The Vanguard Group, Inc. > VANGUARD INDEX FUNDS
VANGUARD SMALL-CAP VALUE INDEX FUND
$47.90B
Avg Monthly Net Assets
$53.30B
Total Assets
$741.09M
Total Liabilities
$52.56B
Net Assets
VANGUARD SMALL-CAP VALUE INDEX FUND is an Exchange-Traded Fund in VANGUARD INDEX FUNDS
from The Vanguard Group, Inc.,
based in Pennsylvania,
United States of America.
The fund has four share classes
and monthly net assets of $47.90B.
On August 27th, 2024 it reported 857 holdings, the largest
being Vanguard Cmt Funds-Vanguard Market Liquidity Fund (1.1%), Booz Allen Hamilton Holding Corp (0.6%) and Carlisle Cos Inc (0.6%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Exchange | Ticker | Monthly Returns (2 years) |
|---|---|---|---|---|
| Admiral Shares | C000105305 | VSIAX | ||
| ETF Shares | C000007804 | ARCX | VBR | |
| Institutional Shares | C000007803 | VSIIX | ||
| Investor Shares | C000007802 | VISVX |
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 |
|---|---|---|---|---|---|---|
| AAR CORP | Long | Equity-common | US | $41M | 570K | 0.08 |
| ABERCROMBIE & FI (Abercrombie & Fitch Co) | Long | Equity-common | US | $154M | 864K | 0.29 |
| ABM INDUSTRIES (ABM Industries Inc) | Long | Equity-common | US | $54M | 1M | 0.10 |
| ACADEMY SPORTS & (Academy Sports & Outdoors Inc) | Long | Equity-common | US | $67M | 1M | 0.13 |
| ACADIA HEALTHCAR (Acadia Healthcare Co Inc) | Long | Equity-common | US | $101M | 1M | 0.19 |
| ACADIA REALTY (Acadia Realty Trust) | Long | Equity-common | US | $31M | 2M | 0.06 |
| ACUITY BRANDS (Acuity Brands Inc) | Long | Equity-common | US | $126M | 522K | 0.24 |
| ACUSHNET HOLDING (Acushnet Holdings Corp) | Long | Equity-common | US | $31M | 481K | 0.06 |
| ADEIA INC | Long | Equity-common | US | $20M | 2M | 0.04 |
| ADT INC | Long | Equity-common | US | $50M | 7M | 0.09 |
| ADTALEM GLOBAL E (Adtalem Global Education Inc) | Long | Equity-common | US | $41M | 605K | 0.08 |
| ADVANCE AUTO PAR (Advance Auto Parts Inc) | Long | Equity-common | US | $64M | 1M | 0.12 |
| AECOM | Long | Equity-common | US | $203M | 2M | 0.39 |
| AES CORP (AES Corp/The) | Long | Equity-common | US | $106M | 6M | 0.20 |
| AFFIL MANAGERS (Affiliated Managers Group Inc) | Long | Equity-common | US | $84M | 540K | 0.16 |
| AGCO CORP | Long | Equity-common | US | $105M | 1M | 0.20 |
| AGNC INVESTMENT (AGNC Investment Corp) | Long | Equity-common | US | $117M | 12M | 0.22 |
| AGREE REALTY (Agree Realty Corp) | Long | Equity-common | US | $106M | 2M | 0.20 |
| AIR LEASE C (Air Lease Corp) | Long | Equity-common | US | $85M | 2M | 0.16 |
| AIR TRANSPORT SE (Air Transport Services Group Inc) | Long | Equity-common | US | $15M | 1M | 0.03 |
| ALASKA AIR GROUP (Alaska Air Group Inc) | Long | Equity-common | US | $87M | 2M | 0.17 |
| ALBANY INTL CORP (Albany International Corp) | Long | Equity-common | US | $45M | 529K | 0.08 |
| ALBERTSONS COS-A (Albertsons Cos Inc) | Long | Equity-common | US | $116M | 6M | 0.22 |
| ALCOA CORP | Long | Equity-common | US | $121M | 3M | 0.23 |
| ALEXANDER & BALD (Alexander & Baldwin Inc) | Long | Equity-common | US | $21M | 1M | 0.04 |
| ALEXANDER'S INC | Long | Equity-common | US | $4M | 17K | 0.01 |
| ALIGHT INC-CL A | Long | Equity-common | US | $52M | 7M | 0.10 |
| ALLEGION PLC | Long | Equity-common | US | $175M | 1M | 0.33 |
| ALLETE INC | Long | Equity-common | US | $61M | 977K | 0.12 |
| ALLISON TRANSMIS (Allison Transmission Holdings Inc) | Long | Equity-common | US | $112M | 1M | 0.21 |
| ALLY FINANCIAL I (Ally Financial Inc) | Long | Equity-common | US | $184M | 5M | 0.35 |
| ALTICE USA INC-A | Long | Equity-common | US | $8M | 4M | 0.01 |
| AMBAC FINANCIAL (Ambac Financial Group Inc) | Long | Equity-common | US | $9M | 728K | 0.02 |
| AMC ENTERTAINMEN (AMC Entertainment Holdings Inc) | Long | Equity-common | US | $12M | 3M | 0.02 |
| AMC NETWORKS-A (AMC Networks Inc) | Long | Equity-common | US | $5M | 522K | 0.01 |
| AMEDISYS INC | Long | Equity-common | US | $51M | 553K | 0.10 |
| AMER AXLE & MFG (American Axle & Manufacturing Holdings Inc) | Long | Equity-common | US | $13M | 2M | 0.03 |
| AMER EAGLE OUTF (American Eagle Outfitters Inc) | Long | Equity-common | US | $60M | 3M | 0.11 |
| AMER FINL GROUP (American Financial Group Inc/OH) | Long | Equity-common | US | $149M | 1M | 0.28 |
| AMER STATES WATE (American States Water Co) | Long | Equity-common | US | $46M | 630K | 0.09 |
| AMER WOODMARK CO (American Woodmark Corp) | Long | Equity-common | US | $11M | 134K | 0.02 |
| AMERICAN AIRLINE (American Airlines Group Inc) | Long | Equity-common | US | $125M | 11M | 0.24 |
| AMERICAN ASSETS (American Assets Trust Inc) | Long | Equity-common | US | $17M | 773K | 0.03 |
| AMERIS BANCORP | Long | Equity-common | US | $56M | 1M | 0.11 |
| AMKOR TECH INC (Amkor Technology Inc) | Long | Equity-common | US | $75M | 2M | 0.14 |
| AMN HEALTHCARE (AMN Healthcare Services Inc) | Long | Equity-common | US | $33M | 643K | 0.06 |
| AMNEAL PHARM INC (Amneal Pharmaceuticals Inc) | Long | Equity-common | US | $15M | 2M | 0.03 |
| ANDERSONS INC (Andersons Inc/The) | Long | Equity-common | US | $27M | 548K | 0.05 |
| ANNALY CAPITAL M (Annaly Capital Management Inc) | Long | Equity-common | US | $162M | 8M | 0.31 |
| ANTERO MIDSTREAM (Antero Midstream Corp) | Long | Equity-common | US | $84M | 6M | 0.16 |
| ANTERO RESOURCES (Antero Resources Corp) | Long | Equity-common | US | $82M | 3M | 0.16 |
| ANYWHERE REAL ES (Anywhere Real Estate Inc) | Long | Equity-common | US | $3M | 797K | 0.01 |
| APA CORP | Long | Equity-common | US | $185M | 6M | 0.35 |
| APARTMENT INVEST (Apartment Investment and Management Co) | Long | Equity-common | US | $18M | 2M | 0.03 |
| API GROUP CORP | Long | Equity-common | US | $157M | 4M | 0.30 |
| APOGEE ENTERPR (Apogee Enterprises Inc) | Long | Equity-common | US | $24M | 375K | 0.04 |
| APOLLO COMMERCIA (Apollo Commercial Real Estate Finance Inc) | Long | Equity-common | US | $24M | 2M | 0.04 |
| APPLE HOSPITALIT (Apple Hospitality REIT Inc) | Long | Equity-common | US | $54M | 4M | 0.10 |
| APPLIED INDU TEC (Applied Industrial Technologies Inc) | Long | Equity-common | US | $127M | 654K | 0.24 |
| APTARGROUP INC | Long | Equity-common | US | $158M | 1M | 0.30 |
| ARAMARK | Long | Equity-common | US | $152M | 4M | 0.29 |
| ARBOR REALTY TRU (Arbor Realty Trust Inc) | Long | Equity-common | US | $44M | 3M | 0.08 |
| ARCBEST CORP | Long | Equity-common | US | $40M | 377K | 0.08 |
| ARCH RESOURCES I (Arch Resources Inc) | Long | Equity-common | US | $45M | 294K | 0.09 |
| ARCHROCK INC | Long | Equity-common | US | $51M | 3M | 0.10 |
| ARCOSA INC | Long | Equity-common | US | $69M | 823K | 0.13 |
| ARMOUR RESIDENTI (ARMOUR Residential REIT Inc) | Long | Equity-common | US | $16M | 826K | 0.03 |
| ARROW ELECTRONIC (Arrow Electronics Inc) | Long | Equity-common | US | $109M | 902K | 0.21 |
| ARTISAN PARTNE-A (Artisan Partners Asset Management Inc) | Long | Equity-common | US | $46M | 1M | 0.09 |
| ASBURY AUTO GRP (Asbury Automotive Group Inc) | Long | Equity-common | US | $78M | 342K | 0.15 |
| ASGN INC | Long | Equity-common | US | $65M | 739K | 0.12 |
| ASHLAND INC | Long | Equity-common | US | $76M | 806K | 0.14 |
| ASSETMARK FINANC (AssetMark Financial Holdings Inc) | Long | Equity-common | US | $7M | 189K | 0.01 |
| ASSOC BANC-CORP (Associated Banc-Corp) | Long | Equity-common | US | $51M | 2M | 0.10 |
| ASSOCIATED CAP-A (Associated Capital Group Inc) | Long | Equity-common | US | $659K | 19K | 0.00 |
| ASSURANT INC | Long | Equity-common | US | $146M | 880K | 0.28 |
| ASSURED GUARANTY (Assured Guaranty Ltd) | Long | Equity-common | US | $68M | 876K | 0.13 |
| ASTEC INDUSTRIES (Astec Industries Inc) | Long | Equity-common | US | $11M | 386K | 0.02 |
| ATKORE INC | Long | Equity-common | US | $83M | 617K | 0.16 |
| ATLANTIC UNION B (Atlantic Union Bankshares Corp) | Long | Equity-common | US | $50M | 2M | 0.10 |
| ATMOS ENERGY (Atmos Energy Corp) | Long | Equity-common | US | $276M | 2M | 0.53 |
| ATMUS FILTRATION (Atmus Filtration Technologies Inc) | Long | Equity-common | US | $41M | 1M | 0.08 |
| AURORA INNOVATIO (Aurora Innovation Inc) | Long | Equity-common | US | $36M | 13M | 0.07 |
| AUTONATION INC | Long | Equity-common | US | $87M | 546K | 0.17 |
| AVANOS MEDICAL I (Avanos Medical Inc) | Long | Equity-common | US | $15M | 777K | 0.03 |
| AVIDXCHANGE HLDG (AvidXchange Holdings Inc) | Long | Equity-common | US | $17M | 1M | 0.03 |
| AVIENT CORP | Long | Equity-common | US | $67M | 2M | 0.13 |
| AVIS BUDGET GROU (Avis Budget Group Inc) | Long | Equity-common | US | $28M | 272K | 0.05 |
| AVISTA CORP | Long | Equity-common | US | $46M | 1M | 0.09 |
| AVNET INC | Long | Equity-common | US | $79M | 2M | 0.15 |
| AXALTA COATING S (Axalta Coating Systems Ltd) | Long | Equity-common | US | $128M | 4M | 0.24 |
| AXIS CAPITAL (Axis Capital Holdings Ltd) | Long | Equity-common | US | $91M | 1M | 0.17 |
| AXOS FINANCIAL I (Axos Financial Inc) | Long | Equity-common | US | $47M | 820K | 0.09 |
| AZENTA INC | Long | Equity-common | US | $46M | 868K | 0.09 |
| AZZ INC | Long | Equity-common | US | $37M | 480K | 0.07 |
| B&G FOODS INC | Long | Equity-common | US | $10M | 1M | 0.02 |
| BANCFIRST CORP | Long | Equity-common | US | $27M | 307K | 0.05 |
| BANK OF HAWAII (Bank of Hawaii Corp) | Long | Equity-common | US | $38M | 672K | 0.07 |
