| Qiagen NV | Long | Equity-common | NL | $712K | 16K | 0.01 |
| Qube Holdings Ltd. | Long | Equity-common | AU | $2M | 798K | 0.03 |
| Quebecor, Inc. (Quebecor Inc) | Long | Equity-common | CA | $60K | 3K | 0.00 |
| Rakus Co. Ltd. (Rakus Co Ltd) | Long | Equity-common | JP | $66K | 5K | 0.00 |
| Rakuten Group, Inc. (Rakuten Group Inc) | Long | Equity-common | JP | $1M | 222K | 0.02 |
| Ramsay Health Care Ltd. | Long | Equity-common | AU | $2M | 60K | 0.03 |
| Randstad NV | Long | Equity-common | NL | $118K | 2K | 0.00 |
| Rational AG | Long | Equity-common | DE | $2M | 3K | 0.04 |
| RB Global, Inc. (RB Global Inc) | Long | Equity-common | CA | $2M | 27K | 0.04 |
| RB Global, Inc. (RB Global Inc) | Long | Equity-common | CA | $1M | 15K | 0.02 |
| REA Group Ltd. | Long | Equity-common | AU | $2M | 15K | 0.03 |
| Reckitt Benckiser Group PLC | Long | Equity-common | GB | $9M | 177K | 0.16 |
| Recordati Industria Chimica e Farmaceutica SpA | Long | Equity-common | IT | $3M | 50K | 0.05 |
| Recruit Holdings Co. Ltd. (Recruit Holdings Co Ltd) | Long | Equity-common | JP | $22M | 381K | 0.36 |
| Redeia Corp. SA (Redeia Corp SA) | Long | Equity-common | ES | $3M | 152K | 0.04 |
| Reece Ltd. | Long | Equity-common | AU | $1M | 79K | 0.02 |
| RELX PLC | Long | Equity-common | GB | $9M | 200K | 0.16 |
| RELX PLC | Long | Equity-common | GB | $8M | 170K | 0.13 |
| RELX PLC | Long | Equity-common | GB | $8M | 162K | 0.13 |
| Renault SA | Long | Equity-common | FR | $4M | 83K | 0.07 |
| Renesas Electronics Corp. | Long | Equity-common | JP | $7M | 402K | 0.11 |
| Rentokil Initial PLC | Long | Equity-common | GB | $3M | 566K | 0.06 |
| Repsol SA | Long | Equity-common | ES | $11M | 777K | 0.18 |
| Resona Holdings, Inc. (Resona Holdings Inc) | Long | Equity-common | JP | $5M | 632K | 0.07 |
| Resonac Holdings Corp. | Long | Equity-common | JP | $3M | 119K | 0.05 |
| Restaurant Brands International, Inc. (Restaurant Brands International Inc) | Long | Equity-common | CA | $4M | 59K | 0.07 |
| Restaurant Brands International, Inc. (Restaurant Brands International Inc) | Long | Equity-common | CA | $2M | 28K | 0.03 |
| Rexel SA | Long | Equity-common | FR | $2M | 69K | 0.03 |
| Rheinmetall AG | Long | Equity-common | DE | $9M | 17K | 0.16 |
| Ricoh Co. Ltd. (Ricoh Co Ltd) | Long | Equity-common | JP | $3M | 270K | 0.04 |
| Rightmove PLC | Long | Equity-common | GB | $207K | 28K | 0.00 |
| Rinnai Corp. | Long | Equity-common | JP | $1M | 44K | 0.02 |
| Rio Tinto Ltd. | Long | Equity-common | AU | $10M | 128K | 0.16 |
| Rio Tinto PLC | Long | Equity-common | GB | $10M | 154K | 0.17 |
| Rio Tinto PLC | Long | Equity-common | GB | $8M | 130K | 0.14 |
| Roche Holding AG | Long | Equity-common | CH | $77M | 239K | 1.28 |
| Roche Holding AG | Long | Equity-common | CH | $4M | 11K | 0.06 |
| Rockwool AS (ROCKWOOL A/S) | Long | Equity-common | DK | $236K | 535 | 0.00 |
| Rockwool AS (ROCKWOOL A/S) | Long | Equity-common | DK | $19K | 43 | 0.00 |
| Rogers Communications, Inc. (Rogers Communications Inc) | Long | Equity-common | CA | $3M | 78K | 0.05 |
| Rogers Communications, Inc. (Rogers Communications Inc) | Long | Equity-common | CA | $2M | 64K | 0.04 |
| Rohm Co. Ltd. (Rohm Co Ltd) | Long | Equity-common | JP | $2M | 138K | 0.03 |
| Rohto Pharmaceutical Co. Ltd. (Rohto Pharmaceutical Co Ltd) | Long | Equity-common | JP | $1M | 54K | 0.02 |
| Rolls-Royce Holdings PLC | Long | Equity-common | GB | $12M | 2M | 0.21 |
| Rorze Corp. | Long | Equity-common | JP | $504K | 3K | 0.01 |
| Royal Bank of Canada | Long | Equity-common | CA | $25M | 227K | 0.42 |
| Royal Bank of Canada | Long | Equity-common | CA | $23M | 206K | 0.38 |
| RWE AG | Long | Equity-common | DE | $9M | 242K | 0.15 |
| Ryman Healthcare Ltd. | Long | Equity-common | NZ | $583K | 216K | 0.01 |
| Ryohin Keikaku Co. Ltd. (Ryohin Keikaku Co Ltd) | Long | Equity-common | JP | $2M | 119K | 0.04 |
