JNL Fund Complex > JNL Series Trust
JNL/DFA U.S. Core Equity Fund
$1.30B
Avg Monthly Net Assets
$1.41B
Total Assets
$2.28M
Total Liabilities
$1.40B
Net Assets
JNL/DFA U.S. Core Equity Fund is an Underlying fund in JNL Series Trust
from JNL Fund Complex,
based in Michigan,
United States of America.
The fund has two share classes
and monthly net assets of $1.30B.
On August 28th, 2024 it reported 2,206 holdings, the largest
being NVIDIA Corporation (5.1%), Apple Inc. (4.8%) and Microsoft Corporation (4.7%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Ticker | Monthly Returns (2 years) |
|---|---|---|---|
| Class A | C000004672 | ||
| Class I | C000067990 |
Holdings
From latest NPORT-P, filed August 28th, 2024 for period ending June 30th, 2024.
Historic holdings data available from Fincoded.
| Name | Profile | Category | Country | Value $USD | # Shares | % of Fund |
|---|---|---|---|---|---|---|
| 1-800-Flowers.com, Inc. | Long | Equity-common | US | $34K | 4K | 0.00 |
| 10X Genomics, Inc. | Long | Equity-common | US | $28K | 1K | 0.00 |
| 1st Security Bank of Washington | Long | Equity-common | US | $19K | 512 | 0.00 |
| 1st Source Corporation | Long | Equity-common | US | $173K | 3K | 0.01 |
| 3D Systems Corporation | Long | Equity-common | US | $27K | 9K | 0.00 |
| 3M Company | Long | Equity-common | US | $1M | 11K | 0.08 |
| 8X8, Inc. | Long | Equity-common | US | $36K | 16K | 0.00 |
| A-Mark Precious Metals, Inc. | Long | Equity-common | US | $25K | 776 | 0.00 |
| A. O. Smith Corporation | Long | Equity-common | US | $625K | 8K | 0.04 |
| A10 Networks, Inc. | Long | Equity-common | US | $68K | 5K | 0.00 |
| AAON, Inc. | Long | Equity-common | US | $392K | 4K | 0.03 |
| AAR Corp. | Long | Equity-common | US | $254K | 3K | 0.02 |
| Abbott Laboratories | Long | Equity-common | US | $3M | 30K | 0.23 |
| AbbVie Inc. | Long | Equity-common | US | $8M | 47K | 0.57 |
| Abercrombie & Fitch Co. | Long | Equity-common | US | $907K | 5K | 0.06 |
| ABIOMED, Inc. | Long | Equity-common | US | $2K | 893 | 0.00 |
| ABM Industries Incorporated | Long | Equity-common | US | $236K | 5K | 0.02 |
| Acacia Research Corporation | Long | Equity-common | US | $9K | 2K | 0.00 |
| Academy Sports & Outdoors, Inc. | Long | Equity-common | US | $323K | 6K | 0.02 |
| Acadia Healthcare Company, Inc. | Long | Equity-common | US | $385K | 6K | 0.03 |
| Accenture Public Limited Company | Long | Equity-common | IE | $5M | 17K | 0.37 |
| ACCO Brands Corporation | Long | Equity-common | US | $54K | 11K | 0.00 |
| Accolade, Inc. | Long | Equity-common | US | $30K | 8K | 0.00 |
| Accuray Incorporated | Long | Equity-common | US | $10K | 6K | 0.00 |
| ACI Worldwide, Inc. | Long | Equity-common | US | $309K | 8K | 0.02 |
| ACNB Corporation | Long | Equity-common | US | $31K | 849 | 0.00 |
| Acuity Brands, Inc. | Long | Equity-common | US | $490K | 2K | 0.03 |
| Acushnet Holdings Corp. | Long | Equity-common | US | $309K | 5K | 0.02 |
| ACV Auctions Inc. | Long | Equity-common | US | $173K | 9K | 0.01 |
| Adams Resources & Energy, Inc. | Long | Equity-common | US | $7K | 247 | 0.00 |
| AdaptHealth LLC | Long | Equity-common | US | $115K | 11K | 0.01 |
| Adaptive Biotechnologies Corporation | Long | Equity-common | US | $13K | 4K | 0.00 |
| Addus HomeCare Corporation | Long | Equity-common | US | $129K | 1K | 0.01 |
| Adeia Inc. | Long | Equity-common | US | $163K | 15K | 0.01 |
| Adicet Therapeutics, Inc. | Long | Equity-common | US | $8K | 7K | 0.00 |
| Adient Public Limited Company | Long | Equity-common | IE | $139K | 6K | 0.01 |
| Adobe Inc. | Long | Equity-common | US | $6M | 11K | 0.45 |
| ADT, Inc. | Long | Equity-common | US | $275K | 36K | 0.02 |
| Adtalem Global Education Inc. | Long | Equity-common | US | $291K | 4K | 0.02 |
| Advance Auto Parts, Inc. | Long | Equity-common | US | $237K | 4K | 0.02 |
| Advanced Drainage Systems, Inc. | Long | Equity-common | US | $874K | 5K | 0.06 |
| Advanced Energy Industries, Inc. | Long | Equity-common | US | $290K | 3K | 0.02 |
| Advanced Micro Devices, Inc. | Long | Equity-common | US | $4M | 26K | 0.30 |
| AdvanSix Inc. | Long | Equity-common | US | $99K | 4K | 0.01 |
| Advantage Solutions, Inc. | Long | Equity-common | US | $36K | 11K | 0.00 |
| Adverum Biotechnologies, Inc. | Long | Equity-common | US | $7K | 991 | 0.00 |
| AECOM | Long | Equity-common | US | $479K | 5K | 0.03 |
| AeroVironment, Inc. | Long | Equity-common | US | $252K | 1K | 0.02 |
| Affiliated Managers Group, Inc. | Long | Equity-common | US | $475K | 3K | 0.03 |
| Affirm Holdings, Inc. | Long | Equity-common | US | $262K | 9K | 0.02 |
| AFLAC Incorporated | Long | Equity-common | US | $1M | 16K | 0.10 |
| AGCO Corporation | Long | Equity-common | US | $626K | 6K | 0.04 |
| Agilent Technologies, Inc. | Long | Equity-common | US | $932K | 7K | 0.07 |
| Agilon Health Management, Inc. | Long | Equity-common | US | $52K | 8K | 0.00 |
| Agilysys, Inc. | Long | Equity-common | US | $84K | 810 | 0.01 |
| Agios Pharmaceuticals, Inc. | Long | Equity-common | US | $91K | 2K | 0.01 |
| Air Lease Corporation | Long | Equity-common | US | $484K | 10K | 0.03 |
| Air Products and Chemicals, Inc. | Long | Equity-common | US | $1M | 4K | 0.08 |
| Air Transport Services Group, Inc. | Long | Equity-common | US | $97K | 7K | 0.01 |
| Airbnb, Inc. | Long | Equity-common | US | $708K | 5K | 0.05 |
| Akamai Technologies, Inc. | Long | Equity-common | US | $509K | 6K | 0.04 |
| Alamo Group Inc. | Long | Equity-common | US | $140K | 811 | 0.01 |
| Alarm.Com Holdings, Inc. | Long | Equity-common | US | $146K | 2K | 0.01 |
| Alaska Air Group, Inc. | Long | Equity-common | US | $352K | 9K | 0.03 |
| Albany International Corp. | Long | Equity-common | US | $172K | 2K | 0.01 |
| Albemarle Corporation | Long | Equity-common | US | $356K | 4K | 0.03 |
| Albertsons Companies, Inc. | Long | Equity-common | US | $377K | 19K | 0.03 |
| Albireo Pharma, Inc. | Long | Equity-common | US | $13K | 2K | 0.00 |
| Alcoa Corporation | Long | Equity-common | US | $503K | 13K | 0.04 |
| Aldeyra Therapeutics, Inc. | Long | Equity-common | US | $14K | 4K | 0.00 |
| Alector, Inc. | Long | Equity-common | US | $24K | 5K | 0.00 |
| Alico, Inc. | Long | Equity-common | US | $21K | 823 | 0.00 |
| Alight, Inc. | Long | Equity-common | US | $90K | 12K | 0.01 |
| Align Technology, Inc. | Long | Equity-common | US | $322K | 1K | 0.02 |
| Alkermes Public Limited Company | Long | Equity-common | IE | $218K | 9K | 0.02 |
| Allakos Inc. | Long | Equity-common | US | $400 | 400 | 0.00 |
| Allegiant Travel Company | Long | Equity-common | US | $29K | 568 | 0.00 |
| Allegion Public Limited Company | Long | Equity-common | IE | $563K | 5K | 0.04 |
| Allegro Microsystems Inc. | Long | Equity-common | US | $176K | 6K | 0.01 |
| ALLETE, Inc. | Long | Equity-common | US | $212K | 3K | 0.02 |
| Alliant Energy Corporation | Long | Equity-common | US | $375K | 7K | 0.03 |
| Allient Inc. | Long | Equity-common | US | $47K | 2K | 0.00 |
| Allison Systems, Inc. | Long | Equity-common | US | $593K | 8K | 0.04 |
| Allogene Therapeutics, Inc. | Long | Equity-common | US | $31K | 13K | 0.00 |
| Allstate Corporation, The | Long | Equity-common | US | $1M | 7K | 0.08 |
| Ally Financial Inc. | Long | Equity-common | US | $936K | 24K | 0.07 |
| Alnylam Pharmaceuticals, Inc. | Long | Equity-common | US | $818K | 3K | 0.06 |
| Alpha and Omega Semiconductor Limited | Long | Equity-common | BM | $124K | 3K | 0.01 |
| Alpha Metallurgical Resources, Inc. | Long | Equity-common | US | $356K | 1K | 0.03 |
| Alphabet Inc. | Long | Equity-common | US | $21M | 116K | 1.51 |
| Alphabet Inc. | Long | Equity-common | US | $19M | 102K | 1.33 |
| Alta Equipment Group Inc. | Long | Equity-common | US | $17K | 2K | 0.00 |
| Altice USA, Inc. | Long | Equity-common | US | $27K | 13K | 0.00 |
| Alto Ingredients, Inc. | Long | Equity-common | US | $14K | 10K | 0.00 |
| Altria Group, Inc. | Long | Equity-common | US | $2M | 37K | 0.12 |
| Amalgamated Financial Corp. | Long | Equity-common | US | $60K | 2K | 0.00 |
| Amazon.com, Inc. | Long | Equity-common | US | $34M | 177K | 2.43 |
| Ambac Financial Group, Inc. | Long | Equity-common | US | $52K | 4K | 0.00 |
| Ambarella Inc. | Long | Equity-common | KY | $79K | 1K | 0.01 |
| AMC Networks, Inc. | Long | Equity-common | US | $42K | 4K | 0.00 |
| Amcor Pty Ltd | Long | Equity-common | JE | $715K | 73K | 0.05 |
| Amdocs Limited | Long | Equity-common | GG | $392K | 5K | 0.03 |
| Amedisys, Inc. | Long | Equity-common | US | $202K | 2K | 0.01 |
| Amerant Bancorp Inc. | Long | Equity-common | US | $37K | 2K | 0.00 |
| Ameren Corporation | Long | Equity-common | US | $413K | 6K | 0.03 |
| Ameresco, Inc. | Long | Equity-common | US | $33K | 1K | 0.00 |
| America's Car Mart, Inc. | Long | Equity-common | US | $59K | 973 | 0.00 |
| American Airlines Group Inc. | Long | Equity-common | US | $263K | 23K | 0.02 |
| American Axle & Manufacturing Holdings, Inc. | Long | Equity-common | US | $87K | 12K | 0.01 |
| American Eagle Outfitters, Inc. | Long | Equity-common | US | $348K | 17K | 0.02 |
| American Electric Power Company, Inc. | Long | Equity-common | US | $831K | 9K | 0.06 |
| American Express Company | Long | Equity-common | US | $3M | 14K | 0.22 |
| American Financial Group, Inc. | Long | Equity-common | US | $643K | 5K | 0.05 |
| American International Group, Inc. | Long | Equity-common | US | $2M | 23K | 0.12 |
| American Outdoor Brands, Inc. | Long | Equity-common | US | $14K | 2K | 0.00 |
| American Public Education, Inc. | Long | Equity-common | US | $33K | 2K | 0.00 |
| American Software, Inc. | Long | Equity-common | US | $16K | 2K | 0.00 |
| American States Water Company | Long | Equity-common | US | $132K | 2K | 0.01 |
| American Vanguard Corporation | Long | Equity-common | US | $31K | 4K | 0.00 |
| American Water Works Company, Inc. | Long | Equity-common | US | $432K | 3K | 0.03 |
| American Well Corporation | Long | Equity-common | US | $2K | 6K | 0.00 |
| American Woodmark Corporation | Long | Equity-common | US | $94K | 1K | 0.01 |
| Ameriprise Financial, Inc. | Long | Equity-common | US | $2M | 4K | 0.13 |
| Ameris Bancorp | Long | Equity-common | US | $239K | 5K | 0.02 |
| Amerisafe, Inc. | Long | Equity-common | US | $92K | 2K | 0.01 |
| AMETEK, Inc. | Long | Equity-common | US | $1M | 7K | 0.09 |
| Amgen Inc. | Long | Equity-common | US | $4M | 14K | 0.32 |
| Amkor Technology, Inc. | Long | Equity-common | US | $915K | 23K | 0.07 |
| AMN Healthcare Services, Inc. | Long | Equity-common | US | $190K | 4K | 0.01 |
| Amneal Pharmaceuticals, Inc. | Long | Equity-common | US | $31K | 5K | 0.00 |
| Ampco-Pittsburgh Corporation | Long | Equity-common | US | $683.76 | 888 | 0.00 |
| Amphenol Corporation | Long | Equity-common | US | $2M | 28K | 0.14 |
| Amtech Systems, Inc. | Long | Equity-common | US | $5K | 917 | 0.00 |
| Analog Devices, Inc. | Long | Equity-common | US | $2M | 10K | 0.16 |
| Anaptysbio, Inc. | Long | Equity-common | US | $50K | 2K | 0.00 |
| Angi Inc. | Long | Equity-common | US | $14K | 7K | 0.00 |
| AngioDynamics, Inc. | Long | Equity-common | US | $27K | 4K | 0.00 |
| ANI Pharmaceuticals, Inc. | Long | Equity-common | US | $50K | 786 | 0.00 |
| Anika Therapeutics, Inc. | Long | Equity-common | US | $38K | 1K | 0.00 |
| ANSYS, Inc. | Long | Equity-common | US | $603K | 2K | 0.04 |
| Anterix Inc. | Long | Equity-common | US | $59K | 2K | 0.00 |
| Antero Midstream Corporation | Long | Equity-common | US | $438K | 30K | 0.03 |
| Antero Resources Corporation | Long | Equity-common | US | $718K | 22K | 0.05 |
| AON Public Limited Company | Long | Equity-common | IE | $1M | 4K | 0.08 |
| Apa Corp. | Long | Equity-common | US | $479K | 16K | 0.03 |
| APi Group Corp | Long | Equity-common | US | $528K | 14K | 0.04 |
| Apogee Enterprises, Inc. | Long | Equity-common | US | $220K | 4K | 0.02 |
| AppFolio, Inc. | Long | Equity-common | US | $122K | 500 | 0.01 |
| Apple Inc. | Long | Equity-common | US | $67M | 320K | 4.79 |
| Applied Industrial Technologies, Inc. | Long | Equity-common | US | $561K | 3K | 0.04 |
| Applied Materials, Inc. | Long | Equity-common | US | $5M | 20K | 0.33 |
| Applied Optoelectronics, Inc. | Long | Equity-common | US | $8K | 1K | 0.00 |
| AppLovin Corporation | Long | Equity-common | US | $744K | 9K | 0.05 |
| AptarGroup, Inc. | Long | Equity-common | US | $635K | 5K | 0.05 |
| Aptiv PLC | Long | Equity-common | IE | $550K | 8K | 0.04 |
| Aramark | Long | Equity-common | US | $525K | 15K | 0.04 |
| Arcadium Lithium PLC | Long | Equity-common | JE | $54K | 16K | 0.00 |
| Arcbest Corporation | Long | Equity-common | US | $205K | 2K | 0.01 |
| Arch Capital Group Ltd. | Long | Equity-common | BM | $1M | 13K | 0.09 |
| Arch Resources, Inc. | Long | Equity-common | US | $293K | 2K | 0.02 |
| Archer-Daniels-Midland Company | Long | Equity-common | US | $167K | 3K | 0.01 |
| Archrock, Inc. | Long | Equity-common | US | $270K | 13K | 0.02 |
| Arcosa, Inc. | Long | Equity-common | US | $319K | 4K | 0.02 |
| Arcturus Therapeutics Holdings Inc. | Long | Equity-common | US | $70K | 3K | 0.01 |
| Arcus Biosciences, Inc. | Long | Equity-common | US | $84K | 6K | 0.01 |
| Ardagh Metal Packaging S.A. | Long | Equity-common | LU | $24K | 7K | 0.00 |
| Ardmore Shipping Services (Ireland) Limited | Long | Equity-common | MH | $97K | 4K | 0.01 |
| Ares Management Corporation | Long | Equity-common | US | $363K | 3K | 0.03 |
| Argan, Inc. | Long | Equity-common | US | $120K | 2K | 0.01 |
| Arista Networks, Inc. | Long | Equity-common | US | $1M | 4K | 0.09 |
| ARKO Corp. | Long | Equity-common | US | $19K | 3K | 0.00 |
| Armstrong World Industries, Inc. | Long | Equity-common | US | $367K | 3K | 0.03 |
| Array Tech, Inc. | Long | Equity-common | US | $32K | 3K | 0.00 |
| Arrow Electronics, Inc. | Long | Equity-common | US | $631K | 5K | 0.04 |
| Arrow Financial Corporation | Long | Equity-common | US | $56K | 2K | 0.00 |
| Artesian Resources Corporation | Long | Equity-common | US | $33K | 933 | 0.00 |
| Arthur J. Gallagher & Co. | Long | Equity-common | US | $951K | 4K | 0.07 |
| Artisan Partners Asset Management Inc. | Long | Equity-common | US | $152K | 4K | 0.01 |
| Artivion, Inc. | Long | Equity-common | US | $72K | 3K | 0.01 |
| Asbury Automotive Group, Inc. | Long | Equity-common | US | $405K | 2K | 0.03 |
| ASGN Incorporated | Long | Equity-common | US | $349K | 4K | 0.02 |
| Ashland Inc. | Long | Equity-common | US | $296K | 3K | 0.02 |
| Aspen Technology, Inc. | Long | Equity-common | US | $400K | 2K | 0.03 |
| Assertio Holdings, Inc. | Long | Equity-common | US | $616.63 | 497.279 | 0.00 |
| AssetMark Financial Holdings, Inc. | Long | Equity-common | US | $36K | 1K | 0.00 |
| Associated Banc-Corp | Long | Equity-common | US | $296K | 14K | 0.02 |
| Assurant, Inc. | Long | Equity-common | US | $538K | 3K | 0.04 |
| Assured Guaranty Ltd. | Long | Equity-common | BM | $342K | 4K | 0.02 |
| Astec Industries, Inc. | Long | Equity-common | US | $50K | 2K | 0.00 |
| Astrana Health, Inc. | Long | Equity-common | US | $81K | 2K | 0.01 |
| Astronics Corporation | Long | Equity-common | US | $44K | 2K | 0.00 |
| Astronics Corporation | Long | Equity-common | US | $30K | 1K | 0.00 |
| AT&T Inc. | Long | Equity-common | US | $4M | 193K | 0.26 |
| ATI Inc. | Long | Equity-common | US | $432K | 8K | 0.03 |
| Atkore Inc. | Long | Equity-common | US | $591K | 4K | 0.04 |
| Atlanta Braves Holdings, Inc. | Long | Equity-common | US | $121K | 3K | 0.01 |
| Atlanta Braves Holdings, Inc. | Long | Equity-common | US | $15K | 360 | 0.00 |
| Atlantic Union Bank | Long | Equity-common | US | $246K | 7K | 0.02 |
| Atlanticus Holdings Corporation | Long | Equity-common | US | $28K | 988 | 0.00 |
| Atlassian Corporation | Long | Equity-common | US | $171K | 967 | 0.01 |
| Atmos Energy Corporation | Long | Equity-common | US | $537K | 5K | 0.04 |
| ATN International, Inc. | Long | Equity-common | US | $59K | 3K | 0.00 |
| AtriCure, Inc. | Long | Equity-common | US | $39K | 2K | 0.00 |
| Atrion Corporation | Long | Equity-common | US | $74K | 163 | 0.01 |
| Aurora Innovations Inc. | Long | Equity-common | US | $47K | 17K | 0.00 |
| Autodesk, Inc. | Long | Equity-common | US | $1M | 6K | 0.10 |
| Autoliv, Inc. | Long | Equity-common | US | $807K | 8K | 0.06 |
| Automatic Data Processing, Inc. | Long | Equity-common | US | $3M | 11K | 0.19 |
| AutoNation, Inc. | Long | Equity-common | US | $773K | 5K | 0.06 |
| AutoZone, Inc. | Long | Equity-common | US | $1M | 366 | 0.08 |
| AVANGRID, Inc. | Long | Equity-common | US | $77K | 2K | 0.01 |
| Avanos Medical, Inc. | Long | Equity-common | US | $90K | 5K | 0.01 |
| Avantor, Inc. | Long | Equity-common | US | $431K | 20K | 0.03 |
| Avery Dennison Corporation | Long | Equity-common | US | $854K | 4K | 0.06 |
| Aviat Networks, Inc. | Long | Equity-common | US | $32K | 1K | 0.00 |
| Avidity Biosciences, Inc. | Long | Equity-common | US | $95K | 2K | 0.01 |
| Avidxchange Holdings, Inc. | Long | Equity-common | US | $60K | 5K | 0.00 |
| Avient Corporation | Long | Equity-common | US | $297K | 7K | 0.02 |
| Avis Budget Group, Inc. | Long | Equity-common | US | $233K | 2K | 0.02 |
| Avista Corporation | Long | Equity-common | US | $113K | 3K | 0.01 |
| Avnet, Inc. | Long | Equity-common | US | $425K | 8K | 0.03 |
| Axalta Coating Systems Ltd. | Long | Equity-common | BM | $677K | 20K | 0.05 |
| Axcelis Technologies, Inc. | Long | Equity-common | US | $309K | 2K | 0.02 |
| AXIS Capital Holdings Limited | Long | Equity-common | BM | $389K | 6K | 0.03 |
| AxoGen, Inc. | Long | Equity-common | US | $39K | 5K | 0.00 |
| Axon Enterprise, Inc. | Long | Equity-common | US | $410K | 1K | 0.03 |
| Axonics, Inc. | Long | Equity-common | US | $91K | 1K | 0.01 |
| Axos Financial, Inc. | Long | Equity-common | US | $292K | 5K | 0.02 |
| AXT, Inc. | Long | Equity-common | US | $3K | 890 | 0.00 |
| Azenta, Inc. | Long | Equity-common | US | $83K | 2K | 0.01 |
| AZZ Inc. | Long | Equity-common | US | $201K | 3K | 0.01 |
| B. Riley & Co., LLC | Long | Equity-common | US | $27K | 2K | 0.00 |
| B&G Foods, Inc. | Long | Equity-common | US | $59K | 7K | 0.00 |
| Badger Meter, Inc. | Long | Equity-common | US | $268K | 1K | 0.02 |
| Baker Hughes Company | Long | Equity-common | US | $1M | 35K | 0.09 |
| Balchem Corporation | Long | Equity-common | US | $307K | 2K | 0.02 |
| Ball Corporation | Long | Equity-common | US | $755K | 13K | 0.05 |
| Banc of California, Inc. | Long | Equity-common | US | $133K | 10K | 0.01 |
| BancFirst Corporation | Long | Equity-common | US | $254K | 3K | 0.02 |
| Bandwidth Inc. | Long | Equity-common | US | $13K | 762 | 0.00 |
| Bank of America Corporation | Long | Equity-common | US | $6M | 156K | 0.44 |
| Bank of Hawaii Corporation | Long | Equity-common | US | $177K | 3K | 0.01 |
| Bank of Marin Bancorp | Long | Equity-common | US | $28K | 2K | 0.00 |
| Bank of N.T. Butterfield & Son Limited (The) | Long | Equity-common | BM | $195K | 6K | 0.01 |
| Bank OZK | Long | Equity-common | US | $388K | 9K | 0.03 |
| BankFinancial Corporation | Long | Equity-common | US | $22K | 2K | 0.00 |
| BankUnited, Inc. | Long | Equity-common | US | $154K | 5K | 0.01 |
| Banner Corporation | Long | Equity-common | US | $140K | 3K | 0.01 |
| Bar Harbor Bankshares | Long | Equity-common | US | $35K | 1K | 0.00 |
| Barnes Group Inc. | Long | Equity-common | US | $189K | 5K | 0.01 |
| Barrett Business Services, Inc. | Long | Equity-common | US | $153K | 5K | 0.01 |
| Bassett Furniture Industries, Incorporated | Long | Equity-common | US | $7K | 500 | 0.00 |
| Bath & Body Works, Inc. | Long | Equity-common | US | $458K | 12K | 0.03 |
| Baxter International Inc. | Long | Equity-common | US | $532K | 16K | 0.04 |
| Baycom Corp | Long | Equity-common | US | $19K | 912 | 0.00 |
| BCB Bancorp, Inc. | Long | Equity-common | US | $14K | 1K | 0.00 |
| Beacon Roofing Supply, Inc. | Long | Equity-common | US | $654K | 7K | 0.05 |
| Beazer Homes USA, Inc. | Long | Equity-common | US | $186K | 7K | 0.01 |
| Becton, Dickinson and Company | Long | Equity-common | US | $1M | 5K | 0.08 |
| Bel Fuse Inc. | Long | Equity-common | US | $88K | 1K | 0.01 |
| Belden Inc. | Long | Equity-common | US | $242K | 3K | 0.02 |
| Bellring Intermediate Holdings, Inc. | Long | Equity-common | US | $421K | 7K | 0.03 |
| Benchmark Electronics, Inc. | Long | Equity-common | US | $190K | 5K | 0.01 |
| Bentley Systems, Incorporated | Long | Equity-common | US | $386K | 8K | 0.03 |
| Berkshire Hathaway Inc. | Long | Equity-common | US | $14M | 33K | 0.97 |
| Berkshire Hills Bancorp, Inc. | Long | Equity-common | US | $147K | 6K | 0.01 |
| Berry Corporation (Bry) | Long | Equity-common | US | $35K | 5K | 0.00 |
| Berry Global Group, Inc. | Long | Equity-common | US | $687K | 12K | 0.05 |
| Best Buy Co., Inc. | Long | Equity-common | US | $1M | 13K | 0.08 |
| Beyond, Inc. | Long | Equity-common | US | $21K | 2K | 0.00 |
| BGC Group, Inc. | Long | Equity-common | US | $228K | 27K | 0.02 |
