Dimensional Funds > DFA INVESTMENT DIMENSIONS GROUP INC
U.S. Sustainability Core 1 Portfolio
$5.26B
Avg Monthly Net Assets
$7.34B
Total Assets
$236.45M
Total Liabilities
$7.11B
Net Assets
U.S. Sustainability Core 1 Portfolio is a Mutual Fund in DFA INVESTMENT DIMENSIONS GROUP INC
from Dimensional Funds,
based in Texas,
United States of America.
The fund has one share class
and monthly net assets of $5.26B.
On September 26th, 2024 it reported 1,961 holdings, the largest
being NVIDIA Corp (5.6%), Apple Inc (5.4%) and Meta Platforms Inc (2.9%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Ticker | Monthly Returns (2 years) |
|---|---|---|---|
| Portfolio Shares | C000057263 | DFSIX |
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 | $168K | 16K | 0.00 |
| 1st Source Corp. | Long | Equity-common | US | $730K | 11K | 0.01 |
| 1stdibs.com, Inc. (1stdibs.com Inc) | Long | Equity-common | US | $9K | 2K | 0.00 |
| 3D Systems Corp. | Long | Equity-common | US | $192K | 53K | 0.00 |
| 3M Co. | Long | Equity-common | US | $3M | 22K | 0.04 |
| 4D Molecular Therapeutics, Inc. (4D Molecular Therapeutics Inc) | Long | Equity-common | US | $138K | 8K | 0.00 |
| A-Mark Precious Metals, Inc. (A-Mark Precious Metals Inc) | Long | Equity-common | US | $480K | 12K | 0.01 |
| A.O. Smith Corp. (A O Smith Corp) | Long | Equity-common | US | $3M | 39K | 0.05 |
| A10 Networks, Inc. (A10 Networks Inc) | Long | Equity-common | US | $371K | 28K | 0.01 |
| AAON, Inc. (AAON Inc) | Long | Equity-common | US | $2M | 22K | 0.03 |
| AAR Corp. | Long | Equity-common | US | $835K | 13K | 0.01 |
| Abbott Laboratories | Long | Equity-common | US | $10M | 98K | 0.15 |
| AbbVie, Inc. (AbbVie Inc) | Long | Equity-common | US | $50M | 269K | 0.70 |
| Abercrombie & Fitch Co. | Long | Equity-common | US | $3M | 23K | 0.05 |
| ABIOMED, Inc. (CONTRA ABIOMED INC) | Derivative-equity | US | $91K | 6K | 0.00 | |
| ABM Industries, Inc. (ABM Industries Inc) | Long | Equity-common | US | $2M | 39K | 0.03 |
| Academy Sports & Outdoors, Inc. (Academy Sports & Outdoors Inc) | Long | Equity-common | US | $2M | 36K | 0.03 |
| Acadia Healthcare Co., Inc. (Acadia Healthcare Co Inc) | Long | Equity-common | US | $1M | 20K | 0.02 |
| Accenture PLC | Long | Equity-common | IE | $30M | 90K | 0.42 |
| ACCO Brands Corp. | Long | Equity-common | US | $310K | 61K | 0.00 |
| Accolade, Inc. (Accolade Inc) | Long | Equity-common | US | $164K | 40K | 0.00 |
| Accuray, Inc. (Accuray Inc) | Long | Equity-common | US | $81K | 44K | 0.00 |
| ACI Worldwide, Inc. (ACI Worldwide Inc) | Long | Equity-common | US | $2M | 40K | 0.02 |
| Acme United Corp. | Long | Equity-common | US | $23K | 500 | 0.00 |
| ACNB Corp. | Long | Equity-common | US | $28K | 674 | 0.00 |
| Acuity Brands, Inc. (Acuity Brands Inc) | Long | Equity-common | US | $3M | 11K | 0.04 |
| Acushnet Holdings Corp. | Long | Equity-common | US | $2M | 28K | 0.03 |
| ACV Auctions, Inc. (ACV Auctions Inc) | Long | Equity-common | US | $558K | 33K | 0.01 |
| Adams Resources & Energy, Inc. (Adams Resources & Energy Inc) | Long | Equity-common | US | $3K | 101 | 0.00 |
| AdaptHealth Corp. | Long | Equity-common | US | $298K | 26K | 0.00 |
| Adaptive Biotechnologies Corp. | Long | Equity-common | US | $253K | 56K | 0.00 |
| Addus HomeCare Corp. | Long | Equity-common | US | $403K | 3K | 0.01 |
| Adeia, Inc. (Adeia Inc) | Long | Equity-common | US | $619K | 53K | 0.01 |
| Adient PLC | Long | Equity-common | IE | $961K | 37K | 0.01 |
| Adobe, Inc. (Adobe Inc) | Long | Equity-common | US | $34M | 61K | 0.47 |
| ADT, Inc. (ADT Inc) | Long | Equity-common | US | $1M | 172K | 0.02 |
| Adtalem Global Education, Inc. (Adtalem Global Education Inc) | Long | Equity-common | US | $980K | 12K | 0.01 |
| Advance Auto Parts, Inc. (Advance Auto Parts Inc) | Long | Equity-common | US | $1M | 16K | 0.01 |
| Advanced Drainage Systems, Inc. (Advanced Drainage Systems Inc) | Long | Equity-common | US | $2M | 12K | 0.03 |
| Advanced Energy Industries, Inc. (Advanced Energy Industries Inc) | Long | Equity-common | US | $1M | 11K | 0.02 |
| Advanced Micro Devices, Inc. (Advanced Micro Devices Inc) | Long | Equity-common | US | $23M | 157K | 0.32 |
| Advantage Solutions, Inc. (Advantage Solutions Inc) | Long | Equity-common | US | $15K | 4K | 0.00 |
| AECOM | Long | Equity-common | US | $4M | 48K | 0.06 |
| AeroVironment, Inc. (AeroVironment Inc) | Long | Equity-common | US | $1M | 7K | 0.02 |
| Affiliated Managers Group, Inc. (Affiliated Managers Group Inc) | Long | Equity-common | US | $4M | 20K | 0.05 |
| Affirm Holdings, Inc. (Affirm Holdings Inc) | Long | Equity-common | US | $2M | 67K | 0.03 |
| Aflac, Inc. (Aflac Inc) | Long | Equity-common | US | $12M | 131K | 0.18 |
| AGCO Corp. | Long | Equity-common | US | $4M | 39K | 0.05 |
| Agilent Technologies, Inc. (Agilent Technologies Inc) | Long | Equity-common | US | $7M | 49K | 0.10 |
| Agios Pharmaceuticals, Inc. (Agios Pharmaceuticals Inc) | Long | Equity-common | US | $57K | 1K | 0.00 |
| Air Lease Corp. | Long | Equity-common | US | $4M | 79K | 0.05 |
| Airbnb, Inc. (Airbnb Inc) | Long | Equity-common | US | $7M | 52K | 0.10 |
| Akamai Technologies, Inc. (Akamai Technologies Inc) | Long | Equity-common | US | $2M | 25K | 0.03 |
| Alamo Group, Inc. (Alamo Group Inc) | Long | Equity-common | US | $916K | 5K | 0.01 |
| Alarm.com Holdings, Inc. (Alarm.com Holdings Inc) | Long | Equity-common | US | $995K | 14K | 0.01 |
| Albany International Corp. | Long | Equity-common | US | $968K | 10K | 0.01 |
| Albemarle Corp. | Long | Equity-common | US | $2M | 19K | 0.02 |
| Albertsons Cos., Inc. (Albertsons Cos Inc) | Long | Equity-common | US | $3M | 143K | 0.04 |
| Albireo Pharma, Inc. (CONTRA ALBIREO PHARMA) | Derivative-equity | US | $19K | 3K | 0.00 | |
| Alector, Inc. (Alector Inc) | Long | Equity-common | US | $41K | 7K | 0.00 |
| Alight, Inc. (Alight Inc) | Long | Equity-common | US | $480K | 63K | 0.01 |
| Align Technology, Inc. (Align Technology Inc) | Long | Equity-common | US | $3M | 11K | 0.04 |
| Alkami Technology, Inc. (Alkami Technology Inc) | Long | Equity-common | US | $63K | 2K | 0.00 |
| Allegion PLC | Long | Equity-common | IE | $4M | 29K | 0.05 |
| Allient, Inc. (Allient Inc) | Long | Equity-common | US | $132K | 5K | 0.00 |
| Allison Transmission Holdings, Inc. (Allison Transmission Holdings Inc) | Long | Equity-common | US | $4M | 50K | 0.06 |
| Allogene Therapeutics, Inc. (Allogene Therapeutics Inc) | Long | Equity-common | US | $59K | 20K | 0.00 |
| Allstate Corp. (Allstate Corp/The) | Long | Equity-common | US | $9M | 52K | 0.12 |
| Ally Financial, Inc. (Ally Financial Inc) | Long | Equity-common | US | $7M | 145K | 0.09 |
| Alnylam Pharmaceuticals, Inc. (Alnylam Pharmaceuticals Inc) | Long | Equity-common | US | $2M | 9K | 0.03 |
| Alphabet, Inc. (Alphabet Inc) | Long | Equity-common | US | $121M | 706K | 1.70 |
| Alphabet, Inc. (Alphabet Inc) | Long | Equity-common | US | $112M | 646K | 1.57 |
| Alta Equipment Group, Inc. (Alta Equipment Group Inc) | Long | Equity-common | US | $66K | 6K | 0.00 |
| Altair Engineering, Inc. (Altair Engineering Inc) | Long | Equity-common | US | $41K | 466 | 0.00 |
| Altice USA, Inc. (Altice USA Inc) | Long | Equity-common | US | $118K | 56K | 0.00 |
| Altus Power, Inc. (Altus Power Inc) | Long | Equity-common | US | $239K | 57K | 0.00 |
| Amalgamated Financial Corp. | Long | Equity-common | US | $508K | 16K | 0.01 |
| Amazon.com, Inc. (Amazon.com Inc) | Long | Equity-common | US | $170M | 909K | 2.39 |
| Ambac Financial Group, Inc. (Ambac Financial Group Inc) | Long | Equity-common | US | $413K | 31K | 0.01 |
| AMC Networks, Inc. (AMC Networks Inc) | Long | Equity-common | US | $130K | 12K | 0.00 |
| Amcor PLC | Long | Equity-common | JE | $4M | 408K | 0.06 |
| Amdocs Ltd. | Long | Equity-common | GG | $3M | 34K | 0.04 |
| Amedisys, Inc. (Amedisys Inc) | Long | Equity-common | US | $236K | 2K | 0.00 |
| Amerant Bancorp, Inc. (Amerant Bancorp Inc) | Long | Equity-common | US | $400K | 18K | 0.01 |
| Ameresco, Inc. (Ameresco Inc) | Long | Equity-common | US | $205K | 6K | 0.00 |
| America's Car-Mart, Inc. (America's Car-Mart Inc/TX) | Long | Equity-common | US | $243K | 4K | 0.00 |
| American Coastal Insurance Corp. | Long | Equity-common | US | $22K | 2K | 0.00 |
| American Eagle Outfitters, Inc. (American Eagle Outfitters Inc) | Long | Equity-common | US | $2M | 81K | 0.03 |
| American Express Co. | Long | Equity-common | US | $25M | 99K | 0.35 |
| American Financial Group, Inc. (American Financial Group Inc/OH) | Long | Equity-common | US | $5M | 37K | 0.07 |
| American International Group, Inc. (American International Group Inc) | Long | Equity-common | US | $15M | 190K | 0.21 |
| American Software, Inc. (American Software Inc/GA) | Long | Equity-common | US | $109K | 10K | 0.00 |
| American States Water Co. | Long | Equity-common | US | $1M | 16K | 0.02 |
| American Superconductor Corp. | Long | Equity-common | US | $227K | 9K | 0.00 |
| American Vanguard Corp. | Long | Equity-common | US | $311K | 32K | 0.00 |
| American Water Works Co., Inc. (American Water Works Co Inc) | Long | Equity-common | US | $6M | 40K | 0.08 |
| American Woodmark Corp. | Long | Equity-common | US | $483K | 5K | 0.01 |
| Ameriprise Financial, Inc. (Ameriprise Financial Inc) | Long | Equity-common | US | $14M | 32K | 0.19 |
| Ameris Bancorp | Long | Equity-common | US | $2M | 26K | 0.02 |
| AMERISAFE, Inc. (AMERISAFE Inc) | Long | Equity-common | US | $426K | 9K | 0.01 |
| AmeriServ Financial, Inc. (AmeriServ Financial Inc) | Long | Equity-common | US | $8K | 3K | 0.00 |
| AMETEK, Inc. (AMETEK Inc) | Long | Equity-common | US | $6M | 34K | 0.08 |
| Amgen, Inc. (Amgen Inc) | Long | Equity-common | US | $29M | 88K | 0.41 |
| AMN Healthcare Services, Inc. (AMN Healthcare Services Inc) | Long | Equity-common | US | $1M | 21K | 0.02 |
| Amphenol Corp. | Long | Equity-common | US | $6M | 96K | 0.09 |
| Amtech Systems, Inc. (Amtech Systems Inc) | Long | Equity-common | US | $17K | 3K | 0.00 |
| Analog Devices, Inc. (Analog Devices Inc) | Long | Equity-common | US | $7M | 30K | 0.10 |
| AnaptysBio, Inc. (AnaptysBio Inc) | Long | Equity-common | US | $263K | 8K | 0.00 |
| Andersons, Inc. (Andersons Inc/The) | Long | Equity-common | US | $635K | 12K | 0.01 |
| AngioDynamics, Inc. (AngioDynamics Inc) | Long | Equity-common | US | $184K | 23K | 0.00 |
| ANI Pharmaceuticals, Inc. (ANI Pharmaceuticals Inc) | Long | Equity-common | US | $39K | 589 | 0.00 |
| Anika Therapeutics, Inc. (Anika Therapeutics Inc) | Long | Equity-common | US | $155K | 6K | 0.00 |
| ANSYS, Inc. (ANSYS Inc) | Long | Equity-common | US | $896K | 3K | 0.01 |
| Anywhere Real Estate, Inc. (Anywhere Real Estate Inc) | Long | Equity-common | US | $140K | 30K | 0.00 |
| Aon PLC | Long | Equity-common | IE | $8M | 24K | 0.11 |
| API Group Corp. | Long | Equity-common | US | $4M | 100K | 0.05 |
| Apogee Enterprises, Inc. (Apogee Enterprises Inc) | Long | Equity-common | US | $586K | 9K | 0.01 |
| Apollo Global Management, Inc. (Apollo Global Management Inc) | Long | Equity-common | US | $12M | 93K | 0.16 |
| Appfolio, Inc. (Appfolio Inc) | Long | Equity-common | US | $678K | 3K | 0.01 |
| Apple, Inc. (Apple Inc) | Long | Equity-common | US | $385M | 2M | 5.41 |
| Applied Industrial Technologies, Inc. (Applied Industrial Technologies Inc) | Long | Equity-common | US | $3M | 13K | 0.04 |
| Applied Materials, Inc. (Applied Materials Inc) | Long | Equity-common | US | $22M | 105K | 0.31 |
| AppLovin Corp. | Long | Equity-common | US | $4M | 50K | 0.05 |
| AptarGroup, Inc. (AptarGroup Inc) | Long | Equity-common | US | $4M | 27K | 0.06 |
| Aptiv PLC | Long | Equity-common | JE | $4M | 55K | 0.05 |
| Aramark | Long | Equity-common | US | $2M | 62K | 0.03 |
| Arcadium Lithium PLC | Long | Equity-common | JE | $314K | 99K | 0.00 |
| ArcBest Corp. | Long | Equity-common | US | $875K | 7K | 0.01 |
| Arch Capital Group Ltd. | Long | Equity-common | BM | $11M | 110K | 0.15 |
| Archrock, Inc. (Archrock Inc) | Long | Equity-common | US | $4M | 171K | 0.05 |
| Arcosa, Inc. (Arcosa Inc) | Long | Equity-common | US | $785K | 8K | 0.01 |
| Arcturus Therapeutics Holdings, Inc. (Arcturus Therapeutics Holdings Inc) | Long | Equity-common | US | $99K | 4K | 0.00 |
| Arcus Biosciences, Inc. (Arcus Biosciences Inc) | Long | Equity-common | US | $444K | 27K | 0.01 |
| ARES Management Corp. | Long | Equity-common | US | $3M | 20K | 0.04 |
| Argan, Inc. (Argan Inc) | Long | Equity-common | US | $502K | 6K | 0.01 |
| Arista Networks, Inc. (Arista Networks Inc) | Long | Equity-common | US | $9M | 26K | 0.13 |
| Arko Corp. | Long | Equity-common | US | $261K | 40K | 0.00 |
| Armstrong World Industries, Inc. (Armstrong World Industries Inc) | Long | Equity-common | US | $972K | 7K | 0.01 |
| Array Technologies, Inc. (Array Technologies Inc) | Long | Equity-common | US | $57K | 5K | 0.00 |
| Arrow Electronics, Inc. (Arrow Electronics Inc) | Long | Equity-common | US | $4M | 32K | 0.06 |
| Arrow Financial Corp. | Long | Equity-common | US | $191K | 6K | 0.00 |
| Arthur J Gallagher & Co. | Long | Equity-common | US | $4M | 14K | 0.06 |
| Artisan Partners Asset Management, Inc. (Artisan Partners Asset Management Inc) | Long | Equity-common | US | $1M | 27K | 0.02 |
| Artivion, Inc. (Artivion Inc) | Long | Equity-common | US | $209K | 8K | 0.00 |
| Asbury Automotive Group, Inc. (Asbury Automotive Group Inc) | Long | Equity-common | US | $3M | 13K | 0.05 |
| ASGN, Inc. (ASGN Inc) | Long | Equity-common | US | $2M | 25K | 0.03 |
| Ashland, Inc. (Ashland Inc) | Long | Equity-common | US | $2M | 21K | 0.03 |
| Aspen Aerogels, Inc. (Aspen Aerogels Inc) | Long | Equity-common | US | $366K | 18K | 0.01 |
| Aspen Technology, Inc. (Aspen Technology Inc) | Long | Equity-common | US | $3M | 15K | 0.04 |
| AssetMark Financial Holdings, Inc. (AssetMark Financial Holdings Inc) | Long | Equity-common | US | $544K | 16K | 0.01 |
| Associated Banc-Corp. | Long | Equity-common | US | $1M | 51K | 0.02 |
| Associated Capital Group, Inc. (Associated Capital Group Inc) | Long | Equity-common | US | $23K | 670 | 0.00 |
| Assurant, Inc. (Assurant Inc) | Long | Equity-common | US | $3M | 18K | 0.04 |
| Assured Guaranty Ltd. | Long | Equity-common | BM | $3M | 36K | 0.04 |
| Astec Industries, Inc. (Astec Industries Inc) | Long | Equity-common | US | $344K | 10K | 0.00 |
| Astrana Health, Inc. (Astrana Health Inc) | Long | Equity-common | US | $658K | 13K | 0.01 |
| Astria Therapeutics, Inc. (Astria Therapeutics Inc) | Long | Equity-common | US | $126K | 11K | 0.00 |
| Astronics Corp. | Long | Equity-common | US | $293K | 13K | 0.00 |
| Astronics Corp. | Long | Equity-common | US | $23K | 988 | 0.00 |
| Asure Software, Inc. (Asure Software Inc) | Long | Equity-common | US | $171K | 17K | 0.00 |
| AT&T, Inc. (AT&T Inc) | Long | Equity-common | US | $692K | 36K | 0.01 |
| ATI, Inc. (ATI Inc) | Long | Equity-common | US | $3M | 43K | 0.04 |
| Atkore, Inc. (Atkore Inc) | Long | Equity-common | US | $3M | 21K | 0.04 |
