The Vanguard Group, Inc. > VANGUARD HORIZON FUNDS
VANGUARD STRATEGIC EQUITY FUND
$7.21B
Avg Monthly Net Assets
$8.29B
Total Assets
$619K
Total Liabilities
$8.29B
Net Assets
VANGUARD STRATEGIC EQUITY FUND is a Mutual Fund in VANGUARD HORIZON FUNDS
from The Vanguard Group, Inc.,
based in Pennsylvania,
United States of America.
The fund has one share class
and monthly net assets of $7.21B.
On August 27th, 2024 it reported 559 holdings, the largest
being Hewlett Packard Enterprise Co (0.9%), Robinhood Markets Inc (0.8%) and EMCOR Group Inc (0.8%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Ticker | Monthly Returns (2 years) |
|---|---|---|---|
| Investor Shares | C000007112 | VSEQX |
Holdings
From latest NPORT-P, filed August 27th, 2024 for period ending June 30th, 2024.
Historic holdings data available from Fincoded.
| Name | Profile | Category | Country | Value $USD | # Shares | % of Fund |
|---|---|---|---|---|---|---|
| 10X GENOMICS I-A (10X Genomics Inc) | Long | Equity-common | US | $10M | 525K | 0.12 |
| 2SEVENTY BIO (2seventy bio Inc) | Long | Equity-common | US | $3M | 703K | 0.03 |
| 8X8 INC | Long | Equity-common | US | $3M | 2M | 0.04 |
| ABERCROMBIE & FI (Abercrombie & Fitch Co) | Long | Equity-common | US | $26M | 149K | 0.32 |
| ABM INDUSTRIES (ABM Industries Inc) | Long | Equity-common | US | $17M | 336K | 0.21 |
| ACADEMY SPORTS & (Academy Sports & Outdoors Inc) | Long | Equity-common | US | $2M | 39K | 0.02 |
| ACADIA PHARMACEU (ACADIA Pharmaceuticals Inc) | Long | Equity-common | US | $12M | 719K | 0.14 |
| ACI WORLDWIDE IN (ACI Worldwide Inc) | Long | Equity-common | US | $4M | 95K | 0.05 |
| ACUITY BRANDS (Acuity Brands Inc) | Long | Equity-common | US | $22M | 90K | 0.26 |
| ADIENT PLC | Long | Equity-common | US | $5M | 214K | 0.06 |
| ADMA BIOLOGICS INC | Long | Equity-common | US | $5M | 436K | 0.06 |
| ADT INC | Long | Equity-common | US | $7M | 919K | 0.08 |
| ADTALEM GLOBAL E (Adtalem Global Education Inc) | Long | Equity-common | US | $13M | 194K | 0.16 |
| ADVANCED DRAINAG (Advanced Drainage Systems Inc) | Long | Equity-common | US | $3M | 16K | 0.03 |
| AES CORP (AES Corp/The) | Long | Equity-common | US | $36M | 2M | 0.43 |
| AFFIL MANAGERS (Affiliated Managers Group Inc) | Long | Equity-common | US | $46M | 292K | 0.55 |
| AGCO CORP | Long | Equity-common | US | $22M | 221K | 0.26 |
| AGENUS INC | Long | Equity-common | US | $9M | 512K | 0.10 |
| ALIGN TECHNOLOGY (Align Technology Inc) | Long | Equity-common | US | $17M | 69K | 0.20 |
| ALKERMES PLC | Long | Equity-common | US | $15M | 627K | 0.18 |
| ALLISON TRANSMIS (Allison Transmission Holdings Inc) | Long | Equity-common | US | $53M | 692K | 0.63 |
| ALNYLAM PHARMACE (Alnylam Pharmaceuticals Inc) | Long | Equity-common | US | $14M | 57K | 0.17 |
| ALPHA & OMEGA SE (Alpha & Omega Semiconductor Ltd) | Long | Equity-common | US | $3M | 71K | 0.03 |
| ALTICE USA INC-A | Long | Equity-common | US | $1M | 537K | 0.01 |
| AMER AXLE & MFG (American Axle & Manufacturing Holdings Inc) | Long | Equity-common | US | $5M | 685K | 0.06 |
| AMER EAGLE OUTF (American Eagle Outfitters Inc) | Long | Equity-common | US | $6M | 324K | 0.08 |
| AMER FINL GROUP (American Financial Group Inc/OH) | Long | Equity-common | US | $25M | 202K | 0.30 |
| AMEREN CORP | Long | Equity-common | US | $18M | 248K | 0.21 |
| AMERICAN HOMES-A (American Homes 4 Rent) | Long | Equity-common | US | $4M | 109K | 0.05 |
| Americold Realty Trust Inc | Long | Equity-common | US | $6M | 233K | 0.07 |
| AMERIS BANCORP | Long | Equity-common | US | $6M | 112K | 0.07 |
| AMKOR TECH INC (Amkor Technology Inc) | Long | Equity-common | US | $45M | 1M | 0.54 |
| APA CORP | Long | Equity-common | US | $14M | 468K | 0.17 |
| APPIAN CORP-A | Long | Equity-common | US | $4M | 131K | 0.05 |
| APPLE HOSPITALIT (Apple Hospitality REIT Inc) | Long | Equity-common | US | $15M | 1M | 0.18 |
| APPLIED INDU TEC (Applied Industrial Technologies Inc) | Long | Equity-common | US | $41M | 211K | 0.49 |
| APTARGROUP INC | Long | Equity-common | US | $11M | 81K | 0.14 |
| ARCBEST CORP | Long | Equity-common | US | $2M | 17K | 0.02 |
| ARCH CAPITAL GRP (Arch Capital Group Ltd) | Long | Equity-common | US | $54M | 536K | 0.65 |
| ARCHROCK INC | Long | Equity-common | US | $12M | 573K | 0.14 |
| ARCOSA INC | Long | Equity-common | US | $12M | 140K | 0.14 |
| ARROW ELECTRONIC (Arrow Electronics Inc) | Long | Equity-common | US | $37M | 303K | 0.44 |
| ARVINAS INC | Long | Equity-common | US | $4M | 159K | 0.05 |
| ASSOC BANC-CORP (Associated Banc-Corp) | Long | Equity-common | US | $8M | 377K | 0.10 |
| ASSURANT INC | Long | Equity-common | US | $9M | 57K | 0.11 |
| ASSURED GUARANTY (Assured Guaranty Ltd) | Long | Equity-common | US | $4M | 47K | 0.04 |
| ATEA PHARMACEUTI (Atea Pharmaceuticals Inc) | Long | Equity-common | US | $922K | 278K | 0.01 |
| ATKORE INC | Long | Equity-common | US | $1M | 11K | 0.02 |
| ATMUS FILTRATION (Atmus Filtration Technologies Inc) | Long | Equity-common | US | $2M | 66K | 0.02 |
| AUTOLIV INC | Long | Equity-common | US | $14M | 126K | 0.16 |
| AUTONATION INC | Long | Equity-common | US | $7M | 46K | 0.09 |
| AVANTOR INC | Long | Equity-common | US | $10M | 485K | 0.12 |
| AVERY DENNISON (Avery Dennison Corp) | Long | Equity-common | US | $4M | 18K | 0.05 |
| AVIDXCHANGE HLDG (AvidXchange Holdings Inc) | Long | Equity-common | US | $2M | 147K | 0.02 |
| AVISTA CORP | Long | Equity-common | US | $5M | 136K | 0.06 |
| AVNET INC | Long | Equity-common | US | $13M | 255K | 0.16 |
| AXALTA COATING S (Axalta Coating Systems Ltd) | Long | Equity-common | US | $43M | 1M | 0.52 |
| AXCELIS TECH INC (Axcelis Technologies Inc) | Long | Equity-common | US | $21M | 150K | 0.26 |
| AXIS CAPITAL (Axis Capital Holdings Ltd) | Long | Equity-common | US | $34M | 479K | 0.41 |
| AZEK CO INC/THE | Long | Equity-common | US | $21M | 499K | 0.25 |
| BAKER HUGHES CO | Long | Equity-common | US | $39M | 1M | 0.47 |
| BANKUNITED INC | Long | Equity-common | US | $12M | 402K | 0.14 |