| Big 5 Sporting Goods Corporation | Long | Equity-common | US | $7K | 2K | 0.00 |
| Big Lots, Inc. | Long | Equity-common | US | $7K | 4K | 0.00 |
| Biglari Holdings Inc. | Long | Equity-common | US | $22K | 112 | 0.00 |
| Biglari Holdings Inc. | Long | Equity-common | US | $10K | 11 | 0.00 |
| Bill Holdings, Inc. | Long | Equity-common | US | $192K | 4K | 0.01 |
| Bio-Rad Laboratories, Inc. | Long | Equity-common | US | $256K | 937 | 0.02 |
| Bio-Techne Corporation | Long | Equity-common | US | $255K | 4K | 0.02 |
| Biogen Inc. | Long | Equity-common | US | $821K | 4K | 0.06 |
| BioLife Solutions, Inc. | Long | Equity-common | US | $44K | 2K | 0.00 |
| BioMarin Pharmaceutical Inc. | Long | Equity-common | US | $463K | 6K | 0.03 |
| BJ's Restaurants, Inc. | Long | Equity-common | US | $66K | 2K | 0.00 |
| BJ's Wholesale Club Holdings, Inc. | Long | Equity-common | US | $905K | 10K | 0.06 |
| Black Hills Corporation | Long | Equity-common | US | $182K | 3K | 0.01 |
| Blackbaud, Inc. | Long | Equity-common | US | $222K | 3K | 0.02 |
| Blackline, Inc. | Long | Equity-common | US | $114K | 2K | 0.01 |
| BlackRock, Inc. | Long | Equity-common | US | $2M | 2K | 0.13 |
| Blackstone Inc. | Long | Equity-common | US | $670K | 5K | 0.05 |
| Block, Inc. | Long | Equity-common | US | $446K | 7K | 0.03 |
| Bloomin' Brands, Inc. | Long | Equity-common | US | $95K | 5K | 0.01 |
| Blue Foundry Bancorp | Long | Equity-common | US | $14K | 2K | 0.00 |
| Bluebird Bio, Inc. | Long | Equity-common | US | $4K | 4K | 0.00 |
| BlueLinx Holdings Inc. | Long | Equity-common | US | $107K | 1K | 0.01 |
| BM Technologies, Inc. | Long | Equity-common | US | $1K | 508 | 0.00 |
| Boeing Company, The | Long | Equity-common | US | $2M | 12K | 0.15 |
| Boise Cascade Company | Long | Equity-common | US | $540K | 5K | 0.04 |
| BOK Financial Corporation | Long | Equity-common | US | $404K | 4K | 0.03 |
| Booking Holdings Inc. | Long | Equity-common | US | $3M | 719 | 0.20 |
| Boot Barn Holdings, Inc. | Long | Equity-common | US | $286K | 2K | 0.02 |
| Booz Allen Hamilton Holding Corporation | Long | Equity-common | US | $813K | 5K | 0.06 |
| BorgWarner Inc. | Long | Equity-common | US | $526K | 16K | 0.04 |
| Boston Beer Company, Inc., The | Long | Equity-common | US | $169K | 554 | 0.01 |
| Boston Omaha Corporation | Long | Equity-common | US | $19K | 1K | 0.00 |
| Boston Scientific Corporation | Long | Equity-common | US | $2M | 25K | 0.14 |
| Bowman Consulting Group Ltd. | Long | Equity-common | US | $42K | 1K | 0.00 |
| Box, Inc. | Long | Equity-common | US | $132K | 5K | 0.01 |
| Boyd Gaming Corporation | Long | Equity-common | US | $233K | 4K | 0.02 |
| Brady Corporation | Long | Equity-common | US | $272K | 4K | 0.02 |
| Bread Financial Payments, Inc. | Long | Equity-common | US | $210K | 5K | 0.01 |
| Bridgewater Bancshares, Inc. | Long | Equity-common | US | $12K | 1K | 0.00 |
| Bright Horizons Family Solutions, Inc. | Long | Equity-common | US | $288K | 3K | 0.02 |
| Brighthouse Financial, Inc. | Long | Equity-common | US | $317K | 7K | 0.02 |
| Brightsphere Investment Group Inc. | Long | Equity-common | US | $48K | 2K | 0.00 |
| BrightView Holdings, Inc. | Long | Equity-common | US | $91K | 7K | 0.01 |
| Brink's Company, The | Long | Equity-common | US | $287K | 3K | 0.02 |
| Brinker International, Inc. | Long | Equity-common | US | $195K | 3K | 0.01 |
| Bristol-Myers Squibb Company | Long | Equity-common | US | $3M | 65K | 0.19 |
| Bristol-Myers Squibb Company | Long | Equity-common | US | $62.89 | 2K | 0.00 |
| Bristow Holdings U.S. Inc. | Long | Equity-common | US | $18K | 526 | 0.00 |
| Broadcom Inc. | Long | Equity-common | US | $10M | 6K | 0.68 |
| Broadridge Financial Solutions, Inc. | Long | Equity-common | US | $839K | 4K | 0.06 |
| Brookdale Senior Living Inc. | Long | Equity-common | US | $155K | 23K | 0.01 |
| Brookfield Asset Management Ltd. | Long | Equity-common | CA | $148K | 4K | 0.01 |
| Brookfield Renewable Corporation | Long | Equity-common | CA | $254K | 9K | 0.02 |
| Brookline Bancorp, Inc. | Long | Equity-common | US | $69K | 8K | 0.00 |
| Brown & Brown, Inc. | Long | Equity-common | US | $972K | 11K | 0.07 |
| Brown-Forman Corporation | Long | Equity-common | US | $389K | 9K | 0.03 |
| Brown-Forman Corporation | Long | Equity-common | US | $139K | 3K | 0.01 |
| Bruker Corporation | Long | Equity-common | US | $402K | 6K | 0.03 |
| Brunswick Corporation | Long | Equity-common | US | $513K | 7K | 0.04 |
| Build-A-Bear Workshop, Inc. | Long | Equity-common | US | $52K | 2K | 0.00 |
| Builders FirstSource, Inc. | Long | Equity-common | US | $1M | 10K | 0.10 |
| Bumble Inc. | Long | Equity-common | US | $19K | 2K | 0.00 |
| Bunge Limited | Long | Equity-common | CH | $632K | 6K | 0.04 |
| Burke & Herbert Financial Services Corp. | Long | Equity-common | US | $22K | 424 | 0.00 |
| Burlington Stores, Inc. | Long | Equity-common | US | $578K | 2K | 0.04 |
| Business First Bancshares, Inc. | Long | Equity-common | US | $31K | 1K | 0.00 |
| BWXT Government Group, Inc. | Long | Equity-common | US | $530K | 6K | 0.04 |
| Byline Bancorp, Inc. | Long | Equity-common | US | $82K | 3K | 0.01 |
| C.H. Robinson Worldwide, Inc. | Long | Equity-common | US | $545K | 6K | 0.04 |
| C&F Financial Corporation | Long | Equity-common | US | $2K | 40 | 0.00 |
| C4 Therapeutics, Inc. | Long | Equity-common | US | $33K | 7K | 0.00 |
| Cable One, Inc. | Long | Equity-common | US | $138K | 389 | 0.01 |
| Cabot Corporation | Long | Equity-common | US | $375K | 4K | 0.03 |
| Caci International Inc. | Long | Equity-common | US | $675K | 2K | 0.05 |
| Cactus, Inc. | Long | Equity-common | US | $203K | 4K | 0.01 |
| Cadeler A/S | Long | Equity-common | DK | $21K | 847 | 0.00 |
| Cadence Bank | Long | Equity-common | US | $438K | 15K | 0.03 |
| Cadence Design Systems, Inc. | Long | Equity-common | US | $2M | 6K | 0.13 |
| Caesars Entertainment, Inc. | Long | Equity-common | US | $279K | 7K | 0.02 |
| Cal-Maine Foods, Inc. | Long | Equity-common | US | $276K | 5K | 0.02 |
| Calavo Growers, Inc. | Long | Equity-common | US | $38K | 2K | 0.00 |
| Caleres, Inc. | Long | Equity-common | US | $162K | 5K | 0.01 |
| California Resources Corporation | Long | Equity-common | US | $244K | 5K | 0.02 |
| California Water Service Group | Long | Equity-common | US | $149K | 3K | 0.01 |
| Calix, Inc. | Long | Equity-common | US | $142K | 4K | 0.01 |
| Cambium Networks Corp. | Long | Equity-common | KY | $2K | 610 | 0.00 |
| Cambridge Bancorp | Long | Equity-common | US | $12K | 179 | 0.00 |
| Camden National Corporation | Long | Equity-common | US | $63K | 2K | 0.00 |
| Campbell Soup Company | Long | Equity-common | US | $664K | 15K | 0.05 |
| Camping World Holdings, Inc. | Long | Equity-common | US | $66K | 4K | 0.00 |
| Cantaloupe, Inc. | Long | Equity-common | US | $16K | 2K | 0.00 |
| Capital Bancorp, Inc. | Long | Equity-common | US | $9K | 428 | 0.00 |
| Capital City Bank Group, Inc. | Long | Equity-common | US | $28K | 1K | 0.00 |
| Capital One Financial Corporation | Long | Equity-common | US | $1M | 10K | 0.10 |
| Capitol Federal Financial | Long | Equity-common | US | $74K | 13K | 0.01 |
| Capri Holdings Limited | Long | Equity-common | VG | $355K | 11K | 0.03 |
| Cardinal Health, Inc. | Long | Equity-common | US | $600K | 6K | 0.04 |
| Caredx, Inc. | Long | Equity-common | US | $25K | 2K | 0.00 |
| CarGurus, Inc. | Long | Equity-common | US | $80K | 3K | 0.01 |
| Carlisle Companies Incorporated | Long | Equity-common | US | $1M | 3K | 0.07 |
| CarMax, Inc. | Long | Equity-common | US | $420K | 6K | 0.03 |
| Carnival Corporation | Long | Equity-common | PA | $659K | 35K | 0.05 |
| CarParts.com, Inc. | Long | Equity-common | US | $6K | 6K | 0.00 |
| Carpenter Technology Corporation | Long | Equity-common | US | $559K | 5K | 0.04 |
| Carriage Services, Inc. | Long | Equity-common | US | $56K | 2K | 0.00 |
| Carrier Global Corporation | Long | Equity-common | US | $1M | 22K | 0.10 |
| Cars.com Inc. | Long | Equity-common | US | $179K | 9K | 0.01 |
| Carter Bankshares, Inc. | Long | Equity-common | US | $37K | 2K | 0.00 |
| Carter's, Inc. | Long | Equity-common | US | $151K | 2K | 0.01 |
| Carvana Co. | Long | Equity-common | US | $302K | 2K | 0.02 |
| Casella Waste Systems, Inc. | Long | Equity-common | US | $288K | 3K | 0.02 |
| Casey's General Stores, Inc. | Long | Equity-common | US | $1M | 3K | 0.07 |
| Cass Information Systems, Inc. | Long | Equity-common | US | $50K | 1K | 0.00 |
| Castle Biosciences, Inc. | Long | Equity-common | US | $544.25 | 25 | 0.00 |
| Catalent, Inc. | Long | Equity-common | US | $323K | 6K | 0.02 |
| Catalyst Pharmaceuticals, Inc. | Long | Equity-common | US | $116K | 8K | 0.01 |
| Caterpillar Inc. | Long | Equity-common | US | $6M | 17K | 0.40 |
| Cathay General Bancorp | Long | Equity-common | US | $253K | 7K | 0.02 |
| Cavco Industries, Inc. | Long | Equity-common | US | $230K | 664 | 0.02 |
| CBIZ, Inc. | Long | Equity-common | US | $298K | 4K | 0.02 |
| Cboe Global Markets, Inc. | Long | Equity-common | US | $595K | 3K | 0.04 |
| CBRE Group, Inc. | Long | Equity-common | US | $899K | 10K | 0.06 |
| CCC Intelligent Solutions Holdings Inc. | Long | Equity-common | US | $95K | 9K | 0.01 |
| CDW Corp. | Long | Equity-common | US | $1M | 5K | 0.08 |
| CECO Environmental Corp. | Long | Equity-common | US | $92K | 3K | 0.01 |
| Celanese Corporation | Long | Equity-common | US | $513K | 4K | 0.04 |
| Celsius Holdings, Inc. | Long | Equity-common | US | $247K | 4K | 0.02 |
| Cencora, Inc. | Long | Equity-common | US | $1M | 6K | 0.09 |
| Centene Corporation | Long | Equity-common | US | $1M | 16K | 0.08 |
| CenterPoint Energy, Inc. | Long | Equity-common | US | $496K | 16K | 0.04 |
| Central Garden & Pet Company | Long | Equity-common | US | $177K | 5K | 0.01 |
| Central Garden & Pet Company | Long | Equity-common | US | $44K | 1K | 0.00 |
| Central Pacific Financial Corp. | Long | Equity-common | US | $79K | 4K | 0.01 |
| Centrus Energy Corp. | Long | Equity-common | US | $47K | 1K | 0.00 |
| Century Aluminum Company | Long | Equity-common | US | $142K | 8K | 0.01 |
| Century Communities, Inc. | Long | Equity-common | US | $278K | 3K | 0.02 |
| Cerence Inc. | Long | Equity-common | US | $7K | 2K | 0.00 |
| Certara, Inc. | Long | Equity-common | US | $80K | 6K | 0.01 |
| CEVA Inc. | Long | Equity-common | US | $15K | 793 | 0.00 |
| CF Industries Holdings, Inc. | Long | Equity-common | US | $838K | 11K | 0.06 |
| ChampionX Corporation | Long | Equity-common | US | $503K | 15K | 0.04 |
| Charles River Laboratories International, Inc. | Long | Equity-common | US | $442K | 2K | 0.03 |
| Chegg, Inc. | Long | Equity-common | US | $14K | 4K | 0.00 |
| Chemed Corporation | Long | Equity-common | US | $472K | 870 | 0.03 |
| Cheniere Energy, Inc. | Long | Equity-common | US | $1M | 8K | 0.11 |
| Chesapeake Energy Corporation | Long | Equity-common | US | $947K | 12K | 0.07 |
| Chesapeake Utilities Corporation | Long | Equity-common | US | $93K | 877 | 0.01 |
| Chevron Corporation | Long | Equity-common | US | $8M | 54K | 0.60 |
| Chewy, Inc. | Long | Equity-common | US | $69K | 3K | 0.00 |
| Chinook Therapeutics, Inc. | Long | Equity-common | US | $6K | 5K | 0.00 |
| Chipotle Mexican Grill, Inc. | Long | Equity-common | US | $2M | 34K | 0.15 |
| Choice Hotels International, Inc. | Long | Equity-common | US | $277K | 2K | 0.02 |
| Chord Energy Corporation | Long | Equity-common | US | $508K | 3K | 0.04 |
| Chubb Limited | Long | Equity-common | US | $2M | 9K | 0.16 |
| Church & Dwight Co., Inc. | Long | Equity-common | US | $686K | 7K | 0.05 |
| Churchill Downs Incorporated | Long | Equity-common | US | $578K | 4K | 0.04 |
| Chuy's Holdings, Inc. | Long | Equity-common | US | $48K | 2K | 0.00 |
| Ciena Corporation | Long | Equity-common | US | $440K | 9K | 0.03 |
| Cimpress Public Limited Company | Long | Equity-common | IE | $156K | 2K | 0.01 |
| Cincinnati Financial Corporation | Long | Equity-common | US | $726K | 6K | 0.05 |
| Cinemark Holdings, Inc. | Long | Equity-common | US | $159K | 7K | 0.01 |
| Cintas Corporation | Long | Equity-common | US | $2M | 2K | 0.12 |
| Cirrus Logic, Inc. | Long | Equity-common | US | $320K | 3K | 0.02 |
| Cisco Systems, Inc. | Long | Equity-common | US | $5M | 97K | 0.33 |
| Citi Trends, Inc. | Long | Equity-common | US | $39K | 2K | 0.00 |
| Citigroup Inc. | Long | Equity-common | US | $3M | 43K | 0.19 |
| Citizens & Northern Corporation | Long | Equity-common | US | $13K | 745 | 0.00 |
| Citizens Financial Group, Inc. | Long | Equity-common | US | $596K | 17K | 0.04 |
| Citizens, Inc. | Long | Equity-common | US | $10K | 4K | 0.00 |
| City Holding Company | Long | Equity-common | US | $140K | 1K | 0.01 |
| Civeo Corporation | Long | Equity-common | CA | $17K | 663 | 0.00 |
| Civista Bancshares, Inc. | Long | Equity-common | US | $34K | 2K | 0.00 |
| Civitas Resources, Inc. | Long | Equity-common | US | $115K | 2K | 0.01 |
| Clarivate PLC | Long | Equity-common | JE | $136K | 24K | 0.01 |
| Clean Energy Fuels Corp. | Long | Equity-common | US | $60K | 22K | 0.00 |
| Clean Harbors, Inc. | Long | Equity-common | US | $1M | 5K | 0.08 |
| Cleanspark Inc. | Long | Equity-common | US | $291K | 18K | 0.02 |
| Clearfield, Inc. | Long | Equity-common | US | $23K | 600 | 0.00 |
| Clearwater Paper Corporation | Long | Equity-common | US | $96K | 2K | 0.01 |
| Clearway Energy, Inc. | Long | Equity-common | US | $154K | 6K | 0.01 |
| Clearway Energy, Inc. | Long | Equity-common | US | $82K | 4K | 0.01 |
| Cleveland-Cliffs Inc. | Long | Equity-common | US | $542K | 35K | 0.04 |
| Cloudflare, Inc. | Long | Equity-common | US | $230K | 3K | 0.02 |
| CME Group Inc. | Long | Equity-common | US | $1M | 6K | 0.08 |
| CMS Energy Corporation | Long | Equity-common | US | $596K | 10K | 0.04 |
| CNB Financial Corporation | Long | Equity-common | US | $27K | 1K | 0.00 |
| CNX Resources Corporation | Long | Equity-common | US | $355K | 15K | 0.03 |
| Coastal Financial Corporation | Long | Equity-common | US | $12K | 252 | 0.00 |
| Coca-Cola Company, The | Long | Equity-common | US | $6M | 91K | 0.41 |
| Coca-Cola Consolidated, Inc. | Long | Equity-common | US | $821K | 757 | 0.06 |
| Codorus Valley Bancorp, Inc. | Long | Equity-common | US | $8K | 317.1 | 0.00 |
| Coeur Mining, Inc. | Long | Equity-common | US | $97K | 17K | 0.01 |
| Cogent Biosciences, Inc. | Long | Equity-common | US | $58K | 7K | 0.00 |
| Cognex Corporation | Long | Equity-common | US | $322K | 7K | 0.02 |
| Cognizant Technology Solutions Corporation | Long | Equity-common | US | $1M | 16K | 0.08 |
| Cohen & Steers, Inc. | Long | Equity-common | US | $225K | 3K | 0.02 |
| Coherent Corp. | Long | Equity-common | US | $519K | 7K | 0.04 |
| Cohu, Inc. | Long | Equity-common | US | $155K | 5K | 0.01 |
| Coinbase Global, Inc. | Long | Equity-common | US | $358K | 2K | 0.03 |
| Colgate-Palmolive Company | Long | Equity-common | US | $2M | 16K | 0.11 |
| Collegium Pharmaceutical, Inc. | Long | Equity-common | US | $55K | 2K | 0.00 |
| Columbia Financial, Inc. | Long | Equity-common | US | $83K | 6K | 0.01 |
| Columbia Sportswear Company | Long | Equity-common | US | $284K | 4K | 0.02 |
| Columbus McKinnon Corporation | Long | Equity-common | US | $83K | 2K | 0.01 |
| Comcast Corporation | Long | Equity-common | US | $6M | 163K | 0.45 |
| Comerica Incorporated | Long | Equity-common | US | $481K | 9K | 0.03 |
| Comfort Systems USA, Inc. | Long | Equity-common | US | $682K | 2K | 0.05 |
| Commerce Bancshares, Inc. | Long | Equity-common | US | $493K | 9K | 0.04 |
| Commercial Metals Company | Long | Equity-common | US | $529K | 10K | 0.04 |
| Commercial Vehicle Group, Inc. | Long | Equity-common | US | $22K | 5K | 0.00 |
| Community Financial System, Inc. | Long | Equity-common | US | $172K | 4K | 0.01 |
| Community Health Systems, Inc. | Long | Equity-common | US | $39K | 12K | 0.00 |
| Community Trust Bancorp, Inc. | Long | Equity-common | US | $90K | 2K | 0.01 |
| Community West Bancshares | Long | Equity-common | US | $4K | 225 | 0.00 |
| CommVault Systems, Inc. | Long | Equity-common | US | $97K | 797 | 0.01 |
| Compass Minerals International, Inc. | Long | Equity-common | US | $34K | 3K | 0.00 |
| Comscore, Inc. | Long | Equity-common | US | $610.17 | 43 | 0.00 |
| Comstock Resources, Inc. | Long | Equity-common | US | $280K | 27K | 0.02 |
| Comtech Telecommunications Corp. | Long | Equity-common | US | $4K | 1K | 0.00 |
| Conagra Brands, Inc. | Long | Equity-common | US | $502K | 18K | 0.04 |
| Concentrix Corporation | Long | Equity-common | US | $92K | 1K | 0.01 |
| Concrete Pumping Holdings, Inc. | Long | Equity-common | US | $7K | 1K | 0.00 |
| Conduent Incorporated | Long | Equity-common | US | $47K | 15K | 0.00 |
| CONMED Corporation | Long | Equity-common | US | $107K | 2K | 0.01 |
| Conn's, Inc. | Long | Equity-common | US | $5K | 4K | 0.00 |
| ConnectOne Bancorp, Inc. | Long | Equity-common | US | $104K | 6K | 0.01 |
| ConocoPhillips | Long | Equity-common | US | $4M | 36K | 0.29 |
| Consensus Cloud Solutions, Inc. | Long | Equity-common | US | $25K | 1K | 0.00 |
| CONSOL Energy Inc. | Long | Equity-common | US | $358K | 4K | 0.03 |
| Consolidated Communications Holdings, Inc. | Long | Equity-common | US | $58K | 13K | 0.00 |
| Consolidated Edison, Inc. | Long | Equity-common | US | $781K | 9K | 0.06 |
| Consolidated Water Co. Ltd. | Long | Equity-common | KY | $49K | 2K | 0.00 |
| Constellation Brands, Inc. | Long | Equity-common | US | $1M | 5K | 0.09 |
| Constellation Energy Group, Inc. | Long | Equity-common | US | $2M | 8K | 0.11 |
| Construction Partners, Inc. | Long | Equity-common | US | $190K | 3K | 0.01 |
| Consumer Portfolio Services, Inc. | Long | Equity-common | US | $21K | 2K | 0.00 |
| Container Store Group, Inc. The | Long | Equity-common | US | $2K | 3K | 0.00 |
| Cooper-Standard Holdings Inc. | Long | Equity-common | US | $38K | 3K | 0.00 |
| Copa Holdings, S.A. | Long | Equity-common | PA | $242K | 3K | 0.02 |
| Copart, Inc. | Long | Equity-common | US | $699K | 13K | 0.05 |
| Corcept Therapeutics Incorporated | Long | Equity-common | US | $189K | 6K | 0.01 |
| Core & Main, Inc. | Long | Equity-common | US | $403K | 8K | 0.03 |
| Core Laboratories LP | Long | Equity-common | US | $82K | 4K | 0.01 |
| Core Molding Technologies, Inc. | Long | Equity-common | US | $13K | 800 | 0.00 |
| Corebridge Financial, Inc. | Long | Equity-common | US | $345K | 12K | 0.02 |
| Corning Incorporated | Long | Equity-common | US | $1M | 31K | 0.09 |
| Corpay Inc | Long | Equity-common | US | $980K | 4K | 0.07 |
| Corsair Gaming, Inc. | Long | Equity-common | US | $97K | 9K | 0.01 |
| Corteva, Inc. | Long | Equity-common | US | $912K | 17K | 0.06 |
| CorVel Corporation | Long | Equity-common | US | $297K | 1K | 0.02 |
| Costamare Inc. | Long | Equity-common | MH | $131K | 8K | 0.01 |
| CoStar Group, Inc. | Long | Equity-common | US | $596K | 8K | 0.04 |
| Costco Wholesale Corporation | Long | Equity-common | US | $7M | 9K | 0.53 |
| Coterra Energy Inc. | Long | Equity-common | US | $1M | 46K | 0.09 |
| Coty Inc. | Long | Equity-common | US | $546K | 55K | 0.04 |
| Coursera, Inc. | Long | Equity-common | US | $28K | 4K | 0.00 |
| Covenant Logistics Group, Inc. | Long | Equity-common | US | $110K | 2K | 0.01 |
| CRA International, Inc. | Long | Equity-common | US | $185K | 1K | 0.01 |
| Cracker Barrel Old Country Store, Inc. | Long | Equity-common | US | $78K | 2K | 0.01 |
| Crane Company | Long | Equity-common | US | $668K | 5K | 0.05 |
| Crane Nxt, Co. | Long | Equity-common | US | $283K | 5K | 0.02 |
| Crawford & Company | Long | Equity-common | US | $15K | 2K | 0.00 |
| Crawford & Company | Long | Equity-common | US | $11K | 1K | 0.00 |
| Credit Acceptance Corporation | Long | Equity-common | US | $462K | 897 | 0.03 |
| Crocs, Inc. | Long | Equity-common | US | $401K | 3K | 0.03 |
| Cross Country Healthcare, Inc. | Long | Equity-common | US | $33K | 2K | 0.00 |
| Crossfirst Bankshares, Inc. | Long | Equity-common | US | $30K | 2K | 0.00 |
| CrowdStrike Holdings, Inc. | Long | Equity-common | US | $607K | 2K | 0.04 |
| Crown Holdings, Inc. | Long | Equity-common | US | $635K | 9K | 0.05 |
| Cryoport, Inc. | Long | Equity-common | US | $14K | 2K | 0.00 |
| CSG Systems International, Inc. | Long | Equity-common | US | $139K | 3K | 0.01 |
| CSW Industrials, Inc. | Long | Equity-common | US | $353K | 1K | 0.03 |
| CSX Corporation | Long | Equity-common | US | $2M | 54K | 0.13 |
| CTS Corporation | Long | Equity-common | US | $170K | 3K | 0.01 |
| Cullen/Frost Bankers, Inc. | Long | Equity-common | US | $398K | 4K | 0.03 |
| Culp, Inc. | Long | Equity-common | US | $7K | 2K | 0.00 |
| Cumberland Pharmaceuticals, Inc. | Long | Equity-common | US | $1K | 900 | 0.00 |
| Cummins Inc. | Long | Equity-common | US | $2M | 6K | 0.12 |
| Curtiss-Wright Corporation | Long | Equity-common | US | $668K | 2K | 0.05 |
| Cushman & Wakefield PLC | Long | Equity-common | GB | $174K | 17K | 0.01 |