| Atlanta Braves Holdings, Inc. (Atlanta Braves Holdings Inc) | Long | Equity-common | US | $32K | 748 | 0.00 |
| Atlantic Union Bankshares Corp. | Long | Equity-common | US | $2M | 42K | 0.02 |
| Atlanticus Holdings Corp. | Long | Equity-common | US | $246K | 7K | 0.00 |
| Atlassian Corp. | Long | Equity-common | US | $558K | 3K | 0.01 |
| Atmos Energy Corp. | Long | Equity-common | US | $4M | 30K | 0.05 |
| ATN International, Inc. (ATN International Inc) | Long | Equity-common | US | $86K | 3K | 0.00 |
| AtriCure, Inc. (AtriCure Inc) | Long | Equity-common | US | $534K | 25K | 0.01 |
| Atrion Corp. | Long | Equity-common | US | $176K | 383 | 0.00 |
| Aurora Innovation, Inc. (Aurora Innovation Inc) | Long | Equity-common | US | $246K | 61K | 0.00 |
| Autodesk, Inc. (Autodesk Inc) | Long | Equity-common | US | $8M | 31K | 0.11 |
| Autoliv, Inc. (Autoliv Inc) | Long | Equity-common | US | $2M | 20K | 0.03 |
| Automatic Data Processing, Inc. (Automatic Data Processing Inc) | Long | Equity-common | US | $21M | 80K | 0.29 |
| AutoNation, Inc. (AutoNation Inc) | Long | Equity-common | US | $6M | 29K | 0.08 |
| AutoZone, Inc. (AutoZone Inc) | Long | Equity-common | US | $9M | 3K | 0.12 |
| Avanos Medical, Inc. (Avanos Medical Inc) | Long | Equity-common | US | $490K | 20K | 0.01 |
| Avantor, Inc. (Avantor Inc) | Long | Equity-common | US | $5M | 185K | 0.07 |
| AvePoint, Inc. (AvePoint Inc) | Long | Equity-common | US | $320K | 29K | 0.00 |
| Avery Dennison Corp. | Long | Equity-common | US | $5M | 25K | 0.08 |
| Aviat Networks, Inc. (Aviat Networks Inc) | Long | Equity-common | US | $102K | 3K | 0.00 |
| AvidXchange Holdings, Inc. (AvidXchange Holdings Inc) | Long | Equity-common | US | $228K | 25K | 0.00 |
| Avient Corp. | Long | Equity-common | US | $2M | 49K | 0.03 |
| Avnet, Inc. (Avnet Inc) | Long | Equity-common | US | $3M | 53K | 0.04 |
| Axalta Coating Systems Ltd. | Long | Equity-common | BM | $4M | 121K | 0.06 |
| Axis Capital Holdings Ltd. | Long | Equity-common | BM | $4M | 55K | 0.06 |
| Axogen, Inc. (Axogen Inc) | Long | Equity-common | US | $87K | 10K | 0.00 |
| Axonics, Inc. (Axonics Inc) | Long | Equity-common | US | $458K | 7K | 0.01 |
| Axos Financial, Inc. (Axos Financial Inc) | Long | Equity-common | US | $2M | 27K | 0.03 |
| AZEK Co., Inc. (AZEK Co Inc/The) | Long | Equity-common | US | $1M | 27K | 0.02 |
| Azenta, Inc. (Azenta Inc) | Long | Equity-common | US | $1M | 23K | 0.02 |
| AZZ, Inc. (AZZ Inc) | Long | Equity-common | US | $834K | 10K | 0.01 |
| B Riley Financial, Inc. (B Riley Financial Inc) | Long | Equity-common | US | $188K | 10K | 0.00 |
| B&G Foods, Inc. (B&G Foods Inc) | Long | Equity-common | US | $170K | 20K | 0.00 |
| Badger Meter, Inc. (Badger Meter Inc) | Long | Equity-common | US | $1M | 5K | 0.02 |
| Baker Hughes Co. | Long | Equity-common | US | $11M | 288K | 0.16 |
| Balchem Corp. | Long | Equity-common | US | $2M | 11K | 0.03 |
| Baldwin Insurance Group, Inc. (Baldwin Insurance Group Inc/The) | Long | Equity-common | US | $108K | 2K | 0.00 |
| Ball Corp. | Long | Equity-common | US | $5M | 76K | 0.07 |
| Banc of California, Inc. (Banc of California Inc) | Long | Equity-common | US | $651K | 47K | 0.01 |
| BancFirst Corp. | Long | Equity-common | US | $1M | 11K | 0.02 |
| Bancorp, Inc. (Bancorp Inc/The) | Long | Equity-common | US | $2M | 33K | 0.02 |
| Bank of America Corp. | Long | Equity-common | US | $24M | 593K | 0.34 |
| Bank of Hawaii Corp. | Long | Equity-common | US | $961K | 14K | 0.01 |
| Bank of Marin Bancorp | Long | Equity-common | US | $87K | 4K | 0.00 |
| Bank of New York Mellon Corp. (Bank of New York Mellon Corp/The) | Long | Equity-common | US | $7M | 112K | 0.10 |
| Bank of NT Butterfield & Son Ltd. (Bank of NT Butterfield & Son Ltd/The) | Long | Equity-common | BM | $771K | 20K | 0.01 |
| Bank OZK | Long | Equity-common | US | $2M | 42K | 0.03 |
| BankFinancial Corp. | Long | Equity-common | US | $18K | 2K | 0.00 |
| BankUnited, Inc. (BankUnited Inc) | Long | Equity-common | US | $798K | 21K | 0.01 |
| Bankwell Financial Group, Inc. (Bankwell Financial Group Inc) | Long | Equity-common | US | $13K | 459 | 0.00 |
| Banner Corp. | Long | Equity-common | US | $2M | 27K | 0.02 |
| Bar Harbor Bankshares | Long | Equity-common | US | $177K | 6K | 0.00 |
| Barnes Group, Inc. (Barnes Group Inc) | Long | Equity-common | US | $774K | 19K | 0.01 |
| Barrett Business Services, Inc. (Barrett Business Services Inc) | Long | Equity-common | US | $612K | 17K | 0.01 |
| Bassett Furniture Industries, Inc. (Bassett Furniture Industries Inc) | Long | Equity-common | US | $13K | 1K | 0.00 |
| Bath & Body Works, Inc. (Bath & Body Works Inc) | Long | Equity-common | US | $2M | 65K | 0.03 |
| BCB Bancorp, Inc. (BCB Bancorp Inc) | Long | Equity-common | US | $138K | 11K | 0.00 |
| Beacon Roofing Supply, Inc. (Beacon Roofing Supply Inc) | Long | Equity-common | US | $4M | 40K | 0.06 |
| Beazer Homes USA, Inc. (Beazer Homes USA Inc) | Long | Equity-common | US | $569K | 17K | 0.01 |
| Becton Dickinson & Co. | Long | Equity-common | US | $5M | 20K | 0.07 |
| Bel Fuse, Inc. (Bel Fuse Inc) | Long | Equity-common | US | $153K | 2K | 0.00 |
| Belden, Inc. (Belden Inc) | Long | Equity-common | US | $815K | 9K | 0.01 |
| BellRing Brands, Inc. (BellRing Brands Inc) | Long | Equity-common | US | $2M | 46K | 0.03 |
| Benchmark Electronics, Inc. (Benchmark Electronics Inc) | Long | Equity-common | US | $741K | 15K | 0.01 |
| Bentley Systems, Inc. (Bentley Systems Inc) | Long | Equity-common | US | $2M | 40K | 0.03 |
| Berkshire Hills Bancorp, Inc. (Berkshire Hills Bancorp Inc) | Long | Equity-common | US | $366K | 13K | 0.01 |
| Berry Global Group, Inc. (Berry Global Group Inc) | Long | Equity-common | US | $4M | 68K | 0.06 |
| Best Buy Co., Inc. (Best Buy Co Inc) | Long | Equity-common | US | $8M | 92K | 0.11 |
| BGC Group, Inc. (BGC Group Inc) | Long | Equity-common | US | $1M | 123K | 0.02 |
| BGSF, Inc. (BGSF Inc) | Long | Equity-common | US | $18K | 2K | 0.00 |
| Big Lots, Inc. (Big Lots Inc) | Long | Equity-common | US | $9K | 9K | 0.00 |
| Biglari Holdings, Inc. (Biglari Holdings Inc) | Long | Equity-common | US | $48K | 237 | 0.00 |
| Biglari Holdings, Inc. (Biglari Holdings Inc) | Long | Equity-common | US | $9K | 9 | 0.00 |
| Bill Holdings, Inc. (BILL Holdings Inc) | Long | Equity-common | US | $1M | 21K | 0.01 |
| Bio-Rad Laboratories, Inc. (Bio-Rad Laboratories Inc) | Long | Equity-common | US | $2M | 6K | 0.03 |
| Bio-Techne Corp. | Long | Equity-common | US | $3M | 39K | 0.04 |
| Bioceres Crop Solutions Corp. | Long | Equity-common | KY | $32K | 3K | 0.00 |
| Biogen, Inc. (Biogen Inc) | Long | Equity-common | US | $6M | 29K | 0.09 |
| BioLife Solutions, Inc. (BioLife Solutions Inc) | Long | Equity-common | US | $79K | 3K | 0.00 |
| BioMarin Pharmaceutical, Inc. (BioMarin Pharmaceutical Inc) | Long | Equity-common | US | $3M | 38K | 0.05 |
| Biote Corp. | Long | Equity-common | US | $106K | 13K | 0.00 |
| BJ's Restaurants, Inc. (BJ's Restaurants Inc) | Long | Equity-common | US | $161K | 5K | 0.00 |
| BJ's Wholesale Club Holdings, Inc. (BJ's Wholesale Club Holdings Inc) | Long | Equity-common | US | $4M | 45K | 0.06 |
| Blackbaud, Inc. (Blackbaud Inc) | Long | Equity-common | US | $1M | 17K | 0.02 |
| BlackLine, Inc. (BlackLine Inc) | Long | Equity-common | US | $521K | 11K | 0.01 |
| BlackRock, Inc. (BlackRock Inc) | Long | Equity-common | US | $14M | 16K | 0.19 |
| Blackstone, Inc. (Blackstone Inc) | Long | Equity-common | US | $10M | 74K | 0.15 |
| Block, Inc. (Block Inc) | Long | Equity-common | US | $7M | 106K | 0.09 |
| Bloomin' Brands, Inc. (Bloomin' Brands Inc) | Long | Equity-common | US | $366K | 18K | 0.01 |
| Blue Bird Corp. | Long | Equity-common | US | $383K | 7K | 0.01 |
| BlueLinx Holdings, Inc. (BlueLinx Holdings Inc) | Long | Equity-common | US | $687K | 6K | 0.01 |
| Boise Cascade Co. | Long | Equity-common | US | $3M | 20K | 0.04 |
| BOK Financial Corp. | Long | Equity-common | US | $2M | 21K | 0.03 |
| Booking Holdings, Inc. (Booking Holdings Inc) | Long | Equity-common | US | $26M | 7K | 0.37 |
| Boot Barn Holdings, Inc. (Boot Barn Holdings Inc) | Long | Equity-common | US | $1M | 11K | 0.02 |
| Booz Allen Hamilton Holding Corp. | Long | Equity-common | US | $7M | 49K | 0.10 |
| BorgWarner, Inc. (BorgWarner Inc) | Long | Equity-common | US | $3M | 79K | 0.04 |
| Boston Beer Co., Inc. (Boston Beer Co Inc/The) | Long | Equity-common | US | $488K | 2K | 0.01 |
| Boston Omaha Corp. | Long | Equity-common | US | $186K | 13K | 0.00 |
| Boston Scientific Corp. | Long | Equity-common | US | $9M | 123K | 0.13 |
| Bowman Consulting Group Ltd. | Long | Equity-common | US | $41K | 1K | 0.00 |
| Box, Inc. (Box Inc) | Long | Equity-common | US | $1M | 44K | 0.02 |
| Brady Corp. | Long | Equity-common | US | $397K | 6K | 0.01 |
| Bread Financial Holdings, Inc. (Bread Financial Holdings Inc) | Long | Equity-common | US | $1M | 21K | 0.02 |
| Bridgewater Bancshares, Inc. (Bridgewater Bancshares Inc) | Long | Equity-common | US | $88K | 6K | 0.00 |
| Bright Horizons Family Solutions, Inc. (Bright Horizons Family Solutions Inc) | Long | Equity-common | US | $1M | 12K | 0.02 |
| Brighthouse Financial, Inc. (Brighthouse Financial Inc) | Long | Equity-common | US | $2M | 35K | 0.02 |
| Brightsphere Investment Group, Inc. (Brightsphere Investment Group Inc) | Long | Equity-common | US | $356K | 14K | 0.01 |
| BrightView Holdings, Inc. (BrightView Holdings Inc) | Long | Equity-common | US | $353K | 25K | 0.00 |
| Brink's Co. (Brink's Co/The) | Long | Equity-common | US | $2M | 14K | 0.02 |
| Bristol-Myers Squibb Co. | Long | Equity-common | US | $26M | 553K | 0.37 |
| Bristow Group, Inc. (Bristow Group Inc) | Long | Equity-common | US | $451K | 12K | 0.01 |
| Broadcom, Inc. (Broadcom Inc) | Long | Equity-common | US | $97M | 605K | 1.37 |
| Broadridge Financial Solutions, Inc. (Broadridge Financial Solutions Inc) | Long | Equity-common | US | $6M | 27K | 0.08 |
| Brookdale Senior Living, Inc. (Brookdale Senior Living Inc) | Long | Equity-common | US | $59K | 8K | 0.00 |
| Brookfield Asset Management Ltd. | Long | Equity-common | CA | $429K | 10K | 0.01 |
| Brookfield Renewable Corp. | Long | Equity-common | CA | $2M | 79K | 0.03 |
| Brookline Bancorp, Inc. (Brookline Bancorp Inc) | Long | Equity-common | US | $574K | 55K | 0.01 |
| Brown & Brown, Inc. (Brown & Brown Inc) | Long | Equity-common | US | $4M | 38K | 0.05 |
| Brown-Forman Corp. | Long | Equity-common | US | $2M | 47K | 0.03 |
| Brown-Forman Corp. | Long | Equity-common | US | $514K | 11K | 0.01 |
| Bruker Corp. | Long | Equity-common | US | $3M | 46K | 0.04 |
| Brunswick Corp. (Brunswick Corp/DE) | Long | Equity-common | US | $2M | 26K | 0.03 |
| Buckle, Inc. (Buckle Inc/The) | Long | Equity-common | US | $1M | 27K | 0.02 |
| Build-A-Bear Workshop, Inc. (Build-A-Bear Workshop Inc) | Long | Equity-common | US | $54K | 2K | 0.00 |
| Builders FirstSource, Inc. (Builders FirstSource Inc) | Long | Equity-common | US | $13M | 77K | 0.18 |
| Bumble, Inc. (Bumble Inc) | Long | Equity-common | US | $290K | 31K | 0.00 |
| Burlington Stores, Inc. (Burlington Stores Inc) | Long | Equity-common | US | $3M | 13K | 0.05 |
| Business First Bancshares, Inc. (Business First Bancshares Inc) | Long | Equity-common | US | $85K | 3K | 0.00 |
| BWX Technologies, Inc. (BWX Technologies Inc) | Long | Equity-common | US | $3M | 32K | 0.04 |
| Byline Bancorp, Inc. (Byline Bancorp Inc) | Long | Equity-common | US | $409K | 15K | 0.01 |
| C&F Financial Corp. | Long | Equity-common | US | $12K | 202 | 0.00 |
| Cable One, Inc. (Cable One Inc) | Long | Equity-common | US | $279K | 674 | 0.00 |
| CACI International, Inc. (CACI International Inc) | Long | Equity-common | US | $5M | 12K | 0.07 |
| Cactus, Inc. (Cactus Inc) | Long | Equity-common | US | $1M | 18K | 0.02 |
| Cadence Bank | Long | Equity-common | US | $2M | 67K | 0.03 |
| Cadence Design Systems, Inc. (Cadence Design Systems Inc) | Long | Equity-common | US | $8M | 29K | 0.11 |
| Cadre Holdings, Inc. (Cadre Holdings Inc) | Long | Equity-common | US | $66K | 2K | 0.00 |
| Calavo Growers, Inc. (Calavo Growers Inc) | Long | Equity-common | US | $162K | 7K | 0.00 |
| Caleres, Inc. (Caleres Inc) | Long | Equity-common | US | $1M | 28K | 0.02 |
| California BanCorp | Long | Equity-common | US | $20K | 785 | 0.00 |
| California Water Service Group | Long | Equity-common | US | $1M | 25K | 0.02 |
| Calix, Inc. (Calix Inc) | Long | Equity-common | US | $700K | 17K | 0.01 |
| Cambium Networks Corp. | Long | Equity-common | KY | $16K | 8K | 0.00 |
| Camden National Corp. | Long | Equity-common | US | $235K | 6K | 0.00 |
| Campbell Soup Co. | Long | Equity-common | US | $1M | 28K | 0.02 |
| Camping World Holdings, Inc. (Camping World Holdings Inc) | Long | Equity-common | US | $380K | 17K | 0.01 |
| Capital Bancorp, Inc. (Capital Bancorp Inc) | Long | Equity-common | US | $17K | 666 | 0.00 |
| Capital City Bank Group, Inc. (Capital City Bank Group Inc) | Long | Equity-common | US | $258K | 7K | 0.00 |
| Capital One Financial Corp. | Long | Equity-common | US | $9M | 62K | 0.13 |
| Capitol Federal Financial, Inc. (Capitol Federal Financial Inc) | Long | Equity-common | US | $438K | 69K | 0.01 |
| Capri Holdings Ltd. | Long | Equity-common | VG | $1M | 44K | 0.02 |
| Cardinal Health, Inc. (Cardinal Health Inc) | Long | Equity-common | US | $7M | 69K | 0.10 |
| Cardlytics, Inc. (Cardlytics Inc) | Long | Equity-common | US | $72K | 9K | 0.00 |
| CareDx, Inc. (CareDx Inc) | Long | Equity-common | US | $137K | 7K | 0.00 |
| Cargurus, Inc. (Cargurus Inc) | Long | Equity-common | US | $613K | 25K | 0.01 |
| Caribou Biosciences, Inc. (Caribou Biosciences Inc) | Long | Equity-common | US | $22K | 9K | 0.00 |
| Carlisle Cos., Inc. (Carlisle Cos Inc) | Long | Equity-common | US | $5M | 12K | 0.07 |
| Carlyle Group, Inc. (Carlyle Group Inc/The) | Long | Equity-common | US | $4M | 80K | 0.06 |
| CarMax, Inc. (CarMax Inc) | Long | Equity-common | US | $6M | 67K | 0.08 |
| CarParts.com, Inc. (CarParts.com Inc) | Long | Equity-common | US | $14K | 14K | 0.00 |
| Carpenter Technology Corp. | Long | Equity-common | US | $2M | 16K | 0.03 |
| Carriage Services, Inc. (Carriage Services Inc) | Long | Equity-common | US | $286K | 9K | 0.00 |
| Carrier Global Corp. | Long | Equity-common | US | $13M | 193K | 0.18 |
| Cars.com, Inc. (Cars.com Inc) | Long | Equity-common | US | $786K | 38K | 0.01 |
| Carter's, Inc. (Carter's Inc) | Long | Equity-common | US | $1M | 19K | 0.02 |
| Carvana Co. | Long | Equity-common | US | $2M | 19K | 0.04 |
| Casey's General Stores, Inc. (Casey's General Stores Inc) | Long | Equity-common | US | $6M | 16K | 0.09 |
| Cass Information Systems, Inc. (Cass Information Systems Inc) | Long | Equity-common | US | $158K | 4K | 0.00 |
| Castle Biosciences, Inc. (Castle Biosciences Inc) | Long | Equity-common | US | $328K | 14K | 0.00 |
| Caterpillar, Inc. (Caterpillar Inc) | Long | Equity-common | US | $33M | 96K | 0.47 |
| Cathay General Bancorp | Long | Equity-common | US | $1M | 31K | 0.02 |
