Dimensional Funds > DFA INVESTMENT DIMENSIONS GROUP INC
U.S. Social Core Equity 2 Portfolio
$1.50B
Avg Monthly Net Assets
$1.99B
Total Assets
$92.27M
Total Liabilities
$1.90B
Net Assets
U.S. Social Core Equity 2 Portfolio is a Mutual Fund in DFA INVESTMENT DIMENSIONS GROUP INC
from Dimensional Funds,
based in Texas,
United States of America.
The fund has one share class
and monthly net assets of $1.50B.
On September 26th, 2024 it reported 2,023 holdings, the largest
being NVIDIA Corp (6.0%), Apple Inc (5.6%) and Microsoft Corp (4.6%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Ticker | Monthly Returns (2 years) |
|---|---|---|---|
| Portfolio Shares | C000050178 | DFUEX |
Holdings
From latest NPORT-P, filed September 26th, 2024 for period ending July 31st, 2024.
Historic holdings data available from Fincoded.
| Name | Profile | Category | Country | Value $USD | # Shares | % of Fund |
|---|---|---|---|---|---|---|
| 1-800-Flowers.com, Inc. (1-800-Flowers.com Inc) | Long | Equity-common | US | $54K | 5K | 0.00 |
| 1st Source Corp. | Long | Equity-common | US | $276K | 4K | 0.01 |
| 3D Systems Corp. | Long | Equity-common | US | $30K | 8K | 0.00 |
| 4D Molecular Therapeutics, Inc. (4D Molecular Therapeutics Inc) | Long | Equity-common | US | $88K | 5K | 0.00 |
| 908 Devices, Inc. (908 Devices Inc) | Long | Equity-common | US | $17K | 3K | 0.00 |
| A-Mark Precious Metals, Inc. (A-Mark Precious Metals Inc) | Long | Equity-common | US | $151K | 4K | 0.01 |
| A.O. Smith Corp. (A O Smith Corp) | Long | Equity-common | US | $1M | 17K | 0.08 |
| A10 Networks, Inc. (A10 Networks Inc) | Long | Equity-common | US | $130K | 10K | 0.01 |
| AAON, Inc. (AAON Inc) | Long | Equity-common | US | $622K | 7K | 0.03 |
| AAR Corp. | Long | Equity-common | US | $348K | 5K | 0.02 |
| Abercrombie & Fitch Co. | Long | Equity-common | US | $2M | 11K | 0.08 |
| ABIOMED, Inc. (CONTRA ABIOMED INC) | Derivative-equity | US | $17K | 1K | 0.00 | |
| ABM Industries, Inc. (ABM Industries Inc) | Long | Equity-common | US | $663K | 12K | 0.03 |
| Acacia Research Corp. | Long | Equity-common | US | $21K | 4K | 0.00 |
| Academy Sports & Outdoors, Inc. (Academy Sports & Outdoors Inc) | Long | Equity-common | US | $518K | 10K | 0.03 |
| Acadia Healthcare Co., Inc. (Acadia Healthcare Co Inc) | Long | Equity-common | US | $755K | 12K | 0.04 |
| ACADIA Pharmaceuticals, Inc. (ACADIA Pharmaceuticals Inc) | Long | Equity-common | US | $197K | 10K | 0.01 |
| Accenture PLC | Long | Equity-common | IE | $10M | 29K | 0.50 |
| ACCO Brands Corp. | Long | Equity-common | US | $10K | 2K | 0.00 |
| Accuray, Inc. (Accuray Inc) | Long | Equity-common | US | $37K | 20K | 0.00 |
| ACI Worldwide, Inc. (ACI Worldwide Inc) | Long | Equity-common | US | $663K | 15K | 0.03 |
| Acme United Corp. | Long | Equity-common | US | $32K | 700 | 0.00 |
| ACNB Corp. | Long | Equity-common | US | $30K | 719 | 0.00 |
| Acuity Brands, Inc. (Acuity Brands Inc) | Long | Equity-common | US | $981K | 4K | 0.05 |
| Acushnet Holdings Corp. | Long | Equity-common | US | $744K | 10K | 0.04 |
| ACV Auctions, Inc. (ACV Auctions Inc) | Long | Equity-common | US | $240K | 14K | 0.01 |
| Adams Resources & Energy, Inc. (Adams Resources & Energy Inc) | Long | Equity-common | US | $3K | 99 | 0.00 |
| AdaptHealth Corp. | Long | Equity-common | US | $172K | 15K | 0.01 |
| Addus HomeCare Corp. | Long | Equity-common | US | $326K | 3K | 0.02 |
| Adeia, Inc. (Adeia Inc) | Long | Equity-common | US | $148K | 13K | 0.01 |
| Adient PLC | Long | Equity-common | IE | $420K | 16K | 0.02 |
| Adobe, Inc. (Adobe Inc) | Long | Equity-common | US | $10M | 18K | 0.52 |
| ADT, Inc. (ADT Inc) | Long | Equity-common | US | $398K | 51K | 0.02 |
| Adtalem Global Education, Inc. (Adtalem Global Education Inc) | Long | Equity-common | US | $731K | 9K | 0.04 |
| Advance Auto Parts, Inc. (Advance Auto Parts Inc) | Long | Equity-common | US | $174K | 3K | 0.01 |
| Advanced Drainage Systems, Inc. (Advanced Drainage Systems Inc) | Long | Equity-common | US | $2M | 9K | 0.09 |
| Advanced Energy Industries, Inc. (Advanced Energy Industries Inc) | Long | Equity-common | US | $528K | 5K | 0.03 |
| Advanced Micro Devices, Inc. (Advanced Micro Devices Inc) | Long | Equity-common | US | $5M | 33K | 0.25 |
| AECOM | Long | Equity-common | US | $641K | 7K | 0.03 |
| Affiliated Managers Group, Inc. (Affiliated Managers Group Inc) | Long | Equity-common | US | $1M | 6K | 0.06 |
| Affinity Bancshares, Inc. (Affinity Bancshares Inc) | Long | Equity-common | US | $18K | 836 | 0.00 |
| Aflac, Inc. (Aflac Inc) | Long | Equity-common | US | $2M | 24K | 0.12 |
| AGCO Corp. | Long | Equity-common | US | $1M | 11K | 0.06 |
| Agios Pharmaceuticals, Inc. (Agios Pharmaceuticals Inc) | Long | Equity-common | US | $54K | 1K | 0.00 |
| Air Lease Corp. | Long | Equity-common | US | $1M | 25K | 0.07 |
| Airbnb, Inc. (Airbnb Inc) | Long | Equity-common | US | $357K | 3K | 0.02 |
| Akamai Technologies, Inc. (Akamai Technologies Inc) | Long | Equity-common | US | $856K | 9K | 0.05 |
| Alamo Group, Inc. (Alamo Group Inc) | Long | Equity-common | US | $317K | 2K | 0.02 |
| Alarm.com Holdings, Inc. (Alarm.com Holdings Inc) | Long | Equity-common | US | $460K | 7K | 0.02 |
| Alaska Air Group, Inc. (Alaska Air Group Inc) | Long | Equity-common | US | $794K | 21K | 0.04 |
| Albany International Corp. | Long | Equity-common | US | $429K | 5K | 0.02 |
| Albemarle Corp. | Long | Equity-common | US | $565K | 6K | 0.03 |
| Albertsons Cos., Inc. (Albertsons Cos Inc) | Long | Equity-common | US | $887K | 45K | 0.05 |
| Albireo Pharma, Inc. (CONTRA ALBIREO PHARMA) | Derivative-equity | US | $15K | 3K | 0.00 | |
| Alector, Inc. (Alector Inc) | Long | Equity-common | US | $58K | 10K | 0.00 |
| Alico, Inc. (Alico Inc) | Long | Equity-common | US | $56K | 2K | 0.00 |
| Alight, Inc. (Alight Inc) | Long | Equity-common | US | $502K | 66K | 0.03 |
| Align Technology, Inc. (Align Technology Inc) | Long | Equity-common | US | $179K | 773 | 0.01 |
| Alkami Technology, Inc. (Alkami Technology Inc) | Long | Equity-common | US | $258K | 8K | 0.01 |
| Alkermes PLC | Long | Equity-common | IE | $417K | 15K | 0.02 |
| Allegion PLC | Long | Equity-common | IE | $2M | 11K | 0.08 |
| Allient, Inc. (Allient Inc) | Long | Equity-common | US | $71K | 2K | 0.00 |
| Allison Transmission Holdings, Inc. (Allison Transmission Holdings Inc) | Long | Equity-common | US | $1M | 17K | 0.08 |
| Allstate Corp. (Allstate Corp/The) | Long | Equity-common | US | $3M | 16K | 0.14 |
| Ally Financial, Inc. (Ally Financial Inc) | Long | Equity-common | US | $2M | 35K | 0.08 |
| Alpha & Omega Semiconductor Ltd. | Long | Equity-common | BM | $201K | 5K | 0.01 |
| Alphabet, Inc. (Alphabet Inc) | Long | Equity-common | US | $26M | 152K | 1.37 |
| Alphabet, Inc. (Alphabet Inc) | Long | Equity-common | US | $22M | 127K | 1.15 |
| Alta Equipment Group, Inc. (Alta Equipment Group Inc) | Long | Equity-common | US | $27K | 3K | 0.00 |
| Altair Engineering, Inc. (Altair Engineering Inc) | Long | Equity-common | US | $44K | 500 | 0.00 |
| Altus Power, Inc. (Altus Power Inc) | Long | Equity-common | US | $129K | 31K | 0.01 |
| Amalgamated Financial Corp. | Long | Equity-common | US | $221K | 7K | 0.01 |
| Amazon.com, Inc. (Amazon.com Inc) | Long | Equity-common | US | $43M | 231K | 2.27 |
| Ambac Financial Group, Inc. (Ambac Financial Group Inc) | Long | Equity-common | US | $137K | 10K | 0.01 |
| Ambarella, Inc. (Ambarella Inc) | Long | Equity-common | KY | $456K | 9K | 0.02 |
| Amcor PLC | Long | Equity-common | JE | $1M | 133K | 0.07 |
| Amdocs Ltd. | Long | Equity-common | GG | $1M | 13K | 0.06 |
| Amedisys, Inc. (Amedisys Inc) | Long | Equity-common | US | $69K | 700 | 0.00 |
| Amerant Bancorp, Inc. (Amerant Bancorp Inc) | Long | Equity-common | US | $101K | 4K | 0.01 |
| Ameresco, Inc. (Ameresco Inc) | Long | Equity-common | US | $73K | 2K | 0.00 |
| America's Car-Mart, Inc. (America's Car-Mart Inc/TX) | Long | Equity-common | US | $76K | 1K | 0.00 |
| American Airlines Group, Inc. (American Airlines Group Inc) | Long | Equity-common | US | $80K | 7K | 0.00 |
| American Axle & Manufacturing Holdings, Inc. (American Axle & Manufacturing Holdings Inc) | Long | Equity-common | US | $140K | 19K | 0.01 |
| American Coastal Insurance Corp. | Long | Equity-common | US | $26K | 2K | 0.00 |
| American Eagle Outfitters, Inc. (American Eagle Outfitters Inc) | Long | Equity-common | US | $601K | 27K | 0.03 |
| American Express Co. | Long | Equity-common | US | $6M | 25K | 0.33 |
| American Financial Group, Inc. (American Financial Group Inc/OH) | Long | Equity-common | US | $1M | 9K | 0.06 |
| American International Group, Inc. (American International Group Inc) | Long | Equity-common | US | $3M | 32K | 0.13 |
| American Public Education, Inc. (American Public Education Inc) | Long | Equity-common | US | $32K | 2K | 0.00 |
| American Shared Hospital Services | Long | Equity-common | US | $7K | 2K | 0.00 |
| American Software, Inc. (American Software Inc/GA) | Long | Equity-common | US | $43K | 4K | 0.00 |
| American States Water Co. | Long | Equity-common | US | $343K | 4K | 0.02 |
| American Superconductor Corp. | Long | Equity-common | US | $2K | 80 | 0.00 |
| American Vanguard Corp. | Long | Equity-common | US | $45K | 5K | 0.00 |
| American Water Works Co., Inc. (American Water Works Co Inc) | Long | Equity-common | US | $988K | 7K | 0.05 |
| American Woodmark Corp. | Long | Equity-common | US | $300K | 3K | 0.02 |
| Ameriprise Financial, Inc. (Ameriprise Financial Inc) | Long | Equity-common | US | $4M | 10K | 0.22 |
| Ameris Bancorp | Long | Equity-common | US | $688K | 11K | 0.04 |
| AMERISAFE, Inc. (AMERISAFE Inc) | Long | Equity-common | US | $137K | 3K | 0.01 |
| AmeriServ Financial, Inc. (AmeriServ Financial Inc) | Long | Equity-common | US | $753 | 300 | 0.00 |
| AMETEK, Inc. (AMETEK Inc) | Long | Equity-common | US | $2M | 12K | 0.11 |
| Amkor Technology, Inc. (Amkor Technology Inc) | Long | Equity-common | US | $1M | 39K | 0.07 |
| AMN Healthcare Services, Inc. (AMN Healthcare Services Inc) | Long | Equity-common | US | $500K | 7K | 0.03 |
| Ampco-Pittsburgh Corp. | Long | Equity-common | US | $23K | 14K | 0.00 |
| Amphenol Corp. | Long | Equity-common | US | $2M | 29K | 0.10 |
| AMREP Corp. | Long | Equity-common | US | $38K | 2K | 0.00 |
| Amtech Systems, Inc. (Amtech Systems Inc) | Long | Equity-common | US | $3K | 531 | 0.00 |
| Analog Devices, Inc. (Analog Devices Inc) | Long | Equity-common | US | $3M | 12K | 0.15 |
| Andersons, Inc. (Andersons Inc/The) | Long | Equity-common | US | $315K | 6K | 0.02 |
| Anika Therapeutics, Inc. (Anika Therapeutics Inc) | Long | Equity-common | US | $57K | 2K | 0.00 |
| Annexon, Inc. (Annexon Inc) | Long | Equity-common | US | $56K | 9K | 0.00 |
| Anterix, Inc. (Anterix Inc) | Long | Equity-common | US | $106K | 3K | 0.01 |
| Aon PLC | Long | Equity-common | IE | $2M | 5K | 0.09 |
| API Group Corp. | Long | Equity-common | US | $843K | 22K | 0.04 |
| Apogee Enterprises, Inc. (Apogee Enterprises Inc) | Long | Equity-common | US | $311K | 5K | 0.02 |
| Apollo Global Management, Inc. (Apollo Global Management Inc) | Long | Equity-common | US | $824K | 7K | 0.04 |
| Appfolio, Inc. (Appfolio Inc) | Long | Equity-common | US | $44K | 200 | 0.00 |
| Apple, Inc. (Apple Inc) | Long | Equity-common | US | $106M | 478K | 5.59 |
| Applied Industrial Technologies, Inc. (Applied Industrial Technologies Inc) | Long | Equity-common | US | $1M | 5K | 0.06 |
| Applied Materials, Inc. (Applied Materials Inc) | Long | Equity-common | US | $5M | 23K | 0.25 |
| AppLovin Corp. | Long | Equity-common | US | $917K | 12K | 0.05 |
| AptarGroup, Inc. (AptarGroup Inc) | Long | Equity-common | US | $1M | 7K | 0.05 |
| Aptiv PLC | Long | Equity-common | JE | $1M | 18K | 0.06 |
| Aramark | Long | Equity-common | US | $885K | 26K | 0.05 |
| ARC Document Solutions, Inc. (ARC Document Solutions Inc) | Long | Equity-common | US | $79K | 26K | 0.00 |
| Arcadium Lithium PLC | Long | Equity-common | JE | $147K | 46K | 0.01 |
| ArcBest Corp. | Long | Equity-common | US | $610K | 5K | 0.03 |
| Arch Capital Group Ltd. | Long | Equity-common | BM | $2M | 22K | 0.11 |
| Archrock, Inc. (Archrock Inc) | Long | Equity-common | US | $580K | 28K | 0.03 |
| Arcosa, Inc. (Arcosa Inc) | Long | Equity-common | US | $746K | 8K | 0.04 |
| Arcturus Therapeutics Holdings, Inc. (Arcturus Therapeutics Holdings Inc) | Long | Equity-common | US | $94K | 4K | 0.00 |
| Arcus Biosciences, Inc. (Arcus Biosciences Inc) | Long | Equity-common | US | $304K | 19K | 0.02 |
| Ardmore Shipping Corp. | Long | Equity-common | MH | $173K | 8K | 0.01 |
| ARES Management Corp. | Long | Equity-common | US | $595K | 4K | 0.03 |
| Argan, Inc. (Argan Inc) | Long | Equity-common | US | $212K | 3K | 0.01 |
| Arhaus, Inc. (Arhaus Inc) | Long | Equity-common | US | $97K | 6K | 0.01 |
| Aris Water Solutions, Inc. (Aris Water Solutions Inc) | Long | Equity-common | US | $60K | 3K | 0.00 |
| Arista Networks, Inc. (Arista Networks Inc) | Long | Equity-common | US | $2M | 6K | 0.12 |
| Armstrong World Industries, Inc. (Armstrong World Industries Inc) | Long | Equity-common | US | $972K | 7K | 0.05 |
| Arrow Electronics, Inc. (Arrow Electronics Inc) | Long | Equity-common | US | $1M | 9K | 0.06 |
| Arrow Financial Corp. | Long | Equity-common | US | $81K | 3K | 0.00 |
| Art's-Way Manufacturing Co., Inc. (Art's-Way Manufacturing Co Inc) | Long | Equity-common | US | $5K | 3K | 0.00 |
| Artesian Resources Corp. | Long | Equity-common | US | $35K | 900 | 0.00 |
| Arthur J Gallagher & Co. | Long | Equity-common | US | $2M | 6K | 0.09 |
| Artisan Partners Asset Management, Inc. (Artisan Partners Asset Management Inc) | Long | Equity-common | US | $402K | 9K | 0.02 |
| Artivion, Inc. (Artivion Inc) | Long | Equity-common | US | $162K | 6K | 0.01 |
| Arvinas, Inc. (Arvinas Inc) | Long | Equity-common | US | $181K | 7K | 0.01 |
| Asbury Automotive Group, Inc. (Asbury Automotive Group Inc) | Long | Equity-common | US | $828K | 3K | 0.04 |
| ASGN, Inc. (ASGN Inc) | Long | Equity-common | US | $632K | 7K | 0.03 |
| Ashland, Inc. (Ashland Inc) | Long | Equity-common | US | $797K | 8K | 0.04 |
| Aspen Aerogels, Inc. (Aspen Aerogels Inc) | Long | Equity-common | US | $27K | 1K | 0.00 |
| Aspen Technology, Inc. (Aspen Technology Inc) | Long | Equity-common | US | $528K | 3K | 0.03 |
| Assembly Biosciences, Inc. (Assembly Biosciences Inc) | Long | Equity-common | US | $17K | 1K | 0.00 |
| AssetMark Financial Holdings, Inc. (AssetMark Financial Holdings Inc) | Long | Equity-common | US | $334K | 10K | 0.02 |
| Associated Banc-Corp. | Long | Equity-common | US | $563K | 24K | 0.03 |
| Assurant, Inc. (Assurant Inc) | Long | Equity-common | US | $972K | 6K | 0.05 |
| Assured Guaranty Ltd. | Long | Equity-common | BM | $991K | 12K | 0.05 |
| Astec Industries, Inc. (Astec Industries Inc) | Long | Equity-common | US | $104K | 3K | 0.01 |
| Astrana Health, Inc. (Astrana Health Inc) | Long | Equity-common | US | $257K | 5K | 0.01 |
| Astria Therapeutics, Inc. (Astria Therapeutics Inc) | Long | Equity-common | US | $85K | 7K | 0.00 |
| Astronics Corp. | Long | Equity-common | US | $85K | 4K | 0.00 |
| Astronics Corp. | Long | Equity-common | US | $19K | 835 | 0.00 |
| AstroNova, Inc. (AstroNova Inc) | Long | Equity-common | US | $12K | 760 | 0.00 |
| Asure Software, Inc. (Asure Software Inc) | Long | Equity-common | US | $41K | 4K | 0.00 |
| AT&T, Inc. (AT&T Inc) | Long | Equity-common | US | $4M | 198K | 0.20 |
| Atea Pharmaceuticals, Inc. (Atea Pharmaceuticals Inc) | Long | Equity-common | US | $19K | 5K | 0.00 |
| Athira Pharma, Inc. (Athira Pharma Inc) | Long | Equity-common | US | $16K | 5K | 0.00 |
| ATI, Inc. (ATI Inc) | Long | Equity-common | US | $1M | 17K | 0.06 |
| Atkore, Inc. (Atkore Inc) | Long | Equity-common | US | $871K | 6K | 0.05 |
| Atlanta Braves Holdings, Inc. (Atlanta Braves Holdings Inc) | Long | Equity-common | US | $245K | 6K | 0.01 |
| Atlanta Braves Holdings, Inc. (Atlanta Braves Holdings Inc) | Long | Equity-common | US | $17K | 363 | 0.00 |
| Atlantic Union Bankshares Corp. | Long | Equity-common | US | $846K | 20K | 0.04 |
| Atlanticus Holdings Corp. | Long | Equity-common | US | $61K | 2K | 0.00 |
| Atlassian Corp. | Long | Equity-common | US | $110K | 622 | 0.01 |
| Atmos Energy Corp. | Long | Equity-common | US | $815K | 6K | 0.04 |
| ATN International, Inc. (ATN International Inc) | Long | Equity-common | US | $103K | 3K | 0.01 |
| AtriCure, Inc. (AtriCure Inc) | Long | Equity-common | US | $35K | 2K | 0.00 |
| aTyr Pharma, Inc. (aTyr Pharma Inc) | Long | Equity-common | US | $15K | 8K | 0.00 |
| Aura Biosciences, Inc. (Aura Biosciences Inc) | Long | Equity-common | US | $27K | 3K | 0.00 |
| Aurora Innovation, Inc. (Aurora Innovation Inc) | Long | Equity-common | US | $360K | 90K | 0.02 |
| Autodesk, Inc. (Autodesk Inc) | Long | Equity-common | US | $2M | 7K | 0.09 |
| Autoliv, Inc. (Autoliv Inc) | Long | Equity-common | US | $1M | 13K | 0.07 |
| Automatic Data Processing, Inc. (Automatic Data Processing Inc) | Long | Equity-common | US | $5M | 18K | 0.25 |
| AutoNation, Inc. (AutoNation Inc) | Long | Equity-common | US | $2M | 9K | 0.09 |
| AutoZone, Inc. (AutoZone Inc) | Long | Equity-common | US | $721K | 230 | 0.04 |
| Avanos Medical, Inc. (Avanos Medical Inc) | Long | Equity-common | US | $55K | 2K | 0.00 |
| Avantor, Inc. (Avantor Inc) | Long | Equity-common | US | $523K | 20K | 0.03 |
| AvePoint, Inc. (AvePoint Inc) | Long | Equity-common | US | $126K | 12K | 0.01 |
| Avery Dennison Corp. | Long | Equity-common | US | $2M | 8K | 0.09 |
| Aviat Networks, Inc. (Aviat Networks Inc) | Long | Equity-common | US | $62K | 2K | 0.00 |
| AvidXchange Holdings, Inc. (AvidXchange Holdings Inc) | Long | Equity-common | US | $246K | 28K | 0.01 |
| Avient Corp. | Long | Equity-common | US | $567K | 13K | 0.03 |
| Avis Budget Group, Inc. (Avis Budget Group Inc) | Long | Equity-common | US | $266K | 3K | 0.01 |
| Avnet, Inc. (Avnet Inc) | Long | Equity-common | US | $823K | 15K | 0.04 |
| Axalta Coating Systems Ltd. | Long | Equity-common | BM | $1M | 35K | 0.07 |
| Axcelis Technologies, Inc. (Axcelis Technologies Inc) | Long | Equity-common | US | $685K | 5K | 0.04 |
| Axis Capital Holdings Ltd. | Long | Equity-common | BM | $1M | 14K | 0.06 |
| Axogen, Inc. (Axogen Inc) | Long | Equity-common | US | $27K | 3K | 0.00 |
| Axonics, Inc. (Axonics Inc) | Long | Equity-common | US | $203K | 3K | 0.01 |
| Axos Financial, Inc. (Axos Financial Inc) | Long | Equity-common | US | $671K | 9K | 0.04 |
| AXT, Inc. (AXT Inc) | Long | Equity-common | US | $21K | 6K | 0.00 |
| Aytu BioPharma, Inc. (Aytu BioPharma Inc) | Long | Equity-common | US | $4K | 1K | 0.00 |
| AZEK Co., Inc. (AZEK Co Inc/The) | Long | Equity-common | US | $609K | 14K | 0.03 |
| Azenta, Inc. (Azenta Inc) | Long | Equity-common | US | $585K | 9K | 0.03 |
| AZZ, Inc. (AZZ Inc) | Long | Equity-common | US | $298K | 4K | 0.02 |
| B&G Foods, Inc. (B&G Foods Inc) | Long | Equity-common | US | $142K | 17K | 0.01 |
| Badger Meter, Inc. (Badger Meter Inc) | Long | Equity-common | US | $610K | 3K | 0.03 |
| Baker Hughes Co. | Long | Equity-common | US | $3M | 72K | 0.15 |
| Balchem Corp. | Long | Equity-common | US | $651K | 4K | 0.03 |
| Baldwin Insurance Group, Inc. (Baldwin Insurance Group Inc/The) | Long | Equity-common | US | $268K | 6K | 0.01 |
| Ball Corp. | Long | Equity-common | US | $1M | 21K | 0.07 |
| Banc of California, Inc. (Banc of California Inc) | Long | Equity-common | US | $123K | 9K | 0.01 |
| BancFirst Corp. | Long | Equity-common | US | $572K | 5K | 0.03 |
| Bancorp, Inc. (Bancorp Inc/The) | Long | Equity-common | US | $573K | 11K | 0.03 |
| Bandwidth, Inc. (Bandwidth Inc) | Long | Equity-common | US | $81K | 4K | 0.00 |
| Bank of America Corp. | Long | Equity-common | US | $8M | 191K | 0.41 |
| Bank of Hawaii Corp. | Long | Equity-common | US | $441K | 6K | 0.02 |
| Bank of New York Mellon Corp. (Bank of New York Mellon Corp/The) | Long | Equity-common | US | $2M | 38K | 0.13 |
| Bank of NT Butterfield & Son Ltd. (Bank of NT Butterfield & Son Ltd/The) | Long | Equity-common | BM | $91K | 2K | 0.00 |
| Bank of the James Financial Group, Inc. (Bank of the James Financial Group Inc) | Long | Equity-common | US | $17K | 1K | 0.00 |
| Bank OZK | Long | Equity-common | US | $861K | 18K | 0.05 |
| Bank7 Corp. | Long | Equity-common | US | $72K | 2K | 0.00 |
| BankFinancial Corp. | Long | Equity-common | US | $34K | 3K | 0.00 |
| BankUnited, Inc. (BankUnited Inc) | Long | Equity-common | US | $459K | 12K | 0.02 |
| Banner Corp. | Long | Equity-common | US | $349K | 6K | 0.02 |
| Bar Harbor Bankshares | Long | Equity-common | US | $44K | 1K | 0.00 |
| Barnes Group, Inc. (Barnes Group Inc) | Long | Equity-common | US | $349K | 9K | 0.02 |
| Barrett Business Services, Inc. (Barrett Business Services Inc) | Long | Equity-common | US | $225K | 6K | 0.01 |
| Bassett Furniture Industries, Inc. (Bassett Furniture Industries Inc) | Long | Equity-common | US | $16K | 1K | 0.00 |
| Bath & Body Works, Inc. (Bath & Body Works Inc) | Long | Equity-common | US | $215K | 6K | 0.01 |
| Baxter International, Inc. (Baxter International Inc) | Long | Equity-common | US | $1M | 32K | 0.06 |
| BayCom Corp. | Long | Equity-common | US | $18K | 742 | 0.00 |
| Beacon Roofing Supply, Inc. (Beacon Roofing Supply Inc) | Long | Equity-common | US | $1M | 11K | 0.06 |
| Beam Therapeutics, Inc. (Beam Therapeutics Inc) | Long | Equity-common | US | $126K | 4K | 0.01 |
| Beazer Homes USA, Inc. (Beazer Homes USA Inc) | Long | Equity-common | US | $203K | 6K | 0.01 |
| Bel Fuse, Inc. (Bel Fuse Inc) | Long | Equity-common | US | $122K | 2K | 0.01 |
| Belden, Inc. (Belden Inc) | Long | Equity-common | US | $692K | 7K | 0.04 |
| BellRing Brands, Inc. (BellRing Brands Inc) | Long | Equity-common | US | $671K | 13K | 0.04 |
| Benchmark Electronics, Inc. (Benchmark Electronics Inc) | Long | Equity-common | US | $271K | 6K | 0.01 |
| Bentley Systems, Inc. (Bentley Systems Inc) | Long | Equity-common | US | $594K | 12K | 0.03 |
| Berkshire Hills Bancorp, Inc. (Berkshire Hills Bancorp Inc) | Long | Equity-common | US | $172K | 6K | 0.01 |
| Berry Global Group, Inc. (Berry Global Group Inc) | Long | Equity-common | US | $1M | 21K | 0.07 |
| Best Buy Co., Inc. (Best Buy Co Inc) | Long | Equity-common | US | $2M | 25K | 0.11 |
| Beyond, Inc. (Beyond Inc) | Long | Equity-common | US | $78K | 7K | 0.00 |
| BGC Group, Inc. (BGC Group Inc) | Long | Equity-common | US | $453K | 49K | 0.02 |
| Biglari Holdings, Inc. (Biglari Holdings Inc) | Long | Equity-common | US | $41K | 42 | 0.00 |