| Customers Bancorp, Inc. | Long | Equity-common | US | $158K | 3K | 0.01 |
| CVB Financial Corp. | Long | Equity-common | US | $194K | 11K | 0.01 |
| CVR Energy, Inc. | Long | Equity-common | US | $233K | 9K | 0.02 |
| CVS Health Corporation | Long | Equity-common | US | $2M | 32K | 0.13 |
| D.R. Horton, Inc. | Long | Equity-common | US | $1M | 10K | 0.10 |
| Daktronics, Inc. | Long | Equity-common | US | $69K | 5K | 0.00 |
| DallasNews Corporation | Long | Equity-common | US | $2K | 687 | 0.00 |
| Dana Incorporated | Long | Equity-common | US | $144K | 12K | 0.01 |
| Danaher Corporation | Long | Equity-common | US | $3M | 11K | 0.19 |
| Darden Restaurants, Inc. | Long | Equity-common | US | $810K | 5K | 0.06 |
| Darling Ingredients Inc. | Long | Equity-common | US | $381K | 10K | 0.03 |
| Datadog, Inc. | Long | Equity-common | US | $213K | 2K | 0.02 |
| Dave & Buster's Entertainment, Inc. | Long | Equity-common | US | $166K | 4K | 0.01 |
| DaVita Inc. | Long | Equity-common | US | $521K | 4K | 0.04 |
| Day One Biopharmaceuticals, Inc. | Long | Equity-common | US | $17K | 1K | 0.00 |
| Dayforce, Inc. | Long | Equity-common | US | $219K | 4K | 0.02 |
| Deckers Outdoor Corporation | Long | Equity-common | US | $874K | 903 | 0.06 |
| Deere & Company | Long | Equity-common | US | $4M | 10K | 0.27 |
| Del Monte Fresh Produce Company | Long | Equity-common | KY | $119K | 5K | 0.01 |
| Delek US Holdings, Inc. | Long | Equity-common | US | $210K | 8K | 0.01 |
| Dell Technologies Inc. | Long | Equity-common | US | $882K | 6K | 0.06 |
| Delta Air Lines, Inc. | Long | Equity-common | US | $2M | 37K | 0.12 |
| Deluxe Corporation | Long | Equity-common | US | $105K | 5K | 0.01 |
| Denali Therapeutics Inc. | Long | Equity-common | US | $125K | 5K | 0.01 |
| Denny's Corporation | Long | Equity-common | US | $28K | 4K | 0.00 |
| Dentsply Sirona Inc. | Long | Equity-common | US | $349K | 14K | 0.02 |
| Designer Brands Inc. | Long | Equity-common | US | $57K | 8K | 0.00 |
| Destination XL Group, Inc. | Long | Equity-common | US | $16K | 4K | 0.00 |
| Devon Energy Corporation | Long | Equity-common | US | $2M | 42K | 0.14 |
| DexCom, Inc. | Long | Equity-common | US | $542K | 5K | 0.04 |
| DHI Group, Inc. | Long | Equity-common | US | $459.8 | 220 | 0.00 |
| DHT Holdings, Inc. | Long | Equity-common | MH | $144K | 12K | 0.01 |
| Diamond Hill Investment Group, Inc. | Long | Equity-common | US | $67K | 479 | 0.00 |
| Diamond Offshore Drilling, Inc. | Long | Equity-common | US | $56K | 4K | 0.00 |
| Diamondback Energy, Inc. | Long | Equity-common | US | $2M | 11K | 0.16 |
| Dick's Sporting Goods, Inc. | Long | Equity-common | US | $717K | 3K | 0.05 |
| Digi International Inc. | Long | Equity-common | US | $83K | 4K | 0.01 |
| Digital Turbine USA, Inc. | Long | Equity-common | US | $9K | 5K | 0.00 |
| Dillard's, Inc. | Long | Equity-common | US | $662K | 2K | 0.05 |
| Dime Community Bancshares, Inc. | Long | Equity-common | US | $90K | 4K | 0.01 |
| Dine Brands Global, Inc. | Long | Equity-common | US | $45K | 1K | 0.00 |
| Diodes Incorporated | Long | Equity-common | US | $214K | 3K | 0.02 |
| Discover Financial Services | Long | Equity-common | US | $2M | 14K | 0.13 |
| Distribution Solutions Group, Inc. | Long | Equity-common | US | $30K | 998 | 0.00 |
| DK Crown Holdings Inc. | Long | Equity-common | US | $331K | 9K | 0.02 |
| DMC Global Inc. | Long | Equity-common | US | $32K | 2K | 0.00 |
| DNOW Inc. | Long | Equity-common | US | $181K | 13K | 0.01 |
| DocuSign, Inc. | Long | Equity-common | US | $201K | 4K | 0.01 |
| Dolby Laboratories, Inc. | Long | Equity-common | US | $352K | 4K | 0.03 |
| Dollar General Corporation | Long | Equity-common | US | $1M | 9K | 0.09 |
| Dollar Tree, Inc. | Long | Equity-common | US | $771K | 7K | 0.05 |
| Dominion Energy, Inc. | Long | Equity-common | US | $738K | 15K | 0.05 |
| Domino's Pizza, Inc. | Long | Equity-common | US | $436K | 845 | 0.03 |
| Donaldson Company, Inc. | Long | Equity-common | US | $493K | 7K | 0.04 |
| Donegal Group Inc. | Long | Equity-common | US | $21K | 2K | 0.00 |
| Donnelley Financial Solutions, Inc. | Long | Equity-common | US | $192K | 3K | 0.01 |
| DoorDash, Inc. | Long | Equity-common | US | $541K | 5K | 0.04 |
| Dorian LPG Ltd. | Long | Equity-common | MH | $123K | 3K | 0.01 |
| Dorman Products, Inc. | Long | Equity-common | US | $209K | 2K | 0.01 |
| DoubleVerify Holdings, Inc. | Long | Equity-common | US | $36K | 2K | 0.00 |
| Douglas Dynamics, Inc. | Long | Equity-common | US | $66K | 3K | 0.00 |
| Douglas Elliman Inc. | Long | Equity-common | US | $7K | 6K | 0.00 |
| Dover Corporation | Long | Equity-common | US | $927K | 5K | 0.07 |
| Dow Inc. | Long | Equity-common | US | $2M | 28K | 0.11 |
| Doximity, Inc. | Long | Equity-common | US | $45K | 2K | 0.00 |
| Dream Finders Homes, Inc. | Long | Equity-common | US | $63K | 2K | 0.00 |
| Dril-Quip, Inc. | Long | Equity-common | US | $76K | 4K | 0.01 |
| Driven Brands Holdings Inc. | Long | Equity-common | US | $30K | 2K | 0.00 |
| Dropbox, Inc. | Long | Equity-common | US | $349K | 16K | 0.02 |
| DT Midstream, Inc. | Long | Equity-common | US | $480K | 7K | 0.03 |
| DTE Energy Company | Long | Equity-common | US | $596K | 5K | 0.04 |
| Ducommun Incorporated | Long | Equity-common | US | $75K | 1K | 0.01 |
| Duke Energy Corporation | Long | Equity-common | US | $1M | 15K | 0.11 |
| Duluth Holdings Inc. | Long | Equity-common | US | $10K | 3K | 0.00 |
| Dun & Bradstreet Holdings, Inc. | Long | Equity-common | US | $119K | 13K | 0.01 |
| Duolingo, Inc. | Long | Equity-common | US | $91K | 434 | 0.01 |
| DuPont de Nemours, Inc. | Long | Equity-common | US | $1M | 13K | 0.08 |
| Dwight A. Walker Real Estate, Inc. | Long | Equity-common | US | $24K | 3K | 0.00 |
| DXC Technology Company | Long | Equity-common | US | $310K | 16K | 0.02 |
| DXP Enterprises, Inc. | Long | Equity-common | US | $82K | 2K | 0.01 |
| Dycom Industries, Inc. | Long | Equity-common | US | $385K | 2K | 0.03 |
| Dynatrace, Inc. | Long | Equity-common | US | $239K | 5K | 0.02 |
| Dynavax Technologies Corporation | Long | Equity-common | US | $50K | 4K | 0.00 |
| DZS, Inc. | Long | Equity-common | US | $2K | 2K | 0.00 |
| e.l.f. Beauty, Inc. | Long | Equity-common | US | $494K | 2K | 0.04 |
| E2Open Parent Holdings, Inc. | Long | Equity-common | US | $91K | 20K | 0.01 |
| Eagle Bancorp, Inc. | Long | Equity-common | US | $68K | 4K | 0.00 |
| Eagle Materials Inc. | Long | Equity-common | US | $724K | 3K | 0.05 |
| East West Bancorp, Inc. | Long | Equity-common | US | $830K | 11K | 0.06 |
| Eastern Bankshares, Inc. | Long | Equity-common | US | $35K | 2K | 0.00 |
| Eastman Chemical Company | Long | Equity-common | US | $647K | 7K | 0.05 |
| Eaton Corporation Public Limited Company | Long | Equity-common | IE | $2M | 7K | 0.15 |
| eBay Inc. | Long | Equity-common | US | $2M | 28K | 0.11 |
| EchoStar Corporation | Long | Equity-common | US | $162K | 9K | 0.01 |
| Ecolab Inc. | Long | Equity-common | US | $942K | 4K | 0.07 |
| Ecovyst Inc. | Long | Equity-common | US | $37K | 4K | 0.00 |
| Edgewell Personal Care Colombia S A S | Long | Equity-common | US | $150K | 4K | 0.01 |
| Edgio, Inc. | Long | Equity-common | US | $2K | 182 | 0.00 |
| Edison International | Long | Equity-common | US | $761K | 11K | 0.05 |
| Editas Medicine, Inc. | Long | Equity-common | US | $8K | 2K | 0.00 |
| Edwards Lifesciences Corporation | Long | Equity-common | US | $787K | 9K | 0.06 |
| eHealth, Inc. | Long | Equity-common | US | $7K | 2K | 0.00 |
| El Pollo Loco Holdings, Inc. | Long | Equity-common | US | $19K | 2K | 0.00 |
| Elanco Animal Health Incorporated | Long | Equity-common | US | $338K | 23K | 0.02 |
| Elastic N.V. | Long | Equity-common | NL | $170K | 1K | 0.01 |
| Electronic Arts Inc. | Long | Equity-common | US | $1M | 8K | 0.08 |
| Element Solutions Inc. | Long | Equity-common | US | $463K | 17K | 0.03 |
| Elevance Health, Inc. | Long | Equity-common | US | $3M | 5K | 0.20 |
| Eli Lilly and Company | Long | Equity-common | US | $17M | 18K | 1.18 |
| Embecta Corp. | Long | Equity-common | US | $12K | 925 | 0.00 |
| EMCOR Group, Inc. | Long | Equity-common | US | $1M | 3K | 0.08 |
| Emergent BioSolutions Inc. | Long | Equity-common | US | $28K | 4K | 0.00 |
| Emerson Electric Co. | Long | Equity-common | US | $1M | 9K | 0.07 |
| Employers Holdings, Inc. | Long | Equity-common | US | $156K | 4K | 0.01 |
| Enanta Pharmaceuticals, Inc. | Long | Equity-common | US | $21K | 2K | 0.00 |
| Encompass Health Corporation | Long | Equity-common | US | $675K | 8K | 0.05 |
| Encore Capital Group, Inc. | Long | Equity-common | US | $170K | 4K | 0.01 |
| Encore Wire Corporation | Long | Equity-common | US | $350K | 1K | 0.02 |
| Endeavor Group Holdings, Inc. | Long | Equity-common | US | $150K | 6K | 0.01 |
| Energizer Holdings, Inc. | Long | Equity-common | US | $111K | 4K | 0.01 |
| Energy Recovery, Inc. | Long | Equity-common | US | $57K | 4K | 0.00 |
| Enerpac Tool Group Corp. | Long | Equity-common | US | $185K | 5K | 0.01 |
| EnerSys | Long | Equity-common | US | $336K | 3K | 0.02 |
| Enhabit Inc. | Long | Equity-common | US | $35K | 4K | 0.00 |
| Enlink Midstream, LLC | Long | Equity-common | US | $503K | 37K | 0.04 |
| Ennis, Inc. | Long | Equity-common | US | $71K | 3K | 0.01 |
| Enova International, Inc. | Long | Equity-common | US | $202K | 3K | 0.01 |
| Enovis Corporation | Long | Equity-common | US | $151K | 3K | 0.01 |
| Enphase Energy, Inc. | Long | Equity-common | US | $370K | 4K | 0.03 |
| Enpro Inc. | Long | Equity-common | US | $311K | 2K | 0.02 |
| Enstar Group Limited | Long | Equity-common | BM | $387K | 1K | 0.03 |
| Entegris, Inc. | Long | Equity-common | US | $632K | 5K | 0.04 |
| Entergy Corporation | Long | Equity-common | US | $596K | 6K | 0.04 |
| Enterprise Bancorp, Inc. | Long | Equity-common | US | $17K | 697 | 0.00 |
| Enterprise Financial Services Corp. | Long | Equity-common | US | $120K | 3K | 0.01 |
| Entravision Communications Corporation | Long | Equity-common | US | $11K | 6K | 0.00 |
| Envestnet, Inc. | Long | Equity-common | US | $110K | 2K | 0.01 |
| Enviri Corporation | Long | Equity-common | US | $67K | 8K | 0.00 |
| Envista Holdings Corporation | Long | Equity-common | US | $128K | 8K | 0.01 |
| Enzo Biochem, Inc. | Long | Equity-common | US | $4K | 4K | 0.00 |
| EOG Resources, Inc. | Long | Equity-common | US | $2M | 19K | 0.17 |
| EPAM Systems, Inc. | Long | Equity-common | US | $250K | 1K | 0.02 |
| ePlus inc. | Long | Equity-common | US | $146K | 2K | 0.01 |
| EQT Corporation | Long | Equity-common | US | $564K | 15K | 0.04 |
| Equifax Inc. | Long | Equity-common | US | $748K | 3K | 0.05 |
| Equitable Holdings, Inc. | Long | Equity-common | US | $727K | 18K | 0.05 |
| Equitrans Midstream Corporation | Long | Equity-common | US | $497K | 38K | 0.04 |
| Equity Bancshares, Inc. | Long | Equity-common | US | $37K | 1K | 0.00 |
| Erie Indemnity Company | Long | Equity-common | US | $244K | 674 | 0.02 |
| ESAB Corporation | Long | Equity-common | US | $315K | 3K | 0.02 |
| Escalade, Incorporated | Long | Equity-common | US | $12K | 900 | 0.00 |
| ESCO Technologies Inc. | Long | Equity-common | US | $204K | 2K | 0.01 |
| Esquire Financial Holdings, Inc. | Long | Equity-common | US | $14K | 294 | 0.00 |
| ESSA Bancorp, Inc. | Long | Equity-common | US | $17K | 973 | 0.00 |
| Essent Group Ltd. | Long | Equity-common | BM | $473K | 8K | 0.03 |
| Essential Utilities, Inc. | Long | Equity-common | US | $377K | 10K | 0.03 |
| Ethan Allen Interiors Inc. | Long | Equity-common | US | $95K | 3K | 0.01 |
| ETSY, Inc. | Long | Equity-common | US | $254K | 4K | 0.02 |
| Euronet Worldwide, Inc. | Long | Equity-common | US | $229K | 2K | 0.02 |
| Evercore Inc. | Long | Equity-common | US | $572K | 3K | 0.04 |
| Everest Group, Ltd. | Long | Equity-common | BM | $573K | 2K | 0.04 |
| Evergy, Inc. | Long | Equity-common | US | $368K | 7K | 0.03 |
| Eversource Energy | Long | Equity-common | US | $551K | 10K | 0.04 |
| EVERTEC, Inc. | Long | Equity-common | PR | $102K | 3K | 0.01 |
| Evolent Health, Inc. | Long | Equity-common | US | $114K | 6K | 0.01 |
| Evolution Petroleum Corporation | Long | Equity-common | US | $14K | 3K | 0.00 |
| Exact Sciences Corporation | Long | Equity-common | US | $281K | 7K | 0.02 |
| Exelixis, Inc. | Long | Equity-common | US | $473K | 21K | 0.03 |
| Exelon Corporation | Long | Equity-common | US | $691K | 20K | 0.05 |
| ExlService Holdings, Inc. | Long | Equity-common | US | $266K | 8K | 0.02 |
| eXp World Holdings, Inc. | Long | Equity-common | US | $25K | 2K | 0.00 |
| Expedia Group, Inc. | Long | Equity-common | US | $371K | 3K | 0.03 |
| Expeditors International of Washington, Inc. | Long | Equity-common | US | $813K | 7K | 0.06 |
| Exponent, Inc. | Long | Equity-common | US | $242K | 3K | 0.02 |
| Expro Group Holdings N.V. | Long | Equity-common | NL | $83K | 4K | 0.01 |
| Extreme Networks, Inc. | Long | Equity-common | US | $78K | 6K | 0.01 |
| Exxon Mobil Corporation | Long | Equity-common | US | $15M | 126K | 1.04 |
| EZCORP, Inc. | Long | Equity-common | US | $76K | 7K | 0.01 |
| F.N.B. Corporation | Long | Equity-common | US | $415K | 30K | 0.03 |
| F&G Annuities & Life, Inc. | Long | Equity-common | US | $60K | 2K | 0.00 |
| F5, Inc. | Long | Equity-common | US | $464K | 3K | 0.03 |
| Fabrinet | Long | Equity-common | KY | $569K | 2K | 0.04 |
| FactSet Research Systems Inc. | Long | Equity-common | US | $413K | 1K | 0.03 |
| Fair Isaac Corporation | Long | Equity-common | US | $1M | 745 | 0.08 |
| Farmer Bros. Co. | Long | Equity-common | US | $4K | 2K | 0.00 |
| Farmers National Banc Corp. | Long | Equity-common | US | $10K | 800 | 0.00 |
| FARO Technologies, Inc. | Long | Equity-common | US | $18K | 1K | 0.00 |
| Fastenal Company | Long | Equity-common | US | $1M | 20K | 0.09 |
| Fastly, Inc. | Long | Equity-common | US | $54K | 7K | 0.00 |
| Fate Therapeutics, Inc. | Long | Equity-common | US | $5K | 2K | 0.00 |
| FB Financial Corporation | Long | Equity-common | US | $176K | 5K | 0.01 |
| Federal Agricultural Mortgage Corporation | Long | Equity-common | US | $163K | 900 | 0.01 |
| Federal Signal Corporation | Long | Equity-common | US | $310K | 4K | 0.02 |
| Federated Hermes, Inc. | Long | Equity-common | US | $160K | 5K | 0.01 |
| FedEx Corporation | Long | Equity-common | US | $2M | 8K | 0.17 |
| Ferguson Holdings Limited | Long | Equity-common | JE | $1M | 6K | 0.09 |
| Ferroglobe PLC | Long | Equity-common | GB | $71K | 13K | 0.01 |
| Fidelity National Financial, Inc. | Long | Equity-common | US | $619K | 13K | 0.04 |
| Fidelity National Information Services, Inc. | Long | Equity-common | US | $1M | 15K | 0.08 |
| Fifth Third Bancorp | Long | Equity-common | US | $1M | 28K | 0.07 |
| Figs, Inc. | Long | Equity-common | US | $47K | 9K | 0.00 |
| Financial Institutions, Inc. | Long | Equity-common | US | $37K | 2K | 0.00 |
| First Advantage Corporation | Long | Equity-common | US | $61K | 4K | 0.00 |
| First American Financial Corporation | Long | Equity-common | US | $415K | 8K | 0.03 |
| First Bancorp | Long | Equity-common | US | $113K | 4K | 0.01 |
| First Bancorp. | Long | Equity-common | PR | $281K | 15K | 0.02 |
| First Bancshares Inc. | Long | Equity-common | US | $20K | 778 | 0.00 |
| First Bank of New Jersey | Long | Equity-common | US | $14K | 1K | 0.00 |
| First Busey Corporation | Long | Equity-common | US | $95K | 4K | 0.01 |
| First Business Financial Services, Inc. | Long | Equity-common | US | $35K | 936 | 0.00 |
| First Citizens BancShares, Inc. | Long | Equity-common | US | $1M | 629 | 0.08 |
| First Commonwealth Financial Corporation | Long | Equity-common | US | $117K | 8K | 0.01 |
| First Community Bancshares, Inc. | Long | Equity-common | US | $64K | 2K | 0.00 |
| First Financial Bancorp. | Long | Equity-common | US | $158K | 7K | 0.01 |
| First Financial Bankshares, Inc. | Long | Equity-common | US | $192K | 6K | 0.01 |
| First Financial Corporation | Long | Equity-common | US | $35K | 957 | 0.00 |
| First Financial Northwest, Inc. | Long | Equity-common | US | $21K | 1K | 0.00 |
| First Foundation Inc. | Long | Equity-common | US | $27K | 4K | 0.00 |
| First Hawaiian, Inc. | Long | Equity-common | US | $177K | 9K | 0.01 |
| First Horizon Corporation | Long | Equity-common | US | $516K | 33K | 0.04 |
| First Internet Bancorp | Long | Equity-common | US | $23K | 843 | 0.00 |
| First Interstate BancSystem, Inc. | Long | Equity-common | US | $222K | 8K | 0.02 |
| First Merchants Corporation | Long | Equity-common | US | $174K | 5K | 0.01 |
| First Mid Bancshares, Inc. | Long | Equity-common | US | $54K | 2K | 0.00 |
| First of Long Island Corporation, The | Long | Equity-common | US | $23K | 2K | 0.00 |
| First Solar, Inc. | Long | Equity-common | US | $807K | 4K | 0.06 |
| First Watch Restaurant Group, Inc. | Long | Equity-common | US | $55K | 3K | 0.00 |
| First Western Financial, Inc. | Long | Equity-common | US | $9K | 516 | 0.00 |
| FirstCash, Inc. | Long | Equity-common | US | $367K | 4K | 0.03 |
| FirstEnergy Corp. | Long | Equity-common | US | $579K | 15K | 0.04 |
| Fiserv, Inc. | Long | Equity-common | US | $2M | 10K | 0.11 |
| Five Below, Inc. | Long | Equity-common | US | $344K | 3K | 0.02 |
| Flex Ltd. | Long | Equity-common | SG | $712K | 24K | 0.05 |
| Flexsteel Industries, Inc. | Long | Equity-common | US | $23K | 737 | 0.00 |
| Floor & Decor Holdings, Inc. | Long | Equity-common | US | $581K | 6K | 0.04 |
| Florida Rock Properties, Inc. | Long | Equity-common | US | $30K | 1K | 0.00 |
| Flowers Foods, Inc. | Long | Equity-common | US | $295K | 13K | 0.02 |
| Flowserve Corporation | Long | Equity-common | US | $429K | 9K | 0.03 |
| Fluence Energy, Inc. | Long | Equity-common | US | $103K | 6K | 0.01 |
| Fluor Corporation | Long | Equity-common | US | $337K | 8K | 0.02 |
| Flushing Financial Corporation | Long | Equity-common | US | $46K | 3K | 0.00 |
| Flywire Corporation | Long | Equity-common | US | $7K | 398 | 0.00 |
| FMC Corporation | Long | Equity-common | US | $227K | 4K | 0.02 |
| Foot Locker, Inc. | Long | Equity-common | US | $139K | 6K | 0.01 |
| Ford Motor Company | Long | Equity-common | US | $1M | 119K | 0.11 |
| Forestar Group Inc. | Long | Equity-common | US | $65K | 2K | 0.00 |
| Former Charter Communications Parent, Inc. | Long | Equity-common | US | $1M | 4K | 0.08 |
| Formfactor, Inc. | Long | Equity-common | US | $334K | 6K | 0.02 |
| Forrester Research, Inc. | Long | Equity-common | US | $29K | 2K | 0.00 |
| Fortinet, Inc. | Long | Equity-common | US | $898K | 15K | 0.06 |
| Fortitude Gold Corporation | Long | Equity-common | US | $5K | 1K | 0.00 |
| Fortive Corporation | Long | Equity-common | US | $793K | 11K | 0.06 |
| Fortrea Holdings Inc. | Long | Equity-common | US | $96K | 4K | 0.01 |
| Fortune Brands Innovations, Inc. | Long | Equity-common | US | $524K | 8K | 0.04 |
| Forum Energy Technologies, Inc. | Long | Equity-common | US | $9K | 544 | 0.00 |
| Forward Air Corporation | Long | Equity-common | US | $46K | 2K | 0.00 |
| Fossil Group, Inc. | Long | Equity-common | US | $7K | 5K | 0.00 |
| Fox Corporation | Long | Equity-common | US | $381K | 11K | 0.03 |
| Fox Corporation | Long | Equity-common | US | $245K | 8K | 0.02 |
| Fox Factory Holding Corp. | Long | Equity-common | US | $149K | 3K | 0.01 |
| Franklin Covey Co. | Long | Equity-common | US | $41K | 1K | 0.00 |
| Franklin Electric Co., Inc. | Long | Equity-common | US | $343K | 4K | 0.02 |
| Franklin Resources, Inc. | Long | Equity-common | US | $445K | 20K | 0.03 |
| Freeport-McMoRan Inc. | Long | Equity-common | US | $2M | 32K | 0.11 |
| Frequency Electronics, Inc. | Long | Equity-common | US | $9K | 1K | 0.00 |
| Freshpet, Inc. | Long | Equity-common | US | $233K | 2K | 0.02 |
| Freshworks, Inc. | Long | Equity-common | US | $72K | 6K | 0.01 |
| Frontdoor, Inc. | Long | Equity-common | US | $191K | 6K | 0.01 |
| Frontier Communications Parent, Inc. | Long | Equity-common | US | $291K | 11K | 0.02 |
| FTI Consulting, Inc. | Long | Equity-common | US | $490K | 2K | 0.03 |
| FuelCell Energy, Inc. | Long | Equity-common | US | $8K | 13K | 0.00 |
| Fulcrum Therapeutics, Inc. | Long | Equity-common | US | $14K | 2K | 0.00 |
| Fulgent Genetics, Inc. | Long | Equity-common | US | $28K | 1K | 0.00 |
| Fulton Financial Corporation | Long | Equity-common | US | $262K | 15K | 0.02 |
| FutureFuel Corp. | Long | Equity-common | US | $19K | 4K | 0.00 |
| FVCBankcorp, Inc. | Long | Equity-common | US | $17K | 2K | 0.00 |
| G-III Apparel Group, Ltd. | Long | Equity-common | US | $147K | 5K | 0.01 |
| G1 Therapeutics, Inc. | Long | Equity-common | US | $8K | 4K | 0.00 |
| Gannett Co., Inc. | Long | Equity-common | US | $78K | 17K | 0.01 |
| Gap, Inc., The | Long | Equity-common | US | $714K | 30K | 0.05 |
| Garmin Ltd. | Long | Equity-common | CH | $995K | 6K | 0.07 |
| Gartner, Inc. | Long | Equity-common | US | $1M | 3K | 0.09 |
| Gates Industrial Corporation PLC | Long | Equity-common | GB | $83K | 5K | 0.01 |