| Cato Corp. (Cato Corp/The) | Long | Equity-common | US | $40K | 8K | 0.00 |
| Cavco Industries, Inc. (Cavco Industries Inc) | Long | Equity-common | US | $2M | 4K | 0.02 |
| CBIZ, Inc. (CBIZ Inc) | Long | Equity-common | US | $1M | 19K | 0.02 |
| Cboe Global Markets, Inc. (Cboe Global Markets Inc) | Long | Equity-common | US | $4M | 20K | 0.05 |
| CBRE Group, Inc. (CBRE Group Inc) | Long | Equity-common | US | $7M | 65K | 0.10 |
| CCC Intelligent Solutions Holdings, Inc. (CCC Intelligent Solutions Holdings Inc) | Long | Equity-common | US | $704K | 69K | 0.01 |
| CDW Corp. (CDW Corp/DE) | Long | Equity-common | US | $7M | 31K | 0.09 |
| CECO Environmental Corp. | Long | Equity-common | US | $304K | 10K | 0.00 |
| Celanese Corp. | Long | Equity-common | US | $2M | 17K | 0.03 |
| Celsius Holdings, Inc. (Celsius Holdings Inc) | Long | Equity-common | US | $1M | 31K | 0.02 |
| Cencora, Inc. (Cencora Inc) | Long | Equity-common | US | $12M | 50K | 0.17 |
| Centene Corp. | Long | Equity-common | US | $12M | 152K | 0.16 |
| Central Garden & Pet Co. | Long | Equity-common | US | $185K | 5K | 0.00 |
| Central Garden & Pet Co. | Long | Equity-common | US | $103K | 3K | 0.00 |
| Central Pacific Financial Corp. | Long | Equity-common | US | $225K | 9K | 0.00 |
| Centrus Energy Corp. | Long | Equity-common | US | $295K | 7K | 0.00 |
| Century Communities, Inc. (Century Communities Inc) | Long | Equity-common | US | $3M | 27K | 0.04 |
| Cerence, Inc. (Cerence Inc) | Long | Equity-common | US | $67K | 21K | 0.00 |
| Certara, Inc. (Certara Inc) | Long | Equity-common | US | $723K | 46K | 0.01 |
| CF Bankshares, Inc. (CF Bankshares Inc) | Long | Equity-common | US | $22K | 1K | 0.00 |
| CH Robinson Worldwide, Inc. (CH Robinson Worldwide Inc) | Long | Equity-common | US | $5M | 53K | 0.07 |
| ChampionX Corp. | Long | Equity-common | US | $3M | 86K | 0.04 |
| Charles River Laboratories International, Inc. (Charles River Laboratories International Inc) | Long | Equity-common | US | $512K | 2K | 0.01 |
| Charles Schwab Corp. (Charles Schwab Corp/The) | Long | Equity-common | US | $12M | 176K | 0.16 |
| Chart Industries, Inc. (Chart Industries Inc) | Long | Equity-common | US | $1M | 8K | 0.02 |
| Charter Communications, Inc. (Charter Communications Inc) | Long | Equity-common | US | $3M | 9K | 0.05 |
| Cheesecake Factory, Inc. (Cheesecake Factory Inc/The) | Long | Equity-common | US | $626K | 16K | 0.01 |
| Chefs' Warehouse, Inc. (Chefs' Warehouse Inc/The) | Long | Equity-common | US | $642K | 15K | 0.01 |
| Chegg, Inc. (Chegg Inc) | Long | Equity-common | US | $332K | 97K | 0.00 |
| Chemed Corp. | Long | Equity-common | US | $1M | 2K | 0.02 |
| Chemung Financial Corp. | Long | Equity-common | US | $44K | 900 | 0.00 |
| Cheniere Energy, Inc. (Cheniere Energy Inc) | Long | Equity-common | US | $3M | 18K | 0.05 |
| Chesapeake Utilities Corp. | Long | Equity-common | US | $459K | 4K | 0.01 |
| Chewy, Inc. (Chewy Inc) | Long | Equity-common | US | $310K | 13K | 0.00 |
| Children's Place, Inc. (Children's Place Inc/The) | Long | Equity-common | US | $633.42 | 81 | 0.00 |
| Chinook Therapeutics, Inc. (CONTRA CHINOOK THERAPE) | Derivative-equity | US | $14K | 11K | 0.00 | |
| Chipotle Mexican Grill, Inc. (Chipotle Mexican Grill Inc) | Long | Equity-common | US | $7M | 125K | 0.10 |
| Choice Hotels International, Inc. (Choice Hotels International Inc) | Long | Equity-common | US | $430K | 3K | 0.01 |
| Chubb Ltd. | Long | Equity-common | CH | $18M | 67K | 0.26 |
| Church & Dwight Co., Inc. (Church & Dwight Co Inc) | Long | Equity-common | US | $4M | 44K | 0.06 |
| Chuy's Holdings, Inc. (Chuy's Holdings Inc) | Long | Equity-common | US | $223K | 6K | 0.00 |
| Ciena Corp. | Long | Equity-common | US | $2M | 47K | 0.03 |
| Cigna Group (Cigna Group/The) | Long | Equity-common | US | $24M | 69K | 0.34 |
| Cimpress PLC | Long | Equity-common | IE | $563K | 6K | 0.01 |
| Cincinnati Financial Corp. | Long | Equity-common | US | $4M | 32K | 0.06 |
| Cinemark Holdings, Inc. (Cinemark Holdings Inc) | Long | Equity-common | US | $318K | 13K | 0.00 |
| Cintas Corp. | Long | Equity-common | US | $6M | 8K | 0.09 |
| Cirrus Logic, Inc. (Cirrus Logic Inc) | Long | Equity-common | US | $2M | 16K | 0.03 |
| Cisco Systems, Inc. (Cisco Systems Inc) | Long | Equity-common | US | $26M | 539K | 0.37 |
| Citi Trends, Inc. (Citi Trends Inc) | Long | Equity-common | US | $92K | 5K | 0.00 |
| Citigroup, Inc. (Citigroup Inc) | Long | Equity-common | US | $9M | 141K | 0.13 |
| Citizens & Northern Corp. | Long | Equity-common | US | $231K | 11K | 0.00 |
| Citizens Financial Group, Inc. (Citizens Financial Group Inc) | Long | Equity-common | US | $4M | 100K | 0.06 |
| Citizens, Inc. (Citizens Inc/TX) | Long | Equity-common | US | $12K | 5K | 0.00 |
| City Holding Co. | Long | Equity-common | US | $803K | 7K | 0.01 |
| Civeo Corp. | Long | Equity-common | CA | $104K | 4K | 0.00 |
| Civista Bancshares, Inc. (Civista Bancshares Inc) | Long | Equity-common | US | $37K | 2K | 0.00 |
| Clarivate PLC | Long | Equity-common | JE | $2M | 317K | 0.03 |
| Clean Energy Fuels Corp. | Long | Equity-common | US | $123K | 43K | 0.00 |
| Clean Harbors, Inc. (Clean Harbors Inc) | Long | Equity-common | US | $2M | 7K | 0.02 |
| Clear Secure, Inc. (Clear Secure Inc) | Long | Equity-common | US | $76K | 4K | 0.00 |
| Clearfield, Inc. (Clearfield Inc) | Long | Equity-common | US | $126K | 3K | 0.00 |
| Clearwater Paper Corp. | Long | Equity-common | US | $96K | 2K | 0.00 |
| Clearway Energy, Inc. (Clearway Energy Inc) | Long | Equity-common | US | $280K | 10K | 0.00 |
| Climb Global Solutions, Inc. (Climb Global Solutions Inc) | Long | Equity-common | US | $17K | 233 | 0.00 |
| Clorox Co. (Clorox Co/The) | Long | Equity-common | US | $2M | 18K | 0.03 |
| Cloudflare, Inc. (Cloudflare Inc) | Long | Equity-common | US | $96K | 1K | 0.00 |
| CME Group, Inc. (CME Group Inc) | Long | Equity-common | US | $3M | 15K | 0.04 |
| CNB Financial Corp. (CNB Financial Corp/PA) | Long | Equity-common | US | $254K | 10K | 0.00 |
| CNO Financial Group, Inc. (CNO Financial Group Inc) | Long | Equity-common | US | $369K | 11K | 0.01 |
| Coastal Financial Corp. (Coastal Financial Corp/WA) | Long | Equity-common | US | $191K | 4K | 0.00 |
| Coca-Cola Co. (Coca-Cola Co/The) | Long | Equity-common | US | $39M | 581K | 0.55 |
| Coca-Cola Consolidated, Inc. (Coca-Cola Consolidated Inc) | Long | Equity-common | US | $4M | 3K | 0.05 |
| Coeur Mining, Inc. (Coeur Mining Inc) | Long | Equity-common | US | $296K | 46K | 0.00 |
| Cognex Corp. | Long | Equity-common | US | $1M | 25K | 0.02 |
| Cognizant Technology Solutions Corp. | Long | Equity-common | US | $7M | 98K | 0.10 |
| Cohen & Steers, Inc. (Cohen & Steers Inc) | Long | Equity-common | US | $1M | 15K | 0.02 |
| Cohu, Inc. (Cohu Inc) | Long | Equity-common | US | $696K | 22K | 0.01 |
| Coinbase Global, Inc. (Coinbase Global Inc) | Long | Equity-common | US | $4M | 18K | 0.06 |
| Colgate-Palmolive Co. | Long | Equity-common | US | $10M | 96K | 0.13 |
| Colony Bankcorp, Inc. (Colony Bankcorp Inc) | Long | Equity-common | US | $15K | 989 | 0.00 |
| Columbia Banking System, Inc. (Columbia Banking System Inc) | Long | Equity-common | US | $270K | 10K | 0.00 |
| Columbia Financial, Inc. (Columbia Financial Inc) | Long | Equity-common | US | $814K | 45K | 0.01 |
| Columbia Sportswear Co. | Long | Equity-common | US | $2M | 28K | 0.03 |
| Columbus McKinnon Corp. (Columbus McKinnon Corp/NY) | Long | Equity-common | US | $579K | 15K | 0.01 |
| Comcast Corp. | Long | Equity-common | US | $30M | 734K | 0.43 |
| Comerica, Inc. (Comerica Inc) | Long | Equity-common | US | $476K | 9K | 0.01 |
| Comfort Systems USA, Inc. (Comfort Systems USA Inc) | Long | Equity-common | US | $5M | 15K | 0.07 |
| Commerce Bancshares, Inc. (Commerce Bancshares Inc/MO) | Long | Equity-common | US | $2M | 34K | 0.03 |
| Commercial Metals Co. | Long | Equity-common | US | $3M | 49K | 0.04 |
| Commercial Vehicle Group, Inc. (Commercial Vehicle Group Inc) | Long | Equity-common | US | $27K | 5K | 0.00 |
| Community Financial System, Inc. (Community Financial System Inc) | Long | Equity-common | US | $958K | 16K | 0.01 |
| Community Health Systems, Inc. (Community Health Systems Inc) | Long | Equity-common | US | $33K | 6K | 0.00 |
| Community Trust Bancorp, Inc. (Community Trust Bancorp Inc) | Long | Equity-common | US | $477K | 9K | 0.01 |
| Community West Bancshares | Long | Equity-common | US | $54K | 3K | 0.00 |
| CommVault Systems, Inc. (CommVault Systems Inc) | Long | Equity-common | US | $780K | 5K | 0.01 |
| Compass Minerals International, Inc. (Compass Minerals International Inc) | Long | Equity-common | US | $246K | 18K | 0.00 |
| Comtech Telecommunications Corp. | Long | Equity-common | US | $36K | 11K | 0.00 |
| Concentrix Corp. | Long | Equity-common | US | $1M | 17K | 0.02 |
| Conduent, Inc. (Conduent Inc) | Long | Equity-common | US | $518K | 127K | 0.01 |
| CONMED Corp. | Long | Equity-common | US | $561K | 8K | 0.01 |
| ConnectOne Bancorp, Inc. (ConnectOne Bancorp Inc) | Long | Equity-common | US | $352K | 15K | 0.00 |
| Consensus Cloud Solutions, Inc. (Consensus Cloud Solutions Inc) | Long | Equity-common | US | $118K | 6K | 0.00 |
| Consolidated Communications Holdings, Inc. (Consolidated Communications Holdings Inc) | Long | Equity-common | US | $20K | 4K | 0.00 |
| Consolidated Edison, Inc. (Consolidated Edison Inc) | Long | Equity-common | US | $5M | 55K | 0.07 |
| Consolidated Water Co. Ltd. (Consolidated Water Co Ltd) | Long | Equity-common | KY | $86K | 3K | 0.00 |
| Constellation Brands, Inc. (Constellation Brands Inc) | Long | Equity-common | US | $8M | 31K | 0.11 |
| Construction Partners, Inc. (Construction Partners Inc) | Long | Equity-common | US | $864K | 13K | 0.01 |
| Consumer Portfolio Services, Inc. (Consumer Portfolio Services Inc) | Long | Equity-common | US | $25K | 3K | 0.00 |
| Cooper Cos., Inc. (Cooper Cos Inc/The) | Long | Equity-common | US | $2M | 26K | 0.03 |
| Copa Holdings SA | Long | Equity-common | PA | $149K | 2K | 0.00 |
| Copart, Inc. (Copart Inc) | Long | Equity-common | US | $6M | 109K | 0.08 |
| Corcept Therapeutics, Inc. (Corcept Therapeutics Inc) | Long | Equity-common | US | $66K | 2K | 0.00 |
| Core & Main, Inc. (Core & Main Inc) | Long | Equity-common | US | $3M | 52K | 0.04 |
| Core Laboratories, Inc. (Core Laboratories Inc) | Long | Equity-common | US | $540K | 22K | 0.01 |
| Corebridge Financial, Inc. (Corebridge Financial Inc) | Long | Equity-common | US | $5M | 177K | 0.07 |
| Corpay, Inc. (Corpay Inc) | Long | Equity-common | US | $2M | 7K | 0.03 |
| Corsair Gaming, Inc. (Corsair Gaming Inc) | Long | Equity-common | US | $155K | 19K | 0.00 |
| Corteva, Inc. (Corteva Inc) | Long | Equity-common | US | $7M | 118K | 0.09 |
| CorVel Corp. | Long | Equity-common | US | $2M | 8K | 0.03 |
| CoStar Group, Inc. (CoStar Group Inc) | Long | Equity-common | US | $6M | 71K | 0.08 |
| Costco Wholesale Corp. | Long | Equity-common | US | $61M | 74K | 0.85 |
| Coty, Inc. (Coty Inc) | Long | Equity-common | US | $3M | 336K | 0.05 |
| Coursera, Inc. (Coursera Inc) | Long | Equity-common | US | $922K | 99K | 0.01 |
| Covenant Logistics Group, Inc. (Covenant Logistics Group Inc) | Long | Equity-common | US | $222K | 4K | 0.00 |
| CRA International, Inc. (CRA International Inc) | Long | Equity-common | US | $748K | 4K | 0.01 |
| Cracker Barrel Old Country Store, Inc. (Cracker Barrel Old Country Store Inc) | Long | Equity-common | US | $87K | 2K | 0.00 |
| Crane Co. | Long | Equity-common | US | $3M | 20K | 0.04 |
| Crawford & Co. | Long | Equity-common | US | $310K | 34K | 0.00 |
| Crawford & Co. | Long | Equity-common | US | $24K | 2K | 0.00 |
| Credit Acceptance Corp. | Long | Equity-common | US | $3M | 5K | 0.04 |
| Credo Technology Group Holding Ltd. | Long | Equity-common | KY | $668K | 24K | 0.01 |
| CRISPR Therapeutics AG | Long | Equity-common | CH | $1M | 26K | 0.02 |
| Crocs, Inc. (Crocs Inc) | Long | Equity-common | US | $3M | 21K | 0.04 |
| Cross Country Healthcare, Inc. (Cross Country Healthcare Inc) | Long | Equity-common | US | $424K | 23K | 0.01 |
| CrossFirst Bankshares, Inc. (CrossFirst Bankshares Inc) | Long | Equity-common | US | $436K | 24K | 0.01 |
| Crowdstrike Holdings, Inc. (Crowdstrike Holdings Inc) | Long | Equity-common | US | $1M | 6K | 0.02 |
| Crown Crafts, Inc. (Crown Crafts Inc) | Long | Equity-common | US | $8K | 2K | 0.00 |
| Crown Holdings, Inc. (Crown Holdings Inc) | Long | Equity-common | US | $5M | 60K | 0.08 |
| CryoPort, Inc. (CryoPort Inc) | Long | Equity-common | US | $175K | 19K | 0.00 |
| CS Disco, Inc. (CS Disco Inc) | Long | Equity-common | US | $47K | 8K | 0.00 |
| CSG Systems International, Inc. (CSG Systems International Inc) | Long | Equity-common | US | $645K | 14K | 0.01 |
| CSW Industrials, Inc. (CSW Industrials Inc) | Long | Equity-common | US | $865K | 3K | 0.01 |
| CSX Corp. | Long | Equity-common | US | $5M | 136K | 0.07 |
| Cue Biopharma, Inc. (Cue Biopharma Inc) | Long | Equity-common | US | $6K | 7K | 0.00 |
| Cullen/Frost Bankers, Inc. (Cullen/Frost Bankers Inc) | Long | Equity-common | US | $2M | 18K | 0.03 |
| Cullinan Therapeutics, Inc. (Cullinan Therapeutics Inc) | Long | Equity-common | US | $102K | 5K | 0.00 |
| Culp, Inc. (Culp Inc) | Long | Equity-common | US | $2K | 400 | 0.00 |
| Cummins, Inc. (Cummins Inc) | Long | Equity-common | US | $9M | 31K | 0.13 |
| Curtiss-Wright Corp. | Long | Equity-common | US | $4M | 15K | 0.06 |
| Cushman & Wakefield PLC | Long | Equity-common | GB | $1M | 93K | 0.02 |
| Customers Bancorp, Inc. (Customers Bancorp Inc) | Long | Equity-common | US | $977K | 15K | 0.01 |
| CVB Financial Corp. | Long | Equity-common | US | $725K | 38K | 0.01 |
| CVR Energy, Inc. (CVR Energy Inc) | Long | Equity-common | US | $2M | 59K | 0.02 |
| CVS Health Corp. | Long | Equity-common | US | $15M | 250K | 0.21 |
| Daily Journal Corp. | Long | Equity-common | US | $228K | 490 | 0.00 |
| Daktronics, Inc. (Daktronics Inc) | Long | Equity-common | US | $415K | 28K | 0.01 |
| Dana, Inc. (Dana Inc) | Long | Equity-common | US | $504K | 40K | 0.01 |
| Danaher Corp. | Long | Equity-common | US | $19M | 69K | 0.27 |
| Datadog, Inc. (Datadog Inc) | Long | Equity-common | US | $1M | 13K | 0.02 |
| Dave & Buster's Entertainment, Inc. (Dave & Buster's Entertainment Inc) | Long | Equity-common | US | $397K | 11K | 0.01 |
| DaVita, Inc. (DaVita Inc) | Long | Equity-common | US | $3M | 23K | 0.04 |
| Dayforce, Inc. (Dayforce Inc) | Long | Equity-common | US | $3M | 46K | 0.04 |
| Deckers Outdoor Corp. | Long | Equity-common | US | $11M | 12K | 0.15 |
| Deere & Co. | Long | Equity-common | US | $20M | 54K | 0.28 |
| Definitive Healthcare Corp. | Long | Equity-common | US | $151K | 39K | 0.00 |
| Delek U.S. Holdings, Inc. (Delek US Holdings Inc) | Long | Equity-common | US | $869K | 37K | 0.01 |
| Dell Technologies, Inc. (Dell Technologies Inc) | Long | Equity-common | US | $4M | 38K | 0.06 |
| Deluxe Corp. | Long | Equity-common | US | $353K | 14K | 0.00 |