| Biglari Holdings, Inc. (Biglari Holdings Inc) | Long | Equity-common | US | $8K | 39 | 0.00 |
| BioAtla, Inc. (BioAtla Inc) | Long | Equity-common | US | $13K | 7K | 0.00 |
| Bioceres Crop Solutions Corp. | Long | Equity-common | KY | $20K | 2K | 0.00 |
| BioLife Solutions, Inc. (BioLife Solutions Inc) | Long | Equity-common | US | $145K | 6K | 0.01 |
| Bioventus, Inc. (Bioventus Inc) | Long | Equity-common | US | $10K | 1K | 0.00 |
| BJ's Wholesale Club Holdings, Inc. (BJ's Wholesale Club Holdings Inc) | Long | Equity-common | US | $2M | 19K | 0.09 |
| Black Diamond Therapeutics, Inc. (Black Diamond Therapeutics Inc) | Long | Equity-common | US | $18K | 3K | 0.00 |
| Blackbaud, Inc. (Blackbaud Inc) | Long | Equity-common | US | $465K | 6K | 0.02 |
| BlackLine, Inc. (BlackLine Inc) | Long | Equity-common | US | $209K | 4K | 0.01 |
| BlackRock, Inc. (BlackRock Inc) | Long | Equity-common | US | $3M | 4K | 0.17 |
| Blackstone, Inc. (Blackstone Inc) | Long | Equity-common | US | $581K | 4K | 0.03 |
| Block, Inc. (Block Inc) | Long | Equity-common | US | $932K | 15K | 0.05 |
| Blue Bird Corp. | Long | Equity-common | US | $186K | 4K | 0.01 |
| Blue Foundry Bancorp | Long | Equity-common | US | $29K | 3K | 0.00 |
| BlueLinx Holdings, Inc. (BlueLinx Holdings Inc) | Long | Equity-common | US | $183K | 2K | 0.01 |
| Boise Cascade Co. | Long | Equity-common | US | $980K | 7K | 0.05 |
| BOK Financial Corp. | Long | Equity-common | US | $965K | 9K | 0.05 |
| Booking Holdings, Inc. (Booking Holdings Inc) | Long | Equity-common | US | $3M | 684 | 0.13 |
| Boot Barn Holdings, Inc. (Boot Barn Holdings Inc) | Long | Equity-common | US | $586K | 4K | 0.03 |
| Booz Allen Hamilton Holding Corp. | Long | Equity-common | US | $2M | 12K | 0.09 |
| BorgWarner, Inc. (BorgWarner Inc) | Long | Equity-common | US | $991K | 28K | 0.05 |
| Boston Scientific Corp. | Long | Equity-common | US | $3M | 40K | 0.16 |
| Bowman Consulting Group Ltd. | Long | Equity-common | US | $24K | 675 | 0.00 |
| Box, Inc. (Box Inc) | Long | Equity-common | US | $411K | 15K | 0.02 |
| Brady Corp. | Long | Equity-common | US | $473K | 7K | 0.02 |
| Bread Financial Holdings, Inc. (Bread Financial Holdings Inc) | Long | Equity-common | US | $399K | 7K | 0.02 |
| Bridgewater Bancshares, Inc. (Bridgewater Bancshares Inc) | Long | Equity-common | US | $49K | 4K | 0.00 |
| Bright Horizons Family Solutions, Inc. (Bright Horizons Family Solutions Inc) | Long | Equity-common | US | $844K | 7K | 0.04 |
| Brighthouse Financial, Inc. (Brighthouse Financial Inc) | Long | Equity-common | US | $649K | 13K | 0.03 |
| Brightsphere Investment Group, Inc. (Brightsphere Investment Group Inc) | Long | Equity-common | US | $155K | 6K | 0.01 |
| BrightView Holdings, Inc. (BrightView Holdings Inc) | Long | Equity-common | US | $176K | 12K | 0.01 |
| Brink's Co. (Brink's Co/The) | Long | Equity-common | US | $747K | 7K | 0.04 |
| Bristow Group, Inc. (Bristow Group Inc) | Long | Equity-common | US | $184K | 5K | 0.01 |
| Broadcom, Inc. (Broadcom Inc) | Long | Equity-common | US | $15M | 91K | 0.77 |
| Broadridge Financial Solutions, Inc. (Broadridge Financial Solutions Inc) | Long | Equity-common | US | $1M | 7K | 0.08 |
| Brookdale Senior Living, Inc. (Brookdale Senior Living Inc) | Long | Equity-common | US | $303K | 39K | 0.02 |
| Brookfield Renewable Corp. | Long | Equity-common | CA | $372K | 13K | 0.02 |
| Brookline Bancorp, Inc. (Brookline Bancorp Inc) | Long | Equity-common | US | $84K | 8K | 0.00 |
| Brown & Brown, Inc. (Brown & Brown Inc) | Long | Equity-common | US | $1M | 14K | 0.08 |
| Bruker Corp. | Long | Equity-common | US | $1M | 18K | 0.06 |
| Brunswick Corp. (Brunswick Corp/DE) | Long | Equity-common | US | $926K | 11K | 0.05 |
| Buckle, Inc. (Buckle Inc/The) | Long | Equity-common | US | $393K | 9K | 0.02 |
| Build-A-Bear Workshop, Inc. (Build-A-Bear Workshop Inc) | Long | Equity-common | US | $76K | 3K | 0.00 |
| Builders FirstSource, Inc. (Builders FirstSource Inc) | Long | Equity-common | US | $2M | 13K | 0.11 |
| Bunge Global SA | Long | Equity-common | CH | $2M | 15K | 0.08 |
| Burke & Herbert Financial Services Corp. | Long | Equity-common | US | $96K | 1K | 0.01 |
| Burlington Stores, Inc. (Burlington Stores Inc) | Long | Equity-common | US | $2M | 7K | 0.09 |
| Business First Bancshares, Inc. (Business First Bancshares Inc) | Long | Equity-common | US | $89K | 4K | 0.00 |
| Byline Bancorp, Inc. (Byline Bancorp Inc) | Long | Equity-common | US | $145K | 5K | 0.01 |
| C&F Financial Corp. | Long | Equity-common | US | $30K | 500 | 0.00 |
| Cable One, Inc. (Cable One Inc) | Long | Equity-common | US | $260K | 630 | 0.01 |
| Cabot Corp. | Long | Equity-common | US | $761K | 8K | 0.04 |
| CACI International, Inc. (CACI International Inc) | Long | Equity-common | US | $1M | 3K | 0.06 |
| Cactus, Inc. (Cactus Inc) | Long | Equity-common | US | $564K | 9K | 0.03 |
| Cadeler AS (Cadeler A/S) | Long | Equity-common | DK | $84K | 3K | 0.00 |
| Cadence Bank | Long | Equity-common | US | $827K | 25K | 0.04 |
| Cadence Design Systems, Inc. (Cadence Design Systems Inc) | Long | Equity-common | US | $680K | 3K | 0.04 |
| Cadre Holdings, Inc. (Cadre Holdings Inc) | Long | Equity-common | US | $92K | 3K | 0.00 |
| Cal-Maine Foods, Inc. (Cal-Maine Foods Inc) | Long | Equity-common | US | $444K | 6K | 0.02 |
| Calavo Growers, Inc. (Calavo Growers Inc) | Long | Equity-common | US | $56K | 2K | 0.00 |
| Caleres, Inc. (Caleres Inc) | Long | Equity-common | US | $261K | 7K | 0.01 |
| California BanCorp | Long | Equity-common | US | $18K | 733 | 0.00 |
| California Water Service Group | Long | Equity-common | US | $251K | 5K | 0.01 |
| Calix, Inc. (Calix Inc) | Long | Equity-common | US | $232K | 6K | 0.01 |
| Camden National Corp. | Long | Equity-common | US | $131K | 3K | 0.01 |
| Campbell Soup Co. | Long | Equity-common | US | $1M | 24K | 0.06 |
| Camping World Holdings, Inc. (Camping World Holdings Inc) | Long | Equity-common | US | $27K | 1K | 0.00 |
| Cantaloupe, Inc. (Cantaloupe Inc) | Long | Equity-common | US | $68K | 9K | 0.00 |
| Capital Bancorp, Inc. (Capital Bancorp Inc) | Long | Equity-common | US | $19K | 758 | 0.00 |
| Capital City Bank Group, Inc. (Capital City Bank Group Inc) | Long | Equity-common | US | $82K | 2K | 0.00 |
| Capital One Financial Corp. | Long | Equity-common | US | $2M | 16K | 0.13 |
| Capitol Federal Financial, Inc. (Capitol Federal Financial Inc) | Long | Equity-common | US | $61K | 10K | 0.00 |
| Capri Holdings Ltd. | Long | Equity-common | VG | $237K | 7K | 0.01 |
| Cardinal Health, Inc. (Cardinal Health Inc) | Long | Equity-common | US | $1M | 14K | 0.07 |
| Cardlytics, Inc. (Cardlytics Inc) | Long | Equity-common | US | $35K | 4K | 0.00 |
| Cargurus, Inc. (Cargurus Inc) | Long | Equity-common | US | $313K | 13K | 0.02 |
| Carlisle Cos., Inc. (Carlisle Cos Inc) | Long | Equity-common | US | $2M | 5K | 0.11 |
| Carlyle Group, Inc. (Carlyle Group Inc/The) | Long | Equity-common | US | $357K | 7K | 0.02 |
| CarMax, Inc. (CarMax Inc) | Long | Equity-common | US | $1M | 16K | 0.07 |
| Carnival Corp. | Long | Equity-common | PA | $703K | 42K | 0.04 |
| Carpenter Technology Corp. | Long | Equity-common | US | $982K | 7K | 0.05 |
| Carriage Services, Inc. (Carriage Services Inc) | Long | Equity-common | US | $75K | 2K | 0.00 |
| Carrier Global Corp. | Long | Equity-common | US | $2M | 27K | 0.10 |
| Cars.com, Inc. (Cars.com Inc) | Long | Equity-common | US | $164K | 8K | 0.01 |
| Carter Bankshares, Inc. (Carter Bankshares Inc) | Long | Equity-common | US | $37K | 2K | 0.00 |
| Carter's, Inc. (Carter's Inc) | Long | Equity-common | US | $175K | 3K | 0.01 |
| Carvana Co. | Long | Equity-common | US | $631K | 5K | 0.03 |
| Casella Waste Systems, Inc. (Casella Waste Systems Inc) | Long | Equity-common | US | $535K | 5K | 0.03 |
| Casey's General Stores, Inc. (Casey's General Stores Inc) | Long | Equity-common | US | $2M | 5K | 0.11 |
| Cass Information Systems, Inc. (Cass Information Systems Inc) | Long | Equity-common | US | $77K | 2K | 0.00 |
| Castle Biosciences, Inc. (Castle Biosciences Inc) | Long | Equity-common | US | $79K | 3K | 0.00 |
| Catalyst Pharmaceuticals, Inc. (Catalyst Pharmaceuticals Inc) | Long | Equity-common | US | $301K | 17K | 0.02 |
| Caterpillar, Inc. (Caterpillar Inc) | Long | Equity-common | US | $8M | 23K | 0.42 |
| Cathay General Bancorp | Long | Equity-common | US | $500K | 11K | 0.03 |
| Cavco Industries, Inc. (Cavco Industries Inc) | Long | Equity-common | US | $505K | 1K | 0.03 |
| CBIZ, Inc. (CBIZ Inc) | Long | Equity-common | US | $617K | 9K | 0.03 |
| Cboe Global Markets, Inc. (Cboe Global Markets Inc) | Long | Equity-common | US | $1M | 6K | 0.06 |
| CBRE Group, Inc. (CBRE Group Inc) | Long | Equity-common | US | $2M | 17K | 0.10 |
| CCC Intelligent Solutions Holdings, Inc. (CCC Intelligent Solutions Holdings Inc) | Long | Equity-common | US | $491K | 48K | 0.03 |
| CDW Corp. (CDW Corp/DE) | Long | Equity-common | US | $2M | 8K | 0.10 |
| CECO Environmental Corp. | Long | Equity-common | US | $142K | 5K | 0.01 |
| Celanese Corp. | Long | Equity-common | US | $987K | 7K | 0.05 |
| Celsius Holdings, Inc. (Celsius Holdings Inc) | Long | Equity-common | US | $533K | 11K | 0.03 |
| Cencora, Inc. (Cencora Inc) | Long | Equity-common | US | $2M | 10K | 0.13 |
| CenterPoint Energy, Inc. (CenterPoint Energy Inc) | Long | Equity-common | US | $496K | 18K | 0.03 |
| Central Garden & Pet Co. | Long | Equity-common | US | $368K | 11K | 0.02 |
| Central Garden & Pet Co. | Long | Equity-common | US | $75K | 2K | 0.00 |
| Central Pacific Financial Corp. | Long | Equity-common | US | $144K | 6K | 0.01 |
| Centrus Energy Corp. | Long | Equity-common | US | $107K | 2K | 0.01 |
| Century Communities, Inc. (Century Communities Inc) | Long | Equity-common | US | $585K | 6K | 0.03 |
| Cerence, Inc. (Cerence Inc) | Long | Equity-common | US | $14K | 4K | 0.00 |
| Certara, Inc. (Certara Inc) | Long | Equity-common | US | $204K | 13K | 0.01 |
| CEVA, Inc. (CEVA Inc) | Long | Equity-common | US | $41K | 2K | 0.00 |
| CF Bankshares, Inc. (CF Bankshares Inc) | Long | Equity-common | US | $18K | 840 | 0.00 |
| CH Robinson Worldwide, Inc. (CH Robinson Worldwide Inc) | Long | Equity-common | US | $1M | 15K | 0.07 |
| Charles Schwab Corp. (Charles Schwab Corp/The) | Long | Equity-common | US | $3M | 49K | 0.17 |
| Chart Industries, Inc. (Chart Industries Inc) | Long | Equity-common | US | $449K | 3K | 0.02 |
| Charter Communications, Inc. (Charter Communications Inc) | Long | Equity-common | US | $5M | 13K | 0.25 |
| Chefs' Warehouse, Inc. (Chefs' Warehouse Inc/The) | Long | Equity-common | US | $238K | 6K | 0.01 |
| Chemed Corp. | Long | Equity-common | US | $1M | 2K | 0.06 |
| Chemours Co. (Chemours Co/The) | Long | Equity-common | US | $151K | 6K | 0.01 |
| Chemung Financial Corp. | Long | Equity-common | US | $20K | 400 | 0.00 |
| Cheniere Energy, Inc. (Cheniere Energy Inc) | Long | Equity-common | US | $3M | 19K | 0.18 |
| Chesapeake Utilities Corp. | Long | Equity-common | US | $232K | 2K | 0.01 |
| Chinook Therapeutics, Inc. (CONTRA CHINOOK THERAPE) | Derivative-equity | US | $9K | 7K | 0.00 | |
| Chipotle Mexican Grill, Inc. (Chipotle Mexican Grill Inc) | Long | Equity-common | US | $2M | 46K | 0.13 |
| Choice Hotels International, Inc. (Choice Hotels International Inc) | Long | Equity-common | US | $661K | 5K | 0.03 |
| Chubb Ltd. | Long | Equity-common | CH | $3M | 11K | 0.16 |
| Ciena Corp. | Long | Equity-common | US | $797K | 15K | 0.04 |
| Cimpress PLC | Long | Equity-common | IE | $274K | 3K | 0.01 |
| Cincinnati Financial Corp. | Long | Equity-common | US | $1M | 8K | 0.06 |
| Cinemark Holdings, Inc. (Cinemark Holdings Inc) | Long | Equity-common | US | $465K | 20K | 0.02 |
| Cintas Corp. | Long | Equity-common | US | $2M | 2K | 0.10 |
| Cirrus Logic, Inc. (Cirrus Logic Inc) | Long | Equity-common | US | $932K | 7K | 0.05 |
| Cisco Systems, Inc. (Cisco Systems Inc) | Long | Equity-common | US | $9M | 178K | 0.45 |
| Citi Trends, Inc. (Citi Trends Inc) | Long | Equity-common | US | $36K | 2K | 0.00 |
| Citigroup, Inc. (Citigroup Inc) | Long | Equity-common | US | $3M | 53K | 0.18 |
| Citizens & Northern Corp. | Long | Equity-common | US | $38K | 2K | 0.00 |
| Citizens Community Bancorp, Inc. (Citizens Community Bancorp Inc/WI) | Long | Equity-common | US | $11K | 816 | 0.00 |
| Citizens Financial Group, Inc. (Citizens Financial Group Inc) | Long | Equity-common | US | $1M | 27K | 0.06 |
| Citizens Holding Co. | Long | Equity-common | US | $1K | 160 | 0.00 |
| City Holding Co. | Long | Equity-common | US | $308K | 3K | 0.02 |
| Civeo Corp. | Long | Equity-common | CA | $20K | 743 | 0.00 |
| Clean Energy Fuels Corp. | Long | Equity-common | US | $89K | 31K | 0.00 |
| Clean Harbors, Inc. (Clean Harbors Inc) | Long | Equity-common | US | $2M | 9K | 0.11 |
| Clear Secure, Inc. (Clear Secure Inc) | Long | Equity-common | US | $33K | 2K | 0.00 |
| Clearfield, Inc. (Clearfield Inc) | Long | Equity-common | US | $47K | 1K | 0.00 |
| Clearwater Paper Corp. | Long | Equity-common | US | $134K | 2K | 0.01 |
| Clearway Energy, Inc. (Clearway Energy Inc) | Long | Equity-common | US | $191K | 7K | 0.01 |
| Clearway Energy, Inc. (Clearway Energy Inc) | Long | Equity-common | US | $107K | 4K | 0.01 |
| Climb Global Solutions, Inc. (Climb Global Solutions Inc) | Long | Equity-common | US | $14K | 200 | 0.00 |
| Clorox Co. (Clorox Co/The) | Long | Equity-common | US | $919K | 7K | 0.05 |
| Cloudflare, Inc. (Cloudflare Inc) | Long | Equity-common | US | $132K | 2K | 0.01 |
| CME Group, Inc. (CME Group Inc) | Long | Equity-common | US | $1M | 6K | 0.07 |
| CNB Financial Corp. (CNB Financial Corp/PA) | Long | Equity-common | US | $57K | 2K | 0.00 |
| CNO Financial Group, Inc. (CNO Financial Group Inc) | Long | Equity-common | US | $75K | 2K | 0.00 |
| Coastal Financial Corp. (Coastal Financial Corp/WA) | Long | Equity-common | US | $89K | 2K | 0.00 |
| Coca-Cola Co. (Coca-Cola Co/The) | Long | Equity-common | US | $10M | 147K | 0.52 |
| Coca-Cola Consolidated, Inc. (Coca-Cola Consolidated Inc) | Long | Equity-common | US | $2M | 1K | 0.08 |
| Codexis, Inc. (Codexis Inc) | Long | Equity-common | US | $16K | 4K | 0.00 |
| Coeur Mining, Inc. (Coeur Mining Inc) | Long | Equity-common | US | $282K | 43K | 0.01 |
| Cognex Corp. | Long | Equity-common | US | $339K | 7K | 0.02 |
| Cognizant Technology Solutions Corp. | Long | Equity-common | US | $2M | 26K | 0.10 |
| Cohen & Steers, Inc. (Cohen & Steers Inc) | Long | Equity-common | US | $655K | 8K | 0.03 |
| Coherent Corp. | Long | Equity-common | US | $594K | 9K | 0.03 |
| Cohu, Inc. (Cohu Inc) | Long | Equity-common | US | $274K | 9K | 0.01 |
| Coinbase Global, Inc. (Coinbase Global Inc) | Long | Equity-common | US | $305K | 1K | 0.02 |
| Colgate-Palmolive Co. | Long | Equity-common | US | $3M | 27K | 0.14 |
| Collegium Pharmaceutical, Inc. (Collegium Pharmaceutical Inc) | Long | Equity-common | US | $246K | 6K | 0.01 |
| Columbia Banking System, Inc. (Columbia Banking System Inc) | Long | Equity-common | US | $55K | 2K | 0.00 |
| Columbia Financial, Inc. (Columbia Financial Inc) | Long | Equity-common | US | $304K | 17K | 0.02 |
| Columbia Sportswear Co. | Long | Equity-common | US | $773K | 9K | 0.04 |
| Columbus McKinnon Corp. (Columbus McKinnon Corp/NY) | Long | Equity-common | US | $175K | 5K | 0.01 |
| Comcast Corp. | Long | Equity-common | US | $7M | 178K | 0.39 |
| Comerica, Inc. (Comerica Inc) | Long | Equity-common | US | $464K | 8K | 0.02 |
| Comfort Systems USA, Inc. (Comfort Systems USA Inc) | Long | Equity-common | US | $1M | 4K | 0.07 |
| Commerce Bancshares, Inc. (Commerce Bancshares Inc/MO) | Long | Equity-common | US | $958K | 15K | 0.05 |
| Commercial Metals Co. | Long | Equity-common | US | $1M | 18K | 0.06 |
| Commercial Vehicle Group, Inc. (Commercial Vehicle Group Inc) | Long | Equity-common | US | $25K | 5K | 0.00 |
| Community Financial System, Inc. (Community Financial System Inc) | Long | Equity-common | US | $352K | 6K | 0.02 |
| Community Trust Bancorp, Inc. (Community Trust Bancorp Inc) | Long | Equity-common | US | $173K | 3K | 0.01 |
| Community West Bancshares | Long | Equity-common | US | $37K | 2K | 0.00 |
| CommVault Systems, Inc. (CommVault Systems Inc) | Long | Equity-common | US | $157K | 1K | 0.01 |
| Compass, Inc. (Compass Inc) | Long | Equity-common | US | $45K | 10K | 0.00 |
| CompX International, Inc. (CompX International Inc) | Long | Equity-common | US | $21K | 811 | 0.00 |
| Comtech Telecommunications Corp. | Long | Equity-common | US | $13K | 4K | 0.00 |
| Conagra Brands, Inc. (Conagra Brands Inc) | Long | Equity-common | US | $889K | 29K | 0.05 |
| Concentrix Corp. | Long | Equity-common | US | $70.5 | 1 | 0.00 |
| Concrete Pumping Holdings, Inc. (Concrete Pumping Holdings Inc) | Long | Equity-common | US | $18K | 3K | 0.00 |
| Conduent, Inc. (Conduent Inc) | Long | Equity-common | US | $85K | 21K | 0.00 |
| CONMED Corp. | Long | Equity-common | US | $163K | 2K | 0.01 |
| ConnectOne Bancorp, Inc. (ConnectOne Bancorp Inc) | Long | Equity-common | US | $182K | 8K | 0.01 |
| Consensus Cloud Solutions, Inc. (Consensus Cloud Solutions Inc) | Long | Equity-common | US | $52K | 2K | 0.00 |
| Consolidated Communications Holdings, Inc. (Consolidated Communications Holdings Inc) | Long | Equity-common | US | $53K | 11K | 0.00 |
| Consolidated Edison, Inc. (Consolidated Edison Inc) | Long | Equity-common | US | $1M | 12K | 0.06 |
| Consolidated Water Co. Ltd. (Consolidated Water Co Ltd) | Long | Equity-common | KY | $28K | 959 | 0.00 |
| Constellation Energy Corp. | Long | Equity-common | US | $1M | 6K | 0.06 |
| Construction Partners, Inc. (Construction Partners Inc) | Long | Equity-common | US | $400K | 6K | 0.02 |
| Consumer Portfolio Services, Inc. (Consumer Portfolio Services Inc) | Long | Equity-common | US | $38K | 4K | 0.00 |
| Cooper-Standard Holdings, Inc. (Cooper-Standard Holdings Inc) | Long | Equity-common | US | $43K | 3K | 0.00 |
| Copa Holdings SA | Long | Equity-common | PA | $400K | 5K | 0.02 |
| Copart, Inc. (Copart Inc) | Long | Equity-common | US | $799K | 15K | 0.04 |
| Core & Main, Inc. (Core & Main Inc) | Long | Equity-common | US | $1M | 24K | 0.07 |
| Core Molding Technologies, Inc. (Core Molding Technologies Inc) | Long | Equity-common | US | $27K | 1K | 0.00 |
| Corebridge Financial, Inc. (Corebridge Financial Inc) | Long | Equity-common | US | $1M | 40K | 0.06 |
| Corpay, Inc. (Corpay Inc) | Long | Equity-common | US | $2M | 8K | 0.12 |
| Corsair Gaming, Inc. (Corsair Gaming Inc) | Long | Equity-common | US | $125K | 15K | 0.01 |
| Corteva, Inc. (Corteva Inc) | Long | Equity-common | US | $2M | 33K | 0.10 |
| CorVel Corp. | Long | Equity-common | US | $714K | 2K | 0.04 |
| Costa Communications, Inc. (CONTRA COMMUNICATIONS) | Derivative-equity | US | $69.3 | 99 | 0.00 | |
| CoStar Group, Inc. (CoStar Group Inc) | Long | Equity-common | US | $1M | 17K | 0.07 |
| Costco Wholesale Corp. | Long | Equity-common | US | $13M | 16K | 0.70 |
| Coty, Inc. (Coty Inc) | Long | Equity-common | US | $779K | 78K | 0.04 |
| Covenant Logistics Group, Inc. (Covenant Logistics Group Inc) | Long | Equity-common | US | $134K | 2K | 0.01 |
| CPI Card Group, Inc. (CPI Card Group Inc) | Long | Equity-common | US | $17K | 578 | 0.00 |
| CPS Technologies Corp. | Long | Equity-common | US | $17K | 10K | 0.00 |
| CRA International, Inc. (CRA International Inc) | Long | Equity-common | US | $212K | 1K | 0.01 |
| Cracker Barrel Old Country Store, Inc. (Cracker Barrel Old Country Store Inc) | Long | Equity-common | US | $60K | 1K | 0.00 |
| Crane Co. | Long | Equity-common | US | $1M | 6K | 0.05 |
| Crane NXT Co. | Long | Equity-common | US | $494K | 8K | 0.03 |
| Crawford & Co. | Long | Equity-common | US | $32K | 3K | 0.00 |
| Crawford & Co. | Long | Equity-common | US | $25K | 3K | 0.00 |
| Credit Acceptance Corp. | Long | Equity-common | US | $1M | 2K | 0.06 |
| Credo Technology Group Holding Ltd. | Long | Equity-common | KY | $544K | 20K | 0.03 |
| CRISPR Therapeutics AG | Long | Equity-common | CH | $1M | 20K | 0.06 |
| Crocs, Inc. (Crocs Inc) | Long | Equity-common | US | $1M | 9K | 0.06 |
| Cross Country Healthcare, Inc. (Cross Country Healthcare Inc) | Long | Equity-common | US | $133K | 7K | 0.01 |
| CrossFirst Bankshares, Inc. (CrossFirst Bankshares Inc) | Long | Equity-common | US | $85K | 5K | 0.00 |
| Crowdstrike Holdings, Inc. (Crowdstrike Holdings Inc) | Long | Equity-common | US | $138K | 593 | 0.01 |
| Crown Holdings, Inc. (Crown Holdings Inc) | Long | Equity-common | US | $1M | 17K | 0.08 |
| CS Disco, Inc. (CS Disco Inc) | Long | Equity-common | US | $62K | 10K | 0.00 |
| CSG Systems International, Inc. (CSG Systems International Inc) | Long | Equity-common | US | $256K | 5K | 0.01 |
| CSW Industrials, Inc. (CSW Industrials Inc) | Long | Equity-common | US | $674K | 2K | 0.04 |
| CSX Corp. | Long | Equity-common | US | $4M | 106K | 0.20 |
| CTS Corp. | Long | Equity-common | US | $248K | 5K | 0.01 |
| Cullen/Frost Bankers, Inc. (Cullen/Frost Bankers Inc) | Long | Equity-common | US | $756K | 6K | 0.04 |
| Cullinan Therapeutics, Inc. (Cullinan Therapeutics Inc) | Long | Equity-common | US | $88K | 5K | 0.00 |
| Culp, Inc. (Culp Inc) | Long | Equity-common | US | $41K | 8K | 0.00 |
| Cummins, Inc. (Cummins Inc) | Long | Equity-common | US | $3M | 9K | 0.14 |
| Cumulus Media, Inc. (Cumulus Media Inc) | Long | Equity-common | US | $22K | 11K | 0.00 |
| Cushman & Wakefield PLC | Long | Equity-common | GB | $483K | 37K | 0.03 |
| Custom Truck One Source, Inc. (Custom Truck One Source Inc) | Long | Equity-common | US | $110K | 22K | 0.01 |
| Customers Bancorp, Inc. (Customers Bancorp Inc) | Long | Equity-common | US | $373K | 6K | 0.02 |
| CVB Financial Corp. | Long | Equity-common | US | $357K | 19K | 0.02 |
| CVR Energy, Inc. (CVR Energy Inc) | Long | Equity-common | US | $300K | 10K | 0.02 |
| CVS Health Corp. | Long | Equity-common | US | $3M | 43K | 0.14 |
| Daily Journal Corp. | Long | Equity-common | US | $129K | 277 | 0.01 |
| Daktronics, Inc. (Daktronics Inc) | Long | Equity-common | US | $119K | 8K | 0.01 |
| Dana, Inc. (Dana Inc) | Long | Equity-common | US | $271K | 21K | 0.01 |
| Darling Ingredients, Inc. (Darling Ingredients Inc) | Long | Equity-common | US | $532K | 13K | 0.03 |
| Datadog, Inc. (Datadog Inc) | Long | Equity-common | US | $203K | 2K | 0.01 |
| DaVita, Inc. (DaVita Inc) | Long | Equity-common | US | $2M | 13K | 0.10 |
| Day One Biopharmaceuticals, Inc. (Day One Biopharmaceuticals Inc) | Long | Equity-common | US | $72K | 5K | 0.00 |