| GATX Corporation | Long | Equity-common | US | $375K | 3K | 0.03 |
| GE HealthCare Technologies Inc. | Long | Equity-common | US | $1M | 14K | 0.08 |
| GE Vernova Inc. | Long | Equity-common | US | $720K | 4K | 0.05 |
| Gen Digital Inc. | Long | Equity-common | US | $615K | 25K | 0.04 |
| Genco Shipping & Trading Limited | Long | Equity-common | MH | $16K | 759 | 0.00 |
| Gencor Industries, Inc. | Long | Equity-common | US | $10K | 540 | 0.00 |
| Generac Holdings Inc. | Long | Equity-common | US | $232K | 2K | 0.02 |
| General Dynamics Corporation | Long | Equity-common | US | $2M | 5K | 0.11 |
| General Electric Company | Long | Equity-common | US | $3M | 17K | 0.19 |
| General Mills, Inc. | Long | Equity-common | US | $992K | 16K | 0.07 |
| General Motors Company | Long | Equity-common | US | $2M | 37K | 0.12 |
| Generation Bio Co. | Long | Equity-common | US | $6K | 2K | 0.00 |
| Genesco Inc. | Long | Equity-common | US | $59K | 2K | 0.00 |
| Genie Energy Ltd. | Long | Equity-common | US | $29K | 2K | 0.00 |
| Genpact Limited | Long | Equity-common | BM | $380K | 12K | 0.03 |
| Gentex Corporation | Long | Equity-common | US | $502K | 15K | 0.04 |
| Gentherm Incorporated | Long | Equity-common | US | $124K | 3K | 0.01 |
| Genuine Parts Company | Long | Equity-common | US | $854K | 6K | 0.06 |
| Genworth Financial, Inc. | Long | Equity-common | US | $198K | 33K | 0.01 |
| Geospace Technologies Corporation | Long | Equity-common | US | $6K | 700 | 0.00 |
| German American Bancorp, Inc. | Long | Equity-common | US | $97K | 3K | 0.01 |
| Gibraltar Industries, Inc. | Long | Equity-common | US | $167K | 2K | 0.01 |
| Gilead Sciences, Inc. | Long | Equity-common | US | $3M | 41K | 0.20 |
| Glacier Bancorp, Inc. | Long | Equity-common | US | $236K | 6K | 0.02 |
| Glatfelter Corporation | Long | Equity-common | US | $6K | 4K | 0.00 |
| Glaukos Corporation | Long | Equity-common | US | $107K | 901 | 0.01 |
| Global Industrial Company | Long | Equity-common | US | $100K | 3K | 0.01 |
| Global Payments Inc. | Long | Equity-common | US | $897K | 9K | 0.06 |
| Globalfoundries Inc. | Long | Equity-common | KY | $114K | 2K | 0.01 |
| Globant S.A. | Long | Equity-common | LU | $262K | 1K | 0.02 |
| Globe Life Inc. | Long | Equity-common | US | $505K | 6K | 0.04 |
| GMS Inc. | Long | Equity-common | US | $196K | 2K | 0.01 |
| GoDaddy Inc. | Long | Equity-common | US | $466K | 3K | 0.03 |
| Goldman Sachs Group Inc, The | Long | Equity-common | US | $3M | 7K | 0.23 |
| Goosehead Insurance, Inc. | Long | Equity-common | US | $81K | 1K | 0.01 |
| Gopro Inc. | Long | Equity-common | US | $11K | 8K | 0.00 |
| Gorman- Rupp Company, The | Long | Equity-common | US | $89K | 2K | 0.01 |
| Graco Inc. | Long | Equity-common | US | $588K | 7K | 0.04 |
| GrafTech International Ltd. | Long | Equity-common | US | $12K | 12K | 0.00 |
| Graham Corporation | Long | Equity-common | US | $11K | 400 | 0.00 |
| Graham Holdings Co., Ltd. | Long | Equity-common | US | $285K | 407 | 0.02 |
| Grail, Inc. | Long | Equity-common | US | $10K | 666.001 | 0.00 |
| Grand Canyon Education, Inc. | Long | Equity-common | US | $226K | 2K | 0.02 |
| Granite Construction Incorporated | Long | Equity-common | US | $324K | 5K | 0.02 |
| Graphic Packaging Holding Company | Long | Equity-common | US | $756K | 29K | 0.05 |
| Gray Television, Inc. | Long | Equity-common | US | $59K | 11K | 0.00 |
| Great Lakes Dredge & Dock Corporation | Long | Equity-common | US | $64K | 7K | 0.00 |
| Great Southern Bancorp, Inc. | Long | Equity-common | US | $101K | 2K | 0.01 |
| Green Brick Partners, Inc. | Long | Equity-common | US | $151K | 3K | 0.01 |
| Green Dot Corporation | Long | Equity-common | US | $33K | 3K | 0.00 |
| Green Plains Inc. | Long | Equity-common | US | $63K | 4K | 0.00 |
| Greenlight Capital Re, Ltd. | Long | Equity-common | KY | $42K | 3K | 0.00 |
| Greif, Inc. | Long | Equity-common | US | $179K | 3K | 0.01 |
| Greif, Inc. | Long | Equity-common | US | $65K | 1K | 0.00 |
| Grid Dynamics Holdings, Inc. | Long | Equity-common | US | $46K | 4K | 0.00 |
| Griffon Corporation | Long | Equity-common | US | $198K | 3K | 0.01 |
| Grocery Outlet Holding Corp. | Long | Equity-common | US | $138K | 6K | 0.01 |
| Group 1 Automotive, Inc. | Long | Equity-common | US | $373K | 1K | 0.03 |
| GSI Technology, Inc. | Long | Equity-common | US | $2K | 826 | 0.00 |
| Guaranty Bancshares, Inc. | Long | Equity-common | US | $13K | 415 | 0.00 |
| Guess ?, Inc. | Long | Equity-common | US | $159K | 8K | 0.01 |
| Guidewire Software, Inc. | Long | Equity-common | US | $405K | 3K | 0.03 |
| Gulf Island Fabrication, Inc. | Long | Equity-common | US | $5K | 900 | 0.00 |
| Gulfport Energy Operating Corporation | Long | Equity-common | US | $136K | 899 | 0.01 |
| GXO Logistics Inc. | Long | Equity-common | US | $426K | 8K | 0.03 |
| H & R Block, Inc. | Long | Equity-common | US | $471K | 9K | 0.03 |
| H.B. Fuller Company | Long | Equity-common | US | $320K | 4K | 0.02 |
| H&E Equipment Services, Inc. | Long | Equity-common | US | $154K | 3K | 0.01 |
| Haemonetics Corporation | Long | Equity-common | US | $288K | 3K | 0.02 |
| Hain Celestial Group, Inc., The | Long | Equity-common | US | $43K | 6K | 0.00 |
| Hallador Energy Company | Long | Equity-common | US | $24K | 3K | 0.00 |
| Halliburton Company | Long | Equity-common | US | $1M | 42K | 0.10 |
| Halozyme Therapeutics, Inc. | Long | Equity-common | US | $340K | 6K | 0.02 |
| Hamilton Beach Brands Holding Company | Long | Equity-common | US | $17K | 1K | 0.00 |
| Hamilton Lane Incorporated | Long | Equity-common | US | $182K | 1K | 0.01 |
| Hancock Whitney Corporation | Long | Equity-common | US | $271K | 6K | 0.02 |
| Hanesbrands Inc. | Long | Equity-common | US | $151K | 31K | 0.01 |
| Hanmi Financial Corporation | Long | Equity-common | US | $58K | 3K | 0.00 |
| Hanover Insurance Group Inc, The | Long | Equity-common | US | $349K | 3K | 0.02 |
| HarborOne Bancorp, Inc. | Long | Equity-common | US | $85K | 8K | 0.01 |
| Harley-Davidson, Inc. | Long | Equity-common | US | $352K | 11K | 0.03 |
| Harmonic, Inc. | Long | Equity-common | US | $122K | 10K | 0.01 |
| Harmony Biosciences Holdings Inc. | Long | Equity-common | US | $52K | 2K | 0.00 |
| Hartford Financial Services Group, Inc. , The | Long | Equity-common | US | $2M | 19K | 0.14 |
| Harvard Bioscience, Inc. | Long | Equity-common | US | $5K | 2K | 0.00 |
| Hasbro, Inc. | Long | Equity-common | US | $391K | 7K | 0.03 |
| Haverty Furniture Companies, Inc. | Long | Equity-common | US | $39K | 2K | 0.00 |
| Hawaiian Electric Industries, Inc. | Long | Equity-common | US | $54K | 6K | 0.00 |
| Hawaiian Holdings, Inc. | Long | Equity-common | US | $65K | 5K | 0.00 |
| Hawkins, Inc. | Long | Equity-common | US | $176K | 2K | 0.01 |
| Haynes International, Inc. | Long | Equity-common | US | $90K | 2K | 0.01 |
| Hayward Holdings, Inc. | Long | Equity-common | US | $39K | 3K | 0.00 |
| HBT Financial, Inc. | Long | Equity-common | US | $13K | 661 | 0.00 |
| HCA Healthcare, Inc. | Long | Equity-common | US | $1M | 4K | 0.09 |
| HCI Group, Inc. | Long | Equity-common | US | $140K | 2K | 0.01 |
| Health Catalyst, Inc. | Long | Equity-common | US | $8K | 1K | 0.00 |
| Healthcare Services Group, Inc. | Long | Equity-common | US | $53K | 5K | 0.00 |
| HealthEquity, Inc. | Long | Equity-common | US | $406K | 5K | 0.03 |
| Healthstream, Inc. | Long | Equity-common | US | $59K | 2K | 0.00 |
| Heartland Express, Inc. | Long | Equity-common | US | $116K | 9K | 0.01 |
| Heartland Financial USA, Inc. | Long | Equity-common | US | $194K | 4K | 0.01 |
| Hecla Mining Company | Long | Equity-common | US | $209K | 43K | 0.01 |
| HEICO Corporation | Long | Equity-common | US | $354K | 2K | 0.03 |
| HEICO Corporation | Long | Equity-common | US | $337K | 2K | 0.02 |
| Heidrick & Struggles International, Inc. | Long | Equity-common | US | $69K | 2K | 0.00 |
| Helen of Troy Limited | Long | Equity-common | BM | $172K | 2K | 0.01 |
| Helios Technologies, Inc. | Long | Equity-common | US | $104K | 2K | 0.01 |
| Helix Energy Solutions Group, Inc. | Long | Equity-common | US | $259K | 22K | 0.02 |
| Helmerich & Payne, Inc. | Long | Equity-common | US | $296K | 8K | 0.02 |
| Hennessy Advisors, Inc. | Long | Equity-common | US | $3K | 373 | 0.00 |
| Henry Schein, Inc. | Long | Equity-common | US | $358K | 6K | 0.03 |
| Herbalife Nutrition Ltd. | Long | Equity-common | KY | $86K | 8K | 0.01 |
| Herc Holdings Inc. | Long | Equity-common | US | $393K | 3K | 0.03 |
| Heritage Commerce Corp | Long | Equity-common | US | $40K | 5K | 0.00 |
| Heritage Financial Corporation | Long | Equity-common | US | $76K | 4K | 0.01 |
| Heritage Insurance Holdings, Inc. | Long | Equity-common | US | $19K | 3K | 0.00 |
| Hertz Global Holdings, Inc. | Long | Equity-common | US | $78K | 22K | 0.01 |
| Hess Corporation | Long | Equity-common | US | $2M | 12K | 0.13 |
| Hewlett Packard Enterprise Company | Long | Equity-common | US | $1M | 48K | 0.07 |
| Hexcel Corporation | Long | Equity-common | US | $266K | 4K | 0.02 |
| HF Sinclair Corporation | Long | Equity-common | US | $898K | 17K | 0.06 |
| Hillenbrand, Inc. | Long | Equity-common | US | $218K | 5K | 0.02 |
| Hillman Solutions Corp. | Long | Equity-common | US | $54K | 6K | 0.00 |
| Hilltop Holdings Inc. | Long | Equity-common | US | $223K | 7K | 0.02 |
| Hilton Grand Vacations Inc. | Long | Equity-common | US | $85K | 2K | 0.01 |
| Hilton Worldwide Holdings Inc. | Long | Equity-common | US | $1M | 5K | 0.08 |
| Hingham Institution For Savings, The | Long | Equity-common | US | $74K | 416 | 0.01 |
| HNI Corporation | Long | Equity-common | US | $201K | 4K | 0.01 |
| Hologic, Inc. | Long | Equity-common | US | $522K | 7K | 0.04 |
| Home BancShares, Inc. | Long | Equity-common | US | $275K | 11K | 0.02 |
| Home Depot, Inc. , The | Long | Equity-common | US | $9M | 26K | 0.65 |
| HomeStreet, Inc. | Long | Equity-common | US | $33K | 3K | 0.00 |
| Hometrust Bancshares, Inc. | Long | Equity-common | US | $43K | 1K | 0.00 |
| Honeywell International Inc. | Long | Equity-common | US | $4M | 16K | 0.25 |
| Hooker Furnishings Corporation | Long | Equity-common | US | $20K | 1K | 0.00 |
| Hope Bancorp, Inc. | Long | Equity-common | US | $135K | 13K | 0.01 |
| Horace Mann Educators Corporation | Long | Equity-common | US | $123K | 4K | 0.01 |
| Horizon Bancorp, Inc. | Long | Equity-common | US | $56K | 5K | 0.00 |
| Horizon Orphan LLC | Long | Equity-common | US | $5K | 2K | 0.00 |
| Hormel Foods Corporation | Long | Equity-common | US | $479K | 16K | 0.03 |
| Houlihan Lokey, Inc. | Long | Equity-common | US | $481K | 4K | 0.03 |
| Hovnanian Enterprises, Inc. | Long | Equity-common | US | $75K | 528 | 0.01 |
| Howard Hughes Holdings Inc. | Long | Equity-common | US | $208K | 3K | 0.01 |
| Howmet Aerospace Inc. | Long | Equity-common | US | $811K | 10K | 0.06 |
| HP, Inc. | Long | Equity-common | US | $952K | 27K | 0.07 |
| Hub Group, Inc. | Long | Equity-common | US | $265K | 6K | 0.02 |
| Hubbell Incorporated | Long | Equity-common | US | $564K | 2K | 0.04 |
| HubSpot, Inc. | Long | Equity-common | US | $304K | 516 | 0.02 |
| Hudson Global, Inc. | Long | Equity-common | US | $996.6 | 60 | 0.00 |
| Hudson Technologies, Inc. | Long | Equity-common | US | $73K | 8K | 0.01 |
| Humana Inc. | Long | Equity-common | US | $1M | 3K | 0.07 |
| Huntington Bancshares Incorporated | Long | Equity-common | US | $644K | 49K | 0.05 |
| Huntington Ingalls Industries, Inc. | Long | Equity-common | US | $690K | 3K | 0.05 |
| Huntsman Corporation | Long | Equity-common | US | $369K | 16K | 0.03 |
| Hurco Companies, Inc. | Long | Equity-common | US | $5K | 315 | 0.00 |
| Huron Consulting Group Inc. | Long | Equity-common | US | $172K | 2K | 0.01 |
| Hyatt Hotels Corporation | Long | Equity-common | US | $285K | 2K | 0.02 |
| Hyster-Yale, Inc. | Long | Equity-common | US | $78K | 1K | 0.01 |
| I3 Verticals, Inc. | Long | Equity-common | US | $37K | 2K | 0.00 |
| IBEX Limited | Long | Equity-common | BM | $14K | 850 | 0.00 |
| ICF International, Inc. | Long | Equity-common | US | $249K | 2K | 0.02 |
| Ichor Holdings, Ltd. | Long | Equity-common | KY | $94K | 2K | 0.01 |
| ICU Medical, Inc. | Long | Equity-common | US | $36K | 300 | 0.00 |
| IDACORP, Inc. | Long | Equity-common | US | $263K | 3K | 0.02 |
| IDEAYA Biosciences, Inc. | Long | Equity-common | US | $52K | 1K | 0.00 |
| IDEX Corporation | Long | Equity-common | US | $438K | 2K | 0.03 |
| IDEXX Laboratories, Inc. | Long | Equity-common | US | $1M | 2K | 0.08 |
| IDT Corporation | Long | Equity-common | US | $100K | 3K | 0.01 |
| IES Holdings, Inc. | Long | Equity-common | US | $289K | 2K | 0.02 |
| Illinois Tool Works Inc. | Long | Equity-common | US | $2M | 8K | 0.14 |
| Illumina, Inc. | Long | Equity-common | US | $417K | 4K | 0.03 |
| IMAX Corporation | Long | Equity-common | CA | $105K | 6K | 0.01 |
| Immunovant, Inc. | Long | Equity-common | US | $61K | 2K | 0.00 |
| Inari Medical, Inc. | Long | Equity-common | US | $87K | 2K | 0.01 |
| Incyte Corporation | Long | Equity-common | US | $377K | 6K | 0.03 |
| Independence Holdings, LLC | Long | Equity-common | US | $483K | 10K | 0.03 |
| Independent Bank Corp. | Long | Equity-common | US | $168K | 3K | 0.01 |
| Independent Bank Corporation | Long | Equity-common | US | $68K | 3K | 0.00 |
| Independent Bank Group, Inc. | Long | Equity-common | US | $190K | 4K | 0.01 |
| Infinera Corporation | Long | Equity-common | US | $67K | 11K | 0.00 |
| Informatica Inc. | Long | Equity-common | US | $143K | 5K | 0.01 |
| Information Services Group, Inc. | Long | Equity-common | US | $11K | 4K | 0.00 |
| Ingersoll Rand Inc. | Long | Equity-common | US | $1M | 13K | 0.09 |
| Ingevity Corporation | Long | Equity-common | US | $171K | 4K | 0.01 |
| Ingles Markets, Incorporated | Long | Equity-common | US | $126K | 2K | 0.01 |
| Ingredion Incorporated | Long | Equity-common | US | $562K | 5K | 0.04 |
| Innospec Inc. | Long | Equity-common | US | $267K | 2K | 0.02 |
| Innoviva, Inc. | Long | Equity-common | US | $196K | 12K | 0.01 |
| Inogen, Inc. | Long | Equity-common | US | $10K | 1K | 0.00 |
| Insight Enterprises, Inc. | Long | Equity-common | US | $505K | 3K | 0.04 |
| Insperity, Inc. | Long | Equity-common | US | $135K | 1K | 0.01 |
| Inspire Medical Systems, Inc. | Long | Equity-common | US | $37K | 280 | 0.00 |
| Installed Building Products, Inc. | Long | Equity-common | US | $437K | 2K | 0.03 |
| Insteel Industries, Inc. | Long | Equity-common | US | $65K | 2K | 0.00 |
| Insulet Corporation | Long | Equity-common | US | $159K | 787 | 0.01 |
| Integer Holdings Corporation | Long | Equity-common | US | $335K | 3K | 0.02 |
| Integra LifeSciences Holdings Corporation | Long | Equity-common | US | $150K | 5K | 0.01 |
| Integral Ad Science Holding Corp. | Long | Equity-common | US | $38K | 4K | 0.00 |
| Intel Corporation | Long | Equity-common | US | $3M | 97K | 0.21 |
| Intellia Therapeutics, Inc. | Long | Equity-common | US | $65K | 3K | 0.00 |
| Intelsat Inflight LLC | Long | Equity-common | US | $31K | 3K | 0.00 |
| Inter Parfums, Inc. | Long | Equity-common | US | $258K | 2K | 0.02 |
| Interactive Brokers Group, Inc. | Long | Equity-common | US | $192K | 2K | 0.01 |
| Intercontinental Exchange, Inc. | Long | Equity-common | US | $1M | 9K | 0.09 |
| InterDigital, Inc. | Long | Equity-common | US | $164K | 1K | 0.01 |
| Interface, Inc. | Long | Equity-common | US | $122K | 8K | 0.01 |
| International Bancshares Corporation | Long | Equity-common | US | $341K | 6K | 0.02 |
| International Business Machines Corporation | Long | Equity-common | US | $4M | 26K | 0.32 |
| International Flavors & Fragrances Inc. | Long | Equity-common | US | $792K | 8K | 0.06 |
| International Money Express Inc. | Long | Equity-common | US | $80K | 4K | 0.01 |
| International Paper Company | Long | Equity-common | US | $649K | 15K | 0.05 |
| International Seaways, Inc. | Long | Equity-common | MH | $186K | 3K | 0.01 |
| Intevac, Inc. | Long | Equity-common | US | $4K | 1K | 0.00 |
| Intrepid Potash, Inc. | Long | Equity-common | US | $48K | 2K | 0.00 |
| Intuit Inc. | Long | Equity-common | US | $3M | 4K | 0.18 |
| Intuitive Surgical, Inc. | Long | Equity-common | US | $2M | 4K | 0.14 |
| Invesco Ltd. | Long | Equity-common | BM | $375K | 25K | 0.03 |
| Investors Title Company | Long | Equity-common | US | $18K | 100 | 0.00 |
| Iovance Biotherapeutics, Inc. | Long | Equity-common | US | $82K | 10K | 0.01 |
| IPG Photonics Corporation | Long | Equity-common | US | $257K | 3K | 0.02 |
| IQVIA Holdings Inc | Long | Equity-common | US | $1M | 7K | 0.10 |
| Iradimed Corp. | Long | Equity-common | US | $19K | 431 | 0.00 |
| Iridium Communications Inc. | Long | Equity-common | US | $225K | 8K | 0.02 |
| iRobot Corporation | Long | Equity-common | US | $20K | 2K | 0.00 |
| Itron, Inc. | Long | Equity-common | US | $328K | 3K | 0.02 |
| ITT Inc. | Long | Equity-common | US | $716K | 6K | 0.05 |
| J.B. Hunt Transport Services, Inc. | Long | Equity-common | US | $944K | 6K | 0.07 |
| J&J Snack Foods Corp. | Long | Equity-common | US | $217K | 1K | 0.02 |
| Jabil Inc. | Long | Equity-common | US | $1M | 10K | 0.07 |
| Jack Henry & Associates, Inc. | Long | Equity-common | US | $481K | 3K | 0.03 |
| Jack in the Box Inc. | Long | Equity-common | US | $69K | 1K | 0.00 |
| Jacobs Solutions Inc. | Long | Equity-common | US | $606K | 4K | 0.04 |
| James River Group, Inc. | Long | Equity-common | BM | $12K | 2K | 0.00 |
| JAMF Holding Corp. | Long | Equity-common | US | $36K | 2K | 0.00 |
| Janus Henderson Group PLC | Long | Equity-common | JE | $488K | 14K | 0.03 |
| Jazz Pharmaceuticals Public Limited Company | Long | Equity-common | IE | $404K | 4K | 0.03 |
| Jefferies Financial Group Inc. | Long | Equity-common | US | $717K | 14K | 0.05 |
| JELD-WEN Holding, Inc. | Long | Equity-common | US | $115K | 9K | 0.01 |
| JetBlue Airways Corporation | Long | Equity-common | US | $168K | 28K | 0.01 |
| JNL Government Money Market Fund | Long | Short-term investment vehicle | US | $3M | 3M | 0.19 |
| JNL Government Money Market Fund - Class SL (Jackson National Asset Management, LLC) | Long | Short-term investment vehicle | US | $736K | 736K | 0.05 |
| John B. Sanfilippo & Son, Inc. | Long | Equity-common | US | $84K | 869 | 0.01 |
| John Bean Technologies Corporation | Long | Equity-common | US | $223K | 2K | 0.02 |
| John Wiley & Sons, Inc. | Long | Equity-common | US | $144K | 4K | 0.01 |
| John Wiley & Sons, Inc. | Long | Equity-common | US | $4K | 100 | 0.00 |
| Johnson & Johnson | Long | Equity-common | US | $9M | 61K | 0.64 |
| Johnson Controls International Public Limited Company | Long | Equity-common | IE | $793K | 12K | 0.06 |
| Johnson Outdoors Inc. | Long | Equity-common | US | $34K | 961 | 0.00 |
| Jones Lang LaSalle Incorporated | Long | Equity-common | US | $656K | 3K | 0.05 |
| JPMorgan Chase & Co. | Long | Equity-common | US | $15M | 74K | 1.07 |
| Juniper Networks, Inc. | Long | Equity-common | US | $770K | 21K | 0.05 |
| Kadant Inc. | Long | Equity-common | US | $201K | 683 | 0.01 |
| Kaiser Aluminum Corporation | Long | Equity-common | US | $97K | 1K | 0.01 |
| KalVista Pharmaceuticals Inc. | Long | Equity-common | US | $22K | 2K | 0.00 |
| KB Home | Long | Equity-common | US | $503K | 7K | 0.04 |
| KBR, Inc. | Long | Equity-common | US | $550K | 9K | 0.04 |
| Kearny Financial Corp | Long | Equity-common | US | $68K | 11K | 0.00 |
| Kellanova | Long | Equity-common | US | $916K | 16K | 0.07 |
| Kelly Services, Inc. | Long | Equity-common | US | $76K | 4K | 0.01 |
| Kennametal Inc. | Long | Equity-common | US | $190K | 8K | 0.01 |
| Kennedy-Wilson Holdings, Inc. | Long | Equity-common | US | $129K | 13K | 0.01 |
| Kenvue Inc. | Long | Equity-common | US | $1M | 65K | 0.08 |
| Keurig Dr Pepper Inc. | Long | Equity-common | US | $734K | 22K | 0.05 |
| Key Tronic Corporation | Long | Equity-common | US | $2K | 400 | 0.00 |
| KeyCorp | Long | Equity-common | US | $420K | 30K | 0.03 |
| Keysight Technologies, Inc. | Long | Equity-common | US | $817K | 6K | 0.06 |
| Kforce Inc. | Long | Equity-common | US | $167K | 3K | 0.01 |
| Kimball Electronics Group, LLC | Long | Equity-common | US | $58K | 3K | 0.00 |
| Kimberly-Clark Corporation | Long | Equity-common | US | $1M | 9K | 0.09 |
| Kinder Morgan, Inc. | Long | Equity-common | US | $1M | 54K | 0.08 |
| Kinetik Holdings Inc. | Long | Equity-common | US | $78K | 2K | 0.01 |
| Kinsale Capital Group, Inc. | Long | Equity-common | US | $490K | 1K | 0.03 |
| Kirby Corporation | Long | Equity-common | US | $550K | 5K | 0.04 |
| KKR & Co. Inc. | Long | Equity-common | US | $1M | 10K | 0.08 |
| KLA Corporation | Long | Equity-common | US | $3M | 4K | 0.23 |
| Knife River Corporation | Long | Equity-common | US | $275K | 4K | 0.02 |
| Knight-Swift Transportation Holdings Inc. | Long | Equity-common | US | $491K | 10K | 0.03 |
| Knowles Corporation | Long | Equity-common | US | $147K | 8K | 0.01 |