| Saab AB | Long | Equity-common | SE | $2M | 105K | 0.04 |
| Safran SA | Long | Equity-common | FR | $23M | 106K | 0.38 |
| Sagax AB | Long | Equity-common | SE | $913K | 37K | 0.02 |
| Sage Group PLC (Sage Group PLC/The) | Long | Equity-common | GB | $4M | 264K | 0.06 |
| Salmar ASA | Long | Equity-common | NO | $887K | 15K | 0.01 |
| Sampo OYJ | Long | Equity-common | FI | $6M | 127K | 0.09 |
| Samsonite International SA | Long | Equity-common | LU | $44K | 15K | 0.00 |
| Sandoz Group AG | Long | Equity-common | CH | $7M | 156K | 0.11 |
| Sandoz Group AG | Long | Equity-common | CH | $2M | 39K | 0.03 |
| Sands China Ltd. | Long | Equity-common | KY | $1M | 666K | 0.02 |
| Sandvik AB | Long | Equity-common | SE | $5M | 246K | 0.08 |
| Sankyo Co. Ltd. (Sankyo Co Ltd) | Long | Equity-common | JP | $2M | 148K | 0.03 |
| Sankyu, Inc. (Sankyu Inc) | Long | Equity-common | JP | $813K | 24K | 0.01 |
| Sanofi SA | Long | Equity-common | FR | $22M | 217K | 0.37 |
| Sanrio Co. Ltd. (Sanrio Co Ltd) | Long | Equity-common | JP | $2M | 71K | 0.03 |
| Santen Pharmaceutical Co. Ltd. (Santen Pharmaceutical Co Ltd) | Long | Equity-common | JP | $2M | 184K | 0.04 |
| Santos Ltd. | Long | Equity-common | AU | $12M | 2M | 0.19 |
| Sanwa Holdings Corp. | Long | Equity-common | JP | $3M | 137K | 0.05 |
| SAP SE | Long | Equity-common | DE | $26M | 121K | 0.42 |
| Sapporo Holdings Ltd. | Long | Equity-common | JP | $950K | 22K | 0.02 |
| Saputo, Inc. (Saputo Inc) | Long | Equity-common | CA | $2M | 82K | 0.03 |
| Sartorius AG | Long | Equity-preferred | DE | $1M | 5K | 0.02 |
| Sartorius Stedim Biotech | Long | Equity-common | FR | $546K | 3K | 0.01 |
| SBI Holdings, Inc. (SBI Holdings Inc) | Long | Equity-common | JP | $3M | 112K | 0.05 |
| SBI Sumishin Net Bank Ltd. | Long | Equity-common | JP | $105K | 6K | 0.00 |
| Schibsted ASA | Long | Equity-common | NO | $841K | 31K | 0.01 |
| Schibsted ASA | Long | Equity-common | NO | $518K | 18K | 0.01 |
| Schindler Holding AG | Long | Equity-common | CH | $3M | 10K | 0.04 |
| Schneider Electric SE | Long | Equity-common | FR | $24M | 100K | 0.40 |
| Schneider Electric SE | Long | Equity-common | FR | $227K | 935.09 | 0.00 |
| Schroders PLC | Long | Equity-common | GB | $2M | 307K | 0.03 |
| SCREEN Holdings Co. Ltd. (SCREEN Holdings Co Ltd) | Long | Equity-common | JP | $2M | 28K | 0.04 |
| SCSK Corp. | Long | Equity-common | JP | $1M | 53K | 0.02 |
| Seatrium Ltd. | Long | Equity-common | SG | $1M | 862K | 0.02 |
| Secom Co. Ltd. (Secom Co Ltd) | Long | Equity-common | JP | $3M | 46K | 0.05 |
| Sectra AB | Long | Equity-common | SE | $1M | 47K | 0.02 |
| Securitas AB | Long | Equity-common | SE | $2M | 225K | 0.04 |
| SEEK Ltd. | Long | Equity-common | AU | $2M | 117K | 0.03 |
| Sega Sammy Holdings, Inc. (Sega Sammy Holdings Inc) | Long | Equity-common | JP | $2M | 111K | 0.03 |
| Seibu Holdings, Inc. (Seibu Holdings Inc) | Long | Equity-common | JP | $2M | 109K | 0.03 |
| Seiko Epson Corp. | Long | Equity-common | JP | $3M | 163K | 0.05 |
| Seino Holdings Co. Ltd. (Seino Holdings Co Ltd) | Long | Equity-common | JP | $1M | 71K | 0.02 |
| Sekisui Chemical Co. Ltd. (Sekisui Chemical Co Ltd) | Long | Equity-common | JP | $3M | 189K | 0.05 |
| Sekisui House Ltd. | Long | Equity-common | JP | $5M | 193K | 0.08 |
| Sembcorp Industries Ltd. | Long | Equity-common | SG | $2M | 512K | 0.03 |
| Seven & i Holdings Co. Ltd. (Seven & i Holdings Co Ltd) | Long | Equity-common | JP | $10M | 865K | 0.17 |
| Seven Bank Ltd. | Long | Equity-common | JP | $111K | 59K | 0.00 |
| Seven Group Holdings Ltd. | Long | Equity-common | AU | $3M | 107K | 0.05 |
| Severn Trent PLC | Long | Equity-common | GB | $4M | 110K | 0.06 |
| SG Holdings Co. Ltd. (SG Holdings Co Ltd) | Long | Equity-common | JP | $1M | 133K | 0.02 |