| Denali Therapeutics, Inc. (Denali Therapeutics Inc) | Long | Equity-common | US | $104K | 4K | 0.00 |
| Denny's Corp. | Long | Equity-common | US | $50K | 7K | 0.00 |
| Dentsply Sirona, Inc. (DENTSPLY SIRONA Inc) | Long | Equity-common | US | $2M | 62K | 0.02 |
| Design Therapeutics, Inc. (Design Therapeutics Inc) | Long | Equity-common | US | $11K | 2K | 0.00 |
| Designer Brands, Inc. (Designer Brands Inc) | Long | Equity-common | US | $194K | 24K | 0.00 |
| Destination XL Group, Inc. (Destination XL Group Inc) | Long | Equity-common | US | $165K | 44K | 0.00 |
| Dexcom, Inc. (Dexcom Inc) | Long | Equity-common | US | $3M | 41K | 0.04 |
| DFA Investment Trust Co. (The DFA Investment Trust Company) | Long | Equity-common | US | $120M | 10M | 1.69 |
| DFA Short Term Investment Fund (Dimensional Holdings Inc.) | Long | Short-term investment vehicle | US | $116M | 116M | 1.63 |
| Diamond Hill Investment Group, Inc. (Diamond Hill Investment Group Inc) | Long | Equity-common | US | $279K | 2K | 0.00 |
| Dick's Sporting Goods, Inc. (Dick's Sporting Goods Inc) | Long | Equity-common | US | $6M | 28K | 0.09 |
| Diebold Nixdorf, Inc. (Diebold Nixdorf Inc) | Long | Equity-common | US | $123K | 3K | 0.00 |
| Digi International, Inc. (Digi International Inc) | Long | Equity-common | US | $777K | 28K | 0.01 |
| Digital Turbine, Inc. (Digital Turbine Inc) | Long | Equity-common | US | $13K | 5K | 0.00 |
| DigitalOcean Holdings, Inc. (DigitalOcean Holdings Inc) | Long | Equity-common | US | $207K | 6K | 0.00 |
| Dillard's, Inc. (Dillard's Inc) | Long | Equity-common | US | $2M | 5K | 0.03 |
| Dime Community Bancshares, Inc. (Dime Community Bancshares Inc) | Long | Equity-common | US | $483K | 19K | 0.01 |
| Dine Brands Global, Inc. (Dine Brands Global Inc) | Long | Equity-common | US | $101K | 3K | 0.00 |
| Discover Financial Services | Long | Equity-common | US | $13M | 92K | 0.19 |
| Distribution Solutions Group, Inc. (Distribution Solutions Group Inc) | Long | Equity-common | US | $134K | 4K | 0.00 |
| DLH Holdings Corp. | Long | Equity-common | US | $44K | 4K | 0.00 |
| DMC Global, Inc. (DMC Global Inc) | Long | Equity-common | US | $273K | 20K | 0.00 |
| DNOW, Inc. (DNOW Inc) | Long | Equity-common | US | $962K | 63K | 0.01 |
| DocuSign, Inc. (DocuSign Inc) | Long | Equity-common | US | $2M | 28K | 0.02 |
| Dolby Laboratories, Inc. (Dolby Laboratories Inc) | Long | Equity-common | US | $1M | 15K | 0.02 |
| Dollar General Corp. | Long | Equity-common | US | $4M | 35K | 0.06 |
| Dollar Tree, Inc. (Dollar Tree Inc) | Long | Equity-common | US | $6M | 56K | 0.08 |
| Domino's Pizza, Inc. (Domino's Pizza Inc) | Long | Equity-common | US | $1M | 3K | 0.02 |
| Donaldson Co., Inc. (Donaldson Co Inc) | Long | Equity-common | US | $3M | 42K | 0.04 |
| Donegal Group, Inc. (Donegal Group Inc) | Long | Equity-common | US | $271K | 18K | 0.00 |
| Donnelley Financial Solutions, Inc. (Donnelley Financial Solutions Inc) | Long | Equity-common | US | $877K | 13K | 0.01 |
| DoorDash, Inc. (DoorDash Inc) | Long | Equity-common | US | $7M | 61K | 0.09 |
| Dorman Products, Inc. (Dorman Products Inc) | Long | Equity-common | US | $800K | 8K | 0.01 |
| DoubleVerify Holdings, Inc. (DoubleVerify Holdings Inc) | Long | Equity-common | US | $924K | 44K | 0.01 |
| Douglas Dynamics, Inc. (Douglas Dynamics Inc) | Long | Equity-common | US | $281K | 10K | 0.00 |
| Dover Corp. | Long | Equity-common | US | $6M | 32K | 0.08 |
| Doximity, Inc. (Doximity Inc) | Long | Equity-common | US | $970K | 35K | 0.01 |
| DR Horton, Inc. (DR Horton Inc) | Long | Equity-common | US | $20M | 112K | 0.28 |
| DraftKings, Inc. (DraftKings Inc) | Long | Equity-common | US | $1M | 37K | 0.02 |
| Dream Finders Homes, Inc. (Dream Finders Homes Inc) | Long | Equity-common | US | $274K | 9K | 0.00 |
| Dril-Quip, Inc. (Dril-Quip Inc) | Long | Equity-common | US | $456K | 26K | 0.01 |
| Driven Brands Holdings, Inc. (Driven Brands Holdings Inc) | Long | Equity-common | US | $199K | 15K | 0.00 |
| Dropbox, Inc. (Dropbox Inc) | Long | Equity-common | US | $1M | 61K | 0.02 |
| Duckhorn Portfolio, Inc. (Duckhorn Portfolio Inc/The) | Long | Equity-common | US | $374K | 52K | 0.01 |
| Ducommun, Inc. (Ducommun Inc) | Long | Equity-common | US | $395K | 6K | 0.01 |
| Duluth Holdings, Inc. (Duluth Holdings Inc) | Long | Equity-common | US | $11K | 3K | 0.00 |
| Dun & Bradstreet Holdings, Inc. (Dun & Bradstreet Holdings Inc) | Long | Equity-common | US | $2M | 230K | 0.04 |
| DuPont de Nemours, Inc. (DuPont de Nemours Inc) | Long | Equity-common | US | $6M | 75K | 0.09 |
| DXC Technology Co. | Long | Equity-common | US | $1M | 61K | 0.02 |
| DXP Enterprises, Inc. (DXP Enterprises Inc/TX) | Long | Equity-common | US | $478K | 9K | 0.01 |
| Dycom Industries, Inc. (Dycom Industries Inc) | Long | Equity-common | US | $2M | 11K | 0.03 |
| Dynatrace, Inc. (Dynatrace Inc) | Long | Equity-common | US | $2M | 44K | 0.03 |
| Dynavax Technologies Corp. | Long | Equity-common | US | $350K | 31K | 0.00 |
| E2open Parent Holdings, Inc. (E2open Parent Holdings Inc) | Long | Equity-common | US | $252K | 54K | 0.00 |
| Eagle Bancorp, Inc. (Eagle Bancorp Inc) | Long | Equity-common | US | $394K | 18K | 0.01 |
| East West Bancorp, Inc. (East West Bancorp Inc) | Long | Equity-common | US | $3M | 37K | 0.05 |
| Eastern Bankshares, Inc. (Eastern Bankshares Inc) | Long | Equity-common | US | $741K | 45K | 0.01 |
| Eastern Co. (Eastern Co/The) | Long | Equity-common | US | $12K | 406 | 0.00 |
| Eastman Chemical Co. | Long | Equity-common | US | $159K | 2K | 0.00 |
| Eastman Kodak Co. | Long | Equity-common | US | $98K | 17K | 0.00 |
| Eaton Corp. PLC (Eaton Corp PLC) | Long | Equity-common | IE | $15M | 49K | 0.21 |
| eBay, Inc. (eBay Inc) | Long | Equity-common | US | $8M | 149K | 0.12 |
| EchoStar Corp. | Long | Equity-common | US | $435K | 22K | 0.01 |
| Ecolab, Inc. (Ecolab Inc) | Long | Equity-common | US | $7M | 31K | 0.10 |
| Edgewell Personal Care Co. | Long | Equity-common | US | $1M | 27K | 0.01 |
| Edison International | Long | Equity-common | US | $5M | 66K | 0.07 |
| Edwards Lifesciences Corp. | Long | Equity-common | US | $3M | 52K | 0.05 |
| eGain Corp. | Long | Equity-common | US | $39K | 5K | 0.00 |
| eHealth, Inc. (eHealth Inc) | Long | Equity-common | US | $58K | 11K | 0.00 |
| El Pollo Loco Holdings, Inc. (El Pollo Loco Holdings Inc) | Long | Equity-common | US | $107K | 9K | 0.00 |
| Elanco Animal Health, Inc. (Elanco Animal Health Inc) | Long | Equity-common | US | $70K | 5K | 0.00 |
| Elastic NV | Long | Equity-common | NL | $2M | 17K | 0.03 |
| Electromed, Inc. (Electromed Inc) | Long | Equity-common | US | $36K | 2K | 0.00 |
| Electronic Arts, Inc. (Electronic Arts Inc) | Long | Equity-common | US | $7M | 45K | 0.10 |
| Element Solutions, Inc. (Element Solutions Inc) | Long | Equity-common | US | $4M | 147K | 0.06 |
| Elevance Health, Inc. (Elevance Health Inc) | Long | Equity-common | US | $23M | 44K | 0.33 |
| elf Beauty, Inc. (elf Beauty Inc) | Long | Equity-common | US | $3M | 17K | 0.04 |
| Eli Lilly & Co. | Long | Equity-common | US | $61M | 76K | 0.86 |
| Eliem Therapeutics, Inc. (Eliem Therapeutics Inc) | Long | Equity-common | US | $14K | 2K | 0.00 |
| Embecta Corp. | Long | Equity-common | US | $378K | 24K | 0.01 |
| EMCOR Group, Inc. (EMCOR Group Inc) | Long | Equity-common | US | $8M | 21K | 0.11 |
| Emerald Holding, Inc. (Emerald Holding Inc) | Long | Equity-common | US | $12K | 2K | 0.00 |
| Emerson Electric Co. | Long | Equity-common | US | $6M | 54K | 0.09 |
| Employers Holdings, Inc. (Employers Holdings Inc) | Long | Equity-common | US | $932K | 19K | 0.01 |
| Enact Holdings, Inc. (Enact Holdings Inc) | Long | Equity-common | US | $117K | 3K | 0.00 |
| Encompass Health Corp. | Long | Equity-common | US | $2M | 19K | 0.03 |
| Encore Capital Group, Inc. (Encore Capital Group Inc) | Long | Equity-common | US | $725K | 14K | 0.01 |
| Energizer Holdings, Inc. (Energizer Holdings Inc) | Long | Equity-common | US | $527K | 17K | 0.01 |
| Energy Recovery, Inc. (Energy Recovery Inc) | Long | Equity-common | US | $352K | 24K | 0.00 |
| Enerpac Tool Group Corp. | Long | Equity-common | US | $796K | 20K | 0.01 |
| EnerSys | Long | Equity-common | US | $1M | 13K | 0.02 |
| Enfusion, Inc. (Enfusion Inc) | Long | Equity-common | US | $109K | 11K | 0.00 |
| Enhabit, Inc. (Enhabit Inc) | Long | Equity-common | US | $325K | 32K | 0.00 |
| Ennis, Inc. (Ennis Inc) | Long | Equity-common | US | $235K | 10K | 0.00 |
| Enova International, Inc. (Enova International Inc) | Long | Equity-common | US | $2M | 17K | 0.02 |
| Enovis Corp. | Long | Equity-common | US | $159K | 3K | 0.00 |
| Enpro, Inc. (Enpro Inc) | Long | Equity-common | US | $1M | 8K | 0.02 |
| Ensign Group, Inc. (Ensign Group Inc/The) | Long | Equity-common | US | $439K | 3K | 0.01 |
| Enstar Group Ltd. | Long | Equity-common | BM | $3M | 8K | 0.04 |
| Enterprise Bancorp, Inc. (Enterprise Bancorp Inc/MA) | Long | Equity-common | US | $156K | 5K | 0.00 |
| Enterprise Financial Services Corp. | Long | Equity-common | US | $766K | 14K | 0.01 |
| Entravision Communications Corp. | Long | Equity-common | US | $50K | 23K | 0.00 |
| Envestnet, Inc. (Envestnet Inc) | Long | Equity-common | US | $1M | 17K | 0.01 |
| Enviri Corp. | Long | Equity-common | US | $218K | 18K | 0.00 |
| Envista Holdings Corp. | Long | Equity-common | US | $1M | 82K | 0.02 |
| EPAM Systems, Inc. (EPAM Systems Inc) | Long | Equity-common | US | $2M | 9K | 0.03 |
| ePlus, Inc. (ePlus Inc) | Long | Equity-common | US | $1M | 12K | 0.02 |
| Equifax, Inc. (Equifax Inc) | Long | Equity-common | US | $11M | 38K | 0.15 |
| Equitable Holdings, Inc. (Equitable Holdings Inc) | Long | Equity-common | US | $7M | 157K | 0.10 |
| Equity Bancshares, Inc. (Equity Bancshares Inc) | Long | Equity-common | US | $312K | 8K | 0.00 |
| Erie Indemnity Co. | Long | Equity-common | US | $6M | 14K | 0.08 |
| Esab Corp. | Long | Equity-common | US | $2M | 17K | 0.02 |
| Escalade, Inc. (Escalade Inc) | Long | Equity-common | US | $16K | 1K | 0.00 |
| ESCO Technologies, Inc. (ESCO Technologies Inc) | Long | Equity-common | US | $1M | 10K | 0.02 |
| Esquire Financial Holdings, Inc. (Esquire Financial Holdings Inc) | Long | Equity-common | US | $196K | 3K | 0.00 |
| ESSA Bancorp, Inc. (ESSA Bancorp Inc) | Long | Equity-common | US | $36K | 2K | 0.00 |
| Essent Group Ltd. | Long | Equity-common | BM | $3M | 49K | 0.04 |
| Essential Utilities, Inc. (Essential Utilities Inc) | Long | Equity-common | US | $3M | 79K | 0.05 |
| Estee Lauder Cos., Inc. (Estee Lauder Cos Inc/The) | Long | Equity-common | US | $3M | 35K | 0.05 |
| Ethan Allen Interiors, Inc. (Ethan Allen Interiors Inc) | Long | Equity-common | US | $314K | 10K | 0.00 |
| Etsy, Inc. (Etsy Inc) | Long | Equity-common | US | $2M | 35K | 0.03 |
| Euronet Worldwide, Inc. (Euronet Worldwide Inc) | Long | Equity-common | US | $809K | 8K | 0.01 |
| Eventbrite, Inc. (Eventbrite Inc) | Long | Equity-common | US | $116K | 24K | 0.00 |
| EverCommerce, Inc. (EverCommerce Inc) | Long | Equity-common | US | $112K | 9K | 0.00 |
| Evercore, Inc. (Evercore Inc) | Long | Equity-common | US | $5M | 21K | 0.07 |
| Everest Group Ltd. | Long | Equity-common | BM | $7M | 17K | 0.10 |
| Everi Holdings, Inc. (Everi Holdings Inc) | Long | Equity-common | US | $191K | 15K | 0.00 |
| Eversource Energy | Long | Equity-common | US | $5M | 73K | 0.07 |
| EVERTEC, Inc. (EVERTEC Inc) | Long | Equity-common | PR | $187K | 5K | 0.00 |
| EVI Industries, Inc. (EVI Industries Inc) | Long | Equity-common | US | $11K | 546 | 0.00 |
| Evolent Health, Inc. (Evolent Health Inc) | Long | Equity-common | US | $1M | 44K | 0.01 |
| EW Scripps Co. (EW Scripps Co/The) | Long | Equity-common | US | $123K | 33K | 0.00 |
| Exact Sciences Corp. | Long | Equity-common | US | $1M | 29K | 0.02 |
| Excelerate Energy, Inc. (Excelerate Energy Inc) | Long | Equity-common | US | $88K | 4K | 0.00 |
| Exelixis, Inc. (Exelixis Inc) | Long | Equity-common | US | $290K | 12K | 0.00 |
| Exelon Corp. | Long | Equity-common | US | $3M | 73K | 0.04 |
| ExlService Holdings, Inc. (ExlService Holdings Inc) | Long | Equity-common | US | $2M | 47K | 0.02 |
| Expedia Group, Inc. (Expedia Group Inc) | Long | Equity-common | US | $6M | 46K | 0.08 |
| Expeditors International of Washington, Inc. (Expeditors International of Washington Inc) | Long | Equity-common | US | $9M | 74K | 0.13 |
| Exponent, Inc. (Exponent Inc) | Long | Equity-common | US | $2M | 18K | 0.03 |
| Expro Group Holdings NV | Long | Equity-common | NL | $1M | 62K | 0.02 |
| Extreme Networks, Inc. (Extreme Networks Inc) | Long | Equity-common | US | $486K | 34K | 0.01 |
| EZCORP, Inc. (EZCORP Inc) | Long | Equity-common | US | $236K | 23K | 0.00 |
| F&G Annuities & Life, Inc. (F&G Annuities & Life Inc) | Long | Equity-common | US | $614K | 14K | 0.01 |
| F5, Inc. (F5 Inc) | Long | Equity-common | US | $4M | 20K | 0.06 |
| FactSet Research Systems, Inc. (FactSet Research Systems Inc) | Long | Equity-common | US | $4M | 9K | 0.05 |
| Fair Isaac Corp. | Long | Equity-common | US | $7M | 4K | 0.09 |
| Farmers National Banc Corp. | Long | Equity-common | US | $24K | 2K | 0.00 |
| FARO Technologies, Inc. (FARO Technologies Inc) | Long | Equity-common | US | $148K | 9K | 0.00 |
| Fastenal Co. | Long | Equity-common | US | $9M | 121K | 0.12 |
| FB Financial Corp. | Long | Equity-common | US | $1M | 24K | 0.02 |
| Federal Agricultural Mortgage Corp. | Long | Equity-common | US | $1M | 5K | 0.02 |
| Federal Signal Corp. | Long | Equity-common | US | $2M | 21K | 0.03 |
| Federated Hermes, Inc. (Federated Hermes Inc) | Long | Equity-common | US | $1M | 40K | 0.02 |
| FedEx Corp. | Long | Equity-common | US | $9M | 31K | 0.13 |
| Ferguson PLC | Long | Equity-common | JE | $12M | 52K | 0.16 |
| Fidelity National Financial, Inc. (Fidelity National Financial Inc) | Long | Equity-common | US | $12M | 209K | 0.16 |
| Fidelity National Information Services, Inc. (Fidelity National Information Services Inc) | Long | Equity-common | US | $7M | 87K | 0.09 |
| Fifth Third Bancorp | Long | Equity-common | US | $3M | 66K | 0.04 |
| Figs, Inc. (Figs Inc) | Long | Equity-common | US | $221K | 34K | 0.00 |
| Financial Institutions, Inc. (Financial Institutions Inc) | Long | Equity-common | US | $87K | 3K | 0.00 |
| First Advantage Corp. | Long | Equity-common | US | $211K | 12K | 0.00 |
| First American Financial Corp. | Long | Equity-common | US | $4M | 59K | 0.05 |
| First BanCorp (First BanCorp/Puerto Rico) | Long | Equity-common | PR | $2M | 91K | 0.03 |
| First Bancorp, Inc. (First Bancorp Inc/The) | Long | Equity-common | US | $46K | 2K | 0.00 |
| First Bancorp/Southern Pines NC | Long | Equity-common | US | $871K | 21K | 0.01 |
| First Bancshares, Inc. (First Bancshares Inc/The) | Long | Equity-common | US | $417K | 13K | 0.01 |
| First Bank (First Bank/Hamilton NJ) | Long | Equity-common | US | $217K | 14K | 0.00 |
| First Busey Corp. | Long | Equity-common | US | $692K | 25K | 0.01 |
| First Business Financial Services, Inc. (First Business Financial Services Inc) | Long | Equity-common | US | $63K | 1K | 0.00 |