| Kodiak Sciences Inc. | Long | Equity-common | US | $6K | 3K | 0.00 |
| Kohl's Corporation | Long | Equity-common | US | $228K | 10K | 0.02 |
| Kontoor Brands, Inc. | Long | Equity-common | US | $227K | 3K | 0.02 |
| Koppers Holdings Inc. | Long | Equity-common | US | $86K | 2K | 0.01 |
| Korn Ferry | Long | Equity-common | US | $350K | 5K | 0.02 |
| Kosmos Energy Ltd. | Long | Equity-common | US | $230K | 42K | 0.02 |
| Kraft Foods Group, Inc. | Long | Equity-common | US | $588K | 18K | 0.04 |
| Kratos Defense & Security Solutions, Inc. | Long | Equity-common | US | $151K | 8K | 0.01 |
| Kronos Worldwide, Inc. | Long | Equity-common | US | $113K | 9K | 0.01 |
| Krystal Biotech, Inc. | Long | Equity-common | US | $300K | 2K | 0.02 |
| Kulicke and Soffa Industries, Inc. | Long | Equity-common | US | $221K | 4K | 0.02 |
| Kura Oncology, Inc. | Long | Equity-common | US | $53K | 3K | 0.00 |
| KVH Industries, Inc. | Long | Equity-common | US | $7K | 2K | 0.00 |
| Kymera Therapeutics, Inc. | Long | Equity-common | US | $59K | 2K | 0.00 |
| Kyndryl Holdings, Inc. | Long | Equity-common | US | $430K | 16K | 0.03 |
| L. B. Foster Company | Long | Equity-common | US | $21K | 997 | 0.00 |
| L3Harris Technologies, Inc. | Long | Equity-common | US | $1M | 6K | 0.09 |
| La-Z-Boy Incorporated | Long | Equity-common | US | $98K | 3K | 0.01 |
| Labcorp Holdings Inc. | Long | Equity-common | US | $570K | 3K | 0.04 |
| Lakeland Financial Corporation | Long | Equity-common | US | $108K | 2K | 0.01 |
| Lakeland Industries, Inc. | Long | Equity-common | US | $3K | 128 | 0.00 |
| Lam Research Corporation | Long | Equity-common | US | $4M | 4K | 0.27 |
| Lamb Weston Holdings, Inc. | Long | Equity-common | US | $459K | 5K | 0.03 |
| Lancaster Colony Corporation | Long | Equity-common | US | $259K | 1K | 0.02 |
| Lands' End, Inc. | Long | Equity-common | US | $20K | 2K | 0.00 |
| Landstar System, Inc. | Long | Equity-common | US | $388K | 2K | 0.03 |
| Lantheus Holdings, Inc. | Long | Equity-common | US | $236K | 3K | 0.02 |
| Las Vegas Sands Corp. | Long | Equity-common | US | $376K | 8K | 0.03 |
| Lattice Semiconductor Corporation | Long | Equity-common | US | $264K | 5K | 0.02 |
| Laureate Education, Inc. | Long | Equity-common | US | $230K | 15K | 0.02 |
| Lazard, Inc. | Long | Equity-common | US | $102K | 3K | 0.01 |
| LCI Industries | Long | Equity-common | US | $242K | 2K | 0.02 |
| Lear Corporation | Long | Equity-common | US | $459K | 4K | 0.03 |
| Legacy Vulcan Corp. | Long | Equity-common | US | $1M | 4K | 0.08 |
| Leggett & Platt, Incorporated | Long | Equity-common | US | $138K | 12K | 0.01 |
| Leidos Holdings, Inc. | Long | Equity-common | US | $847K | 6K | 0.06 |
| LeMaitre Vascular, Inc. | Long | Equity-common | US | $132K | 2K | 0.01 |
| LendingClub Corporation | Long | Equity-common | US | $123K | 15K | 0.01 |
| LendingTree, Inc. | Long | Equity-common | US | $18K | 442 | 0.00 |
| Lennar Corporation | Long | Equity-common | US | $1M | 8K | 0.08 |
| Lennar Corporation | Long | Equity-common | US | $147K | 1K | 0.01 |
| Lennox International Inc. | Long | Equity-common | US | $784K | 1K | 0.06 |
| Lensar, Inc. | Long | Equity-common | US | $2K | 440 | 0.00 |
| Leslie's, Inc. | Long | Equity-common | US | $11K | 3K | 0.00 |
| Levi Strauss & Co. | Long | Equity-common | US | $179K | 9K | 0.01 |
| LGI Homes, Inc. | Long | Equity-common | US | $195K | 2K | 0.01 |
| Liberty Broadband Corporation | Long | Equity-common | US | $269K | 5K | 0.02 |
| Liberty Broadband Corporation | Long | Equity-common | US | $66K | 1K | 0.00 |
| Liberty Energy Inc. | Long | Equity-common | US | $346K | 17K | 0.02 |
| Liberty Latin America Ltd. | Long | Equity-common | BM | $121K | 13K | 0.01 |
| Liberty Latin America Ltd. | Long | Equity-common | BM | $21K | 2K | 0.00 |
| Liberty Media Corporation | Long | Equity-common | US | $515K | 7K | 0.04 |
| Liberty Media Corporation | Long | Equity-common | US | $217K | 10K | 0.02 |
| Liberty Media Corporation | Long | Equity-common | US | $119K | 5K | 0.01 |
| Liberty Media Corporation | Long | Equity-common | US | $105K | 3K | 0.01 |
| Liberty Media Corporation | Long | Equity-common | US | $58K | 900 | 0.00 |
| Liberty Media Corporation | Long | Equity-common | US | $52K | 1K | 0.00 |
| Lifetime Brands, Inc. | Long | Equity-common | US | $10K | 1K | 0.00 |
| Ligand Pharmaceuticals Incorporated | Long | Equity-common | US | $105K | 1K | 0.01 |
| Light & Wonder, Inc. | Long | Equity-common | US | $517K | 5K | 0.04 |
| Limoneira Company | Long | Equity-common | US | $22K | 1K | 0.00 |
| Lincoln Electric Holdings, Inc. | Long | Equity-common | US | $532K | 3K | 0.04 |
| Lincoln National Corporation | Long | Equity-common | US | $219K | 7K | 0.02 |
| Linde Public Limited Company | Long | Equity-common | IE | $4M | 9K | 0.28 |
| Lindsay Corporation | Long | Equity-common | US | $96K | 784 | 0.01 |
| Lions Gate Entertainment Corp. | Long | Equity-common | CA | $134K | 16K | 0.01 |
| Lions Gate Entertainment Corp. | Long | Equity-common | CA | $43K | 5K | 0.00 |
| Liquidity Services, Inc. | Long | Equity-common | US | $81K | 4K | 0.01 |
| Lithia Motors, Inc. | Long | Equity-common | US | $570K | 2K | 0.04 |
| Littelfuse, Inc. | Long | Equity-common | US | $436K | 2K | 0.03 |
| LivaNova PLC | Long | Equity-common | GB | $194K | 4K | 0.01 |
| Live Nation Entertainment, Inc. | Long | Equity-common | US | $635K | 7K | 0.05 |
| Live Oak Bancshares, Inc. | Long | Equity-common | US | $151K | 4K | 0.01 |
| LiveRamp Holdings, Inc. | Long | Equity-common | US | $157K | 5K | 0.01 |
| LKQ Corporation | Long | Equity-common | US | $400K | 10K | 0.03 |
| LL Flooring, Inc. | Long | Equity-common | US | $1K | 1K | 0.00 |
| Lockheed Martin Corporation | Long | Equity-common | US | $3M | 7K | 0.22 |
| Loews Corporation | Long | Equity-common | US | $631K | 8K | 0.04 |
| Louisiana-Pacific Corporation (W VA) | Long | Equity-common | US | $414K | 5K | 0.03 |
| Lovesac Company, The | Long | Equity-common | US | $29K | 1K | 0.00 |
| Lowe`s Companies, Inc. | Long | Equity-common | US | $3M | 12K | 0.19 |
| LPL Financial Holdings Inc. | Long | Equity-common | US | $958K | 3K | 0.07 |
| LSB Industries, Inc. | Long | Equity-common | US | $29K | 4K | 0.00 |
| LSI Industries Inc. | Long | Equity-common | US | $17K | 1K | 0.00 |
| Lucid Group, Inc. | Long | Equity-common | US | $33K | 13K | 0.00 |
| Lululemon Athletica Inc. | Long | Equity-common | US | $890K | 3K | 0.06 |
| Lumen Technologies Inc. | Long | Equity-common | US | $36K | 33K | 0.00 |
| Lumentum Holdings Inc. | Long | Equity-common | US | $234K | 5K | 0.02 |
| Lumos Pharma, Inc. | Long | Equity-common | US | $433.84 | 187 | 0.00 |
| Luxfer Holdings PLC | Long | Equity-common | GB | $18K | 2K | 0.00 |
| LyondellBasell Industries N.V. | Long | Equity-common | US | $2M | 17K | 0.12 |
| M/I Homes, Inc. | Long | Equity-common | US | $268K | 2K | 0.02 |
| M&T Bank Corporation | Long | Equity-common | US | $908K | 6K | 0.06 |
| Macatawa Bank Corporation | Long | Equity-common | US | $9K | 594 | 0.00 |
| MACOM Technology Solutions Holdings, Inc. | Long | Equity-common | US | $287K | 3K | 0.02 |
| MacroGenics, Inc. | Long | Equity-common | US | $13K | 3K | 0.00 |
| Macy's, Inc. | Long | Equity-common | US | $560K | 29K | 0.04 |
| Magnachip Semiconductor Corporation | Long | Equity-common | US | $20K | 4K | 0.00 |
| Magnite, Inc. | Long | Equity-common | US | $96K | 7K | 0.01 |
| Magnolia Oil & Gas Corporation | Long | Equity-common | US | $391K | 15K | 0.03 |
| Maiden Holdings, Ltd. | Long | Equity-common | BM | $19K | 9K | 0.00 |
| Malibu Boats, Inc. | Long | Equity-common | US | $57K | 2K | 0.00 |
| Mammoth Energy Services, Inc. | Long | Equity-common | US | $8K | 2K | 0.00 |
| Manhattan Associates, Inc. | Long | Equity-common | US | $749K | 3K | 0.05 |
| ManpowerGroup Inc. | Long | Equity-common | US | $255K | 4K | 0.02 |
| Marathon Oil Corporation | Long | Equity-common | US | $1M | 37K | 0.07 |
| Marathon Petroleum Corporation | Long | Equity-common | US | $2M | 14K | 0.18 |
| Maravai LifeSciences Holdings, Inc. | Long | Equity-common | US | $35K | 5K | 0.00 |
| Marchex, Inc. | Long | Equity-common | US | $217.14 | 141 | 0.00 |
| Marcus & Millichap Company | Long | Equity-common | US | $76K | 2K | 0.01 |
| Marine Products Corporation | Long | Equity-common | US | $17K | 2K | 0.00 |
| MarineMax, Inc. | Long | Equity-common | US | $91K | 3K | 0.01 |
| Markel Group Inc. | Long | Equity-common | US | $830K | 527 | 0.06 |
| MarketAxess Holdings Inc. | Long | Equity-common | US | $222K | 1K | 0.02 |
| Marqeta, Inc. | Long | Equity-common | US | $36K | 7K | 0.00 |
| Marriott International, Inc. | Long | Equity-common | US | $1M | 5K | 0.08 |
| Marriott Vacations Worldwide Corporation | Long | Equity-common | US | $168K | 2K | 0.01 |
| Marsh & Mclennan Companies, Inc. | Long | Equity-common | US | $3M | 13K | 0.19 |
| Marten Transport, Ltd. | Long | Equity-common | US | $124K | 7K | 0.01 |
| Martin Marietta Materials, Inc. | Long | Equity-common | US | $1M | 2K | 0.09 |
| Marvell Technology, Inc. | Long | Equity-common | US | $1M | 14K | 0.07 |
| Masco Corporation | Long | Equity-common | US | $497K | 7K | 0.04 |
| Masimo Corporation | Long | Equity-common | US | $396K | 3K | 0.03 |
| MasTec, Inc. | Long | Equity-common | US | $571K | 5K | 0.04 |
| Masterbrand, Inc. | Long | Equity-common | US | $168K | 11K | 0.01 |
| MasterCard Incorporated | Long | Equity-common | US | $10M | 22K | 0.69 |
| MasterCraft Boat Holdings, Inc. | Long | Equity-common | US | $15K | 800 | 0.00 |
| Matador Resources Company | Long | Equity-common | US | $577K | 10K | 0.04 |
| Match Group, Inc. | Long | Equity-common | US | $220K | 7K | 0.02 |
| Materion Corporation | Long | Equity-common | US | $172K | 2K | 0.01 |
| MATIV Holdings, Inc. | Long | Equity-common | US | $86K | 5K | 0.01 |
| Matrix Service Company | Long | Equity-common | US | $32K | 3K | 0.00 |
| Matson Intermodal - Paragon, Inc. | Long | Equity-common | US | $481K | 4K | 0.03 |
| Mattel, Inc. | Long | Equity-common | US | $373K | 23K | 0.03 |
| Matthews International Corporation | Long | Equity-common | US | $85K | 3K | 0.01 |
| Maximus, Inc. | Long | Equity-common | US | $361K | 4K | 0.03 |
| MaxLinear, Inc. | Long | Equity-common | US | $84K | 4K | 0.01 |
| Mayville Engineering Company, Inc. | Long | Equity-common | US | $16K | 935 | 0.00 |
| McCormick & Company, Incorporated | Long | Equity-common | US | $470K | 7K | 0.03 |
| McCormick & Company, Incorporated | Long | Equity-common | US | $42K | 610 | 0.00 |
| McDonald's Corporation | Long | Equity-common | US | $4M | 15K | 0.27 |
| McGrath RentCorp | Long | Equity-common | US | $226K | 2K | 0.02 |
| McKesson Corporation | Long | Equity-common | US | $2M | 3K | 0.11 |
| MDU Resources Group, Inc. | Long | Equity-common | US | $394K | 16K | 0.03 |
| Medifast, Inc. | Long | Equity-common | US | $11K | 501 | 0.00 |
| Medpace Holdings, Inc. | Long | Equity-common | US | $530K | 1K | 0.04 |
| Medtronic, Inc. | Long | Equity-common | IE | $2M | 23K | 0.13 |
| MeiraGTx Holdings plc | Long | Equity-common | KY | $5K | 1K | 0.00 |
| Mercantile Bank Corporation | Long | Equity-common | US | $83K | 2K | 0.01 |
| Mercer International Inc. | Long | Equity-common | US | $94K | 11K | 0.01 |
| Merchants Bancorp, Inc. | Long | Equity-common | US | $123K | 3K | 0.01 |
| Merck & Co., Inc. | Long | Equity-common | US | $5M | 38K | 0.33 |
| Mercury General Corporation | Long | Equity-common | US | $254K | 5K | 0.02 |
| Mercury Systems, Inc. | Long | Equity-common | US | $82K | 3K | 0.01 |
| Merit Medical Systems, Inc. | Long | Equity-common | US | $305K | 4K | 0.02 |
| Meritage Homes Corporation | Long | Equity-common | US | $382K | 2K | 0.03 |
| Mersana Therapeutics, Inc. | Long | Equity-common | US | $15K | 8K | 0.00 |
| Mesa Laboratories, Inc. | Long | Equity-common | US | $23K | 262 | 0.00 |
| Meta Platforms, Inc. | Long | Equity-common | US | $24M | 48K | 1.71 |
| Metallus Inc. | Long | Equity-common | US | $91K | 5K | 0.01 |
| Methode Electronics, Inc. | Long | Equity-common | US | $41K | 4K | 0.00 |
| MetLife, Inc. | Long | Equity-common | US | $1M | 19K | 0.09 |
| Metrocity Bankshares, Inc. | Long | Equity-common | US | $23K | 880 | 0.00 |
| Metropolitan Bank Holding Corp. | Long | Equity-common | US | $55K | 1K | 0.00 |
| Mettler-Toledo International Inc. | Long | Equity-common | US | $755K | 540 | 0.05 |
| MGE Energy, Inc. | Long | Equity-common | US | $196K | 3K | 0.01 |
| MGIC Investment Corporation | Long | Equity-common | US | $444K | 21K | 0.03 |
| MGM Resorts International | Long | Equity-common | US | $399K | 9K | 0.03 |
| MGPI Processing, Inc. | Long | Equity-common | US | $140K | 2K | 0.01 |
| Microchip Technology Incorporated | Long | Equity-common | US | $1M | 15K | 0.10 |
| Micron Technology, Inc. | Long | Equity-common | US | $3M | 20K | 0.19 |
| Microsoft Corporation | Long | Equity-common | US | $65M | 146K | 4.66 |
| Mid Penn Bancorp, Inc. | Long | Equity-common | US | $13K | 571 | 0.00 |
| Middlesex Water Company | Long | Equity-common | US | $81K | 2K | 0.01 |
| Midland States Bancorp, Inc. | Long | Equity-common | US | $35K | 2K | 0.00 |
| MidWestOne Financial Group, Inc. | Long | Equity-common | US | $17K | 759 | 0.00 |
| Miller Industries, Inc. | Long | Equity-common | US | $70K | 1K | 0.00 |
| Millerknoll, Inc. | Long | Equity-common | US | $215K | 8K | 0.02 |
| Mine Safety Appliances Company, LLC | Long | Equity-common | US | $372K | 2K | 0.03 |
| Minerals Technologies Inc. | Long | Equity-common | US | $267K | 3K | 0.02 |
| Mission Produce, Inc. | Long | Equity-common | US | $33K | 3K | 0.00 |
| Mister Car Wash, Inc. | Long | Equity-common | US | $100K | 14K | 0.01 |
| Mistras Group, Inc. | Long | Equity-common | US | $21K | 3K | 0.00 |
| Mitek Systems, Inc. | Long | Equity-common | US | $10K | 910 | 0.00 |
| MKS Instruments, Inc. | Long | Equity-common | US | $485K | 4K | 0.03 |
| Moderna, Inc. | Long | Equity-common | US | $698K | 6K | 0.05 |
| Modine Manufacturing Company | Long | Equity-common | US | $445K | 4K | 0.03 |
| ModivCare Inc. | Long | Equity-common | US | $41K | 2K | 0.00 |
| Moelis & Company | Long | Equity-common | US | $106K | 2K | 0.01 |
| Mohawk Industries, Inc. | Long | Equity-common | US | $303K | 3K | 0.02 |
| Molina Healthcare, Inc. | Long | Equity-common | US | $726K | 2K | 0.05 |
| Molson Coors Beverage Company | Long | Equity-common | US | $397K | 8K | 0.03 |
| Monarch Casino & Resort, Inc. | Long | Equity-common | US | $48K | 700 | 0.00 |
| Mondelez International, Inc. | Long | Equity-common | US | $2M | 25K | 0.12 |
| MongoDB, Inc. | Long | Equity-common | US | $211K | 846 | 0.02 |
| Monocle Acquisition Corporation | Long | Equity-common | US | $16K | 2K | 0.00 |
| Monolithic Power Systems, Inc. | Long | Equity-common | US | $684K | 833 | 0.05 |
| Monro, Inc. | Long | Equity-common | US | $67K | 3K | 0.00 |
| Monster Beverage 1990 Corporation | Long | Equity-common | US | $582K | 12K | 0.04 |
| Montrose Environmental Group, Inc. | Long | Equity-common | US | $68K | 2K | 0.00 |
| Moody's Corporation | Long | Equity-common | US | $2M | 4K | 0.11 |
| Moog Inc. | Long | Equity-common | US | $386K | 2K | 0.03 |
| Morgan Stanley | Long | Equity-common | US | $3M | 29K | 0.20 |
| Morningstar, Inc. | Long | Equity-common | US | $736K | 2K | 0.05 |
| Morphic Holding, Inc. | Long | Equity-common | US | $42K | 1K | 0.00 |
| Mosaic Company, The | Long | Equity-common | US | $444K | 15K | 0.03 |
| Motorcar Parts of America, Inc. | Long | Equity-common | US | $12K | 2K | 0.00 |
| Motorola Solutions, Inc. | Long | Equity-common | US | $2M | 4K | 0.11 |
| Movado Group, Inc. | Long | Equity-common | US | $27K | 1K | 0.00 |
| MP Materials Corp. | Long | Equity-common | US | $75K | 6K | 0.01 |
| Mr. Cooper Group Inc. | Long | Equity-common | US | $422K | 5K | 0.03 |
| MRC Global Inc. | Long | Equity-common | US | $123K | 10K | 0.01 |
| MSC Industrial Direct Co., Inc. | Long | Equity-common | US | $319K | 4K | 0.02 |
| MSCI Inc. | Long | Equity-common | US | $810K | 2K | 0.06 |
| Mueller Industries, Inc. | Long | Equity-common | US | $492K | 9K | 0.04 |
| Mueller Water Products, Inc. | Long | Equity-common | US | $184K | 10K | 0.01 |
| Murphy Oil Corporation | Long | Equity-common | US | $495K | 12K | 0.04 |
| Murphy USA Inc. | Long | Equity-common | US | $715K | 2K | 0.05 |
| MVB Financial Corp. | Long | Equity-common | US | $11K | 579 | 0.00 |
| Myers Industries, Inc. | Long | Equity-common | US | $46K | 3K | 0.00 |
| MYR Group Inc. | Long | Equity-common | US | $214K | 2K | 0.02 |
| Myriad Genetics, Inc. | Long | Equity-common | US | $139K | 6K | 0.01 |
| N L Industries, Inc. | Long | Equity-common | US | $5K | 900 | 0.00 |
| N-Able, Inc. | Long | Equity-common | US | $86K | 6K | 0.01 |
| Nabors Industries Ltd. | Long | Equity-common | BM | $61K | 858 | 0.00 |
| NACCO Industries, Inc. | Long | Equity-common | US | $14K | 500 | 0.00 |
| Napco Security Technologies, Inc. | Long | Equity-common | US | $102K | 2K | 0.01 |
| Nasdaq, Inc. | Long | Equity-common | US | $981K | 16K | 0.07 |
| Natera, Inc. | Long | Equity-common | US | $334K | 3K | 0.02 |
| Nathan's Famous, Inc. | Long | Equity-common | US | $41K | 600 | 0.00 |
| National Bank Holdings Corporation | Long | Equity-common | US | $119K | 3K | 0.01 |
| National Bankshares, Inc. | Long | Equity-common | US | $2K | 66 | 0.00 |
| National Beverage Corp. | Long | Equity-common | US | $225K | 4K | 0.02 |
| National Fuel Gas Company | Long | Equity-common | US | $269K | 5K | 0.02 |
| National HealthCare Corporation | Long | Equity-common | US | $213K | 2K | 0.02 |
| National Presto Industries, Inc. | Long | Equity-common | US | $47K | 622 | 0.00 |
| National Research Corporation | Long | Equity-common | US | $16K | 700 | 0.00 |
| National Vision Holdings, Inc. | Long | Equity-common | US | $63K | 5K | 0.00 |
| National Western Life Group, Inc. | Long | Equity-common | US | $186K | 374 | 0.01 |
| Natural Gas Services Group, Inc. | Long | Equity-common | US | $34K | 2K | 0.00 |
| Natural Grocers By Vitamin Cottage, Inc. | Long | Equity-common | US | $45K | 2K | 0.00 |
| Natural Health Trends Corp. | Long | Equity-common | US | $1K | 155 | 0.00 |
| Nature's Sunshine Products, Inc. | Long | Equity-common | US | $11K | 758 | 0.00 |
| Navient Corporation | Long | Equity-common | US | $175K | 12K | 0.01 |
| NBT Bancorp Inc. | Long | Equity-common | US | $175K | 5K | 0.01 |
| nCino OpCo, Inc. | Long | Equity-common | US | $71K | 2K | 0.01 |
| NCR Atleos Corporation | Long | Equity-common | US | $135K | 5K | 0.01 |
| NCR Voyix Corporation | Long | Equity-common | US | $123K | 10K | 0.01 |
| Nektar Therapeutics | Long | Equity-common | US | $7K | 6K | 0.00 |
| Nelnet, Inc. | Long | Equity-common | US | $265K | 3K | 0.02 |
| Neogenomics, Inc. | Long | Equity-common | US | $142K | 10K | 0.01 |
| NetApp, Inc. | Long | Equity-common | US | $900K | 7K | 0.06 |
| Netflix, Inc. | Long | Equity-common | US | $4M | 6K | 0.30 |
| NETGEAR, Inc. | Long | Equity-common | US | $51K | 3K | 0.00 |
| NetScout Systems, Inc. | Long | Equity-common | US | $118K | 6K | 0.01 |
| Neurocrine Biosciences, Inc. | Long | Equity-common | US | $288K | 2K | 0.02 |
| Nevro Corp. | Long | Equity-common | US | $16K | 2K | 0.00 |
| New Fortress Energy Inc. | Long | Equity-common | US | $157K | 7K | 0.01 |
| New Jersey Resources Corporation | Long | Equity-common | US | $357K | 8K | 0.03 |
| New York Community Bancorp, Inc. | Long | Equity-common | US | $77K | 24K | 0.01 |
| Newell Brands Inc. | Long | Equity-common | US | $125K | 19K | 0.01 |
| Newmark Group, Inc. | Long | Equity-common | US | $163K | 16K | 0.01 |
| NewMarket Corporation | Long | Equity-common | US | $300K | 582 | 0.02 |
| Newmont Corporation | Long | Equity-common | US | $1M | 26K | 0.08 |
| Newpark Resources, Inc. | Long | Equity-common | US | $86K | 10K | 0.01 |
| News Corporation | Long | Equity-common | US | $468K | 17K | 0.03 |
| News Corporation | Long | Equity-common | US | $214K | 8K | 0.02 |
| Nexstar Media Group, Inc. | Long | Equity-common | US | $716K | 4K | 0.05 |
| NextEra Energy, Inc. | Long | Equity-common | US | $2M | 35K | 0.18 |
| Nextracker LLC | Long | Equity-common | US | $156K | 3K | 0.01 |
| NI Holdings Inc. | Long | Equity-common | US | $14K | 906 | 0.00 |
| Nicolet Bankshares, Inc. | Long | Equity-common | US | $23K | 276 | 0.00 |
| NIKE, Inc. | Long | Equity-common | US | $2M | 28K | 0.15 |
| Nishka, Inc. | Long | Equity-common | US | $30K | 3K | 0.00 |
| NiSource Inc. | Long | Equity-common | US | $434K | 15K | 0.03 |
| Nlight, Inc. | Long | Equity-common | US | $22K | 2K | 0.00 |
| NMI Holdings, Inc. | Long | Equity-common | US | $242K | 7K | 0.02 |
| NN, Inc. | Long | Equity-common | US | $9K | 3K | 0.00 |
| Noble Corporation PLC | Long | Equity-common | GB | $58K | 1K | 0.00 |
| Nordic American Tankers Limited | Long | Equity-common | BM | $121K | 31K | 0.01 |