| Bath & Body Works Inc | Long | Equity-common | US | $24M | 609K | 0.29 |
| BEACON ROOFING S (Beacon Roofing Supply Inc) | Long | Equity-common | US | $26M | 287K | 0.31 |
| BEAM THERAPEUTIC (Beam Therapeutics Inc) | Long | Equity-common | US | $8M | 322K | 0.09 |
| BEAZER HOMES USA (Beazer Homes USA Inc) | Long | Equity-common | US | $4M | 154K | 0.05 |
| BELLRING BRANDS (BellRing Brands Inc) | Long | Equity-common | US | $26M | 455K | 0.31 |
| BENCHMARK ELECTR (Benchmark Electronics Inc) | Long | Equity-common | US | $2M | 56K | 0.03 |
| BERRY GLOBAL GRO (Berry Global Group Inc) | Long | Equity-common | US | $45M | 764K | 0.54 |
| BILL HOLDINGS IN (BILL Holdings Inc) | Long | Equity-common | US | $5M | 100K | 0.06 |
| BIO-RAD LABS-A (Bio-Rad Laboratories Inc) | Long | Equity-common | US | $5M | 18K | 0.06 |
| BIOCRYST PHARM (BioCryst Pharmaceuticals Inc) | Long | Equity-common | US | $6M | 1M | 0.07 |
| BLACK HILLS CORP | Long | Equity-common | US | $34M | 632K | 0.41 |
| BLACKLINE INC | Long | Equity-common | US | $8M | 163K | 0.10 |
| BLOOMIN' BRANDS (Bloomin' Brands Inc) | Long | Equity-common | US | $3M | 150K | 0.03 |
| BLUE BIRD CORP | Long | Equity-common | US | $12M | 227K | 0.15 |
| BLUE OWL CAPITAL (Blue Owl Capital Inc) | Long | Equity-common | US | $10M | 550K | 0.12 |
| BLUEPRINT MEDICI (Blueprint Medicines Corp) | Long | Equity-common | US | $9M | 87K | 0.11 |
| BOISE CASCADE CO | Long | Equity-common | US | $14M | 120K | 0.17 |
| BOK FINL CORP (BOK Financial Corp) | Long | Equity-common | US | $2M | 22K | 0.02 |
| BOSTON BEER-A (Boston Beer Co Inc/The) | Long | Equity-common | US | $10M | 33K | 0.12 |
| BOSTON PROPERTIE (Boston Properties Inc) | Long | Equity-common | US | $5M | 86K | 0.06 |
| BOYD GAMING CORP | Long | Equity-common | US | $9M | 161K | 0.11 |
| BRADY CORP - A | Long | Equity-common | US | $22M | 333K | 0.27 |
| BRANDYWINE RLTY (Brandywine Realty Trust) | Long | Equity-common | US | $4M | 917K | 0.05 |
| BRIGHTSPHERE INV (Brightsphere Investment Group Inc) | Long | Equity-common | US | $4M | 174K | 0.05 |
| BRINK'S CO/THE | Long | Equity-common | US | $13M | 124K | 0.15 |
| BRINKER INTL (Brinker International Inc) | Long | Equity-common | US | $4M | 50K | 0.04 |
| BRIXMOR PROPERTY (Brixmor Property Group Inc) | Long | Equity-common | US | $47M | 2M | 0.57 |
| BROADSTONE NET (Broadstone Net Lease Inc) | Long | Equity-common | US | $6M | 360K | 0.07 |
| BROWN & BROWN (Brown & Brown Inc) | Long | Equity-common | US | $11M | 121K | 0.13 |
| BRUKER CORP | Long | Equity-common | US | $20M | 312K | 0.24 |
| BUILDERS FIRSTSO (Builders FirstSource Inc) | Long | Equity-common | US | $53M | 385K | 0.64 |
| BUMBLE INC-A | Long | Equity-common | US | $4M | 338K | 0.04 |
| BURLINGTON STORE (Burlington Stores Inc) | Long | Equity-common | US | $17M | 70K | 0.20 |
| BWX TECHNOLOGIES (BWX Technologies Inc) | Long | Equity-common | US | $14M | 143K | 0.16 |
| CACI INTL-A (CACI International Inc) | Long | Equity-common | US | $26M | 61K | 0.32 |
| CADENCE DESIGN (Cadence Design Systems Inc) | Long | Equity-common | US | $33M | 108K | 0.40 |
| CARDINAL HEALTH (Cardinal Health Inc) | Long | Equity-common | US | $38M | 390K | 0.46 |
| CARNIVAL CORP | Long | Equity-common | US | $11M | 614K | 0.14 |
| CARPENTER TECH (Carpenter Technology Corp) | Long | Equity-common | US | $6M | 56K | 0.07 |
| CARVANA CO | Long | Equity-common | US | $12M | 92K | 0.14 |
| CAVCO INDUSTRIES (Cavco Industries Inc) | Long | Equity-common | US | $6M | 18K | 0.07 |
| CBOE GLOBAL MARK (Cboe Global Markets Inc) | Long | Equity-common | US | $20M | 117K | 0.24 |
| CBRE GROUP INC-A | Long | Equity-common | US | $8M | 90K | 0.10 |
| CDW CORP/DE | Long | Equity-common | US | $2M | 7K | 0.02 |
| CENTERPOINT ENER (CenterPoint Energy Inc) | Long | Equity-common | US | $23M | 727K | 0.27 |
| CHARLES RIVER LA (Charles River Laboratories International Inc) | Long | Equity-common | US | $15M | 71K | 0.18 |
| CHEMED CORP | Long | Equity-common | US | $39M | 72K | 0.47 |
| CHEWY INC- CL A | Long | Equity-common | US | $3M | 103K | 0.03 |
| CHURCH & DWIGHT (Church & Dwight Co Inc) | Long | Equity-common | US | $5M | 48K | 0.06 |
| CIMPRESS PLC | Long | Equity-common | US | $3M | 34K | 0.04 |
| CIRRUS LOGIC INC | Long | Equity-common | US | $54M | 422K | 0.65 |
| CITIZENS FINANCI (Citizens Financial Group Inc) | Long | Equity-common | US | $45M | 1M | 0.55 |
| CLEAN HARBORS (Clean Harbors Inc) | Long | Equity-common | US | $7M | 30K | 0.08 |
| CLOROX CO (Clorox Co/The) | Long | Equity-common | US | $13M | 94K | 0.15 |
| CLOUDFLARE INC-A | Long | Equity-common | US | $21M | 250K | 0.25 |
| CMS ENERGY CORP | Long | Equity-common | US | $14M | 233K | 0.17 |
| CNO FINANCIAL GR (CNO Financial Group Inc) | Long | Equity-common | US | $44M | 2M | 0.53 |
| COCA-COLA CONSOL (Coca-Cola Consolidated Inc) | Long | Equity-common | US | $51M | 47K | 0.62 |
| COEUR MINING INC | Long | Equity-common | US | $2M | 287K | 0.02 |
| COHERUS BIOSCIEN (Coherus Biosciences Inc) | Long | Equity-common | US | $3M | 2M | 0.04 |
| COHU INC | Long | Equity-common | US | $6M | 181K | 0.07 |
| COINBASE GLOBA-A (Coinbase Global Inc) | Long | Equity-common | US | $17M | 77K | 0.21 |
| COLUMBIA BANKING (Columbia Banking System Inc) | Long | Equity-common | US | $14M | 712K | 0.17 |
| COMFORT SYSTEMS (Comfort Systems USA Inc) | Long | Equity-common | US | $12M | 40K | 0.15 |
| COMMERCIAL METAL (Commercial Metals Co) | Long | Equity-common | US | $25M | 447K | 0.30 |
| COMMSCOPE HOLDIN (CommScope Holding Co Inc) | Long | Equity-common | US | $6M | 5M | 0.08 |
| COMMUNITY HEALTH (Community Health Systems Inc) | Long | Equity-common | US | $2M | 688K | 0.03 |
| COMMVAULT SYSTEM (CommVault Systems Inc) | Long | Equity-common | US | $33M | 275K | 0.40 |
| CONAGRA BRANDS I (Conagra Brands Inc) | Long | Equity-common | US | $32M | 1M | 0.38 |
| CONSOL ENERGY IN (CONSOL Energy Inc) | Long | Equity-common | US | $23M | 224K | 0.28 |
| COOPER COS INC (Cooper Cos Inc/The) | Long | Equity-common | US | $29M | 330K | 0.35 |