| Dayforce, Inc. (Dayforce Inc) | Long | Equity-common | US | $221K | 4K | 0.01 |
| Deckers Outdoor Corp. | Long | Equity-common | US | $1M | 1K | 0.07 |
| Deere & Co. | Long | Equity-common | US | $5M | 14K | 0.28 |
| Delek U.S. Holdings, Inc. (Delek US Holdings Inc) | Long | Equity-common | US | $264K | 11K | 0.01 |
| Dell Technologies, Inc. (Dell Technologies Inc) | Long | Equity-common | US | $1M | 10K | 0.06 |
| Delta Air Lines, Inc. (Delta Air Lines Inc) | Long | Equity-common | US | $3M | 66K | 0.15 |
| Deluxe Corp. | Long | Equity-common | US | $226K | 9K | 0.01 |
| Denali Therapeutics, Inc. (Denali Therapeutics Inc) | Long | Equity-common | US | $160K | 7K | 0.01 |
| Dentsply Sirona, Inc. (DENTSPLY SIRONA Inc) | Long | Equity-common | US | $27K | 1K | 0.00 |
| Designer Brands, Inc. (Designer Brands Inc) | Long | Equity-common | US | $16K | 2K | 0.00 |
| Dexcom, Inc. (Dexcom Inc) | Long | Equity-common | US | $517K | 8K | 0.03 |
| DFA Investment Trust Co. (The DFA Investment Trust Company) | Long | Equity-common | US | $46M | 4M | 2.42 |
| DFA Short Term Investment Fund (Dimensional Holdings Inc.) | Long | Short-term investment vehicle | US | $46M | 46M | 2.41 |
| Diamond Hill Investment Group, Inc. (Diamond Hill Investment Group Inc) | Long | Equity-common | US | $115K | 720 | 0.01 |
| Diamond Offshore Drilling, Inc. (Diamond Offshore Drilling Inc) | Long | Equity-common | US | $120K | 7K | 0.01 |
| Dick's Sporting Goods, Inc. (Dick's Sporting Goods Inc) | Long | Equity-common | US | $2M | 8K | 0.09 |
| Diebold Nixdorf, Inc. (Diebold Nixdorf Inc) | Long | Equity-common | US | $101K | 2K | 0.01 |
| Digi International, Inc. (Digi International Inc) | Long | Equity-common | US | $175K | 6K | 0.01 |
| DigitalBridge Group, Inc. (DigitalBridge Group Inc) | Long | Equity-common | US | $218K | 15K | 0.01 |
| DigitalOcean Holdings, Inc. (DigitalOcean Holdings Inc) | Long | Equity-common | US | $275K | 8K | 0.01 |
| Dillard's, Inc. (Dillard's Inc) | Long | Equity-common | US | $524K | 1K | 0.03 |
| Dime Community Bancshares, Inc. (Dime Community Bancshares Inc) | Long | Equity-common | US | $90K | 4K | 0.00 |
| Diodes, Inc. (Diodes Inc) | Long | Equity-common | US | $486K | 6K | 0.03 |
| Discover Financial Services | Long | Equity-common | US | $4M | 25K | 0.19 |
| Distribution Solutions Group, Inc. (Distribution Solutions Group Inc) | Long | Equity-common | US | $90K | 3K | 0.00 |
| DLH Holdings Corp. | Long | Equity-common | US | $13K | 1K | 0.00 |
| DMC Global, Inc. (DMC Global Inc) | Long | Equity-common | US | $35K | 3K | 0.00 |
| DNOW, Inc. (DNOW Inc) | Long | Equity-common | US | $280K | 18K | 0.01 |
| DocuSign, Inc. (DocuSign Inc) | Long | Equity-common | US | $277K | 5K | 0.01 |
| Dolby Laboratories, Inc. (Dolby Laboratories Inc) | Long | Equity-common | US | $454K | 6K | 0.02 |
| Dole PLC | Long | Equity-common | IE | $33K | 2K | 0.00 |
| Dollar General Corp. | Long | Equity-common | US | $841K | 7K | 0.04 |
| Dollar Tree, Inc. (Dollar Tree Inc) | Long | Equity-common | US | $1M | 14K | 0.08 |
| Domino's Pizza, Inc. (Domino's Pizza Inc) | Long | Equity-common | US | $575K | 1K | 0.03 |
| Donaldson Co., Inc. (Donaldson Co Inc) | Long | Equity-common | US | $1M | 18K | 0.07 |
| Donegal Group, Inc. (Donegal Group Inc) | Long | Equity-common | US | $80K | 5K | 0.00 |
| Donnelley Financial Solutions, Inc. (Donnelley Financial Solutions Inc) | Long | Equity-common | US | $399K | 6K | 0.02 |
| DoorDash, Inc. (DoorDash Inc) | Long | Equity-common | US | $409K | 4K | 0.02 |
| Dorman Products, Inc. (Dorman Products Inc) | Long | Equity-common | US | $463K | 5K | 0.02 |
| Douglas Dynamics, Inc. (Douglas Dynamics Inc) | Long | Equity-common | US | $138K | 5K | 0.01 |
| Douglas Elliman, Inc. (Douglas Elliman Inc) | Long | Equity-common | US | $14K | 7K | 0.00 |
| Dover Corp. | Long | Equity-common | US | $2M | 10K | 0.10 |
| Dow, Inc. (Dow Inc) | Long | Equity-common | US | $3M | 51K | 0.15 |
| Doximity, Inc. (Doximity Inc) | Long | Equity-common | US | $233K | 8K | 0.01 |
| DR Horton, Inc. (DR Horton Inc) | Long | Equity-common | US | $5M | 27K | 0.26 |
| Dril-Quip, Inc. (Dril-Quip Inc) | Long | Equity-common | US | $104K | 6K | 0.01 |
| Dropbox, Inc. (Dropbox Inc) | Long | Equity-common | US | $436K | 18K | 0.02 |
| Dun & Bradstreet Holdings, Inc. (Dun & Bradstreet Holdings Inc) | Long | Equity-common | US | $536K | 49K | 0.03 |
| Duolingo, Inc. (Duolingo Inc) | Long | Equity-common | US | $142K | 828 | 0.01 |
| DuPont de Nemours, Inc. (DuPont de Nemours Inc) | Long | Equity-common | US | $2M | 26K | 0.11 |
| Dutch Bros, Inc. (Dutch Bros Inc) | Long | Equity-common | US | $72K | 2K | 0.00 |
| DXC Technology Co. | Long | Equity-common | US | $509K | 25K | 0.03 |
| DXP Enterprises, Inc. (DXP Enterprises Inc/TX) | Long | Equity-common | US | $183K | 3K | 0.01 |
| Dycom Industries, Inc. (Dycom Industries Inc) | Long | Equity-common | US | $887K | 5K | 0.05 |
| Dynatrace, Inc. (Dynatrace Inc) | Long | Equity-common | US | $379K | 9K | 0.02 |
| Dynavax Technologies Corp. | Long | Equity-common | US | $287K | 26K | 0.02 |
| E2open Parent Holdings, Inc. (E2open Parent Holdings Inc) | Long | Equity-common | US | $197K | 42K | 0.01 |
| East West Bancorp, Inc. (East West Bancorp Inc) | Long | Equity-common | US | $1M | 16K | 0.08 |
| Eastern Bankshares, Inc. (Eastern Bankshares Inc) | Long | Equity-common | US | $104K | 6K | 0.01 |
| Eastern Co. (Eastern Co/The) | Long | Equity-common | US | $9K | 312 | 0.00 |
| Eastman Chemical Co. | Long | Equity-common | US | $1M | 13K | 0.07 |
| Eastman Kodak Co. | Long | Equity-common | US | $22K | 4K | 0.00 |
| Eaton Corp. PLC (Eaton Corp PLC) | Long | Equity-common | IE | $3M | 10K | 0.17 |
| eBay, Inc. (eBay Inc) | Long | Equity-common | US | $2M | 38K | 0.11 |
| EchoStar Corp. | Long | Equity-common | US | $291K | 14K | 0.02 |
| Ecolab, Inc. (Ecolab Inc) | Long | Equity-common | US | $1M | 6K | 0.07 |
| Ecovyst, Inc. (Ecovyst Inc) | Long | Equity-common | US | $144K | 15K | 0.01 |
| Edgewell Personal Care Co. | Long | Equity-common | US | $355K | 9K | 0.02 |
| Edgewise Therapeutics, Inc. (Edgewise Therapeutics Inc) | Long | Equity-common | US | $82K | 5K | 0.00 |
| Edison International | Long | Equity-common | US | $1M | 13K | 0.05 |
| Edwards Lifesciences Corp. | Long | Equity-common | US | $576K | 9K | 0.03 |
| El Pollo Loco Holdings, Inc. (El Pollo Loco Holdings Inc) | Long | Equity-common | US | $40K | 3K | 0.00 |
| Elanco Animal Health, Inc. (Elanco Animal Health Inc) | Long | Equity-common | US | $511K | 39K | 0.03 |
| Elastic NV | Long | Equity-common | NL | $88K | 800 | 0.00 |
| ElectroCore, Inc. (ElectroCore Inc) | Long | Equity-common | US | $7K | 1K | 0.00 |
| Electromed, Inc. (Electromed Inc) | Long | Equity-common | US | $40K | 3K | 0.00 |
| Electronic Arts, Inc. (Electronic Arts Inc) | Long | Equity-common | US | $2M | 11K | 0.08 |
| Element Solutions, Inc. (Element Solutions Inc) | Long | Equity-common | US | $1M | 40K | 0.06 |
| Elevance Health, Inc. (Elevance Health Inc) | Long | Equity-common | US | $4M | 7K | 0.20 |
| elf Beauty, Inc. (elf Beauty Inc) | Long | Equity-common | US | $456K | 3K | 0.02 |
| EMCOR Group, Inc. (EMCOR Group Inc) | Long | Equity-common | US | $2M | 5K | 0.09 |
| Emerald Holding, Inc. (Emerald Holding Inc) | Long | Equity-common | US | $12K | 2K | 0.00 |
| Emerson Electric Co. | Long | Equity-common | US | $1M | 11K | 0.07 |
| Employers Holdings, Inc. (Employers Holdings Inc) | Long | Equity-common | US | $226K | 5K | 0.01 |
| Enact Holdings, Inc. (Enact Holdings Inc) | Long | Equity-common | US | $248K | 7K | 0.01 |
| Encompass Health Corp. | Long | Equity-common | US | $1M | 13K | 0.07 |
| Encore Capital Group, Inc. (Encore Capital Group Inc) | Long | Equity-common | US | $361K | 7K | 0.02 |
| Endeavor Group Holdings, Inc. (Endeavor Group Holdings Inc) | Long | Equity-common | US | $143K | 5K | 0.01 |
| Energizer Holdings, Inc. (Energizer Holdings Inc) | Long | Equity-common | US | $243K | 8K | 0.01 |
| Energy Recovery, Inc. (Energy Recovery Inc) | Long | Equity-common | US | $59K | 4K | 0.00 |
| Energy Services of America Corp. | Long | Equity-common | US | $12K | 2K | 0.00 |
| Enerpac Tool Group Corp. | Long | Equity-common | US | $343K | 9K | 0.02 |
| EnerSys | Long | Equity-common | US | $691K | 6K | 0.04 |
| Enfusion, Inc. (Enfusion Inc) | Long | Equity-common | US | $21K | 2K | 0.00 |
| EnLink Midstream LLC | Long | Equity-common | US | $895K | 66K | 0.05 |
| Ennis, Inc. (Ennis Inc) | Long | Equity-common | US | $94K | 4K | 0.00 |
| Enova International, Inc. (Enova International Inc) | Long | Equity-common | US | $504K | 6K | 0.03 |
| Enovis Corp. | Long | Equity-common | US | $433K | 9K | 0.02 |
| Enphase Energy, Inc. (Enphase Energy Inc) | Long | Equity-common | US | $493K | 4K | 0.03 |
| Enpro, Inc. (Enpro Inc) | Long | Equity-common | US | $648K | 4K | 0.03 |
| Ensign Group, Inc. (Ensign Group Inc/The) | Long | Equity-common | US | $1M | 8K | 0.06 |
| Enstar Group Ltd. | Long | Equity-common | BM | $1M | 3K | 0.06 |
| Entegris, Inc. (Entegris Inc) | Long | Equity-common | US | $620K | 5K | 0.03 |
| Enterprise Financial Services Corp. | Long | Equity-common | US | $325K | 6K | 0.02 |
| Envela Corp. | Long | Equity-common | US | $27K | 6K | 0.00 |
| Envestnet, Inc. (Envestnet Inc) | Long | Equity-common | US | $489K | 8K | 0.03 |
| Enviri Corp. | Long | Equity-common | US | $2K | 207 | 0.00 |
| EPAM Systems, Inc. (EPAM Systems Inc) | Long | Equity-common | US | $491K | 2K | 0.03 |
| ePlus, Inc. (ePlus Inc) | Long | Equity-common | US | $394K | 4K | 0.02 |
| Epsilon Energy Ltd. | Long | Equity-common | CA | $78K | 14K | 0.00 |
| Equifax, Inc. (Equifax Inc) | Long | Equity-common | US | $2M | 6K | 0.08 |
| Equitable Holdings, Inc. (Equitable Holdings Inc) | Long | Equity-common | US | $2M | 47K | 0.11 |
| Equity Bancshares, Inc. (Equity Bancshares Inc) | Long | Equity-common | US | $98K | 2K | 0.01 |
| Erie Indemnity Co. | Long | Equity-common | US | $699K | 2K | 0.04 |
| Esab Corp. | Long | Equity-common | US | $527K | 5K | 0.03 |
| Escalade, Inc. (Escalade Inc) | Long | Equity-common | US | $22K | 1K | 0.00 |
| ESCO Technologies, Inc. (ESCO Technologies Inc) | Long | Equity-common | US | $525K | 4K | 0.03 |
| Esquire Financial Holdings, Inc. (Esquire Financial Holdings Inc) | Long | Equity-common | US | $69K | 1K | 0.00 |
| ESSA Bancorp, Inc. (ESSA Bancorp Inc) | Long | Equity-common | US | $31K | 2K | 0.00 |
| Essent Group Ltd. | Long | Equity-common | BM | $1M | 16K | 0.05 |
| Essential Utilities, Inc. (Essential Utilities Inc) | Long | Equity-common | US | $569K | 14K | 0.03 |
| Ethan Allen Interiors, Inc. (Ethan Allen Interiors Inc) | Long | Equity-common | US | $126K | 4K | 0.01 |
| Etsy, Inc. (Etsy Inc) | Long | Equity-common | US | $488K | 7K | 0.03 |
| Euronet Worldwide, Inc. (Euronet Worldwide Inc) | Long | Equity-common | US | $640K | 6K | 0.03 |
| Eventbrite, Inc. (Eventbrite Inc) | Long | Equity-common | US | $44K | 9K | 0.00 |
| Evercore, Inc. (Evercore Inc) | Long | Equity-common | US | $1M | 6K | 0.08 |
| Everest Group Ltd. | Long | Equity-common | BM | $1M | 3K | 0.05 |
| Eversource Energy | Long | Equity-common | US | $479K | 7K | 0.03 |
| EVERTEC, Inc. (EVERTEC Inc) | Long | Equity-common | PR | $392K | 11K | 0.02 |
| Evolent Health, Inc. (Evolent Health Inc) | Long | Equity-common | US | $338K | 14K | 0.02 |
| Evolution Petroleum Corp. | Long | Equity-common | US | $27K | 5K | 0.00 |
| EW Scripps Co. (EW Scripps Co/The) | Long | Equity-common | US | $44K | 12K | 0.00 |
| Exact Sciences Corp. | Long | Equity-common | US | $238K | 5K | 0.01 |
| Excelerate Energy, Inc. (Excelerate Energy Inc) | Long | Equity-common | US | $23K | 1K | 0.00 |
| Exelixis, Inc. (Exelixis Inc) | Long | Equity-common | US | $687K | 29K | 0.04 |
| Exelon Corp. | Long | Equity-common | US | $1M | 30K | 0.06 |
| ExlService Holdings, Inc. (ExlService Holdings Inc) | Long | Equity-common | US | $559K | 16K | 0.03 |
| Expedia Group, Inc. (Expedia Group Inc) | Long | Equity-common | US | $1M | 9K | 0.06 |
| Expeditors International of Washington, Inc. (Expeditors International of Washington Inc) | Long | Equity-common | US | $2M | 15K | 0.10 |
| Exponent, Inc. (Exponent Inc) | Long | Equity-common | US | $680K | 6K | 0.04 |
| Expro Group Holdings NV | Long | Equity-common | NL | $408K | 18K | 0.02 |
| Extreme Networks, Inc. (Extreme Networks Inc) | Long | Equity-common | US | $83K | 6K | 0.00 |
| EZCORP, Inc. (EZCORP Inc) | Long | Equity-common | US | $86K | 8K | 0.00 |
| F&G Annuities & Life, Inc. (F&G Annuities & Life Inc) | Long | Equity-common | US | $130K | 3K | 0.01 |
| F5, Inc. (F5 Inc) | Long | Equity-common | US | $1M | 6K | 0.07 |
| Fabrinet | Long | Equity-common | KY | $869K | 4K | 0.05 |
| FactSet Research Systems, Inc. (FactSet Research Systems Inc) | Long | Equity-common | US | $911K | 2K | 0.05 |
| Fair Isaac Corp. | Long | Equity-common | US | $2M | 961 | 0.08 |
| Farmer Bros Co. | Long | Equity-common | US | $9K | 3K | 0.00 |
| Farmers & Merchants Bancorp, Inc. (Farmers & Merchants Bancorp Inc/Archbold OH) | Long | Equity-common | US | $27K | 978 | 0.00 |
| Farmers National Banc Corp. | Long | Equity-common | US | $63K | 4K | 0.00 |
| FARO Technologies, Inc. (FARO Technologies Inc) | Long | Equity-common | US | $40K | 2K | 0.00 |
| Fastenal Co. | Long | Equity-common | US | $2M | 33K | 0.12 |
| FB Financial Corp. | Long | Equity-common | US | $375K | 8K | 0.02 |
| Federal Agricultural Mortgage Corp. | Long | Equity-common | US | $326K | 2K | 0.02 |
| Federal Agricultural Mortgage Corp. | Long | Equity-common | US | $3K | 16 | 0.00 |
| Federal Signal Corp. | Long | Equity-common | US | $806K | 8K | 0.04 |
| Federated Hermes, Inc. (Federated Hermes Inc) | Long | Equity-common | US | $534K | 16K | 0.03 |
| FedEx Corp. | Long | Equity-common | US | $4M | 12K | 0.19 |
| Ferguson PLC | Long | Equity-common | JE | $4M | 19K | 0.22 |
| Fidelity D&D Bancorp, Inc. (Fidelity D&D Bancorp Inc) | Long | Equity-common | US | $28K | 535 | 0.00 |
| Fidelity National Financial, Inc. (Fidelity National Financial Inc) | Long | Equity-common | US | $1M | 23K | 0.07 |
| Fidelity National Information Services, Inc. (Fidelity National Information Services Inc) | Long | Equity-common | US | $3M | 38K | 0.15 |
| Fifth Third Bancorp | Long | Equity-common | US | $2M | 46K | 0.10 |
| Figs, Inc. (Figs Inc) | Long | Equity-common | US | $107K | 16K | 0.01 |
| Financial Institutions, Inc. (Financial Institutions Inc) | Long | Equity-common | US | $77K | 3K | 0.00 |
| Finwise Bancorp | Long | Equity-common | US | $14K | 1K | 0.00 |
| First Advantage Corp. | Long | Equity-common | US | $149K | 9K | 0.01 |
| First American Financial Corp. | Long | Equity-common | US | $771K | 13K | 0.04 |
| First BanCorp (First BanCorp/Puerto Rico) | Long | Equity-common | PR | $801K | 37K | 0.04 |
| First Bancorp, Inc. (First Bancorp Inc/The) | Long | Equity-common | US | $42K | 1K | 0.00 |
| First Bancorp/Southern Pines NC | Long | Equity-common | US | $315K | 8K | 0.02 |
| First Bancshares, Inc. (First Bancshares Inc/The) | Long | Equity-common | US | $91K | 3K | 0.00 |
| First Bank (First Bank/Hamilton NJ) | Long | Equity-common | US | $14K | 916 | 0.00 |
| First Busey Corp. | Long | Equity-common | US | $266K | 10K | 0.01 |
| First Business Financial Services, Inc. (First Business Financial Services Inc) | Long | Equity-common | US | $46K | 989 | 0.00 |
| First Citizens BancShares, Inc. (First Citizens BancShares Inc/NC) | Long | Equity-common | US | $2M | 1K | 0.12 |
| First Commonwealth Financial Corp. | Long | Equity-common | US | $348K | 19K | 0.02 |
| First Community Bankshares, Inc. (First Community Bankshares Inc) | Long | Equity-common | US | $161K | 4K | 0.01 |
| First Community Corp. (First Community Corp/SC) | Long | Equity-common | US | $55K | 2K | 0.00 |
| First Financial Bancorp | Long | Equity-common | US | $718K | 26K | 0.04 |
| First Financial Bankshares, Inc. (First Financial Bankshares Inc) | Long | Equity-common | US | $585K | 15K | 0.03 |
| First Financial Corp. (First Financial Corp/IN) | Long | Equity-common | US | $109K | 2K | 0.01 |
| First Financial Northwest, Inc. (First Financial Northwest Inc) | Long | Equity-common | US | $15K | 720 | 0.00 |
| First Hawaiian, Inc. (First Hawaiian Inc) | Long | Equity-common | US | $186K | 7K | 0.01 |
| First Horizon Corp. | Long | Equity-common | US | $1M | 73K | 0.06 |
| First Internet Bancorp | Long | Equity-common | US | $24K | 637 | 0.00 |
| First Interstate BancSystem, Inc. (First Interstate BancSystem Inc) | Long | Equity-common | US | $172K | 5K | 0.01 |
| First Merchants Corp. | Long | Equity-common | US | $417K | 10K | 0.02 |
| First Mid Bancshares, Inc. (First Mid Bancshares Inc) | Long | Equity-common | US | $108K | 3K | 0.01 |
| First National Corp. (First National Corp/VA) | Long | Equity-common | US | $12K | 673 | 0.00 |
| First Savings Financial Group, Inc. (First Savings Financial Group Inc) | Long | Equity-common | US | $11K | 516 | 0.00 |
| First Solar, Inc. (First Solar Inc) | Long | Equity-common | US | $1M | 6K | 0.07 |
| First U.S. Bancshares, Inc. (First US Bancshares Inc) | Long | Equity-common | US | $10K | 1K | 0.00 |
| First United Corp. | Long | Equity-common | US | $42K | 2K | 0.00 |
| First Watch Restaurant Group, Inc. (First Watch Restaurant Group Inc) | Long | Equity-common | US | $107K | 7K | 0.01 |
| First Western Financial, Inc. (First Western Financial Inc) | Long | Equity-common | US | $22K | 1K | 0.00 |
| FirstCash Holdings, Inc. (FirstCash Holdings Inc) | Long | Equity-common | US | $703K | 6K | 0.04 |
| Fiserv, Inc. (Fiserv Inc) | Long | Equity-common | US | $3M | 16K | 0.14 |
| Five Below, Inc. (Five Below Inc) | Long | Equity-common | US | $290K | 4K | 0.02 |
| Five Star Bancorp | Long | Equity-common | US | $52K | 2K | 0.00 |
| Flex Ltd. | Long | Equity-common | SG | $896K | 28K | 0.05 |
| Flexsteel Industries, Inc. (Flexsteel Industries Inc) | Long | Equity-common | US | $44K | 1K | 0.00 |
| Floor & Decor Holdings, Inc. (Floor & Decor Holdings Inc) | Long | Equity-common | US | $827K | 8K | 0.04 |
| Flowers Foods, Inc. (Flowers Foods Inc) | Long | Equity-common | US | $610K | 27K | 0.03 |
| Flowserve Corp. | Long | Equity-common | US | $866K | 17K | 0.05 |
| Fluence Energy, Inc. (Fluence Energy Inc) | Long | Equity-common | US | $100K | 6K | 0.01 |
| Fluor Corp. | Long | Equity-common | US | $826K | 17K | 0.04 |
| Flushing Financial Corp. | Long | Equity-common | US | $78K | 5K | 0.00 |
| FMC Corp. | Long | Equity-common | US | $480K | 8K | 0.03 |
| FNB Corp. (FNB Corp/PA) | Long | Equity-common | US | $1M | 72K | 0.06 |
| Foot Locker, Inc. (Foot Locker Inc) | Long | Equity-common | US | $139K | 5K | 0.01 |
| Ford Motor Co. | Long | Equity-common | US | $2M | 201K | 0.11 |
| Forestar Group, Inc. (Forestar Group Inc) | Long | Equity-common | US | $288K | 9K | 0.02 |
| FormFactor, Inc. (FormFactor Inc) | Long | Equity-common | US | $567K | 11K | 0.03 |
| Fortinet, Inc. (Fortinet Inc) | Long | Equity-common | US | $992K | 17K | 0.05 |
| Fortitude Gold Corp. | Long | Equity-common | US | $10K | 2K | 0.00 |
| Fortive Corp. | Long | Equity-common | US | $1M | 19K | 0.07 |
| Fortrea Holdings, Inc. (Fortrea Holdings Inc) | Long | Equity-common | US | $191K | 7K | 0.01 |
| Fortune Brands Innovations, Inc. (Fortune Brands Innovations Inc) | Long | Equity-common | US | $1M | 13K | 0.05 |
| Fox Corp. | Long | Equity-common | US | $834K | 22K | 0.04 |
| Fox Corp. | Long | Equity-common | US | $442K | 12K | 0.02 |
| Fox Factory Holding Corp. | Long | Equity-common | US | $197K | 4K | 0.01 |
| Franklin Covey Co. | Long | Equity-common | US | $102K | 2K | 0.01 |
| Franklin Electric Co., Inc. (Franklin Electric Co Inc) | Long | Equity-common | US | $698K | 7K | 0.04 |
| Franklin Financial Services Corp. | Long | Equity-common | US | $13K | 385 | 0.00 |
| Franklin Resources, Inc. (Franklin Resources Inc) | Long | Equity-common | US | $592K | 26K | 0.03 |
| Freeport-McMoRan, Inc. (Freeport-McMoRan Inc) | Long | Equity-common | US | $102K | 2K | 0.01 |
| FreightCar America, Inc. (FreightCar America Inc) | Long | Equity-common | US | $12K | 3K | 0.00 |
| Frequency Electronics, Inc. (Frequency Electronics Inc) | Long | Equity-common | US | $5K | 400 | 0.00 |
| Fresh Del Monte Produce, Inc. (Fresh Del Monte Produce Inc) | Long | Equity-common | KY | $171K | 7K | 0.01 |
| Fresh Market, Inc. (ESC FRESH MKT INC) | Long | Equity-common | US | $0 | 3K | – |
| Freshpet, Inc. (Freshpet Inc) | Long | Equity-common | US | $766K | 6K | 0.04 |
| Freshworks, Inc. (Freshworks Inc) | Long | Equity-common | US | $83K | 7K | 0.00 |
| Frontdoor, Inc. (Frontdoor Inc) | Long | Equity-common | US | $384K | 10K | 0.02 |
| Frontier Communications Parent, Inc. (Frontier Communications Parent Inc) | Long | Equity-common | US | $885K | 30K | 0.05 |
| FRP Holdings, Inc. (FRP Holdings Inc) | Long | Equity-common | US | $87K | 3K | 0.00 |
| FS Bancorp, Inc. (FS Bancorp Inc) | Long | Equity-common | US | $37K | 850 | 0.00 |
| FTAI Infrastructure, Inc. (FTAI Infrastructure Inc) | Long | Equity-common | US | $89K | 9K | 0.00 |
| FTI Consulting, Inc. (FTI Consulting Inc) | Long | Equity-common | US | $1M | 5K | 0.05 |
| Fulcrum Therapeutics, Inc. (Fulcrum Therapeutics Inc) | Long | Equity-common | US | $75K | 8K | 0.00 |
| Fulton Financial Corp. | Long | Equity-common | US | $558K | 29K | 0.03 |
| Funko, Inc. (Funko Inc) | Long | Equity-common | US | $40K | 4K | 0.00 |
| FVCBankcorp, Inc. (FVCBankcorp Inc) | Long | Equity-common | US | $14K | 1K | 0.00 |
| G-III Apparel Group Ltd. | Long | Equity-common | US | $300K | 11K | 0.02 |
| Gaia, Inc. (Gaia Inc) | Long | Equity-common | US | $20K | 4K | 0.00 |
| Gannett Co., Inc. (Gannett Co Inc) | Long | Equity-common | US | $38K | 8K | 0.00 |
| Gap, Inc. (Gap Inc/The) | Long | Equity-common | US | $1M | 45K | 0.06 |
| Garmin Ltd. | Long | Equity-common | CH | $2M | 10K | 0.09 |
| Garrett Motion, Inc. (Garrett Motion Inc) | Long | Equity-common | US | $101K | 12K | 0.01 |
| Gartner, Inc. (Gartner Inc) | Long | Equity-common | US | $2M | 4K | 0.09 |
| Gates Industrial Corp. PLC (Gates Industrial Corp PLC) | Long | Equity-common | GB | $677K | 36K | 0.04 |
| Gatos Silver, Inc. (Gatos Silver Inc) | Long | Equity-common | US | $91K | 7K | 0.00 |
| GATX Corp. | Long | Equity-common | US | $809K | 6K | 0.04 |
| GCI Liberty, Inc. (ESC GCI LIBERTY INC SR) | Long | Equity-common | US | $0 | 12K | – |
| Gen Digital, Inc. (Gen Digital Inc) | Long | Equity-common | US | $1M | 53K | 0.07 |