| First Capital, Inc. (First Capital Inc) | Long | Equity-common | US | $13K | 400 | 0.00 |
| First Citizens BancShares, Inc. (First Citizens BancShares Inc/NC) | Long | Equity-common | US | $9M | 4K | 0.12 |
| First Commonwealth Financial Corp. | Long | Equity-common | US | $945K | 52K | 0.01 |
| First Community Bankshares, Inc. (First Community Bankshares Inc) | Long | Equity-common | US | $303K | 7K | 0.00 |
| First Community Corp. (First Community Corp/SC) | Long | Equity-common | US | $34K | 2K | 0.00 |
| First Financial Bancorp | Long | Equity-common | US | $1M | 55K | 0.02 |
| First Financial Bankshares, Inc. (First Financial Bankshares Inc) | Long | Equity-common | US | $1M | 29K | 0.02 |
| First Financial Corp. (First Financial Corp/IN) | Long | Equity-common | US | $203K | 5K | 0.00 |
| First Financial Northwest, Inc. (First Financial Northwest Inc) | Long | Equity-common | US | $28K | 1K | 0.00 |
| First Foundation, Inc. (First Foundation Inc) | Long | Equity-common | US | $179K | 26K | 0.00 |
| First Hawaiian, Inc. (First Hawaiian Inc) | Long | Equity-common | US | $1M | 48K | 0.02 |
| First Horizon Corp. | Long | Equity-common | US | $682K | 41K | 0.01 |
| First Internet Bancorp | Long | Equity-common | US | $34K | 909 | 0.00 |
| First Interstate BancSystem, Inc. (First Interstate BancSystem Inc) | Long | Equity-common | US | $966K | 31K | 0.01 |
| First Merchants Corp. | Long | Equity-common | US | $879K | 22K | 0.01 |
| First Mid Bancshares, Inc. (First Mid Bancshares Inc) | Long | Equity-common | US | $382K | 10K | 0.01 |
| First of Long Island Corp. (First of Long Island Corp/The) | Long | Equity-common | US | $167K | 13K | 0.00 |
| First Savings Financial Group, Inc. (First Savings Financial Group Inc) | Long | Equity-common | US | $15K | 714 | 0.00 |
| First United Corp. | Long | Equity-common | US | $11K | 402 | 0.00 |
| First Watch Restaurant Group, Inc. (First Watch Restaurant Group Inc) | Long | Equity-common | US | $172K | 11K | 0.00 |
| First Western Financial, Inc. (First Western Financial Inc) | Long | Equity-common | US | $16K | 900 | 0.00 |
| FirstCash Holdings, Inc. (FirstCash Holdings Inc) | Long | Equity-common | US | $2M | 15K | 0.02 |
| Fiserv, Inc. (Fiserv Inc) | Long | Equity-common | US | $9M | 54K | 0.12 |
| Five Below, Inc. (Five Below Inc) | Long | Equity-common | US | $1M | 15K | 0.02 |
| Five Star Bancorp | Long | Equity-common | US | $41K | 1K | 0.00 |
| Five9, Inc. (Five9 Inc) | Long | Equity-common | US | $239K | 5K | 0.00 |
| Flex Ltd. | Long | Equity-common | SG | $4M | 115K | 0.05 |
| Flexsteel Industries, Inc. (Flexsteel Industries Inc) | Long | Equity-common | US | $63K | 2K | 0.00 |
| Floor & Decor Holdings, Inc. (Floor & Decor Holdings Inc) | Long | Equity-common | US | $2M | 25K | 0.03 |
| Flowers Foods, Inc. (Flowers Foods Inc) | Long | Equity-common | US | $960K | 43K | 0.01 |
| Flowserve Corp. | Long | Equity-common | US | $3M | 51K | 0.04 |
| Fluence Energy, Inc. (Fluence Energy Inc) | Long | Equity-common | US | $306K | 19K | 0.00 |
| Fluor Corp. | Long | Equity-common | US | $4M | 80K | 0.05 |
| Flushing Financial Corp. | Long | Equity-common | US | $230K | 16K | 0.00 |
| FMC Corp. | Long | Equity-common | US | $2M | 38K | 0.03 |
| FNB Corp. (FNB Corp/PA) | Long | Equity-common | US | $2M | 163K | 0.04 |
| FONAR Corp. | Long | Equity-common | US | $14K | 776 | 0.00 |
| Foot Locker, Inc. (Foot Locker Inc) | Long | Equity-common | US | $2M | 57K | 0.02 |
| Ford Motor Co. | Long | Equity-common | US | $10M | 949K | 0.14 |
| Forestar Group, Inc. (Forestar Group Inc) | Long | Equity-common | US | $339K | 11K | 0.00 |
| FormFactor, Inc. (FormFactor Inc) | Long | Equity-common | US | $1M | 25K | 0.02 |
| Forrester Research, Inc. (Forrester Research Inc) | Long | Equity-common | US | $131K | 6K | 0.00 |
| Fortinet, Inc. (Fortinet Inc) | Long | Equity-common | US | $5M | 91K | 0.07 |
| Fortive Corp. | Long | Equity-common | US | $5M | 63K | 0.06 |
| Fortrea Holdings, Inc. (Fortrea Holdings Inc) | Long | Equity-common | US | $560K | 20K | 0.01 |
| Fortune Brands Innovations, Inc. (Fortune Brands Innovations Inc) | Long | Equity-common | US | $4M | 54K | 0.06 |
| Forum Energy Technologies, Inc. (Forum Energy Technologies Inc) | Long | Equity-common | US | $189K | 10K | 0.00 |
| Fox Corp. | Long | Equity-common | US | $3M | 74K | 0.04 |
| Fox Corp. | Long | Equity-common | US | $2M | 69K | 0.03 |
| Fox Factory Holding Corp. | Long | Equity-common | US | $255K | 5K | 0.00 |
| Franklin Covey Co. | Long | Equity-common | US | $44K | 1K | 0.00 |
| Franklin Electric Co., Inc. (Franklin Electric Co Inc) | Long | Equity-common | US | $2M | 16K | 0.02 |
| Franklin Financial Services Corp. | Long | Equity-common | US | $13K | 387 | 0.00 |
| Franklin Resources, Inc. (Franklin Resources Inc) | Long | Equity-common | US | $3M | 123K | 0.04 |
| Frequency Electronics, Inc. (Frequency Electronics Inc) | Long | Equity-common | US | $23K | 2K | 0.00 |
| Fresh Del Monte Produce, Inc. (Fresh Del Monte Produce Inc) | Long | Equity-common | KY | $115K | 5K | 0.00 |
| Fresh Market, Inc. (ESC FRESH MKT INC) | Long | Equity-common | US | $0 | 2K | – |
| Freshpet, Inc. (Freshpet Inc) | Long | Equity-common | US | $1M | 10K | 0.02 |
| Freshworks, Inc. (Freshworks Inc) | Long | Equity-common | US | $596K | 48K | 0.01 |
| Frontdoor, Inc. (Frontdoor Inc) | Long | Equity-common | US | $735K | 19K | 0.01 |
| FRP Holdings, Inc. (FRP Holdings Inc) | Long | Equity-common | US | $31K | 1K | 0.00 |
| FS Bancorp, Inc. (FS Bancorp Inc) | Long | Equity-common | US | $53K | 1K | 0.00 |
| FTAI Infrastructure, Inc. (FTAI Infrastructure Inc) | Long | Equity-common | US | $156K | 15K | 0.00 |
| FTI Consulting, Inc. (FTI Consulting Inc) | Long | Equity-common | US | $2M | 11K | 0.03 |
| Fulgent Genetics, Inc. (Fulgent Genetics Inc) | Long | Equity-common | US | $371K | 16K | 0.01 |
| Fulton Financial Corp. | Long | Equity-common | US | $1M | 70K | 0.02 |
| Funko, Inc. (Funko Inc) | Long | Equity-common | US | $106K | 11K | 0.00 |
| G-III Apparel Group Ltd. | Long | Equity-common | US | $681K | 25K | 0.01 |
| Gap, Inc. (Gap Inc/The) | Long | Equity-common | US | $3M | 125K | 0.04 |
| Garmin Ltd. | Long | Equity-common | CH | $5M | 27K | 0.07 |
| Garrett Motion, Inc. (Garrett Motion Inc) | Long | Equity-common | US | $271K | 31K | 0.00 |
| Gartner, Inc. (Gartner Inc) | Long | Equity-common | US | $8M | 16K | 0.11 |
| Gates Industrial Corp. PLC (Gates Industrial Corp PLC) | Long | Equity-common | GB | $939K | 51K | 0.01 |
| Gatos Silver, Inc. (Gatos Silver Inc) | Long | Equity-common | US | $96K | 8K | 0.00 |
| GATX Corp. | Long | Equity-common | US | $2M | 12K | 0.02 |
| GCI Liberty, Inc. (ESC GCI LIBERTY INC SR) | Long | Equity-common | US | $0 | 12K | – |
| GE HealthCare Technologies, Inc. (GE HealthCare Technologies Inc) | Long | Equity-common | US | $7M | 79K | 0.09 |
| Gen Digital, Inc. (Gen Digital Inc) | Long | Equity-common | US | $4M | 158K | 0.06 |
| Gencor Industries, Inc. (Gencor Industries Inc) | Long | Equity-common | US | $32K | 1K | 0.00 |
| Generac Holdings, Inc. (Generac Holdings Inc) | Long | Equity-common | US | $2M | 13K | 0.03 |
| General Dynamics Corp. | Long | Equity-common | US | $11M | 36K | 0.15 |
| General Electric Co. | Long | Equity-common | US | $16M | 95K | 0.23 |
| General Mills, Inc. (General Mills Inc) | Long | Equity-common | US | $7M | 105K | 0.10 |
| General Motors Co. | Long | Equity-common | US | $9M | 205K | 0.13 |
| Genesco, Inc. (Genesco Inc) | Long | Equity-common | US | $169K | 5K | 0.00 |
| Genie Energy Ltd. | Long | Equity-common | US | $362K | 21K | 0.01 |
| Genpact Ltd. | Long | Equity-common | BM | $2M | 66K | 0.03 |
| Gentex Corp. | Long | Equity-common | US | $2M | 52K | 0.02 |
| Gentherm, Inc. (Gentherm Inc) | Long | Equity-common | US | $756K | 14K | 0.01 |
| Genuine Parts Co. | Long | Equity-common | US | $7M | 45K | 0.09 |
| Genworth Financial, Inc. (Genworth Financial Inc) | Long | Equity-common | US | $2M | 311K | 0.03 |
| Geospace Technologies Corp. | Long | Equity-common | US | $34K | 4K | 0.00 |
| German American Bancorp, Inc. (German American Bancorp Inc) | Long | Equity-common | US | $670K | 17K | 0.01 |
| Gibraltar Industries, Inc. (Gibraltar Industries Inc) | Long | Equity-common | US | $852K | 11K | 0.01 |
| Gilead Sciences, Inc. (Gilead Sciences Inc) | Long | Equity-common | US | $20M | 261K | 0.28 |
| Glacier Bancorp, Inc. (Glacier Bancorp Inc) | Long | Equity-common | US | $1M | 30K | 0.02 |
| Global Industrial Co. | Long | Equity-common | US | $484K | 14K | 0.01 |
| Global Payments, Inc. (Global Payments Inc) | Long | Equity-common | US | $5M | 47K | 0.07 |
| Global Water Resources, Inc. (Global Water Resources Inc) | Long | Equity-common | US | $17K | 1K | 0.00 |
| Globant SA | Long | Equity-common | LU | $4M | 18K | 0.05 |
| Globe Life, Inc. (Globe Life Inc) | Long | Equity-common | US | $3M | 34K | 0.04 |
| GMS, Inc. (GMS Inc) | Long | Equity-common | US | $2M | 24K | 0.03 |
| GoDaddy, Inc. (GoDaddy Inc) | Long | Equity-common | US | $4M | 30K | 0.06 |
| Goldman Sachs Group, Inc. (Goldman Sachs Group Inc/The) | Long | Equity-common | US | $20M | 39K | 0.28 |
| GoodRx Holdings, Inc. (GoodRx Holdings Inc) | Long | Equity-common | US | $434K | 48K | 0.01 |
| Goosehead Insurance, Inc. (Goosehead Insurance Inc) | Long | Equity-common | US | $252K | 3K | 0.00 |
| GoPro, Inc. (GoPro Inc) | Long | Equity-common | US | $69K | 45K | 0.00 |
| Gorman-Rupp Co. (Gorman-Rupp Co/The) | Long | Equity-common | US | $445K | 11K | 0.01 |
| Graco, Inc. (Graco Inc) | Long | Equity-common | US | $4M | 42K | 0.05 |
| Graham Corp. | Long | Equity-common | US | $29K | 890 | 0.00 |
| Graham Holdings Co. | Long | Equity-common | US | $574K | 741 | 0.01 |
| GRAIL, Inc. (GRAIL Inc) | Long | Equity-common | US | $53K | 3K | 0.00 |
| Grand Canyon Education, Inc. (Grand Canyon Education Inc) | Long | Equity-common | US | $571K | 4K | 0.01 |
| Granite Construction, Inc. (Granite Construction Inc) | Long | Equity-common | US | $768K | 11K | 0.01 |
| Graphic Packaging Holding Co. | Long | Equity-common | US | $3M | 107K | 0.05 |
| Gray Television, Inc. (Gray Television Inc) | Long | Equity-common | US | $218K | 34K | 0.00 |
| Great Lakes Dredge & Dock Corp. | Long | Equity-common | US | $228K | 24K | 0.00 |
| Great Southern Bancorp, Inc. (Great Southern Bancorp Inc) | Long | Equity-common | US | $335K | 5K | 0.00 |
| Green Brick Partners, Inc. (Green Brick Partners Inc) | Long | Equity-common | US | $1M | 20K | 0.02 |
| Green Dot Corp. | Long | Equity-common | US | $341K | 36K | 0.00 |
| Greenbrier Cos., Inc. (Greenbrier Cos Inc/The) | Long | Equity-common | US | $758K | 15K | 0.01 |
| Greene County Bancorp, Inc. (Greene County Bancorp Inc) | Long | Equity-common | US | $240K | 7K | 0.00 |
| Greenlight Capital Re Ltd. | Long | Equity-common | KY | $327K | 24K | 0.00 |
| Greif, Inc. (Greif Inc) | Long | Equity-common | US | $887K | 13K | 0.01 |
| Greif, Inc. (Greif Inc) | Long | Equity-common | US | $95K | 1K | 0.00 |
| Grid Dynamics Holdings, Inc. (Grid Dynamics Holdings Inc) | Long | Equity-common | US | $280K | 22K | 0.00 |
| Griffon Corp. | Long | Equity-common | US | $818K | 11K | 0.01 |
| Grocery Outlet Holding Corp. | Long | Equity-common | US | $827K | 42K | 0.01 |
| Group 1 Automotive, Inc. (Group 1 Automotive Inc) | Long | Equity-common | US | $4M | 10K | 0.05 |
| Guaranty Bancshares, Inc. (Guaranty Bancshares Inc/TX) | Long | Equity-common | US | $20K | 581 | 0.00 |
| Guess?, Inc. (Guess? Inc) | Long | Equity-common | US | $954K | 40K | 0.01 |
| Guidewire Software, Inc. (Guidewire Software Inc) | Long | Equity-common | US | $2M | 14K | 0.03 |
| Gulf Island Fabrication, Inc. (Gulf Island Fabrication Inc) | Long | Equity-common | US | $53K | 9K | 0.00 |
| GXO Logistics, Inc. (GXO Logistics Inc) | Long | Equity-common | US | $2M | 30K | 0.02 |
| H&E Equipment Services, Inc. (H&E Equipment Services Inc) | Long | Equity-common | US | $984K | 19K | 0.01 |
| H&R Block, Inc. (H&R Block Inc) | Long | Equity-common | US | $2M | 29K | 0.02 |
| Hackett Group, Inc. (Hackett Group Inc/The) | Long | Equity-common | US | $286K | 10K | 0.00 |
| Haemonetics Corp. | Long | Equity-common | US | $1M | 13K | 0.02 |
| Hain Celestial Group, Inc. (Hain Celestial Group Inc/The) | Long | Equity-common | US | $312K | 40K | 0.00 |
| Halliburton Co. | Long | Equity-common | US | $11M | 321K | 0.16 |
| Halozyme Therapeutics, Inc. (Halozyme Therapeutics Inc) | Long | Equity-common | US | $408K | 7K | 0.01 |
| Hamilton Beach Brands Holding Co. | Long | Equity-common | US | $57K | 3K | 0.00 |
| Hamilton Lane, Inc. (Hamilton Lane Inc) | Long | Equity-common | US | $2M | 11K | 0.02 |
| Hancock Whitney Corp. | Long | Equity-common | US | $376K | 7K | 0.01 |
| Hanesbrands, Inc. (Hanesbrands Inc) | Long | Equity-common | US | $964K | 162K | 0.01 |
| Hanmi Financial Corp. | Long | Equity-common | US | $238K | 12K | 0.00 |
| Hanover Insurance Group, Inc. (Hanover Insurance Group Inc/The) | Long | Equity-common | US | $3M | 18K | 0.04 |
| HarborOne Bancorp, Inc. (HarborOne Bancorp Inc) | Long | Equity-common | US | $227K | 17K | 0.00 |
| Harley-Davidson, Inc. (Harley-Davidson Inc) | Long | Equity-common | US | $2M | 60K | 0.03 |
| Harmonic, Inc. (Harmonic Inc) | Long | Equity-common | US | $461K | 31K | 0.01 |
| Harte Hanks, Inc. (Harte Hanks Inc) | Long | Equity-common | US | $23K | 3K | 0.00 |
| Hartford Financial Services Group, Inc. (Hartford Financial Services Group Inc/The) | Long | Equity-common | US | $17M | 151K | 0.24 |
| Harvard Bioscience, Inc. (Harvard Bioscience Inc) | Long | Equity-common | US | $11K | 3K | 0.00 |
| Hasbro, Inc. (Hasbro Inc) | Long | Equity-common | US | $5M | 75K | 0.07 |
| HashiCorp, Inc. (HashiCorp Inc) | Long | Equity-common | US | $95K | 3K | 0.00 |
| Haverty Furniture Cos., Inc. (Haverty Furniture Cos Inc) | Long | Equity-common | US | $99K | 3K | 0.00 |
| Hawkins, Inc. (Hawkins Inc) | Long | Equity-common | US | $1M | 11K | 0.02 |
| Hawthorn Bancshares, Inc. (Hawthorn Bancshares Inc) | Long | Equity-common | US | $16K | 713 | 0.00 |
| Haynes International, Inc. (Haynes International Inc) | Long | Equity-common | US | $89K | 1K | 0.00 |
| Hayward Holdings, Inc. (Hayward Holdings Inc) | Long | Equity-common | US | $774K | 52K | 0.01 |
| HB Fuller Co. | Long | Equity-common | US | $2M | 23K | 0.03 |
| HBT Financial, Inc. (HBT Financial Inc) | Long | Equity-common | US | $21K | 898 | 0.00 |
| HCA Healthcare, Inc. (HCA Healthcare Inc) | Long | Equity-common | US | $5M | 13K | 0.06 |
| HCI Group, Inc. (HCI Group Inc) | Long | Equity-common | US | $408K | 4K | 0.01 |
| Health Catalyst, Inc. (Health Catalyst Inc) | Long | Equity-common | US | $277K | 38K | 0.00 |
| Healthcare Services Group, Inc. (Healthcare Services Group Inc) | Long | Equity-common | US | $282K | 25K | 0.00 |
| HealthEquity, Inc. (HealthEquity Inc) | Long | Equity-common | US | $2M | 28K | 0.03 |
| HealthStream, Inc. (HealthStream Inc) | Long | Equity-common | US | $441K | 15K | 0.01 |