| COPT DEFENSE PRO (COPT Defense Properties) | Long | Equity-common | US | $7M | 281K | 0.08 |
| CORE & MAIN IN-A (Core & Main Inc) | Long | Equity-common | US | $18M | 368K | 0.22 |
| CORVEL CORP | Long | Equity-common | US | $2M | 6K | 0.02 |
| COTERRA ENERGY I (Coterra Energy Inc) | Long | Equity-common | US | $12M | 460K | 0.15 |
| COUSINS PROP (Cousins Properties Inc) | Long | Equity-common | US | $35M | 2M | 0.42 |
| CRESCENT ENERG-A (Crescent Energy Co) | Long | Equity-common | US | $8M | 669K | 0.10 |
| CROWN HOLDINGS I (Crown Holdings Inc) | Long | Equity-common | US | $3M | 46K | 0.04 |
| CSG SYSTEMS INTL (CSG Systems International Inc) | Long | Equity-common | US | $8M | 198K | 0.10 |
| CURTISS-WRIGHT (Curtiss-Wright Corp) | Long | Equity-common | US | $12M | 45K | 0.15 |
| CUSHMAN & WAKEFI (Cushman & Wakefield PLC) | Long | Equity-common | US | $7M | 715K | 0.09 |
| CUSTOMERS BANCOR (Customers Bancorp Inc) | Long | Equity-common | US | $5M | 113K | 0.07 |
| DANA INC | Long | Equity-common | US | $11M | 870K | 0.13 |
| DAVE & BUSTER'S (Dave & Buster's Entertainment Inc) | Long | Equity-common | US | $6M | 151K | 0.07 |
| DAVITA INC | Long | Equity-common | US | $14M | 101K | 0.17 |
| DELEK US HOLDING (Delek US Holdings Inc) | Long | Equity-common | US | $8M | 314K | 0.09 |
| DELTA AIR LI (Delta Air Lines Inc) | Long | Equity-common | US | $56M | 1M | 0.68 |
| DENTSPLY SIRONA (DENTSPLY SIRONA Inc) | Long | Equity-common | US | $5M | 218K | 0.07 |
| DIAMONDBACK ENER (Diamondback Energy Inc) | Long | Equity-common | US | $50M | 251K | 0.61 |
| DIAMONDROCK HOSP (DiamondRock Hospitality Co) | Long | Equity-common | US | $12M | 1M | 0.14 |
| DIGITALBRIDGE GR (DigitalBridge Group Inc) | Long | Equity-common | US | $8M | 552K | 0.09 |
| DIGITALOCEAN HOL (DigitalOcean Holdings Inc) | Long | Equity-common | US | $8M | 240K | 0.10 |
| DIODES INC | Long | Equity-common | US | $5M | 70K | 0.06 |
| DOCUSIGN INC | Long | Equity-common | US | $43M | 810K | 0.52 |
| DOMO INC- CL B | Long | Equity-common | US | $7M | 873K | 0.08 |
| DONALDSON CO INC | Long | Equity-common | US | $18M | 249K | 0.22 |
| DORIAN LPG LTD | Long | Equity-common | US | $4M | 102K | 0.05 |
| DOVER CORP | Long | Equity-common | US | $12M | 69K | 0.15 |
| DROPBOX INC-A | Long | Equity-common | US | $45M | 2M | 0.54 |
| DTE ENERGY CO | Long | Equity-common | US | $38M | 339K | 0.45 |
| DUN & BRADSTREET (Dun & Bradstreet Holdings Inc) | Long | Equity-common | US | $11M | 1M | 0.14 |
| E-Mini Russ 2000 Sep24 | Derivative-equity | $216K | – | 0.00 | ||
| EAGLE MATERIALS (Eagle Materials Inc) | Long | Equity-common | US | $47M | 214K | 0.56 |
| EBAY INC | Long | Equity-common | US | $34M | 642K | 0.42 |
| EDISON INTL (Edison International) | Long | Equity-common | US | $31M | 427K | 0.37 |
| EDITAS MEDICINE (Editas Medicine Inc) | Long | Equity-common | US | $6M | 1M | 0.07 |
| ELANCO ANIMAL HE (Elanco Animal Health Inc) | Long | Equity-common | US | $16M | 1M | 0.19 |
| ELASTIC NV | Long | Equity-common | US | $12M | 107K | 0.15 |
| ELEMENT SOLUTION (Element Solutions Inc) | Long | Equity-common | US | $12M | 426K | 0.14 |
| EMCOR GROUP INC | Long | Equity-common | US | $62M | 171K | 0.75 |
| EMERGENT BIOSOLU (Emergent BioSolutions Inc) | Long | Equity-common | US | $6M | 824K | 0.07 |
| ENANTA PHARMACEU (Enanta Pharmaceuticals Inc) | Long | Equity-common | US | $2M | 181K | 0.03 |
| ENCOMPASS HEALTH (Encompass Health Corp) | Long | Equity-common | US | $12M | 144K | 0.15 |
| ENERGIZER HOLDIN (Energizer Holdings Inc) | Long | Equity-common | US | $7M | 253K | 0.09 |
| ENERSYS | Long | Equity-common | US | $14M | 140K | 0.17 |
| ENNIS INC | Long | Equity-common | US | $5M | 239K | 0.06 |
| ENTERGY CORP | Long | Equity-common | US | $11M | 100K | 0.13 |
| EPR PROPERTIES | Long | Equity-common | US | $18M | 425K | 0.22 |
| EQUITABLE HOLDIN (Equitable Holdings Inc) | Long | Equity-common | US | $54M | 1M | 0.65 |
| EQUITY COMMONWEA (Equity Commonwealth) | Long | Equity-common | US | $6M | 296K | 0.07 |
| EQUITY RESIDENTI (Equity Residential) | Long | Equity-common | US | $15M | 213K | 0.18 |
| ESAB CORP | Long | Equity-common | US | $2M | 19K | 0.02 |
| ESSENT GROUP LTD | Long | Equity-common | US | $46M | 819K | 0.56 |
| ESSEX PROPERTY (Essex Property Trust Inc) | Long | Equity-common | US | $7M | 27K | 0.09 |
| ETSY INC | Long | Equity-common | US | $10M | 170K | 0.12 |
| EURONET WORLDWID (Euronet Worldwide Inc) | Long | Equity-common | US | $3M | 26K | 0.03 |
| EVEREST GROUP LT (Everest Group Ltd) | Long | Equity-common | US | $21M | 54K | 0.25 |
| EVERGY INC | Long | Equity-common | US | $47M | 894K | 0.57 |
| EVERI HOLDINGS I (Everi Holdings Inc) | Long | Equity-common | US | $6M | 759K | 0.08 |
| EXACT SCIENCES (Exact Sciences Corp) | Long | Equity-common | US | $7M | 156K | 0.08 |
| EXELIXIS INC | Long | Equity-common | US | $16M | 699K | 0.19 |
| EXLSERVICE HOLDI (ExlService Holdings Inc) | Long | Equity-common | US | $3M | 104K | 0.04 |
| EXPEDIA GROUP IN (Expedia Group Inc) | Long | Equity-common | US | $60M | 476K | 0.72 |
| EXPEDITORS INTL (Expeditors International of Washington Inc) | Long | Equity-common | US | $22M | 177K | 0.27 |
| EXTREME NETWORKS (Extreme Networks Inc) | Long | Equity-common | US | $11M | 814K | 0.13 |
| F5 INC | Long | Equity-common | US | $45M | 263K | 0.55 |
| FASTLY INC -CL A | Long | Equity-common | US | $3M | 345K | 0.03 |
| FATE THERAPEUTIC (Fate Therapeutics Inc) | Long | Equity-common | US | $9M | 3M | 0.11 |
| FED REALTY INVS (Federal Realty Investment Trust) | Long | Equity-common | US | $2M | 16K | 0.02 |
| FED SIGNAL CORP (Federal Signal Corp) | Long | Equity-common | US | $12M | 145K | 0.15 |
| FEDERATED HERMES (Federated Hermes Inc) | Long | Equity-common | US | $23M | 710K | 0.28 |
| FERGUSON PLC | Long | Equity-common | US | $23M | 120K | 0.28 |
| FIBROGEN INC | Long | Equity-common | US | $147K | 165K | 0.00 |
| FIRST AMERICAN F (First American Financial Corp) | Long | Equity-common | US | $3M | 59K | 0.04 |