| Nordson Corporation | Long | Equity-common | US | $342K | 1K | 0.02 |
| Nordstrom, Inc. | Long | Equity-common | US | $256K | 12K | 0.02 |
| Norfolk Southern Corporation | Long | Equity-common | US | $1M | 5K | 0.08 |
| Northeast Bank | Long | Equity-common | US | $30K | 500 | 0.00 |
| Northern Oil and Gas Incorporated | Long | Equity-common | US | $113K | 3K | 0.01 |
| Northern Trust Corporation | Long | Equity-common | US | $569K | 7K | 0.04 |
| Northfield Bancorp Inc. | Long | Equity-common | US | $50K | 5K | 0.00 |
| Northrim Bancorp, Inc. | Long | Equity-common | US | $23K | 400 | 0.00 |
| Northrop Grumman Corporation | Long | Equity-common | US | $1M | 3K | 0.08 |
| Northwest Bancshares, Inc. | Long | Equity-common | US | $140K | 12K | 0.01 |
| Northwest Natural Holding Company | Long | Equity-common | US | $76K | 2K | 0.01 |
| Northwest Pipe Company | Long | Equity-common | US | $34K | 1K | 0.00 |
| NorthWestern Corporation | Long | Equity-common | US | $177K | 4K | 0.01 |
| Norwegian Cruise Line Holdings Ltd. | Long | Equity-common | BM | $115K | 6K | 0.01 |
| Norwood Financial Corp. | Long | Equity-common | US | $8K | 317 | 0.00 |
| NOV Inc. | Long | Equity-common | US | $505K | 27K | 0.04 |
| Novanta Inc. | Long | Equity-common | CA | $320K | 2K | 0.02 |
| NRG Energy, Inc. | Long | Equity-common | US | $1M | 19K | 0.10 |
| Nu Skin Enterprises, Inc. | Long | Equity-common | US | $50K | 5K | 0.00 |
| Nucor Corporation | Long | Equity-common | US | $2M | 12K | 0.14 |
| Nurix Therapeutics, Inc. | Long | Equity-common | US | $69K | 3K | 0.00 |
| Nutanix, Inc. | Long | Equity-common | US | $198K | 3K | 0.01 |
| NV5 Global, Inc. | Long | Equity-common | US | $127K | 1K | 0.01 |
| NVE Corporation | Long | Equity-common | US | $35K | 466 | 0.00 |
| Nvent Electric Public Limited Company | Long | Equity-common | IE | $819K | 11K | 0.06 |
| NVIDIA Corporation | Long | Equity-common | US | $72M | 580K | 5.11 |
| NVR, Inc. | Long | Equity-common | US | $1M | 190 | 0.10 |
| NXP Semiconductors N.V. | Long | Equity-common | NL | $2M | 6K | 0.11 |
| O-I Glass, Inc. | Long | Equity-common | US | $157K | 14K | 0.01 |
| O'Reilly Automotive, Inc. | Long | Equity-common | US | $1M | 1K | 0.09 |
| Occidental Petroleum Corporation | Long | Equity-common | US | $2M | 29K | 0.13 |
| Oceaneering International, Inc. | Long | Equity-common | US | $220K | 9K | 0.02 |
| OceanFirst Financial Corp. | Long | Equity-common | US | $112K | 7K | 0.01 |
| OFG Bancorp | Long | Equity-common | PR | $233K | 6K | 0.02 |
| OGE Energy Corp. | Long | Equity-common | US | $361K | 10K | 0.03 |
| Oil States International, Inc. | Long | Equity-common | US | $26K | 6K | 0.00 |
| Oil-Dri Corporation of America | Long | Equity-common | US | $26K | 401 | 0.00 |
| Okta, Inc. | Long | Equity-common | US | $523K | 6K | 0.04 |
| Old Dominion Freight Line, Inc. | Long | Equity-common | US | $874K | 5K | 0.06 |
| Old National Bancorp | Long | Equity-common | US | $452K | 26K | 0.03 |
| Old Republic International Corporation | Long | Equity-common | US | $583K | 19K | 0.04 |
| Old Second Bancorp, Inc. | Long | Equity-common | US | $10K | 707 | 0.00 |
| Olin Corporation | Long | Equity-common | US | $591K | 13K | 0.04 |
| Ollie's Bargain Outlet Holdings, Inc. | Long | Equity-common | US | $360K | 4K | 0.03 |
| Olo Inc. | Long | Equity-common | US | $56K | 13K | 0.00 |
| Olympic Steel, Inc. | Long | Equity-common | US | $47K | 1K | 0.00 |
| Omega Flex, Inc. | Long | Equity-common | US | $5K | 100 | 0.00 |
| OmniAb, Inc. | Long | Equity-common | US | $23K | 6K | 0.00 |
| OmniAb, Inc. | Long | Equity-common | US | $0 | 474 | – |
| OmniAb, Inc. | Long | Equity-common | US | $0 | 474 | – |
| Omnicell, Inc. | Long | Equity-common | US | $66K | 2K | 0.00 |
| Omnicom Group Inc. | Long | Equity-common | US | $1M | 12K | 0.08 |
| On Semiconductor Corporation | Long | Equity-common | US | $1M | 18K | 0.09 |
| ON24, Inc. | Long | Equity-common | US | $38K | 6K | 0.00 |
| One Gas, Inc. | Long | Equity-common | US | $233K | 4K | 0.02 |
| ONEOK, Inc. | Long | Equity-common | US | $1M | 13K | 0.08 |
| OneSpan Inc. | Long | Equity-common | US | $43K | 3K | 0.00 |
| OneSpaWorld Holdings Limited | Long | Equity-common | BS | $106K | 7K | 0.01 |
| Onity Group Inc. | Long | Equity-common | US | $6K | 236 | 0.00 |
| Onto Innovation Inc. | Long | Equity-common | US | $732K | 3K | 0.05 |
| Open Doors Technology Inc. | Long | Equity-common | US | $110K | 60K | 0.01 |
| Open Lending Corporation | Long | Equity-common | US | $17K | 3K | 0.00 |
| Openlane, Inc. | Long | Equity-common | US | $197K | 12K | 0.01 |
| OPKO Health, Inc. | Long | Equity-common | US | $43K | 34K | 0.00 |
| Oppenheimer Holdings Inc. | Long | Equity-common | US | $52K | 1K | 0.00 |
| OptimizeRX Corporation | Long | Equity-common | US | $25K | 3K | 0.00 |
| Option Care Health, Inc. | Long | Equity-common | US | $176K | 6K | 0.01 |
| Oracle Corporation | Long | Equity-common | US | $5M | 36K | 0.36 |
| Orasure Technologies, Inc. | Long | Equity-common | US | $18K | 4K | 0.00 |
| Organogenesis Holdings Inc. | Long | Equity-common | US | $23K | 8K | 0.00 |
| Organon & Co. | Long | Equity-common | US | $337K | 16K | 0.02 |
| Origin Bancorp, Inc. | Long | Equity-common | US | $26K | 819 | 0.00 |
| Orion Engineered Carbons Finance & Co. S.C.A. | Long | Equity-common | LU | $70K | 3K | 0.00 |
| Orion Group Holdings, Inc. | Long | Equity-common | US | $15K | 2K | 0.00 |
| Ormat Technologies, Inc. | Long | Equity-common | US | $218K | 3K | 0.02 |
| Orrstown Financial Services, Inc. | Long | Equity-common | US | $18K | 671 | 0.00 |
| Orthofix Medical Inc. | Long | Equity-common | US | $46K | 3K | 0.00 |
| Orthopediatrics Corp. | Long | Equity-common | US | $39K | 1K | 0.00 |
| Oscar Health, Inc. | Long | Equity-common | US | $133K | 8K | 0.01 |
| Oshkosh Corporation | Long | Equity-common | US | $493K | 5K | 0.04 |
| Osi Systems, Inc. | Long | Equity-common | US | $153K | 1K | 0.01 |
| Otis Worldwide Corporation | Long | Equity-common | US | $1M | 10K | 0.07 |
| Otter Tail Corporation | Long | Equity-common | US | $196K | 2K | 0.01 |
| Outset Medical, Inc. | Long | Equity-common | US | $13K | 3K | 0.00 |
| Overseas Shipholding Group, Inc. | Long | Equity-common | US | $41K | 5K | 0.00 |
| Ovintiv Canada ULC | Long | Equity-common | US | $927K | 20K | 0.07 |
| Owens & Minor, Inc. | Long | Equity-common | US | $92K | 7K | 0.01 |
| Owens Corning | Long | Equity-common | US | $1M | 7K | 0.09 |
| Oxford Industries, Inc. | Long | Equity-common | US | $144K | 1K | 0.01 |
| P.A.M. Transportation Services, Inc. | Long | Equity-common | US | $21K | 1K | 0.00 |
| P.C.B. Bancorp, Inc. | Long | Equity-common | US | $9K | 533 | 0.00 |
| PACCAR Inc | Long | Equity-common | US | $2M | 15K | 0.11 |
| Pacific Biosciences of California, Inc. | Long | Equity-common | US | $8K | 6K | 0.00 |
| Pacific Premier Bancorp, Inc. | Long | Equity-common | US | $199K | 9K | 0.01 |
| Pacira Pharmaceuticals, Inc. | Long | Equity-common | US | $86K | 3K | 0.01 |
| Packaging Corporation of America | Long | Equity-common | US | $1M | 6K | 0.08 |
| Palantir Technologies Inc. | Long | Equity-common | US | $366K | 14K | 0.03 |
| Palo Alto Networks, Inc. | Long | Equity-common | US | $1M | 4K | 0.10 |
| Palomar Holdings, Inc. | Long | Equity-common | US | $65K | 804 | 0.00 |
| Pangaea Logistics Solutions Ltd. | Long | Equity-common | BM | $27K | 3K | 0.00 |
| Papa John's International, Inc. | Long | Equity-common | US | $99K | 2K | 0.01 |
| Par Pacific Holdings, Inc. | Long | Equity-common | US | $178K | 7K | 0.01 |
| PAR Technology Corporation | Long | Equity-common | US | $133K | 3K | 0.01 |
| Paramount Global | Long | Equity-common | US | $258K | 25K | 0.02 |
| Paramount Global | Long | Equity-common | US | $18K | 993.013 | 0.00 |
| Park Aerospace Technologies Corp. | Long | Equity-common | US | $29K | 2K | 0.00 |
| Park National Corporation | Long | Equity-common | US | $201K | 1K | 0.01 |
| Park-Ohio Holdings Corp. | Long | Equity-common | US | $33K | 1K | 0.00 |
| Parke Bancorp, Inc. | Long | Equity-common | US | $12K | 694 | 0.00 |
| Parker-Hannifin Corporation | Long | Equity-common | US | $1M | 3K | 0.10 |
| Parsons Corporation | Long | Equity-common | US | $476K | 6K | 0.03 |
| Pathward Financial, Inc. | Long | Equity-common | US | $194K | 3K | 0.01 |
| Patrick Industries, Inc. | Long | Equity-common | US | $228K | 2K | 0.02 |
| Patterson Companies, Inc. | Long | Equity-common | US | $201K | 8K | 0.01 |
| Paychex, Inc. | Long | Equity-common | US | $994K | 8K | 0.07 |
| Paycom Software, Inc. | Long | Equity-common | US | $245K | 2K | 0.02 |
| Paycor HCM, Inc. | Long | Equity-common | US | $28K | 2K | 0.00 |
| Paylocity Holding Corporation | Long | Equity-common | US | $125K | 945 | 0.01 |
| Payoneer Global Inc. | Long | Equity-common | US | $121K | 22K | 0.01 |
| PayPal Holdings, Inc. | Long | Equity-common | US | $1M | 19K | 0.08 |
| Paysafe Limited | Long | Equity-common | BM | $112K | 6K | 0.01 |
| PBF Energy Inc. | Long | Equity-common | US | $552K | 12K | 0.04 |
| PC Connection, Inc. | Long | Equity-common | US | $198K | 3K | 0.01 |
| PDF Solutions, Inc. | Long | Equity-common | US | $87K | 2K | 0.01 |
| PDL BioPharma, Inc. | Long | Equity-common | US | $7K | 6K | 0.00 |
| Peabody Energy Corporation | Long | Equity-common | US | $265K | 12K | 0.02 |
| Peapack-Gladstone Financial Corporation | Long | Equity-common | US | $52K | 2K | 0.00 |
| Pediatrix Medical Group, Inc. | Long | Equity-common | US | $51K | 7K | 0.00 |
| Pegasystems Inc. | Long | Equity-common | US | $54K | 892 | 0.00 |
| PENN Entertainment, Inc. | Long | Equity-common | US | $125K | 6K | 0.01 |
| Pennant Group, Inc. , The | Long | Equity-common | US | $63K | 3K | 0.00 |
| Penns Woods Bancorp, Inc. | Long | Equity-common | US | $7K | 336 | 0.00 |
| PennyMac Financial Services, Inc. | Long | Equity-common | US | $98K | 1K | 0.01 |
| Penske Automotive Group, Inc. | Long | Equity-common | US | $481K | 3K | 0.03 |
| Pentair Public Limited Company | Long | Equity-common | IE | $794K | 10K | 0.06 |
| Penumbra, Inc. | Long | Equity-common | US | $224K | 1K | 0.02 |
| Peoples Bancorp Inc. | Long | Equity-common | US | $63K | 2K | 0.00 |
| Peoples Financial Services Corp. | Long | Equity-common | US | $10K | 213 | 0.00 |
| PepsiCo, Inc. | Long | Equity-common | US | $7M | 42K | 0.50 |
| Perdoceo Education Corporation | Long | Equity-common | US | $195K | 9K | 0.01 |
| Perficient, Inc. | Long | Equity-common | US | $188K | 3K | 0.01 |
| Performance Food Group Company | Long | Equity-common | US | $600K | 9K | 0.04 |
| Permian Resources Corporation | Long | Equity-common | US | $322K | 20K | 0.02 |
| Perrigo Company Public Limited Company | Long | Equity-common | IE | $227K | 9K | 0.02 |
| PetIQ, Inc. | Long | Equity-common | US | $35K | 2K | 0.00 |
| PetMed Express, Inc. | Long | Equity-common | US | $9K | 2K | 0.00 |
| Pfizer Inc. | Long | Equity-common | US | $3M | 118K | 0.23 |
| PG&E Corporation | Long | Equity-common | US | $872K | 50K | 0.06 |
| Phibro Animal Health Corporation | Long | Equity-common | US | $27K | 2K | 0.00 |
| Philip Morris International Inc. | Long | Equity-common | US | $3M | 31K | 0.23 |
| Phillips 66 | Long | Equity-common | US | $2M | 14K | 0.15 |
| Phinia Inc. | Long | Equity-common | US | $154K | 4K | 0.01 |
| Photronics, Inc. | Long | Equity-common | US | $173K | 7K | 0.01 |
| Phreesia, Inc. | Long | Equity-common | US | $34K | 2K | 0.00 |
| Phx Minerals Inc. | Long | Equity-common | US | $5K | 2K | 0.00 |
| Pilgrim's Pride Corporation | Long | Equity-common | US | $251K | 7K | 0.02 |
| Pinnacle Financial Partners, Inc. | Long | Equity-common | US | $380K | 5K | 0.03 |
| Pinnacle West Capital Corporation | Long | Equity-common | US | $482K | 6K | 0.03 |
| Pinterest, Inc. | Long | Equity-common | US | $406K | 9K | 0.03 |
| Pioneer Bancorp, Inc. | Long | Equity-common | US | $12K | 1K | 0.00 |
| Piper Sandler Companies | Long | Equity-common | US | $304K | 1K | 0.02 |
| PJT Partners Inc. | Long | Equity-common | US | $114K | 1K | 0.01 |
| Planet Fitness, Inc. | Long | Equity-common | US | $370K | 5K | 0.03 |
| Playa Hotels & Resorts N.V. | Long | Equity-common | NL | $108K | 13K | 0.01 |
| Plexus Corp. | Long | Equity-common | US | $281K | 3K | 0.02 |
| Plug Power Inc. | Long | Equity-common | US | $55K | 24K | 0.00 |
| PMV Pharmaceuticals, Inc. | Long | Equity-common | US | $10K | 6K | 0.00 |
| PNM Resources, Inc. | Long | Equity-common | US | $159K | 4K | 0.01 |
| Polaris Inc. | Long | Equity-common | US | $426K | 5K | 0.03 |
| Pool Corporation | Long | Equity-common | US | $426K | 1K | 0.03 |
| Popular, Inc. | Long | Equity-common | PR | $557K | 6K | 0.04 |
| Portland General Electric Company | Long | Equity-common | US | $232K | 5K | 0.02 |
| Poseida Therapeutics, Inc. | Long | Equity-common | US | $14K | 5K | 0.00 |
| Post Holdings, Inc. | Long | Equity-common | US | $422K | 4K | 0.03 |
| Potbelly Corporation | Long | Equity-common | US | $17K | 2K | 0.00 |
| Powell Industries, Inc. | Long | Equity-common | US | $153K | 1K | 0.01 |
| Power Integrations, Inc. | Long | Equity-common | US | $261K | 4K | 0.02 |
| Powerschool Holdings, Inc. | Long | Equity-common | US | $140K | 6K | 0.01 |
| PPG Industries, Inc. | Long | Equity-common | US | $918K | 7K | 0.07 |
| Pphm, Inc. | Long | Equity-common | US | $18K | 3K | 0.00 |
| PPL Corporation | Long | Equity-common | US | $520K | 19K | 0.04 |
| PRA Group, Inc. | Long | Equity-common | US | $88K | 4K | 0.01 |
| Preferred Bank | Long | Equity-common | US | $121K | 2K | 0.01 |
| Preformed Line Products Company | Long | Equity-common | US | $24K | 189 | 0.00 |
| Premier Financial Corporation | Long | Equity-common | US | $71K | 3K | 0.01 |
| Premier Healthcare Solutions, Inc. | Long | Equity-common | US | $173K | 9K | 0.01 |
| Prestige Consumer Healthcare Inc. | Long | Equity-common | US | $260K | 4K | 0.02 |
| PriceSmart, Inc. | Long | Equity-common | US | $186K | 2K | 0.01 |
| Primerica, Inc. | Long | Equity-common | US | $796K | 3K | 0.06 |
| Primis Financial Corp. | Long | Equity-common | US | $32K | 3K | 0.00 |
| Primoris Services Corporation | Long | Equity-common | US | $283K | 6K | 0.02 |
| Principal Financial Group, Inc. | Long | Equity-common | US | $781K | 10K | 0.06 |
| ProAssurance Corporation | Long | Equity-common | US | $74K | 6K | 0.01 |
| Procore Technologies, Inc. | Long | Equity-common | US | $125K | 2K | 0.01 |
| Procter & Gamble Company, The | Long | Equity-common | US | $9M | 55K | 0.64 |
| PROG Holdings, Inc. | Long | Equity-common | US | $199K | 6K | 0.01 |
| Progenics Pharmaceuticals, Inc. | Long | Equity-common | US | $226.23 | 325 | 0.00 |
| Progress Software Corporation | Long | Equity-common | US | $132K | 2K | 0.01 |
| Progyny, Inc. | Long | Equity-common | US | $56K | 2K | 0.00 |
| Propetro Holding Corp. | Long | Equity-common | US | $95K | 11K | 0.01 |
| Prosperity Bancshares, Inc. | Long | Equity-common | US | $416K | 7K | 0.03 |
| Protagonist Therapeutics, Inc. | Long | Equity-common | US | $59K | 2K | 0.00 |
| Prothena Corporation Public Limited Company | Long | Equity-common | IE | $59K | 3K | 0.00 |
| Proto Labs, Inc. | Long | Equity-common | US | $55K | 2K | 0.00 |
| Provident Bancorp Inc. | Long | Equity-common | US | $12K | 1K | 0.00 |
| Provident Financial Holdings, Inc. | Long | Equity-common | US | $5K | 410 | 0.00 |
| Provident Financial Services, Inc. | Long | Equity-common | US | $185K | 13K | 0.01 |
| Prudential Financial, Inc. | Long | Equity-common | US | $2M | 15K | 0.13 |
| Psychemedics Corporation | Long | Equity-common | US | $1K | 511 | 0.00 |
| PTC Inc. | Long | Equity-common | US | $501K | 3K | 0.04 |
| Public Service Enterprise Group Incorporated | Long | Equity-common | US | $960K | 13K | 0.07 |
| PubMatic, Inc. | Long | Equity-common | US | $59K | 3K | 0.00 |
| PulteGroup, Inc. | Long | Equity-common | US | $2M | 16K | 0.12 |
| Pure Storage, Inc. | Long | Equity-common | US | $468K | 7K | 0.03 |
| Purple Innovation, Inc. | Long | Equity-common | US | $5K | 5K | 0.00 |
| PVH Corp. | Long | Equity-common | US | $507K | 5K | 0.04 |
| Q2 Holdings, Inc. | Long | Equity-common | US | $127K | 2K | 0.01 |
| QCR Holdings, Inc. | Long | Equity-common | US | $58K | 974 | 0.00 |
| Qorvo, Inc. | Long | Equity-common | US | $703K | 6K | 0.05 |
| Quad/Graphics, Inc. | Long | Equity-common | US | $24K | 4K | 0.00 |
| Quaker Chemical Corporation | Long | Equity-common | US | $172K | 1K | 0.01 |
| Qualcomm Incorporated | Long | Equity-common | US | $5M | 25K | 0.35 |
| Qualys, Inc. | Long | Equity-common | US | $234K | 2K | 0.02 |
| Quanex Building Products Corporation | Long | Equity-common | US | $100K | 4K | 0.01 |
| Quanta Services, Inc. | Long | Equity-common | US | $1M | 5K | 0.09 |
| Quantumscape Battery, Inc. | Long | Equity-common | US | $15K | 3K | 0.00 |
| Quest Diagnostics Incorporated | Long | Equity-common | US | $604K | 4K | 0.04 |
| Quidelortho Corporation | Long | Equity-common | US | $25K | 738 | 0.00 |
| QuinStreet, Inc. | Long | Equity-common | US | $39K | 2K | 0.00 |
| Qurate Retail, Inc. | Long | Equity-common | US | $23K | 37K | 0.00 |
| R1 RCM Holdco Inc. | Long | Equity-common | US | $92K | 7K | 0.01 |
| Radian Group Inc. | Long | Equity-common | US | $451K | 15K | 0.03 |
| Radiant Logistics, Inc. | Long | Equity-common | US | $19K | 3K | 0.00 |
| Radius Recycling, Inc. | Long | Equity-common | US | $41K | 3K | 0.00 |
| RadNet, Inc. | Long | Equity-common | US | $221K | 4K | 0.02 |
| Rafael Holdings, Inc. | Long | Equity-common | US | $2K | 1K | 0.00 |
| Ralph Lauren Corporation | Long | Equity-common | US | $665K | 4K | 0.05 |
| Ramaco Resources, Inc. | Long | Equity-common | US | $62K | 5K | 0.00 |
| Ramaco Resources, Inc. | Long | Equity-common | US | $11K | 994 | 0.00 |
| Rambus Inc. | Long | Equity-common | US | $312K | 5K | 0.02 |
| Range Resources Corporation | Long | Equity-common | US | $547K | 16K | 0.04 |
| Ranpak Holdings Corp | Long | Equity-common | US | $18K | 3K | 0.00 |
| Raymond James Financial, Inc. | Long | Equity-common | US | $1M | 8K | 0.07 |
| Rayonier Advanced Materials Inc. | Long | Equity-common | US | $62K | 11K | 0.00 |
| RBC Bearings Incorporated | Long | Equity-common | US | $387K | 1K | 0.03 |
| Reading International, Inc. | Long | Equity-common | US | $3K | 2K | 0.00 |
| Realogy Holdings Corp. | Long | Equity-common | US | $43K | 13K | 0.00 |
| Recursion Pharmaceuticals, Inc. | Long | Equity-common | US | $56K | 8K | 0.00 |
| Red River Bancshares, Inc. | Long | Equity-common | US | $9K | 186 | 0.00 |
| Red Robin Gourmet Burgers, Inc. | Long | Equity-common | US | $11K | 1K | 0.00 |
| Red Rock Resorts, Inc. | Long | Equity-common | US | $181K | 3K | 0.01 |
| Regal Rexnord Corporation | Long | Equity-common | US | $482K | 4K | 0.03 |
| Regeneron Pharmaceuticals, Inc. | Long | Equity-common | US | $2M | 2K | 0.15 |
| Regenxbio Inc. | Long | Equity-common | US | $40K | 3K | 0.00 |
| Regional Management Corp. | Long | Equity-common | US | $52K | 2K | 0.00 |
| Regions Financial Corporation | Long | Equity-common | US | $627K | 31K | 0.04 |
| Reinsurance Group of America, Incorporated | Long | Equity-common | US | $803K | 4K | 0.06 |
| Relay Therapeutics, Inc. | Long | Equity-common | US | $14K | 2K | 0.00 |
| Reliance, Inc. | Long | Equity-common | US | $720K | 3K | 0.05 |
| RenaissanceRe Holdings Ltd | Long | Equity-common | BM | $571K | 3K | 0.04 |
| Renasant Corporation | Long | Equity-common | US | $164K | 5K | 0.01 |
| Repay Holdings Corporation | Long | Equity-common | US | $20K | 2K | 0.00 |
| Repligen Corporation | Long | Equity-common | US | $314K | 2K | 0.02 |
| Replimune Group, Inc. | Long | Equity-common | US | $30K | 3K | 0.00 |
| Republic Bancorp, Inc. | Long | Equity-common | US | $97K | 2K | 0.01 |
| Republic Services, Inc. | Long | Equity-common | US | $1M | 7K | 0.10 |
| Resideo Technologies, Inc. | Long | Equity-common | US | $256K | 13K | 0.02 |
| ResMed Inc. | Long | Equity-common | US | $597K | 3K | 0.04 |
| Resolute Forest Products Inc. | Long | Equity-common | US | $12K | 8K | 0.00 |
| Resources Connection, Inc. | Long | Equity-common | US | $48K | 4K | 0.00 |
| REV Group, Inc. | Long | Equity-common | US | $162K | 7K | 0.01 |
| Revolve Group Inc. | Long | Equity-common | US | $18K | 1K | 0.00 |
| Revvity, Inc. | Long | Equity-common | US | $409K | 4K | 0.03 |
| REX American Resources Corporation | Long | Equity-common | US | $23K | 510 | 0.00 |
| Reynolds Consumer Products Inc. | Long | Equity-common | US | $266K | 10K | 0.02 |
| Reynolds Group Holdings Limited | Long | Equity-common | US | $28K | 2K | 0.00 |
| RH | Long | Equity-common | US | $206K | 844 | 0.01 |
| Ribbon Communications Inc. | Long | Equity-common | US | $23K | 7K | 0.00 |
| Richardson Electronics, Ltd. | Long | Equity-common | US | $7K | 600 | 0.00 |
| Rimini Street, Inc. | Long | Equity-common | US | $10K | 3K | 0.00 |