| SGS SA | Long | Equity-common | CH | $6M | 55K | 0.10 |
| Shapir Engineering & Industry Ltd. (Shapir Engineering and Industry Ltd) | Long | Equity-common | IL | $226K | 41K | 0.00 |
| Sharp Corp. (Sharp Corp/Japan) | Long | Equity-common | JP | $528K | 91K | 0.01 |
| Shell PLC | Long | Equity-common | GB | $82M | 1M | 1.35 |
| Shell PLC | Long | Equity-common | GB | $3M | 77K | 0.05 |
| Shikun & Binui Ltd. | Long | Equity-common | IL | $291K | 128K | 0.00 |
| Shimadzu Corp. | Long | Equity-common | JP | $2M | 77K | 0.04 |
| Shimamura Co. Ltd. (Shimamura Co Ltd) | Long | Equity-common | JP | $1M | 24K | 0.02 |
| Shimano, Inc. (Shimano Inc) | Long | Equity-common | JP | $4M | 22K | 0.06 |
| Shimizu Corp. | Long | Equity-common | JP | $1M | 238K | 0.02 |
| Shin-Etsu Chemical Co. Ltd. (Shin-Etsu Chemical Co Ltd) | Long | Equity-common | JP | $24M | 534K | 0.39 |
| Shinko Electric Industries Co. Ltd. (Shinko Electric Industries Co Ltd) | Long | Equity-common | JP | $882K | 23K | 0.01 |
| Shionogi & Co. Ltd. (Shionogi & Co Ltd) | Long | Equity-common | JP | $4M | 85K | 0.06 |
| Shiseido Co. Ltd. (Shiseido Co Ltd) | Long | Equity-common | JP | $3M | 93K | 0.05 |
| Shizuoka Financial Group, Inc. (Shizuoka Financial Group Inc) | Long | Equity-common | JP | $2M | 203K | 0.03 |
| SHO-BOND Holdings Co. Ltd. (SHO-BOND Holdings Co Ltd) | Long | Equity-common | JP | $42K | 1K | 0.00 |
| Shopify, Inc. (Shopify Inc) | Long | Equity-common | CA | $6M | 95K | 0.10 |
| Shopify, Inc. (Shopify Inc) | Long | Equity-common | CA | $567K | 9K | 0.01 |
| Shufersal Ltd. | Long | Equity-common | IL | $307K | 45K | 0.01 |
| Siemens AG | Long | Equity-common | DE | $35M | 189K | 0.57 |
| Siemens Energy AG | Long | Equity-common | DE | $5M | 179K | 0.09 |
| Siemens Healthineers AG | Long | Equity-common | DE | $3M | 58K | 0.05 |
| SIG Group AG | Long | Equity-common | CH | $1M | 69K | 0.02 |
| Sika AG | Long | Equity-common | CH | $11M | 38K | 0.19 |
| Singapore Airlines Ltd. | Long | Equity-common | SG | $3M | 571K | 0.05 |
| Singapore Exchange Ltd. | Long | Equity-common | SG | $2M | 282K | 0.03 |
| Singapore Technologies Engineering Ltd. | Long | Equity-common | SG | $1M | 440K | 0.02 |
| Singapore Telecommunications Ltd. | Long | Equity-common | SG | $2M | 827K | 0.03 |
| Sino Land Co. Ltd. (Sino Land Co Ltd) | Long | Equity-common | HK | $2M | 2M | 0.03 |
| SITC International Holdings Co. Ltd. (SITC International Holdings Co Ltd) | Long | Equity-common | KY | $580K | 260K | 0.01 |
| Skandinaviska Enskilda Banken AB | Long | Equity-common | SE | $6M | 395K | 0.10 |
| Skanska AB | Long | Equity-common | SE | $3M | 148K | 0.05 |
| SKF AB | Long | Equity-common | SE | $3M | 161K | 0.05 |
| SKF AB | Long | Equity-common | SE | $94K | 5K | 0.00 |
| Skylark Holdings Co. Ltd. (Skylark Holdings Co Ltd) | Long | Equity-common | JP | $2M | 139K | 0.03 |
| SMC Corp. | Long | Equity-common | JP | $5M | 10K | 0.08 |
| Smith & Nephew PLC | Long | Equity-common | GB | $3M | 197K | 0.05 |
| Smith & Nephew PLC | Long | Equity-common | GB | $378K | 13K | 0.01 |
| Smiths Group PLC | Long | Equity-common | GB | $3M | 132K | 0.05 |
| Smurfit WestRock PLC | Long | Equity-common | IE | $11M | 244K | 0.18 |
| Snam SpA | Long | Equity-common | IT | $2M | 382K | 0.03 |
| Societe Generale SA | Long | Equity-common | FR | $8M | 325K | 0.14 |
| Socionext, Inc. (Socionext Inc) | Long | Equity-common | JP | $1M | 54K | 0.02 |
| Sodexo SA | Long | Equity-common | FR | $4M | 43K | 0.07 |
| Sodexo, Inc. (Sodexo SA) | Long | Equity-common | FR | $2M | 17K | 0.03 |
| SoftBank Corp. | Long | Equity-common | JP | $10M | 790K | 0.17 |
| SoftBank Group Corp. | Long | Equity-common | JP | $12M | 198K | 0.20 |
| Sohgo Security Services Co. Ltd. (Sohgo Security Services Co Ltd) | Long | Equity-common | JP | $1M | 220K | 0.02 |
| Sojitz Corp. | Long | Equity-common | JP | $3M | 107K | 0.04 |