| FIRST BANCORP PR (First BanCorp/Puerto Rico) | Long | Equity-common | US | $34M | 2M | 0.41 |
| FIRST HAWAIIA (First Hawaiian Inc) | Long | Equity-common | US | $2M | 108K | 0.03 |
| FIRST HORIZON CO (First Horizon Corp) | Long | Equity-common | US | $16M | 1M | 0.20 |
| FLEX LTD | Long | Equity-common | US | $16M | 555K | 0.20 |
| FLOWERS FOODS (Flowers Foods Inc) | Long | Equity-common | US | $13M | 604K | 0.16 |
| FLOWSERVE CORP | Long | Equity-common | US | $7M | 136K | 0.08 |
| FNB CORP (FNB Corp/PA) | Long | Equity-common | US | $22M | 2M | 0.26 |
| FORTIVE CORP | Long | Equity-common | US | $7M | 96K | 0.09 |
| FOX CORP - B | Long | Equity-common | US | $2M | 54K | 0.02 |
| FRANKLIN ELEC CO (Franklin Electric Co Inc) | Long | Equity-common | US | $5M | 48K | 0.06 |
| FRONTDOOR INC | Long | Equity-common | US | $13M | 388K | 0.16 |
| G III APPAREL (G-III Apparel Group Ltd) | Long | Equity-common | US | $2M | 59K | 0.02 |
| GAP INC/THE | Long | Equity-common | US | $29M | 1M | 0.35 |
| GATES INDUSTRIAL (Gates Industrial Corp PLC) | Long | Equity-common | US | $10M | 621K | 0.12 |
| GENCO SHIPPING & (Genco Shipping & Trading Ltd) | Long | Equity-common | US | $7M | 336K | 0.09 |
| GENUINE PARTS CO | Long | Equity-common | US | $42M | 302K | 0.50 |
| GENWORTH FINANCI (Genworth Financial Inc) | Long | Equity-common | US | $2M | 327K | 0.02 |
| GIBRALTAR INDUST (Gibraltar Industries Inc) | Long | Equity-common | US | $5M | 69K | 0.06 |
| GLOBE LIFE INC | Long | Equity-common | US | $28M | 344K | 0.34 |
| GMS INC | Long | Equity-common | US | $37M | 462K | 0.45 |
| GODADDY INC-A | Long | Equity-common | US | $51M | 362K | 0.61 |
| GOODRX HOLDIN-A (GoodRx Holdings Inc) | Long | Equity-common | US | $8M | 1M | 0.10 |
| GOODYEAR TIRE (Goodyear Tire & Rubber Co/The) | Long | Equity-common | US | $8M | 703K | 0.10 |
| GRACO INC | Long | Equity-common | US | $21M | 266K | 0.25 |
| GRAND CANYON EDU (Grand Canyon Education Inc) | Long | Equity-common | US | $11M | 78K | 0.13 |
| GREEN BRICK PART (Green Brick Partners Inc) | Long | Equity-common | US | $11M | 192K | 0.13 |
| GREIF INC-CL A | Long | Equity-common | US | $13M | 218K | 0.15 |
| GRIFFON CORP | Long | Equity-common | US | $28M | 434K | 0.33 |
| HAIN CELESTIAL (Hain Celestial Group Inc/The) | Long | Equity-common | US | $3M | 385K | 0.03 |
| HANCOCK WHITNEY (Hancock Whitney Corp) | Long | Equity-common | US | $21M | 434K | 0.25 |
| HARLEY-DAVIDSON (Harley-Davidson Inc) | Long | Equity-common | US | $15M | 457K | 0.18 |
| HEALTH CATALYST (Health Catalyst Inc) | Long | Equity-common | US | $3M | 438K | 0.03 |
| HELMERICH & PAYN (Helmerich & Payne Inc) | Long | Equity-common | US | $6M | 165K | 0.07 |
| HERC HOLDINGS IN (Herc Holdings Inc) | Long | Equity-common | US | $15M | 113K | 0.18 |
| HEWLETT PACKA (Hewlett Packard Enterprise Co) | Long | Equity-common | US | $74M | 3M | 0.89 |
| HF SINCLAIR CORP | Long | Equity-common | US | $28M | 521K | 0.34 |
| HIGHWOODS PROP (Highwoods Properties Inc) | Long | Equity-common | US | $13M | 500K | 0.16 |
| HIMS & HERS HEAL (Hims & Hers Health Inc) | Long | Equity-common | US | $7M | 368K | 0.09 |
| HOLOGIC INC | Long | Equity-common | US | $15M | 206K | 0.18 |
| HOST HOTELS & RE (Host Hotels & Resorts Inc) | Long | Equity-common | US | $31M | 2M | 0.37 |
| HOWMET AEROSPACE (Howmet Aerospace Inc) | Long | Equity-common | US | $5M | 60K | 0.06 |
| HUB GROUP-A (Hub Group Inc) | Long | Equity-common | US | $3M | 61K | 0.03 |
| HUBSPOT INC | Long | Equity-common | US | $7M | 11K | 0.08 |
| HUNTINGTON BANC (Huntington Bancshares Inc/OH) | Long | Equity-common | US | $55M | 4M | 0.66 |
| HUNTINGTON INGAL (Huntington Ingalls Industries Inc) | Long | Equity-common | US | $19M | 77K | 0.23 |
| ICHOR HOLDINGS L (Ichor Holdings Ltd) | Long | Equity-common | US | $5M | 141K | 0.07 |
| IDEX CORP | Long | Equity-common | US | $2M | 8K | 0.02 |
| IES HOLDINGS INC | Long | Equity-common | US | $3M | 24K | 0.04 |
| IMPINJ INC | Long | Equity-common | US | $17M | 111K | 0.21 |
| INCYTE CORP | Long | Equity-common | US | $46M | 767K | 0.56 |
| INFINERA CORP | Long | Equity-common | US | $6M | 971K | 0.07 |
| INGERSOLL-RAND I (Ingersoll Rand Inc) | Long | Equity-common | US | $14M | 149K | 0.16 |
| INGLES MARKETS-A (Ingles Markets Inc) | Long | Equity-common | US | $16M | 239K | 0.20 |
| INNOSPEC INC | Long | Equity-common | US | $2M | 14K | 0.02 |
| INOVIO PHARMACEU (Inovio Pharmaceuticals Inc) | Long | Equity-common | US | $2M | 250K | 0.02 |
| INSULET CORP | Long | Equity-common | US | $23M | 115K | 0.28 |
| INTEGRAL AD SCIE (Integral Ad Science Holding Corp) | Long | Equity-common | US | $1M | 134K | 0.02 |
| INTERNATIONAL SE (International Seaways Inc) | Long | Equity-common | US | $23M | 394K | 0.28 |
| INTL BANCSHARES (International Bancshares Corp) | Long | Equity-common | US | $15M | 270K | 0.19 |
| INVITATION HOMES (Invitation Homes Inc) | Long | Equity-common | US | $42M | 1M | 0.50 |
| IONIS PHARMACEUT (Ionis Pharmaceuticals Inc) | Long | Equity-common | US | $16M | 336K | 0.19 |
| IQVIA HOLDINGS I (IQVIA Holdings Inc) | Long | Equity-common | US | $23M | 111K | 0.28 |
| IRIDIUM COMMUNIC (Iridium Communications Inc) | Long | Equity-common | US | $2M | 75K | 0.02 |
| IRONWOOD PHARMAC (Ironwood Pharmaceuticals Inc) | Long | Equity-common | US | $14M | 2M | 0.17 |
| ITEOS THERAPEUTI (iTeos Therapeutics Inc) | Long | Equity-common | US | $1M | 77K | 0.01 |
| ITRON INC | Long | Equity-common | US | $3M | 26K | 0.03 |
| JABIL INC | Long | Equity-common | US | $8M | 69K | 0.09 |
| JACK IN THE BOX (Jack in the Box Inc) | Long | Equity-common | US | $3M | 62K | 0.04 |
| JACKSON FI-A (Jackson Financial Inc) | Long | Equity-common | US | $2M | 23K | 0.02 |
| JAMES RIVER GROU (James River Group Holdings Ltd) | Long | Equity-common | US | $3M | 420K | 0.04 |
| JANUS HENDERSON (Janus Henderson Group PLC) | Long | Equity-common | US | $17M | 490K | 0.20 |
| JAZZ PHARMACEUTI (Jazz Pharmaceuticals PLC) | Long | Equity-common | US | $14M | 131K | 0.17 |