| Heartland Express, Inc. (Heartland Express Inc) | Long | Equity-common | US | $281K | 22K | 0.00 |
| Heartland Financial USA, Inc. (Heartland Financial USA Inc) | Long | Equity-common | US | $1M | 21K | 0.02 |
| Hecla Mining Co. | Long | Equity-common | US | $1M | 234K | 0.02 |
| HEICO Corp. | Long | Equity-common | US | $2M | 11K | 0.03 |
| HEICO Corp. | Long | Equity-common | US | $2M | 6K | 0.02 |
| Heidrick & Struggles International, Inc. (Heidrick & Struggles International Inc) | Long | Equity-common | US | $645K | 16K | 0.01 |
| Helen of Troy Ltd. | Long | Equity-common | BM | $445K | 8K | 0.01 |
| Helios Technologies, Inc. (Helios Technologies Inc) | Long | Equity-common | US | $504K | 11K | 0.01 |
| Helix Energy Solutions Group, Inc. (Helix Energy Solutions Group Inc) | Long | Equity-common | US | $1M | 126K | 0.02 |
| Helmerich & Payne, Inc. (Helmerich & Payne Inc) | Long | Equity-common | US | $547K | 14K | 0.01 |
| Hennessy Advisors, Inc. (Hennessy Advisors Inc) | Long | Equity-common | US | $10K | 1K | 0.00 |
| Henry Schein, Inc. (Henry Schein Inc) | Long | Equity-common | US | $4M | 53K | 0.05 |
| Herbalife Ltd. | Long | Equity-common | KY | $475K | 39K | 0.01 |
| Herc Holdings, Inc. (Herc Holdings Inc) | Long | Equity-common | US | $2M | 14K | 0.03 |
| Heritage Commerce Corp. | Long | Equity-common | US | $220K | 21K | 0.00 |
| Heritage Financial Corp. (Heritage Financial Corp/WA) | Long | Equity-common | US | $299K | 13K | 0.00 |
| Heritage Insurance Holdings, Inc. (Heritage Insurance Holdings Inc) | Long | Equity-common | US | $58K | 7K | 0.00 |
| Hewlett Packard Enterprise Co. | Long | Equity-common | US | $5M | 248K | 0.07 |
| Hexcel Corp. | Long | Equity-common | US | $2M | 23K | 0.02 |
| HF Sinclair Corp. | Long | Equity-common | US | $4M | 87K | 0.06 |
| Hillenbrand, Inc. (Hillenbrand Inc) | Long | Equity-common | US | $1M | 30K | 0.02 |
| Hillman Solutions Corp. | Long | Equity-common | US | $284K | 28K | 0.00 |
| Hilltop Holdings, Inc. (Hilltop Holdings Inc) | Long | Equity-common | US | $352K | 11K | 0.00 |
| Hilton Grand Vacations, Inc. (Hilton Grand Vacations Inc) | Long | Equity-common | US | $47K | 1K | 0.00 |
| Hingham Institution For Savings The | Long | Equity-common | US | $145K | 585 | 0.00 |
| Hippo Holdings, Inc. (Hippo Holdings Inc) | Long | Equity-common | US | $50K | 3K | 0.00 |
| HMN Financial, Inc. (HMN Financial Inc) | Long | Equity-common | US | $16K | 600 | 0.00 |
| HNI Corp. | Long | Equity-common | US | $2M | 28K | 0.02 |
| Holley, Inc. (Holley Inc) | Long | Equity-common | US | $33K | 9K | 0.00 |
| Hologic, Inc. (Hologic Inc) | Long | Equity-common | US | $5M | 59K | 0.07 |
| Home Bancorp, Inc. (Home Bancorp Inc) | Long | Equity-common | US | $40K | 898 | 0.00 |
| Home BancShares, Inc. (Home BancShares Inc/AR) | Long | Equity-common | US | $2M | 65K | 0.03 |
| Home Depot, Inc. (Home Depot Inc/The) | Long | Equity-common | US | $60M | 163K | 0.85 |
| HomeStreet, Inc. (HomeStreet Inc) | Long | Equity-common | US | $114K | 8K | 0.00 |
| HomeTrust Bancshares, Inc. (HomeTrust Bancshares Inc) | Long | Equity-common | US | $112K | 3K | 0.00 |
| Honest Co., Inc. (Honest Co Inc/The) | Long | Equity-common | US | $94K | 25K | 0.00 |
| Honeywell International, Inc. (Honeywell International Inc) | Long | Equity-common | US | $11M | 55K | 0.16 |
| Hooker Furnishings Corp. | Long | Equity-common | US | $65K | 4K | 0.00 |
| Hope Bancorp, Inc. (Hope Bancorp Inc) | Long | Equity-common | US | $565K | 43K | 0.01 |
| Horace Mann Educators Corp. | Long | Equity-common | US | $783K | 23K | 0.01 |
| Horizon Bancorp, Inc. (Horizon Bancorp Inc/IN) | Long | Equity-common | US | $291K | 18K | 0.00 |
| Houlihan Lokey, Inc. (Houlihan Lokey Inc) | Long | Equity-common | US | $3M | 18K | 0.04 |
| Hovnanian Enterprises, Inc. (Hovnanian Enterprises Inc) | Long | Equity-common | US | $252K | 1K | 0.00 |
| Howard Hughes Holdings, Inc. (Howard Hughes Holdings Inc) | Long | Equity-common | US | $936K | 13K | 0.01 |
| Howmet Aerospace, Inc. (Howmet Aerospace Inc) | Long | Equity-common | US | $4M | 44K | 0.06 |
| HP, Inc. (HP Inc) | Long | Equity-common | US | $6M | 155K | 0.08 |
| Hub Group, Inc. (Hub Group Inc) | Long | Equity-common | US | $1M | 31K | 0.02 |
| Hubbell, Inc. (Hubbell Inc) | Long | Equity-common | US | $5M | 13K | 0.07 |
| HubSpot, Inc. (HubSpot Inc) | Long | Equity-common | US | $2M | 3K | 0.02 |
| Hudson Technologies, Inc. (Hudson Technologies Inc) | Long | Equity-common | US | $174K | 20K | 0.00 |
| Humana, Inc. (Humana Inc) | Long | Equity-common | US | $8M | 21K | 0.11 |
| Huntington Bancshares, Inc. (Huntington Bancshares Inc/OH) | Long | Equity-common | US | $328K | 22K | 0.00 |
| Huntington Ingalls Industries, Inc. (Huntington Ingalls Industries Inc) | Long | Equity-common | US | $4M | 16K | 0.06 |
| Huntsman Corp. | Long | Equity-common | US | $2M | 72K | 0.02 |
| Hurco Cos., Inc. (Hurco Cos Inc) | Long | Equity-common | US | $10K | 600 | 0.00 |
| Huron Consulting Group, Inc. (Huron Consulting Group Inc) | Long | Equity-common | US | $2M | 15K | 0.02 |
| Hyster-Yale, Inc. (Hyster-Yale Inc) | Long | Equity-common | US | $483K | 6K | 0.01 |
| ICF International, Inc. (ICF International Inc) | Long | Equity-common | US | $2M | 12K | 0.02 |
| Ichor Holdings Ltd. | Long | Equity-common | KY | $601K | 18K | 0.01 |
| ICON PLC | Long | Equity-common | IE | $3M | 11K | 0.05 |
| ICU Medical, Inc. (ICU Medical Inc) | Long | Equity-common | US | $278K | 2K | 0.00 |
| Identiv, Inc. (Identiv Inc) | Long | Equity-common | US | $9K | 2K | 0.00 |
| IDEX Corp. | Long | Equity-common | US | $3M | 13K | 0.04 |
| IDEXX Laboratories, Inc. (IDEXX Laboratories Inc) | Long | Equity-common | US | $10M | 21K | 0.14 |
| IDT Corp. | Long | Equity-common | US | $101K | 3K | 0.00 |
| IES Holdings, Inc. (IES Holdings Inc) | Long | Equity-common | US | $1M | 7K | 0.01 |
| IF Bancorp, Inc. (IF Bancorp Inc) | Long | Equity-common | US | $23K | 1K | 0.00 |
| Illinois Tool Works, Inc. (Illinois Tool Works Inc) | Long | Equity-common | US | $11M | 45K | 0.16 |
| Illumina, Inc. (Illumina Inc) | Long | Equity-common | US | $3M | 20K | 0.04 |
| Immersion Corp. | Long | Equity-common | US | $218K | 17K | 0.00 |
| Immunovant, Inc. (Immunovant Inc) | Long | Equity-common | US | $114K | 4K | 0.00 |
| Inari Medical, Inc. (Inari Medical Inc) | Long | Equity-common | US | $650K | 14K | 0.01 |
| Incyte Corp. | Long | Equity-common | US | $5M | 70K | 0.06 |
| Independent Bank Corp. | Long | Equity-common | US | $725K | 11K | 0.01 |
| Independent Bank Corp. (Independent Bank Corp/MI) | Long | Equity-common | US | $222K | 6K | 0.00 |
| Independent Bank Group, Inc. (Independent Bank Group Inc) | Long | Equity-common | US | $2M | 29K | 0.02 |
| indie Semiconductor, Inc. (indie Semiconductor Inc) | Long | Equity-common | US | $55K | 9K | 0.00 |
| Infinera Corp. | Long | Equity-common | US | $93K | 16K | 0.00 |
| Informatica, Inc. (Informatica Inc) | Long | Equity-common | US | $920K | 38K | 0.01 |
| Information Services Group, Inc. (Information Services Group Inc) | Long | Equity-common | US | $36K | 10K | 0.00 |
| InfuSystem Holdings, Inc. (InfuSystem Holdings Inc) | Long | Equity-common | US | $15K | 2K | 0.00 |
| Ingersoll Rand, Inc. (Ingersoll Rand Inc) | Long | Equity-common | US | $6M | 58K | 0.08 |
| Ingevity Corp. | Long | Equity-common | US | $379K | 8K | 0.01 |
| Ingles Markets, Inc. (Ingles Markets Inc) | Long | Equity-common | US | $559K | 7K | 0.01 |
| Innospec, Inc. (Innospec Inc) | Long | Equity-common | US | $2M | 11K | 0.02 |
| Innoviva, Inc. (Innoviva Inc) | Long | Equity-common | US | $114K | 6K | 0.00 |
| Inogen, Inc. (Inogen Inc) | Long | Equity-common | US | $52K | 6K | 0.00 |
| Insight Enterprises, Inc. (Insight Enterprises Inc) | Long | Equity-common | US | $3M | 15K | 0.05 |
| Insperity, Inc. (Insperity Inc) | Long | Equity-common | US | $2M | 15K | 0.02 |
| Installed Building Products, Inc. (Installed Building Products Inc) | Long | Equity-common | US | $1M | 5K | 0.02 |
| Insteel Industries, Inc. (Insteel Industries Inc) | Long | Equity-common | US | $298K | 9K | 0.00 |
| Instructure Holdings, Inc. (Instructure Holdings Inc) | Long | Equity-common | US | $109K | 5K | 0.00 |
| Insulet Corp. | Long | Equity-common | US | $1M | 6K | 0.02 |
| Intapp, Inc. (Intapp Inc) | Long | Equity-common | US | $398K | 11K | 0.01 |
| Integer Holdings Corp. | Long | Equity-common | US | $2M | 14K | 0.02 |
| Integra LifeSciences Holdings Corp. | Long | Equity-common | US | $462K | 19K | 0.01 |
| Integral Ad Science Holding Corp. | Long | Equity-common | US | $659K | 65K | 0.01 |
| Intel Corp. | Long | Equity-common | US | $10M | 316K | 0.14 |
| Intellia Therapeutics, Inc. (Intellia Therapeutics Inc) | Long | Equity-common | US | $304K | 12K | 0.00 |
| Inter Parfums, Inc. (Inter Parfums Inc) | Long | Equity-common | US | $2M | 12K | 0.02 |
| Interactive Brokers Group, Inc. (Interactive Brokers Group Inc) | Long | Equity-common | US | $1M | 9K | 0.01 |
| Intercontinental Exchange, Inc. (Intercontinental Exchange Inc) | Long | Equity-common | US | $5M | 32K | 0.07 |
| InterDigital, Inc. (InterDigital Inc) | Long | Equity-common | US | $2M | 15K | 0.03 |
| Interface, Inc. (Interface Inc) | Long | Equity-common | US | $451K | 26K | 0.01 |
| International Bancshares Corp. | Long | Equity-common | US | $2M | 25K | 0.02 |
| International Business Machines Corp. | Long | Equity-common | US | $31M | 162K | 0.44 |
| International Flavors & Fragrances, Inc. (International Flavors & Fragrances Inc) | Long | Equity-common | US | $4M | 44K | 0.06 |
| International Game Technology PLC | Long | Equity-common | GB | $982K | 42K | 0.01 |
| International Money Express, Inc. (International Money Express Inc) | Long | Equity-common | US | $305K | 14K | 0.00 |
| International Paper Co. | Long | Equity-common | US | $1M | 25K | 0.02 |
| Interpublic Group of Cos., Inc. (Interpublic Group of Cos Inc/The) | Long | Equity-common | US | $5M | 170K | 0.08 |
| Intevac, Inc. (Intevac Inc) | Long | Equity-common | US | $7K | 2K | 0.00 |
| Intuit, Inc. (Intuit Inc) | Long | Equity-common | US | $18M | 28K | 0.26 |
| Intuitive Surgical, Inc. (Intuitive Surgical Inc) | Long | Equity-common | US | $9M | 21K | 0.13 |
| Invesco Ltd. | Long | Equity-common | BM | $3M | 173K | 0.04 |
| Investors Title Co. | Long | Equity-common | US | $105K | 494 | 0.00 |
| IQVIA Holdings, Inc. (IQVIA Holdings Inc) | Long | Equity-common | US | $12M | 50K | 0.17 |
| iRadimed Corp. | Long | Equity-common | US | $77K | 2K | 0.00 |
| Iridium Communications, Inc. (Iridium Communications Inc) | Long | Equity-common | US | $1M | 44K | 0.02 |
| iRobot Corp. | Long | Equity-common | US | $114K | 10K | 0.00 |
| iTeos Therapeutics, Inc. (iTeos Therapeutics Inc) | Long | Equity-common | US | $18K | 1K | 0.00 |
| Iteris, Inc. (Iteris Inc) | Long | Equity-common | US | $14K | 3K | 0.00 |
| Itron, Inc. (Itron Inc) | Long | Equity-common | US | $2M | 15K | 0.02 |
| ITT, Inc. (ITT Inc) | Long | Equity-common | US | $5M | 34K | 0.07 |
| J Jill, Inc. (J Jill Inc) | Long | Equity-common | US | $125K | 3K | 0.00 |
| J.M. Smucker Co. (J M Smucker Co/The) | Long | Equity-common | US | $3M | 26K | 0.04 |
| J&J Snack Foods Corp. (J & J Snack Foods Corp) | Long | Equity-common | US | $203K | 1K | 0.00 |
| Jack Henry & Associates, Inc. (Jack Henry & Associates Inc) | Long | Equity-common | US | $352K | 2K | 0.00 |
| Jackson Financial, Inc. (Jackson Financial Inc) | Long | Equity-common | US | $1M | 14K | 0.02 |
| Jacobs Solutions, Inc. (Jacobs Solutions Inc) | Long | Equity-common | US | $7M | 47K | 0.10 |
| JAKKS Pacific, Inc. (JAKKS Pacific Inc) | Long | Equity-common | US | $137K | 6K | 0.00 |
| James River Group Holdings Ltd. | Long | Equity-common | BM | $183K | 21K | 0.00 |
| Jamf Holding Corp. | Long | Equity-common | US | $479K | 26K | 0.01 |
| Janus Henderson Group PLC | Long | Equity-common | JE | $3M | 85K | 0.04 |
| Janus International Group, Inc. (Janus International Group Inc) | Long | Equity-common | US | $454K | 31K | 0.01 |
| Jazz Pharmaceuticals PLC | Long | Equity-common | IE | $452K | 4K | 0.01 |
| JB Hunt Transport Services, Inc. (JB Hunt Transport Services Inc) | Long | Equity-common | US | $3M | 17K | 0.04 |
| Jefferies Financial Group, Inc. (Jefferies Financial Group Inc) | Long | Equity-common | US | $3M | 54K | 0.04 |
| JELD-WEN Holding, Inc. (JELD-WEN Holding Inc) | Long | Equity-common | US | $533K | 32K | 0.01 |
| JFrog Ltd. | Long | Equity-common | IL | $1M | 30K | 0.02 |
| John B Sanfilippo & Son, Inc. (John B Sanfilippo & Son Inc) | Long | Equity-common | US | $289K | 3K | 0.00 |
| John Bean Technologies Corp. | Long | Equity-common | US | $1M | 14K | 0.02 |
| John Wiley & Sons, Inc. (John Wiley & Sons Inc) | Long | Equity-common | US | $969K | 20K | 0.01 |
| John Wiley & Sons, Inc. (John Wiley & Sons Inc) | Long | Equity-common | US | $10K | 200 | 0.00 |
| Johnson & Johnson | Long | Equity-common | US | $65M | 413K | 0.92 |
| Johnson Controls International PLC | Long | Equity-common | IE | $7M | 104K | 0.10 |
| Johnson Outdoors, Inc. (Johnson Outdoors Inc) | Long | Equity-common | US | $185K | 4K | 0.00 |
| Joint Corp. (Joint Corp/The) | Long | Equity-common | US | $25K | 2K | 0.00 |
| Jones Lang LaSalle, Inc. (Jones Lang LaSalle Inc) | Long | Equity-common | US | $5M | 20K | 0.07 |
| JPMorgan Chase & Co. | Long | Equity-common | US | $85M | 399K | 1.19 |
| Kadant, Inc. (Kadant Inc) | Long | Equity-common | US | $1M | 4K | 0.02 |
| Kaiser Aluminum Corp. | Long | Equity-common | US | $327K | 4K | 0.00 |
| KalVista Pharmaceuticals, Inc. (KalVista Pharmaceuticals Inc) | Long | Equity-common | US | $179K | 12K | 0.00 |
| Karat Packaging, Inc. (Karat Packaging Inc) | Long | Equity-common | US | $20K | 665 | 0.00 |
| KB Home | Long | Equity-common | US | $4M | 50K | 0.06 |
| KBR, Inc. (KBR Inc) | Long | Equity-common | US | $5M | 71K | 0.07 |
| Kearny Financial Corp. (Kearny Financial Corp/MD) | Long | Equity-common | US | $189K | 26K | 0.00 |
| Kellanova | Long | Equity-common | US | $3M | 49K | 0.04 |
| Kelly Services, Inc. (Kelly Services Inc) | Long | Equity-common | US | $966K | 41K | 0.01 |
| Kemper Corp. | Long | Equity-common | US | $2M | 31K | 0.03 |
| Kennametal, Inc. (Kennametal Inc) | Long | Equity-common | US | $623K | 24K | 0.01 |
| Kenvue, Inc. (Kenvue Inc) | Long | Equity-common | US | $10M | 547K | 0.14 |
| Keurig Dr. Pepper, Inc. (Keurig Dr Pepper Inc) | Long | Equity-common | US | $7M | 215K | 0.10 |
| KeyCorp | Long | Equity-common | US | $3M | 208K | 0.05 |
| Keysight Technologies, Inc. (Keysight Technologies Inc) | Long | Equity-common | US | $4M | 30K | 0.06 |
| Kforce, Inc. (Kforce Inc) | Long | Equity-common | US | $757K | 11K | 0.01 |
| Kimball Electronics, Inc. (Kimball Electronics Inc) | Long | Equity-common | US | $29K | 1K | 0.00 |
| Kingstone Cos., Inc. (Kingstone Cos Inc) | Long | Equity-common | US | $65K | 9K | 0.00 |
| Kinsale Capital Group, Inc. (Kinsale Capital Group Inc) | Long | Equity-common | US | $3M | 6K | 0.04 |