| BANK OZK | Long | Equity-common | US | $79M | 2M | 0.15 |
| BANKUNITED INC | Long | Equity-common | US | $37M | 1M | 0.07 |
| BANNER CORPORATI | Long | Equity-common | US | $29M | 583K | 0.06 |
| BARNES GROUP INC | Long | Equity-common | US | $34M | 816K | 0.06 |
| Bath & Body Works Inc | Long | Equity-common | US | $148M | 4M | 0.28 |
| BEACON ROOFING S (Beacon Roofing Supply Inc) | Long | Equity-common | US | $97M | 1M | 0.19 |
| BELDEN INC | Long | Equity-common | US | $65M | 689K | 0.12 |
| BENCHMARK ELECTR (Benchmark Electronics Inc) | Long | Equity-common | US | $23M | 580K | 0.04 |
| BERKSHIRE HILLS (Berkshire Hills Bancorp Inc) | Long | Equity-common | US | $17M | 733K | 0.03 |
| BERRY GLOBAL GRO (Berry Global Group Inc) | Long | Equity-common | US | $108M | 2M | 0.21 |
| BGC GROUP INC-A | Long | Equity-common | US | $51M | 6M | 0.10 |
| BIO-RAD LABS-A (Bio-Rad Laboratories Inc) | Long | Equity-common | US | $92M | 338K | 0.18 |
| BIOHAVEN LTD | Long | Equity-common | US | $42M | 1M | 0.08 |
| BJ'S RESTAURANTS (BJ's Restaurants Inc) | Long | Equity-common | US | $7M | 188K | 0.01 |
| BJ'S WHOLESALE C (BJ's Wholesale Club Holdings Inc) | Long | Equity-common | US | $197M | 2M | 0.38 |
| BLACK HILLS CORP | Long | Equity-common | US | $63M | 1M | 0.12 |
| BLACKBAUD INC | Long | Equity-common | US | $33M | 437K | 0.06 |
| BLACKSTONE MOR-A (Blackstone Mortgage Trust Inc) | Long | Equity-common | US | $40M | 2M | 0.08 |
| BLOOMIN' BRANDS (Bloomin' Brands Inc) | Long | Equity-common | US | $28M | 1M | 0.05 |
| BOISE CASCADE CO | Long | Equity-common | US | $80M | 669K | 0.15 |
| BOK FINL CORP (BOK Financial Corp) | Long | Equity-common | US | $35M | 382K | 0.07 |
| BOOZ ALLEN HAMIL (Booz Allen Hamilton Holding Corp) | Long | Equity-common | US | $337M | 2M | 0.64 |
| BORGWARNER INC | Long | Equity-common | US | $124M | 4M | 0.24 |
| BOSTON PROPERTIE (Boston Properties Inc) | Long | Equity-common | US | $147M | 2M | 0.28 |
| BRADY CORP - A | Long | Equity-common | US | $47M | 707K | 0.09 |
| BRANDYWINE RLTY (Brandywine Realty Trust) | Long | Equity-common | US | $12M | 3M | 0.02 |
| BRC INC-A | Long | Equity-common | US | $5M | 855K | 0.01 |
| BREAD FINANCIAL (Bread Financial Holdings Inc) | Long | Equity-common | US | $37M | 840K | 0.07 |
| BRIDGE INVESTM-A (Bridge Investment Group Holdings Inc) | Long | Equity-common | US | $5M | 634K | 0.01 |
| BRIGHTHOUSE FINA (Brighthouse Financial Inc) | Long | Equity-common | US | $46M | 1M | 0.09 |
| BRIGHTSPIRE CAPI (BrightSpire Capital Inc) | Long | Equity-common | US | $13M | 2M | 0.02 |
| BRIGHTSPRING HEA (BrightSpring Health Services Inc) | Long | Equity-common | US | $10M | 870K | 0.02 |
| BRIGHTVIEW HOLDI (BrightView Holdings Inc) | Long | Equity-common | US | $13M | 960K | 0.02 |
| BRINK'S CO/THE | Long | Equity-common | US | $73M | 715K | 0.14 |
| BRINKER INTL (Brinker International Inc) | Long | Equity-common | US | $55M | 753K | 0.10 |
| BRIXMOR PROPERTY (Brixmor Property Group Inc) | Long | Equity-common | US | $118M | 5M | 0.22 |
| BROADSTONE NET (Broadstone Net Lease Inc) | Long | Equity-common | US | $51M | 3M | 0.10 |
| BROOKDALE SR (Brookdale Senior Living Inc) | Long | Equity-common | US | $21M | 3M | 0.04 |
| BROOKLINE BANCRP (Brookline Bancorp Inc) | Long | Equity-common | US | $12M | 1M | 0.02 |
| BROWN & BROWN (Brown & Brown Inc) | Long | Equity-common | US | $173M | 2M | 0.33 |
| BRUNSWICK CORP (Brunswick Corp/DE) | Long | Equity-common | US | $83M | 1M | 0.16 |
| BUILDERS FIRSTSO (Builders FirstSource Inc) | Long | Equity-common | US | $286M | 2M | 0.54 |
| BUMBLE INC-A | Long | Equity-common | US | $17M | 2M | 0.03 |
| BUNGE GLOBAL SA | Long | Equity-common | US | $256M | 2M | 0.49 |
| CABLE ONE INC | Long | Equity-common | US | $13M | 38K | 0.03 |
| CABOT CORP | Long | Equity-common | US | $86M | 936K | 0.16 |
| CACI INTL-A (CACI International Inc) | Long | Equity-common | US | $162M | 378K | 0.31 |
| CADENCE BANK | Long | Equity-common | US | $87M | 3M | 0.17 |
| CALERES INC | Long | Equity-common | US | $10M | 283K | 0.02 |
| CALIFORNIA RESOU (California Resources Corp) | Long | Equity-common | US | $62M | 1M | 0.12 |
| CAMDEN PROP TR (Camden Property Trust) | Long | Equity-common | US | $197M | 2M | 0.37 |
| CAMPING WORLD-A (Camping World Holdings Inc) | Long | Equity-common | US | $6M | 343K | 0.01 |
| CANNAE HOLDINGS (Cannae Holdings Inc) | Long | Equity-common | US | $16M | 904K | 0.03 |
| CAPITOL FEDERAL (Capitol Federal Financial Inc) | Long | Equity-common | US | $10M | 2M | 0.02 |
| CAPRI HOLDINGS L (Capri Holdings Ltd) | Long | Equity-common | US | $65M | 2M | 0.12 |
| CARETRUST REI (CareTrust REIT Inc) | Long | Equity-common | US | $30M | 1M | 0.06 |
| CARLISLE COS INC | Long | Equity-common | US | $327M | 806K | 0.62 |
| CARLYLE GROUP IN (Carlyle Group Inc/The) | Long | Equity-common | US | $159M | 4M | 0.30 |
| CARMAX INC | Long | Equity-common | US | $195M | 3M | 0.37 |
| CARS.COM INC | Long | Equity-common | US | $21M | 1M | 0.04 |
| CARTER'S INC | Long | Equity-common | US | $36M | 587K | 0.07 |
| CATALENT INC | Long | Equity-common | US | $82M | 1M | 0.16 |
| CATHAY GENERAL B (Cathay General Bancorp) | Long | Equity-common | US | $44M | 1M | 0.08 |
| CCC INTELLIGENT (CCC Intelligent Solutions Holdings Inc) | Long | Equity-common | US | $81M | 7M | 0.15 |
| CENTERSPACE | Long | Equity-common | US | $17M | 253K | 0.03 |
| CENTRAL GARDEN (Central Garden & Pet Co) | Long | Equity-common | US | $5M | 141K | 0.01 |
| CENTRAL GARDEN-A (Central Garden & Pet Co) | Long | Equity-common | US | $28M | 848K | 0.05 |
| CERENCE INC | Long | Equity-common | US | $954K | 337K | 0.00 |
| CG ONCOLOGY INC | Long | Equity-common | US | $12M | 394K | 0.02 |
| CH ROBINSON (CH Robinson Worldwide Inc) | Long | Equity-common | US | $166M | 2M | 0.32 |
| CHEESECAKE FACTO (Cheesecake Factory Inc/The) | Long | Equity-common | US | $31M | 777K | 0.06 |
| CHEGG INC | Long | Equity-common | US | $3M | 825K | 0.00 |
| CHEMOURS CO (Chemours Co/The) | Long | Equity-common | US | $57M | 3M | 0.11 |
| CHESAPEAKE ENERG (Chesapeake Energy Corp) | Long | Equity-common | US | $173M | 2M | 0.33 |
| CHIMERA INV CORP (Chimera Investment Corp) | Long | Equity-common | US | $17M | 1M | 0.03 |
| CHORD ENERGY COR (Chord Energy Corp) | Long | Equity-common | US | $168M | 1M | 0.32 |
| CINEMARK HOLDING (Cinemark Holdings Inc) | Long | Equity-common | US | $40M | 2M | 0.08 |
| CIRRUS LOGIC INC | Long | Equity-common | US | $116M | 907K | 0.22 |
| CITY HOLDING CO | Long | Equity-common | US | $25M | 238K | 0.05 |
| CLAROS MORTGAGE (Claros Mortgage Trust Inc) | Long | Equity-common | US | $16M | 2M | 0.03 |
| CLEAR CHANNEL OU (Clear Channel Outdoor Holdings Inc) | Long | Equity-common | US | $7M | 5M | 0.01 |
| CLEARWAY ENERG-A (Clearway Energy Inc) | Long | Equity-common | US | $13M | 580K | 0.02 |
| CLEARWAY ENERG-C (Clearway Energy Inc) | Long | Equity-common | US | $35M | 1M | 0.07 |
| CLEVELAND-CLIFFS (Cleveland-Cliffs Inc) | Long | Equity-common | US | $124M | 8M | 0.24 |
| CNO FINANCIAL GR (CNO Financial Group Inc) | Long | Equity-common | US | $48M | 2M | 0.09 |
| CNX RESOURCES CO (CNX Resources Corp) | Long | Equity-common | US | $60M | 2M | 0.11 |
| COEUR MINING INC | Long | Equity-common | US | $34M | 6M | 0.07 |
| COHERENT CORP | Long | Equity-common | US | $94M | 1M | 0.18 |
| COLUMBIA BANKING (Columbia Banking System Inc) | Long | Equity-common | US | $71M | 4M | 0.13 |
| COLUMBIA FINANCI (Columbia Financial Inc) | Long | Equity-common | US | $7M | 444K | 0.01 |
| COMERICA INC | Long | Equity-common | US | $115M | 2M | 0.22 |
| COMMERCE BCSHS (Commerce Bancshares Inc/MO) | Long | Equity-common | US | $110M | 2M | 0.21 |
| COMMERCIAL METAL (Commercial Metals Co) | Long | Equity-common | US | $108M | 2M | 0.21 |
| COMMUNITY FINANC (Community Financial System Inc) | Long | Equity-common | US | $42M | 894K | 0.08 |
| COMPASS DIVERSIF (Compass Diversified Holdings) | Long | Equity-common | US | $23M | 1M | 0.04 |
| COMPASS INC - A | Long | Equity-common | US | $30M | 8M | 0.06 |
| COMPASS MINERALS (Compass Minerals International Inc) | Long | Equity-common | US | $7M | 699K | 0.01 |
| CONCENTRIX CORP | Long | Equity-common | US | $60M | 950K | 0.11 |
| CONDUENT INC | Long | Equity-common | US | $8M | 3M | 0.02 |
| COPT DEFENSE PRO (COPT Defense Properties) | Long | Equity-common | US | $48M | 2M | 0.09 |
| CORE LABORATORIE (Core Laboratories Inc) | Long | Equity-common | US | $8M | 397K | 0.02 |
| CORECIVIC INC | Long | Equity-common | US | $23M | 2M | 0.04 |
| COTY INC-CL A | Long | Equity-common | US | $59M | 6M | 0.11 |
| COUCHBASE INC | Long | Equity-common | US | $12M | 637K | 0.02 |
| COUSINS PROP (Cousins Properties Inc) | Long | Equity-common | US | $60M | 3M | 0.11 |
| CRACKER BARREL (Cracker Barrel Old Country Store Inc) | Long | Equity-common | US | $16M | 376K | 0.03 |
| CRANE CO | Long | Equity-common | US | $119M | 823K | 0.23 |
| CRANE NXT CO | Long | Equity-common | US | $51M | 822K | 0.10 |
| CRESCENT ENERG-A (Crescent Energy Co) | Long | Equity-common | US | $20M | 2M | 0.04 |
| CRICUT INC- A | Long | Equity-common | US | $5M | 783K | 0.01 |
| CROWN HOLDINGS I (Crown Holdings Inc) | Long | Equity-common | US | $152M | 2M | 0.29 |
| CSG SYSTEMS INTL (CSG Systems International Inc) | Long | Equity-common | US | $20M | 478K | 0.04 |