| JFROG LTD | Long | Equity-common | US | $2M | 49K | 0.02 |
| JM SMUCKER CO (J M Smucker Co/The) | Long | Equity-common | US | $9M | 87K | 0.11 |
| JOINT CORP/THE | Long | Equity-common | US | $941K | 67K | 0.01 |
| JONES LANG LASAL (Jones Lang LaSalle Inc) | Long | Equity-common | US | $20M | 97K | 0.24 |
| KAISER ALUMINUM (Kaiser Aluminum Corp) | Long | Equity-common | US | $4M | 44K | 0.05 |
| KB HOME | Long | Equity-common | US | $34M | 482K | 0.41 |
| KEYCORP | Long | Equity-common | US | $4M | 295K | 0.05 |
| KILROY REALTY (Kilroy Realty Corp) | Long | Equity-common | US | $14M | 459K | 0.17 |
| KIMCO REALTY (Kimco Realty Corp) | Long | Equity-common | US | $22M | 1M | 0.26 |
| KIRBY CORP | Long | Equity-common | US | $25M | 211K | 0.30 |
| KITE REALTY GROU (Kite Realty Group Trust) | Long | Equity-common | US | $27M | 1M | 0.33 |
| KNIFE RIVER (Knife River Corp) | Long | Equity-common | US | $6M | 90K | 0.08 |
| KORN FERRY | Long | Equity-common | US | $19M | 285K | 0.23 |
| KYNDRYL HOLDINGS (Kyndryl Holdings Inc) | Long | Equity-common | US | $41M | 2M | 0.49 |
| LAMAR ADVERTIS-A (Lamar Advertising Co) | Long | Equity-common | US | $4M | 36K | 0.05 |
| LANTHEUS HOLDING (Lantheus Holdings Inc) | Long | Equity-common | US | $12M | 151K | 0.15 |
| LEAR CORP | Long | Equity-common | US | $16M | 144K | 0.20 |
| LEGALZOOMCOM INC (Legalzoom.com Inc) | Long | Equity-common | US | $17M | 2M | 0.20 |
| LEIDOS HOLDINGS (Leidos Holdings Inc) | Long | Equity-common | US | $10M | 67K | 0.12 |
| LENDINGCLUB CORP | Long | Equity-common | US | $7M | 858K | 0.09 |
| LIBERTY GLOBAL-A (Liberty Global Ltd) | Long | Equity-common | US | $15M | 854K | 0.18 |
| LIBERTY MEDIA CO (Liberty Media Corp-Liberty SiriusXM) | Long | Equity-common | US | $4M | 197K | 0.05 |
| LINCOLN NATL CRP (Lincoln National Corp) | Long | Equity-common | US | $13M | 412K | 0.15 |
| LIVANOVA PLC | Long | Equity-common | US | $12M | 219K | 0.14 |
| LIVEPERSON INC | Long | Equity-common | US | $762K | 1M | 0.01 |
| LIVERAMP HOLDING (LiveRamp Holdings Inc) | Long | Equity-common | US | $6M | 188K | 0.07 |
| LOEWS CORP | Long | Equity-common | US | $33M | 436K | 0.39 |
| LOUISIANA-PACIFI (Louisiana-Pacific Corp) | Long | Equity-common | US | $37M | 453K | 0.45 |
| LUMEN TECHNOLOGI (Lumen Technologies Inc) | Long | Equity-common | US | $2M | 2M | 0.03 |
| LYFT INC-A | Long | Equity-common | US | $4M | 307K | 0.05 |
| M/I HOMES INC | Long | Equity-common | US | $18M | 151K | 0.22 |
| MACERICH CO (Macerich Co/The) | Long | Equity-common | US | $4M | 256K | 0.05 |
| MACROGENICS INC | Long | Equity-common | US | $815K | 192K | 0.01 |
| MACY'S INC | Long | Equity-common | US | $4M | 233K | 0.05 |
| MADISON SQUARE G (Madison Square Garden Entertainment Corp) | Long | Equity-common | US | $3M | 101K | 0.04 |
| MANHATTAN ASSOC (Manhattan Associates Inc) | Long | Equity-common | US | $44M | 179K | 0.53 |
| MANPOWERGROUP IN (ManpowerGroup Inc) | Long | Equity-common | US | $21M | 308K | 0.26 |
| MAPLEBEAR INC | Long | Equity-common | US | $6M | 199K | 0.08 |
| MARKETAXESS (MarketAxess Holdings Inc) | Long | Equity-common | US | $4M | 21K | 0.05 |
| MARQETA INC-A | Long | Equity-common | US | $2M | 314K | 0.02 |
| MARTIN MAR MTLS (Martin Marietta Materials Inc) | Long | Equity-common | US | $9M | 16K | 0.10 |
| MASCO CORP | Long | Equity-common | US | $41M | 620K | 0.50 |
| MASTERBRAND (Masterbrand Inc) | Long | Equity-common | US | $11M | 732K | 0.13 |
| MATADOR RESOURCE (Matador Resources Co) | Long | Equity-common | US | $12M | 197K | 0.14 |
| MATCH GROUP INC | Long | Equity-common | US | $38M | 1M | 0.46 |
| MATERION CORP | Long | Equity-common | US | $3M | 24K | 0.03 |
| MATSON INC | Long | Equity-common | US | $2M | 16K | 0.03 |
| MAXIMUS INC | Long | Equity-common | US | $2M | 20K | 0.02 |
| MAXLINEAR (MaxLinear Inc) | Long | Equity-common | US | $18M | 886K | 0.22 |
| MCCORMICK-N/V (McCormick & Co Inc/MD) | Long | Equity-common | US | $9M | 134K | 0.11 |
| MDU RES GROUP (MDU Resources Group Inc) | Long | Equity-common | US | $2M | 64K | 0.02 |
| MEDPACE HOLDINGS (Medpace Holdings Inc) | Long | Equity-common | US | $20M | 47K | 0.24 |
| MERIT MEDICAL (Merit Medical Systems Inc) | Long | Equity-common | US | $4M | 43K | 0.04 |
| METALLUS INC | Long | Equity-common | US | $6M | 283K | 0.07 |
| METTLER-TOLEDO (Mettler-Toledo International Inc) | Long | Equity-common | US | $6M | 5K | 0.08 |
| MGIC INVT CORP (MGIC Investment Corp) | Long | Equity-common | US | $54M | 3M | 0.65 |
| MGM RESORTS INTE (MGM Resorts International) | Long | Equity-common | US | $49M | 1M | 0.59 |
| MILLERKNOLL INC | Long | Equity-common | US | $7M | 265K | 0.08 |
| MOHAWK INDS (Mohawk Industries Inc) | Long | Equity-common | US | $3M | 30K | 0.04 |
| MOLSON COORS-B (Molson Coors Beverage Co) | Long | Equity-common | US | $8M | 162K | 0.10 |
| MONOLITHIC POWER (Monolithic Power Systems Inc) | Long | Equity-common | US | $11M | 14K | 0.14 |
| MR COOPER GROUP (Mr Cooper Group Inc) | Long | Equity-common | US | $15M | 181K | 0.18 |
| MSA SAFETY INC | Long | Equity-common | US | $2M | 13K | 0.03 |
| MUELLER WATER-A (Mueller Water Products Inc) | Long | Equity-common | US | $7M | 377K | 0.08 |
| MURPHY OIL CORP | Long | Equity-common | US | $46M | 1M | 0.56 |
| MYRIAD GENETICS (Myriad Genetics Inc) | Long | Equity-common | US | $4M | 159K | 0.05 |
| NATIONAL VISION (National Vision Holdings Inc) | Long | Equity-common | US | $2M | 130K | 0.02 |
| NATL FUEL GAS CO (National Fuel Gas Co) | Long | Equity-common | US | $44M | 810K | 0.53 |
| NAVIENT CORP | Long | Equity-common | US | $2M | 104K | 0.02 |
| NCR VOYIX CORP | Long | Equity-common | US | $2M | 175K | 0.03 |
| NEKTAR THERAPEUT (Nektar Therapeutics) | Long | Equity-common | US | $2M | 2M | 0.02 |
| NETAPP INC | Long | Equity-common | US | $57M | 446K | 0.69 |
| NEUROCRINE BIOSC (Neurocrine Biosciences Inc) | Long | Equity-common | US | $5M | 39K | 0.06 |
| NEVRO CORP | Long | Equity-common | US | $2M | 201K | 0.02 |