| Solvay SA | Long | Equity-common | BE | $3M | 77K | 0.04 |
| Sompo Holdings, Inc. (Sompo Holdings Inc) | Long | Equity-common | JP | $5M | 239K | 0.09 |
| Sonic Healthcare Ltd. | Long | Equity-common | AU | $4M | 207K | 0.06 |
| Sonova Holding AG | Long | Equity-common | CH | $5M | 18K | 0.09 |
| Sony Group Corp. | Long | Equity-common | JP | $37M | 413K | 0.61 |
| South32 Ltd. | Long | Equity-common | AU | $6M | 3M | 0.10 |
| SpareBank 1 SR-Bank ASA | Long | Equity-common | NO | $1M | 79K | 0.02 |
| Spark New Zealand Ltd. | Long | Equity-common | NZ | $2M | 589K | 0.03 |
| Spirax Group PLC | Long | Equity-common | GB | $2M | 19K | 0.04 |
| Square Enix Holdings Co. Ltd. (Square Enix Holdings Co Ltd) | Long | Equity-common | JP | $912K | 27K | 0.02 |
| SSAB AB | Long | Equity-common | SE | $2M | 380K | 0.03 |
| SSAB AB | Long | Equity-common | SE | $865K | 168K | 0.01 |
| SSE PLC | Long | Equity-common | GB | $7M | 302K | 0.12 |
| Standard Chartered PLC | Long | Equity-common | GB | $10M | 1M | 0.16 |
| Stanley Electric Co. Ltd. (Stanley Electric Co Ltd) | Long | Equity-common | JP | $2M | 77K | 0.02 |
| Stantec, Inc. (Stantec Inc) | Long | Equity-common | CA | $4M | 44K | 0.06 |
| Stantec, Inc. (Stantec Inc) | Long | Equity-common | CA | $229K | 3K | 0.00 |
| Steadfast Group Ltd. | Long | Equity-common | AU | $2M | 394K | 0.03 |
| Stellantis NV | Long | Equity-common | NL | $14M | 853K | 0.23 |
| Stellantis NV | Long | Equity-common | NL | $450K | 27K | 0.01 |
| STMicroelectronics NV | Long | Equity-common | NL | $7M | 194K | 0.11 |
| STMicroelectronics NV | Long | Equity-common | NL | $6M | 179K | 0.10 |
| Stolt-Nielsen Ltd. | Long | Equity-common | BM | $765K | 20K | 0.01 |
| Stora Enso OYJ | Long | Equity-common | FI | $4M | 290K | 0.06 |
| Storebrand ASA | Long | Equity-common | NO | $3M | 257K | 0.04 |
| Straumann Holding AG | Long | Equity-common | CH | $3M | 26K | 0.05 |
| Strauss Group Ltd. | Long | Equity-common | IL | $217K | 15K | 0.00 |
| Subaru Corp. | Long | Equity-common | JP | $6M | 333K | 0.11 |
| Subsea 7 SA | Long | Equity-common | LU | $2M | 98K | 0.03 |
| Sugi Holdings Co. Ltd. (Sugi Holdings Co Ltd) | Long | Equity-common | JP | $1M | 63K | 0.02 |
| SUMCO Corp. | Long | Equity-common | JP | $3M | 206K | 0.06 |
| Sumitomo Bakelite Co. Ltd. (Sumitomo Bakelite Co Ltd) | Long | Equity-common | JP | $974K | 35K | 0.02 |
| Sumitomo Chemical Co. Ltd. (Sumitomo Chemical Co Ltd) | Long | Equity-common | JP | $2M | 720K | 0.03 |
| Sumitomo Corp. | Long | Equity-common | JP | $6M | 240K | 0.10 |
| Sumitomo Electric Industries Ltd. | Long | Equity-common | JP | $5M | 353K | 0.09 |
| Sumitomo Forestry Co. Ltd. (Sumitomo Forestry Co Ltd) | Long | Equity-common | JP | $4M | 97K | 0.07 |
| Sumitomo Heavy Industries Ltd. | Long | Equity-common | JP | $2M | 73K | 0.03 |
| Sumitomo Metal Mining Co. Ltd. (Sumitomo Metal Mining Co Ltd) | Long | Equity-common | JP | $4M | 115K | 0.06 |
| Sumitomo Mitsui Financial Group, Inc. (Sumitomo Mitsui Financial Group Inc) | Long | Equity-common | JP | $20M | 272K | 0.32 |
| Sumitomo Mitsui Trust Holdings, Inc. (Sumitomo Mitsui Trust Holdings Inc) | Long | Equity-common | JP | $4M | 167K | 0.07 |
| Sumitomo Realty & Development Co. Ltd. (Sumitomo Realty & Development Co Ltd) | Long | Equity-common | JP | $4M | 118K | 0.06 |
| Sumitomo Rubber Industries Ltd. | Long | Equity-common | JP | $1M | 115K | 0.02 |
| Sun Hung Kai Properties Ltd. | Long | Equity-common | HK | $2M | 274K | 0.04 |
| Sun Life Financial, Inc. (Sun Life Financial Inc) | Long | Equity-common | CA | $7M | 150K | 0.12 |
| Sun Life Financial, Inc. (Sun Life Financial Inc) | Long | Equity-common | CA | $873K | 18K | 0.01 |
| Suncor Energy, Inc. (Suncor Energy Inc) | Long | Equity-common | CA | $20M | 508K | 0.34 |
| Suncorp Group Ltd. | Long | Equity-common | AU | $6M | 483K | 0.09 |