| CULLEN/FROST (Cullen/Frost Bankers Inc) | Long | Equity-common | US | $100M | 979K | 0.19 |
| CUSHMAN & WAKEFI (Cushman & Wakefield PLC) | Long | Equity-common | US | $38M | 4M | 0.07 |
| CVB FINANCIAL (CVB Financial Corp) | Long | Equity-common | US | $39M | 2M | 0.07 |
| CVR ENERGY INC | Long | Equity-common | US | $16M | 596K | 0.03 |
| DANA INC | Long | Equity-common | US | $27M | 2M | 0.05 |
| DAVITA INC | Long | Equity-common | US | $113M | 817K | 0.22 |
| DAY ONE BIOPHARM (Day One Biopharmaceuticals Inc) | Long | Equity-common | US | $7M | 518K | 0.01 |
| DELEK US HOLDING (Delek US Holdings Inc) | Long | Equity-common | US | $26M | 1M | 0.05 |
| DELUXE CORP | Long | Equity-common | US | $17M | 746K | 0.03 |
| DENTSPLY SIRONA (DENTSPLY SIRONA Inc) | Long | Equity-common | US | $88M | 4M | 0.17 |
| DESIGNER BRAND-A (Designer Brands Inc) | Long | Equity-common | US | $2M | 361K | 0.00 |
| DIAMONDROCK HOSP (DiamondRock Hospitality Co) | Long | Equity-common | US | $29M | 3M | 0.05 |
| DICK'S SPORTING (Dick's Sporting Goods Inc) | Long | Equity-common | US | $145M | 677K | 0.28 |
| DIGITALBRIDGE GR (DigitalBridge Group Inc) | Long | Equity-common | US | $20M | 1M | 0.04 |
| DILLARDS INC-A (Dillard's Inc) | Long | Equity-common | US | $23M | 52K | 0.04 |
| DINE BRANDS GLOB (Dine Brands Global Inc) | Long | Equity-common | US | $9M | 248K | 0.02 |
| DNOW INC | Long | Equity-common | US | $25M | 2M | 0.05 |
| DONALDSON CO INC | Long | Equity-common | US | $146M | 2M | 0.28 |
| DOUGLAS EMMETT (Douglas Emmett Inc) | Long | Equity-common | US | $38M | 3M | 0.07 |
| DT MIDSTREAM (DT Midstream Inc) | Long | Equity-common | US | $117M | 2M | 0.22 |
| DUCKHORN PORTFOL (Duckhorn Portfolio Inc/The) | Long | Equity-common | US | $6M | 871K | 0.01 |
| DUN & BRADSTREET (Dun & Bradstreet Holdings Inc) | Long | Equity-common | US | $52M | 6M | 0.10 |
| DXC TECHNOLOGY C (DXC Technology Co) | Long | Equity-common | US | $58M | 3M | 0.11 |
| DYCOM INDS (Dycom Industries Inc) | Long | Equity-common | US | $39M | 234K | 0.08 |
| E-Mini Russ 2000 Sep24 | Derivative-equity | $1M | – | 0.00 | ||
| E2OPEN PARENT HO (E2open Parent Holdings Inc) | Long | Equity-common | US | $16M | 4M | 0.03 |
| EAGLE BANCRP INC (Eagle Bancorp Inc) | Long | Equity-common | US | $5M | 244K | 0.01 |
| EAST WEST BNCRP (East West Bancorp Inc) | Long | Equity-common | US | $173M | 2M | 0.33 |
| EASTERN BANKSHAR (Eastern Bankshares Inc) | Long | Equity-common | US | $38M | 3M | 0.07 |
| EASTGROUP PROP (EastGroup Properties Inc) | Long | Equity-common | US | $139M | 815K | 0.26 |
| EASTMAN CHEMICAL (Eastman Chemical Co) | Long | Equity-common | US | $195M | 2M | 0.37 |
| ECHOSTAR CORP-A | Long | Equity-common | US | $36M | 2M | 0.07 |
| ECOVYST INC | Long | Equity-common | US | $16M | 2M | 0.03 |
| EDGEWELL PERSONA (Edgewell Personal Care Co) | Long | Equity-common | US | $34M | 839K | 0.06 |
| ELANCO ANIMAL HE (Elanco Animal Health Inc) | Long | Equity-common | US | $121M | 8M | 0.23 |
| ELEMENT SOLUTION (Element Solutions Inc) | Long | Equity-common | US | $100M | 4M | 0.19 |
| ELME COMMUNITIES | Long | Equity-common | US | $24M | 1M | 0.05 |
| EMBECTA CORP | Long | Equity-common | US | $12M | 977K | 0.02 |
| EMCOR GROUP INC | Long | Equity-common | US | $291M | 796K | 0.55 |
| EMPIRE STATE REA (Empire State Realty Trust Inc) | Long | Equity-common | US | $21M | 2M | 0.04 |
| EMPLOYERS HOLDIN (Employers Holdings Inc) | Long | Equity-common | US | $18M | 429K | 0.03 |
| ENACT HOLDINGS I (Enact Holdings Inc) | Long | Equity-common | US | $16M | 533K | 0.03 |
| ENCOMPASS HEALTH (Encompass Health Corp) | Long | Equity-common | US | $146M | 2M | 0.28 |
| ENCORE CAPITAL G (Encore Capital Group Inc) | Long | Equity-common | US | $16M | 381K | 0.03 |
| ENCORE WIRE (Encore Wire Corp) | Long | Equity-common | US | $74M | 254K | 0.14 |
| ENDEAVOR GROUP-A (Endeavor Group Holdings Inc) | Long | Equity-common | US | $31M | 1M | 0.06 |
| ENERGIZER HOLDIN (Energizer Holdings Inc) | Long | Equity-common | US | $36M | 1M | 0.07 |
| ENERSYS | Long | Equity-common | US | $70M | 680K | 0.13 |
| ENOVIS CORP | Long | Equity-common | US | $42M | 929K | 0.08 |
| ENPRO INC | Long | Equity-common | US | $52M | 355K | 0.10 |
| ENSTAR GROUP LTD | Long | Equity-common | US | $63M | 206K | 0.12 |
| ENVIRI CORP | Long | Equity-common | US | $6M | 678K | 0.01 |
| ENVISTA HOLDINGS (Envista Holdings Corp) | Long | Equity-common | US | $48M | 3M | 0.09 |
| EPAM SYSTEMS INC | Long | Equity-common | US | $87M | 465K | 0.17 |
| EPR PROPERTIES | Long | Equity-common | US | $54M | 1M | 0.10 |
| EQUITABLE HOLDIN (Equitable Holdings Inc) | Long | Equity-common | US | $225M | 6M | 0.43 |
| EQUITRANS MIDSTR (Equitrans Midstream Corp) | Long | Equity-common | US | $91M | 7M | 0.17 |
| EQUITY COMMONWEA (Equity Commonwealth) | Long | Equity-common | US | $33M | 2M | 0.06 |
| ESAB CORP | Long | Equity-common | US | $92M | 972K | 0.17 |
| ESCO TECH INC (ESCO Technologies Inc) | Long | Equity-common | US | $46M | 436K | 0.09 |
| ESSENT GROUP LTD | Long | Equity-common | US | $96M | 2M | 0.18 |
| ESSENTIAL UTILIT (Essential Utilities Inc) | Long | Equity-common | US | $156M | 4M | 0.30 |
| EVERCORE INC | Long | Equity-common | US | $122M | 587K | 0.23 |
| EVERGY INC | Long | Equity-common | US | $98M | 2M | 0.19 |
| EVERTEC INC | Long | Equity-common | US | $36M | 1M | 0.07 |
| EW SCRIPPS-A (EW Scripps Co/The) | Long | Equity-common | US | $6K | 2K | 0.00 |
| EXCELERATE ENE-A (Excelerate Energy Inc) | Long | Equity-common | US | $5M | 276K | 0.01 |
| F&G ANNUITIES (F&G Annuities & Life Inc) | Long | Equity-common | US | $12M | 320K | 0.02 |
| F5 INC | Long | Equity-common | US | $171M | 993K | 0.33 |
| FED REALTY INVS (Federal Realty Investment Trust) | Long | Equity-common | US | $142M | 1M | 0.27 |
| FEDERATED HERMES (Federated Hermes Inc) | Long | Equity-common | US | $45M | 1M | 0.09 |
| FIRST ADVANTAGE (First Advantage Corp) | Long | Equity-common | US | $14M | 861K | 0.03 |
| FIRST AMERICAN F (First American Financial Corp) | Long | Equity-common | US | $90M | 2M | 0.17 |
| FIRST BANCORP PR (First BanCorp/Puerto Rico) | Long | Equity-common | US | $49M | 3M | 0.09 |
| FIRST CITIZENS-A (First Citizens BancShares Inc/NC) | Long | Equity-common | US | $308M | 183K | 0.59 |
| FIRST COMMON FIN (First Commonwealth Financial Corp) | Long | Equity-common | US | $23M | 2M | 0.04 |
| FIRST FIN BANCRP (First Financial Bancorp) | Long | Equity-common | US | $34M | 2M | 0.06 |
| FIRST FIN BANKSH (First Financial Bankshares Inc) | Long | Equity-common | US | $61M | 2M | 0.12 |
| FIRST HAWAIIA (First Hawaiian Inc) | Long | Equity-common | US | $45M | 2M | 0.09 |
| FIRST HORIZON CO (First Horizon Corp) | Long | Equity-common | US | $146M | 9M | 0.28 |
| FIRST IND REALTY (First Industrial Realty Trust Inc) | Long | Equity-common | US | $106M | 2M | 0.20 |
| FIRST INTER/MT-A (First Interstate BancSystem Inc) | Long | Equity-common | US | $42M | 2M | 0.08 |
| FIRST MERCHANTS (First Merchants Corp) | Long | Equity-common | US | $33M | 992K | 0.06 |
| FIRSTCASH HOLDIN (FirstCash Holdings Inc) | Long | Equity-common | US | $69M | 655K | 0.13 |
| FLOWERS FOODS (Flowers Foods Inc) | Long | Equity-common | US | $71M | 3M | 0.14 |
| FLOWSERVE CORP | Long | Equity-common | US | $107M | 2M | 0.20 |
| FLUOR CORP | Long | Equity-common | US | $126M | 3M | 0.24 |
| FMC CORP | Long | Equity-common | US | $122M | 2M | 0.23 |
| FNB CORP (FNB Corp/PA) | Long | Equity-common | US | $83M | 6M | 0.16 |
| FOOT LOCKER INC | Long | Equity-common | US | $40M | 2M | 0.08 |
| FORESTAR GROUP (Forestar Group Inc) | Long | Equity-common | US | $10M | 300K | 0.02 |
| FORTREA HOLDINGS (Fortrea Holdings Inc) | Long | Equity-common | US | $35M | 2M | 0.07 |
| FORTUNE BRANDS I (Fortune Brands Innovations Inc) | Long | Equity-common | US | $138M | 2M | 0.26 |
| FORWARD AIR CORP | Long | Equity-common | US | $4M | 202K | 0.01 |
| FRANKLIN BSP REA (Franklin BSP Realty Trust Inc) | Long | Equity-common | US | $17M | 1M | 0.03 |
| FRESH DEL MONTE (Fresh Del Monte Produce Inc) | Long | Equity-common | US | $14M | 649K | 0.03 |
| FRONTIER COMMUNI (Frontier Communications Parent Inc) | Long | Equity-common | US | $110M | 4M | 0.21 |
| FTI CONSULTING (FTI Consulting Inc) | Long | Equity-common | US | $130M | 605K | 0.25 |
| FULTON FINANCIAL (Fulton Financial Corp) | Long | Equity-common | US | $52M | 3M | 0.10 |
| G III APPAREL (G-III Apparel Group Ltd) | Long | Equity-common | US | $18M | 647K | 0.03 |
| GAMESTOP CORP-A | Long | Equity-common | US | $132M | 5M | 0.25 |
| GAMING AND LEISU (Gaming and Leisure Properties Inc) | Long | Equity-common | US | $197M | 4M | 0.38 |
| GAP INC/THE | Long | Equity-common | US | $98M | 4M | 0.19 |
| GATES INDUSTRIAL (Gates Industrial Corp PLC) | Long | Equity-common | US | $56M | 4M | 0.11 |
| GATX CORP | Long | Equity-common | US | $80M | 602K | 0.15 |
| GCM GROSVENOR-A (GCM Grosvenor Inc) | Long | Equity-common | US | $7M | 708K | 0.01 |
| GENPACT LTD | Long | Equity-common | US | $98M | 3M | 0.19 |
| GENWORTH FINANCI (Genworth Financial Inc) | Long | Equity-common | US | $45M | 7M | 0.09 |
| GEO GROUP INC/TH (GEO Group Inc/The) | Long | Equity-common | US | $31M | 2M | 0.06 |
| GETTY REALTY (Getty Realty Corp) | Long | Equity-common | US | $22M | 823K | 0.04 |