| Rivian Automotive, Inc. | Long | Equity-common | US | $221K | 16K | 0.02 |
| RLI Corp. | Long | Equity-common | US | $354K | 3K | 0.03 |
| Robert Half Inc. | Long | Equity-common | US | $525K | 8K | 0.04 |
| Robinhood Markets, Inc. | Long | Equity-common | US | $394K | 17K | 0.03 |
| Roblox Corporation | Long | Equity-common | US | $114K | 3K | 0.01 |
| Rocket Companies, Inc. | Long | Equity-common | US | $174K | 13K | 0.01 |
| Rocket Pharmaceuticals, Inc. | Long | Equity-common | US | $73K | 3K | 0.01 |
| Rockwell Automation, Inc. | Long | Equity-common | US | $1M | 4K | 0.07 |
| Rocky Brands, Inc. | Long | Equity-common | US | $22K | 608 | 0.00 |
| Rogers Corporation | Long | Equity-common | US | $176K | 1K | 0.01 |
| Roku Inc. | Long | Equity-common | US | $284K | 5K | 0.02 |
| Rollins, Inc. | Long | Equity-common | US | $532K | 11K | 0.04 |
| Roper Technologies, Inc. | Long | Equity-common | US | $1M | 2K | 0.07 |
| Ross Stores, Inc. | Long | Equity-common | US | $1M | 10K | 0.11 |
| Royal Caribbean Cruises Ltd. | Long | Equity-common | US | $1M | 8K | 0.09 |
| Royal Gold, Inc. | Long | Equity-common | US | $301K | 2K | 0.02 |
| RPC, Inc. | Long | Equity-common | US | $78K | 13K | 0.01 |
| RPM International Inc. | Long | Equity-common | US | $537K | 5K | 0.04 |
| RTX Corporation | Long | Equity-common | US | $3M | 28K | 0.20 |
| Rush Enterprises, Inc. | Long | Equity-common | US | $212K | 5K | 0.02 |
| Rush Enterprises, Inc. | Long | Equity-common | US | $27K | 682 | 0.00 |
| RXO Inc | Long | Equity-common | US | $174K | 7K | 0.01 |
| Ryder System, Inc. | Long | Equity-common | US | $606K | 5K | 0.04 |
| Ryerson Holding Corporation | Long | Equity-common | US | $51K | 3K | 0.00 |
| S & T Bancorp, Inc. | Long | Equity-common | US | $129K | 4K | 0.01 |
| S&P Global Inc. | Long | Equity-common | US | $2M | 5K | 0.16 |
| Safety Insurance Group, Inc. | Long | Equity-common | US | $123K | 2K | 0.01 |
| Sage Therapeutics Inc. | Long | Equity-common | US | $14K | 1K | 0.00 |
| Saia, Inc. | Long | Equity-common | US | $581K | 1K | 0.04 |
| Salesforce, Inc. | Long | Equity-common | US | $4M | 15K | 0.28 |
| Sally Beauty Holdings, Inc. | Long | Equity-common | US | $62K | 6K | 0.00 |
| Samsara Inc. | Long | Equity-common | US | $158K | 5K | 0.01 |
| Sandy Spring Bancorp, Inc. | Long | Equity-common | US | $114K | 5K | 0.01 |
| Sangamo Therapeutics, Inc. | Long | Equity-common | US | $5K | 13K | 0.00 |
| Sanmina Corporation | Long | Equity-common | US | $212K | 3K | 0.02 |
| Sapiens International Corporation N.V. | Long | Equity-common | IL | $28K | 814 | 0.00 |
| Sarepta Therapeutics, Inc. | Long | Equity-common | US | $190K | 1K | 0.01 |
| ScanSource, Inc. | Long | Equity-common | US | $170K | 4K | 0.01 |
| Schlumberger Limited | Long | Equity-common | US | $1M | 32K | 0.11 |
| Schneider National, Inc. | Long | Equity-common | US | $83K | 3K | 0.01 |
| Scholastic Corporation | Long | Equity-common | US | $124K | 3K | 0.01 |
| Schrodinger, Inc. | Long | Equity-common | US | $18K | 939 | 0.00 |
| Science Applications International Corporation | Long | Equity-common | US | $463K | 4K | 0.03 |
| Scorpio Tankers Inc. | Long | Equity-common | MH | $437K | 5K | 0.03 |
| Seaboard Corporation | Long | Equity-common | US | $114K | 36 | 0.01 |
| Seacoast Banking Corporation of Florida | Long | Equity-common | US | $89K | 4K | 0.01 |
| SEACOR Marine Holdings Inc. | Long | Equity-common | US | $25K | 2K | 0.00 |
| Seagate Technology Holdings Public Limited Company | Long | Equity-common | IE | $576K | 6K | 0.04 |
| Sealed Air Corporation | Long | Equity-common | US | $248K | 7K | 0.02 |
| Seer, Inc. | Long | Equity-common | US | $13K | 8K | 0.00 |
| SEI Investments Company | Long | Equity-common | US | $574K | 9K | 0.04 |
| Select Energy Services, Inc. | Long | Equity-common | US | $126K | 12K | 0.01 |
| Select Medical Holdings Corporation | Long | Equity-common | US | $333K | 10K | 0.02 |
| Selective Insurance Group, Inc. | Long | Equity-common | US | $420K | 4K | 0.03 |
| Sempra | Long | Equity-common | US | $930K | 12K | 0.07 |
| Seneca Foods Corporation | Long | Equity-common | US | $39K | 684 | 0.00 |
| Sensata Technologies Holding PLC | Long | Equity-common | GB | $447K | 12K | 0.03 |
| Sensient Technologies Corporation | Long | Equity-common | US | $245K | 3K | 0.02 |
| SentinelOne, Inc. | Long | Equity-common | US | $100K | 5K | 0.01 |
| Service Corporation International | Long | Equity-common | US | $780K | 11K | 0.06 |
| ServiceNow, Inc. | Long | Equity-common | US | $1M | 2K | 0.09 |
| ServisFirst Bancshares, Inc. | Long | Equity-common | US | $249K | 4K | 0.02 |
| SFL Corporation Ltd. | Long | Equity-common | BM | $217K | 16K | 0.02 |
| Sgry, LLC | Long | Equity-common | US | $80K | 3K | 0.01 |
| Shake Shack, Inc. | Long | Equity-common | US | $226K | 3K | 0.02 |
| SharkNinja, Inc. | Long | Equity-common | KY | $445K | 6K | 0.03 |
| Shenandoah Telecommunications Company | Long | Equity-common | US | $45K | 3K | 0.00 |
| Shift4 Payments, LLC | Long | Equity-common | US | $137K | 2K | 0.01 |
| Shoals Technologies Group, Inc. | Long | Equity-common | US | $14K | 2K | 0.00 |
| Shoe Carnival, Inc. | Long | Equity-common | US | $128K | 3K | 0.01 |
| Shore Bancshares, Inc. | Long | Equity-common | US | $17K | 1K | 0.00 |
| Shutterstock, Inc. | Long | Equity-common | US | $94K | 2K | 0.01 |
| Shyft Group, Inc. | Long | Equity-common | US | $34K | 3K | 0.00 |
| SI-BONE, Inc. | Long | Equity-common | US | $32K | 2K | 0.00 |
| Sierra BanCorp | Long | Equity-common | US | $33K | 1K | 0.00 |
| SIFCO Industries, Inc. | Long | Equity-common | US | $449.5 | 145 | 0.00 |
| SIGA Technologies, Inc. | Long | Equity-common | US | $42K | 6K | 0.00 |
| Sight Sciences, Inc. | Long | Equity-common | US | $18K | 3K | 0.00 |
| Signet Jewelers Limited | Long | Equity-common | BM | $344K | 4K | 0.02 |
| Silgan Holdings Inc. | Long | Equity-common | US | $148K | 3K | 0.01 |
| Silicon Laboratories Inc. | Long | Equity-common | US | $193K | 2K | 0.01 |
| SilverBow Resources, Inc. | Long | Equity-common | US | $78K | 2K | 0.01 |
| Simmons First National Corporation | Long | Equity-common | US | $155K | 9K | 0.01 |
| Simply Good Foods Company, The | Long | Equity-common | US | $247K | 7K | 0.02 |
| Simpson Manufacturing Co., Inc. | Long | Equity-common | US | $516K | 3K | 0.04 |
| Simulations Plus, Inc. | Long | Equity-common | US | $77K | 2K | 0.01 |
| Sinclair, Inc. | Long | Equity-common | US | $53K | 4K | 0.00 |
| Sirius XM Holdings Inc. | Long | Equity-common | US | $101K | 36K | 0.01 |
| SiriusPoint Ltd. | Long | Equity-common | BM | $140K | 12K | 0.01 |
| SiteOne Landscape Supply, Inc. | Long | Equity-common | US | $302K | 2K | 0.02 |
| Six Flags Operations Inc. | Long | Equity-common | US | $180K | 5K | 0.01 |
| SJW Group | Long | Equity-common | US | $97K | 2K | 0.01 |
| Skechers U.S.A., Inc. | Long | Equity-common | US | $653K | 9K | 0.05 |
| Skyline Champion Corporation | Long | Equity-common | US | $277K | 4K | 0.02 |
| Skyward Specialty Insurance Group, Inc. | Long | Equity-common | US | $125K | 3K | 0.01 |
| SkyWest, Inc. | Long | Equity-common | US | $405K | 5K | 0.03 |
| Skyworks Solutions, Inc. | Long | Equity-common | US | $609K | 6K | 0.04 |
| Sleep Number Corporation | Long | Equity-common | US | $14K | 1K | 0.00 |
| SLM Corporation | Long | Equity-common | US | $355K | 17K | 0.03 |
| SM Energy Company | Long | Equity-common | US | $576K | 13K | 0.04 |
| SMART Global Holdings, Inc. | Long | Equity-common | KY | $128K | 6K | 0.01 |
| Smartfinancial, Inc. | Long | Equity-common | US | $21K | 880 | 0.00 |
| Smith & Wesson Brands, Inc. | Long | Equity-common | US | $92K | 6K | 0.01 |
| Snap Inc. | Long | Equity-common | US | $303K | 18K | 0.02 |
| Snap-on Incorporated | Long | Equity-common | US | $558K | 2K | 0.04 |
| Snowflake Inc. | Long | Equity-common | US | $159K | 1K | 0.01 |
| SoFi Technologies, Inc. | Long | Equity-common | US | $94K | 14K | 0.01 |
| SolarEdge Technologies Ltd. | Long | Equity-common | US | $25K | 1K | 0.00 |
| Solaris Oilfield Infrastructure, Inc. | Long | Equity-common | US | $17K | 2K | 0.00 |
| SolarWinds Corporation | Long | Equity-common | US | $55K | 5K | 0.00 |
| Solventum Corporation | Long | Equity-common | US | $142K | 3K | 0.01 |
| Sonic Automotive, Inc. | Long | Equity-common | US | $168K | 3K | 0.01 |
| Sonoco Products Company | Long | Equity-common | US | $396K | 8K | 0.03 |
| Sonos, Inc. | Long | Equity-common | US | $83K | 6K | 0.01 |
| Sotera Health LLC | Long | Equity-common | US | $150K | 13K | 0.01 |
| South Plains Financial, Inc. | Long | Equity-common | US | $21K | 780 | 0.00 |
| Southern Copper Corporation | Long | Equity-common | US | $457K | 4K | 0.03 |
| Southern First Bancshares, Inc. | Long | Equity-common | US | $35K | 1K | 0.00 |
| Southern Missouri Bancorp, Inc. | Long | Equity-common | US | $26K | 574 | 0.00 |
| Southside Bancshares, Inc. | Long | Equity-common | US | $108K | 4K | 0.01 |
| Southstate Corporation | Long | Equity-common | US | $419K | 5K | 0.03 |
| Southwest Airlines Co. | Long | Equity-common | US | $564K | 20K | 0.04 |
| Southwest Gas Holdings, Inc. | Long | Equity-common | US | $264K | 4K | 0.02 |
| Southwestern Energy Company | Long | Equity-common | US | $483K | 72K | 0.03 |
| Spartannash Company | Long | Equity-common | US | $104K | 6K | 0.01 |
| Spectrum Brands Holdings, Inc. | Long | Equity-common | US | $250K | 3K | 0.02 |
| Spectrum Pharmaceuticals, Inc. | Long | Equity-common | US | $0 | 3K | – |
| Sphere Entertainment Co. | Long | Equity-common | US | $78K | 2K | 0.01 |
| Sphere Entertainment Co. | Long | Equity-common | US | $76K | 2K | 0.01 |
| Sphere Entertainment Co. | Long | Equity-common | US | $72K | 383 | 0.01 |
| Spire Inc. | Long | Equity-common | US | $190K | 3K | 0.01 |
| Spirit Airlines, Inc. | Long | Equity-common | US | $33K | 9K | 0.00 |
| Spok Holdings, Inc. | Long | Equity-common | US | $31K | 2K | 0.00 |
| Sportsman's Warehouse Holdings, Inc. | Long | Equity-common | US | $8K | 3K | 0.00 |
| Spotify Technology S.A. | Long | Equity-common | LU | $347K | 1K | 0.02 |
| Springworks Therapeutics, Inc. | Long | Equity-common | US | $39K | 1K | 0.00 |
| Sprouts Farmers Market, Inc. | Long | Equity-common | US | $672K | 8K | 0.05 |
| SPS Commerce, Inc. | Long | Equity-common | US | $207K | 1K | 0.01 |
| SPX Technologies, Inc. | Long | Equity-common | US | $392K | 3K | 0.03 |
| SS&C Technologies Holdings, Inc. | Long | Equity-common | US | $599K | 10K | 0.04 |
| STAAR Surgical Company | Long | Equity-common | US | $49K | 1K | 0.00 |
| Standard Motor Products, Inc. | Long | Equity-common | US | $66K | 2K | 0.00 |
| Standex International Corporation | Long | Equity-common | US | $165K | 1K | 0.01 |
| Stanley Black & Decker, Inc. | Long | Equity-common | US | $505K | 6K | 0.04 |
| Star Bulk Carriers Corp. | Long | Equity-common | MH | $22K | 896 | 0.00 |
| Starbucks Corporation | Long | Equity-common | US | $2M | 23K | 0.13 |
| State Street Corporation | Long | Equity-common | US | $762K | 10K | 0.05 |
| Steel Dynamics, Inc. | Long | Equity-common | US | $1M | 8K | 0.08 |
| Steelcase Inc. | Long | Equity-common | US | $120K | 9K | 0.01 |
| Stellar Bancorp, Inc. | Long | Equity-common | US | $30K | 1K | 0.00 |
| Stepan Company | Long | Equity-common | US | $190K | 2K | 0.01 |
| Stericycle, Inc. | Long | Equity-common | US | $361K | 6K | 0.03 |
| Steris Public Limited Company | Long | Equity-common | IE | $730K | 3K | 0.05 |
| Sterling Bancorp, Inc. | Long | Equity-common | US | $14K | 3K | 0.00 |
| Sterling Check Corp. | Long | Equity-common | US | $16K | 1K | 0.00 |
| Sterling Infrastructure, Inc. | Long | Equity-common | US | $321K | 3K | 0.02 |
| Steven Madden, Ltd. | Long | Equity-common | US | $268K | 6K | 0.02 |
| Stewart Information Services Corporation | Long | Equity-common | US | $156K | 3K | 0.01 |
| Stifel Financial Corp. | Long | Equity-common | US | $562K | 7K | 0.04 |
| Stitch Fix, Inc. | Long | Equity-common | US | $4K | 880 | 0.00 |
| Stock Yards Bancorp, Inc. | Long | Equity-common | US | $96K | 2K | 0.01 |
| Stoke Therapeutics, Inc. | Long | Equity-common | US | $30K | 2K | 0.00 |
| Stoneridge, Inc. | Long | Equity-common | US | $49K | 3K | 0.00 |
| StoneX Group Inc. | Long | Equity-common | US | $208K | 3K | 0.01 |
| STR Sub Inc. | Long | Equity-common | US | $62K | 3K | 0.00 |
| Stratasys, Inc. | Long | Equity-common | IL | $44K | 5K | 0.00 |
| Strategic Education, Inc. | Long | Equity-common | US | $152K | 1K | 0.01 |
| Strattec Security Corporation | Long | Equity-common | US | $6K | 227 | 0.00 |
| Stratus Properties Inc. | Long | Equity-common | US | $11K | 441 | 0.00 |
| Stride, Inc. | Long | Equity-common | US | $322K | 5K | 0.02 |
| Stryker Corporation | Long | Equity-common | US | $2M | 5K | 0.13 |
| Summit Materials, Inc. | Long | Equity-common | US | $359K | 10K | 0.03 |
| SunCoke Energy, Inc. | Long | Equity-common | US | $78K | 8K | 0.01 |
| Sunnova Energy International Inc. | Long | Equity-common | US | $33K | 6K | 0.00 |
| Sunrun Inc. | Long | Equity-common | US | $178K | 15K | 0.01 |
| Super Micro Computer, Inc. | Long | Equity-common | US | $2M | 2K | 0.13 |
| Superior Group of Companies, Inc. | Long | Equity-common | US | $19K | 1K | 0.00 |
| Superior Industries International, Inc. | Long | Equity-common | US | $6K | 2K | 0.00 |
| Supernus Pharmaceuticals, Inc. | Long | Equity-common | US | $122K | 5K | 0.01 |
| Surmodics, Inc. | Long | Equity-common | US | $60K | 1K | 0.00 |
| Sutro Biopharma, Inc. | Long | Equity-common | US | $18K | 6K | 0.00 |
| Sweetgreen, Inc. | Long | Equity-common | US | $102K | 3K | 0.01 |
| Sylvamo Corporation | Long | Equity-common | US | $180K | 3K | 0.01 |
| Symbotic Inc. | Long | Equity-common | US | $33K | 943 | 0.00 |
| Synaptics Incorporated | Long | Equity-common | US | $219K | 2K | 0.02 |
| Synchronoss Technologies, Inc. | Long | Equity-common | US | $5K | 489 | 0.00 |
| Synchrony Financial | Long | Equity-common | US | $836K | 18K | 0.06 |
| Synopsys, Inc. | Long | Equity-common | US | $1M | 2K | 0.10 |
| Synovus Financial Corp. | Long | Equity-common | US | $418K | 10K | 0.03 |
| Sysco Corporation | Long | Equity-common | US | $1M | 15K | 0.07 |
| T-Mobile US, Inc. | Long | Equity-common | US | $3M | 15K | 0.19 |
| T. Rowe Price Group, Inc. | Long | Equity-common | US | $1M | 9K | 0.07 |
| Take-Two Interactive Software, Inc. | Long | Equity-common | US | $859K | 6K | 0.06 |
| Talos Energy Inc. | Long | Equity-common | US | $90K | 7K | 0.01 |
| Tapestry, Inc. | Long | Equity-common | US | $888K | 21K | 0.06 |
| Targa Resources Corp. | Long | Equity-common | US | $1M | 9K | 0.08 |
| Target Corporation | Long | Equity-common | US | $2M | 14K | 0.15 |
| Tarsus Pharmaceuticals, Inc. | Long | Equity-common | US | $42K | 2K | 0.00 |
| Taskus, Inc. | Long | Equity-common | US | $7K | 500 | 0.00 |
| Taylor Morrison Home II Corporation | Long | Equity-common | US | $477K | 9K | 0.03 |
| TD SYNNEX Corporation | Long | Equity-common | US | $656K | 6K | 0.05 |
| TE Connectivity Ltd. | Long | Equity-common | CH | $1M | 7K | 0.08 |
| TechnipFMC PLC | Long | Equity-common | GB | $714K | 27K | 0.05 |
| TechTarget, Inc. | Long | Equity-common | US | $43K | 1K | 0.00 |
| Tecnoglass Inc. | Long | Equity-common | KY | $171K | 3K | 0.01 |
| Teekay Shipping (Canada) Ltd. | Long | Equity-common | MH | $66K | 7K | 0.00 |
| Teekay Tankers Ltd. | Long | Equity-common | MH | $120K | 2K | 0.01 |
| TEGNA Inc. | Long | Equity-common | US | $179K | 13K | 0.01 |
| Tejon Ranch Co. | Long | Equity-common | US | $53K | 3K | 0.00 |
| Teladoc Health, Inc. | Long | Equity-common | US | $54K | 5K | 0.00 |
| Teledyne Technologies Incorporated | Long | Equity-common | US | $553K | 1K | 0.04 |
| Teleflex Incorporated | Long | Equity-common | US | $386K | 2K | 0.03 |
| Telephone and Data Systems, Inc. | Long | Equity-common | US | $194K | 9K | 0.01 |
| Telos Corporation | Long | Equity-common | US | $21K | 5K | 0.00 |
| Tempur Sealy International, Inc. | Long | Equity-common | US | $334K | 7K | 0.02 |
| Tenet Healthcare Corporation | Long | Equity-common | US | $1M | 8K | 0.07 |
| Tennant Company | Long | Equity-common | US | $162K | 2K | 0.01 |
| Teradata Corporation | Long | Equity-common | US | $150K | 4K | 0.01 |
| Teradyne, Inc. | Long | Equity-common | US | $683K | 5K | 0.05 |
| Terex Corporation | Long | Equity-common | US | $287K | 5K | 0.02 |
| Territorial Bancorp Inc. | Long | Equity-common | US | $9K | 1K | 0.00 |
| Tesla Inc. | Long | Equity-common | US | $8M | 38K | 0.53 |
| Tetra Tech, Inc. | Long | Equity-common | US | $622K | 3K | 0.04 |
| TETRA Technologies, Inc. | Long | Equity-common | US | $27K | 8K | 0.00 |
| Texas Capital Bancshares, Inc. | Long | Equity-common | US | $301K | 5K | 0.02 |
| Texas Instruments Incorporated | Long | Equity-common | US | $4M | 22K | 0.31 |
| Texas Pacific Land Corporation | Long | Equity-common | US | $606K | 825 | 0.04 |
| Texas Roadhouse, Inc. | Long | Equity-common | US | $715K | 4K | 0.05 |
| Textron Inc. | Long | Equity-common | US | $690K | 8K | 0.05 |
| TFS Financial Corporation | Long | Equity-common | US | $134K | 11K | 0.01 |
| The Aaron's Company, Inc. | Long | Equity-common | US | $29K | 3K | 0.00 |
| The AES Corporation | Long | Equity-common | US | $357K | 20K | 0.03 |
| The Andersons, Inc. | Long | Equity-common | US | $161K | 3K | 0.01 |
| The AZEK Company Inc. | Long | Equity-common | US | $364K | 9K | 0.03 |
| The Bancorp, Inc. | Long | Equity-common | US | $196K | 5K | 0.01 |
| The Bank of New York Mellon Corporation | Long | Equity-common | US | $1M | 19K | 0.08 |
| The Buckle, Inc. | Long | Equity-common | US | $208K | 6K | 0.01 |
| The Carlyle Group, Inc. | Long | Equity-common | US | $521K | 13K | 0.04 |
| The Cato Corporation | Long | Equity-common | US | $13K | 2K | 0.00 |
| The Charles Schwab Corporation | Long | Equity-common | US | $2M | 34K | 0.18 |
| The Cheesecake Factory Incorporated | Long | Equity-common | US | $233K | 6K | 0.02 |
| The Chefs' Warehouse, Inc. | Long | Equity-common | US | $99K | 3K | 0.01 |
| The Chemours Company | Long | Equity-common | US | $183K | 8K | 0.01 |
| The Children's Place, Inc. | Long | Equity-common | US | $18K | 2K | 0.00 |
| The Cigna Group | Long | Equity-common | US | $3M | 9K | 0.22 |
| The Clorox Company | Long | Equity-common | US | $446K | 3K | 0.03 |
| The Cooper Companies, Inc. | Long | Equity-common | US | $562K | 6K | 0.04 |
| The Duckhorn Portfolio Inc. | Long | Equity-common | US | $23K | 3K | 0.00 |
| The E.W. Scripps Company | Long | Equity-common | US | $24K | 8K | 0.00 |
| The Ensign Group, Inc. | Long | Equity-common | US | $476K | 4K | 0.03 |
| The Estee Lauder Companies Inc. | Long | Equity-common | US | $340K | 3K | 0.02 |
| The First Bancorp, Inc. | Long | Equity-common | US | $28K | 1K | 0.00 |
| The Goodyear Tire & Rubber Company | Long | Equity-common | US | $281K | 25K | 0.02 |
| The Greenbrier Companies, Inc. | Long | Equity-common | US | $143K | 3K | 0.01 |
| The Hackett Group, Inc. | Long | Equity-common | US | $71K | 3K | 0.01 |
| The Hershey Company | Long | Equity-common | US | $774K | 4K | 0.06 |
| The Honest Company, Inc. | Long | Equity-common | US | $37K | 13K | 0.00 |
| The Interpublic Group of Companies, Inc. | Long | Equity-common | US | $721K | 25K | 0.05 |
| The J. M. Smucker Company | Long | Equity-common | US | $446K | 4K | 0.03 |
| The Kroger Co. | Long | Equity-common | US | $3M | 54K | 0.19 |
| The Manitowoc Company, Inc. | Long | Equity-common | US | $42K | 4K | 0.00 |
| The Marcus Corporation | Long | Equity-common | US | $39K | 3K | 0.00 |
| The Middleby Corporation | Long | Equity-common | US | $404K | 3K | 0.03 |
| The New York Times Company | Long | Equity-common | US | $599K | 12K | 0.04 |
| The ODP Corporation | Long | Equity-common | US | $171K | 4K | 0.01 |
| The One Group Hospitality, Inc. | Long | Equity-common | US | $6K | 2K | 0.00 |
| The PNC Financial Services Group, Inc. | Long | Equity-common | US | $1M | 10K | 0.11 |
| The Progressive Corporation | Long | Equity-common | US | $2M | 9K | 0.13 |
| The Rmr Group Inc. | Long | Equity-common | US | $43K | 2K | 0.00 |
| The Sherwin-Williams Company | Long | Equity-common | US | $2M | 7K | 0.14 |
| The Southern Company | Long | Equity-common | US | $2M | 22K | 0.12 |
| The St. Joe Company | Long | Equity-common | US | $267K | 5K | 0.02 |
| The Timken Company | Long | Equity-common | US | $369K | 5K | 0.03 |
| The Trade Desk, Inc. | Long | Equity-common | US | $525K | 5K | 0.04 |
| The Wendy's Company | Long | Equity-common | US | $270K | 16K | 0.02 |
| The Western Union Company | Long | Equity-common | US | $328K | 27K | 0.02 |
| The York Water Company | Long | Equity-common | US | $54K | 1K | 0.00 |
| Thermo Fisher Scientific Inc. | Long | Equity-common | US | $4M | 7K | 0.27 |
| Thermon Group Holdings, Inc. | Long | Equity-common | US | $82K | 3K | 0.01 |