| NEW JERSEY RES (New Jersey Resources Corp) | Long | Equity-common | US | $5M | 121K | 0.06 |
| NEW YORK TIMES-A (New York Times Co/The) | Long | Equity-common | US | $12M | 242K | 0.15 |
| NEWMARK GROUP-A (Newmark Group Inc) | Long | Equity-common | US | $3M | 254K | 0.03 |
| NEWS CORP-CL B | Long | Equity-common | US | $3M | 95K | 0.03 |
| NISOURCE INC | Long | Equity-common | US | $20M | 681K | 0.24 |
| NMI HOLDINGS INC | Long | Equity-common | US | $13M | 396K | 0.16 |
| NNN REIT INC | Long | Equity-common | US | $2M | 39K | 0.02 |
| NORDSTROM INC | Long | Equity-common | US | $12M | 544K | 0.14 |
| NORWEGIAN CRUISE (Norwegian Cruise Line Holdings Ltd) | Long | Equity-common | US | $23M | 1M | 0.28 |
| NOVAVAX INC | Long | Equity-common | US | $3M | 234K | 0.04 |
| NOVOCURE LTD | Long | Equity-common | US | $2M | 116K | 0.02 |
| NUTANIX INC - A | Long | Equity-common | US | $34M | 603K | 0.41 |
| NVR INC | Long | Equity-common | US | $46M | 6K | 0.56 |
| O-I GLASS INC | Long | Equity-common | US | $10M | 870K | 0.12 |
| OCEANEERING INTL (Oceaneering International Inc) | Long | Equity-common | US | $6M | 270K | 0.08 |
| ODP CORP/THE | Long | Equity-common | US | $6M | 142K | 0.07 |
| OFG BANCORP | Long | Equity-common | US | $8M | 209K | 0.09 |
| OKTA INC | Long | Equity-common | US | $13M | 141K | 0.16 |
| OLD REPUB INTL (Old Republic International Corp) | Long | Equity-common | US | $24M | 786K | 0.29 |
| OMEGA HEALTHCARE (Omega Healthcare Investors Inc) | Long | Equity-common | US | $4M | 120K | 0.05 |
| OMNICELL INC | Long | Equity-common | US | $4M | 136K | 0.04 |
| OPENDOOR TECHNOL (Opendoor Technologies Inc) | Long | Equity-common | US | $5M | 3M | 0.06 |
| OPTION CARE HEAL (Option Care Health Inc) | Long | Equity-common | US | $21M | 745K | 0.25 |
| ORGANON & CO | Long | Equity-common | US | $19M | 911K | 0.23 |
| OSHKOSH CORP | Long | Equity-common | US | $2M | 15K | 0.02 |
| OUTFRONT MEDIA I (Outfront Media Inc) | Long | Equity-common | US | $4M | 269K | 0.05 |
| OWENS & MINOR (Owens & Minor Inc) | Long | Equity-common | US | $1M | 109K | 0.02 |
| OWENS CORNING | Long | Equity-common | US | $61M | 353K | 0.74 |
| PACIFIC BIOSCIEN (Pacific Biosciences of California Inc) | Long | Equity-common | US | $3M | 2M | 0.04 |
| PACKAGING CORP (Packaging Corp of America) | Long | Equity-common | US | $42M | 232K | 0.51 |
| PAR PACIFIC HOLD (Par Pacific Holdings Inc) | Long | Equity-common | US | $15M | 589K | 0.18 |
| PARAMOUNT GROUP (Paramount Group Inc) | Long | Equity-common | US | $2M | 337K | 0.02 |
| PARK H&R INC (Park Hotels & Resorts Inc) | Long | Equity-common | US | $45M | 3M | 0.54 |
| PATRICK INDS INC (Patrick Industries Inc) | Long | Equity-common | US | $2M | 14K | 0.02 |
| PAYCOM SOFTWARE (Paycom Software Inc) | Long | Equity-common | US | $33M | 231K | 0.40 |
| PAYONEER GLOBAL (Payoneer Global Inc) | Long | Equity-common | US | $3M | 511K | 0.03 |
| PEDIATRIX MEDICA (Pediatrix Medical Group Inc) | Long | Equity-common | US | $4M | 493K | 0.04 |
| PEGASYSTEMS INC | Long | Equity-common | US | $19M | 315K | 0.23 |
| PENUMBRA INC | Long | Equity-common | US | $1M | 6K | 0.01 |
| PERFORMANCE FOOD (Performance Food Group Co) | Long | Equity-common | US | $21M | 316K | 0.25 |
| PERRIGO CO PLC | Long | Equity-common | US | $1M | 54K | 0.02 |
| PHINIA INC | Long | Equity-common | US | $7M | 180K | 0.09 |
| PHOTRONICS INC | Long | Equity-common | US | $3M | 129K | 0.04 |
| PIEDMONT OFFIC-A (Piedmont Office Realty Trust Inc) | Long | Equity-common | US | $6M | 799K | 0.07 |
| PILGRIM'S PRIDE (Pilgrim's Pride Corp) | Long | Equity-common | US | $17M | 432K | 0.20 |
| PINTEREST INC -A | Long | Equity-common | US | $53M | 1M | 0.64 |
| PLAINS GP HOLD-A (Plains GP Holdings LP) | Long | Equity-common | US | $15M | 782K | 0.18 |
| PLAYTIKA HOLDING (Playtika Holding Corp) | Long | Equity-common | US | $4M | 515K | 0.05 |
| POPULAR INC | Long | Equity-common | US | $31M | 347K | 0.37 |
| POST HOLDINGS IN (Post Holdings Inc) | Long | Equity-common | US | $21M | 200K | 0.25 |
| POTLATCHDELTIC C (PotlatchDeltic Corp) | Long | Equity-common | US | $2M | 42K | 0.02 |
| PRESTIGE CONSUME (Prestige Consumer Healthcare Inc) | Long | Equity-common | US | $2M | 31K | 0.03 |
| PRICESMART INC | Long | Equity-common | US | $11M | 137K | 0.13 |
| PRIMERICA INC | Long | Equity-common | US | $5M | 20K | 0.06 |
| PRIMORIS SERVICE (Primoris Services Corp) | Long | Equity-common | US | $11M | 221K | 0.13 |
| PRINCIPAL FINL (Principal Financial Group Inc) | Long | Equity-common | US | $4M | 45K | 0.04 |
| PROG HOLDINGS IN (PROG Holdings Inc) | Long | Equity-common | US | $3M | 98K | 0.04 |
| PROPETRO HOLDING (ProPetro Holding Corp) | Long | Equity-common | US | $1M | 157K | 0.02 |
| PTC THERAPEUTICS (PTC Therapeutics Inc) | Long | Equity-common | US | $21M | 694K | 0.26 |
| PUBMATIC INC-A | Long | Equity-common | US | $4M | 207K | 0.05 |
| PULTEGROUP INC | Long | Equity-common | US | $41M | 374K | 0.50 |
| PUMA BIOTECHNOLO (Puma Biotechnology Inc) | Long | Equity-common | US | $2M | 540K | 0.02 |
| PURE STORAGE-A (Pure Storage Inc) | Long | Equity-common | US | $5M | 75K | 0.06 |
| PVH CORP | Long | Equity-common | US | $4M | 35K | 0.05 |
| Q2 HOLDINGS INC | Long | Equity-common | US | $9M | 146K | 0.11 |
| QORVO INC | Long | Equity-common | US | $14M | 124K | 0.17 |
| QURATE RETAIL-A (Qurate Retail Inc) | Long | Equity-common | US | $4M | 7M | 0.05 |
| RADIAN GROUP INC | Long | Equity-common | US | $25M | 811K | 0.30 |
| RAPID7 INC | Long | Equity-common | US | $18M | 413K | 0.22 |
| RAPT THERAPEUTIC (RAPT Therapeutics Inc) | Long | Equity-common | US | $639K | 209K | 0.01 |
| REDFIN CORP | Long | Equity-common | US | $6M | 1M | 0.07 |
| REINSURANCE GROU (Reinsurance Group of America Inc) | Long | Equity-common | US | $22M | 108K | 0.27 |
| RELIANCE INC | Long | Equity-common | US | $51M | 180K | 0.62 |
| REV GROUP INC | Long | Equity-common | US | $3M | 127K | 0.04 |
| REYNOLDS CONSUME (Reynolds Consumer Products Inc) | Long | Equity-common | US | $3M | 113K | 0.04 |