| Sundrug Co. Ltd. (Sundrug Co Ltd) | Long | Equity-common | JP | $1M | 43K | 0.02 |
| Suntory Beverage & Food Ltd. | Long | Equity-common | JP | $3M | 72K | 0.04 |
| Suzuken Co. Ltd. (Suzuken Co Ltd/Aichi Japan) | Long | Equity-common | JP | $85K | 2K | 0.00 |
| Suzuki Motor Corp. | Long | Equity-common | JP | $6M | 511K | 0.10 |
| Svenska Cellulosa AB SCA | Long | Equity-common | SE | $2M | 177K | 0.04 |
| Svenska Cellulosa AB SCA | Long | Equity-common | SE | $118K | 9K | 0.00 |
| Svenska Handelsbanken AB | Long | Equity-common | SE | $3M | 292K | 0.05 |
| Svenska Handelsbanken AB | Long | Equity-common | SE | $45K | 4K | 0.00 |
| Svitzer Group AS (Svitzer Group A/S) | Long | Equity-common | DK | $117K | 3K | 0.00 |
| Swatch Group AG (Swatch Group AG/The) | Long | Equity-common | CH | $2M | 12K | 0.04 |
| Swatch Group AG (Swatch Group AG/The) | Long | Equity-common | CH | $882K | 22K | 0.01 |
| Sweco AB | Long | Equity-common | SE | $1M | 73K | 0.02 |
| Swedbank AB | Long | Equity-common | SE | $4M | 194K | 0.07 |
| Swedish Orphan Biovitrum AB | Long | Equity-common | SE | $1M | 56K | 0.02 |
| Swire Pacific Ltd. | Long | Equity-common | HK | $2M | 195K | 0.03 |
| Swire Pacific Ltd. | Long | Equity-common | HK | $412K | 318K | 0.01 |
| Swire Properties Ltd. | Long | Equity-common | HK | $353K | 223K | 0.01 |
| Swiss Life Holding AG | Long | Equity-common | CH | $9M | 11K | 0.15 |
| Swiss Prime Site AG | Long | Equity-common | CH | $3M | 28K | 0.05 |
| Swiss Re AG | Long | Equity-common | CH | $18M | 147K | 0.30 |
| Swisscom AG | Long | Equity-common | CH | $11M | 17K | 0.18 |
| Syensqo SA | Long | Equity-common | BE | $7M | 77K | 0.11 |
| Symrise AG | Long | Equity-common | DE | $3M | 25K | 0.05 |
| Sysmex Corp. | Long | Equity-common | JP | $3M | 172K | 0.05 |
| T&D Holdings, Inc. (T&D Holdings Inc) | Long | Equity-common | JP | $3M | 173K | 0.05 |
| Taiheiyo Cement Corp. | Long | Equity-common | JP | $1M | 42K | 0.02 |
| Taisei Corp. | Long | Equity-common | JP | $3M | 62K | 0.04 |
| Taiyo Yuden Co. Ltd. (Taiyo Yuden Co Ltd) | Long | Equity-common | JP | $2M | 62K | 0.03 |
| Takasago Thermal Engineering Co. Ltd. (Takasago Thermal Engineering Co Ltd) | Long | Equity-common | JP | $540K | 14K | 0.01 |
| Takashimaya Co. Ltd. (Takashimaya Co Ltd) | Long | Equity-common | JP | $319K | 17K | 0.01 |
| Takeda Pharmaceutical Co. Ltd. (Takeda Pharmaceutical Co Ltd) | Long | Equity-common | JP | $13M | 450K | 0.21 |
| Talanx AG | Long | Equity-common | DE | $3M | 40K | 0.05 |
| Taylor Wimpey PLC | Long | Equity-common | GB | $4M | 2M | 0.07 |
| TBS Holdings, Inc. (TBS Holdings Inc) | Long | Equity-common | JP | $497K | 18K | 0.01 |
| TC Energy Corp. | Long | Equity-common | CA | $14M | 338K | 0.24 |
| TC Energy Corp. | Long | Equity-common | CA | $131K | 3K | 0.00 |
| TDK Corp. | Long | Equity-common | JP | $10M | 146K | 0.17 |
| Technology One Ltd. | Long | Equity-common | AU | $2M | 153K | 0.03 |
| Techtronic Industries Co. Ltd. (Techtronic Industries Co Ltd) | Long | Equity-common | HK | $5M | 426K | 0.09 |
| Teck Resources Ltd. | Long | Equity-common | CA | $14M | 284K | 0.23 |
| Tele2 AB | Long | Equity-common | SE | $3M | 284K | 0.05 |
| Telecom Italia SpA (Telecom Italia SpA/Milano) | Long | Equity-common | IT | $105K | 44K | 0.00 |
| Telefonaktiebolaget LM Ericsson | Long | Equity-common | SE | $7M | 971K | 0.11 |
| Telefonaktiebolaget LM Ericsson | Long | Equity-common | SE | $123K | 18K | 0.00 |
| Telefonica SA | Long | Equity-common | ES | $12M | 3M | 0.20 |
| Telefonica SA | Long | Equity-common | ES | $741K | 163K | 0.01 |
| Telenor ASA | Long | Equity-common | NO | $1M | 119K | 0.02 |
| Teleperformance SE | Long | Equity-common | FR | $5M | 36K | 0.08 |
| Telia Co. AB (Telia Co AB) | Long | Equity-common | SE | $4M | 1M | 0.06 |