| KKR & Co., Inc. (KKR & Co Inc) | Long | Equity-common | US | $7M | 53K | 0.09 |
| KLA Corp. | Long | Equity-common | US | $17M | 21K | 0.24 |
| Knife River Corp. | Long | Equity-common | US | $915K | 12K | 0.01 |
| Knight-Swift Transportation Holdings, Inc. (Knight-Swift Transportation Holdings Inc) | Long | Equity-common | US | $1M | 27K | 0.02 |
| Knowles Corp. | Long | Equity-common | US | $99K | 5K | 0.00 |
| Kohl's Corp. | Long | Equity-common | US | $1M | 55K | 0.02 |
| Kontoor Brands, Inc. (Kontoor Brands Inc) | Long | Equity-common | US | $1M | 21K | 0.02 |
| Koppers Holdings, Inc. (Koppers Holdings Inc) | Long | Equity-common | US | $457K | 11K | 0.01 |
| Korn Ferry | Long | Equity-common | US | $3M | 39K | 0.04 |
| Kraft Heinz Co. (Kraft Heinz Co/The) | Long | Equity-common | US | $7M | 192K | 0.10 |
| Kratos Defense & Security Solutions, Inc. (Kratos Defense & Security Solutions Inc) | Long | Equity-common | US | $1M | 63K | 0.02 |
| Krispy Kreme, Inc. (Krispy Kreme Inc) | Long | Equity-common | US | $217K | 20K | 0.00 |
| Kroger Co. (Kroger Co/The) | Long | Equity-common | US | $13M | 234K | 0.18 |
| Krystal Biotech, Inc. (Krystal Biotech Inc) | Long | Equity-common | US | $916K | 4K | 0.01 |
| Kulicke & Soffa Industries, Inc. (Kulicke & Soffa Industries Inc) | Long | Equity-common | US | $801K | 17K | 0.01 |
| Kura Oncology, Inc. (Kura Oncology Inc) | Long | Equity-common | US | $69K | 3K | 0.00 |
| KVH Industries, Inc. (KVH Industries Inc) | Long | Equity-common | US | $5K | 1K | 0.00 |
| Kymera Therapeutics, Inc. (Kymera Therapeutics Inc) | Long | Equity-common | US | $529K | 11K | 0.01 |
| Kyndryl Holdings, Inc. (Kyndryl Holdings Inc) | Long | Equity-common | US | $1M | 48K | 0.02 |
| L.B. Foster Co. (L B Foster Co) | Long | Equity-common | US | $43K | 2K | 0.00 |
| L3Harris Technologies, Inc. (L3Harris Technologies Inc) | Long | Equity-common | US | $7M | 30K | 0.10 |
| La-Z-Boy, Inc. (La-Z-Boy Inc) | Long | Equity-common | US | $989K | 22K | 0.01 |
| Labcorp Holdings, Inc. (Labcorp Holdings Inc) | Long | Equity-common | US | $4M | 18K | 0.05 |
| Lake Shore Bancorp, Inc. (Lake Shore Bancorp Inc) | Long | Equity-common | US | $8K | 663 | 0.00 |
| Lakeland Financial Corp. | Long | Equity-common | US | $872K | 13K | 0.01 |
| Lakeland Industries, Inc. (Lakeland Industries Inc) | Long | Equity-common | US | $28K | 1K | 0.00 |
| Lam Research Corp. | Long | Equity-common | US | $13M | 14K | 0.18 |
| Lamb Weston Holdings, Inc. (Lamb Weston Holdings Inc) | Long | Equity-common | US | $584K | 10K | 0.01 |
| Lancaster Colony Corp. | Long | Equity-common | US | $1M | 6K | 0.02 |
| Landmark Bancorp, Inc. (Landmark Bancorp Inc/Manhattan KS) | Long | Equity-common | US | $11K | 552 | 0.00 |
| Lands' End, Inc. (Lands' End Inc) | Long | Equity-common | US | $449K | 25K | 0.01 |
| Landsea Homes Corp. | Long | Equity-common | US | $121K | 10K | 0.00 |
| Landstar System, Inc. (Landstar System Inc) | Long | Equity-common | US | $3M | 13K | 0.04 |
| Lantronix, Inc. (Lantronix Inc) | Long | Equity-common | US | $13K | 3K | 0.00 |
| Las Vegas Sands Corp. | Long | Equity-common | US | $272K | 7K | 0.00 |
| Latham Group, Inc. (Latham Group Inc) | Long | Equity-common | US | $21K | 6K | 0.00 |
| Lattice Semiconductor Corp. | Long | Equity-common | US | $765K | 14K | 0.01 |
| Laureate Education, Inc. (Laureate Education Inc) | Long | Equity-common | US | $526K | 34K | 0.01 |
| Lazard, Inc. (Lazard Inc) | Long | Equity-common | US | $1M | 28K | 0.02 |
| Lazydays Holdings, Inc. (Lazydays Holdings Inc) | Long | Equity-common | US | $10K | 3K | 0.00 |
| LCI Industries | Long | Equity-common | US | $1M | 11K | 0.02 |
| Lear Corp. | Long | Equity-common | US | $3M | 21K | 0.04 |
| Legacy Housing Corp. | Long | Equity-common | US | $118K | 4K | 0.00 |
| Legalzoom.com, Inc. (Legalzoom.com Inc) | Long | Equity-common | US | $130K | 19K | 0.00 |
| Leidos Holdings, Inc. (Leidos Holdings Inc) | Long | Equity-common | US | $6M | 41K | 0.08 |
| LeMaitre Vascular, Inc. (LeMaitre Vascular Inc) | Long | Equity-common | US | $603K | 7K | 0.01 |
| LendingClub Corp. | Long | Equity-common | US | $573K | 46K | 0.01 |
| LendingTree, Inc. (LendingTree Inc) | Long | Equity-common | US | $30K | 572 | 0.00 |
| Lennar Corp. | Long | Equity-common | US | $13M | 72K | 0.18 |
| Lennar Corp. | Long | Equity-common | US | $991K | 6K | 0.01 |
| Lennox International, Inc. (Lennox International Inc) | Long | Equity-common | US | $5M | 8K | 0.07 |
| LENSAR, Inc. (LENSAR Inc) | Long | Equity-common | US | $7K | 1K | 0.00 |
| Leonardo DRS, Inc. (Leonardo DRS Inc) | Long | Equity-common | US | $418K | 15K | 0.01 |
| Leslie's, Inc. (Leslie's Inc) | Long | Equity-common | US | $208K | 71K | 0.00 |
| Levi Strauss & Co. | Long | Equity-common | US | $513K | 28K | 0.01 |
| LGI Homes, Inc. (LGI Homes Inc) | Long | Equity-common | US | $1M | 12K | 0.02 |
| LGL Group, Inc. (LGL Group Inc/The) | Long | Equity-common | US | $2K | 400 | 0.00 |
| Liberty Broadband Corp. | Long | Equity-common | US | $1M | 19K | 0.02 |
| Liberty Broadband Corp. | Long | Equity-common | US | $152K | 2K | 0.00 |
| Liberty Energy, Inc. (Liberty Energy Inc) | Long | Equity-common | US | $3M | 111K | 0.04 |
| Liberty Global Ltd. | Long | Equity-common | BM | $835K | 42K | 0.01 |
| Liberty Global Ltd. | Long | Equity-common | BM | $554K | 28K | 0.01 |
| Liberty Media Corp.-Liberty Formula One (Liberty Media Corp-Liberty Formula One) | Long | Equity-common | US | $4M | 53K | 0.06 |
| Liberty Media Corp.-Liberty Formula One (Liberty Media Corp-Liberty Formula One) | Long | Equity-common | US | $440K | 6K | 0.01 |
| Liberty Media Corp.-Liberty Live (Liberty Media Corp-Liberty Live) | Long | Equity-common | US | $500K | 13K | 0.01 |
| Liberty Media Corp.-Liberty Live (Liberty Media Corp-Liberty Live) | Long | Equity-common | US | $201K | 5K | 0.00 |
| Liberty Media Corp.-Liberty SiriusXM (Liberty Media Corp-Liberty SiriusXM) | Long | Equity-common | US | $776K | 34K | 0.01 |
| Liberty Media Corp.-Liberty SiriusXM (Liberty Media Corp-Liberty SiriusXM) | Long | Equity-common | US | $403K | 18K | 0.01 |
| Life Time Group Holdings, Inc. (Life Time Group Holdings Inc) | Long | Equity-common | US | $509K | 25K | 0.01 |
| Lifetime Brands, Inc. (Lifetime Brands Inc) | Long | Equity-common | US | $75K | 9K | 0.00 |
| Lifevantage Corp. | Long | Equity-common | US | $19K | 2K | 0.00 |
| Lifeway Foods, Inc. (Lifeway Foods Inc) | Long | Equity-common | US | $16K | 1K | 0.00 |
| Light & Wonder, Inc. (Light & Wonder Inc) | Long | Equity-common | US | $916K | 9K | 0.01 |
| Limbach Holdings, Inc. (Limbach Holdings Inc) | Long | Equity-common | US | $252K | 4K | 0.00 |
| Limoneira Co. | Long | Equity-common | US | $115K | 5K | 0.00 |
| Lincoln Educational Services Corp. | Long | Equity-common | US | $114K | 8K | 0.00 |
| Lincoln Electric Holdings, Inc. (Lincoln Electric Holdings Inc) | Long | Equity-common | US | $3M | 15K | 0.04 |
| Lincoln National Corp. | Long | Equity-common | US | $3M | 83K | 0.04 |
| Lindsay Corp. | Long | Equity-common | US | $564K | 4K | 0.01 |
| Lions Gate Entertainment Corp. | Long | Equity-common | CA | $76K | 8K | 0.00 |
| Lions Gate Entertainment Corp. | Long | Equity-common | CA | $9K | 1K | 0.00 |
| Liquidity Services, Inc. (Liquidity Services Inc) | Long | Equity-common | US | $287K | 13K | 0.00 |
| Lithia Motors, Inc. (Lithia Motors Inc) | Long | Equity-common | US | $5M | 19K | 0.07 |
| LivaNova PLC | Long | Equity-common | GB | $669K | 14K | 0.01 |
| Live Nation Entertainment, Inc. (Live Nation Entertainment Inc) | Long | Equity-common | US | $1M | 14K | 0.02 |
| Live Oak Bancshares, Inc. (Live Oak Bancshares Inc) | Long | Equity-common | US | $747K | 17K | 0.01 |
| LiveRamp Holdings, Inc. (LiveRamp Holdings Inc) | Long | Equity-common | US | $1M | 39K | 0.02 |
| LKQ Corp. | Long | Equity-common | US | $3M | 62K | 0.04 |
| Louisiana-Pacific Corp. | Long | Equity-common | US | $2M | 24K | 0.03 |
| Lovesac Co. (Lovesac Co/The) | Long | Equity-common | US | $317K | 12K | 0.00 |
| Lowe's Cos., Inc. (Lowe's Cos Inc) | Long | Equity-common | US | $17M | 70K | 0.24 |
| LPL Financial Holdings, Inc. (LPL Financial Holdings Inc) | Long | Equity-common | US | $8M | 35K | 0.11 |
| LSI Industries, Inc. (LSI Industries Inc) | Long | Equity-common | US | $136K | 8K | 0.00 |
| Lucid Group, Inc. (Lucid Group Inc) | Long | Equity-common | US | $232K | 66K | 0.00 |
| Lululemon Athletica, Inc. (Lululemon Athletica Inc) | Long | Equity-common | US | $8M | 30K | 0.11 |
| Lumentum Holdings, Inc. (Lumentum Holdings Inc) | Long | Equity-common | US | $689K | 13K | 0.01 |
| Luna Innovations, Inc. (Luna Innovations Inc) | Long | Equity-common | US | $8K | 3K | 0.00 |
| LyondellBasell Industries NV | Long | Equity-common | NL | $3M | 33K | 0.05 |
| M-Tron Industries, Inc. (M-Tron Industries Inc) | Long | Equity-common | US | $7K | 200 | 0.00 |
| M/I Homes, Inc. (M/I Homes Inc) | Long | Equity-common | US | $787K | 5K | 0.01 |
| M&T Bank Corp. | Long | Equity-common | US | $4M | 23K | 0.06 |
| Macatawa Bank Corp. | Long | Equity-common | US | $49K | 3K | 0.00 |
| MACOM Technology Solutions Holdings, Inc. (MACOM Technology Solutions Holdings Inc) | Long | Equity-common | US | $584K | 6K | 0.01 |
| Macy's, Inc. (Macy's Inc) | Long | Equity-common | US | $3M | 146K | 0.04 |
| Madison Square Garden Entertainment Corp. | Long | Equity-common | US | $155K | 4K | 0.00 |
| Magnachip Semiconductor Corp. | Long | Equity-common | US | $18K | 3K | 0.00 |
| Magnite, Inc. (Magnite Inc) | Long | Equity-common | US | $971K | 67K | 0.01 |
| Magyar Bancorp, Inc. (Magyar Bancorp Inc) | Long | Equity-common | US | $17K | 1K | 0.00 |
| MainStreet Bancshares, Inc. (MainStreet Bancshares Inc) | Long | Equity-common | US | $9K | 515 | 0.00 |
| Malibu Boats, Inc. (Malibu Boats Inc) | Long | Equity-common | US | $440K | 12K | 0.01 |
| Manhattan Associates, Inc. (Manhattan Associates Inc) | Long | Equity-common | US | $3M | 12K | 0.04 |
| Manitex International, Inc. (Manitex International Inc) | Long | Equity-common | US | $19K | 4K | 0.00 |
| Manitowoc Co., Inc. (Manitowoc Co Inc/The) | Long | Equity-common | US | $319K | 25K | 0.00 |
| ManpowerGroup, Inc. (ManpowerGroup Inc) | Long | Equity-common | US | $2M | 28K | 0.03 |
| Marathon Petroleum Corp. | Long | Equity-common | US | $20M | 111K | 0.28 |
| Maravai LifeSciences Holdings, Inc. (Maravai LifeSciences Holdings Inc) | Long | Equity-common | US | $253K | 26K | 0.00 |
| Marcus & Millichap, Inc. (Marcus & Millichap Inc) | Long | Equity-common | US | $516K | 13K | 0.01 |
| Marine Products Corp. | Long | Equity-common | US | $162K | 15K | 0.00 |
| MarineMax, Inc. (MarineMax Inc) | Long | Equity-common | US | $341K | 10K | 0.00 |
| Markel Group, Inc. (Markel Group Inc) | Long | Equity-common | US | $4M | 2K | 0.06 |
| MarketAxess Holdings, Inc. (MarketAxess Holdings Inc) | Long | Equity-common | US | $1M | 6K | 0.02 |
| Marqeta, Inc. (Marqeta Inc) | Long | Equity-common | US | $126K | 23K | 0.00 |
| Marsh & McLennan Cos., Inc. (Marsh & McLennan Cos Inc) | Long | Equity-common | US | $10M | 44K | 0.14 |
| Marten Transport Ltd. | Long | Equity-common | US | $344K | 18K | 0.00 |
| Marvell Technology, Inc. (Marvell Technology Inc) | Long | Equity-common | US | $6M | 89K | 0.08 |
| Masco Corp. | Long | Equity-common | US | $4M | 51K | 0.06 |
| Masimo Corp. | Long | Equity-common | US | $1M | 13K | 0.02 |
| MasTec, Inc. (MasTec Inc) | Long | Equity-common | US | $3M | 30K | 0.05 |
| Masterbrand, Inc. (Masterbrand Inc) | Long | Equity-common | US | $975K | 54K | 0.01 |
| Mastercard, Inc. (Mastercard Inc) | Long | Equity-common | US | $58M | 126K | 0.82 |
| MasterCraft Boat Holdings, Inc. (MasterCraft Boat Holdings Inc) | Long | Equity-common | US | $318K | 15K | 0.00 |
| Match Group, Inc. (Match Group Inc) | Long | Equity-common | US | $3M | 80K | 0.04 |
| Materion Corp. | Long | Equity-common | US | $733K | 6K | 0.01 |
| Matrix Service Co. | Long | Equity-common | US | $119K | 12K | 0.00 |
| Matson, Inc. (Matson Inc) | Long | Equity-common | US | $1M | 8K | 0.01 |
| Mattel, Inc. (Mattel Inc) | Long | Equity-common | US | $2M | 117K | 0.03 |
| Matterport, Inc. (Matterport Inc) | Long | Equity-common | US | $512K | 115K | 0.01 |
| Matthews International Corp. | Long | Equity-common | US | $339K | 12K | 0.00 |
| Maui Land & Pineapple Co., Inc. (Maui Land & Pineapple Co Inc) | Long | Equity-common | US | $177K | 7K | 0.00 |
| MaxCyte, Inc. (MaxCyte Inc) | Long | Equity-common | US | $100K | 21K | 0.00 |
| Maximus, Inc. (Maximus Inc) | Long | Equity-common | US | $2M | 27K | 0.04 |
| MaxLinear, Inc. (MaxLinear Inc) | Long | Equity-common | US | $301K | 21K | 0.00 |
| Mayville Engineering Co., Inc. (Mayville Engineering Co Inc) | Long | Equity-common | US | $41K | 2K | 0.00 |
| McCormick & Co., Inc. (McCormick & Co Inc/MD) | Long | Equity-common | US | $4M | 58K | 0.06 |
| McCormick & Co., Inc. (McCormick & Co Inc/MD) | Long | Equity-common | US | $31K | 400 | 0.00 |
| McDonald's Corp. | Long | Equity-common | US | $18M | 66K | 0.25 |
| McGrath RentCorp | Long | Equity-common | US | $1M | 13K | 0.02 |
| McKesson Corp. | Long | Equity-common | US | $14M | 22K | 0.19 |
| MDU Resources Group, Inc. (MDU Resources Group Inc) | Long | Equity-common | US | $464K | 17K | 0.01 |
| Medpace Holdings, Inc. (Medpace Holdings Inc) | Long | Equity-common | US | $3M | 8K | 0.04 |
| Medtronic PLC | Long | Equity-common | IE | $11M | 143K | 0.16 |
| Mercantile Bank Corp. | Long | Equity-common | US | $304K | 6K | 0.00 |
| Mercer International, Inc. (Mercer International Inc) | Long | Equity-common | US | $310K | 41K | 0.00 |
| Merchants Bancorp (Merchants Bancorp/IN) | Long | Equity-common | US | $889K | 20K | 0.01 |
| Merck & Co., Inc. (Merck & Co Inc) | Long | Equity-common | US | $26M | 230K | 0.37 |
| Mercury General Corp. | Long | Equity-common | US | $2M | 30K | 0.03 |
| Mercury Systems, Inc. (Mercury Systems Inc) | Long | Equity-common | US | $769K | 22K | 0.01 |
| Meridian Corp. | Long | Equity-common | US | $24K | 2K | 0.00 |
| MeridianLink, Inc. (MeridianLink Inc) | Long | Equity-common | US | $77K | 3K | 0.00 |
| Merit Medical Systems, Inc. (Merit Medical Systems Inc) | Long | Equity-common | US | $2M | 18K | 0.02 |
| Meritage Homes Corp. | Long | Equity-common | US | $1M | 7K | 0.02 |
| Merrimack Pharmaceuticals, Inc. (Merrimack Pharmaceuticals Inc) | Long | Equity-common | US | $0 | 2K | – |
| Mesa Laboratories, Inc. (Mesa Laboratories Inc) | Long | Equity-common | US | $363K | 3K | 0.01 |
| Meta Platforms, Inc. (Meta Platforms Inc) | Long | Equity-common | US | $203M | 428K | 2.86 |
| Metallus, Inc. (Metallus Inc) | Long | Equity-common | US | $253K | 11K | 0.00 |
| MetLife, Inc. (MetLife Inc) | Long | Equity-common | US | $19M | 246K | 0.27 |
| Metrocity Bankshares, Inc. (Metrocity Bankshares Inc) | Long | Equity-common | US | $34K | 1K | 0.00 |
| Metropolitan Bank Holding Corp. | Long | Equity-common | US | $127K | 2K | 0.00 |