| Gencor Industries, Inc. (Gencor Industries Inc) | Long | Equity-common | US | $26K | 1K | 0.00 |
| Generac Holdings, Inc. (Generac Holdings Inc) | Long | Equity-common | US | $795K | 5K | 0.04 |
| General Mills, Inc. (General Mills Inc) | Long | Equity-common | US | $2M | 27K | 0.10 |
| General Motors Co. | Long | Equity-common | US | $4M | 96K | 0.22 |
| Genesco, Inc. (Genesco Inc) | Long | Equity-common | US | $25K | 800 | 0.00 |
| Genie Energy Ltd. | Long | Equity-common | US | $48K | 3K | 0.00 |
| Genpact Ltd. | Long | Equity-common | BM | $759K | 22K | 0.04 |
| Gentex Corp. | Long | Equity-common | US | $1M | 33K | 0.05 |
| Gentherm, Inc. (Gentherm Inc) | Long | Equity-common | US | $318K | 6K | 0.02 |
| Genuine Parts Co. | Long | Equity-common | US | $2M | 13K | 0.10 |
| Genworth Financial, Inc. (Genworth Financial Inc) | Long | Equity-common | US | $437K | 64K | 0.02 |
| German American Bancorp, Inc. (German American Bancorp Inc) | Long | Equity-common | US | $200K | 5K | 0.01 |
| Gibraltar Industries, Inc. (Gibraltar Industries Inc) | Long | Equity-common | US | $424K | 6K | 0.02 |
| Glacier Bancorp, Inc. (Glacier Bancorp Inc) | Long | Equity-common | US | $679K | 15K | 0.04 |
| Global Industrial Co. | Long | Equity-common | US | $182K | 5K | 0.01 |
| Global Payments, Inc. (Global Payments Inc) | Long | Equity-common | US | $1M | 12K | 0.06 |
| Globant SA | Long | Equity-common | LU | $889K | 5K | 0.05 |
| Globe Life, Inc. (Globe Life Inc) | Long | Equity-common | US | $821K | 9K | 0.04 |
| GMS, Inc. (GMS Inc) | Long | Equity-common | US | $629K | 7K | 0.03 |
| GoDaddy, Inc. (GoDaddy Inc) | Long | Equity-common | US | $1M | 7K | 0.06 |
| Gogo, Inc. (Gogo Inc) | Long | Equity-common | US | $174K | 19K | 0.01 |
| Goldman Sachs Group, Inc. (Goldman Sachs Group Inc/The) | Long | Equity-common | US | $5M | 9K | 0.24 |
| Good Times Restaurants, Inc. (Good Times Restaurants Inc) | Long | Equity-common | US | $13K | 5K | 0.00 |
| GoodRx Holdings, Inc. (GoodRx Holdings Inc) | Long | Equity-common | US | $83K | 9K | 0.00 |
| Goodyear Tire & Rubber Co. (Goodyear Tire & Rubber Co/The) | Long | Equity-common | US | $300K | 26K | 0.02 |
| Goosehead Insurance, Inc. (Goosehead Insurance Inc) | Long | Equity-common | US | $174K | 2K | 0.01 |
| Gorman-Rupp Co. (Gorman-Rupp Co/The) | Long | Equity-common | US | $145K | 4K | 0.01 |
| Graco, Inc. (Graco Inc) | Long | Equity-common | US | $1M | 12K | 0.06 |
| Graham Corp. | Long | Equity-common | US | $15K | 467 | 0.00 |
| Graham Holdings Co. | Long | Equity-common | US | $500K | 645 | 0.03 |
| Grand Canyon Education, Inc. (Grand Canyon Education Inc) | Long | Equity-common | US | $943K | 6K | 0.05 |
| Granite Construction, Inc. (Granite Construction Inc) | Long | Equity-common | US | $658K | 10K | 0.03 |
| Graphic Packaging Holding Co. | Long | Equity-common | US | $1M | 47K | 0.08 |
| Gray Television, Inc. (Gray Television Inc) | Long | Equity-common | US | $109K | 17K | 0.01 |
| Great Lakes Dredge & Dock Corp. | Long | Equity-common | US | $84K | 9K | 0.00 |
| Great Southern Bancorp, Inc. (Great Southern Bancorp Inc) | Long | Equity-common | US | $157K | 3K | 0.01 |
| Green Brick Partners, Inc. (Green Brick Partners Inc) | Long | Equity-common | US | $429K | 6K | 0.02 |
| Green Plains, Inc. (Green Plains Inc) | Long | Equity-common | US | $72K | 4K | 0.00 |
| Greenbrier Cos., Inc. (Greenbrier Cos Inc/The) | Long | Equity-common | US | $271K | 5K | 0.01 |
| Greene County Bancorp, Inc. (Greene County Bancorp Inc) | Long | Equity-common | US | $44K | 1K | 0.00 |
| Greenlight Capital Re Ltd. | Long | Equity-common | KY | $46K | 3K | 0.00 |
| Greif, Inc. (Greif Inc) | Long | Equity-common | US | $268K | 4K | 0.01 |
| Greif, Inc. (Greif Inc) | Long | Equity-common | US | $192K | 3K | 0.01 |
| Grid Dynamics Holdings, Inc. (Grid Dynamics Holdings Inc) | Long | Equity-common | US | $68K | 5K | 0.00 |
| Griffon Corp. | Long | Equity-common | US | $668K | 9K | 0.04 |
| Grocery Outlet Holding Corp. | Long | Equity-common | US | $253K | 13K | 0.01 |
| Group 1 Automotive, Inc. (Group 1 Automotive Inc) | Long | Equity-common | US | $1M | 3K | 0.05 |
| Guaranty Bancshares, Inc. (Guaranty Bancshares Inc/TX) | Long | Equity-common | US | $46K | 1K | 0.00 |
| Guess?, Inc. (Guess? Inc) | Long | Equity-common | US | $226K | 9K | 0.01 |
| Guidewire Software, Inc. (Guidewire Software Inc) | Long | Equity-common | US | $633K | 4K | 0.03 |
| Gulf Island Fabrication, Inc. (Gulf Island Fabrication Inc) | Long | Equity-common | US | $71K | 11K | 0.00 |
| GXO Logistics, Inc. (GXO Logistics Inc) | Long | Equity-common | US | $717K | 13K | 0.04 |
| H&E Equipment Services, Inc. (H&E Equipment Services Inc) | Long | Equity-common | US | $303K | 6K | 0.02 |
| H&R Block, Inc. (H&R Block Inc) | Long | Equity-common | US | $808K | 14K | 0.04 |
| Hackett Group, Inc. (Hackett Group Inc/The) | Long | Equity-common | US | $174K | 6K | 0.01 |
| Haemonetics Corp. | Long | Equity-common | US | $577K | 6K | 0.03 |
| Hain Celestial Group, Inc. (Hain Celestial Group Inc/The) | Long | Equity-common | US | $46K | 6K | 0.00 |
| Halliburton Co. | Long | Equity-common | US | $3M | 88K | 0.16 |
| Halozyme Therapeutics, Inc. (Halozyme Therapeutics Inc) | Long | Equity-common | US | $740K | 13K | 0.04 |
| Hamilton Beach Brands Holding Co. | Long | Equity-common | US | $20K | 1K | 0.00 |
| Hamilton Lane, Inc. (Hamilton Lane Inc) | Long | Equity-common | US | $639K | 4K | 0.03 |
| Hancock Whitney Corp. | Long | Equity-common | US | $732K | 13K | 0.04 |
| Hanesbrands, Inc. (Hanesbrands Inc) | Long | Equity-common | US | $193K | 33K | 0.01 |
| Hanmi Financial Corp. | Long | Equity-common | US | $160K | 8K | 0.01 |
| Hanover Insurance Group, Inc. (Hanover Insurance Group Inc/The) | Long | Equity-common | US | $704K | 5K | 0.04 |
| HarborOne Bancorp, Inc. (HarborOne Bancorp Inc) | Long | Equity-common | US | $100K | 7K | 0.01 |
| Harley-Davidson, Inc. (Harley-Davidson Inc) | Long | Equity-common | US | $513K | 14K | 0.03 |
| Harmonic, Inc. (Harmonic Inc) | Long | Equity-common | US | $180K | 12K | 0.01 |
| Harmony Biosciences Holdings, Inc. (Harmony Biosciences Holdings Inc) | Long | Equity-common | US | $309K | 9K | 0.02 |
| Hartford Financial Services Group, Inc. (Hartford Financial Services Group Inc/The) | Long | Equity-common | US | $3M | 31K | 0.18 |
| Hasbro, Inc. (Hasbro Inc) | Long | Equity-common | US | $458K | 7K | 0.02 |
| HashiCorp, Inc. (HashiCorp Inc) | Long | Equity-common | US | $273K | 8K | 0.01 |
| Haverty Furniture Cos., Inc. (Haverty Furniture Cos Inc) | Long | Equity-common | US | $108K | 4K | 0.01 |
| Hawkins, Inc. (Hawkins Inc) | Long | Equity-common | US | $363K | 3K | 0.02 |
| Hawthorn Bancshares, Inc. (Hawthorn Bancshares Inc) | Long | Equity-common | US | $21K | 933 | 0.00 |
| Hayward Holdings, Inc. (Hayward Holdings Inc) | Long | Equity-common | US | $417K | 28K | 0.02 |
| HB Fuller Co. | Long | Equity-common | US | $727K | 8K | 0.04 |
| HBT Financial, Inc. (HBT Financial Inc) | Long | Equity-common | US | $51K | 2K | 0.00 |
| HCI Group, Inc. (HCI Group Inc) | Long | Equity-common | US | $155K | 2K | 0.01 |
| Healthcare Services Group, Inc. (Healthcare Services Group Inc) | Long | Equity-common | US | $73K | 6K | 0.00 |
| HealthEquity, Inc. (HealthEquity Inc) | Long | Equity-common | US | $618K | 8K | 0.03 |
| HealthStream, Inc. (HealthStream Inc) | Long | Equity-common | US | $138K | 5K | 0.01 |
| Heartland Express, Inc. (Heartland Express Inc) | Long | Equity-common | US | $197K | 15K | 0.01 |
| Heartland Financial USA, Inc. (Heartland Financial USA Inc) | Long | Equity-common | US | $284K | 5K | 0.01 |
| Hecla Mining Co. | Long | Equity-common | US | $498K | 86K | 0.03 |
| HEICO Corp. | Long | Equity-common | US | $655K | 3K | 0.03 |
| HEICO Corp. | Long | Equity-common | US | $573K | 2K | 0.03 |
| Heidrick & Struggles International, Inc. (Heidrick & Struggles International Inc) | Long | Equity-common | US | $123K | 3K | 0.01 |
| Helen of Troy Ltd. | Long | Equity-common | BM | $174K | 3K | 0.01 |
| Helios Technologies, Inc. (Helios Technologies Inc) | Long | Equity-common | US | $219K | 5K | 0.01 |
| Helix Energy Solutions Group, Inc. (Helix Energy Solutions Group Inc) | Long | Equity-common | US | $309K | 26K | 0.02 |
| Helmerich & Payne, Inc. (Helmerich & Payne Inc) | Long | Equity-common | US | $694K | 17K | 0.04 |
| Henry Schein, Inc. (Henry Schein Inc) | Long | Equity-common | US | $826K | 11K | 0.04 |
| Herbalife Ltd. | Long | Equity-common | KY | $25K | 2K | 0.00 |
| Herc Holdings, Inc. (Herc Holdings Inc) | Long | Equity-common | US | $769K | 5K | 0.04 |
| Heritage Commerce Corp. | Long | Equity-common | US | $26K | 3K | 0.00 |
| Heritage Financial Corp. (Heritage Financial Corp/WA) | Long | Equity-common | US | $76K | 3K | 0.00 |
| Hewlett Packard Enterprise Co. | Long | Equity-common | US | $2M | 88K | 0.09 |
| Hexcel Corp. | Long | Equity-common | US | $754K | 11K | 0.04 |
| HF Foods Group, Inc. (HF Foods Group Inc) | Long | Equity-common | US | $13K | 3K | 0.00 |
| HF Sinclair Corp. | Long | Equity-common | US | $1M | 21K | 0.06 |
| Hillenbrand, Inc. (Hillenbrand Inc) | Long | Equity-common | US | $433K | 10K | 0.02 |
| Hillman Solutions Corp. | Long | Equity-common | US | $134K | 13K | 0.01 |
| Hilltop Holdings, Inc. (Hilltop Holdings Inc) | Long | Equity-common | US | $397K | 12K | 0.02 |
| Hilton Grand Vacations, Inc. (Hilton Grand Vacations Inc) | Long | Equity-common | US | $228K | 5K | 0.01 |
| Hilton Worldwide Holdings, Inc. (Hilton Worldwide Holdings Inc) | Long | Equity-common | US | $1M | 5K | 0.06 |
| Hingham Institution For Savings The | Long | Equity-common | US | $72K | 290 | 0.00 |
| HireQuest, Inc. (HireQuest Inc) | Long | Equity-common | US | $16K | 1K | 0.00 |
| HMN Financial, Inc. (HMN Financial Inc) | Long | Equity-common | US | $6K | 237 | 0.00 |
| HNI Corp. | Long | Equity-common | US | $353K | 6K | 0.02 |
| Hologic, Inc. (Hologic Inc) | Long | Equity-common | US | $1M | 14K | 0.06 |
| Home Bancorp, Inc. (Home Bancorp Inc) | Long | Equity-common | US | $51K | 1K | 0.00 |
| Home BancShares, Inc. (Home BancShares Inc/AR) | Long | Equity-common | US | $863K | 30K | 0.05 |
| Home Depot, Inc. (Home Depot Inc/The) | Long | Equity-common | US | $14M | 39K | 0.76 |
| HomeStreet, Inc. (HomeStreet Inc) | Long | Equity-common | US | $6K | 439 | 0.00 |
| HomeTrust Bancshares, Inc. (HomeTrust Bancshares Inc) | Long | Equity-common | US | $108K | 3K | 0.01 |
| Hooker Furnishings Corp. | Long | Equity-common | US | $23K | 1K | 0.00 |
| Hope Bancorp, Inc. (Hope Bancorp Inc) | Long | Equity-common | US | $250K | 19K | 0.01 |
| Horace Mann Educators Corp. | Long | Equity-common | US | $288K | 8K | 0.02 |
| Horizon Bancorp, Inc. (Horizon Bancorp Inc/IN) | Long | Equity-common | US | $101K | 6K | 0.01 |
| Hormel Foods Corp. | Long | Equity-common | US | $1M | 35K | 0.06 |
| Houlihan Lokey, Inc. (Houlihan Lokey Inc) | Long | Equity-common | US | $966K | 6K | 0.05 |
| Howard Hughes Holdings, Inc. (Howard Hughes Holdings Inc) | Long | Equity-common | US | $515K | 7K | 0.03 |
| Howmet Aerospace, Inc. (Howmet Aerospace Inc) | Long | Equity-common | US | $2M | 23K | 0.11 |
| HP, Inc. (HP Inc) | Long | Equity-common | US | $1M | 31K | 0.06 |
| Hub Group, Inc. (Hub Group Inc) | Long | Equity-common | US | $556K | 12K | 0.03 |
| Hubbell, Inc. (Hubbell Inc) | Long | Equity-common | US | $2M | 5K | 0.11 |
| HubSpot, Inc. (HubSpot Inc) | Long | Equity-common | US | $227K | 457 | 0.01 |
| Hudson Technologies, Inc. (Hudson Technologies Inc) | Long | Equity-common | US | $55K | 6K | 0.00 |
| Humana, Inc. (Humana Inc) | Long | Equity-common | US | $1M | 4K | 0.07 |
| Huntington Bancshares, Inc. (Huntington Bancshares Inc/OH) | Long | Equity-common | US | $1M | 98K | 0.08 |
| Huntsman Corp. | Long | Equity-common | US | $657K | 27K | 0.03 |
| Hurco Cos., Inc. (Hurco Cos Inc) | Long | Equity-common | US | $15K | 876 | 0.00 |
| Huron Consulting Group, Inc. (Huron Consulting Group Inc) | Long | Equity-common | US | $554K | 5K | 0.03 |
| Hyatt Hotels Corp. | Long | Equity-common | US | $561K | 4K | 0.03 |
| Hyster-Yale, Inc. (Hyster-Yale Inc) | Long | Equity-common | US | $159K | 2K | 0.01 |
| I3 Verticals, Inc. (I3 Verticals Inc) | Long | Equity-common | US | $67K | 3K | 0.00 |
| ICF International, Inc. (ICF International Inc) | Long | Equity-common | US | $397K | 3K | 0.02 |
| Ichor Holdings Ltd. | Long | Equity-common | KY | $229K | 7K | 0.01 |
| Idaho Strategic Resources, Inc. (Idaho Strategic Resources Inc) | Long | Equity-common | US | $19K | 2K | 0.00 |
| Ideaya Biosciences, Inc. (Ideaya Biosciences Inc) | Long | Equity-common | US | $256K | 6K | 0.01 |
| IDEX Corp. | Long | Equity-common | US | $687K | 3K | 0.04 |
| IDEXX Laboratories, Inc. (IDEXX Laboratories Inc) | Long | Equity-common | US | $3M | 6K | 0.14 |
| IDT Corp. | Long | Equity-common | US | $122K | 3K | 0.01 |
| IES Holdings, Inc. (IES Holdings Inc) | Long | Equity-common | US | $443K | 3K | 0.02 |
| Illinois Tool Works, Inc. (Illinois Tool Works Inc) | Long | Equity-common | US | $3M | 11K | 0.15 |
| IMAX Corp. | Long | Equity-common | CA | $110K | 5K | 0.01 |
| Immunovant, Inc. (Immunovant Inc) | Long | Equity-common | US | $14K | 477 | 0.00 |
| Inari Medical, Inc. (Inari Medical Inc) | Long | Equity-common | US | $319K | 7K | 0.02 |
| Incyte Corp. | Long | Equity-common | US | $346K | 5K | 0.02 |
| Independent Bank Corp. | Long | Equity-common | US | $282K | 4K | 0.01 |
| Independent Bank Corp. (Independent Bank Corp/MI) | Long | Equity-common | US | $151K | 4K | 0.01 |
| Independent Bank Group, Inc. (Independent Bank Group Inc) | Long | Equity-common | US | $277K | 5K | 0.01 |
| Infinera Corp. | Long | Equity-common | US | $187K | 31K | 0.01 |
| Informatica, Inc. (Informatica Inc) | Long | Equity-common | US | $242K | 10K | 0.01 |
| Ingersoll Rand, Inc. (Ingersoll Rand Inc) | Long | Equity-common | US | $2M | 22K | 0.12 |
| Ingevity Corp. | Long | Equity-common | US | $168K | 4K | 0.01 |
| Ingles Markets, Inc. (Ingles Markets Inc) | Long | Equity-common | US | $227K | 3K | 0.01 |
| Ingredion, Inc. (Ingredion Inc) | Long | Equity-common | US | $1M | 8K | 0.05 |
| Innodata, Inc. (Innodata Inc) | Long | Equity-common | US | $77K | 4K | 0.00 |
| Innospec, Inc. (Innospec Inc) | Long | Equity-common | US | $474K | 4K | 0.02 |
| Innovative Solutions & Support, Inc. (Innovative Solutions and Support Inc) | Long | Equity-common | US | $2K | 400 | 0.00 |
| Innoviva, Inc. (Innoviva Inc) | Long | Equity-common | US | $244K | 13K | 0.01 |
| Inozyme Pharma, Inc. (Inozyme Pharma Inc) | Long | Equity-common | US | $41K | 7K | 0.00 |
| Insight Enterprises, Inc. (Insight Enterprises Inc) | Long | Equity-common | US | $862K | 4K | 0.05 |
| Insmed, Inc. (Insmed Inc) | Long | Equity-common | US | $418K | 6K | 0.02 |
| Insperity, Inc. (Insperity Inc) | Long | Equity-common | US | $434K | 4K | 0.02 |
| Installed Building Products, Inc. (Installed Building Products Inc) | Long | Equity-common | US | $1M | 5K | 0.07 |
| Insteel Industries, Inc. (Insteel Industries Inc) | Long | Equity-common | US | $89K | 3K | 0.00 |
| Instil Bio, Inc. (Instil Bio Inc) | Long | Equity-common | US | $10K | 806 | 0.00 |
| Instructure Holdings, Inc. (Instructure Holdings Inc) | Long | Equity-common | US | $57K | 2K | 0.00 |
| Insulet Corp. | Long | Equity-common | US | $32K | 167 | 0.00 |
| Intapp, Inc. (Intapp Inc) | Long | Equity-common | US | $75K | 2K | 0.00 |
| Integer Holdings Corp. | Long | Equity-common | US | $622K | 5K | 0.03 |
| Integra LifeSciences Holdings Corp. | Long | Equity-common | US | $131K | 5K | 0.01 |
| Integral Ad Science Holding Corp. | Long | Equity-common | US | $201K | 20K | 0.01 |
| Intel Corp. | Long | Equity-common | US | $4M | 124K | 0.20 |
| Intellia Therapeutics, Inc. (Intellia Therapeutics Inc) | Long | Equity-common | US | $124K | 5K | 0.01 |
| Inter Parfums, Inc. (Inter Parfums Inc) | Long | Equity-common | US | $569K | 4K | 0.03 |
| Interactive Brokers Group, Inc. (Interactive Brokers Group Inc) | Long | Equity-common | US | $170K | 1K | 0.01 |
| Intercontinental Exchange, Inc. (Intercontinental Exchange Inc) | Long | Equity-common | US | $2M | 12K | 0.09 |
| InterDigital, Inc. (InterDigital Inc) | Long | Equity-common | US | $841K | 7K | 0.04 |
| Interface, Inc. (Interface Inc) | Long | Equity-common | US | $162K | 9K | 0.01 |
| International Bancshares Corp. | Long | Equity-common | US | $714K | 11K | 0.04 |
| International Business Machines Corp. | Long | Equity-common | US | $8M | 44K | 0.44 |
| International Flavors & Fragrances, Inc. (International Flavors & Fragrances Inc) | Long | Equity-common | US | $1M | 12K | 0.06 |
| International Money Express, Inc. (International Money Express Inc) | Long | Equity-common | US | $163K | 7K | 0.01 |
| International Paper Co. | Long | Equity-common | US | $2M | 35K | 0.09 |
| Interpublic Group of Cos., Inc. (Interpublic Group of Cos Inc/The) | Long | Equity-common | US | $1M | 44K | 0.08 |
| inTEST Corp. | Long | Equity-common | US | $62K | 6K | 0.00 |
| Intrepid Potash, Inc. (Intrepid Potash Inc) | Long | Equity-common | US | $28K | 1K | 0.00 |
| Intuit, Inc. (Intuit Inc) | Long | Equity-common | US | $2M | 4K | 0.12 |
| Intuitive Surgical, Inc. (Intuitive Surgical Inc) | Long | Equity-common | US | $951K | 2K | 0.05 |
| Invesco Ltd. | Long | Equity-common | BM | $434K | 25K | 0.02 |
| Investar Holding Corp. | Long | Equity-common | US | $17K | 909 | 0.00 |
| Investors Title Co. | Long | Equity-common | US | $35K | 166 | 0.00 |
| Iovance Biotherapeutics, Inc. (Iovance Biotherapeutics Inc) | Long | Equity-common | US | $232K | 27K | 0.01 |
| IPG Photonics Corp. | Long | Equity-common | US | $330K | 4K | 0.02 |
| IQVIA Holdings, Inc. (IQVIA Holdings Inc) | Long | Equity-common | US | $4M | 17K | 0.22 |
| iRadimed Corp. | Long | Equity-common | US | $49K | 1K | 0.00 |
| Iridium Communications, Inc. (Iridium Communications Inc) | Long | Equity-common | US | $428K | 15K | 0.02 |
| iRobot Corp. | Long | Equity-common | US | $13K | 1K | 0.00 |
| iTeos Therapeutics, Inc. (iTeos Therapeutics Inc) | Long | Equity-common | US | $56K | 3K | 0.00 |
| Iteris, Inc. (Iteris Inc) | Long | Equity-common | US | $14K | 3K | 0.00 |
| Itron, Inc. (Itron Inc) | Long | Equity-common | US | $802K | 8K | 0.04 |
| ITT, Inc. (ITT Inc) | Long | Equity-common | US | $1M | 9K | 0.07 |
| J Jill, Inc. (J Jill Inc) | Long | Equity-common | US | $29K | 763 | 0.00 |
| J.M. Smucker Co. (J M Smucker Co/The) | Long | Equity-common | US | $978K | 8K | 0.05 |
| J&J Snack Foods Corp. (J & J Snack Foods Corp) | Long | Equity-common | US | $409K | 2K | 0.02 |
| Jabil, Inc. (Jabil Inc) | Long | Equity-common | US | $2M | 19K | 0.11 |
| Jack Henry & Associates, Inc. (Jack Henry & Associates Inc) | Long | Equity-common | US | $2M | 9K | 0.08 |
| Jack in the Box, Inc. (Jack in the Box Inc) | Long | Equity-common | US | $113K | 2K | 0.01 |
| Jackson Financial, Inc. (Jackson Financial Inc) | Long | Equity-common | US | $875K | 10K | 0.05 |
| Jacobs Solutions, Inc. (Jacobs Solutions Inc) | Long | Equity-common | US | $828K | 6K | 0.04 |
| Jamf Holding Corp. | Long | Equity-common | US | $102K | 6K | 0.01 |
| Janus Henderson Group PLC | Long | Equity-common | JE | $974K | 26K | 0.05 |
| Janus International Group, Inc. (Janus International Group Inc) | Long | Equity-common | US | $317K | 22K | 0.02 |
| Jasper Therapeutics, Inc. (Jasper Therapeutics Inc) | Long | Equity-common | US | $15K | 820 | 0.00 |
| JB Hunt Transport Services, Inc. (JB Hunt Transport Services Inc) | Long | Equity-common | US | $2M | 9K | 0.09 |
| Jefferies Financial Group, Inc. (Jefferies Financial Group Inc) | Long | Equity-common | US | $1M | 24K | 0.07 |
| JELD-WEN Holding, Inc. (JELD-WEN Holding Inc) | Long | Equity-common | US | $258K | 15K | 0.01 |
| JetBlue Airways Corp. | Long | Equity-common | US | $364K | 57K | 0.02 |
| JFrog Ltd. | Long | Equity-common | IL | $317K | 8K | 0.02 |
| John B Sanfilippo & Son, Inc. (John B Sanfilippo & Son Inc) | Long | Equity-common | US | $186K | 2K | 0.01 |
| John Bean Technologies Corp. | Long | Equity-common | US | $423K | 4K | 0.02 |
| John Wiley & Sons, Inc. (John Wiley & Sons Inc) | Long | Equity-common | US | $89K | 2K | 0.00 |
| John Wiley & Sons, Inc. (John Wiley & Sons Inc) | Long | Equity-common | US | $15K | 312 | 0.00 |
| Johnson Controls International PLC | Long | Equity-common | IE | $3M | 47K | 0.18 |
| Johnson Outdoors, Inc. (Johnson Outdoors Inc) | Long | Equity-common | US | $60K | 1K | 0.00 |
| Joint Corp. (Joint Corp/The) | Long | Equity-common | US | $18K | 1K | 0.00 |
| Jones Lang LaSalle, Inc. (Jones Lang LaSalle Inc) | Long | Equity-common | US | $1M | 5K | 0.07 |
| JPMorgan Chase & Co. | Long | Equity-common | US | $24M | 113K | 1.26 |
| Kadant, Inc. (Kadant Inc) | Long | Equity-common | US | $545K | 2K | 0.03 |
| Kaiser Aluminum Corp. | Long | Equity-common | US | $192K | 2K | 0.01 |
| KalVista Pharmaceuticals, Inc. (KalVista Pharmaceuticals Inc) | Long | Equity-common | US | $77K | 5K | 0.00 |
| Karat Packaging, Inc. (Karat Packaging Inc) | Long | Equity-common | US | $48K | 2K | 0.00 |
| KB Home | Long | Equity-common | US | $1M | 13K | 0.06 |
| KBR, Inc. (KBR Inc) | Long | Equity-common | US | $1M | 16K | 0.06 |
| Kearny Financial Corp. (Kearny Financial Corp/MD) | Long | Equity-common | US | $60K | 8K | 0.00 |
| Kellanova | Long | Equity-common | US | $2M | 30K | 0.09 |
| Kelly Services, Inc. (Kelly Services Inc) | Long | Equity-common | US | $156K | 7K | 0.01 |
| Kemper Corp. | Long | Equity-common | US | $602K | 9K | 0.03 |
| Kennametal, Inc. (Kennametal Inc) | Long | Equity-common | US | $405K | 15K | 0.02 |
| Kennedy-Wilson Holdings, Inc. (Kennedy-Wilson Holdings Inc) | Long | Equity-common | US | $27K | 3K | 0.00 |
| Kenvue, Inc. (Kenvue Inc) | Long | Equity-common | US | $1M | 63K | 0.06 |
| Keurig Dr. Pepper, Inc. (Keurig Dr Pepper Inc) | Long | Equity-common | US | $2M | 66K | 0.12 |
| Kewaunee Scientific Corp. | Long | Equity-common | US | $15K | 263 | 0.00 |
| KeyCorp | Long | Equity-common | US | $875K | 54K | 0.05 |
| Keysight Technologies, Inc. (Keysight Technologies Inc) | Long | Equity-common | US | $2M | 12K | 0.09 |
| Kforce, Inc. (Kforce Inc) | Long | Equity-common | US | $277K | 4K | 0.01 |
| Kimball Electronics, Inc. (Kimball Electronics Inc) | Long | Equity-common | US | $105K | 4K | 0.01 |
| Kimberly-Clark Corp. | Long | Equity-common | US | $2M | 16K | 0.11 |
| Kinder Morgan, Inc. (Kinder Morgan Inc) | Long | Equity-common | US | $2M | 116K | 0.13 |