| Telix Pharmaceuticals Ltd. | Long | Equity-common | AU | $882K | 70K | 0.01 |
| Telstra Group Ltd. | Long | Equity-common | AU | $3M | 1M | 0.05 |
| TELUS Corp. | Long | Equity-common | CA | $1M | 82K | 0.02 |
| Tenaris SA | Long | Equity-common | LU | $2M | 102K | 0.03 |
| Tenaris SA | Long | Equity-common | LU | $440K | 14K | 0.01 |
| Terna - Rete Elettrica Nazionale | Long | Equity-common | IT | $3M | 381K | 0.05 |
| Terumo Corp. | Long | Equity-common | JP | $3M | 162K | 0.05 |
| Tesco PLC | Long | Equity-common | GB | $12M | 3M | 0.20 |
| Teva Pharmaceutical Industries Ltd. | Long | Equity-common | IL | $4M | 231K | 0.07 |
| Teva Pharmaceutical Industries Ltd. | Long | Equity-common | IL | $613K | 36K | 0.01 |
| TFI International, Inc. (TFI International Inc) | Long | Equity-common | CA | $5M | 32K | 0.08 |
| Thales SA | Long | Equity-common | FR | $5M | 34K | 0.09 |
| THK Co. Ltd. (THK Co Ltd) | Long | Equity-common | JP | $672K | 36K | 0.01 |
| Thomson Reuters Corp. | Long | Equity-common | CA | $5M | 34K | 0.09 |
| Thule Group AB | Long | Equity-common | SE | $1M | 37K | 0.02 |
| TIS, Inc. (TIS Inc) | Long | Equity-common | JP | $2M | 91K | 0.03 |
| TMX Group Ltd. | Long | Equity-common | CA | $3M | 107K | 0.05 |
| Tobu Railway Co. Ltd. (Tobu Railway Co Ltd) | Long | Equity-common | JP | $1M | 60K | 0.02 |
| Toei Animation Co. Ltd. (Toei Animation Co Ltd) | Long | Equity-common | JP | $287K | 19K | 0.00 |
| Toho Co. Ltd. (Toho Co Ltd/Tokyo) | Long | Equity-common | JP | $865K | 24K | 0.01 |
| Toho Gas Co. Ltd. (Toho Gas Co Ltd) | Long | Equity-common | JP | $914K | 30K | 0.02 |
| Tohoku Electric Power Co., Inc. (Tohoku Electric Power Co Inc) | Long | Equity-common | JP | $2M | 183K | 0.03 |
| Tokio Marine Holdings, Inc. (Tokio Marine Holdings Inc) | Long | Equity-common | JP | $21M | 523K | 0.34 |
| Tokyo Century Corp. | Long | Equity-common | JP | $1M | 136K | 0.02 |
| Tokyo Electric Power Co. Holdings, Inc. (Tokyo Electric Power Co Holdings Inc) | Long | Equity-common | JP | $3M | 522K | 0.04 |
| Tokyo Electron Ltd. | Long | Equity-common | JP | $27M | 131K | 0.45 |
| Tokyo Gas Co. Ltd. (Tokyo Gas Co Ltd) | Long | Equity-common | JP | $2M | 94K | 0.03 |
| Tokyo Ohka Kogyo Co. Ltd. (Tokyo Ohka Kogyo Co Ltd) | Long | Equity-common | JP | $1M | 47K | 0.02 |
| Tokyo Seimitsu Co. Ltd. (Tokyo Seimitsu Co Ltd) | Long | Equity-common | JP | $2M | 25K | 0.03 |
| Tokyo Tatemono Co. Ltd. (Tokyo Tatemono Co Ltd) | Long | Equity-common | JP | $2M | 122K | 0.04 |
| Tokyu Corp. | Long | Equity-common | JP | $2M | 134K | 0.03 |
| Tokyu Fudosan Holdings Corp. | Long | Equity-common | JP | $3M | 455K | 0.05 |
| TOMRA Systems ASA | Long | Equity-common | NO | $573K | 35K | 0.01 |
| TOPPAN Holdings, Inc. (TOPPAN Holdings Inc) | Long | Equity-common | JP | $3M | 100K | 0.05 |
| Toray Industries, Inc. (Toray Industries Inc) | Long | Equity-common | JP | $3M | 571K | 0.05 |
| Toridoll Holdings Corp. | Long | Equity-common | JP | $343K | 13K | 0.01 |
| Toromont Industries Ltd. | Long | Equity-common | CA | $5M | 49K | 0.07 |
| Toronto-Dominion Bank (Toronto-Dominion Bank/The) | Long | Equity-common | CA | $17M | 287K | 0.28 |
| Toronto-Dominion Bank (Toronto-Dominion Bank/The) | Long | Equity-common | CA | $12M | 196K | 0.19 |
| Tosoh Corp. | Long | Equity-common | JP | $2M | 134K | 0.03 |
| TotalEnergies SE | Long | Equity-common | FR | $63M | 937K | 1.04 |
| TotalEnergies SE | Long | Equity-common | FR | $1M | 19K | 0.02 |
| TOTO Ltd. | Long | Equity-common | JP | $1M | 53K | 0.02 |
| Tourmaline Oil Corp. | Long | Equity-common | CA | $9M | 205K | 0.15 |
| Tower Semiconductor Ltd. | Long | Equity-common | IL | $1M | 34K | 0.02 |
| Tower Semiconductor Ltd. | Long | Equity-common | IL | $316K | 8K | 0.01 |
| Toyo Seikan Group Holdings Ltd. | Long | Equity-common | JP | $1M | 72K | 0.02 |