| GLACIER BANCORP (Glacier Bancorp Inc) | Long | Equity-common | US | $72M | 2M | 0.14 |
| GLOBAL NET LEASE (Global Net Lease Inc) | Long | Equity-common | US | $29M | 4M | 0.05 |
| GLOBE LIFE INC | Long | Equity-common | US | $128M | 2M | 0.24 |
| GMS INC | Long | Equity-common | US | $54M | 675K | 0.10 |
| GOODYEAR TIRE (Goodyear Tire & Rubber Co/The) | Long | Equity-common | US | $55M | 5M | 0.10 |
| GORMAN-RUPP CO (Gorman-Rupp Co/The) | Long | Equity-common | US | $7M | 178K | 0.01 |
| GRAHAM HOLDING-B (Graham Holdings Co) | Long | Equity-common | US | $37M | 53K | 0.07 |
| GRANITE CONSTR (Granite Construction Inc) | Long | Equity-common | US | $46M | 748K | 0.09 |
| GRAPHIC PACKAGIN (Graphic Packaging Holding Co) | Long | Equity-common | US | $136M | 5M | 0.26 |
| GREENBRIER COS (Greenbrier Cos Inc/The) | Long | Equity-common | US | $25M | 501K | 0.05 |
| GREIF INC-CL A | Long | Equity-common | US | $24M | 416K | 0.05 |
| GREIF INC-CL B | Long | Equity-common | US | $2M | 35K | 0.00 |
| GRIFFON CORP | Long | Equity-common | US | $48M | 755K | 0.09 |
| GROCERY OUTLET (Grocery Outlet Holding Corp) | Long | Equity-common | US | $34M | 2M | 0.06 |
| GROUP 1 AUTOMOTI (Group 1 Automotive Inc) | Long | Equity-common | US | $65M | 218K | 0.12 |
| GUESS? INC | Long | Equity-common | US | $10M | 498K | 0.02 |
| H&E EQUIPMENT SE (H&E Equipment Services Inc) | Long | Equity-common | US | $23M | 526K | 0.04 |
| H&R BLOCK INC | Long | Equity-common | US | $128M | 2M | 0.24 |
| HAIN CELESTIAL (Hain Celestial Group Inc/The) | Long | Equity-common | US | $11M | 2M | 0.02 |
| HANCOCK WHITNEY (Hancock Whitney Corp) | Long | Equity-common | US | $70M | 1M | 0.13 |
| HANESBRANDS INC | Long | Equity-common | US | $28M | 6M | 0.05 |
| HANNON ARMSTRONG (Hannon Armstrong Sustainable Infrastructure Capital Inc) | Long | Equity-common | US | $57M | 2M | 0.11 |
| HANOVER INSURANC (Hanover Insurance Group Inc/The) | Long | Equity-common | US | $69M | 548K | 0.13 |
| HARLEY-DAVIDSON (Harley-Davidson Inc) | Long | Equity-common | US | $69M | 2M | 0.13 |
| HASBRO INC | Long | Equity-common | US | $131M | 2M | 0.25 |
| HAWAIIAN ELEC (Hawaiian Electric Industries Inc) | Long | Equity-common | US | $17M | 2M | 0.03 |
| HAYWARD HOLDINGS (Hayward Holdings Inc) | Long | Equity-common | US | $29M | 2M | 0.06 |
| HB FULLER CO | Long | Equity-common | US | $71M | 922K | 0.13 |
| HEALTHCARE SERVS (Healthcare Services Group Inc) | Long | Equity-common | US | $13M | 1M | 0.03 |
| HEALTHPEAK PROPE (Healthpeak Properties Inc) | Long | Equity-common | US | $117M | 6M | 0.22 |
| HEARTLAND EXPRES (Heartland Express Inc) | Long | Equity-common | US | $9M | 736K | 0.02 |
| HEARTLAND FINL (Heartland Financial USA Inc) | Long | Equity-common | US | $14M | 308K | 0.03 |
| HECLA MINING CO | Long | Equity-common | US | $49M | 10M | 0.09 |
| HELEN OF TROY (Helen of Troy Ltd) | Long | Equity-common | US | $37M | 403K | 0.07 |
| HELIOS TECHNOLOG (Helios Technologies Inc) | Long | Equity-common | US | $13M | 281K | 0.03 |
| HELMERICH & PAYN (Helmerich & Payne Inc) | Long | Equity-common | US | $27M | 752K | 0.05 |
| HENRY SCHEIN INC | Long | Equity-common | US | $139M | 2M | 0.26 |
| HERBALIFE LTD | Long | Equity-common | US | $17M | 2M | 0.03 |
| HERTZ GLOBAL HLD (Hertz Global Holdings Inc) | Long | Equity-common | US | $6M | 2M | 0.01 |
| HF SINCLAIR CORP | Long | Equity-common | US | $148M | 3M | 0.28 |
| HIGHWOODS PROP (Highwoods Properties Inc) | Long | Equity-common | US | $47M | 2M | 0.09 |
| HILLENBRAND INC | Long | Equity-common | US | $48M | 1M | 0.09 |
| HILLMAN SOLUTION (Hillman Solutions Corp) | Long | Equity-common | US | $29M | 3M | 0.06 |
| HILLTOP HOLDINGS (Hilltop Holdings Inc) | Long | Equity-common | US | $24M | 774K | 0.05 |
| HNI CORP | Long | Equity-common | US | $34M | 761K | 0.07 |
| HOME BANCSHARES (Home BancShares Inc/AR) | Long | Equity-common | US | $73M | 3M | 0.14 |
| HOPE BANCORP INC | Long | Equity-common | US | $21M | 2M | 0.04 |
| HORACE MANN EDUC (Horace Mann Educators Corp) | Long | Equity-common | US | $23M | 694K | 0.04 |
| HUB GROUP-A (Hub Group Inc) | Long | Equity-common | US | $43M | 993K | 0.08 |
| HUBBELL INC | Long | Equity-common | US | $166M | 455K | 0.32 |
| HUDSON PACIFIC P (Hudson Pacific Properties Inc) | Long | Equity-common | US | $11M | 2M | 0.02 |
| HUNTINGTON INGAL (Huntington Ingalls Industries Inc) | Long | Equity-common | US | $165M | 668K | 0.31 |
| HUNTSMAN CORP | Long | Equity-common | US | $63M | 3M | 0.12 |
| HURON CONSULTING (Huron Consulting Group Inc) | Long | Equity-common | US | $29M | 290K | 0.05 |
| HYSTER-YALE INC | Long | Equity-common | US | $12M | 166K | 0.02 |
| IAC INC | Long | Equity-common | US | $57M | 1M | 0.11 |
| ICU MEDICAL (ICU Medical Inc) | Long | Equity-common | US | $47M | 392K | 0.09 |
| IDACORP INC | Long | Equity-common | US | $80M | 857K | 0.15 |
| IDEX CORP | Long | Equity-common | US | $258M | 1M | 0.49 |
| IMMUNOVANT INC | Long | Equity-common | US | $29M | 1M | 0.06 |
| INDEP BANK/MA (Independent Bank Corp) | Long | Equity-common | US | $35M | 683K | 0.07 |
| INDEPENDENT BANK (Independent Bank Group Inc) | Long | Equity-common | US | $27M | 596K | 0.05 |
| INFORMATICA IN-A (Informatica Inc) | Long | Equity-common | US | $33M | 1M | 0.06 |
| INGEVITY CORP | Long | Equity-common | US | $27M | 614K | 0.05 |
| INGREDION INC | Long | Equity-common | US | $128M | 1M | 0.24 |
| INNOSPEC INC | Long | Equity-common | US | $52M | 422K | 0.10 |
| INNOVIVA INC | Long | Equity-common | US | $15M | 899K | 0.03 |
| INSIGHT ENTERPRI (Insight Enterprises Inc) | Long | Equity-common | US | $109M | 551K | 0.21 |
| INSPERITY INC | Long | Equity-common | US | $55M | 605K | 0.10 |
| INTEGER HOLDINGS (Integer Holdings Corp) | Long | Equity-common | US | $66M | 567K | 0.13 |
| INTEGRA LIFESCIE (Integra LifeSciences Holdings Corp) | Long | Equity-common | US | $33M | 1M | 0.06 |
| INTERDIGITAL INC | Long | Equity-common | US | $25M | 214K | 0.05 |
| INTERFACE INC | Long | Equity-common | US | $7M | 468K | 0.01 |
| INTERNATIONAL SE (International Seaways Inc) | Long | Equity-common | US | $23M | 397K | 0.04 |
| INTERPUBLIC GRP (Interpublic Group of Cos Inc/The) | Long | Equity-common | US | $186M | 6M | 0.35 |
| INTL BANCSHARES (International Bancshares Corp) | Long | Equity-common | US | $54M | 948K | 0.10 |
| INVENTRUST PROPE (InvenTrust Properties Corp) | Long | Equity-common | US | $27M | 1M | 0.05 |
| INVESCO LTD | Long | Equity-common | US | $106M | 7M | 0.20 |
| IOVANCE BIOTHERA (Iovance Biotherapeutics Inc) | Long | Equity-common | US | $34M | 4M | 0.07 |
| IPG PHOTONICS (IPG Photonics Corp) | Long | Equity-common | US | $39M | 462K | 0.07 |
| ITT INC | Long | Equity-common | US | $180M | 1M | 0.34 |
| JABIL INC | Long | Equity-common | US | $211M | 2M | 0.40 |
| JACK IN THE BOX (Jack in the Box Inc) | Long | Equity-common | US | $8M | 164K | 0.02 |
| JACKSON FI-A (Jackson Financial Inc) | Long | Equity-common | US | $96M | 1M | 0.18 |
| JANUS HENDERSON (Janus Henderson Group PLC) | Long | Equity-common | US | $73M | 2M | 0.14 |
| JAZZ PHARMACEUTI (Jazz Pharmaceuticals PLC) | Long | Equity-common | US | $108M | 1M | 0.21 |
| JBG SMITH PROPER (JBG SMITH Properties) | Long | Equity-common | US | $24M | 2M | 0.05 |
| JEFFERIES FINANC (Jefferies Financial Group Inc) | Long | Equity-common | US | $125M | 3M | 0.24 |
| JELD-WEN HOLDING (JELD-WEN Holding Inc) | Long | Equity-common | US | $20M | 1M | 0.04 |
| JETBLUE AIRWAYS (JetBlue Airways Corp) | Long | Equity-common | US | $33M | 5M | 0.06 |
| JM SMUCKER CO (J M Smucker Co/The) | Long | Equity-common | US | $93M | 852K | 0.18 |
| JOBY AVIATION IN (Joby Aviation Inc) | Long | Equity-common | US | $34M | 7M | 0.06 |
| JONES LANG LASAL (Jones Lang LaSalle Inc) | Long | Equity-common | US | $165M | 805K | 0.31 |
| JUNIPER NETWORKS (Juniper Networks Inc) | Long | Equity-common | US | $201M | 6M | 0.38 |
| KAISER ALUMINUM (Kaiser Aluminum Corp) | Long | Equity-common | US | $23M | 259K | 0.04 |
| KB HOME | Long | Equity-common | US | $77M | 1M | 0.15 |
| KBR INC | Long | Equity-common | US | $146M | 2M | 0.28 |
| KELLY SERVICES-A (Kelly Services Inc) | Long | Equity-common | US | $11M | 518K | 0.02 |
| KEMPER CORP | Long | Equity-common | US | $61M | 1M | 0.12 |
| KENNAMETAL INC | Long | Equity-common | US | $31M | 1M | 0.06 |
| KFORCE INC | Long | Equity-common | US | $19M | 314K | 0.04 |
| KILROY REALTY (Kilroy Realty Corp) | Long | Equity-common | US | $62M | 2M | 0.12 |
| KIMCO REALTY (Kimco Realty Corp) | Long | Equity-common | US | $222M | 11M | 0.42 |
| KINIKSA PHARMA-A (Kiniksa Pharmaceuticals Ltd) | Long | Equity-common | US | $11M | 609K | 0.02 |
| KIRBY CORP | Long | Equity-common | US | $118M | 987K | 0.22 |
| KKR REAL ESTATE (KKR Real Estate Finance Trust Inc) | Long | Equity-common | US | $7M | 822K | 0.01 |
| KLAVIYO INC-A | Long | Equity-common | US | $13M | 536K | 0.03 |
| KNIFE RIVER (Knife River Corp) | Long | Equity-common | US | $67M | 959K | 0.13 |
| KNIGHT-SWIFT TRA (Knight-Swift Transportation Holdings Inc) | Long | Equity-common | US | $130M | 3M | 0.25 |
| KNOWLES CORP | Long | Equity-common | US | $25M | 1M | 0.05 |
| KOHLS CORP (Kohl's Corp) | Long | Equity-common | US | $41M | 2M | 0.08 |
| KONTOOR BRAND (Kontoor Brands Inc) | Long | Equity-common | US | $63M | 946K | 0.12 |
| KOPPERS HOLDINGS (Koppers Holdings Inc) | Long | Equity-common | US | $13M | 340K | 0.02 |