| RH | Long | Equity-common | US | $5M | 22K | 0.07 |
| RINGCENTRAL IN-A (RingCentral Inc) | Long | Equity-common | US | $34M | 1M | 0.42 |
| RLJ LODGING TRUS (RLJ Lodging Trust) | Long | Equity-common | US | $24M | 3M | 0.29 |
| ROBINHOOD MARK-A (Robinhood Markets Inc) | Long | Equity-common | US | $63M | 3M | 0.76 |
| ROBLOX CORP - A | Long | Equity-common | US | $22M | 588K | 0.26 |
| ROKU INC | Long | Equity-common | US | $9M | 142K | 0.10 |
| ROYAL CARIBBEAN (Royal Caribbean Cruises Ltd) | Long | Equity-common | US | $19M | 121K | 0.23 |
| RPM INTL INC (RPM International Inc) | Long | Equity-common | US | $19M | 177K | 0.23 |
| RUSH ENTER-CL A (Rush Enterprises Inc) | Long | Equity-common | US | $13M | 307K | 0.16 |
| RYDER SYSTEM INC | Long | Equity-common | US | $32M | 261K | 0.39 |
| S & T BANCORP (S&T Bancorp Inc) | Long | Equity-common | US | $1M | 42K | 0.02 |
| S&P500 EMINI FUT Sep24 | Derivative-equity | $-43K | – | -0.00 | ||
| SABRA HEALTH CAR (Sabra Health Care REIT Inc) | Long | Equity-common | US | $6M | 375K | 0.07 |
| SAGE THERAPEUTIC (Sage Therapeutics Inc) | Long | Equity-common | US | $6M | 556K | 0.07 |
| SALLY BEAUTY HOL (Sally Beauty Holdings Inc) | Long | Equity-common | US | $3M | 239K | 0.03 |
| SANGAMO THERAPEU (Sangamo Therapeutics Inc) | Long | Equity-common | US | $168K | 468K | 0.00 |
| SANMINA CORP | Long | Equity-common | US | $15M | 229K | 0.18 |
| SAREPTA THERAPEU (Sarepta Therapeutics Inc) | Long | Equity-common | US | $13M | 83K | 0.16 |
| SCOTTS MIRACLE (Scotts Miracle-Gro Co/The) | Long | Equity-common | US | $5M | 77K | 0.06 |
| SEAGATE TECHNOLO (Seagate Technology Holdings PLC) | Long | Equity-common | US | $3M | 29K | 0.04 |
| SEALED AIR CORP | Long | Equity-common | US | $4M | 109K | 0.05 |
| SELECT MEDICAL (Select Medical Holdings Corp) | Long | Equity-common | US | $3M | 98K | 0.04 |
| SENSATA TECHNOLO (Sensata Technologies Holding PLC) | Long | Equity-common | US | $7M | 199K | 0.09 |
| SENSIENT TECHNOL (Sensient Technologies Corp) | Long | Equity-common | US | $2M | 28K | 0.02 |
| SENTINELONE IN-A (SentinelOne Inc) | Long | Equity-common | US | $6M | 307K | 0.08 |
| SHAKE SHACK IN-A (Shake Shack Inc) | Long | Equity-common | US | $7M | 82K | 0.09 |
| SIGNET JEWELERS (Signet Jewelers Ltd) | Long | Equity-common | US | $4M | 41K | 0.04 |
| SIMMONS FIRST -A (Simmons First National Corp) | Long | Equity-common | US | $3M | 152K | 0.03 |
| SIMPLY GOOD FOOD (Simply Good Foods Co/The) | Long | Equity-common | US | $17M | 458K | 0.20 |
| SKYLINE CHAMPION (Skyline Champion Corp) | Long | Equity-common | US | $3M | 41K | 0.03 |
| SKYWEST INC | Long | Equity-common | US | $29M | 350K | 0.35 |
| SL GREEN REALTY (SL Green Realty Corp) | Long | Equity-common | US | $4M | 68K | 0.05 |
| SLM CORP | Long | Equity-common | US | $34M | 2M | 0.41 |
| SM ENERGY CO | Long | Equity-common | US | $29M | 662K | 0.35 |
| SMART GLOBAL HOL (SMART Global Holdings Inc) | Long | Equity-common | US | $23M | 1M | 0.28 |
| SMARTSHEET INC-A | Long | Equity-common | US | $10M | 222K | 0.12 |
| SNAP INC - A | Long | Equity-common | US | $23M | 1M | 0.27 |
| SONOCO PRODUCTS (Sonoco Products Co) | Long | Equity-common | US | $13M | 253K | 0.16 |
| SPX TECHNOLOGIES (SPX Technologies Inc) | Long | Equity-common | US | $2M | 16K | 0.03 |
| SS&C TECHNOLOGIE (SS&C Technologies Holdings Inc) | Long | Equity-common | US | $31M | 487K | 0.37 |
| STATE ST CORP (State Street Corp) | Long | Equity-common | US | $4M | 55K | 0.05 |
| STEEL DYNAMICS (Steel Dynamics Inc) | Long | Equity-common | US | $41M | 316K | 0.49 |
| STEELCASE INC-A | Long | Equity-common | US | $5M | 361K | 0.06 |
| STERLING INFRAST (Sterling Infrastructure Inc) | Long | Equity-common | US | $4M | 31K | 0.04 |
| STIFEL FINANCIAL (Stifel Financial Corp) | Long | Equity-common | US | $28M | 329K | 0.33 |
| STRATEGIC EDUCAT (Strategic Education Inc) | Long | Equity-common | US | $2M | 16K | 0.02 |
| SUPERNUS PHARMAC (Supernus Pharmaceuticals Inc) | Long | Equity-common | US | $2M | 63K | 0.02 |
| SYLVAMO CORP | Long | Equity-common | US | $6M | 87K | 0.07 |
| SYNCHRONY FINANC (Synchrony Financial) | Long | Equity-common | US | $13M | 281K | 0.16 |
| TAPESTRY INC | Long | Equity-common | US | $14M | 329K | 0.17 |
| TAYLOR MORRISON (Taylor Morrison Home Corp) | Long | Equity-common | US | $28M | 498K | 0.33 |
| TD SYNNEX CORP | Long | Equity-common | US | $45M | 386K | 0.54 |
| TELADOC HEALTH I (Teladoc Health Inc) | Long | Equity-common | US | $2M | 160K | 0.02 |
| TELEPHONE & DATA (Telephone and Data Systems Inc) | Long | Equity-common | US | $12M | 569K | 0.14 |
| TENET HEALTHCARE (Tenet Healthcare Corp) | Long | Equity-common | US | $58M | 435K | 0.70 |
| TENNANT CO | Long | Equity-common | US | $5M | 46K | 0.05 |
| TERADATA CORP | Long | Equity-common | US | $25M | 732K | 0.31 |
| TEREX CORP | Long | Equity-common | US | $22M | 400K | 0.26 |
| TEXAS ROADHOUS (Texas Roadhouse Inc) | Long | Equity-common | US | $7M | 39K | 0.08 |
| TEXTRON INC | Long | Equity-common | US | $59M | 685K | 0.71 |
| THE BUCKLE INC (Buckle Inc/The) | Long | Equity-common | US | $12M | 325K | 0.14 |
| TOLL BROTHERS (Toll Brothers Inc) | Long | Equity-common | US | $27M | 231K | 0.32 |
| TRADEWEB MARKE-A (Tradeweb Markets Inc) | Long | Equity-common | US | $24M | 224K | 0.29 |
| TRAVEL + LEISURE (Travel + Leisure Co) | Long | Equity-common | US | $31M | 682K | 0.37 |
| TRAVERE THERAPEU (Travere Therapeutics Inc) | Long | Equity-common | US | $7M | 878K | 0.09 |
| TRI POINTE HOMES (Tri Pointe Homes Inc) | Long | Equity-common | US | $23M | 608K | 0.27 |
| TRIPADVISOR INC | Long | Equity-common | US | $20M | 1M | 0.25 |
| TRUEBLUE INC | Long | Equity-common | US | $4M | 361K | 0.04 |
| TWILIO INC - A | Long | Equity-common | US | $33M | 579K | 0.40 |
| UDR INC | Long | Equity-common | US | $2M | 42K | 0.02 |
| UFP INDUSTRIES I (UFP Industries Inc) | Long | Equity-common | US | $32M | 285K | 0.38 |
| UGI CORP | Long | Equity-common | US | $23M | 1M | 0.28 |
| ULTA BEAUTY INC | Long | Equity-common | US | $11M | 27K | 0.13 |