| Toyo Suisan Kaisha Ltd. | Long | Equity-common | JP | $1M | 21K | 0.02 |
| Toyo Tire Corp. | Long | Equity-common | JP | $18K | 1K | 0.00 |
| Toyoda Gosei Co. Ltd. (Toyoda Gosei Co Ltd) | Long | Equity-common | JP | $88K | 5K | 0.00 |
| Toyota Industries Corp. | Long | Equity-common | JP | $3M | 30K | 0.04 |
| Toyota Motor Corp. | Long | Equity-common | JP | $57M | 3M | 0.94 |
| Toyota Motor Corp. | Long | Equity-common | JP | $10M | 50K | 0.16 |
| Toyota Tsusho Corp. | Long | Equity-common | JP | $5M | 248K | 0.08 |
| TPG Telecom Ltd. | Long | Equity-common | AU | $555K | 178K | 0.01 |
| Transurban Group | Long | Equity-common | AU | $6M | 663K | 0.09 |
| Treasury Wine Estates Ltd. | Long | Equity-common | AU | $2M | 295K | 0.04 |
| Trelleborg AB | Long | Equity-common | SE | $4M | 98K | 0.06 |
| Trend Micro, Inc. (Trend Micro Inc/Japan) | Long | Equity-common | JP | $2M | 45K | 0.04 |
| Tryg AS (Tryg A/S) | Long | Equity-common | DK | $4M | 201K | 0.07 |
| Tsuruha Holdings, Inc. (Tsuruha Holdings Inc) | Long | Equity-common | JP | $1M | 24K | 0.02 |
| UBS Group AG | Long | Equity-common | CH | $12M | 412K | 0.21 |
| UBS Group AG | Long | Equity-common | CH | $10M | 319K | 0.16 |
| UCB SA | Long | Equity-common | BE | $6M | 34K | 0.09 |
| Ulvac, Inc. (Ulvac Inc) | Long | Equity-common | JP | $1M | 20K | 0.02 |
| Unicharm Corp. | Long | Equity-common | JP | $3M | 86K | 0.05 |
| UniCredit SpA | Long | Equity-common | IT | $19M | 460K | 0.31 |
| Unilever PLC | Long | Equity-common | GB | $19M | 314K | 0.32 |
| Unilever PLC | Long | Equity-common | GB | $15M | 248K | 0.25 |
| Unilever PLC | Long | Equity-common | GB | $5M | 89K | 0.09 |
| United Overseas Bank Ltd. | Long | Equity-common | SG | $10M | 420K | 0.17 |
| United Utilities Group PLC | Long | Equity-common | GB | $3M | 253K | 0.06 |
| Universal Music Group NV | Long | Equity-common | NL | $6M | 260K | 0.10 |
| UOL Group Ltd. | Long | Equity-common | SG | $979K | 242K | 0.02 |
| UPM-Kymmene OYJ | Long | Equity-common | FI | $5M | 157K | 0.09 |
| USS Co. Ltd. (USS Co Ltd) | Long | Equity-common | JP | $1M | 156K | 0.02 |
| Var Energi ASA | Long | Equity-common | NO | $281K | 88K | 0.00 |
| VAT Group AG | Long | Equity-common | CH | $7M | 14K | 0.11 |
| Vector Ltd. | Long | Equity-common | NZ | $147K | 66K | 0.00 |
| Veolia Environnement SA | Long | Equity-common | FR | $6M | 206K | 0.11 |
| Veolia Environnement SA | Long | Equity-common | FR | $538K | 34K | 0.01 |
| Verbund AG | Long | Equity-common | AT | $1M | 16K | 0.02 |
| Vestas Wind Systems AS (Vestas Wind Systems A/S) | Long | Equity-common | DK | $7M | 267K | 0.11 |
| Vinci SA | Long | Equity-common | FR | $18M | 156K | 0.29 |
| Vitrolife AB | Long | Equity-common | SE | $48K | 2K | 0.00 |
| Viva Energy Group Ltd. | Long | Equity-common | AU | $1M | 637K | 0.02 |
| Vivendi SE | Long | Equity-common | FR | $4M | 340K | 0.06 |
| Vodafone Group PLC | Long | Equity-common | GB | $9M | 10M | 0.15 |
| Vodafone Group PLC | Long | Equity-common | GB | $203K | 22K | 0.00 |
| Volkswagen AG | Long | Equity-preferred | DE | $9M | 81K | 0.15 |
| Volkswagen AG | Long | Equity-common | DE | $1M | 10K | 0.02 |
| Volvo AB | Long | Equity-common | SE | $15M | 580K | 0.24 |
| Volvo AB | Long | Equity-common | SE | $2M | 76K | 0.03 |
| Volvo Car AB | Long | Equity-common | SE | $458K | 161K | 0.01 |
| Vonovia SE | Long | Equity-common | DE | $7M | 234K | 0.12 |
| Wallenius Wilhelmsen ASA | Long | Equity-common | NO | $701K | 75K | 0.01 |
| Wallenstam AB | Long | Equity-common | SE | $693K | 137K | 0.01 |
| Wartsila OYJ Abp | Long | Equity-common | FI | $6M | 287K | 0.10 |
| Waste Connections, Inc. (Waste Connections Inc) | Long | Equity-common | CA | $6M | 31K | 0.09 |
| Waste Connections, Inc. (Waste Connections Inc) | Long | Equity-common | CA | $4M | 22K | 0.07 |
| Weir Group PLC (Weir Group PLC/The) | Long | Equity-common | GB | $3M | 113K | 0.05 |