| Kinetik Holdings, Inc. (Kinetik Holdings Inc) | Long | Equity-common | US | $113K | 3K | 0.01 |
| Kingstone Cos., Inc. (Kingstone Cos Inc) | Long | Equity-common | US | $26K | 4K | 0.00 |
| Kiniksa Pharmaceuticals International PLC | Long | Equity-common | GB | $133K | 5K | 0.01 |
| Kinsale Capital Group, Inc. (Kinsale Capital Group Inc) | Long | Equity-common | US | $831K | 2K | 0.04 |
| Kirby Corp. | Long | Equity-common | US | $1M | 10K | 0.06 |
| KKR & Co., Inc. (KKR & Co Inc) | Long | Equity-common | US | $2M | 16K | 0.10 |
| KLA Corp. | Long | Equity-common | US | $4M | 5K | 0.23 |
| Knife River Corp. | Long | Equity-common | US | $465K | 6K | 0.02 |
| Knight-Swift Transportation Holdings, Inc. (Knight-Swift Transportation Holdings Inc) | Long | Equity-common | US | $1M | 19K | 0.06 |
| Knowles Corp. | Long | Equity-common | US | $474K | 26K | 0.02 |
| Kohl's Corp. | Long | Equity-common | US | $208K | 10K | 0.01 |
| Kontoor Brands, Inc. (Kontoor Brands Inc) | Long | Equity-common | US | $520K | 7K | 0.03 |
| Koppers Holdings, Inc. (Koppers Holdings Inc) | Long | Equity-common | US | $151K | 4K | 0.01 |
| Korn Ferry | Long | Equity-common | US | $658K | 9K | 0.03 |
| Kraft Heinz Co. (Kraft Heinz Co/The) | Long | Equity-common | US | $2M | 55K | 0.10 |
| Krispy Kreme, Inc. (Krispy Kreme Inc) | Long | Equity-common | US | $179K | 17K | 0.01 |
| Kroger Co. (Kroger Co/The) | Long | Equity-common | US | $4M | 79K | 0.23 |
| Kronos Worldwide, Inc. (Kronos Worldwide Inc) | Long | Equity-common | US | $153K | 13K | 0.01 |
| Krystal Biotech, Inc. (Krystal Biotech Inc) | Long | Equity-common | US | $674K | 3K | 0.04 |
| Kulicke & Soffa Industries, Inc. (Kulicke & Soffa Industries Inc) | Long | Equity-common | US | $473K | 10K | 0.02 |
| Kura Oncology, Inc. (Kura Oncology Inc) | Long | Equity-common | US | $52K | 2K | 0.00 |
| Kymera Therapeutics, Inc. (Kymera Therapeutics Inc) | Long | Equity-common | US | $190K | 4K | 0.01 |
| Kyndryl Holdings, Inc. (Kyndryl Holdings Inc) | Long | Equity-common | US | $626K | 23K | 0.03 |
| L.B. Foster Co. (L B Foster Co) | Long | Equity-common | US | $21K | 876 | 0.00 |
| La-Z-Boy, Inc. (La-Z-Boy Inc) | Long | Equity-common | US | $387K | 9K | 0.02 |
| Labcorp Holdings, Inc. (Labcorp Holdings Inc) | Long | Equity-common | US | $517K | 2K | 0.03 |
| Lake Shore Bancorp, Inc. (Lake Shore Bancorp Inc) | Long | Equity-common | US | $2K | 170 | 0.00 |
| Lakeland Financial Corp. | Long | Equity-common | US | $312K | 5K | 0.02 |
| Lakeland Industries, Inc. (Lakeland Industries Inc) | Long | Equity-common | US | $24K | 1K | 0.00 |
| Lam Research Corp. | Long | Equity-common | US | $5M | 5K | 0.25 |
| Lamb Weston Holdings, Inc. (Lamb Weston Holdings Inc) | Long | Equity-common | US | $506K | 8K | 0.03 |
| Lancaster Colony Corp. | Long | Equity-common | US | $626K | 3K | 0.03 |
| Landmark Bancorp, Inc. (Landmark Bancorp Inc/Manhattan KS) | Long | Equity-common | US | $14K | 694 | 0.00 |
| Lands' End, Inc. (Lands' End Inc) | Long | Equity-common | US | $52K | 3K | 0.00 |
| Landsea Homes Corp. | Long | Equity-common | US | $47K | 4K | 0.00 |
| Landstar System, Inc. (Landstar System Inc) | Long | Equity-common | US | $1M | 5K | 0.05 |
| Lantheus Holdings, Inc. (Lantheus Holdings Inc) | Long | Equity-common | US | $959K | 9K | 0.05 |
| Lantronix, Inc. (Lantronix Inc) | Long | Equity-common | US | $15K | 4K | 0.00 |
| Latham Group, Inc. (Latham Group Inc) | Long | Equity-common | US | $19K | 5K | 0.00 |
| Lattice Semiconductor Corp. | Long | Equity-common | US | $470K | 9K | 0.02 |
| Laureate Education, Inc. (Laureate Education Inc) | Long | Equity-common | US | $402K | 26K | 0.02 |
| Lazard, Inc. (Lazard Inc) | Long | Equity-common | US | $533K | 11K | 0.03 |
| LCI Industries | Long | Equity-common | US | $448K | 4K | 0.02 |
| LCNB Corp. | Long | Equity-common | US | $11K | 700 | 0.00 |
| Lear Corp. | Long | Equity-common | US | $915K | 7K | 0.05 |
| Legacy Housing Corp. | Long | Equity-common | US | $112K | 4K | 0.01 |
| Leggett & Platt, Inc. (Leggett & Platt Inc) | Long | Equity-common | US | $98K | 7K | 0.01 |
| LeMaitre Vascular, Inc. (LeMaitre Vascular Inc) | Long | Equity-common | US | $155K | 2K | 0.01 |
| LendingClub Corp. | Long | Equity-common | US | $204K | 16K | 0.01 |
| LendingTree, Inc. (LendingTree Inc) | Long | Equity-common | US | $18K | 339 | 0.00 |
| Lennar Corp. | Long | Equity-common | US | $3M | 18K | 0.17 |
| Lennar Corp. | Long | Equity-common | US | $270K | 2K | 0.01 |
| Lennox International, Inc. (Lennox International Inc) | Long | Equity-common | US | $1M | 2K | 0.07 |
| LENSAR, Inc. (LENSAR Inc) | Long | Equity-common | US | $8K | 2K | 0.00 |
| Levi Strauss & Co. | Long | Equity-common | US | $107K | 6K | 0.01 |
| LGI Homes, Inc. (LGI Homes Inc) | Long | Equity-common | US | $690K | 6K | 0.04 |
| LGL Group, Inc. (LGL Group Inc/The) | Long | Equity-common | US | $2K | 276 | 0.00 |
| Liberty Broadband Corp. | Long | Equity-common | US | $375K | 6K | 0.02 |
| Liberty Broadband Corp. | Long | Equity-common | US | $88K | 1K | 0.00 |
| Liberty Broadband Corp. | Long | Equity-preferred | US | $23K | 1K | 0.00 |
| Liberty Energy, Inc. (Liberty Energy Inc) | Long | Equity-common | US | $698K | 29K | 0.04 |
| Liberty Global Ltd. | Long | Equity-common | BM | $336K | 17K | 0.02 |
| Liberty Global Ltd. | Long | Equity-common | BM | $293K | 15K | 0.02 |
| Liberty Latin America Ltd. | Long | Equity-common | BM | $283K | 27K | 0.01 |
| Liberty Latin America Ltd. | Long | Equity-common | BM | $238K | 23K | 0.01 |
| Liberty Media Corp.-Liberty Formula One (Liberty Media Corp-Liberty Formula One) | Long | Equity-common | US | $1M | 14K | 0.06 |
| Liberty Media Corp.-Liberty Formula One (Liberty Media Corp-Liberty Formula One) | Long | Equity-common | US | $97K | 1K | 0.01 |
| Liberty Media Corp.-Liberty Live (Liberty Media Corp-Liberty Live) | Long | Equity-common | US | $178K | 5K | 0.01 |
| Liberty Media Corp.-Liberty Live (Liberty Media Corp-Liberty Live) | Long | Equity-common | US | $69K | 2K | 0.00 |
| Liberty Media Corp.-Liberty SiriusXM (Liberty Media Corp-Liberty SiriusXM) | Long | Equity-common | US | $98K | 4K | 0.01 |
| Liberty Media Corp.-Liberty SiriusXM (Liberty Media Corp-Liberty SiriusXM) | Long | Equity-common | US | $96K | 4K | 0.01 |
| Life Time Group Holdings, Inc. (Life Time Group Holdings Inc) | Long | Equity-common | US | $413K | 20K | 0.02 |
| Lifetime Brands, Inc. (Lifetime Brands Inc) | Long | Equity-common | US | $17K | 2K | 0.00 |
| Lifevantage Corp. | Long | Equity-common | US | $18K | 2K | 0.00 |
| Lifeway Foods, Inc. (Lifeway Foods Inc) | Long | Equity-common | US | $25K | 2K | 0.00 |
| Ligand Pharmaceuticals, Inc. (Ligand Pharmaceuticals Inc) | Long | Equity-common | US | $322K | 3K | 0.02 |
| Limbach Holdings, Inc. (Limbach Holdings Inc) | Long | Equity-common | US | $94K | 1K | 0.00 |
| Limoneira Co. | Long | Equity-common | US | $31K | 1K | 0.00 |
| Lincoln Educational Services Corp. | Long | Equity-common | US | $55K | 4K | 0.00 |
| Lincoln Electric Holdings, Inc. (Lincoln Electric Holdings Inc) | Long | Equity-common | US | $1M | 7K | 0.07 |
| Lincoln National Corp. | Long | Equity-common | US | $782K | 23K | 0.04 |
| Lindblad Expeditions Holdings, Inc. (Lindblad Expeditions Holdings Inc) | Long | Equity-common | US | $22K | 3K | 0.00 |
| Lindsay Corp. | Long | Equity-common | US | $135K | 1K | 0.01 |
| Lions Gate Entertainment Corp. | Long | Equity-common | CA | $359K | 39K | 0.02 |
| Lions Gate Entertainment Corp. | Long | Equity-common | CA | $160K | 19K | 0.01 |
| Liquidity Services, Inc. (Liquidity Services Inc) | Long | Equity-common | US | $78K | 3K | 0.00 |
| Lisata Therapeutics, Inc. (Lisata Therapeutics Inc) | Long | Equity-common | US | $7K | 2K | 0.00 |
| Lithia Motors, Inc. (Lithia Motors Inc) | Long | Equity-common | US | $887K | 3K | 0.05 |
| Littelfuse, Inc. (Littelfuse Inc) | Long | Equity-common | US | $956K | 4K | 0.05 |
| LivaNova PLC | Long | Equity-common | GB | $266K | 5K | 0.01 |
| Live Nation Entertainment, Inc. (Live Nation Entertainment Inc) | Long | Equity-common | US | $919K | 10K | 0.05 |
| Live Oak Bancshares, Inc. (Live Oak Bancshares Inc) | Long | Equity-common | US | $318K | 7K | 0.02 |
| Live Ventures, Inc. (Live Ventures Inc) | Long | Equity-common | US | $7K | 401 | 0.00 |
| LiveRamp Holdings, Inc. (LiveRamp Holdings Inc) | Long | Equity-common | US | $284K | 9K | 0.01 |
| LKQ Corp. | Long | Equity-common | US | $947K | 23K | 0.05 |
| Loews Corp. | Long | Equity-common | US | $1M | 14K | 0.06 |
| Louisiana-Pacific Corp. | Long | Equity-common | US | $1M | 13K | 0.07 |
| Lovesac Co. (Lovesac Co/The) | Long | Equity-common | US | $70K | 3K | 0.00 |
| Lowe's Cos., Inc. (Lowe's Cos Inc) | Long | Equity-common | US | $2M | 8K | 0.10 |
| LPL Financial Holdings, Inc. (LPL Financial Holdings Inc) | Long | Equity-common | US | $2M | 9K | 0.10 |
| LSI Industries, Inc. (LSI Industries Inc) | Long | Equity-common | US | $55K | 3K | 0.00 |
| Lululemon Athletica, Inc. (Lululemon Athletica Inc) | Long | Equity-common | US | $1M | 5K | 0.07 |
| Lumen Technologies, Inc. (Lumen Technologies Inc) | Long | Equity-common | US | $17K | 5K | 0.00 |
| Lumentum Holdings, Inc. (Lumentum Holdings Inc) | Long | Equity-common | US | $284K | 5K | 0.01 |
| LyondellBasell Industries NV | Long | Equity-common | NL | $3M | 28K | 0.15 |
| M-Tron Industries, Inc. (M-Tron Industries Inc) | Long | Equity-common | US | $5K | 138 | 0.00 |
| M&T Bank Corp. | Long | Equity-common | US | $2M | 9K | 0.08 |
| Macatawa Bank Corp. | Long | Equity-common | US | $64K | 4K | 0.00 |
| MACOM Technology Solutions Holdings, Inc. (MACOM Technology Solutions Holdings Inc) | Long | Equity-common | US | $582K | 6K | 0.03 |
| MacroGenics, Inc. (MacroGenics Inc) | Long | Equity-common | US | $41K | 11K | 0.00 |
| Macy's, Inc. (Macy's Inc) | Long | Equity-common | US | $992K | 57K | 0.05 |
| Madison Square Garden Entertainment Corp. | Long | Equity-common | US | $176K | 4K | 0.01 |
| Madison Square Garden Sports Corp. | Long | Equity-common | US | $425K | 2K | 0.02 |
| Magnachip Semiconductor Corp. | Long | Equity-common | US | $18K | 3K | 0.00 |
| Magnite, Inc. (Magnite Inc) | Long | Equity-common | US | $395K | 27K | 0.02 |
| Magyar Bancorp, Inc. (Magyar Bancorp Inc) | Long | Equity-common | US | $13K | 1K | 0.00 |
| Maiden Holdings Ltd. | Long | Equity-common | BM | $55K | 26K | 0.00 |
| MainStreet Bancshares, Inc. (MainStreet Bancshares Inc) | Long | Equity-common | US | $10K | 550 | 0.00 |
| Malibu Boats, Inc. (Malibu Boats Inc) | Long | Equity-common | US | $157K | 4K | 0.01 |
| Mama's Creations, Inc. (Mama's Creations Inc) | Long | Equity-common | US | $25K | 3K | 0.00 |
| Mammoth Energy Services, Inc. (Mammoth Energy Services Inc) | Long | Equity-common | US | $12K | 3K | 0.00 |
| Manhattan Associates, Inc. (Manhattan Associates Inc) | Long | Equity-common | US | $1M | 4K | 0.05 |
| Manitowoc Co., Inc. (Manitowoc Co Inc/The) | Long | Equity-common | US | $71K | 6K | 0.00 |
| MannKind Corp. | Long | Equity-common | US | $47K | 8K | 0.00 |
| ManpowerGroup, Inc. (ManpowerGroup Inc) | Long | Equity-common | US | $596K | 8K | 0.03 |
| Marathon Petroleum Corp. | Long | Equity-common | US | $4M | 21K | 0.19 |
| Marcus & Millichap, Inc. (Marcus & Millichap Inc) | Long | Equity-common | US | $333K | 8K | 0.02 |
| Marcus Corp. (Marcus Corp/The) | Long | Equity-common | US | $62K | 5K | 0.00 |
| Marine Products Corp. | Long | Equity-common | US | $9K | 839 | 0.00 |
| MarineMax, Inc. (MarineMax Inc) | Long | Equity-common | US | $152K | 4K | 0.01 |
| Markel Group, Inc. (Markel Group Inc) | Long | Equity-common | US | $1M | 744 | 0.06 |
| MarketAxess Holdings, Inc. (MarketAxess Holdings Inc) | Long | Equity-common | US | $446K | 2K | 0.02 |
| Marqeta, Inc. (Marqeta Inc) | Long | Equity-common | US | $331K | 61K | 0.02 |
| Marriott International, Inc. (Marriott International Inc/MD) | Long | Equity-common | US | $63K | 279 | 0.00 |
| Marriott Vacations Worldwide Corp. | Long | Equity-common | US | $396K | 5K | 0.02 |
| Marsh & McLennan Cos., Inc. (Marsh & McLennan Cos Inc) | Long | Equity-common | US | $5M | 21K | 0.25 |
| Marten Transport Ltd. | Long | Equity-common | US | $299K | 16K | 0.02 |
| Martin Marietta Materials, Inc. (Martin Marietta Materials Inc) | Long | Equity-common | US | $2M | 3K | 0.10 |
| Marvell Technology, Inc. (Marvell Technology Inc) | Long | Equity-common | US | $2M | 23K | 0.08 |
| Masco Corp. | Long | Equity-common | US | $695K | 9K | 0.04 |
| Masimo Corp. | Long | Equity-common | US | $269K | 3K | 0.01 |
| MasTec, Inc. (MasTec Inc) | Long | Equity-common | US | $1M | 10K | 0.06 |
| Mastech Digital, Inc. (Mastech Digital Inc) | Long | Equity-common | US | $25K | 3K | 0.00 |
| Masterbrand, Inc. (Masterbrand Inc) | Long | Equity-common | US | $434K | 24K | 0.02 |
| Mastercard, Inc. (Mastercard Inc) | Long | Equity-common | US | $15M | 33K | 0.80 |
| Match Group, Inc. (Match Group Inc) | Long | Equity-common | US | $298K | 8K | 0.02 |
| Materion Corp. | Long | Equity-common | US | $452K | 4K | 0.02 |
| Mativ Holdings, Inc. (Mativ Holdings Inc) | Long | Equity-common | US | $22K | 1K | 0.00 |
| Matrix Service Co. | Long | Equity-common | US | $19K | 2K | 0.00 |
| Matson, Inc. (Matson Inc) | Long | Equity-common | US | $1M | 8K | 0.05 |
| Mattel, Inc. (Mattel Inc) | Long | Equity-common | US | $666K | 35K | 0.04 |
| Matthews International Corp. | Long | Equity-common | US | $107K | 4K | 0.01 |
| Maximus, Inc. (Maximus Inc) | Long | Equity-common | US | $802K | 9K | 0.04 |
| MaxLinear, Inc. (MaxLinear Inc) | Long | Equity-common | US | $65K | 5K | 0.00 |
| Mayville Engineering Co., Inc. (Mayville Engineering Co Inc) | Long | Equity-common | US | $18K | 932 | 0.00 |
| McCormick & Co., Inc. (McCormick & Co Inc/MD) | Long | Equity-common | US | $879K | 11K | 0.05 |
| McCormick & Co., Inc. (McCormick & Co Inc/MD) | Long | Equity-common | US | $14K | 180 | 0.00 |
| McDonald's Corp. | Long | Equity-common | US | $3M | 9K | 0.13 |
| McGrath RentCorp | Long | Equity-common | US | $4K | 40 | 0.00 |
| MDU Resources Group, Inc. (MDU Resources Group Inc) | Long | Equity-common | US | $27K | 1K | 0.00 |
| Medifast, Inc. (Medifast Inc) | Long | Equity-common | US | $34K | 2K | 0.00 |
| Medpace Holdings, Inc. (Medpace Holdings Inc) | Long | Equity-common | US | $1M | 3K | 0.07 |
| Medtronic PLC | Long | Equity-common | IE | $3M | 35K | 0.15 |
| MEI Pharma, Inc. (MEI Pharma Inc) | Long | Equity-common | US | $2K | 559 | 0.00 |
| Mercantile Bank Corp. | Long | Equity-common | US | $142K | 3K | 0.01 |
| Mercer International, Inc. (Mercer International Inc) | Long | Equity-common | US | $51K | 7K | 0.00 |
| Merchants Bancorp (Merchants Bancorp/IN) | Long | Equity-common | US | $286K | 6K | 0.02 |
| Mercury General Corp. | Long | Equity-common | US | $476K | 8K | 0.03 |
| Meridian Corp. | Long | Equity-common | US | $26K | 2K | 0.00 |
| MeridianLink, Inc. (MeridianLink Inc) | Long | Equity-common | US | $183K | 8K | 0.01 |
| Merit Medical Systems, Inc. (Merit Medical Systems Inc) | Long | Equity-common | US | $675K | 8K | 0.04 |
| Meritage Homes Corp. | Long | Equity-common | US | $666K | 3K | 0.04 |
| Meta Platforms, Inc. (Meta Platforms Inc) | Long | Equity-common | US | $36M | 76K | 1.90 |
| Metallus, Inc. (Metallus Inc) | Long | Equity-common | US | $236K | 11K | 0.01 |
| Methode Electronics, Inc. (Methode Electronics Inc) | Long | Equity-common | US | $42K | 3K | 0.00 |
| MetLife, Inc. (MetLife Inc) | Long | Equity-common | US | $3M | 41K | 0.16 |
| Metrocity Bankshares, Inc. (Metrocity Bankshares Inc) | Long | Equity-common | US | $86K | 3K | 0.00 |
| Metropolitan Bank Holding Corp. | Long | Equity-common | US | $89K | 2K | 0.00 |
| Mettler-Toledo International, Inc. (Mettler-Toledo International Inc) | Long | Equity-common | US | $1M | 843 | 0.07 |
| Mexco Energy Corp. | Long | Equity-common | US | $15K | 2K | 0.00 |
| MGIC Investment Corp. | Long | Equity-common | US | $1M | 47K | 0.06 |
| Microchip Technology, Inc. (Microchip Technology Inc) | Long | Equity-common | US | $4M | 46K | 0.21 |
| Micron Technology, Inc. (Micron Technology Inc) | Long | Equity-common | US | $3M | 28K | 0.16 |
| Microsoft Corp. | Long | Equity-common | US | $87M | 207K | 4.56 |
| Mid Penn Bancorp, Inc. (Mid Penn Bancorp Inc) | Long | Equity-common | US | $31K | 1K | 0.00 |
| Middleby Corp. (Middleby Corp/The) | Long | Equity-common | US | $803K | 6K | 0.04 |
| Middlefield Banc Corp. | Long | Equity-common | US | $14K | 507 | 0.00 |
| Middlesex Water Co. | Long | Equity-common | US | $100K | 1K | 0.01 |
| Midland States Bancorp, Inc. (Midland States Bancorp Inc) | Long | Equity-common | US | $74K | 3K | 0.00 |
| MidWestOne Financial Group, Inc. (MidWestOne Financial Group Inc) | Long | Equity-common | US | $85K | 3K | 0.00 |
| Miller Industries, Inc. (Miller Industries Inc/TN) | Long | Equity-common | US | $157K | 2K | 0.01 |
| MillerKnoll, Inc. (MillerKnoll Inc) | Long | Equity-common | US | $324K | 10K | 0.02 |
| Minerals Technologies, Inc. (Minerals Technologies Inc) | Long | Equity-common | US | $470K | 6K | 0.02 |
| Mirion Technologies, Inc. (Mirion Technologies Inc) | Long | Equity-common | US | $252K | 24K | 0.01 |
| Mission Produce, Inc. (Mission Produce Inc) | Long | Equity-common | US | $68K | 6K | 0.00 |
| Mister Car Wash, Inc. (Mister Car Wash Inc) | Long | Equity-common | US | $37K | 5K | 0.00 |
| Mistras Group, Inc. (Mistras Group Inc) | Long | Equity-common | US | $26K | 3K | 0.00 |
| Mitek Systems, Inc. (Mitek Systems Inc) | Long | Equity-common | US | $83K | 6K | 0.00 |
| MKS Instruments, Inc. (MKS Instruments Inc) | Long | Equity-common | US | $742K | 6K | 0.04 |
| Modine Manufacturing Co. | Long | Equity-common | US | $1M | 9K | 0.06 |
| Moelis & Co. | Long | Equity-common | US | $10K | 150 | 0.00 |
| Mohawk Industries, Inc. (Mohawk Industries Inc) | Long | Equity-common | US | $1M | 6K | 0.05 |
| Molina Healthcare, Inc. (Molina Healthcare Inc) | Long | Equity-common | US | $1M | 4K | 0.08 |
| Moneylion, Inc. (Moneylion Inc) | Long | Equity-common | US | $91K | 1K | 0.00 |
| MongoDB, Inc. (MongoDB Inc) | Long | Equity-common | US | $153K | 607 | 0.01 |
| Monolithic Power Systems, Inc. (Monolithic Power Systems Inc) | Long | Equity-common | US | $1M | 1K | 0.06 |
| Monro, Inc. (Monro Inc) | Long | Equity-common | US | $221K | 7K | 0.01 |
| Monster Beverage Corp. | Long | Equity-common | US | $537K | 10K | 0.03 |
| Montrose Environmental Group, Inc. (Montrose Environmental Group Inc) | Long | Equity-common | US | $95K | 3K | 0.00 |
| Moody's Corp. | Long | Equity-common | US | $2M | 4K | 0.10 |
| Morgan Stanley | Long | Equity-common | US | $5M | 48K | 0.26 |
| Morningstar, Inc. (Morningstar Inc) | Long | Equity-common | US | $616K | 2K | 0.03 |
| Mosaic Co. (Mosaic Co/The) | Long | Equity-common | US | $849K | 29K | 0.04 |
| Motorola Solutions, Inc. (Motorola Solutions Inc) | Long | Equity-common | US | $1M | 3K | 0.07 |
| Movado Group, Inc. (Movado Group Inc) | Long | Equity-common | US | $62K | 2K | 0.00 |
| Mr. Cooper Group, Inc. (Mr Cooper Group Inc) | Long | Equity-common | US | $1M | 14K | 0.07 |
| MRC Global, Inc. (MRC Global Inc) | Long | Equity-common | US | $246K | 17K | 0.01 |
| MSA Safety, Inc. (MSA Safety Inc) | Long | Equity-common | US | $655K | 3K | 0.03 |
| MSC Industrial Direct Co., Inc. (MSC Industrial Direct Co Inc) | Long | Equity-common | US | $687K | 8K | 0.04 |
| MSCI, Inc. (MSCI Inc) | Long | Equity-common | US | $729K | 1K | 0.04 |
| Mueller Industries, Inc. (Mueller Industries Inc) | Long | Equity-common | US | $1M | 20K | 0.08 |
| Mueller Water Products, Inc. (Mueller Water Products Inc) | Long | Equity-common | US | $472K | 23K | 0.02 |
| Murphy USA, Inc. (Murphy USA Inc) | Long | Equity-common | US | $2M | 3K | 0.09 |
| MVB Financial Corp. | Long | Equity-common | US | $34K | 2K | 0.00 |
| Myers Industries, Inc. (Myers Industries Inc) | Long | Equity-common | US | $83K | 6K | 0.00 |
| MYR Group, Inc. (MYR Group Inc) | Long | Equity-common | US | $329K | 2K | 0.02 |
| Myriad Genetics, Inc. (Myriad Genetics Inc) | Long | Equity-common | US | $514K | 18K | 0.03 |
| N-able, Inc. (N-able Inc/US) | Long | Equity-common | US | $260K | 19K | 0.01 |
| Nabors Industries Ltd. | Long | Equity-common | BM | $60K | 580 | 0.00 |
| Napco Security Technologies, Inc. (Napco Security Technologies Inc) | Long | Equity-common | US | $111K | 2K | 0.01 |
| Nasdaq, Inc. (Nasdaq Inc) | Long | Equity-common | US | $2M | 26K | 0.09 |
| Natera, Inc. (Natera Inc) | Long | Equity-common | US | $274K | 3K | 0.01 |
| Nathan's Famous, Inc. (Nathan's Famous Inc) | Long | Equity-common | US | $45K | 600 | 0.00 |
| National Bank Holdings Corp. | Long | Equity-common | US | $303K | 7K | 0.02 |
| National Bankshares, Inc. (National Bankshares Inc) | Long | Equity-common | US | $16K | 518 | 0.00 |
| National Beverage Corp. | Long | Equity-common | US | $422K | 9K | 0.02 |
| National HealthCare Corp. | Long | Equity-common | US | $404K | 3K | 0.02 |
| National Research Corp. | Long | Equity-common | US | $66K | 3K | 0.00 |
| Natural Gas Services Group, Inc. (Natural Gas Services Group Inc) | Long | Equity-common | US | $27K | 1K | 0.00 |
| Natural Grocers by Vitamin Cottage, Inc. (Natural Grocers by Vitamin Cottage Inc) | Long | Equity-common | US | $59K | 2K | 0.00 |
| Natural Health Trends Corp. | Long | Equity-common | US | $15K | 2K | 0.00 |
| Nature's Sunshine Products, Inc. (Nature's Sunshine Products Inc) | Long | Equity-common | US | $22K | 1K | 0.00 |
| Nautilus Biotechnology, Inc. (Nautilus Biotechnology Inc) | Long | Equity-common | US | $14K | 5K | 0.00 |
| Navient Corp. | Long | Equity-common | US | $431K | 26K | 0.02 |
| Navitas Semiconductor Corp. | Long | Equity-common | US | $133K | 36K | 0.01 |
| NBT Bancorp, Inc. (NBT Bancorp Inc) | Long | Equity-common | US | $405K | 8K | 0.02 |
| nCino, Inc. (nCino Inc) | Long | Equity-common | US | $489K | 15K | 0.03 |
| NCR Atleos Corp. | Long | Equity-common | US | $387K | 12K | 0.02 |
| NCR Voyix Corp. | Long | Equity-common | US | $253K | 17K | 0.01 |
| Nelnet, Inc. (Nelnet Inc) | Long | Equity-common | US | $483K | 4K | 0.03 |
| Neogen Corp. | Long | Equity-common | US | $366K | 21K | 0.02 |
| NeoGenomics, Inc. (NeoGenomics Inc) | Long | Equity-common | US | $466K | 26K | 0.02 |
| Nephros, Inc. (Nephros Inc) | Long | Equity-common | US | $10K | 5K | 0.00 |
| NerdWallet, Inc. (NerdWallet Inc) | Long | Equity-common | US | $59K | 4K | 0.00 |
| NetApp, Inc. (NetApp Inc) | Long | Equity-common | US | $2M | 18K | 0.12 |