| ULTRA CLEAN HOLD (Ultra Clean Holdings Inc) | Long | Equity-common | US | $12M | 238K | 0.14 |
| ULTRAGENYX PHARM (Ultragenyx Pharmaceutical Inc) | Long | Equity-common | US | $31M | 758K | 0.38 |
| UNISYS CORP | Long | Equity-common | US | $4M | 1M | 0.05 |
| UNITED AIRLINES (United Airlines Holdings Inc) | Long | Equity-common | US | $11M | 231K | 0.14 |
| UNITED NATURAL (United Natural Foods Inc) | Long | Equity-common | US | $5M | 399K | 0.06 |
| UNITED RENTALS (United Rentals Inc) | Long | Equity-common | US | $9M | 14K | 0.11 |
| UNIVERSAL HEALTH (Universal Health Realty Income Trust) | Long | Equity-common | US | $4M | 95K | 0.04 |
| UNIVERSAL HLTH-B (Universal Health Services Inc) | Long | Equity-common | US | $48M | 257K | 0.57 |
| UNUM GROUP | Long | Equity-common | US | $5M | 107K | 0.07 |
| UPBOUND GROUP IN (Upbound Group Inc) | Long | Equity-common | US | $8M | 261K | 0.10 |
| UPWORK INC | Long | Equity-common | US | $21M | 2M | 0.26 |
| URBAN EDGE P (Urban Edge Properties) | Long | Equity-common | US | $8M | 436K | 0.10 |
| URBAN OUTFITTER (Urban Outfitters Inc) | Long | Equity-common | US | $20M | 491K | 0.24 |
| USANA HEALTH SCI (USANA Health Sciences Inc) | Long | Equity-common | US | $3M | 72K | 0.04 |
| VALVOLINE INC | Long | Equity-common | US | $6M | 142K | 0.07 |
| Vanguard Market Liquidity Fund (Vanguard Cmt Funds-Vanguard Market Liquidity Fund) | Long | Short-term investment vehicle | US | $29M | 29M | 0.35 |
| Vanguard Market Liquidity Fund (Vanguard Cmt Funds-Vanguard Market Liquidity Fund) | Long | Short-term investment vehicle | US | $10M | 98K | 0.12 |
| VECTOR GROUP LTD | Long | Equity-common | US | $5M | 487K | 0.06 |
| VEEVA SYSTEMS-A (Veeva Systems Inc) | Long | Equity-common | US | $12M | 67K | 0.15 |
| VENTAS INC | Long | Equity-common | US | $16M | 303K | 0.19 |
| VENTYX BIOSCIENC (Ventyx Biosciences Inc) | Long | Equity-common | US | $660K | 286K | 0.01 |
| VERALTO CORP | Long | Equity-common | US | $44M | 457K | 0.53 |
| VERINT SYSTEMS (Verint Systems Inc) | Long | Equity-common | US | $5M | 154K | 0.06 |
| VERTIV HOLDING-A (Vertiv Holdings Co) | Long | Equity-common | US | $10M | 119K | 0.12 |
| VESTIS CORP | Long | Equity-common | US | $4M | 311K | 0.05 |
| VIAVI SOLUTIONS (Viavi Solutions Inc) | Long | Equity-common | US | $1M | 195K | 0.02 |
| VIMEO INC | Long | Equity-common | US | $2M | 623K | 0.03 |
| VIR BIOTECHNOLOG (Vir Biotechnology Inc) | Long | Equity-common | US | $5M | 611K | 0.07 |
| VIRTU FINANCIA-A (Virtu Financial Inc) | Long | Equity-common | US | $9M | 407K | 0.11 |
| VISTRA CORP | Long | Equity-common | US | $5M | 53K | 0.05 |
| VITAL FARMS INC | Long | Equity-common | US | $2M | 40K | 0.02 |
| VORNADO RLTY TST (Vornado Realty Trust) | Long | Equity-common | US | $2M | 64K | 0.02 |
| VOYA FINANCIAL I (Voya Financial Inc) | Long | Equity-common | US | $4M | 60K | 0.05 |
| VULCAN MATERIALS (Vulcan Materials Co) | Long | Equity-common | US | $3M | 12K | 0.04 |
| WABASH NATIONAL (Wabash National Corp) | Long | Equity-common | US | $15M | 699K | 0.18 |
| WARBY PARKER-A (Warby Parker Inc) | Long | Equity-common | US | $8M | 476K | 0.09 |
| WARRIOR MET COAL (Warrior Met Coal Inc) | Long | Equity-common | US | $3M | 50K | 0.04 |
| WATTS WATER TE-A (Watts Water Technologies Inc) | Long | Equity-common | US | $13M | 70K | 0.15 |
| WAYFAIR INC- A | Long | Equity-common | US | $14M | 259K | 0.16 |
| WEBSTER FINL (Webster Financial Corp) | Long | Equity-common | US | $29M | 657K | 0.35 |
| WESTERN ALLIANCE (Western Alliance Bancorp) | Long | Equity-common | US | $6M | 89K | 0.07 |
| WESTERN DIGITAL (Western Digital Corp) | Long | Equity-common | US | $29M | 381K | 0.35 |
| WEYERHAEUSER CO | Long | Equity-common | US | $9M | 300K | 0.10 |
| WILEY JOHN&SON-A (John Wiley & Sons Inc) | Long | Equity-common | US | $10M | 243K | 0.12 |
| WINGSTOP INC | Long | Equity-common | US | $28M | 65K | 0.33 |
| WINTRUST FINL (Wintrust Financial Corp) | Long | Equity-common | US | $7M | 70K | 0.08 |
| WK KELLOGG CO | Long | Equity-common | US | $1M | 84K | 0.02 |
| WOODWARD INC | Long | Equity-common | US | $15M | 85K | 0.18 |
| WSFS FINANCIAL (WSFS Financial Corp) | Long | Equity-common | US | $2M | 36K | 0.02 |
| WYNN RESORTS LTD | Long | Equity-common | US | $17M | 186K | 0.20 |
| XENCOR INC | Long | Equity-common | US | $2M | 98K | 0.02 |
| XENIA HOTELS & R (Xenia Hotels & Resorts Inc) | Long | Equity-common | US | $11M | 802K | 0.14 |
| XPO INC | Long | Equity-common | US | $4M | 40K | 0.05 |
| YELP INC | Long | Equity-common | US | $36M | 975K | 0.43 |
| YEXT INC | Long | Equity-common | US | $7M | 1M | 0.08 |
| ZILLOW GRO-C (Zillow Group Inc) | Long | Equity-common | US | $2M | 35K | 0.02 |
| ZIONS BANCORP NA | Long | Equity-common | US | $23M | 523K | 0.27 |
| ZIPRECRUITER INC | Long | Equity-common | US | $7M | 771K | 0.08 |
| ZSCALER INC | Long | Equity-common | US | $13M | 67K | 0.16 |
Address
VANGUARD HORIZON FUNDS
100 VANGUARD BOULEVARD
MALVERN
Pennsylvania
19355
United States of America
Websites
Directors
Mark Loughridge
Andre F. Perold
Emerson U. Fullwood
Scott C. Malpass
Mortimer J. Buckley
Tara Bunch
Grant Reid
David Thomas
Peter F. Volanakis
Sarah Bloom Raskin
F. Joseph Loughrey
Deanna Mulligan
Transfer Agents
The Vanguard Group, Inc.
Pricing Services
ITG Analytics Inc
Refinitiv US LLC
Markit Group Limited
JPMorgan Chase Bank
ICE Data Pricing and Reference Data LLC
Bloomberg Finance LP
Markit North America INC
Custodians
State Street Bank and Trust Company
State Street Bank and Trust Company, United Kingdom branch
State Street Trust Company Canada
Euroclear Bank S.A./N.V.
Shareholder Servicing Agents
The Vanguard Group, Inc.
Admins
THE VANGUARD GROUP, INC.
State Street Bank and Trust Company
Brokers
Robert W. Baird & Co. Incorporated
RBC Capital Markets, LLC
Credit Suisse Securities (USA) LLC
Goldman Sachs & Co. LLC
Sanford C. Bernstein & Co., LLC
Jefferies LLC
ROSENBLATT SECURITIES INC.
Morgan Stanley & Co. LLC
GUZMAN & COMPANY
BMO Capital Markets Corp.