| Wesfarmers Ltd. | Long | Equity-common | AU | $16M | 328K | 0.26 |
| West Fraser Timber Co. Ltd. (West Fraser Timber Co Ltd) | Long | Equity-common | CA | $4M | 40K | 0.06 |
| West Japan Railway Co. | Long | Equity-common | JP | $3M | 149K | 0.05 |
| Westpac Banking Corp. | Long | Equity-common | AU | $15M | 748K | 0.24 |
| WH Group Ltd. | Long | Equity-common | KY | $4M | 5M | 0.06 |
| Wharf Real Estate Investment Co. Ltd. (Wharf Real Estate Investment Co Ltd) | Long | Equity-common | KY | $1M | 496K | 0.02 |
| Wheaton Precious Metals Corp. | Long | Equity-common | CA | $5M | 81K | 0.08 |
| Whitbread PLC | Long | Equity-common | GB | $3M | 90K | 0.06 |
| Whitehaven Coal Ltd. | Long | Equity-common | AU | $4M | 859K | 0.07 |
| Wihlborgs Fastigheter AB | Long | Equity-common | SE | $909K | 90K | 0.02 |
| Wilmar International Ltd. | Long | Equity-common | SG | $2M | 904K | 0.04 |
| Wise PLC | Long | Equity-common | GB | $1M | 111K | 0.02 |
| WiseTech Global Ltd. | Long | Equity-common | AU | $2M | 33K | 0.03 |
| Wolters Kluwer NV | Long | Equity-common | NL | $20M | 118K | 0.33 |
| Woodside Energy Group Ltd. | Long | Equity-common | AU | $12M | 657K | 0.20 |
| Woodside Energy Group Ltd. | Long | Equity-common | AU | $1M | 69K | 0.02 |
| Woodside Energy Group Ltd. | Long | Equity-common | AU | $790K | 44K | 0.01 |
| Woolworths Group Ltd. | Long | Equity-common | AU | $8M | 343K | 0.13 |
| Workman Co. Ltd. (Workman Co Ltd) | Long | Equity-common | JP | $140K | 5K | 0.00 |
| Worley Ltd. | Long | Equity-common | AU | $2M | 175K | 0.03 |
| WPP PLC | Long | Equity-common | JE | $3M | 260K | 0.04 |
| WPP PLC | Long | Equity-common | JE | $191K | 4K | 0.00 |
| WSP Global, Inc. (WSP Global Inc) | Long | Equity-common | CA | $6M | 39K | 0.11 |
| Xero Ltd. | Long | Equity-common | NZ | $3M | 34K | 0.05 |
| Yakult Honsha Co. Ltd. (Yakult Honsha Co Ltd) | Long | Equity-common | JP | $2M | 87K | 0.03 |
| Yamada Holdings Co. Ltd. (Yamada Holdings Co Ltd) | Long | Equity-common | JP | $1M | 366K | 0.02 |
| Yamaguchi Financial Group, Inc. (Yamaguchi Financial Group Inc) | Long | Equity-common | JP | $926K | 75K | 0.02 |
| Yamaha Corp. | Long | Equity-common | JP | $1M | 52K | 0.02 |
| Yamaha Motor Co. Ltd. (Yamaha Motor Co Ltd) | Long | Equity-common | JP | $5M | 568K | 0.09 |
| Yamato Holdings Co. Ltd. (Yamato Holdings Co Ltd) | Long | Equity-common | JP | $1M | 84K | 0.02 |
| Yamato Kogyo Co. Ltd. (Yamato Kogyo Co Ltd) | Long | Equity-common | JP | $1M | 21K | 0.02 |
| Yamazaki Baking Co. Ltd. (Yamazaki Baking Co Ltd) | Long | Equity-common | JP | $883K | 36K | 0.01 |
| Yancoal Australia Ltd. | Long | Equity-common | AU | $1M | 297K | 0.02 |
| Yangzijiang Shipbuilding Holdings Ltd. | Long | Equity-common | SG | $3M | 2M | 0.05 |
| Yaoko Co. Ltd. (Yaoko Co Ltd) | Long | Equity-common | JP | $434K | 7K | 0.01 |
| Yara International ASA | Long | Equity-common | NO | $1M | 39K | 0.02 |
| Yaskawa Electric Corp. | Long | Equity-common | JP | $2M | 62K | 0.04 |
| YH Dimri Construction & Development Ltd. | Long | Equity-common | IL | $100K | 1K | 0.00 |
| Yokogawa Electric Corp. | Long | Equity-common | JP | $2M | 76K | 0.03 |
| Yokohama Rubber Co. Ltd. (Yokohama Rubber Co Ltd/The) | Long | Equity-common | JP | $2M | 91K | 0.03 |
| Zealand Pharma AS (Zealand Pharma A/S) | Long | Equity-common | DK | $2M | 18K | 0.04 |
| Zenkoku Hosho Co. Ltd. (Zenkoku Hosho Co Ltd) | Long | Equity-common | JP | $1M | 32K | 0.02 |
| Zensho Holdings Co. Ltd. (Zensho Holdings Co Ltd) | Long | Equity-common | JP | $1M | 31K | 0.02 |
| Zeon Corp. | Long | Equity-common | JP | $117K | 13K | 0.00 |
| ZOZO, Inc. (ZOZO Inc) | Long | Equity-common | JP | $1M | 43K | 0.02 |
| Zurich Insurance Group AG | Long | Equity-common | CH | $20M | 36K | 0.33 |
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