| Thor Industries, Inc. | Long | Equity-common | US | $407K | 4K | 0.03 |
| Thryv Holdings, Inc. | Long | Equity-common | US | $46K | 3K | 0.00 |
| Tidewater Inc. | Long | Equity-common | US | $284K | 3K | 0.02 |
| Tile Shop Holdings, Inc. | Long | Equity-common | US | $48K | 7K | 0.00 |
| Tilly's, Inc. | Long | Equity-common | US | $7K | 1K | 0.00 |
| Tiptree Inc. | Long | Equity-common | US | $49K | 3K | 0.00 |
| Titan International, Inc. | Long | Equity-common | US | $45K | 6K | 0.00 |
| Titan Machinery Inc. | Long | Equity-common | US | $20K | 1K | 0.00 |
| TJX Companies, Inc., The | Long | Equity-common | US | $4M | 36K | 0.28 |
| TKO Group Holdings Inc. | Long | Equity-common | US | $270K | 3K | 0.02 |
| Toast, Inc. | Long | Equity-common | US | $216K | 8K | 0.02 |
| Toll Brothers, Inc. | Long | Equity-common | US | $910K | 8K | 0.06 |
| Tompkins Financial Corporation | Long | Equity-common | US | $77K | 2K | 0.01 |
| Tootsie Roll Industries, Inc. | Long | Equity-common | US | $110K | 4K | 0.01 |
| TopBuild Corp. | Long | Equity-common | US | $931K | 2K | 0.07 |
| Topgolf Callaway Brands Corp. | Long | Equity-common | US | $210K | 14K | 0.01 |
| Toro Company, The | Long | Equity-common | US | $463K | 5K | 0.03 |
| TowneBank | Long | Equity-common | US | $182K | 7K | 0.01 |
| Townsquare Media, Inc. | Long | Equity-common | US | $18K | 2K | 0.00 |
| Tractor Supply Company | Long | Equity-common | US | $1M | 5K | 0.09 |
| Tradeweb Markets Inc. | Long | Equity-common | US | $389K | 4K | 0.03 |
| Trane Technologies Public Limited Company | Long | Equity-common | IE | $2M | 5K | 0.12 |
| TransAct Technologies Incorporated | Long | Equity-common | US | $377 | 100 | 0.00 |
| Transcat, Inc. | Long | Equity-common | US | $55K | 460 | 0.00 |
| TransDigm Group Incorporated | Long | Equity-common | US | $1M | 1K | 0.10 |
| Transocean Ltd. | Long | Equity-common | CH | $189K | 35K | 0.01 |
| TransUnion | Long | Equity-common | US | $565K | 8K | 0.04 |
| Travel + Leisure Co. | Long | Equity-common | US | $186K | 4K | 0.01 |
| Travelers Companies, Inc. , The | Long | Equity-common | US | $2M | 12K | 0.18 |
| Travelzoo | Long | Equity-common | US | $8K | 1K | 0.00 |
| Tredegar Corporation | Long | Equity-common | US | $13K | 3K | 0.00 |
| Treehouse Foods, Inc. | Long | Equity-common | US | $178K | 5K | 0.01 |
| Trex Company, Inc. | Long | Equity-common | US | $498K | 7K | 0.04 |
| TRI Pointe Homes Holdings, Inc. | Long | Equity-common | US | $285K | 8K | 0.02 |
| TriCo Bancshares | Long | Equity-common | US | $140K | 4K | 0.01 |
| TriMas Corporation | Long | Equity-common | US | $117K | 5K | 0.01 |
| Trimble Inc. | Long | Equity-common | US | $407K | 7K | 0.03 |
| Trinet Group, Inc. | Long | Equity-common | US | $186K | 2K | 0.01 |
| Trinity Industries, Inc. | Long | Equity-common | US | $255K | 9K | 0.02 |
| TripAdvisor, Inc. | Long | Equity-common | US | $121K | 7K | 0.01 |
| Triumph Financial, Inc. | Long | Equity-common | US | $180K | 2K | 0.01 |
| Triumph Group, Inc. | Long | Equity-common | US | $72K | 5K | 0.01 |
| Tronox Holdings PLC | Long | Equity-common | GB | $158K | 10K | 0.01 |
| TruBridge, Inc. | Long | Equity-common | US | $7K | 742 | 0.00 |
| TrueBlue, Inc. | Long | Equity-common | US | $60K | 6K | 0.00 |
| Truecar, Inc. | Long | Equity-common | US | $38K | 12K | 0.00 |
| Truist Financial Corporation | Long | Equity-common | US | $1M | 27K | 0.08 |
| Trupanion, Inc. | Long | Equity-common | US | $29K | 1K | 0.00 |
| Trustco Bank Corp N Y | Long | Equity-common | US | $65K | 2K | 0.00 |
| Trustmark Corporation | Long | Equity-common | US | $168K | 6K | 0.01 |
| TTEC Holdings, Inc. | Long | Equity-common | US | $27K | 5K | 0.00 |
| TTM Technologies, Inc. | Long | Equity-common | US | $183K | 9K | 0.01 |
| Turning Point Brands, Inc. | Long | Equity-common | US | $61K | 2K | 0.00 |
| Tutor Perini Corporation | Long | Equity-common | US | $168K | 8K | 0.01 |
| Twilio Inc. | Long | Equity-common | US | $324K | 6K | 0.02 |
| Twin Disc, Incorporated | Long | Equity-common | US | $14K | 1K | 0.00 |
| Tyler Technologies, Inc. | Long | Equity-common | US | $458K | 911 | 0.03 |
| Tyson Foods, Inc. | Long | Equity-common | US | $601K | 11K | 0.04 |
| U-Haul Holding Company | Long | Equity-common | US | $504K | 8K | 0.04 |
| U-Haul Holding Company | Long | Equity-common | US | $69K | 1K | 0.00 |
| U. S. Physical Therapy, Inc. | Long | Equity-common | US | $104K | 1K | 0.01 |
| U.S. Bancorp | Long | Equity-common | US | $1M | 36K | 0.10 |
| U.S. Silica Holdings, Inc. | Long | Equity-common | US | $189K | 12K | 0.01 |
| Uber Technologies, Inc. | Long | Equity-common | US | $1M | 18K | 0.09 |
| UFP Industries, Inc. | Long | Equity-common | US | $545K | 5K | 0.04 |
| UFP Technologies, Inc. | Long | Equity-common | US | $79K | 300 | 0.01 |
| UGI Corporation | Long | Equity-common | US | $215K | 9K | 0.02 |
| Uipath, Inc. | Long | Equity-common | US | $175K | 14K | 0.01 |
| Ulta Beauty, Inc. | Long | Equity-common | US | $842K | 2K | 0.06 |
| Ultra Clean Holdings, Inc. | Long | Equity-common | US | $146K | 3K | 0.01 |
| Ultralife Corporation | Long | Equity-common | US | $2K | 211 | 0.00 |
| UMB Financial Corporation | Long | Equity-common | US | $350K | 4K | 0.02 |
| Under Armour, Inc. | Long | Equity-common | US | $91K | 14K | 0.01 |
| Under Armour, Inc. | Long | Equity-common | US | $74K | 11K | 0.01 |
| Unifi, Inc. | Long | Equity-common | US | $13K | 2K | 0.00 |
| Unifirst Corporation | Long | Equity-common | US | $169K | 986 | 0.01 |
| Union Pacific Corporation | Long | Equity-common | US | $4M | 16K | 0.25 |
| Unisys Corporation | Long | Equity-common | US | $16K | 4K | 0.00 |
| United Airlines Holdings, Inc. | Long | Equity-common | US | $975K | 20K | 0.07 |
| United Bankshares, Inc. | Long | Equity-common | US | $387K | 12K | 0.03 |
| United Community Banks, Inc. | Long | Equity-common | US | $201K | 8K | 0.01 |
| United Fire Group, Inc. | Long | Equity-common | US | $64K | 3K | 0.00 |
| United Natural Foods, Inc. | Long | Equity-common | US | $76K | 6K | 0.01 |
| United Parcel Service, Inc. | Long | Equity-common | US | $3M | 25K | 0.24 |
| United Parks And Resorts Inc. | Long | Equity-common | US | $168K | 3K | 0.01 |
| United Rentals, Inc. | Long | Equity-common | US | $2M | 3K | 0.14 |
| United States Cellular Corporation | Long | Equity-common | US | $132K | 2K | 0.01 |
| United States Lime & Minerals, Inc. | Long | Equity-common | US | $182K | 500 | 0.01 |
| United States Steel Corporation | Long | Equity-common | US | $696K | 18K | 0.05 |
| United Therapeutics Corporation | Long | Equity-common | US | $696K | 2K | 0.05 |
| UnitedHealth Group Incorporated | Long | Equity-common | US | $11M | 22K | 0.78 |
| Unitil Corporation | Long | Equity-common | US | $72K | 1K | 0.01 |
| Unity Bancorp, Inc. | Long | Equity-common | US | $11K | 383 | 0.00 |
| Unity Software Inc. | Long | Equity-common | US | $112K | 7K | 0.01 |
| Universal Corporation | Long | Equity-common | US | $130K | 3K | 0.01 |
| Universal Display Corporation | Long | Equity-common | US | $496K | 2K | 0.04 |
| Universal Electronics Inc. | Long | Equity-common | US | $10K | 835 | 0.00 |
| Universal Health Services, Inc. | Long | Equity-common | US | $897K | 5K | 0.06 |
| Universal Insurance Holdings, Inc. | Long | Equity-common | US | $113K | 6K | 0.01 |
| Universal Logistics Holdings, Inc. | Long | Equity-common | US | $92K | 2K | 0.01 |
| Universal Stainless & Alloy Products, Inc. | Long | Equity-common | US | $19K | 700 | 0.00 |
| Universal Technical Institute, Inc. | Long | Equity-common | US | $26K | 2K | 0.00 |
| Univest Financial Corporation | Long | Equity-common | US | $69K | 3K | 0.00 |
| Unum Group | Long | Equity-common | US | $614K | 12K | 0.04 |
| Upbound Group, Inc. | Long | Equity-common | US | $171K | 6K | 0.01 |
| Upland Software, Inc. | Long | Equity-common | US | $9K | 4K | 0.00 |
| Urban Outfitters, Inc. | Long | Equity-common | US | $297K | 7K | 0.02 |
| US Foods Holding Corp. | Long | Equity-common | US | $826K | 16K | 0.06 |
| USANA Health Sciences, Inc. | Long | Equity-common | US | $83K | 2K | 0.01 |
| Utah Medical Products, Inc. | Long | Equity-common | US | $13K | 200 | 0.00 |
| UWM Holdings Corporation | Long | Equity-common | US | $11K | 2K | 0.00 |
| V.F. Corporation | Long | Equity-common | US | $225K | 17K | 0.02 |
| V2X, Inc. | Long | Equity-common | US | $61K | 1K | 0.00 |
| Vail Resorts, Inc. | Long | Equity-common | US | $457K | 3K | 0.03 |
| Valaris Limited | Long | Equity-common | BM | $133K | 2K | 0.01 |
| Valero Energy Corporation | Long | Equity-common | US | $3M | 19K | 0.21 |
| Valley National Bancorp | Long | Equity-common | US | $222K | 32K | 0.02 |
| Valmont Industries, Inc. | Long | Equity-common | US | $378K | 1K | 0.03 |
| Valvoline, Inc. | Long | Equity-common | US | $278K | 6K | 0.02 |
| Vanda Pharmaceuticals Inc. | Long | Equity-common | US | $27K | 5K | 0.00 |
| Varex Imaging Corporation | Long | Equity-common | US | $88K | 6K | 0.01 |
| Varonis Systems, Inc. | Long | Equity-common | US | $80K | 2K | 0.01 |
| Vector Group Ltd. | Long | Equity-common | US | $116K | 11K | 0.01 |
| Veeco Instruments Inc. | Long | Equity-common | US | $243K | 5K | 0.02 |
| Veeva Systems Inc. | Long | Equity-common | US | $374K | 2K | 0.03 |
| Velocity Financial Inc. | Long | Equity-common | US | $16K | 893 | 0.00 |
| Vera Bradley, Inc. | Long | Equity-common | US | $20K | 3K | 0.00 |
| Veracyte, Inc. | Long | Equity-common | US | $74K | 3K | 0.01 |
| Veradigm Inc. | Long | Equity-common | US | $58K | 6K | 0.00 |
| Veralto Corporation | Long | Equity-common | US | $375K | 4K | 0.03 |
| Vericel Corporation | Long | Equity-common | US | $80K | 2K | 0.01 |
| Verint Systems Inc. | Long | Equity-common | US | $162K | 5K | 0.01 |
| VeriSign, Inc. | Long | Equity-common | US | $517K | 3K | 0.04 |
| Verisk Analytics, Inc. | Long | Equity-common | US | $1M | 5K | 0.10 |
| Veritex Holdings, Inc. | Long | Equity-common | US | $79K | 4K | 0.01 |
| Verizon Communications Inc. | Long | Equity-common | US | $8M | 199K | 0.59 |
| Vertex Pharmaceuticals Incorporated | Long | Equity-common | US | $2M | 4K | 0.13 |
| Vertex, Inc. | Long | Equity-common | US | $70K | 2K | 0.00 |
| Vertiv Holdings Co | Long | Equity-common | US | $557K | 6K | 0.04 |
| Vestis Corporation | Long | Equity-common | US | $94K | 8K | 0.01 |
| Viad Corp | Long | Equity-common | US | $73K | 2K | 0.01 |
| ViaSat, Inc. | Long | Equity-common | US | $62K | 5K | 0.00 |
| Viatris Inc. | Long | Equity-common | US | $470K | 44K | 0.03 |
| Viavi Solutions Inc. | Long | Equity-common | US | $115K | 17K | 0.01 |
| Vicor Corporation | Long | Equity-common | US | $46K | 1K | 0.00 |
| Victoria's Secret & Co. | Long | Equity-common | US | $87K | 5K | 0.01 |
| Victory Capital Holdings, Inc. | Long | Equity-common | US | $125K | 3K | 0.01 |
| Village Super Market, Inc. | Long | Equity-common | US | $26K | 983 | 0.00 |
| Virtu Financial, Inc. | Long | Equity-common | US | $191K | 9K | 0.01 |
| Virtus Investment Partners, Inc. | Long | Equity-common | US | $181K | 803 | 0.01 |
| Visa Inc. | Long | Equity-common | US | $10M | 37K | 0.69 |
| Vishay Intertechnology, Inc. | Long | Equity-common | US | $247K | 11K | 0.02 |
| Vishay Precision Group, Inc. | Long | Equity-common | US | $21K | 700 | 0.00 |
| Vista Outdoor Inc. | Long | Equity-common | US | $176K | 5K | 0.01 |
| Visteon Corporation | Long | Equity-common | US | $128K | 1K | 0.01 |
| Vistra Corp. | Long | Equity-common | US | $2M | 20K | 0.12 |
| Vital Energy, Inc. | Long | Equity-common | US | $58K | 1K | 0.00 |
| Vital Farms, Inc. | Long | Equity-common | US | $119K | 3K | 0.01 |
| Vitamin Oldco Holdings, Inc. | Long | Equity-common | US | $328.7 | 7K | 0.00 |
| Vitesse Energy, Inc. | Long | Equity-common | US | $50K | 2K | 0.00 |
| Vizio Holding Corp. | Long | Equity-common | US | $72K | 7K | 0.01 |
| Vm Consolidated, Inc. | Long | Equity-common | US | $267K | 10K | 0.02 |
| Vontier Corporation | Long | Equity-common | US | $375K | 10K | 0.03 |
| VOXX International Corporation | Long | Equity-common | US | $6K | 2K | 0.00 |
| Voya Financial, Inc. | Long | Equity-common | US | $501K | 7K | 0.04 |
| VSE Corporation | Long | Equity-common | US | $106K | 1K | 0.01 |
| W. R. Berkley Corporation | Long | Equity-common | US | $749K | 10K | 0.05 |
| W.W. Grainger, Inc. | Long | Equity-common | US | $2M | 2K | 0.12 |
| W&T Offshore, Inc. | Long | Equity-common | US | $34K | 16K | 0.00 |
| Wabash National Corporation | Long | Equity-common | US | $161K | 7K | 0.01 |
| WAFD, Inc. | Long | Equity-common | US | $208K | 7K | 0.01 |
| Walgreens Boots Alliance, Inc. | Long | Equity-common | US | $306K | 25K | 0.02 |
| Walker & Dunlop, Inc. | Long | Equity-common | US | $324K | 3K | 0.02 |
| Walmart Inc. | Long | Equity-common | US | $7M | 103K | 0.49 |
| Walt Disney Company, The | Long | Equity-common | US | $4M | 40K | 0.28 |
| Warner Bros. Discovery, Inc. | Long | Equity-common | US | $579K | 78K | 0.04 |
| Warner Music Group Corp. | Long | Equity-common | US | $143K | 5K | 0.01 |
| Warrior Met Coal, Inc. | Long | Equity-common | US | $281K | 4K | 0.02 |
| Washington Trust Bancorp, Inc. | Long | Equity-common | US | $56K | 2K | 0.00 |
| Waste Management, Inc. | Long | Equity-common | US | $3M | 14K | 0.22 |
| Waters Corporation | Long | Equity-common | US | $578K | 2K | 0.04 |
| Waterstone Financial, Inc. | Long | Equity-common | US | $42K | 3K | 0.00 |
| Watsco, Inc. | Long | Equity-common | US | $524K | 1K | 0.04 |
| Watts Water Technologies, Inc. | Long | Equity-common | US | $395K | 2K | 0.03 |
| WD-40 Company | Long | Equity-common | US | $145K | 661 | 0.01 |
| Weatherford International Public Limited Company | Long | Equity-common | IE | $650K | 5K | 0.05 |
| Webster Financial Corporation | Long | Equity-common | US | $520K | 12K | 0.04 |
| WEC Energy Group Inc. | Long | Equity-common | US | $660K | 8K | 0.05 |
| Weis Markets, Inc. | Long | Equity-common | US | $127K | 2K | 0.01 |
| Wells Fargo & Company | Long | Equity-common | US | $5M | 79K | 0.34 |
| Werner Enterprises, Inc. | Long | Equity-common | US | $200K | 6K | 0.01 |
| WesBanco, Inc. | Long | Equity-common | US | $160K | 6K | 0.01 |
| WESCO International, Inc. | Long | Equity-common | US | $628K | 4K | 0.04 |
| West Bancorporation, Inc. | Long | Equity-common | US | $32K | 2K | 0.00 |
| West Pharmaceutical Services, Inc. | Long | Equity-common | US | $476K | 1K | 0.03 |
| Westamerica Bancorporation | Long | Equity-common | US | $136K | 3K | 0.01 |
| Western Alliance Bancorporation | Long | Equity-common | US | $451K | 7K | 0.03 |
| Western Digital Corporation | Long | Equity-common | US | $1M | 13K | 0.07 |
| Westinghouse Air Brake Technologies Corporation | Long | Equity-common | US | $1M | 6K | 0.07 |
| Westlake Corporation | Long | Equity-common | US | $431K | 3K | 0.03 |
| WestRock Company | Long | Equity-common | US | $558K | 11K | 0.04 |
| Westwood Holdings Group, Inc. | Long | Equity-common | US | $10K | 800 | 0.00 |
| Wex, Inc. | Long | Equity-common | US | $474K | 3K | 0.03 |
| Weyco Group, Inc. | Long | Equity-common | US | $28K | 939 | 0.00 |
| Whirlpool Corporation | Long | Equity-common | US | $318K | 3K | 0.02 |
| White Mountains Insurance Group Ltd | Long | Equity-common | BM | $353K | 194 | 0.03 |
| WideOpenWest, Inc. | Long | Equity-common | US | $15K | 3K | 0.00 |
| Willdan Group, Inc. | Long | Equity-common | US | $28K | 970 | 0.00 |
| Williams Companies, Inc., The | Long | Equity-common | US | $2M | 41K | 0.12 |
| Williams-Sonoma, Inc. | Long | Equity-common | US | $1M | 4K | 0.08 |
| Willis Lease Finance Corporation | Long | Equity-common | US | $16K | 235 | 0.00 |
| Willis Towers Watson Public Limited Company | Long | Equity-common | IE | $841K | 3K | 0.06 |
| WillScot Mobile Mini Holdings Corp. | Long | Equity-common | US | $524K | 14K | 0.04 |
| Wingstop Inc. | Long | Equity-common | US | $409K | 967 | 0.03 |
| Winmark Corporation | Long | Equity-common | US | $87K | 248 | 0.01 |
| Winnebago Industries, Inc. | Long | Equity-common | US | $118K | 2K | 0.01 |
| Wintrust Financial Corporation | Long | Equity-common | US | $401K | 4K | 0.03 |
| WisdomTree, Inc. | Long | Equity-common | US | $171K | 17K | 0.01 |
| WK Kellogg Co | Long | Equity-common | US | $65K | 4K | 0.00 |
| Wolfspeed, Inc. | Long | Equity-common | US | $62K | 3K | 0.00 |
| Wolverine World Wide, Inc. | Long | Equity-common | US | $39K | 3K | 0.00 |
| Woodward, Inc. | Long | Equity-common | US | $622K | 4K | 0.04 |
| Workday, Inc. | Long | Equity-common | US | $371K | 2K | 0.03 |
| World Acceptance Corporation | Long | Equity-common | US | $112K | 906 | 0.01 |
| World Kinect Corporation | Long | Equity-common | US | $134K | 5K | 0.01 |
| Worthington Industries, Inc. | Long | Equity-common | US | $185K | 4K | 0.01 |
| Worthington Steel, Inc. | Long | Equity-common | US | $130K | 4K | 0.01 |
| WSFS Financial Corporation | Long | Equity-common | US | $287K | 6K | 0.02 |
| Wyndham Hotels & Resorts, Inc. | Long | Equity-common | US | $515K | 7K | 0.04 |
| Wynn Resorts, Limited | Long | Equity-common | US | $279K | 3K | 0.02 |
| XCEL Energy Inc. | Long | Equity-common | US | $776K | 15K | 0.06 |
| Xencor, Inc. | Long | Equity-common | US | $82K | 4K | 0.01 |
| Xerox Holdings Corporation | Long | Equity-common | US | $148K | 13K | 0.01 |
| Xperi Inc. | Long | Equity-common | US | $48K | 6K | 0.00 |
| XPO, Inc. | Long | Equity-common | US | $816K | 8K | 0.06 |
| Xylem Inc. | Long | Equity-common | US | $907K | 7K | 0.06 |
| Yelp Inc. | Long | Equity-common | US | $178K | 5K | 0.01 |
| YETI Holdings, Inc. | Long | Equity-common | US | $180K | 5K | 0.01 |
| Yext, Inc. | Long | Equity-common | US | $52K | 10K | 0.00 |
| Yum! Brands, Inc. | Long | Equity-common | US | $885K | 7K | 0.06 |
| Zebra Technologies Corporation | Long | Equity-common | US | $485K | 2K | 0.03 |
| Zedge, Inc. | Long | Equity-common | US | $2K | 696 | 0.00 |
| Zentalis Pharmaceuticals, Inc. | Long | Equity-common | US | $14K | 3K | 0.00 |
| Ziff Davis, Inc. | Long | Equity-common | US | $193K | 4K | 0.01 |
| Zillow Group, Inc. | Long | Equity-common | US | $279K | 6K | 0.02 |
| Zillow Group, Inc. | Long | Equity-common | US | $102K | 2K | 0.01 |
| Zimmer Biomet Holdings, Inc. | Long | Equity-common | US | $750K | 7K | 0.05 |
| ZimVie Inc. | Long | Equity-common | US | $11K | 602.7 | 0.00 |
| Zions Bancorporation, National Association | Long | Equity-common | US | $429K | 10K | 0.03 |
| Zoetis Inc. | Long | Equity-common | US | $2M | 12K | 0.15 |
| Zoom Video Communications, Inc. | Long | Equity-common | US | $309K | 5K | 0.02 |
| ZoomInfo Technologies Inc. | Long | Equity-common | US | $57K | 5K | 0.00 |
| Zscaler, Inc. | Long | Equity-common | US | $247K | 1K | 0.02 |
| Zumiez Inc. | Long | Equity-common | US | $43K | 2K | 0.00 |
| Zurich American Corporation | Long | Equity-common | US | $322K | 5K | 0.02 |
Address
JNL Series Trust
1 Corporate Way
Lansing
Michigan
48951
United States of America
Websites
Directors
Mark D. Nerud
Eric Anyah
Michael Bouchard
Ellen Carnahan
John Gillespie
William R. Rybak
Mark S. Wehrle
Edward Wood
Patricia A. Woodworth
Transfer Agents
Jackson National Asset Management, LLC
Pricing Services
Jackson National Asset Management, LLC
London Stock Exchange Group plc
Intercontinental Exchange
Bloomberg Inc.
PricingDirect Inc.
S&P Global
CME Group Inc.
LCH Clearnet Inc.
Custodians
JPMorgan Chase Bank, N.A.
HSBC Argentina Bank SA
JPMorgan Chase Bank NA Sydney
UniCredit Bank Austria AG
J.P. MORGAN SE - LUXEMBOURG BRANCH
JP Morgan SA DTVM
Royal Bank of Canada
Banco Santander Chile
Cititrust Colombia SA
UniCredit Bank Czech Republic and Slovakia as
Citibank NA Egypt
Clearstream
Euroclear
Skandinaviska Enskilda Banken AB (publ)
J.P. MORGAN SE - LUXEMBOURG BRANCH
Deutsche Bank AG
BNP Paribas S.A.
JPMorgan Chase Bank, N.A. Hong Kong
Deutsche Bank AG
JPMorgan Chase Bank NA India
PT Bank HSBC Indonesia
Bank Leumi leIsrael BM
BNP Paribas Securities Services SCA
Mizuho Bank Ltd
Standard Chartered Bank Korea Limited
HSBC Bank Malaysia Berhad
Banco Nacional de Mexico SA
J.P. MORGAN SE - LUXEMBOURG BRANCH
JPMorgan Chase Bank NA
Skandinaviska Enskilda Banken AB (publ)
Citibank del Peru SA
The Hongkong and Shanghai Banking Corporation Limited
Bank Handlowy w Warszawie SA
BNP Paribas Securities Services SCA
DBS Bank Ltd
FirstRand Bank Limited
CACEIS Bank Spain SAU
Skandinaviska Enskilda Banken AB (publ)
UBS Switzerland AG
JPMorgan Chase Bank NA Taipei
Standard Chartered Bank Thai Public Company Limited
Citibank AS
JPMorgan Chase Bank NA London
HSBC Bank Vietnam Ltd
Shareholder Servicing Agents
Jackson National Asset Management, LLC
Admins
Jackson National Asset Management, LLC
Brokers
Morgan Stanley & Co, Inc
Barclays PLC
Goldman Sachs & Co. LLC
J.P. Morgan Securities LLC
Jefferies Group
UBS Securities LLC
Merrill Lynch, Pierce, Fenner & Smith Inc.
Banc of America Securities
CitiGroup Global Markets, Inc.
National Financial Services LLC