| Netflix, Inc. (Netflix Inc) | Long | Equity-common | US | $4M | 7K | 0.22 |
| NETGEAR, Inc. (NETGEAR Inc) | Long | Equity-common | US | $54K | 3K | 0.00 |
| NetScout Systems, Inc. (NetScout Systems Inc) | Long | Equity-common | US | $168K | 8K | 0.01 |
| Neurocrine Biosciences, Inc. (Neurocrine Biosciences Inc) | Long | Equity-common | US | $546K | 4K | 0.03 |
| New Fortress Energy, Inc. (New Fortress Energy Inc) | Long | Equity-common | US | $491K | 25K | 0.03 |
| New Jersey Resources Corp. | Long | Equity-common | US | $697K | 15K | 0.04 |
| New York Community Bancorp, Inc. (New York Community Bancorp Inc) | Long | Equity-common | US | $44K | 4K | 0.00 |
| New York Times Co. (New York Times Co/The) | Long | Equity-common | US | $904K | 17K | 0.05 |
| Newmark Group, Inc. (Newmark Group Inc) | Long | Equity-common | US | $387K | 30K | 0.02 |
| NewMarket Corp. | Long | Equity-common | US | $871K | 2K | 0.05 |
| Newmont Corp. | Long | Equity-common | US | $2M | 40K | 0.10 |
| Newpark Resources, Inc. (Newpark Resources Inc) | Long | Equity-common | US | $144K | 17K | 0.01 |
| News Corp. | Long | Equity-common | US | $876K | 32K | 0.05 |
| News Corp. | Long | Equity-common | US | $436K | 15K | 0.02 |
| Nexa Resources SA | Long | Equity-common | LU | $80K | 11K | 0.00 |
| Nexstar Media Group, Inc. (Nexstar Media Group Inc) | Long | Equity-common | US | $1M | 6K | 0.06 |
| Nextdoor Holdings, Inc. (Nextdoor Holdings Inc) | Long | Equity-common | US | $48K | 17K | 0.00 |
| NI Holdings, Inc. (NI Holdings Inc) | Long | Equity-common | US | $29K | 2K | 0.00 |
| Nicholas Financial, Inc. (Nicholas Financial Inc) | Long | Equity-common | US | $5K | 801 | 0.00 |
| Nicolet Bankshares, Inc. (Nicolet Bankshares Inc) | Long | Equity-common | US | $258K | 3K | 0.01 |
| NIKE, Inc. (NIKE Inc) | Long | Equity-common | US | $3M | 34K | 0.13 |
| NiSource, Inc. (NiSource Inc) | Long | Equity-common | US | $582K | 19K | 0.03 |
| NL Industries, Inc. (NL Industries Inc) | Long | Equity-common | US | $49K | 8K | 0.00 |
| nLight, Inc. (nLight Inc) | Long | Equity-common | US | $110K | 9K | 0.01 |
| NMI Holdings, Inc. (NMI Holdings Inc) | Long | Equity-common | US | $466K | 12K | 0.02 |
| Noble Corp. PLC (Noble Corp PLC) | Long | Equity-common | GB | $546K | 12K | 0.03 |
| Nordic American Tankers Ltd. | Long | Equity-common | BM | $157K | 42K | 0.01 |
| Nordson Corp. | Long | Equity-common | US | $822K | 3K | 0.04 |
| Nordstrom, Inc. (Nordstrom Inc) | Long | Equity-common | US | $300K | 13K | 0.02 |
| Nortech Systems, Inc. (Nortech Systems Inc) | Long | Equity-common | US | $52K | 4K | 0.00 |
| Northeast Bank | Long | Equity-common | US | $56K | 772 | 0.00 |
| Northeast Community Bancorp, Inc. (Northeast Community Bancorp Inc) | Long | Equity-common | US | $28K | 1K | 0.00 |
| Northern Technologies International Corp. | Long | Equity-common | US | $14K | 1K | 0.00 |
| Northern Trust Corp. | Long | Equity-common | US | $1M | 13K | 0.06 |
| Northfield Bancorp, Inc. (Northfield Bancorp Inc) | Long | Equity-common | US | $60K | 5K | 0.00 |
| Northrim BanCorp, Inc. (Northrim BanCorp Inc) | Long | Equity-common | US | $62K | 900 | 0.00 |
| Northwest Bancshares, Inc. (Northwest Bancshares Inc) | Long | Equity-common | US | $298K | 21K | 0.02 |
| Northwest Natural Holding Co. | Long | Equity-common | US | $205K | 5K | 0.01 |
| Northwest Pipe Co. | Long | Equity-common | US | $56K | 1K | 0.00 |
| Norwegian Cruise Line Holdings Ltd. | Long | Equity-common | BM | $684K | 37K | 0.04 |
| NOV, Inc. (NOV Inc) | Long | Equity-common | US | $922K | 44K | 0.05 |
| Novanta, Inc. (Novanta Inc) | Long | Equity-common | CA | $463K | 3K | 0.02 |
| Nu Skin Enterprises, Inc. (Nu Skin Enterprises Inc) | Long | Equity-common | US | $11K | 949 | 0.00 |
| Nucor Corp. | Long | Equity-common | US | $3M | 21K | 0.18 |
| Nurix Therapeutics, Inc. (Nurix Therapeutics Inc) | Long | Equity-common | US | $26K | 1K | 0.00 |
| Nutanix, Inc. (Nutanix Inc) | Long | Equity-common | US | $193K | 4K | 0.01 |
| Nuvalent, Inc. (Nuvalent Inc) | Long | Equity-common | US | $159K | 2K | 0.01 |
| Nuvation Bio, Inc. (Nuvation Bio Inc) | Long | Equity-common | US | $45K | 12K | 0.00 |
| NV5 Global, Inc. (NV5 Global Inc) | Long | Equity-common | US | $336K | 3K | 0.02 |
| NVE Corp. | Long | Equity-common | US | $42K | 473 | 0.00 |
| nVent Electric PLC | Long | Equity-common | IE | $1M | 17K | 0.07 |
| NVIDIA Corp. | Long | Equity-common | US | $115M | 980K | 6.04 |
| NVR, Inc. (NVR Inc) | Long | Equity-common | US | $3M | 312 | 0.14 |
| NXP Semiconductors NV | Long | Equity-common | NL | $3M | 12K | 0.17 |
| O-I Glass, Inc. (O-I Glass Inc) | Long | Equity-common | US | $124K | 9K | 0.01 |
| O'Reilly Automotive, Inc. (O'Reilly Automotive Inc) | Long | Equity-common | US | $882K | 783 | 0.05 |
| Oak Valley Bancorp | Long | Equity-common | US | $48K | 2K | 0.00 |
| Oceaneering International, Inc. (Oceaneering International Inc) | Long | Equity-common | US | $726K | 24K | 0.04 |
| OceanFirst Financial Corp. | Long | Equity-common | US | $241K | 13K | 0.01 |
| ODP Corp. (ODP Corp/The) | Long | Equity-common | US | $346K | 8K | 0.02 |
| OFG Bancorp | Long | Equity-common | PR | $438K | 10K | 0.02 |
| Oil-Dri Corp. of America (Oil-Dri Corp of America) | Long | Equity-common | US | $57K | 877 | 0.00 |
| Okta, Inc. (Okta Inc) | Long | Equity-common | US | $1M | 14K | 0.07 |
| Old Dominion Freight Line, Inc. (Old Dominion Freight Line Inc) | Long | Equity-common | US | $2M | 9K | 0.10 |
| Old National Bancorp (Old National Bancorp/IN) | Long | Equity-common | US | $863K | 43K | 0.05 |
| Old Republic International Corp. | Long | Equity-common | US | $1M | 33K | 0.06 |
| Old Second Bancorp, Inc. (Old Second Bancorp Inc) | Long | Equity-common | US | $91K | 5K | 0.00 |
| Ollie's Bargain Outlet Holdings, Inc. (Ollie's Bargain Outlet Holdings Inc) | Long | Equity-common | US | $758K | 8K | 0.04 |
| Omega Flex, Inc. (Omega Flex Inc) | Long | Equity-common | US | $52K | 981 | 0.00 |
| OmniAb, Inc. (OmniAb Inc) | Long | Equity-common | US | $53K | 11K | 0.00 |
| OmniAb, Inc. (OMNIAB INC) | Long | Equity-common | US | $0 | 977 | – |
| OmniAb, Inc. (OMNIAB INC) | Long | Equity-common | US | $0 | 977 | – |
| Omnicell, Inc. (Omnicell Inc) | Long | Equity-common | US | $90K | 3K | 0.00 |
| Omnicom Group, Inc. (Omnicom Group Inc) | Long | Equity-common | US | $2M | 21K | 0.11 |
| ON Semiconductor Corp. | Long | Equity-common | US | $3M | 39K | 0.16 |
| ON24, Inc. (ON24 Inc) | Long | Equity-common | US | $35K | 5K | 0.00 |
| ONE Gas, Inc. (ONE Gas Inc) | Long | Equity-common | US | $252K | 4K | 0.01 |
| OneMain Holdings, Inc. (OneMain Holdings Inc) | Long | Equity-common | US | $1000K | 19K | 0.05 |
| ONEOK, Inc. (ONEOK Inc) | Long | Equity-common | US | $3M | 38K | 0.17 |
| OneSpan, Inc. (OneSpan Inc) | Long | Equity-common | US | $59K | 4K | 0.00 |
| OneSpaWorld Holdings Ltd. | Long | Equity-common | BS | $255K | 16K | 0.01 |
| OneWater Marine, Inc. (OneWater Marine Inc) | Long | Equity-common | US | $29K | 1K | 0.00 |
| Onity Group, Inc. (Onity Group Inc) | Long | Equity-common | US | $56K | 2K | 0.00 |
| Onto Innovation, Inc. (Onto Innovation Inc) | Long | Equity-common | US | $701K | 4K | 0.04 |
| OP Bancorp | Long | Equity-common | US | $23K | 2K | 0.00 |
| Open Lending Corp. | Long | Equity-common | US | $100K | 16K | 0.01 |
| OPENLANE, Inc. (OPENLANE Inc) | Long | Equity-common | US | $352K | 20K | 0.02 |
| Opiant Pharmaceuticals, Inc. (CONTRA OPIANT PHARMACE) | Derivative-equity | US | $0 | 1K | – | |
| Oportun Financial Corp. | Long | Equity-common | US | $18K | 6K | 0.00 |
| Oppenheimer Holdings, Inc. (Oppenheimer Holdings Inc) | Long | Equity-common | US | $142K | 3K | 0.01 |
| Optical Cable Corp. | Long | Equity-common | US | $8K | 3K | 0.00 |
| OptimizeRx Corp. | Long | Equity-common | US | $21K | 2K | 0.00 |
| OptimumBank Holdings, Inc. (OptimumBank Holdings Inc) | Long | Equity-common | US | $12K | 3K | 0.00 |
| Option Care Health, Inc. (Option Care Health Inc) | Long | Equity-common | US | $674K | 23K | 0.04 |
| Oracle Corp. | Long | Equity-common | US | $9M | 64K | 0.47 |
| OraSure Technologies, Inc. (OraSure Technologies Inc) | Long | Equity-common | US | $49K | 11K | 0.00 |
| Organogenesis Holdings, Inc. (Organogenesis Holdings Inc) | Long | Equity-common | US | $67K | 22K | 0.00 |
| ORIC Pharmaceuticals, Inc. (ORIC Pharmaceuticals Inc) | Long | Equity-common | US | $113K | 10K | 0.01 |
| Origin Bancorp, Inc. (Origin Bancorp Inc) | Long | Equity-common | US | $168K | 5K | 0.01 |
| Orion Group Holdings, Inc. (Orion Group Holdings Inc) | Long | Equity-common | US | $40K | 5K | 0.00 |
| Ormat Technologies, Inc. (Ormat Technologies Inc) | Long | Equity-common | US | $604K | 8K | 0.03 |
| Orrstown Financial Services, Inc. (Orrstown Financial Services Inc) | Long | Equity-common | US | $51K | 1K | 0.00 |
| OrthoPediatrics Corp. | Long | Equity-common | US | $54K | 2K | 0.00 |
| Oscar Health, Inc. (Oscar Health Inc) | Long | Equity-common | US | $331K | 19K | 0.02 |
| OSI Systems, Inc. (OSI Systems Inc) | Long | Equity-common | US | $419K | 3K | 0.02 |
| Otis Worldwide Corp. | Long | Equity-common | US | $1M | 15K | 0.07 |
| Ovid therapeutics, Inc. (Ovid therapeutics Inc) | Long | Equity-common | US | $627.12 | 603 | 0.00 |
| Owens & Minor, Inc. (Owens & Minor Inc) | Long | Equity-common | US | $109K | 7K | 0.01 |
| Owens Corning | Long | Equity-common | US | $3M | 14K | 0.14 |
| Oxford Industries, Inc. (Oxford Industries Inc) | Long | Equity-common | US | $289K | 3K | 0.02 |
| PACCAR, Inc. (PACCAR Inc) | Long | Equity-common | US | $3M | 27K | 0.14 |
| Pacific Premier Bancorp, Inc. (Pacific Premier Bancorp Inc) | Long | Equity-common | US | $420K | 16K | 0.02 |
| Pacira BioSciences, Inc. (Pacira BioSciences Inc) | Long | Equity-common | US | $150K | 7K | 0.01 |
| Packaging Corp. of America (Packaging Corp of America) | Long | Equity-common | US | $2M | 8K | 0.09 |
| Pactiv Evergreen, Inc. (Pactiv Evergreen Inc) | Long | Equity-common | US | $79K | 6K | 0.00 |
| Palantir Technologies, Inc. (Palantir Technologies Inc) | Long | Equity-common | US | $1M | 46K | 0.07 |
| Palo Alto Networks, Inc. (Palo Alto Networks Inc) | Long | Equity-common | US | $637K | 2K | 0.03 |
| Palomar Holdings, Inc. (Palomar Holdings Inc) | Long | Equity-common | US | $308K | 3K | 0.02 |
| PAM Transportation Services, Inc. (PAM Transportation Services Inc) | Long | Equity-common | US | $61K | 3K | 0.00 |
| Pangaea Logistics Solutions Ltd. | Long | Equity-common | BM | $24K | 3K | 0.00 |
| Papa John's International, Inc. (Papa John's International Inc) | Long | Equity-common | US | $143K | 3K | 0.01 |
| Par Pacific Holdings, Inc. (Par Pacific Holdings Inc) | Long | Equity-common | US | $239K | 9K | 0.01 |
| PAR Technology Corp. | Long | Equity-common | US | $36K | 709 | 0.00 |
| Paramount Global | Long | Equity-common | US | $78K | 7K | 0.00 |
| Paramount Global | Long | Equity-common | US | $25K | 1K | 0.00 |
| Park Aerospace Corp. | Long | Equity-common | US | $19K | 1K | 0.00 |
| Park National Corp. | Long | Equity-common | US | $438K | 2K | 0.02 |
| Park-Ohio Holdings Corp. | Long | Equity-common | US | $56K | 2K | 0.00 |
| Parker-Hannifin Corp. | Long | Equity-common | US | $2M | 4K | 0.12 |
| Parsons Corp. | Long | Equity-common | US | $1M | 13K | 0.06 |
| Pathfinder Bancorp, Inc. (Pathfinder Bancorp Inc) | Long | Equity-common | US | $16.9 | 1 | 0.00 |
| Pathward Financial, Inc. (Pathward Financial Inc) | Long | Equity-common | US | $403K | 6K | 0.02 |
| Patrick Industries, Inc. (Patrick Industries Inc) | Long | Equity-common | US | $451K | 4K | 0.02 |
| Patterson Cos., Inc. (Patterson Cos Inc) | Long | Equity-common | US | $328K | 13K | 0.02 |
| Paychex, Inc. (Paychex Inc) | Long | Equity-common | US | $2M | 19K | 0.13 |
| Paycom Software, Inc. (Paycom Software Inc) | Long | Equity-common | US | $326K | 2K | 0.02 |
| Paylocity Holding Corp. | Long | Equity-common | US | $342K | 2K | 0.02 |
| Paymentus Holdings, Inc. (Paymentus Holdings Inc) | Long | Equity-common | US | $86K | 4K | 0.00 |
| Payoneer Global, Inc. (Payoneer Global Inc) | Long | Equity-common | US | $44K | 8K | 0.00 |
| PayPal Holdings, Inc. (PayPal Holdings Inc) | Long | Equity-common | US | $2M | 26K | 0.09 |
| Paysign, Inc. (Paysign Inc) | Long | Equity-common | US | $16K | 3K | 0.00 |
| PBF Energy, Inc. (PBF Energy Inc) | Long | Equity-common | US | $734K | 18K | 0.04 |
| PC Connection, Inc. (PC Connection Inc) | Long | Equity-common | US | $331K | 5K | 0.02 |
| PCB Bancorp | Long | Equity-common | US | $15K | 783 | 0.00 |
| PDF Solutions, Inc. (PDF Solutions Inc) | Long | Equity-common | US | $132K | 4K | 0.01 |
| PDL BioPharma, Inc. (PDL BioPharma Inc) | Long | Equity-common | US | $25K | 21K | 0.00 |
| Peapack-Gladstone Financial Corp. | Long | Equity-common | US | $78K | 3K | 0.00 |
| Pegasystems, Inc. (Pegasystems Inc) | Long | Equity-common | US | $427K | 6K | 0.02 |
| Pennant Group, Inc. (Pennant Group Inc/The) | Long | Equity-common | US | $125K | 4K | 0.01 |
| PennyMac Financial Services, Inc. (PennyMac Financial Services Inc) | Long | Equity-common | US | $708K | 7K | 0.04 |
| Penske Automotive Group, Inc. (Penske Automotive Group Inc) | Long | Equity-common | US | $1M | 7K | 0.07 |
| Pentair PLC | Long | Equity-common | IE | $1M | 13K | 0.06 |
| Penumbra, Inc. (Penumbra Inc) | Long | Equity-common | US | $172K | 1K | 0.01 |
| Peoples Bancorp of North Carolina, Inc. (Peoples Bancorp of North Carolina Inc) | Long | Equity-common | US | $25K | 800 | 0.00 |
| Peoples Bancorp, Inc. (Peoples Bancorp Inc/OH) | Long | Equity-common | US | $230K | 7K | 0.01 |
| Peoples Financial Services Corp. | Long | Equity-common | US | $20K | 400 | 0.00 |
| PepsiCo, Inc. (PepsiCo Inc) | Long | Equity-common | US | $10M | 60K | 0.55 |
| Perdoceo Education Corp. | Long | Equity-common | US | $257K | 10K | 0.01 |
| Perficient, Inc. (Perficient Inc) | Long | Equity-common | US | $79K | 1K | 0.00 |
| Performant Financial Corp. | Long | Equity-common | US | $40K | 11K | 0.00 |
| Perimeter Solutions SA | Long | Equity-common | LU | $46K | 5K | 0.00 |
| PetIQ, Inc. (PetIQ Inc) | Long | Equity-common | US | $54K | 2K | 0.00 |
| Phibro Animal Health Corp. | Long | Equity-common | US | $29K | 2K | 0.00 |
| Phillips 66 | Long | Equity-common | US | $3M | 20K | 0.15 |
| Phinia, Inc. (Phinia Inc) | Long | Equity-common | US | $251K | 6K | 0.01 |
| Photronics, Inc. (Photronics Inc) | Long | Equity-common | US | $279K | 11K | 0.01 |
| PHX Minerals, Inc. (PHX Minerals Inc) | Long | Equity-common | US | $27K | 8K | 0.00 |
| Pilgrim's Pride Corp. | Long | Equity-common | US | $538K | 13K | 0.03 |
| Pinnacle Financial Partners, Inc. (Pinnacle Financial Partners Inc) | Long | Equity-common | US | $949K | 10K | 0.05 |
| Pinterest, Inc. (Pinterest Inc) | Long | Equity-common | US | $588K | 18K | 0.03 |
| Pioneer Power Solutions, Inc. (Pioneer Power Solutions Inc) | Long | Equity-common | US | $36K | 8K | 0.00 |
| Piper Sandler Cos. | Long | Equity-common | US | $711K | 3K | 0.04 |
| PJT Partners, Inc. (PJT Partners Inc) | Long | Equity-common | US | $222K | 2K | 0.01 |
| Planet Fitness, Inc. (Planet Fitness Inc) | Long | Equity-common | US | $407K | 6K | 0.02 |
| Playa Hotels & Resorts NV | Long | Equity-common | NL | $243K | 29K | 0.01 |
| Plexus Corp. | Long | Equity-common | US | $585K | 5K | 0.03 |
| Plumas Bancorp | Long | Equity-common | US | $27K | 618 | 0.00 |
| PNC Financial Services Group, Inc. (PNC Financial Services Group Inc/The) | Long | Equity-common | US | $2M | 11K | 0.10 |
| Polaris, Inc. (Polaris Inc) | Long | Equity-common | US | $672K | 8K | 0.04 |
| Ponce Financial Group, Inc. (Ponce Financial Group Inc) | Long | Equity-common | US | $15K | 2K | 0.00 |
| Pool Corp. | Long | Equity-common | US | $843K | 2K | 0.04 |
| Popular, Inc. (Popular Inc) | Long | Equity-common | PR | $940K | 9K | 0.05 |
| Poseida Therapeutics, Inc. (Poseida Therapeutics Inc) | Long | Equity-common | US | $20K | 6K | 0.00 |
| Post Holdings, Inc. (Post Holdings Inc) | Long | Equity-common | US | $1M | 9K | 0.05 |
| Powell Industries, Inc. (Powell Industries Inc) | Long | Equity-common | US | $239K | 1K | 0.01 |
| Power Integrations, Inc. (Power Integrations Inc) | Long | Equity-common | US | $461K | 6K | 0.02 |
| Powerfleet, Inc. NJ (Powerfleet Inc NJ) | Long | Equity-common | US | $8K | 2K | 0.00 |
| PowerSchool Holdings, Inc. (PowerSchool Holdings Inc) | Long | Equity-common | US | $306K | 14K | 0.02 |
| PPG Industries, Inc. (PPG Industries Inc) | Long | Equity-common | US | $1M | 11K | 0.07 |
| PRA Group, Inc. (PRA Group Inc) | Long | Equity-common | US | $111K | 4K | 0.01 |
| Preferred Bank (Preferred Bank/Los Angeles CA) | Long | Equity-common | US | $215K | 2K | 0.01 |
| Preformed Line Products Co. | Long | Equity-common | US | $123K | 889 | 0.01 |
| Premier Financial Corp. | Long | Equity-common | US | $153K | 6K | 0.01 |
| Premier, Inc. (Premier Inc) | Long | Equity-common | US | $281K | 13K | 0.01 |
| Prestige Consumer Healthcare, Inc. (Prestige Consumer Healthcare Inc) | Long | Equity-common | US | $601K | 8K | 0.03 |
| PriceSmart, Inc. (PriceSmart Inc) | Long | Equity-common | US | $471K | 5K | 0.02 |
| Primerica, Inc. (Primerica Inc) | Long | Equity-common | US | $2M | 6K | 0.08 |
| Primoris Services Corp. | Long | Equity-common | US | $498K | 9K | 0.03 |
| Princeton Bancorp, Inc. (Princeton Bancorp Inc) | Long | Equity-common | US | $24K | 613 | 0.00 |
| Principal Financial Group, Inc. (Principal Financial Group Inc) | Long | Equity-common | US | $2M | 21K | 0.09 |
| Privia Health Group, Inc. (Privia Health Group Inc) | Long | Equity-common | US | $46K | 2K | 0.00 |
| ProAssurance Corp. | Long | Equity-common | US | $109K | 8K | 0.01 |
| Procore Technologies, Inc. (Procore Technologies Inc) | Long | Equity-common | US | $412K | 6K | 0.02 |
| ProFrac Holding Corp. | Long | Equity-common | US | $25K | 3K | 0.00 |
| PROG Holdings, Inc. (PROG Holdings Inc) | Long | Equity-common | US | $354K | 8K | 0.02 |
| Progress Software Corp. | Long | Equity-common | US | $403K | 7K | 0.02 |
| Progressive Corp. (Progressive Corp/The) | Long | Equity-common | US | $3M | 13K | 0.15 |
| Progyny, Inc. (Progyny Inc) | Long | Equity-common | US | $236K | 8K | 0.01 |
| ProPetro Holding Corp. | Long | Equity-common | US | $168K | 18K | 0.01 |
| Prosperity Bancshares, Inc. (Prosperity Bancshares Inc) | Long | Equity-common | US | $718K | 10K | 0.04 |
| Protagonist Therapeutics, Inc. (Protagonist Therapeutics Inc) | Long | Equity-common | US | $11K | 283 | 0.00 |
| Prothena Corp. PLC (Prothena Corp PLC) | Long | Equity-common | IE | $139K | 6K | 0.01 |
| Proto Labs, Inc. (Proto Labs Inc) | Long | Equity-common | US | $192K | 6K | 0.01 |
| Provident Bancorp, Inc. (Provident Bancorp Inc) | Long | Equity-common | US | $11K | 1K | 0.00 |
| Provident Financial Holdings, Inc. (Provident Financial Holdings Inc) | Long | Equity-common | US | $17K | 1K | 0.00 |
| Provident Financial Services, Inc. (Provident Financial Services Inc) | Long | Equity-common | US | $191K | 10K | 0.01 |
| Prudential Financial, Inc. (Prudential Financial Inc) | Long | Equity-common | US | $3M | 21K | 0.14 |
| PTC, Inc. (PTC Inc) | Long | Equity-common | US | $989K | 6K | 0.05 |
| Public Service Enterprise Group, Inc. (Public Service Enterprise Group Inc) | Long | Equity-common | US | $1M | 16K | 0.07 |
| PubMatic, Inc. (PubMatic Inc) | Long | Equity-common | US | $129K | 6K | 0.01 |
| PulteGroup, Inc. (PulteGroup Inc) | Long | Equity-common | US | $4M | 28K | 0.19 |
| Pure Cycle Corp. | Long | Equity-common | US | $41K | 4K | 0.00 |
| Pure Storage, Inc. (Pure Storage Inc) | Long | Equity-common | US | $545K | 9K | 0.03 |
| PVH Corp. | Long | Equity-common | US | $993K | 10K | 0.05 |
| Q2 Holdings, Inc. (Q2 Holdings Inc) | Long | Equity-common | US | $405K | 6K | 0.02 |
| QCR Holdings, Inc. (QCR Holdings Inc) | Long | Equity-common | US | $229K | 3K | 0.01 |
| Qorvo, Inc. (Qorvo Inc) | Long | Equity-common | US | $1M | 9K | 0.06 |
| Quaker Chemical Corp. | Long | Equity-common | US | $117K | 643 | 0.01 |
| QUALCOMM, Inc. (QUALCOMM Inc) | Long | Equity-common | US | $9M | 51K | 0.49 |
| Qualys, Inc. (Qualys Inc) | Long | Equity-common | US | $555K | 4K | 0.03 |
| Quanex Building Products Corp. | Long | Equity-common | US | $200K | 6K | 0.01 |
| Quanta Services, Inc. (Quanta Services Inc) | Long | Equity-common | US | $2M | 9K | 0.12 |
| Quanterix Corp. | Long | Equity-common | US | $26K | 2K | 0.00 |
| QuantumScape Corp. | Long | Equity-common | US | $296K | 46K | 0.02 |
| Quest Diagnostics, Inc. (Quest Diagnostics Inc) | Long | Equity-common | US | $2M | 11K | 0.08 |
| Quest Resource Holding Corp. | Long | Equity-common | US | $13K | 2K | 0.00 |
| QuinStreet, Inc. (QuinStreet Inc) | Long | Equity-common | US | $166K | 9K | 0.01 |
| R1 RCM, Inc. (R1 RCM Inc) | Long | Equity-common | US | $386K | 30K | 0.02 |
| Radian Group, Inc. (Radian Group Inc) | Long | Equity-common | US | $876K | 24K | 0.05 |
| Radiant Logistics, Inc. (Radiant Logistics Inc) | Long | Equity-common | US | $30K | 5K | 0.00 |
| Radius Recycling, Inc. (Radius Recycling Inc) | Long | Equity-common | US | $99K | 5K | 0.01 |
| RadNet, Inc. (RadNet Inc) | Long | Equity-common | US | $433K | 7K | 0.02 |
| Rafael Holdings, Inc. (Rafael Holdings Inc) | Long | Equity-common | US | $3K | 2K | 0.00 |
| Ralph Lauren Corp. | Long | Equity-common | US | $903K | 5K | 0.05 |
| Rambus, Inc. (Rambus Inc) | Long | Equity-common | US | $670K | 13K | 0.04 |
| Ranger Energy Services, Inc. (Ranger Energy Services Inc) | Long | Equity-common | US | $9K | 700 | 0.00 |
| Ranpak Holdings Corp. | Long | Equity-common | US | $31K | 4K | 0.00 |
| Raymond James Financial, Inc. (Raymond James Financial Inc) | Long | Equity-common | US | $2M | 14K | 0.08 |
| Rayonier Advanced Materials, Inc. (Rayonier Advanced Materials Inc) | Long | Equity-common | US | $105K | 16K | 0.01 |
| RBB Bancorp | Long | Equity-common | US | $49K | 2K | 0.00 |
| RBC Bearings, Inc. (RBC Bearings Inc) | Long | Equity-common | US | $542K | 2K | 0.03 |
| RCM Technologies, Inc. (RCM Technologies Inc) | Long | Equity-common | US | $37K | 2K | 0.00 |
| Reading International, Inc. (Reading International Inc) | Long | Equity-common | US | $7K | 5K | 0.00 |
| Red River Bancshares, Inc. (Red River Bancshares Inc) | Long | Equity-common | US | $45K | 800 | 0.00 |
| Red Violet, Inc. (Red Violet Inc) | Long | Equity-common | US | $23K | 881 | 0.00 |
| Regal Rexnord Corp. | Long | Equity-common | US | $1M | 8K | 0.07 |