| KORN FERRY | Long | Equity-common | US | $59M | 884K | 0.11 |
| KRISPY KREME INC | Long | Equity-common | US | $14M | 1M | 0.03 |
| KRONOS WORLDWIDE (Kronos Worldwide Inc) | Long | Equity-common | US | $5M | 390K | 0.01 |
| KRYSTAL BIOTECH (Krystal Biotech Inc) | Long | Equity-common | US | $40M | 218K | 0.08 |
| KYNDRYL HOLDINGS (Kyndryl Holdings Inc) | Long | Equity-common | US | $103M | 4M | 0.20 |
| LA-Z-BOY INC | Long | Equity-common | US | $27M | 722K | 0.05 |
| LADDER CAPITAL (Ladder Capital Corp) | Long | Equity-common | US | $22M | 2M | 0.04 |
| LAMAR ADVERTIS-A (Lamar Advertising Co) | Long | Equity-common | US | $89M | 743K | 0.17 |
| LAUREATE EDUCATI (Laureate Education Inc) | Long | Equity-common | US | $37M | 2M | 0.07 |
| LAZARD INC | Long | Equity-common | US | $69M | 2M | 0.13 |
| LEAR CORP | Long | Equity-common | US | $110M | 962K | 0.21 |
| LEGGETT & PLATT (Leggett & Platt Inc) | Long | Equity-common | US | $25M | 2M | 0.05 |
| LEIDOS HOLDINGS (Leidos Holdings Inc) | Long | Equity-common | US | $167M | 1M | 0.32 |
| LENDINGCLUB CORP | Long | Equity-common | US | $15M | 2M | 0.03 |
| LEVI STRAUSS-A (Levi Strauss & Co) | Long | Equity-common | US | $15M | 788K | 0.03 |
| LIBERTY MEDIA (Liberty Media Corp-Liberty SiriusXM) | Long | Equity-common | US | $34M | 2M | 0.07 |
| LIBERTY MEDIA CO (Liberty Media Corp-Liberty SiriusXM) | Long | Equity-common | US | $41M | 2M | 0.08 |
| LIBERTY MEDIA CO (Liberty Media Corp-Liberty Live) | Long | Equity-common | US | $30M | 794K | 0.06 |
| LIBERTY MEDIA CO (Liberty Media Corp-Liberty Live) | Long | Equity-common | US | $14M | 361K | 0.03 |
| LIGAND PHARM (Ligand Pharmaceuticals Inc) | Long | Equity-common | US | $24M | 289K | 0.05 |
| LINCOLN NATL CRP (Lincoln National Corp) | Long | Equity-common | US | $90M | 3M | 0.17 |
| LIONS GATE ENT-B (Lions Gate Entertainment Corp) | Long | Equity-common | US | $19M | 2M | 0.04 |
| LIONS GATE-A (Lions Gate Entertainment Corp) | Long | Equity-common | US | $10M | 1M | 0.02 |
| LITHIA MOTORS (Lithia Motors Inc) | Long | Equity-common | US | $117M | 464K | 0.22 |
| LKQ CORP | Long | Equity-common | US | $94M | 2M | 0.18 |
| LOANDEPOT INC -A | Long | Equity-common | US | $2M | 1M | 0.00 |
| LOUISIANA-PACIFI (Louisiana-Pacific Corp) | Long | Equity-common | US | $90M | 1M | 0.17 |
| LTC PROPERTIES (LTC Properties Inc) | Long | Equity-common | US | $25M | 736K | 0.05 |
| LUMEN TECHNOLOGI (Lumen Technologies Inc) | Long | Equity-common | US | $19M | 17M | 0.04 |
| LUMENTUM HOL (Lumentum Holdings Inc) | Long | Equity-common | US | $29M | 572K | 0.06 |
| LXP INDUSTRIAL T (LXP Industrial Trust) | Long | Equity-common | US | $43M | 5M | 0.08 |
| LYFT INC-A | Long | Equity-common | US | $80M | 6M | 0.15 |
| MACERICH CO (Macerich Co/The) | Long | Equity-common | US | $56M | 4M | 0.11 |
| MACY'S INC | Long | Equity-common | US | $90M | 5M | 0.17 |
| MADRIGAL PHARMAC (Madrigal Pharmaceuticals Inc) | Long | Equity-common | US | $86M | 307K | 0.16 |
| MANPOWERGROUP IN (ManpowerGroup Inc) | Long | Equity-common | US | $56M | 808K | 0.11 |
| MAPLEBEAR INC | Long | Equity-common | US | $72M | 2M | 0.14 |
| MARCUS & MILLICH (Marcus & Millichap Inc) | Long | Equity-common | US | $12M | 393K | 0.02 |
| MARRIOTT VACATIO (Marriott Vacations Worldwide Corp) | Long | Equity-common | US | $47M | 536K | 0.09 |
| MASTEC INC | Long | Equity-common | US | $58M | 538K | 0.11 |
| MATERION CORP | Long | Equity-common | US | $38M | 351K | 0.07 |
| MATIV INC (Mativ Holdings Inc) | Long | Equity-common | US | $15M | 874K | 0.03 |
| MATSON INC | Long | Equity-common | US | $72M | 550K | 0.14 |
| MATTEL INC | Long | Equity-common | US | $95M | 6M | 0.18 |
| MATTHEWS INTL-A (Matthews International Corp) | Long | Equity-common | US | $12M | 494K | 0.02 |
| MAXLINEAR (MaxLinear Inc) | Long | Equity-common | US | $13M | 633K | 0.02 |
| MCGRATH RENTCORP | Long | Equity-common | US | $44M | 416K | 0.08 |
| MDU RES GROUP (MDU Resources Group Inc) | Long | Equity-common | US | $87M | 3M | 0.16 |
| MEDICAL PROPERTI (Medical Properties Trust Inc) | Long | Equity-common | US | $44M | 10M | 0.08 |
| MERCURY GEN CORP (Mercury General Corp) | Long | Equity-common | US | $25M | 469K | 0.05 |
| MERITAGE HOMES C (Meritage Homes Corp) | Long | Equity-common | US | $95M | 584K | 0.18 |
| METHODE ELEC (Methode Electronics Inc) | Long | Equity-common | US | $3M | 286K | 0.01 |
| MFA FINANCIAL (MFA Financial Inc) | Long | Equity-common | US | $18M | 2M | 0.03 |
| MGE ENERGY INC | Long | Equity-common | US | $46M | 613K | 0.09 |
| MGIC INVT CORP (MGIC Investment Corp) | Long | Equity-common | US | $97M | 5M | 0.19 |
| MIDDLEBY CORP (Middleby Corp/The) | Long | Equity-common | US | $56M | 455K | 0.11 |
| MILLERKNOLL INC | Long | Equity-common | US | $32M | 1M | 0.06 |
| MINERALS TECH (Minerals Technologies Inc) | Long | Equity-common | US | $45M | 546K | 0.09 |
| MIRION TECHNOLOG (Mirion Technologies Inc) | Long | Equity-common | US | $34M | 3M | 0.06 |
| MKS INSTRUMENTS (MKS Instruments Inc) | Long | Equity-common | US | $149M | 1M | 0.28 |
| MOELIS & CO-CL A | Long | Equity-common | US | $34M | 596K | 0.06 |
| MOHAWK INDS (Mohawk Industries Inc) | Long | Equity-common | US | $104M | 919K | 0.20 |
| MOLSON COORS-B (Molson Coors Beverage Co) | Long | Equity-common | US | $153M | 3M | 0.29 |
| MONRO INC | Long | Equity-common | US | $11M | 481K | 0.02 |
| MOOG INC-CLASS A | Long | Equity-common | US | $81M | 487K | 0.16 |
| MOSAIC CO/THE | Long | Equity-common | US | $157M | 5M | 0.30 |
| MR COOPER GROUP (Mr Cooper Group Inc) | Long | Equity-common | US | $85M | 1M | 0.16 |
| MRC GLOBAL INC | Long | Equity-common | US | $18M | 1M | 0.03 |
| MSA SAFETY INC | Long | Equity-common | US | $119M | 634K | 0.23 |
| MSC INDL DIRECT (MSC Industrial Direct Co Inc) | Long | Equity-common | US | $60M | 763K | 0.12 |
| MUELLER INDS (Mueller Industries Inc) | Long | Equity-common | US | $104M | 2M | 0.20 |
| MULTIPLAN CORP | Long | Equity-common | US | $1M | 3M | 0.00 |
| MURPHY OIL CORP | Long | Equity-common | US | $101M | 2M | 0.19 |
| MURPHY USA INC | Long | Equity-common | US | $148M | 316K | 0.28 |
| MYRIAD GENETICS (Myriad Genetics Inc) | Long | Equity-common | US | $36M | 1M | 0.07 |
| N-ABLE INC (N-able Inc/US) | Long | Equity-common | US | $8M | 547K | 0.02 |
| NATIONAL VISION (National Vision Holdings Inc) | Long | Equity-common | US | $17M | 1M | 0.03 |
| NATIONAL WESTE-A (National Western Life Group Inc) | Long | Equity-common | US | $17M | 35K | 0.03 |
| NATIONAL-CL A (National Bank Holdings Corp) | Long | Equity-common | US | $25M | 641K | 0.05 |
| NATL FUEL GAS CO (National Fuel Gas Co) | Long | Equity-common | US | $84M | 2M | 0.16 |
| NATL HEALTH INV (National Health Investors Inc) | Long | Equity-common | US | $47M | 699K | 0.09 |
| NATL HEALTHCARE (National HealthCare Corp) | Long | Equity-common | US | $24M | 222K | 0.05 |
| NATL PRESTO INDS (National Presto Industries Inc) | Long | Equity-common | US | $3M | 45K | 0.01 |
| NAVIENT CORP | Long | Equity-common | US | $19M | 1M | 0.04 |
| NBT BANCORP INC | Long | Equity-common | US | $29M | 759K | 0.06 |
| NCR ATLEOS CORP | Long | Equity-common | US | $33M | 1M | 0.06 |
| NCR VOYIX CORP | Long | Equity-common | US | $29M | 2M | 0.05 |
| NELNET INC-CL A | Long | Equity-common | US | $13M | 131K | 0.03 |
| NET POWER INC | Long | Equity-common | US | $2M | 216K | 0.00 |
| NETSCOUT SYSTEMS (NetScout Systems Inc) | Long | Equity-common | US | $21M | 1M | 0.04 |
| NEW JERSEY RES (New Jersey Resources Corp) | Long | Equity-common | US | $71M | 2M | 0.14 |
| NEW YORK TIMES-A (New York Times Co/The) | Long | Equity-common | US | $135M | 3M | 0.26 |
| NEWELL BRANDS IN (Newell Brands Inc) | Long | Equity-common | US | $43M | 7M | 0.08 |
| NEWMARK GROUP-A (Newmark Group Inc) | Long | Equity-common | US | $22M | 2M | 0.04 |
| NEXSTAR MEDIA (Nexstar Media Group Inc) | Long | Equity-common | US | $88M | 528K | 0.17 |
| NISOURCE INC | Long | Equity-common | US | $109M | 4M | 0.21 |
| NNN REIT INC | Long | Equity-common | US | $132M | 3M | 0.25 |
| NORDSTROM INC | Long | Equity-common | US | $35M | 2M | 0.07 |
| NORTHWEST BANCSH (Northwest Bancshares Inc) | Long | Equity-common | US | $25M | 2M | 0.05 |
| NORTHWEST NATURA (Northwest Natural Holding Co) | Long | Equity-common | US | $23M | 644K | 0.04 |
| NORTHWESTERN ENE (Northwestern Energy Group Inc) | Long | Equity-common | US | $52M | 1M | 0.10 |
| NORWEGIAN CRUISE (Norwegian Cruise Line Holdings Ltd) | Long | Equity-common | US | $68M | 4M | 0.13 |
| NRG ENERGY (NRG Energy Inc) | Long | Equity-common | US | $275M | 4M | 0.52 |
| NU SKIN ENTERP-A (Nu Skin Enterprises Inc) | Long | Equity-common | US | $8M | 799K | 0.02 |
| NUSCALE POWER CO (NuScale Power Corp) | Long | Equity-common | US | $14M | 1M | 0.03 |
| NUVALENT INC-A | Long | Equity-common | US | $49M | 651K | 0.09 |
| NVENT ELECTRIC (nVent Electric PLC) | Long | Equity-common | US | $215M | 3M | 0.41 |
| NY COMM BANCORP (New York Community Bancorp Inc) | Long | Equity-common | US | $40M | 13M | 0.08 |
| O-I GLASS INC | Long | Equity-common | US | $29M | 3M | 0.06 |
| ODP CORP/THE | Long | Equity-common | US | $23M | 577K | 0.04 |
| OFG BANCORP | Long | Equity-common | US | $30M | 796K | 0.06 |
| OGE ENERGY CORP | Long | Equity-common | US | $121M | 3M | 0.23 |