| Regional Management Corp. | Long | Equity-common | US | $50K | 2K | 0.00 |
| Regions Financial Corp. | Long | Equity-common | US | $1M | 67K | 0.08 |
| Reinsurance Group of America, Inc. (Reinsurance Group of America Inc) | Long | Equity-common | US | $1M | 6K | 0.07 |
| Reliance, Inc. (Reliance Inc) | Long | Equity-common | US | $2M | 6K | 0.10 |
| RenaissanceRe Holdings Ltd. | Long | Equity-common | BM | $939K | 4K | 0.05 |
| Renasant Corp. | Long | Equity-common | US | $306K | 9K | 0.02 |
| Repay Holdings Corp. | Long | Equity-common | US | $185K | 19K | 0.01 |
| Repligen Corp. | Long | Equity-common | US | $615K | 4K | 0.03 |
| Republic Bancorp, Inc. (Republic Bancorp Inc/KY) | Long | Equity-common | US | $226K | 3K | 0.01 |
| Republic Services, Inc. (Republic Services Inc) | Long | Equity-common | US | $2M | 9K | 0.10 |
| Reservoir Media, Inc. (Reservoir Media Inc) | Long | Equity-common | US | $26K | 3K | 0.00 |
| Resideo Technologies, Inc. (Resideo Technologies Inc) | Long | Equity-common | US | $272K | 12K | 0.01 |
| ResMed, Inc. (ResMed Inc) | Long | Equity-common | US | $1M | 6K | 0.07 |
| Resolute Forest Products, Inc. (CONTRA RESOLUTE FOREST) | Derivative-equity | US | $18K | 13K | 0.00 | |
| Resources Connection, Inc. (Resources Connection Inc) | Long | Equity-common | US | $61K | 5K | 0.00 |
| REV Group, Inc. (REV Group Inc) | Long | Equity-common | US | $308K | 11K | 0.02 |
| Revolve Group, Inc. (Revolve Group Inc) | Long | Equity-common | US | $112K | 6K | 0.01 |
| REX American Resources Corp. | Long | Equity-common | US | $180K | 4K | 0.01 |
| Reynolds Consumer Products, Inc. (Reynolds Consumer Products Inc) | Long | Equity-common | US | $435K | 16K | 0.02 |
| Rezolute, Inc. (Rezolute Inc) | Long | Equity-common | US | $22K | 5K | 0.00 |
| RF Industries Ltd. | Long | Equity-common | US | $17K | 4K | 0.00 |
| RGC Resources, Inc. (RGC Resources Inc) | Long | Equity-common | US | $3K | 150 | 0.00 |
| RH | Long | Equity-common | US | $804K | 3K | 0.04 |
| Rhinebeck Bancorp, Inc. (Rhinebeck Bancorp Inc) | Long | Equity-common | US | $9K | 1K | 0.00 |
| Ribbon Communications, Inc. (Ribbon Communications Inc) | Long | Equity-common | US | $63K | 19K | 0.00 |
| Richardson Electronics Ltd. (Richardson Electronics Ltd/United States) | Long | Equity-common | US | $11K | 900 | 0.00 |
| Richmond Mutual BanCorp, Inc. (Richmond Mutual BanCorp Inc) | Long | Equity-common | US | $10K | 807 | 0.00 |
| RingCentral, Inc. (RingCentral Inc) | Long | Equity-common | US | $27K | 777 | 0.00 |
| Riot Platforms, Inc. (Riot Platforms Inc) | Long | Equity-common | US | $370K | 36K | 0.02 |
| Riverview Bancorp, Inc. (Riverview Bancorp Inc) | Long | Equity-common | US | $462 | 100 | 0.00 |
| Rivian Automotive, Inc. (Rivian Automotive Inc) | Long | Equity-common | US | $615K | 37K | 0.03 |
| RLI Corp. | Long | Equity-common | US | $947K | 6K | 0.05 |
| RMR Group, Inc. (RMR Group Inc/The) | Long | Equity-common | US | $35K | 1K | 0.00 |
| Robert Half, Inc. (Robert Half Inc) | Long | Equity-common | US | $991K | 15K | 0.05 |
| Robinhood Markets, Inc. (Robinhood Markets Inc) | Long | Equity-common | US | $584K | 28K | 0.03 |
| ROBLOX Corp. | Long | Equity-common | US | $145K | 3K | 0.01 |
| Rocket Cos., Inc. (Rocket Cos Inc) | Long | Equity-common | US | $55K | 3K | 0.00 |
| Rocket Lab USA, Inc. (Rocket Lab USA Inc) | Long | Equity-common | US | $371K | 71K | 0.02 |
| Rockwell Automation, Inc. (Rockwell Automation Inc) | Long | Equity-common | US | $2M | 9K | 0.13 |
| Rocky Brands, Inc. (Rocky Brands Inc) | Long | Equity-common | US | $14K | 402 | 0.00 |
| Rogers Corp. | Long | Equity-common | US | $266K | 2K | 0.01 |
| Roku, Inc. (Roku Inc) | Long | Equity-common | US | $629K | 11K | 0.03 |
| Rollins, Inc. (Rollins Inc) | Long | Equity-common | US | $829K | 17K | 0.04 |
| Roper Technologies, Inc. (Roper Technologies Inc) | Long | Equity-common | US | $1M | 2K | 0.07 |
| Ross Stores, Inc. (Ross Stores Inc) | Long | Equity-common | US | $4M | 27K | 0.20 |
| Royal Caribbean Cruises Ltd. | Long | Equity-common | LR | $3M | 22K | 0.18 |
| Royal Gold, Inc. (Royal Gold Inc) | Long | Equity-common | US | $738K | 5K | 0.04 |
| Royalty Pharma PLC | Long | Equity-common | GB | $419K | 15K | 0.02 |
| RPC, Inc. (RPC Inc) | Long | Equity-common | US | $289K | 39K | 0.02 |
| RPM International, Inc. (RPM International Inc) | Long | Equity-common | US | $2M | 14K | 0.09 |
| Rush Enterprises, Inc. (Rush Enterprises Inc) | Long | Equity-common | US | $551K | 11K | 0.03 |
| Rush Enterprises, Inc. (Rush Enterprises Inc) | Long | Equity-common | US | $138K | 3K | 0.01 |
| RXO, Inc. (RXO Inc) | Long | Equity-common | US | $487K | 15K | 0.03 |
| Ryder System, Inc. (Ryder System Inc) | Long | Equity-common | US | $1M | 8K | 0.06 |
| Ryerson Holding Corp. | Long | Equity-common | US | $85K | 4K | 0.00 |
| S&P Global, Inc. (S&P Global Inc) | Long | Equity-common | US | $3M | 6K | 0.15 |
| S&T Bancorp, Inc. (S&T Bancorp Inc) | Long | Equity-common | US | $319K | 7K | 0.02 |
| Safety Insurance Group, Inc. (Safety Insurance Group Inc) | Long | Equity-common | US | $199K | 2K | 0.01 |
| Saga Communications, Inc. (Saga Communications Inc) | Long | Equity-common | US | $11K | 728 | 0.00 |
| Saia, Inc. (Saia Inc) | Long | Equity-common | US | $300K | 717 | 0.02 |
| Salesforce, Inc. (Salesforce Inc) | Long | Equity-common | US | $4M | 17K | 0.23 |
| Sally Beauty Holdings, Inc. (Sally Beauty Holdings Inc) | Long | Equity-common | US | $188K | 16K | 0.01 |
| Samsara, Inc. (Samsara Inc) | Long | Equity-common | US | $57K | 1K | 0.00 |
| Sandy Spring Bancorp, Inc. (Sandy Spring Bancorp Inc) | Long | Equity-common | US | $190K | 6K | 0.01 |
| Sanmina Corp. | Long | Equity-common | US | $814K | 11K | 0.04 |
| Sapiens International Corp. NV (Sapiens International Corp NV) | Long | Equity-common | KY | $245K | 6K | 0.01 |
| Sarepta Therapeutics, Inc. (Sarepta Therapeutics Inc) | Long | Equity-common | US | $45K | 318 | 0.00 |
| SB Financial Group, Inc. (SB Financial Group Inc) | Long | Equity-common | US | $17K | 1K | 0.00 |
| ScanSource, Inc. (ScanSource Inc) | Long | Equity-common | US | $329K | 6K | 0.02 |
| Schlumberger NV | Long | Equity-common | CW | $3M | 59K | 0.15 |
| Schneider National, Inc. (Schneider National Inc) | Long | Equity-common | US | $293K | 11K | 0.02 |
| Scholastic Corp. | Long | Equity-common | US | $175K | 6K | 0.01 |
| Seaboard Corp. | Long | Equity-common | US | $179K | 55 | 0.01 |
| Seacoast Banking Corp. of Florida (Seacoast Banking Corp of Florida) | Long | Equity-common | US | $346K | 12K | 0.02 |
| Seadrill Ltd. | Long | Equity-common | BM | $328K | 6K | 0.02 |
| Seagate Technology Holdings PLC | Long | Equity-common | IE | $1M | 11K | 0.06 |
| Sealed Air Corp. | Long | Equity-common | US | $390K | 10K | 0.02 |
| SecureWorks Corp. | Long | Equity-common | US | $48K | 6K | 0.00 |
| Security National Financial Corp. | Long | Equity-common | US | $30K | 4K | 0.00 |
| SEI Investments Co. | Long | Equity-common | US | $1M | 15K | 0.05 |
| Select Medical Holdings Corp. | Long | Equity-common | US | $834K | 21K | 0.04 |
| Select Water Solutions, Inc. (Select Water Solutions Inc) | Long | Equity-common | US | $214K | 18K | 0.01 |
| Selective Insurance Group, Inc. (Selective Insurance Group Inc) | Long | Equity-common | US | $789K | 9K | 0.04 |
| Selectquote, Inc. (Selectquote Inc) | Long | Equity-common | US | $23K | 6K | 0.00 |
| Semler Scientific, Inc. (Semler Scientific Inc) | Long | Equity-common | US | $22K | 675 | 0.00 |
| Sempra | Long | Equity-common | US | $2M | 20K | 0.08 |
| SEMrush Holdings, Inc. (SEMrush Holdings Inc) | Long | Equity-common | US | $83K | 6K | 0.00 |
| Seneca Foods Corp. | Long | Equity-common | US | $60K | 1K | 0.00 |
| Seneca Foods Corp. | Long | Equity-common | US | $19K | 301 | 0.00 |
| Sensata Technologies Holding PLC | Long | Equity-common | GB | $666K | 17K | 0.04 |
| Sensient Technologies Corp. | Long | Equity-common | US | $470K | 6K | 0.02 |
| SentinelOne, Inc. (SentinelOne Inc) | Long | Equity-common | US | $554K | 24K | 0.03 |
| Service Corp. International (Service Corp International/US) | Long | Equity-common | US | $2M | 24K | 0.10 |
| ServiceNow, Inc. (ServiceNow Inc) | Long | Equity-common | US | $684K | 840 | 0.04 |
| ServisFirst Bancshares, Inc. (ServisFirst Bancshares Inc) | Long | Equity-common | US | $565K | 7K | 0.03 |
| Shake Shack, Inc. (Shake Shack Inc) | Long | Equity-common | US | $314K | 4K | 0.02 |
| SharkNinja, Inc. (SharkNinja Inc) | Long | Equity-common | KY | $890K | 12K | 0.05 |
| Shenandoah Telecommunications Co. | Long | Equity-common | US | $193K | 9K | 0.01 |
| Sherwin-Williams Co. (Sherwin-Williams Co/The) | Long | Equity-common | US | $3M | 10K | 0.18 |
| Shift4 Payments, Inc. (Shift4 Payments Inc) | Long | Equity-common | US | $574K | 8K | 0.03 |
| Shoe Carnival, Inc. (Shoe Carnival Inc) | Long | Equity-common | US | $253K | 6K | 0.01 |
| Shore Bancshares, Inc. (Shore Bancshares Inc) | Long | Equity-common | US | $41K | 3K | 0.00 |
| Shutterstock, Inc. (Shutterstock Inc) | Long | Equity-common | US | $117K | 3K | 0.01 |
| Shyft Group, Inc. (Shyft Group Inc/The) | Long | Equity-common | US | $78K | 5K | 0.00 |
| Sierra Bancorp | Long | Equity-common | US | $57K | 2K | 0.00 |
| SIFCO Industries, Inc. (SIFCO Industries Inc) | Long | Equity-common | US | $5K | 2K | 0.00 |
| SIGA Technologies, Inc. (SIGA Technologies Inc) | Long | Equity-common | US | $34K | 3K | 0.00 |
| Signet Jewelers Ltd. | Long | Equity-common | BM | $675K | 8K | 0.04 |
| Silgan Holdings, Inc. (Silgan Holdings Inc) | Long | Equity-common | US | $932K | 18K | 0.05 |
| Silicon Laboratories, Inc. (Silicon Laboratories Inc) | Long | Equity-common | US | $467K | 4K | 0.02 |
| Silvercrest Asset Management Group, Inc. (Silvercrest Asset Management Group Inc) | Long | Equity-common | US | $14K | 800 | 0.00 |
| Simmons First National Corp. | Long | Equity-common | US | $467K | 22K | 0.02 |
| Simply Good Foods Co. (Simply Good Foods Co/The) | Long | Equity-common | US | $491K | 14K | 0.03 |
| Simpson Manufacturing Co., Inc. (Simpson Manufacturing Co Inc) | Long | Equity-common | US | $1M | 6K | 0.06 |
| Simulations Plus, Inc. (Simulations Plus Inc) | Long | Equity-common | US | $61K | 1K | 0.00 |
| Sinclair, Inc. (Sinclair Inc) | Long | Equity-common | US | $72K | 5K | 0.00 |
| Sirius XM Holdings, Inc. (Sirius XM Holdings Inc) | Long | Equity-common | US | $281K | 81K | 0.01 |
| SiriusPoint Ltd. | Long | Equity-common | BM | $62K | 4K | 0.00 |
| SiteOne Landscape Supply, Inc. (SiteOne Landscape Supply Inc) | Long | Equity-common | US | $703K | 5K | 0.04 |
| SiTime Corp. | Long | Equity-common | US | $63K | 442 | 0.00 |
| Sitio Royalties Corp. | Long | Equity-common | US | $202K | 8K | 0.01 |
| Six Flags Entertainment Corp. | Long | Equity-common | US | $113K | 2K | 0.01 |
| SJW Group | Long | Equity-common | US | $163K | 3K | 0.01 |
| Skechers USA, Inc. (Skechers USA Inc) | Long | Equity-common | US | $1M | 16K | 0.05 |
| Skyline Champion Corp. | Long | Equity-common | US | $625K | 8K | 0.03 |
| Skyward Specialty Insurance Group, Inc. (Skyward Specialty Insurance Group Inc) | Long | Equity-common | US | $45K | 1K | 0.00 |
| Skyworks Solutions, Inc. (Skyworks Solutions Inc) | Long | Equity-common | US | $1M | 11K | 0.07 |
| SLM Corp. | Long | Equity-common | US | $953K | 42K | 0.05 |
| SMART Global Holdings, Inc. (SMART Global Holdings Inc) | Long | Equity-common | KY | $163K | 7K | 0.01 |
| SmartFinancial, Inc. (SmartFinancial Inc) | Long | Equity-common | US | $39K | 1K | 0.00 |
| SmartRent, Inc. (SMARTRENT INC) | Long | Equity-common | US | $76K | 41K | 0.00 |
| Smartsheet, Inc. (Smartsheet Inc) | Long | Equity-common | US | $381K | 8K | 0.02 |
| Smurfit WestRock PLC | Long | Equity-common | IE | $688K | 15K | 0.04 |
| Snap-on, Inc. (Snap-on Inc) | Long | Equity-common | US | $1M | 4K | 0.06 |
| Snap, Inc. (Snap Inc) | Long | Equity-common | US | $575K | 43K | 0.03 |
| Snowflake, Inc. (Snowflake Inc) | Long | Equity-common | US | $157K | 1K | 0.01 |
| SoFi Technologies, Inc. (SoFi Technologies Inc) | Long | Equity-common | US | $292K | 39K | 0.02 |
| SolarEdge Technologies, Inc. (SolarEdge Technologies Inc) | Long | Equity-common | US | $42K | 1K | 0.00 |
| Solaris Oilfield Infrastructure, Inc. (Solaris Oilfield Infrastructure Inc) | Long | Equity-common | US | $54K | 4K | 0.00 |
| SolarWinds Corp. | Long | Equity-common | US | $261K | 22K | 0.01 |
| Solid Biosciences, Inc. (Solid Biosciences Inc) | Long | Equity-common | US | $5K | 520 | 0.00 |
| Sonic Automotive, Inc. (Sonic Automotive Inc) | Long | Equity-common | US | $243K | 4K | 0.01 |
| Sono-Tek Corp. | Long | Equity-common | US | $7K | 2K | 0.00 |
| Sonoco Products Co. | Long | Equity-common | US | $794K | 15K | 0.04 |
| Sonos, Inc. (Sonos Inc) | Long | Equity-common | US | $206K | 15K | 0.01 |
| Sotera Health Co. | Long | Equity-common | US | $142K | 10K | 0.01 |
| Sound Financial Bancorp, Inc. (Sound Financial Bancorp Inc) | Long | Equity-common | US | $26K | 600 | 0.00 |
| South Plains Financial, Inc. (South Plains Financial Inc) | Long | Equity-common | US | $43K | 1K | 0.00 |
| Southern Copper Corp. | Long | Equity-common | US | $625K | 6K | 0.03 |
| Southern First Bancshares, Inc. (Southern First Bancshares Inc) | Long | Equity-common | US | $24K | 700 | 0.00 |
| Southern Missouri Bancorp, Inc. (Southern Missouri Bancorp Inc) | Long | Equity-common | US | $69K | 1K | 0.00 |
| Southern States Bancshares, Inc. (Southern States Bancshares Inc) | Long | Equity-common | US | $15K | 448 | 0.00 |
| Southside Bancshares, Inc. (Southside Bancshares Inc) | Long | Equity-common | US | $199K | 6K | 0.01 |
| SouthState Corp. | Long | Equity-common | US | $948K | 10K | 0.05 |
| Southwest Airlines Co. | Long | Equity-common | US | $1M | 54K | 0.08 |
| Southwest Gas Holdings, Inc. (Southwest Gas Holdings Inc) | Long | Equity-common | US | $502K | 7K | 0.03 |
| SPAR Group, Inc. (SPAR Group Inc) | Long | Equity-common | US | $9K | 5K | 0.00 |
| SpartanNash Co. | Long | Equity-common | US | $121K | 6K | 0.01 |
| Spectrum Brands Holdings, Inc. (Spectrum Brands Holdings Inc) | Long | Equity-common | US | $615K | 7K | 0.03 |
| Sphere Entertainment Co. | Long | Equity-common | US | $246K | 6K | 0.01 |
| Spire, Inc. (Spire Inc) | Long | Equity-common | US | $288K | 4K | 0.02 |
| Spok Holdings, Inc. (Spok Holdings Inc) | Long | Equity-common | US | $40K | 3K | 0.00 |
| Spotify Technology SA | Long | Equity-common | LU | $69K | 200 | 0.00 |
| SpringWorks Therapeutics, Inc. (SpringWorks Therapeutics Inc) | Long | Equity-common | US | $128K | 4K | 0.01 |
| Sprinklr, Inc. (Sprinklr Inc) | Long | Equity-common | US | $156K | 16K | 0.01 |
| Sprouts Farmers Market, Inc. (Sprouts Farmers Market Inc) | Long | Equity-common | US | $2M | 18K | 0.10 |
| SPX Technologies, Inc. (SPX Technologies Inc) | Long | Equity-common | US | $895K | 6K | 0.05 |
| SS&C Technologies Holdings, Inc. (SS&C Technologies Holdings Inc) | Long | Equity-common | US | $1M | 17K | 0.06 |
| St. Joe Co. (St Joe Co/The) | Long | Equity-common | US | $483K | 8K | 0.03 |
| STAAR Surgical Co. | Long | Equity-common | US | $43K | 1K | 0.00 |
| Stabilis Solutions, Inc. (Stabilis Solutions Inc) | Long | Equity-common | US | $2K | 600 | 0.00 |
| Stagwell, Inc. (Stagwell Inc) | Long | Equity-common | US | $62K | 9K | 0.00 |
| Standard Motor Products, Inc. (Standard Motor Products Inc) | Long | Equity-common | US | $80K | 2K | 0.00 |
| Standex International Corp. | Long | Equity-common | US | $345K | 2K | 0.02 |
| Stanley Black & Decker, Inc. (Stanley Black & Decker Inc) | Long | Equity-common | US | $350K | 3K | 0.02 |
| Starbucks Corp. | Long | Equity-common | US | $1M | 14K | 0.06 |
| State Street Corp. | Long | Equity-common | US | $1M | 18K | 0.08 |
| State Street Institutional US Government Money Market Fund (State Street Global Advisors) | Long | Short-term investment vehicle | US | $6M | 6M | 0.32 |
| Steel Dynamics, Inc. (Steel Dynamics Inc) | Long | Equity-common | US | $3M | 21K | 0.15 |
| Steelcase, Inc. (Steelcase Inc) | Long | Equity-common | US | $280K | 19K | 0.01 |
| Stellar Bancorp, Inc. (Stellar Bancorp Inc) | Long | Equity-common | US | $133K | 5K | 0.01 |
| Stepan Co. | Long | Equity-common | US | $325K | 4K | 0.02 |
| StepStone Group, Inc. (StepStone Group Inc) | Long | Equity-common | US | $368K | 7K | 0.02 |
| Stericycle, Inc. (Stericycle Inc) | Long | Equity-common | US | $386K | 7K | 0.02 |
| STERIS PLC | Long | Equity-common | IE | $1M | 5K | 0.07 |
| Sterling Check Corp. | Long | Equity-common | US | $117K | 7K | 0.01 |
| Sterling Infrastructure, Inc. (Sterling Infrastructure Inc) | Long | Equity-common | US | $481K | 4K | 0.03 |
| Steven Madden Ltd. | Long | Equity-common | US | $475K | 10K | 0.03 |
| Stewart Information Services Corp. | Long | Equity-common | US | $308K | 4K | 0.02 |
| Stifel Financial Corp. | Long | Equity-common | US | $991K | 11K | 0.05 |
| Stock Yards Bancorp, Inc. (Stock Yards Bancorp Inc) | Long | Equity-common | US | $231K | 4K | 0.01 |
| Stoneridge, Inc. (Stoneridge Inc) | Long | Equity-common | US | $95K | 6K | 0.00 |
| StoneX Group, Inc. (StoneX Group Inc) | Long | Equity-common | US | $433K | 5K | 0.02 |
| Stratasys Ltd. | Long | Equity-common | IL | $105K | 12K | 0.01 |
| Strategic Education, Inc. (Strategic Education Inc) | Long | Equity-common | US | $622K | 6K | 0.03 |
| Strattec Security Corp. | Long | Equity-common | US | $11K | 437 | 0.00 |
| Stratus Properties, Inc. (Stratus Properties Inc) | Long | Equity-common | US | $25K | 889 | 0.00 |
| Stride, Inc. (Stride Inc) | Long | Equity-common | US | $598K | 8K | 0.03 |
| Strongbridge Biopharma (CONTRA STRONGBRIDGE BI) | Derivative-equity | IE | $63.81 | 6K | 0.00 | |
| Stryker Corp. | Long | Equity-common | US | $2M | 5K | 0.09 |
| Summit Materials, Inc. (Summit Materials Inc) | Long | Equity-common | US | $624K | 15K | 0.03 |
| Sunrun, Inc. (Sunrun Inc) | Long | Equity-common | US | $325K | 19K | 0.02 |
| Super Micro Computer, Inc. (Super Micro Computer Inc) | Long | Equity-common | US | $5M | 7K | 0.26 |
| Superior Group of Cos., Inc. (Superior Group of Cos Inc) | Long | Equity-common | US | $34K | 2K | 0.00 |
| Surmodics, Inc. (Surmodics Inc) | Long | Equity-common | US | $37K | 898 | 0.00 |
| Sutro Biopharma, Inc. (Sutro Biopharma Inc) | Long | Equity-common | US | $73K | 18K | 0.00 |
| Sweetgreen, Inc. (Sweetgreen Inc) | Long | Equity-common | US | $359K | 13K | 0.02 |
| SWK Holdings Corp. | Long | Equity-common | US | $13K | 730 | 0.00 |
| Sylvamo Corp. | Long | Equity-common | US | $435K | 6K | 0.02 |
| Symbotic, Inc. (Symbotic Inc) | Long | Equity-common | US | $21K | 777 | 0.00 |
| Synaptics, Inc. (Synaptics Inc) | Long | Equity-common | US | $452K | 5K | 0.02 |
| Synchronoss Technologies, Inc. (Synchronoss Technologies Inc) | Long | Equity-common | US | $13K | 1K | 0.00 |
| Synchrony Financial | Long | Equity-common | US | $2M | 35K | 0.09 |
| Synopsys, Inc. (Synopsys Inc) | Long | Equity-common | US | $791K | 1K | 0.04 |
| Synovus Financial Corp. | Long | Equity-common | US | $991K | 21K | 0.05 |
| Sysco Corp. | Long | Equity-common | US | $3M | 35K | 0.14 |
| T Rowe Price Group, Inc. (T Rowe Price Group Inc) | Long | Equity-common | US | $1M | 12K | 0.07 |
| T-Mobile U.S., Inc. (T-Mobile US Inc) | Long | Equity-common | US | $4M | 23K | 0.22 |
| Take-Two Interactive Software, Inc. (Take-Two Interactive Software Inc) | Long | Equity-common | US | $1M | 9K | 0.07 |
| Talkspace, Inc. (Talkspace Inc) | Long | Equity-common | US | $10K | 5K | 0.00 |
| Tandy Leather Factory, Inc. (Tandy Leather Factory Inc) | Long | Equity-common | US | $10K | 2K | 0.00 |
| Tapestry, Inc. (Tapestry Inc) | Long | Equity-common | US | $1M | 37K | 0.08 |
| Targa Resources Corp. | Long | Equity-common | US | $3M | 23K | 0.16 |
| Target Corp. | Long | Equity-common | US | $4M | 23K | 0.19 |
| Tarsus Pharmaceuticals, Inc. (Tarsus Pharmaceuticals Inc) | Long | Equity-common | US | $18K | 730 | 0.00 |
| Taylor Devices, Inc. (Taylor Devices Inc) | Long | Equity-common | US | $32K | 619 | 0.00 |
| Taylor Morrison Home Corp. | Long | Equity-common | US | $1M | 19K | 0.07 |
| TD SYNNEX Corp. | Long | Equity-common | US | $1M | 10K | 0.06 |
| TE Connectivity Ltd. | Long | Equity-common | CH | $2M | 14K | 0.12 |
| TechnipFMC PLC | Long | Equity-common | GB | $2M | 64K | 0.10 |
| TechTarget, Inc. (TechTarget Inc) | Long | Equity-common | US | $111K | 3K | 0.01 |
| Tecnoglass, Inc. (Tecnoglass Inc) | Long | Equity-common | KY | $455K | 8K | 0.02 |
| Teekay Tankers Ltd. | Long | Equity-common | MH | $261K | 4K | 0.01 |
| TEGNA, Inc. (TEGNA Inc) | Long | Equity-common | US | $544K | 34K | 0.03 |
| Tejon Ranch Co. | Long | Equity-common | US | $65K | 3K | 0.00 |
| Teledyne Technologies, Inc. (Teledyne Technologies Inc) | Long | Equity-common | US | $1M | 2K | 0.05 |
| Teleflex, Inc. (Teleflex Inc) | Long | Equity-common | US | $738K | 3K | 0.04 |
| Telephone & Data Systems, Inc. (Telephone and Data Systems Inc) | Long | Equity-common | US | $298K | 14K | 0.02 |
| Telos Corp. | Long | Equity-common | US | $23K | 5K | 0.00 |
| Tempur Sealy International, Inc. (Tempur Sealy International Inc) | Long | Equity-common | US | $955K | 18K | 0.05 |
| Tennant Co. | Long | Equity-common | US | $327K | 3K | 0.02 |
| Teradata Corp. | Long | Equity-common | US | $358K | 11K | 0.02 |
| Teradyne, Inc. (Teradyne Inc) | Long | Equity-common | US | $1M | 9K | 0.06 |
| Terex Corp. | Long | Equity-common | US | $630K | 10K | 0.03 |
| Tesla, Inc. (Tesla Inc) | Long | Equity-common | US | $8M | 35K | 0.43 |
| Tetra Tech, Inc. (Tetra Tech Inc) | Long | Equity-common | US | $918K | 4K | 0.05 |
| TETRA Technologies, Inc. (TETRA Technologies Inc) | Long | Equity-common | US | $123K | 33K | 0.01 |
| Texas Capital Bancshares, Inc. (Texas Capital Bancshares Inc) | Long | Equity-common | US | $446K | 7K | 0.02 |
| Texas Instruments, Inc. (Texas Instruments Inc) | Long | Equity-common | US | $7M | 34K | 0.37 |
| Texas Pacific Land Corp. | Long | Equity-common | US | $1M | 1K | 0.06 |
| TFS Financial Corp. | Long | Equity-common | US | $179K | 13K | 0.01 |
| Theravance Biopharma, Inc. (Theravance Biopharma Inc) | Long | Equity-common | KY | $15K | 1K | 0.00 |
| Thermon Group Holdings, Inc. (Thermon Group Holdings Inc) | Long | Equity-common | US | $220K | 7K | 0.01 |
| Third Coast Bancshares, Inc. (Third Coast Bancshares Inc) | Long | Equity-common | US | $14K | 582 | 0.00 |
| Third Harmonic Bio, Inc. (Third Harmonic Bio Inc) | Long | Equity-common | US | $28K | 2K | 0.00 |