| OLAPLEX HOLDINGS (Olaplex Holdings Inc) | Long | Equity-common | US | $3M | 2M | 0.00 |
| OLD NATL BANCORP (Old National Bancorp/IN) | Long | Equity-common | US | $93M | 5M | 0.18 |
| OLD REPUB INTL (Old Republic International Corp) | Long | Equity-common | US | $128M | 4M | 0.24 |
| OLIN CORP | Long | Equity-common | US | $95M | 2M | 0.18 |
| OMEGA HEALTHCARE (Omega Healthcare Investors Inc) | Long | Equity-common | US | $143M | 4M | 0.27 |
| OMNIAB INC - 12.5 (OmniAb Operations Inc) | Long | Equity-common | US | $0.54 | 54K | 0.00 |
| OMNIAB INC - 15 (OmniAb Operations Inc) | Long | Equity-common | US | $0.54 | 54K | 0.00 |
| OMNICELL INC | Long | Equity-common | US | $21M | 778K | 0.04 |
| ONE GAS INC | Long | Equity-common | US | $61M | 958K | 0.12 |
| ONEMAIN HOLDINGS (OneMain Holdings Inc) | Long | Equity-common | US | $98M | 2M | 0.19 |
| OPAL FUELS INC-A | Long | Equity-common | US | $1M | 339K | 0.00 |
| OPENLANE INC | Long | Equity-common | US | $30M | 2M | 0.06 |
| OPKO HEALTH (OPKO Health Inc) | Long | Equity-common | US | $3M | 2M | 0.00 |
| ORGANON & CO | Long | Equity-common | US | $90M | 4M | 0.17 |
| OSHKOSH CORP | Long | Equity-common | US | $120M | 1M | 0.23 |
| OSI SYSTEMS INC | Long | Equity-common | US | $38M | 274K | 0.07 |
| OTTER TAIL CORP | Long | Equity-common | US | $62M | 708K | 0.12 |
| OUTFRONT MEDIA I (Outfront Media Inc) | Long | Equity-common | US | $34M | 2M | 0.06 |
| OVINTIV INC | Long | Equity-common | US | $212M | 5M | 0.40 |
| OWENS & MINOR (Owens & Minor Inc) | Long | Equity-common | US | $17M | 1M | 0.03 |
| OWENS CORNING | Long | Equity-common | US | $255M | 1M | 0.49 |
| OXFORD INDS INC (Oxford Industries Inc) | Long | Equity-common | US | $25M | 252K | 0.05 |
| PACIFIC BIOSCIEN (Pacific Biosciences of California Inc) | Long | Equity-common | US | $3M | 2M | 0.01 |
| PACIFIC PREMIER (Pacific Premier Bancorp Inc) | Long | Equity-common | US | $38M | 2M | 0.07 |
| PACIRA BIOSCIENC (Pacira BioSciences Inc) | Long | Equity-common | US | $11M | 373K | 0.02 |
| PACTIV EVERGREEN (Pactiv Evergreen Inc) | Long | Equity-common | US | $7M | 607K | 0.01 |
| PAPA JOHN'S INTL (Papa John's International Inc) | Long | Equity-common | US | $13M | 278K | 0.02 |
| PARAMOUNT GLOB-A (Paramount Global) | Long | Equity-common | US | $2M | 126K | 0.00 |
| PARAMOUNT GLOB-B (Paramount Global) | Long | Equity-common | US | $94M | 9M | 0.18 |
| PARK H&R INC (Park Hotels & Resorts Inc) | Long | Equity-common | US | $51M | 3M | 0.10 |
| PARK NATL CORP (Park National Corp) | Long | Equity-common | US | $35M | 246K | 0.07 |
| PARSONS CORP | Long | Equity-common | US | $66M | 810K | 0.13 |
| PATTERSON COS (Patterson Cos Inc) | Long | Equity-common | US | $33M | 1M | 0.06 |
| PATTERSON-UTI (Patterson-UTI Energy Inc) | Long | Equity-common | US | $70M | 7M | 0.13 |
| PBF ENERGY INC-A | Long | Equity-common | US | $79M | 2M | 0.15 |
| PEABODY ENERGY (Peabody Energy Corp) | Long | Equity-common | US | $45M | 2M | 0.09 |
| PEBBLEBROOK HOTE (Pebblebrook Hotel Trust) | Long | Equity-common | US | $14M | 1M | 0.03 |
| PEDIATRIX MEDICA (Pediatrix Medical Group Inc) | Long | Equity-common | US | $11M | 1M | 0.02 |
| PENN ENTERTAINME (Penn Entertainment Inc) | Long | Equity-common | US | $50M | 3M | 0.10 |
| PENNYMAC FINANCI (PennyMac Financial Services Inc) | Long | Equity-common | US | $41M | 431K | 0.08 |
| PENNYMAC MORTGAG (PennyMac Mortgage Investment Trust) | Long | Equity-common | US | $20M | 1M | 0.04 |
| PENSKE AUTOMOTIV (Penske Automotive Group Inc) | Long | Equity-common | US | $51M | 340K | 0.10 |
| PENTAIR PLC | Long | Equity-common | US | $216M | 3M | 0.41 |
| PERFORMANCE FOOD (Performance Food Group Co) | Long | Equity-common | US | $174M | 3M | 0.33 |
| PERMIAN RESOURCE (Permian Resources Corp) | Long | Equity-common | US | $64M | 4M | 0.12 |
| PERRIGO CO PLC | Long | Equity-common | US | $59M | 2M | 0.11 |
| PETCO HEALTH AND (Petco Health & Wellness Co Inc) | Long | Equity-common | US | $4M | 1M | 0.01 |
| PHILLIPS EDISON (Phillips Edison & Co Inc) | Long | Equity-common | US | $34M | 1M | 0.06 |
| PHINIA INC | Long | Equity-common | US | $30M | 774K | 0.06 |
| PIEDMONT OFFIC-A (Piedmont Office Realty Trust Inc) | Long | Equity-common | US | $15M | 2M | 0.03 |
| PILGRIM'S PRIDE (Pilgrim's Pride Corp) | Long | Equity-common | US | $23M | 602K | 0.04 |
| PINNACLE FINL (Pinnacle Financial Partners Inc) | Long | Equity-common | US | $50M | 621K | 0.09 |
| PINNACLE WEST (Pinnacle West Capital Corp) | Long | Equity-common | US | $147M | 2M | 0.28 |
| PIPER SANDLER CO (Piper Sandler Cos) | Long | Equity-common | US | $66M | 285K | 0.12 |
| PITNEY BOWES INC | Long | Equity-common | US | $15M | 3M | 0.03 |
| PLEXUS CORP | Long | Equity-common | US | $48M | 464K | 0.09 |
| PNM RESOURCES (PNM Resources Inc) | Long | Equity-common | US | $56M | 2M | 0.11 |
| POLARIS INC | Long | Equity-common | US | $71M | 909K | 0.14 |
| POPULAR INC | Long | Equity-common | US | $108M | 1M | 0.21 |
| PORTLAND GENERAL (Portland General Electric Co) | Long | Equity-common | US | $75M | 2M | 0.14 |
| POST HOLDINGS IN (Post Holdings Inc) | Long | Equity-common | US | $43M | 410K | 0.08 |
| POTLATCHDELTIC C (PotlatchDeltic Corp) | Long | Equity-common | US | $53M | 1M | 0.10 |
| POWERSCHOOL HLDG (PowerSchool Holdings Inc) | Long | Equity-common | US | $22M | 984K | 0.04 |
| PRA GROUP INC | Long | Equity-common | US | $12M | 633K | 0.02 |
| PREMIER INC-CL A | Long | Equity-common | US | $33M | 2M | 0.06 |
| PRESTIGE CONSUME (Prestige Consumer Healthcare Inc) | Long | Equity-common | US | $58M | 845K | 0.11 |
| PRICESMART INC | Long | Equity-common | US | $34M | 415K | 0.06 |
| PRIMERICA INC | Long | Equity-common | US | $138M | 583K | 0.26 |
| PRIMORIS SERVICE (Primoris Services Corp) | Long | Equity-common | US | $43M | 863K | 0.08 |
| PROASSURANCE COR (ProAssurance Corp) | Long | Equity-common | US | $11M | 864K | 0.02 |
| PROFRAC HOLDIN-A (ProFrac Holding Corp) | Long | Equity-common | US | $2M | 271K | 0.00 |
| PROG HOLDINGS IN (PROG Holdings Inc) | Long | Equity-common | US | $24M | 695K | 0.05 |
| PROGRESS SOFTWAR (Progress Software Corp) | Long | Equity-common | US | $40M | 732K | 0.08 |
| PROPETRO HOLDING (ProPetro Holding Corp) | Long | Equity-common | US | $13M | 2M | 0.03 |
| PROSPERITY BNCSH (Prosperity Bancshares Inc) | Long | Equity-common | US | $94M | 2M | 0.18 |
| PROTO LABS INC | Long | Equity-common | US | $13M | 429K | 0.03 |
| PROVIDENT FINANC (Provident Financial Services Inc) | Long | Equity-common | US | $30M | 2M | 0.06 |
| PVH CORP | Long | Equity-common | US | $102M | 959K | 0.19 |
| QORVO INC | Long | Equity-common | US | $94M | 807K | 0.18 |
| QUANEX BUILDING (Quanex Building Products Corp) | Long | Equity-common | US | $16M | 561K | 0.03 |
| QUIDELORTHO CORP | Long | Equity-common | US | $14M | 424K | 0.03 |
| RADIAN GROUP INC | Long | Equity-common | US | $79M | 3M | 0.15 |
| RADIUS RECYCLING (Radius Recycling Inc) | Long | Equity-common | US | $3M | 212K | 0.01 |
| RALPH LAUREN COR (Ralph Lauren Corp) | Long | Equity-common | US | $108M | 619K | 0.21 |
| RANGE RESOURCES (Range Resources Corp) | Long | Equity-common | US | $131M | 4M | 0.25 |
| RAYONIER INC | Long | Equity-common | US | $73M | 3M | 0.14 |
| Receive ATMOS ENERGY Pay Overnight Rate | Derivative-equity | $208K | – | 0.00 | ||
| Receive BLACKSTONE MOR-A Pay Overnight Rate | Derivative-equity | $40K | – | 0.00 | ||
| Receive DICK'S SPORTING Pay Overnight Rate | Derivative-equity | $-3M | – | -0.01 | ||
| Receive INVESCO LTD Pay Overnight Rate +0.55 | Derivative-equity | $-130K | – | -0.00 | ||
| Receive WILLIAMS-SONOMA Pay Overnight Rate | Derivative-equity | $-3M | – | -0.01 | ||
| RED ROCK RESOR-A (Red Rock Resorts Inc) | Long | Equity-common | US | $24M | 430K | 0.04 |
| REDWOOD TRUST (Redwood Trust Inc) | Long | Equity-common | US | $15M | 2M | 0.03 |
| REGAL REXNORD CO (Regal Rexnord Corp) | Long | Equity-common | US | $152M | 1M | 0.29 |
| REGENCY CENTERS (Regency Centers Corp) | Long | Equity-common | US | $194M | 3M | 0.37 |
| REINSURANCE GROU (Reinsurance Group of America Inc) | Long | Equity-common | US | $229M | 1M | 0.44 |
| RELIANCE INC | Long | Equity-common | US | $278M | 973K | 0.53 |
| RENAISSANCERE (RenaissanceRe Holdings Ltd) | Long | Equity-common | US | $200M | 896K | 0.38 |
| RENASANT CORP | Long | Equity-common | US | $28M | 906K | 0.05 |
| RESIDEO TECHN (Resideo Technologies Inc) | Long | Equity-common | US | $46M | 2M | 0.09 |
| RETAIL OPPORTUNI (Retail Opportunity Investments Corp) | Long | Equity-common | US | $25M | 2M | 0.05 |
| REV GROUP INC | Long | Equity-common | US | $21M | 833K | 0.04 |
| REYNOLDS CONSUME (Reynolds Consumer Products Inc) | Long | Equity-common | US | $25M | 890K | 0.05 |
| RINGCENTRAL IN-A (RingCentral Inc) | Long | Equity-common | US | $37M | 1M | 0.07 |
| RITHM CAPITAL CO (Rithm Capital Corp) | Long | Equity-common | US | $89M | 8M | 0.17 |
| RIVIAN AUTOMOT-A (Rivian Automotive Inc) | Long | Equity-common | US | $179M | 13M | 0.34 |
| RLI CORP | Long | Equity-common | US | $103M | 735K | 0.20 |
| RMR GROUP-A (RMR Group Inc/The) | Long | Equity-common | US | $6M | 253K | 0.01 |
| ROBERT HALF INC | Long | Equity-common | US | $108M | 2M | 0.21 |
| ROCKET LAB USA I (Rocket Lab USA Inc) | Long | Equity-common | US | $13M | 3M | 0.02 |
| RPM INTL INC (RPM International Inc) | Long | Equity-common | US | $235M | 2M | 0.45 |
| RUBRIK INC-A | Long | Equity-common | US | $14M | 456K | 0.03 |
| RUSH ENTER-CL A (Rush Enterprises Inc) | Long | Equity-common | US | $44M | 1M | 0.08 |
| RUSH ENTER-CL B (Rush Enterprises Inc) | Long | Equity-common | US | $4M | 112K | 0.01 |
| RXO INC | Long | Equity-common | US | $52M | 2M | 0.10 |
| RYDER SYSTEM INC | Long | Equity-common | US | $87M | 705K | 0.17 |
| S & T BANCORP (S&T Bancorp Inc) | Long | Equity-common | US | $21M | 615K | 0.04 |
| SABRA HEALTH CAR (Sabra Health Care REIT Inc) | Long | Equity-common | US | $60M | 4M | 0.11 |
| SAFEHOLD INC | Long | Equity-common | US | $17M | 906K | 0.03 |
| SAFETY INSURANCE (Safety Insurance Group Inc) | Long | Equity-common | US | $18M | 239K | 0.03 |
| SALLY BEAUTY HOL (Sally Beauty Holdings Inc) | Long | Equity-common | US | $19M | 2M | 0.04 |
| SANMINA CORP | Long | Equity-common | US | $59M | 892K | 0.11 |
| SAUL CENTERS INC | Long | Equity-common | US | $7M | 203K | 0.01 |
| SCANSOURCE INC | Long | Equity-common | US | $17M | 377K | 0.03 |
| SCHNEIDER NATL-B (Schneider National Inc) | Long | Equity-common | US | $15M | 627K | 0.03 |
| SCHOLASTIC CORP | Long | Equity-common | US | $12M | 325K | 0.02 |
| SCIENCE APPLICAT (Science Applications International Corp) | Long | Equity-common | US | $102M | 868K | 0.19 |
| SCOTTS MIRACLE (Scotts Miracle-Gro Co/The) | Long | Equity-common | US | $47M | 721K | 0.09 |
| SEABOARD CORP | Long | Equity-common | US | $13M | 4K | 0.02 |
| SEALED AIR CORP | Long | Equity-common | US | $86M | 2M | 0.16 |
| SECUREWORKS CO-A (SecureWorks Corp) | Long | Equity-common | US | $243K | 35K | 0.00 |
| SEI INVESTMENTS (SEI Investments Co) | Long | Equity-common | US | $130M | 2M | 0.25 |
| SELECT INS GRP (Selective Insurance Group Inc) | Long | Equity-common | US | $97M | 1M | 0.18 |
| SELECT MEDICAL (Select Medical Holdings Corp) | Long | Equity-common | US | $62M | 2M | 0.12 |
| SENSATA TECHNOLO (Sensata Technologies Holding PLC) | Long | Equity-common | US | $95M | 3M | 0.18 |
| SENSIENT TECHNOL (Sensient Technologies Corp) | Long | Equity-common | US | $53M | 717K | 0.10 |
| SERVICE CORP INT (Service Corp International/US) | Long | Equity-common | US | $167M | 2M | 0.32 |
| SERVICE PROPERTI (Service Properties Trust) | Long | Equity-common | US | $14M | 3M | 0.03 |
| SERVISFIRST BANC (ServisFirst Bancshares Inc) | Long | Equity-common | US | $26M | 415K | 0.05 |
| SIGNET JEWELERS (Signet Jewelers Ltd) | Long | Equity-common | US | $64M | 718K | 0.12 |
| SILGAN HOLDINGS (Silgan Holdings Inc) | Long | Equity-common | US | $57M | 1M | 0.11 |
| SIMMONS FIRST -A (Simmons First National Corp) | Long | Equity-common | US | $35M | 2M | 0.07 |
| SINCLAIR INC | Long | Equity-common | US | $8M | 610K | 0.02 |
| SIRIUS XM HOLDIN (Sirius XM Holdings Inc) | Long | Equity-common | US | $14M | 5M | 0.03 |
| SIRIUSPOINT LTD | Long | Equity-common | US | $19M | 2M | 0.04 |
| SITE CENTERS COR (SITE Centers Corp) | Long | Equity-common | US | $46M | 3M | 0.09 |
| SKYWEST INC | Long | Equity-common | US | $53M | 648K | 0.10 |
| SL GREEN REALTY (SL Green Realty Corp) | Long | Equity-common | US | $63M | 1M | 0.12 |
| SLM CORP | Long | Equity-common | US | $77M | 4M | 0.15 |
| SM ENERGY CO | Long | Equity-common | US | $42M | 974K | 0.08 |
| SMITH & WESSON B (Smith & Wesson Brands Inc) | Long | Equity-common | US | $5M | 365K | 0.01 |
| SOLARWINDS CORP | Long | Equity-common | US | $10M | 854K | 0.02 |
| SOLVENTUM (Solventum Corp) | Long | Equity-common | US | $124M | 2M | 0.24 |
| SONIC AUTOMOTI-A (Sonic Automotive Inc) | Long | Equity-common | US | $12M | 223K | 0.02 |
| SONOCO PRODUCTS (Sonoco Products Co) | Long | Equity-common | US | $84M | 2M | 0.16 |
| SOUTHSTATE CORP | Long | Equity-common | US | $99M | 1M | 0.19 |
| SOUTHWEST GAS HO (Southwest Gas Holdings Inc) | Long | Equity-common | US | $81M | 1M | 0.15 |
| SOUTHWESTRN ENGY (Southwestern Energy Co) | Long | Equity-common | US | $126M | 19M | 0.24 |
| SPECTRUM BRANDS (Spectrum Brands Holdings Inc) | Long | Equity-common | US | $40M | 469K | 0.08 |
| SPHERE ENTERTAIN (Sphere Entertainment Co) | Long | Equity-common | US | $16M | 458K | 0.03 |
| SPIRE INC | Long | Equity-common | US | $52M | 856K | 0.10 |
| SPIRIT AEROSYS-A (Spirit AeroSystems Holdings Inc) | Long | Equity-common | US | $33M | 990K | 0.06 |
| SPIRIT AIRLINES (Spirit Airlines Inc) | Long | Equity-common | US | $2M | 465K | 0.00 |
| SPIRIT MTA REIT RTS | Long | Equity-common | US | $30K | 335K | 0.00 |
| SPROUTS FARMERS (Sprouts Farmers Market Inc) | Long | Equity-common | US | $142M | 2M | 0.27 |
| SPX TECHNOLOGIES (SPX Technologies Inc) | Long | Equity-common | US | $53M | 373K | 0.10 |
| STAG INDUSTRIAL (STAG Industrial Inc) | Long | Equity-common | US | $111M | 3M | 0.21 |
| STANDEX INTL CO (Standex International Corp) | Long | Equity-common | US | $32M | 201K | 0.06 |
| STARWOOD PROPERT (Starwood Property Trust Inc) | Long | Equity-common | US | $96M | 5M | 0.18 |
| STEEL DYNAMICS (Steel Dynamics Inc) | Long | Equity-common | US | $164M | 1M | 0.31 |
| STEELCASE INC-A | Long | Equity-common | US | $19M | 1M | 0.04 |
| STEPAN CO | Long | Equity-common | US | $30M | 362K | 0.06 |
| STEPSTONE GROU-A (StepStone Group Inc) | Long | Equity-common | US | $23M | 500K | 0.04 |
| STERICYCLE INC | Long | Equity-common | US | $91M | 2M | 0.17 |
| STERLING CHECK C (Sterling Check Corp) | Long | Equity-common | US | $4M | 290K | 0.01 |
| STEVEN MADDEN (Steven Madden Ltd) | Long | Equity-common | US | $25M | 590K | 0.05 |
| STIFEL FINANCIAL (Stifel Financial Corp) | Long | Equity-common | US | $139M | 2M | 0.26 |
| STRATEGIC EDUCAT (Strategic Education Inc) | Long | Equity-common | US | $42M | 375K | 0.08 |
| STRIDE INC | Long | Equity-common | US | $25M | 348K | 0.05 |
| STURM RUGER & CO (Sturm Ruger & Co Inc) | Long | Equity-common | US | $12M | 295K | 0.02 |
| SUMMIT HOTEL PRO (Summit Hotel Properties Inc) | Long | Equity-common | US | $5M | 869K | 0.01 |
| SUMMIT MATERIA-A (Summit Materials Inc) | Long | Equity-common | US | $76M | 2M | 0.14 |
| SUMMIT THERAPEUT (Summit Therapeutics Inc) | Long | Equity-common | US | $7M | 889K | 0.01 |
| SUNSTONE HOTEL (Sunstone Hotel Investors Inc) | Long | Equity-common | US | $36M | 3M | 0.07 |
| SUPERNUS PHARMAC (Supernus Pharmaceuticals Inc) | Long | Equity-common | US | $24M | 884K | 0.05 |
| SYNAPTICS INC | Long | Equity-common | US | $59M | 669K | 0.11 |
| SYNERGY PHARMACE (Synergy Pharmaceuticals LLC) | Long | Equity-common | US | $11.7 | 1M | 0.00 |
| SYNOVUS FINL (Synovus Financial Corp) | Long | Equity-common | US | $95M | 2M | 0.18 |
| TANGER INC | Long | Equity-common | US | $50M | 2M | 0.10 |
| TAPESTRY INC | Long | Equity-common | US | $167M | 4M | 0.32 |
| TAYLOR MORRISON (Taylor Morrison Home Corp) | Long | Equity-common | US | $94M | 2M | 0.18 |
| TD SYNNEX CORP | Long | Equity-common | US | $128M | 1M | 0.24 |
| TEGNA INC | Long | Equity-common | US | $40M | 3M | 0.08 |
| TELEFLEX INC | Long | Equity-common | US | $168M | 798K | 0.32 |
| TELEPHONE & DATA (Telephone and Data Systems Inc) | Long | Equity-common | US | $32M | 2M | 0.06 |
| TEMPUS AI INC | Long | Equity-common | US | $310K | 9K | 0.00 |
| TENET HEALTHCARE (Tenet Healthcare Corp) | Long | Equity-common | US | $220M | 2M | 0.42 |
| TERADATA CORP | Long | Equity-common | US | $57M | 2M | 0.11 |
| TEREX CORP | Long | Equity-common | US | $59M | 1M | 0.11 |
| TETRA TECH INC | Long | Equity-common | US | $185M | 906K | 0.35 |
| TEXAS CAPITAL BA (Texas Capital Bancshares Inc) | Long | Equity-common | US | $48M | 790K | 0.09 |
| THE BUCKLE INC (Buckle Inc/The) | Long | Equity-common | US | $19M | 516K | 0.04 |
| THERMON GROUP HO (Thermon Group Holdings Inc) | Long | Equity-common | US | $18M | 572K | 0.03 |
| THOR INDUSTRIES (Thor Industries Inc) | Long | Equity-common | US | $80M | 858K | 0.15 |
| THOUGHTWORKS HOL (Thoughtworks Holding Inc) | Long | Equity-common | US | $5M | 2M | 0.01 |
| TIMKEN CO (Timken Co/The) | Long | Equity-common | US | $86M | 1M | 0.16 |
| TOLL BROTHERS (Toll Brothers Inc) | Long | Equity-common | US | $203M | 2M | 0.39 |
| TOMPKINS FINANCI (Tompkins Financial Corp) | Long | Equity-common | US | $10M | 195K | 0.02 |
| TOWNE BANK (Towne Bank/Portsmouth VA) | Long | Equity-common | US | $30M | 1M | 0.06 |
| TPG INC | Long | Equity-common | US | $55M | 1M | 0.11 |
| TPG RE FINANCE T (TPG RE Finance Trust Inc) | Long | Equity-common | US | $5M | 527K | 0.01 |
| TRAVEL + LEISURE (Travel + Leisure Co) | Long | Equity-common | US | $52M | 1M | 0.10 |
| TREEHOUSE FOODS (TreeHouse Foods Inc) | Long | Equity-common | US | $29M | 802K | 0.06 |
| TRI POINTE HOMES (Tri Pointe Homes Inc) | Long | Equity-common | US | $57M | 2M | 0.11 |
| TRIMAS CORP | Long | Equity-common | US | $18M | 690K | 0.03 |
| TRINITY INDUSTRI (Trinity Industries Inc) | Long | Equity-common | US | $41M | 1M | 0.08 |
| TRIUMPH GROUP (Triumph Group Inc) | Long | Equity-common | US | $5M | 326K | 0.01 |
| TRONOX HOLDING (Tronox Holdings PLC) | Long | Equity-common | US | $31M | 2M | 0.06 |
| TRUMP MEDIA & TE (Trump Media & Technology Group Corp) | Long | Equity-common | US | $8M | 231K | 0.01 |
| TRUSTMARK CORP | Long | Equity-common | US | $28M | 933K | 0.05 |
| TTEC HOLDINGS IN (TTEC Holdings Inc) | Long | Equity-common | US | $950K | 162K | 0.00 |