| Thor Industries, Inc. (Thor Industries Inc) | Long | Equity-common | US | $757K | 7K | 0.04 |
| Thryv Holdings, Inc. (Thryv Holdings Inc) | Long | Equity-common | US | $134K | 7K | 0.01 |
| Tile Shop Holdings, Inc. (Tile Shop Holdings Inc) | Long | Equity-common | US | $22K | 3K | 0.00 |
| Timberland Bancorp, Inc. (Timberland Bancorp Inc/WA) | Long | Equity-common | US | $15K | 500 | 0.00 |
| Timken Co. (Timken Co/The) | Long | Equity-common | US | $885K | 10K | 0.05 |
| Tiptree, Inc. (Tiptree Inc) | Long | Equity-common | US | $105K | 5K | 0.01 |
| Titan International, Inc. (Titan International Inc) | Long | Equity-common | US | $78K | 9K | 0.00 |
| Titan Machinery, Inc. (Titan Machinery Inc) | Long | Equity-common | US | $74K | 4K | 0.00 |
| TJX Cos., Inc. (TJX Cos Inc/The) | Long | Equity-common | US | $5M | 48K | 0.29 |
| TKO Group Holdings, Inc. (TKO Group Holdings Inc) | Long | Equity-common | US | $596K | 5K | 0.03 |
| Toast, Inc. (Toast Inc) | Long | Equity-common | US | $210K | 8K | 0.01 |
| Toll Brothers, Inc. (Toll Brothers Inc) | Long | Equity-common | US | $2M | 13K | 0.10 |
| Tompkins Financial Corp. | Long | Equity-common | US | $129K | 2K | 0.01 |
| Tootsie Roll Industries, Inc. (Tootsie Roll Industries Inc) | Long | Equity-common | US | $119K | 4K | 0.01 |
| TopBuild Corp. | Long | Equity-common | US | $2M | 3K | 0.08 |
| Topgolf Callaway Brands Corp. | Long | Equity-common | US | $248K | 15K | 0.01 |
| Toro Co. (Toro Co/The) | Long | Equity-common | US | $1M | 12K | 0.06 |
| Towne Bank (Towne Bank/Portsmouth VA) | Long | Equity-common | US | $417K | 13K | 0.02 |
| Townsquare Media, Inc. (Townsquare Media Inc) | Long | Equity-common | US | $16K | 1K | 0.00 |
| Tractor Supply Co. | Long | Equity-common | US | $2M | 9K | 0.12 |
| Trade Desk, Inc. (Trade Desk Inc/The) | Long | Equity-common | US | $447K | 5K | 0.02 |
| Tradeweb Markets, Inc. (Tradeweb Markets Inc) | Long | Equity-common | US | $514K | 5K | 0.03 |
| Trane Technologies PLC | Long | Equity-common | IE | $2M | 5K | 0.10 |
| TransAct Technologies, Inc. (TransAct Technologies Inc) | Long | Equity-common | US | $26K | 6K | 0.00 |
| Transcat, Inc. (Transcat Inc) | Long | Equity-common | US | $77K | 665 | 0.00 |
| TransDigm Group, Inc. (TransDigm Group Inc) | Long | Equity-common | US | $1M | 1K | 0.07 |
| Transocean Ltd. | Long | Equity-common | CH | $754K | 130K | 0.04 |
| TransUnion | Long | Equity-common | US | $765K | 8K | 0.04 |
| Travel & Leisure Co. (Travel + Leisure Co) | Long | Equity-common | US | $411K | 9K | 0.02 |
| Travelers Cos., Inc. (Travelers Cos Inc/The) | Long | Equity-common | US | $4M | 16K | 0.19 |
| Travelzoo | Long | Equity-common | US | $20K | 2K | 0.00 |
| TreeHouse Foods, Inc. (TreeHouse Foods Inc) | Long | Equity-common | US | $345K | 9K | 0.02 |
| Trevi Therapeutics, Inc. (Trevi Therapeutics Inc) | Long | Equity-common | US | $20K | 6K | 0.00 |
| Trex Co., Inc. (Trex Co Inc) | Long | Equity-common | US | $1M | 13K | 0.06 |
| Tri Pointe Homes, Inc. (Tri Pointe Homes Inc) | Long | Equity-common | US | $838K | 19K | 0.04 |
| TriCo Bancshares | Long | Equity-common | US | $272K | 6K | 0.01 |
| TriMas Corp. | Long | Equity-common | US | $173K | 7K | 0.01 |
| Trimble, Inc. (Trimble Inc) | Long | Equity-common | US | $606K | 11K | 0.03 |
| TriNet Group, Inc. (TriNet Group Inc) | Long | Equity-common | US | $556K | 5K | 0.03 |
| Trinity Industries, Inc. (Trinity Industries Inc) | Long | Equity-common | US | $544K | 16K | 0.03 |
| Trio-Tech International | Long | Equity-common | US | $551.8 | 100 | 0.00 |
| TripAdvisor, Inc. (TripAdvisor Inc) | Long | Equity-common | US | $286K | 16K | 0.02 |
| Triumph Financial, Inc. (Triumph Financial Inc) | Long | Equity-common | US | $362K | 4K | 0.02 |
| Triumph Group, Inc. (Triumph Group Inc) | Long | Equity-common | US | $43K | 3K | 0.00 |
| Tronox Holdings PLC | Long | Equity-common | GB | $68K | 4K | 0.00 |
| TrueBlue, Inc. (TrueBlue Inc) | Long | Equity-common | US | $32K | 3K | 0.00 |
| TrueCar, Inc. (TrueCar Inc) | Long | Equity-common | US | $35K | 10K | 0.00 |
| Truist Financial Corp. | Long | Equity-common | US | $2M | 47K | 0.11 |
| TrustCo Bank Corp. (TrustCo Bank Corp NY) | Long | Equity-common | US | $97K | 3K | 0.01 |
| Trustmark Corp. | Long | Equity-common | US | $431K | 12K | 0.02 |
| TTEC Holdings, Inc. (TTEC Holdings Inc) | Long | Equity-common | US | $42K | 5K | 0.00 |
| TTM Technologies, Inc. (TTM Technologies Inc) | Long | Equity-common | US | $410K | 21K | 0.02 |
| Turtle Beach Corp. | Long | Equity-common | US | $47K | 3K | 0.00 |
| Tutor Perini Corp. | Long | Equity-common | US | $287K | 12K | 0.02 |
| Twilio, Inc. (Twilio Inc) | Long | Equity-common | US | $1M | 18K | 0.06 |
| Twin Disc, Inc. (Twin Disc Inc) | Long | Equity-common | US | $4K | 300 | 0.00 |
| Twist Bioscience Corp. | Long | Equity-common | US | $37K | 663 | 0.00 |
| Tyler Technologies, Inc. (Tyler Technologies Inc) | Long | Equity-common | US | $710K | 1K | 0.04 |
| Tyson Foods, Inc. (Tyson Foods Inc) | Long | Equity-common | US | $978K | 16K | 0.05 |
| U-Haul Holding Co. | Long | Equity-common | US | $1M | 20K | 0.07 |
| U-Haul Holding Co. | Long | Equity-common | US | $160K | 2K | 0.01 |
| U.S. Bancorp (US Bancorp) | Long | Equity-common | US | $2M | 43K | 0.10 |
| U.S. Cellular Corp. (United States Cellular Corp) | Long | Equity-common | US | $396K | 7K | 0.02 |
| U.S. Foods Holding Corp. (US Foods Holding Corp) | Long | Equity-common | US | $2M | 32K | 0.09 |
| U.S. Lime & Minerals, Inc. (United States Lime & Minerals Inc) | Long | Equity-common | US | $255K | 3K | 0.01 |
| U.S. Physical Therapy, Inc. (US Physical Therapy Inc) | Long | Equity-common | US | $201K | 2K | 0.01 |
| U.S. Silica Holdings, Inc. (US Silica Holdings Inc) | Long | Equity-common | US | $86K | 6K | 0.00 |
| Uber Technologies, Inc. (Uber Technologies Inc) | Long | Equity-common | US | $732K | 11K | 0.04 |
| UFP Industries, Inc. (UFP Industries Inc) | Long | Equity-common | US | $1M | 10K | 0.07 |
| UFP Technologies, Inc. (UFP Technologies Inc) | Long | Equity-common | US | $344K | 1K | 0.02 |
| UGI Corp. | Long | Equity-common | US | $138K | 6K | 0.01 |
| UiPath, Inc. (UiPath Inc) | Long | Equity-common | US | $439K | 36K | 0.02 |
| Ulta Beauty, Inc. (Ulta Beauty Inc) | Long | Equity-common | US | $1M | 4K | 0.07 |
| Ultra Clean Holdings, Inc. (Ultra Clean Holdings Inc) | Long | Equity-common | US | $334K | 8K | 0.02 |
| Ultralife Corp. | Long | Equity-common | US | $11K | 900 | 0.00 |
| UMB Financial Corp. | Long | Equity-common | US | $789K | 8K | 0.04 |
| Under Armour, Inc. (Under Armour Inc) | Long | Equity-common | US | $236K | 35K | 0.01 |
| Under Armour, Inc. (Under Armour Inc) | Long | Equity-common | US | $145K | 21K | 0.01 |
| Unifi, Inc. (Unifi Inc) | Long | Equity-common | US | $13K | 2K | 0.00 |
| UniFirst Corp. (UniFirst Corp/MA) | Long | Equity-common | US | $321K | 2K | 0.02 |
| Union Pacific Corp. | Long | Equity-common | US | $7M | 29K | 0.38 |
| Unisys Corp. | Long | Equity-common | US | $24K | 5K | 0.00 |
| United Airlines Holdings, Inc. (United Airlines Holdings Inc) | Long | Equity-common | US | $1M | 30K | 0.07 |
| United Bancorp, Inc. (United Bancorp Inc/OH) | Long | Equity-common | US | $9K | 685 | 0.00 |
| United Bancshares, Inc. (United Bancshares Inc/OH) | Long | Equity-common | US | $8K | 436 | 0.00 |
| United Bankshares, Inc. (United Bankshares Inc/WV) | Long | Equity-common | US | $2M | 42K | 0.09 |
| United Community Banks, Inc. (United Community Banks Inc/GA) | Long | Equity-common | US | $528K | 17K | 0.03 |
| United Fire Group, Inc. (United Fire Group Inc) | Long | Equity-common | US | $39K | 2K | 0.00 |
| United Natural Foods, Inc. (United Natural Foods Inc) | Long | Equity-common | US | $44K | 3K | 0.00 |
| United Parcel Service, Inc. (United Parcel Service Inc) | Long | Equity-common | US | $3M | 27K | 0.18 |
| United Parks & Resorts, Inc. (United Parks & Resorts Inc) | Long | Equity-common | US | $373K | 7K | 0.02 |
| United Rentals, Inc. (United Rentals Inc) | Long | Equity-common | US | $4M | 5K | 0.20 |
| United Security Bancshares (United Security Bancshares/Fresno CA) | Long | Equity-common | US | $3K | 402 | 0.00 |
| United Therapeutics Corp. | Long | Equity-common | US | $1M | 5K | 0.08 |
| United-Guardian, Inc. (United-Guardian Inc) | Long | Equity-common | US | $42K | 4K | 0.00 |
| Unitil Corp. | Long | Equity-common | US | $94K | 2K | 0.00 |
| Unity Bancorp, Inc. (Unity Bancorp Inc) | Long | Equity-common | US | $16K | 471 | 0.00 |
| Universal Display Corp. | Long | Equity-common | US | $733K | 3K | 0.04 |
| Universal Electronics, Inc. (Universal Electronics Inc) | Long | Equity-common | US | $13K | 1K | 0.00 |
| Universal Insurance Holdings, Inc. (Universal Insurance Holdings Inc) | Long | Equity-common | US | $91K | 5K | 0.00 |
| Universal Logistics Holdings, Inc. (Universal Logistics Holdings Inc) | Long | Equity-common | US | $163K | 4K | 0.01 |
| Universal Technical Institute, Inc. (Universal Technical Institute Inc) | Long | Equity-common | US | $131K | 7K | 0.01 |
| Univest Financial Corp. | Long | Equity-common | US | $194K | 7K | 0.01 |
| Unum Group | Long | Equity-common | US | $2M | 32K | 0.10 |
| Upbound Group, Inc. (Upbound Group Inc) | Long | Equity-common | US | $384K | 10K | 0.02 |
| Upland Software, Inc. (Upland Software Inc) | Long | Equity-common | US | $38K | 17K | 0.00 |
| Upwork, Inc. (Upwork Inc) | Long | Equity-common | US | $241K | 20K | 0.01 |
| Uranium Energy Corp. | Long | Equity-common | US | $328K | 55K | 0.02 |
| Urban Outfitters, Inc. (Urban Outfitters Inc) | Long | Equity-common | US | $696K | 15K | 0.04 |
| USANA Health Sciences, Inc. (USANA Health Sciences Inc) | Long | Equity-common | US | $165K | 4K | 0.01 |
| USCB Financial Holdings, Inc. (USCB Financial Holdings Inc) | Long | Equity-common | US | $21K | 1K | 0.00 |
| Utah Medical Products, Inc. (Utah Medical Products Inc) | Long | Equity-common | US | $21K | 296 | 0.00 |
| Utz Brands, Inc. (Utz Brands Inc) | Long | Equity-common | US | $163K | 11K | 0.01 |
| UWM Holdings Corp. | Long | Equity-common | US | $52K | 6K | 0.00 |
| V2X, Inc. (V2X Inc) | Long | Equity-common | US | $148K | 3K | 0.01 |
| VAALCO Energy, Inc. (VAALCO Energy Inc) | Long | Equity-common | US | $91K | 13K | 0.00 |
| Vail Resorts, Inc. (Vail Resorts Inc) | Long | Equity-common | US | $370K | 2K | 0.02 |
| Valaris Ltd. | Long | Equity-common | BM | $779K | 10K | 0.04 |
| Valero Energy Corp. | Long | Equity-common | US | $4M | 28K | 0.24 |
| Valley National Bancorp | Long | Equity-common | US | $585K | 70K | 0.03 |
| Valmont Industries, Inc. (Valmont Industries Inc) | Long | Equity-common | US | $861K | 3K | 0.05 |
| Value Line, Inc. (Value Line Inc) | Long | Equity-common | US | $10K | 213 | 0.00 |
| Valvoline, Inc. (Valvoline Inc) | Long | Equity-common | US | $846K | 18K | 0.04 |
| Vanda Pharmaceuticals, Inc. (Vanda Pharmaceuticals Inc) | Long | Equity-common | US | $27K | 5K | 0.00 |
| Varex Imaging Corp. | Long | Equity-common | US | $40K | 3K | 0.00 |
| Varonis Systems, Inc. (Varonis Systems Inc) | Long | Equity-common | US | $35K | 636 | 0.00 |
| Veeco Instruments, Inc. (Veeco Instruments Inc) | Long | Equity-common | US | $362K | 9K | 0.02 |
| Veeva Systems, Inc. (Veeva Systems Inc) | Long | Equity-common | US | $775K | 4K | 0.04 |
| Velocity Financial, Inc. (Velocity Financial Inc) | Long | Equity-common | US | $58K | 3K | 0.00 |
| Vera Bradley, Inc. (Vera Bradley Inc) | Long | Equity-common | US | $22K | 3K | 0.00 |
| Veracyte, Inc. (Veracyte Inc) | Long | Equity-common | US | $327K | 14K | 0.02 |
| Vericel Corp. | Long | Equity-common | US | $24K | 482 | 0.00 |
| Verint Systems, Inc. (Verint Systems Inc) | Long | Equity-common | US | $243K | 7K | 0.01 |
| VeriSign, Inc. (VeriSign Inc) | Long | Equity-common | US | $753K | 4K | 0.04 |
| Verisk Analytics, Inc. (Verisk Analytics Inc) | Long | Equity-common | US | $3M | 11K | 0.15 |
| Veritex Holdings, Inc. (Veritex Holdings Inc) | Long | Equity-common | US | $246K | 10K | 0.01 |
| Verizon Communications, Inc. (Verizon Communications Inc) | Long | Equity-common | US | $8M | 189K | 0.40 |
| Verra Mobility Corp. | Long | Equity-common | US | $601K | 20K | 0.03 |
| Vertex, Inc. (Vertex Inc) | Long | Equity-common | US | $55K | 1K | 0.00 |
| Vertiv Holdings Co. | Long | Equity-common | US | $2M | 21K | 0.09 |
| VF Corp. | Long | Equity-common | US | $382K | 23K | 0.02 |
| Viad Corp. | Long | Equity-common | US | $93K | 3K | 0.00 |
| Viant Technology, Inc. (Viant Technology Inc) | Long | Equity-common | US | $23K | 2K | 0.00 |
| Viavi Solutions, Inc. (Viavi Solutions Inc) | Long | Equity-common | US | $149K | 19K | 0.01 |
| Vicor Corp. | Long | Equity-common | US | $157K | 4K | 0.01 |
| Victoria's Secret & Co. | Long | Equity-common | US | $35K | 2K | 0.00 |
| Victory Capital Holdings, Inc. (Victory Capital Holdings Inc) | Long | Equity-common | US | $272K | 5K | 0.01 |
| Village Super Market, Inc. (Village Super Market Inc) | Long | Equity-common | US | $24K | 770 | 0.00 |
| Vimeo, Inc. (Vimeo Inc) | Long | Equity-common | US | $102K | 25K | 0.01 |
| Virco Mfg. Corp. | Long | Equity-common | US | $72K | 4K | 0.00 |
| Virtu Financial, Inc. (Virtu Financial Inc) | Long | Equity-common | US | $335K | 12K | 0.02 |
| Virtus Investment Partners, Inc. (Virtus Investment Partners Inc) | Long | Equity-common | US | $261K | 1K | 0.01 |
| Visa, Inc. (Visa Inc) | Long | Equity-common | US | $16M | 60K | 0.84 |
| Vishay Intertechnology, Inc. (Vishay Intertechnology Inc) | Long | Equity-common | US | $553K | 23K | 0.03 |
| Vishay Precision Group, Inc. (Vishay Precision Group Inc) | Long | Equity-common | US | $57K | 2K | 0.00 |
| Visteon Corp. | Long | Equity-common | US | $438K | 4K | 0.02 |
| Vita Coco Co., Inc. (Vita Coco Co Inc/The) | Long | Equity-common | US | $146K | 6K | 0.01 |
| Vital Farms, Inc. (Vital Farms Inc) | Long | Equity-common | US | $115K | 3K | 0.01 |
| Vontier Corp. | Long | Equity-common | US | $1M | 26K | 0.05 |
| Voya Financial, Inc. (Voya Financial Inc) | Long | Equity-common | US | $933K | 13K | 0.05 |
| Vulcan Materials Co. | Long | Equity-common | US | $2M | 7K | 0.10 |
| W.R. Berkley Corp. (W R Berkley Corp) | Long | Equity-common | US | $1M | 22K | 0.07 |
| Wabash National Corp. | Long | Equity-common | US | $199K | 9K | 0.01 |
| WaFd, Inc. (WaFd Inc) | Long | Equity-common | US | $464K | 13K | 0.02 |
| Walgreens Boots Alliance, Inc. (Walgreens Boots Alliance Inc) | Long | Equity-common | US | $270K | 23K | 0.01 |
| Walker & Dunlop, Inc. (Walker & Dunlop Inc) | Long | Equity-common | US | $575K | 5K | 0.03 |
| Walmart, Inc. (Walmart Inc) | Long | Equity-common | US | $9M | 128K | 0.46 |
| Walt Disney Co. (Walt Disney Co/The) | Long | Equity-common | US | $4M | 45K | 0.22 |
| Warby Parker, Inc. (Warby Parker Inc) | Long | Equity-common | US | $147K | 9K | 0.01 |
| Warner Bros Discovery, Inc. (Warner Bros Discovery Inc) | Long | Equity-common | US | $1M | 122K | 0.06 |
| Warner Music Group Corp. | Long | Equity-common | US | $83K | 3K | 0.00 |
| Washington Trust Bancorp, Inc. (Washington Trust Bancorp Inc) | Long | Equity-common | US | $114K | 4K | 0.01 |
| Waste Management, Inc. (Waste Management Inc) | Long | Equity-common | US | $4M | 19K | 0.20 |
| Waters Corp. | Long | Equity-common | US | $1M | 4K | 0.08 |
| Waterstone Financial, Inc. (Waterstone Financial Inc) | Long | Equity-common | US | $60K | 4K | 0.00 |
| Watsco, Inc. (Watsco Inc) | Long | Equity-common | US | $2M | 4K | 0.09 |
| Watts Water Technologies, Inc. (Watts Water Technologies Inc) | Long | Equity-common | US | $676K | 3K | 0.04 |
| WD-40 Co. | Long | Equity-common | US | $473K | 2K | 0.02 |
| Weatherford International PLC | Long | Equity-common | IE | $1M | 10K | 0.06 |
| Webster Financial Corp. | Long | Equity-common | US | $894K | 18K | 0.05 |
| Weis Markets, Inc. (Weis Markets Inc) | Long | Equity-common | US | $332K | 4K | 0.02 |
| Wells Fargo & Co. | Long | Equity-common | US | $6M | 100K | 0.31 |
| Wendy's Co. (Wendy's Co/The) | Long | Equity-common | US | $505K | 30K | 0.03 |
| Werner Enterprises, Inc. (Werner Enterprises Inc) | Long | Equity-common | US | $433K | 11K | 0.02 |
| WesBanco, Inc. (WesBanco Inc) | Long | Equity-common | US | $355K | 11K | 0.02 |
| WESCO International, Inc. (WESCO International Inc) | Long | Equity-common | US | $962K | 6K | 0.05 |
| West BanCorp, Inc. (West BanCorp Inc) | Long | Equity-common | US | $37K | 2K | 0.00 |
| West Pharmaceutical Services, Inc. (West Pharmaceutical Services Inc) | Long | Equity-common | US | $554K | 2K | 0.03 |
| Westamerica BanCorp | Long | Equity-common | US | $247K | 5K | 0.01 |
| Western Alliance Bancorp | Long | Equity-common | US | $947K | 12K | 0.05 |
| Western Digital Corp. | Long | Equity-common | US | $1M | 18K | 0.06 |
| Western New England Bancorp, Inc. (Western New England Bancorp Inc) | Long | Equity-common | US | $27K | 3K | 0.00 |
| Western Union Co. (Western Union Co/The) | Long | Equity-common | US | $110K | 9K | 0.01 |
| Westinghouse Air Brake Technologies Corp. | Long | Equity-common | US | $2M | 11K | 0.09 |
| Westlake Corp. | Long | Equity-common | US | $122K | 828 | 0.01 |
| WEX, Inc. (WEX Inc) | Long | Equity-common | US | $852K | 5K | 0.04 |
| Weyco Group, Inc. (Weyco Group Inc) | Long | Equity-common | US | $36K | 1K | 0.00 |
| Whirlpool Corp. | Long | Equity-common | US | $771K | 8K | 0.04 |
| White Mountains Insurance Group Ltd. | Long | Equity-common | BM | $929K | 520 | 0.05 |
| WideOpenWest, Inc. (WideOpenWest Inc) | Long | Equity-common | US | $61K | 11K | 0.00 |
| Wilhelmina International, Inc. (Wilhelmina International Inc) | Long | Equity-common | US | $31K | 5K | 0.00 |
| Willdan Group, Inc. (Willdan Group Inc) | Long | Equity-common | US | $69K | 2K | 0.00 |
| Williams Cos., Inc. (Williams Cos Inc/The) | Long | Equity-common | US | $1M | 28K | 0.06 |
| Williams-Sonoma, Inc. (Williams-Sonoma Inc) | Long | Equity-common | US | $3M | 18K | 0.15 |
| Willis Lease Finance Corp. | Long | Equity-common | US | $74K | 856 | 0.00 |
| Willis Towers Watson PLC | Long | Equity-common | IE | $2M | 6K | 0.09 |
| WillScot Holdings Corp. | Long | Equity-common | US | $1M | 25K | 0.05 |
| Wingstop, Inc. (Wingstop Inc) | Long | Equity-common | US | $1M | 3K | 0.05 |
| Winmark Corp. | Long | Equity-common | US | $158K | 400 | 0.01 |
| Winnebago Industries, Inc. (Winnebago Industries Inc) | Long | Equity-common | US | $327K | 5K | 0.02 |
| Wintrust Financial Corp. | Long | Equity-common | US | $942K | 9K | 0.05 |
| WisdomTree, Inc. (WisdomTree Inc) | Long | Equity-common | US | $355K | 30K | 0.02 |
| WK Kellogg Co. | Long | Equity-common | US | $114K | 6K | 0.01 |
| Wolfspeed, Inc. (Wolfspeed Inc) | Long | Equity-common | US | $209K | 11K | 0.01 |
| Wolverine World Wide, Inc. (Wolverine World Wide Inc) | Long | Equity-common | US | $33K | 2K | 0.00 |
| Workday, Inc. (Workday Inc) | Long | Equity-common | US | $158K | 696 | 0.01 |
| World Acceptance Corp. | Long | Equity-common | US | $146K | 1K | 0.01 |
| World Kinect Corp. | Long | Equity-common | US | $290K | 10K | 0.02 |
| Worthington Enterprises, Inc. (Worthington Enterprises Inc) | Long | Equity-common | US | $450K | 9K | 0.02 |
| Worthington Steel, Inc. (Worthington Steel Inc) | Long | Equity-common | US | $359K | 9K | 0.02 |
| WSFS Financial Corp. | Long | Equity-common | US | $535K | 9K | 0.03 |
| WW Grainger, Inc. (WW Grainger Inc) | Long | Equity-common | US | $3M | 3K | 0.17 |
| Wyndham Hotels & Resorts, Inc. (Wyndham Hotels & Resorts Inc) | Long | Equity-common | US | $1M | 14K | 0.06 |
| Xencor, Inc. (Xencor Inc) | Long | Equity-common | US | $229K | 11K | 0.01 |
| Xenon Pharmaceuticals, Inc. (Xenon Pharmaceuticals Inc) | Long | Equity-common | CA | $316K | 7K | 0.02 |
| Xeris Biopharma Holdings, Inc. (Xeris Biopharma Holdings Inc) | Long | Equity-common | US | $2K | 645 | 0.00 |
| Xerox Holdings Corp. | Long | Equity-common | US | $236K | 22K | 0.01 |
| Xometry, Inc. (Xometry Inc) | Long | Equity-common | US | $56K | 4K | 0.00 |
| Xperi, Inc. (Xperi Inc) | Long | Equity-common | US | $46K | 6K | 0.00 |
| XPO, Inc. (XPO Inc) | Long | Equity-common | US | $2M | 15K | 0.09 |
| Xylem, Inc. (Xylem Inc/NY) | Long | Equity-common | US | $2M | 13K | 0.09 |
| Yelp, Inc. (Yelp Inc) | Long | Equity-common | US | $344K | 9K | 0.02 |
| YETI Holdings, Inc. (YETI Holdings Inc) | Long | Equity-common | US | $92K | 2K | 0.00 |
| York Water Co. (York Water Co/The) | Long | Equity-common | US | $48K | 1K | 0.00 |
| Yum! Brands, Inc. (Yum! Brands Inc) | Long | Equity-common | US | $1M | 10K | 0.07 |
| Zebra Technologies Corp. | Long | Equity-common | US | $1M | 3K | 0.06 |
| Zedge, Inc. (Zedge Inc) | Long | Equity-common | US | $1K | 300 | 0.00 |
| Ziff Davis, Inc. (Ziff Davis Inc) | Long | Equity-common | US | $279K | 6K | 0.01 |
| Zillow Group, Inc. (Zillow Group Inc) | Long | Equity-common | US | $856K | 18K | 0.05 |
| Zillow Group, Inc. (Zillow Group Inc) | Long | Equity-common | US | $266K | 6K | 0.01 |
| Zimmer Biomet Holdings, Inc. (Zimmer Biomet Holdings Inc) | Long | Equity-common | US | $1M | 12K | 0.07 |
| Zimvie, Inc. (Zimvie Inc) | Long | Equity-common | US | $72K | 3K | 0.00 |
| Zions Bancorp NA | Long | Equity-common | US | $983K | 19K | 0.05 |
| Zoetis, Inc. (Zoetis Inc) | Long | Equity-common | US | $3M | 19K | 0.18 |
| Zoom Video Communications, Inc. (Zoom Video Communications Inc) | Long | Equity-common | US | $29K | 480 | 0.00 |
| Zscaler, Inc. (Zscaler Inc) | Long | Equity-common | US | $46K | 254 | 0.00 |
| Zumiez, Inc. (Zumiez Inc) | Long | Equity-common | US | $38K | 2K | 0.00 |
| Zurn Elkay Water Solutions Corp. | Long | Equity-common | US | $549K | 17K | 0.03 |
| Zymeworks, Inc. (Zymeworks Inc) | Long | Equity-common | US | $41K | 4K | 0.00 |
Address
DFA INVESTMENT DIMENSIONS GROUP INC
6300 BEE CAVE ROAD
BUILDING ONE
AUSTIN
Texas
78746
United States of America
Websites
Directors
Heather E. Tookes
Reena Aggarwal
Francis A. Longstaff
Gerard K. O Reilly
George M. Constantinides
David P. Butler
Abbie J. Smith
Douglas W. Diamond
Ingrid M. Werner
Darrell Duffie
Transfer Agents
SS&C GIDS, Inc.
Pricing Services
S&P Global Inc.
Refinitiv US Holdings Inc.
ICE Data Services, Inc.
Bloomberg L.P.
PricingDirect Inc.
Custodians
State Street Bank and Trust Company
Shareholder Servicing Agents
Fidelity Institutional Asset Management Trust Company
Pershing LLC
Raymond James & Associates, Inc.
J.P. Morgan Securities LLC
TD Ameritrade Trust Company
RBC Capital Markets, LLC
Charles Schwab & Co., Inc.
LPL Financial LLC
Admins
State Street Bank and Trust Company
Brokers
N/A