| TTM TECHNOLOGIES (TTM Technologies Inc) | Long | Equity-common | US | $32M | 2M | 0.06 |
| TWO HARBORS INVE (Two Harbors Investment Corp) | Long | Equity-common | US | $23M | 2M | 0.04 |
| U-HAUL HOLDING C (U-Haul Holding Co) | Long | Equity-common | US | $99M | 2M | 0.19 |
| U-HAUL HOLDING C (U-Haul Holding Co) | Long | Equity-common | US | $9M | 147K | 0.02 |
| UDEMY INC | Long | Equity-common | US | $7M | 843K | 0.01 |
| UFP INDUSTRIES I (UFP Industries Inc) | Long | Equity-common | US | $111M | 994K | 0.21 |
| UGI CORP | Long | Equity-common | US | $83M | 4M | 0.16 |
| UMB FINANCIAL (UMB Financial Corp) | Long | Equity-common | US | $55M | 661K | 0.10 |
| UNDER ARMO-C (Under Armour Inc) | Long | Equity-common | US | $21M | 3M | 0.04 |
| UNDER ARMOUR-A (Under Armour Inc) | Long | Equity-common | US | $21M | 3M | 0.04 |
| UNIFIRST CORP/MA | Long | Equity-common | US | $44M | 255K | 0.08 |
| UNITED BANKSHS (United Bankshares Inc/WV) | Long | Equity-common | US | $74M | 2M | 0.14 |
| UNITED COMMUNITY (United Community Banks Inc/GA) | Long | Equity-common | US | $51M | 2M | 0.10 |
| UNITED FIRE GROU (United Fire Group Inc) | Long | Equity-common | US | $3M | 150K | 0.01 |
| UNITED NATURAL (United Natural Foods Inc) | Long | Equity-common | US | $13M | 956K | 0.02 |
| UNITED THERAPEUT (United Therapeutics Corp) | Long | Equity-common | US | $239M | 751K | 0.46 |
| UNITI GROUP INC | Long | Equity-common | US | $11M | 4M | 0.02 |
| UNIVERSAL CORP (Universal Corp/VA) | Long | Equity-common | US | $19M | 395K | 0.04 |
| UNIVERSAL HEALTH (Universal Health Realty Income Trust) | Long | Equity-common | US | $2M | 52K | 0.00 |
| UNIVERSAL HLTH-B (Universal Health Services Inc) | Long | Equity-common | US | $178M | 960K | 0.34 |
| UNUM GROUP | Long | Equity-common | US | $139M | 3M | 0.27 |
| UPBOUND GROUP IN (Upbound Group Inc) | Long | Equity-common | US | $26M | 833K | 0.05 |
| URBAN EDGE P (Urban Edge Properties) | Long | Equity-common | US | $37M | 2M | 0.07 |
| URBAN OUTFITTER (Urban Outfitters Inc) | Long | Equity-common | US | $45M | 1M | 0.09 |
| US CELLULAR CORP (United States Cellular Corp) | Long | Equity-common | US | $12M | 220K | 0.02 |
| US FOODS HOLDING (US Foods Holding Corp) | Long | Equity-common | US | $221M | 4M | 0.42 |
| US STEEL CORP (United States Steel Corp) | Long | Equity-common | US | $130M | 3M | 0.25 |
| USANA HEALTH SCI (USANA Health Sciences Inc) | Long | Equity-common | US | $9M | 193K | 0.02 |
| VALLEY NATL BANC (Valley National Bancorp) | Long | Equity-common | US | $51M | 7M | 0.10 |
| VALMONT INDS (Valmont Industries Inc) | Long | Equity-common | US | $94M | 342K | 0.18 |
| VALVOLINE INC | Long | Equity-common | US | $94M | 2M | 0.18 |
| Vanguard Market Liquidity Fund (Vanguard Cmt Funds-Vanguard Market Liquidity Fund) | Long | Short-term investment vehicle | US | $566M | 6M | 1.08 |
| Vanguard Market Liquidity Fund (Vanguard Cmt Funds-Vanguard Market Liquidity Fund) | Long | Short-term investment vehicle | US | $261M | 3M | 0.50 |
| VAREX IMAGIN (Varex Imaging Corp) | Long | Equity-common | US | $10M | 693K | 0.02 |
| VECTOR GROUP LTD | Long | Equity-common | US | $24M | 2M | 0.05 |
| VERINT SYSTEMS (Verint Systems Inc) | Long | Equity-common | US | $32M | 993K | 0.06 |
| VERIS RESIDENTIA (Veris Residential Inc) | Long | Equity-common | US | $20M | 1M | 0.04 |
| VESTIS CORP | Long | Equity-common | US | $27M | 2M | 0.05 |
| VF CORP | Long | Equity-common | US | $80M | 6M | 0.15 |
| VIASAT INC | Long | Equity-common | US | $24M | 2M | 0.05 |
| VIAVI SOLUTIONS (Viavi Solutions Inc) | Long | Equity-common | US | $26M | 4M | 0.05 |
| VICTORIA'S SECRE (Victoria's Secret & Co) | Long | Equity-common | US | $23M | 1M | 0.04 |
| VICTORY CAPITA-A (Victory Capital Holdings Inc) | Long | Equity-common | US | $18M | 384K | 0.03 |
| VIMEO INC | Long | Equity-common | US | $5M | 1M | 0.01 |
| VIRTU FINANCIA-A (Virtu Financial Inc) | Long | Equity-common | US | $32M | 1M | 0.06 |
| VIRTUS INVEST (Virtus Investment Partners Inc) | Long | Equity-common | US | $26M | 115K | 0.05 |
| VISHAY INTERTECH (Vishay Intertechnology Inc) | Long | Equity-common | US | $47M | 2M | 0.09 |
| VISTA OUTDOOR (Vista Outdoor Inc) | Long | Equity-common | US | $17M | 445K | 0.03 |
| VITESSE ENERGY (Vitesse Energy Inc) | Long | Equity-common | US | $9M | 374K | 0.02 |
| VONTIER CORP | Long | Equity-common | US | $100M | 3M | 0.19 |
| VORNADO RLTY TST (Vornado Realty Trust) | Long | Equity-common | US | $76M | 3M | 0.15 |
| VOYA FINANCIAL I (Voya Financial Inc) | Long | Equity-common | US | $121M | 2M | 0.23 |
| WABASH NATIONAL (Wabash National Corp) | Long | Equity-common | US | $16M | 724K | 0.03 |
| WAFD INC | Long | Equity-common | US | $39M | 1M | 0.07 |
| WALKER & DUNLOP (Walker & Dunlop Inc) | Long | Equity-common | US | $53M | 542K | 0.10 |
| WARRIOR MET COAL (Warrior Met Coal Inc) | Long | Equity-common | US | $56M | 886K | 0.11 |
| WATTS WATER TE-A (Watts Water Technologies Inc) | Long | Equity-common | US | $85M | 464K | 0.16 |
| WAYSTAR HOLDING (Waystar Holding Corp) | Long | Equity-common | US | $8M | 353K | 0.01 |
| WEBSTER FINL (Webster Financial Corp) | Long | Equity-common | US | $127M | 3M | 0.24 |
| WEBTOON ENTERTAI (Webtoon Entertainment Inc) | Long | Equity-common | US | $242K | 11K | 0.00 |
| WEIS MARKETS INC | Long | Equity-common | US | $17M | 273K | 0.03 |
| WENDY'S CO/THE | Long | Equity-common | US | $50M | 3M | 0.10 |
| WERNER ENT (Werner Enterprises Inc) | Long | Equity-common | US | $37M | 1M | 0.07 |
| WESBANCO INC | Long | Equity-common | US | $27M | 956K | 0.05 |
| WESCO INTL (WESCO International Inc) | Long | Equity-common | US | $136M | 861K | 0.26 |
| WESTAMERICA BANC (Westamerica BanCorp) | Long | Equity-common | US | $21M | 429K | 0.04 |
| WESTERN ALLIANCE (Western Alliance Bancorp) | Long | Equity-common | US | $111M | 2M | 0.21 |
| WESTERN UNION (Western Union Co/The) | Long | Equity-common | US | $70M | 6M | 0.13 |
| WESTLAKE CORP | Long | Equity-common | US | $47M | 326K | 0.09 |
| WESTROCK CO | Long | Equity-common | US | $220M | 4M | 0.42 |
| WHIRLPOOL CORP | Long | Equity-common | US | $95M | 925K | 0.18 |
| WHITE MOUNTAINS (White Mountains Insurance Group Ltd) | Long | Equity-common | US | $75M | 41K | 0.14 |
| WILEY JOHN&SON-A (John Wiley & Sons Inc) | Long | Equity-common | US | $28M | 697K | 0.05 |
| WILLIAMS-SONOMA (Williams-Sonoma Inc) | Long | Equity-common | US | $244M | 864K | 0.46 |
| WINTRUST FINL (Wintrust Financial Corp) | Long | Equity-common | US | $103M | 1M | 0.20 |
| WISDOMTREE INC | Long | Equity-common | US | $23M | 2M | 0.04 |
| WOLVERINE WORLD (Wolverine World Wide Inc) | Long | Equity-common | US | $17M | 1M | 0.03 |
| WORLD ACCEPTANCE (World Acceptance Corp) | Long | Equity-common | US | $6M | 50K | 0.01 |
| WORLD KINECT COR (World Kinect Corp) | Long | Equity-common | US | $25M | 964K | 0.05 |
| WORTHINGTON ENTE (Worthington Enterprises Inc) | Long | Equity-common | US | $24M | 510K | 0.05 |
| WORTHINGTON STEE (Worthington Steel Inc) | Long | Equity-common | US | $20M | 598K | 0.04 |
| WSFS FINANCIAL (WSFS Financial Corp) | Long | Equity-common | US | $48M | 1M | 0.09 |
| XENIA HOTELS & R (Xenia Hotels & Resorts Inc) | Long | Equity-common | US | $12M | 866K | 0.02 |
| XEROX HOLDINGS C (Xerox Holdings Corp) | Long | Equity-common | US | $22M | 2M | 0.04 |
| XPO INC | Long | Equity-common | US | $100M | 939K | 0.19 |
| ZIFF DAVIS INC | Long | Equity-common | US | $43M | 781K | 0.08 |
| ZILLOW GRO-C (Zillow Group Inc) | Long | Equity-common | US | $123M | 3M | 0.23 |
| ZILLOW GROUP I-A (Zillow Group Inc) | Long | Equity-common | US | $27M | 606K | 0.05 |
| ZIONS BANCORP NA | Long | Equity-common | US | $108M | 3M | 0.21 |
| ZIPRECRUITER INC | Long | Equity-common | US | $4M | 455K | 0.01 |
| ZURN ELKAY WATER (Zurn Elkay Water Solutions Corp) | Long | Equity-common | US | $69M | 2M | 0.13 |
Address
VANGUARD INDEX FUNDS
100 Vanguard Boulevard
Malvern
Pennsylvania
19355
United States of America
Websites
Directors
Deanna Mulligan
David Thomas
F. Joseph Loughrey
Mortimer J. Buckley
Peter F. Volanakis
Grant Reid
Tara Bunch
Mark Loughridge
Scott C. Malpass
Andre F. Perold
Sarah Bloom Raskin
Emerson U. Fullwood
Transfer Agents
The Vanguard Group, Inc.
Pricing Services
ICE Data Pricing and Reference Data LLC
ITG Analytics Inc
Markit North America INC
JPMorgan Chase Bank
Refinitiv US LLC
Markit Group Limited
Bloomberg Finance LP
Custodians
The Bank of New York Mellon
Skandinaviska Enskilda Banken AB, Oslo Branch
Credit Suisse Switzerland Ltd
CIBC Mellon Trust Company
Skandinaviska Enskilda Banken, Stockholm
Euroclear Bank
The Bank of New York Mellon
Mizuho Bank, Ltd
The Bank of New York Mellon SA/NV
The Bank of New York Mellon SA/NV
The Hongkong and Shanghai Banking Corporation Limited Australia Branch
The Hongkong and Shanghai Banking Corporation Limited
The Bank of New York Mellon SA/NV
The Bank of New York Mellon SA/NV
The Bank of New York Mellon SA/NV
Shareholder Servicing Agents
The Vanguard Group, Inc.
Admins
THE VANGUARD GROUP, INC.
State Street Bank and Trust Company
Brokers
CITIGROUP INC.
BofA Securities, Inc.
Goldman Sachs & Co. LLC
Wells Fargo Securities, LLC
Virtu Americas LLC
Barclays Capital Inc.
Morgan Stanley & Co. LLC
Mizuho Securities USA Inc
RBC Capital Markets, LLC
J.P. Morgan Securities LLC