| Mettler-Toledo International, Inc. (Mettler-Toledo International Inc) | Long | Equity-common | US | $5M | 3K | 0.07 |
| MGIC Investment Corp. | Long | Equity-common | US | $4M | 164K | 0.06 |
| MGM Resorts International | Long | Equity-common | US | $350K | 8K | 0.00 |
| Microsoft Corp. | Long | Equity-common | US | $188M | 449K | 2.64 |
| Mid Penn Bancorp, Inc. (Mid Penn Bancorp Inc) | Long | Equity-common | US | $356K | 12K | 0.01 |
| Middleby Corp. (Middleby Corp/The) | Long | Equity-common | US | $3M | 19K | 0.04 |
| Middlefield Banc Corp. | Long | Equity-common | US | $26K | 954 | 0.00 |
| Middlesex Water Co. | Long | Equity-common | US | $500K | 8K | 0.01 |
| Midland States Bancorp, Inc. (Midland States Bancorp Inc) | Long | Equity-common | US | $277K | 12K | 0.00 |
| MidWestOne Financial Group, Inc. (MidWestOne Financial Group Inc) | Long | Equity-common | US | $171K | 6K | 0.00 |
| Miller Industries, Inc. (Miller Industries Inc/TN) | Long | Equity-common | US | $258K | 4K | 0.00 |
| MillerKnoll, Inc. (MillerKnoll Inc) | Long | Equity-common | US | $1M | 33K | 0.01 |
| Minerals Technologies, Inc. (Minerals Technologies Inc) | Long | Equity-common | US | $1M | 19K | 0.02 |
| Mirati Therapeutics, Inc. (CONTRA MIRATI THERAPEU) | Derivative-equity | US | $24K | 8K | 0.00 | |
| Mirion Technologies, Inc. (Mirion Technologies Inc) | Long | Equity-common | US | $209K | 20K | 0.00 |
| Mission Produce, Inc. (Mission Produce Inc) | Long | Equity-common | US | $92K | 8K | 0.00 |
| Mister Car Wash, Inc. (Mister Car Wash Inc) | Long | Equity-common | US | $20K | 3K | 0.00 |
| Mistras Group, Inc. (Mistras Group Inc) | Long | Equity-common | US | $79K | 8K | 0.00 |
| Mitek Systems, Inc. (Mitek Systems Inc) | Long | Equity-common | US | $263K | 20K | 0.00 |
| MKS Instruments, Inc. (MKS Instruments Inc) | Long | Equity-common | US | $2M | 15K | 0.03 |
| Moderna, Inc. (Moderna Inc) | Long | Equity-common | US | $9M | 74K | 0.12 |
| ModivCare, Inc. (ModivCare Inc) | Long | Equity-common | US | $47K | 2K | 0.00 |
| Moelis & Co. | Long | Equity-common | US | $1M | 20K | 0.02 |
| Molina Healthcare, Inc. (Molina Healthcare Inc) | Long | Equity-common | US | $11M | 31K | 0.15 |
| Molson Coors Beverage Co. | Long | Equity-common | US | $106K | 2K | 0.00 |
| MongoDB, Inc. (MongoDB Inc) | Long | Equity-common | US | $1M | 4K | 0.01 |
| Monolithic Power Systems, Inc. (Monolithic Power Systems Inc) | Long | Equity-common | US | $4M | 5K | 0.06 |
| Monro, Inc. (Monro Inc) | Long | Equity-common | US | $469K | 15K | 0.01 |
| Monster Beverage Corp. | Long | Equity-common | US | $6M | 120K | 0.09 |
| Montrose Environmental Group, Inc. (Montrose Environmental Group Inc) | Long | Equity-common | US | $379K | 12K | 0.01 |
| Moody's Corp. | Long | Equity-common | US | $12M | 26K | 0.17 |
| Moog, Inc. (Moog Inc) | Long | Equity-common | US | $2M | 11K | 0.03 |
| Morgan Stanley | Long | Equity-common | US | $20M | 195K | 0.28 |
| Morningstar, Inc. (Morningstar Inc) | Long | Equity-common | US | $4M | 12K | 0.06 |
| Mosaic Co. (Mosaic Co/The) | Long | Equity-common | US | $2M | 77K | 0.03 |
| Motorcar Parts of America, Inc. (Motorcar Parts of America Inc) | Long | Equity-common | US | $8K | 1K | 0.00 |
| Motorola Solutions, Inc. (Motorola Solutions Inc) | Long | Equity-common | US | $7M | 18K | 0.10 |
| Movado Group, Inc. (Movado Group Inc) | Long | Equity-common | US | $168K | 7K | 0.00 |
| MP Materials Corp. | Long | Equity-common | US | $441K | 33K | 0.01 |
| Mr. Cooper Group, Inc. (Mr Cooper Group Inc) | Long | Equity-common | US | $3M | 34K | 0.04 |
| MRC Global, Inc. (MRC Global Inc) | Long | Equity-common | US | $734K | 51K | 0.01 |
| MSA Safety, Inc. (MSA Safety Inc) | Long | Equity-common | US | $2M | 12K | 0.03 |
| MSC Industrial Direct Co., Inc. (MSC Industrial Direct Co Inc) | Long | Equity-common | US | $2M | 25K | 0.03 |
| MSCI, Inc. (MSCI Inc) | Long | Equity-common | US | $8M | 15K | 0.12 |
| Mueller Industries, Inc. (Mueller Industries Inc) | Long | Equity-common | US | $2M | 34K | 0.03 |
| Mueller Water Products, Inc. (Mueller Water Products Inc) | Long | Equity-common | US | $709K | 34K | 0.01 |
| MVB Financial Corp. | Long | Equity-common | US | $190K | 8K | 0.00 |
| Myers Industries, Inc. (Myers Industries Inc) | Long | Equity-common | US | $170K | 11K | 0.00 |
| MYR Group, Inc. (MYR Group Inc) | Long | Equity-common | US | $1M | 8K | 0.01 |
| Myriad Genetics, Inc. (Myriad Genetics Inc) | Long | Equity-common | US | $845K | 30K | 0.01 |
| N-able, Inc. (N-able Inc/US) | Long | Equity-common | US | $694K | 50K | 0.01 |
| Napco Security Technologies, Inc. (Napco Security Technologies Inc) | Long | Equity-common | US | $439K | 8K | 0.01 |
| Nasdaq, Inc. (Nasdaq Inc) | Long | Equity-common | US | $3M | 48K | 0.05 |
| Natera, Inc. (Natera Inc) | Long | Equity-common | US | $708K | 7K | 0.01 |
| Nathan's Famous, Inc. (Nathan's Famous Inc) | Long | Equity-common | US | $15K | 200 | 0.00 |
| National Bank Holdings Corp. | Long | Equity-common | US | $750K | 18K | 0.01 |
| National Bankshares, Inc. (National Bankshares Inc) | Long | Equity-common | US | $16K | 507 | 0.00 |
| National Beverage Corp. | Long | Equity-common | US | $918K | 19K | 0.01 |
| National HealthCare Corp. | Long | Equity-common | US | $287K | 2K | 0.00 |
| National Research Corp. | Long | Equity-common | US | $112K | 4K | 0.00 |
| National Vision Holdings, Inc. (National Vision Holdings Inc) | Long | Equity-common | US | $545K | 38K | 0.01 |
| Natural Alternatives International, Inc. (Natural Alternatives International Inc) | Long | Equity-common | US | $6K | 1K | 0.00 |
| Natural Gas Services Group, Inc. (Natural Gas Services Group Inc) | Long | Equity-common | US | $289K | 14K | 0.00 |
| Natural Grocers by Vitamin Cottage, Inc. (Natural Grocers by Vitamin Cottage Inc) | Long | Equity-common | US | $183K | 7K | 0.00 |
| Natural Health Trends Corp. | Long | Equity-common | US | $1K | 187 | 0.00 |
| Nature's Sunshine Products, Inc. (Nature's Sunshine Products Inc) | Long | Equity-common | US | $111K | 6K | 0.00 |
| Navient Corp. | Long | Equity-common | US | $2M | 98K | 0.02 |
| NBT Bancorp, Inc. (NBT Bancorp Inc) | Long | Equity-common | US | $804K | 16K | 0.01 |
| nCino, Inc. (nCino Inc) | Long | Equity-common | US | $651K | 20K | 0.01 |
| NCR Atleos Corp. | Long | Equity-common | US | $1M | 33K | 0.02 |
| NCR Voyix Corp. | Long | Equity-common | US | $722K | 49K | 0.01 |
| Nelnet, Inc. (Nelnet Inc) | Long | Equity-common | US | $2M | 14K | 0.02 |
| NeoGenomics, Inc. (NeoGenomics Inc) | Long | Equity-common | US | $867K | 49K | 0.01 |
| NetApp, Inc. (NetApp Inc) | Long | Equity-common | US | $6M | 48K | 0.09 |
| Netflix, Inc. (Netflix Inc) | Long | Equity-common | US | $30M | 48K | 0.42 |
| NETGEAR, Inc. (NETGEAR Inc) | Long | Equity-common | US | $254K | 16K | 0.00 |
| NetScout Systems, Inc. (NetScout Systems Inc) | Long | Equity-common | US | $716K | 35K | 0.01 |
| NetSol Technologies, Inc. (NetSol Technologies Inc) | Long | Equity-common | US | $74K | 27K | 0.00 |
| New Jersey Resources Corp. | Long | Equity-common | US | $3M | 63K | 0.04 |
| New York Community Bancorp, Inc. (New York Community Bancorp Inc) | Long | Equity-common | US | $104K | 10K | 0.00 |
| New York Times Co. (New York Times Co/The) | Long | Equity-common | US | $3M | 49K | 0.04 |
| Newell Brands, Inc. (Newell Brands Inc) | Long | Equity-common | US | $1M | 138K | 0.02 |
| Newmark Group, Inc. (Newmark Group Inc) | Long | Equity-common | US | $533K | 41K | 0.01 |
| NewMarket Corp. | Long | Equity-common | US | $2M | 4K | 0.03 |
| Newmont Corp. | Long | Equity-common | US | $4M | 82K | 0.06 |
| Newpark Resources, Inc. (Newpark Resources Inc) | Long | Equity-common | US | $728K | 88K | 0.01 |
| News Corp. | Long | Equity-common | US | $3M | 94K | 0.04 |
| News Corp. | Long | Equity-common | US | $1M | 47K | 0.02 |
| Nexstar Media Group, Inc. (Nexstar Media Group Inc) | Long | Equity-common | US | $3M | 19K | 0.05 |
| NEXTracker, Inc. (NEXTracker Inc) | Long | Equity-common | US | $1M | 25K | 0.02 |
| NI Holdings, Inc. (NI Holdings Inc) | Long | Equity-common | US | $39K | 2K | 0.00 |
| Nicholas Financial, Inc. (Nicholas Financial Inc) | Long | Equity-common | US | $16K | 3K | 0.00 |
| Nicolet Bankshares, Inc. (Nicolet Bankshares Inc) | Long | Equity-common | US | $530K | 5K | 0.01 |
| NIKE, Inc. (NIKE Inc) | Long | Equity-common | US | $16M | 215K | 0.23 |
| NL Industries, Inc. (NL Industries Inc) | Long | Equity-common | US | $22K | 3K | 0.00 |
| NMI Holdings, Inc. (NMI Holdings Inc) | Long | Equity-common | US | $2M | 45K | 0.02 |
| Nordson Corp. | Long | Equity-common | US | $3M | 12K | 0.04 |
| Nordstrom, Inc. (Nordstrom Inc) | Long | Equity-common | US | $1M | 55K | 0.02 |
| Northeast Bank | Long | Equity-common | US | $80K | 1K | 0.00 |
| Northeast Community Bancorp, Inc. (Northeast Community Bancorp Inc) | Long | Equity-common | US | $27K | 1K | 0.00 |
| Northern Technologies International Corp. | Long | Equity-common | US | $26K | 2K | 0.00 |
| Northern Trust Corp. | Long | Equity-common | US | $4M | 45K | 0.06 |
| Northfield Bancorp, Inc. (Northfield Bancorp Inc) | Long | Equity-common | US | $197K | 16K | 0.00 |
| Northrim BanCorp, Inc. (Northrim BanCorp Inc) | Long | Equity-common | US | $26K | 383 | 0.00 |
| Northrop Grumman Corp. | Long | Equity-common | US | $8M | 16K | 0.11 |
| Northwest Bancshares, Inc. (Northwest Bancshares Inc) | Long | Equity-common | US | $1M | 72K | 0.01 |
| Northwest Natural Holding Co. | Long | Equity-common | US | $688K | 17K | 0.01 |
| Northwest Pipe Co. | Long | Equity-common | US | $42K | 1K | 0.00 |
| Norwood Financial Corp. | Long | Equity-common | US | $18K | 600 | 0.00 |
| NOV, Inc. (NOV Inc) | Long | Equity-common | US | $5M | 239K | 0.07 |
| Novanta, Inc. (Novanta Inc) | Long | Equity-common | CA | $1M | 7K | 0.02 |
| Nu Skin Enterprises, Inc. (Nu Skin Enterprises Inc) | Long | Equity-common | US | $336K | 30K | 0.00 |
| Nucor Corp. | Long | Equity-common | US | $12M | 76K | 0.17 |
| Nutanix, Inc. (Nutanix Inc) | Long | Equity-common | US | $2M | 36K | 0.03 |
| Nuvalent, Inc. (Nuvalent Inc) | Long | Equity-common | US | $162K | 2K | 0.00 |
| NV5 Global, Inc. (NV5 Global Inc) | Long | Equity-common | US | $797K | 8K | 0.01 |
| nVent Electric PLC | Long | Equity-common | IE | $4M | 59K | 0.06 |
| NVIDIA Corp. | Long | Equity-common | US | $399M | 3M | 5.62 |
| NVR, Inc. (NVR Inc) | Long | Equity-common | US | $12M | 1K | 0.16 |
| O'Reilly Automotive, Inc. (O'Reilly Automotive Inc) | Long | Equity-common | US | $9M | 8K | 0.12 |
| Oak Valley Bancorp | Long | Equity-common | US | $23K | 817 | 0.00 |
| Oceaneering International, Inc. (Oceaneering International Inc) | Long | Equity-common | US | $2M | 79K | 0.03 |
| OceanFirst Financial Corp. | Long | Equity-common | US | $692K | 38K | 0.01 |
| ODP Corp. (ODP Corp/The) | Long | Equity-common | US | $808K | 19K | 0.01 |
| OFG Bancorp | Long | Equity-common | PR | $981K | 22K | 0.01 |
| Ohio Valley Banc Corp. | Long | Equity-common | US | $6K | 243 | 0.00 |
| Oil States International, Inc. (Oil States International Inc) | Long | Equity-common | US | $371K | 65K | 0.01 |
| Oil-Dri Corp. of America (Oil-Dri Corp of America) | Long | Equity-common | US | $66K | 1K | 0.00 |
| Okta, Inc. (Okta Inc) | Long | Equity-common | US | $5M | 51K | 0.07 |
| Old Dominion Freight Line, Inc. (Old Dominion Freight Line Inc) | Long | Equity-common | US | $4M | 21K | 0.06 |
| Old National Bancorp (Old National Bancorp/IN) | Long | Equity-common | US | $2M | 124K | 0.03 |
| Old Republic International Corp. | Long | Equity-common | US | $6M | 161K | 0.08 |
| Old Second Bancorp, Inc. (Old Second Bancorp Inc) | Long | Equity-common | US | $242K | 14K | 0.00 |
| Olema Pharmaceuticals, Inc. (Olema Pharmaceuticals Inc) | Long | Equity-common | US | $364K | 23K | 0.01 |
| Ollie's Bargain Outlet Holdings, Inc. (Ollie's Bargain Outlet Holdings Inc) | Long | Equity-common | US | $2M | 19K | 0.03 |
| Olo, Inc. (Olo Inc) | Long | Equity-common | US | $258K | 54K | 0.00 |
| Olympic Steel, Inc. (Olympic Steel Inc) | Long | Equity-common | US | $339K | 7K | 0.00 |
| Omega Flex, Inc. (Omega Flex Inc) | Long | Equity-common | US | $257K | 5K | 0.00 |
| OmniAb, Inc. (OmniAb Inc) | Long | Equity-common | US | $349K | 73K | 0.00 |
| Omnicell, Inc. (Omnicell Inc) | Long | Equity-common | US | $313K | 11K | 0.00 |
| Omnicom Group, Inc. (Omnicom Group Inc) | Long | Equity-common | US | $8M | 80K | 0.11 |
| ON24, Inc. (ON24 Inc) | Long | Equity-common | US | $217K | 33K | 0.00 |
| ONE Gas, Inc. (ONE Gas Inc) | Long | Equity-common | US | $1M | 18K | 0.02 |
| OneMain Holdings, Inc. (OneMain Holdings Inc) | Long | Equity-common | US | $3M | 61K | 0.04 |
| ONEOK, Inc. (ONEOK Inc) | Long | Equity-common | US | $5M | 54K | 0.06 |
| OneSpan, Inc. (OneSpan Inc) | Long | Equity-common | US | $411K | 28K | 0.01 |
| OneSpaWorld Holdings Ltd. | Long | Equity-common | BS | $295K | 18K | 0.00 |
| OneWater Marine, Inc. (OneWater Marine Inc) | Long | Equity-common | US | $86K | 3K | 0.00 |
| Onity Group, Inc. (Onity Group Inc) | Long | Equity-common | US | $89K | 3K | 0.00 |
| Open Lending Corp. | Long | Equity-common | US | $209K | 33K | 0.00 |
| Opendoor Technologies, Inc. (Opendoor Technologies Inc) | Long | Equity-common | US | $447K | 193K | 0.01 |
| OPENLANE, Inc. (OPENLANE Inc) | Long | Equity-common | US | $968K | 54K | 0.01 |
| Oppenheimer Holdings, Inc. (Oppenheimer Holdings Inc) | Long | Equity-common | US | $246K | 5K | 0.00 |
| OptimizeRx Corp. | Long | Equity-common | US | $49K | 4K | 0.00 |
| Option Care Health, Inc. (Option Care Health Inc) | Long | Equity-common | US | $1M | 50K | 0.02 |
| Oracle Corp. | Long | Equity-common | US | $29M | 208K | 0.41 |
| OraSure Technologies, Inc. (OraSure Technologies Inc) | Long | Equity-common | US | $51K | 11K | 0.00 |
| Organon & Co. | Long | Equity-common | US | $1M | 57K | 0.02 |
| ORIC Pharmaceuticals, Inc. (ORIC Pharmaceuticals Inc) | Long | Equity-common | US | $59K | 5K | 0.00 |
| Origin Bancorp, Inc. (Origin Bancorp Inc) | Long | Equity-common | US | $253K | 7K | 0.00 |
| Ormat Technologies, Inc. (Ormat Technologies Inc) | Long | Equity-common | US | $2M | 30K | 0.03 |
| Orrstown Financial Services, Inc. (Orrstown Financial Services Inc) | Long | Equity-common | US | $75K | 2K | 0.00 |
| Orthofix Medical, Inc. (Orthofix Medical Inc) | Long | Equity-common | US | $2K | 120 | 0.00 |
| Oscar Health, Inc. (Oscar Health Inc) | Long | Equity-common | US | $1M | 72K | 0.02 |
| Oshkosh Corp. | Long | Equity-common | US | $3M | 25K | 0.04 |
| Otis Worldwide Corp. | Long | Equity-common | US | $5M | 54K | 0.07 |
| Outset Medical, Inc. (Outset Medical Inc) | Long | Equity-common | US | $90K | 25K | 0.00 |
| Ovid therapeutics, Inc. (Ovid therapeutics Inc) | Long | Equity-common | US | $12K | 11K | 0.00 |
| Owens & Minor, Inc. (Owens & Minor Inc) | Long | Equity-common | US | $787K | 48K | 0.01 |
| Oxford Industries, Inc. (Oxford Industries Inc) | Long | Equity-common | US | $683K | 6K | 0.01 |
| PACCAR, Inc. (PACCAR Inc) | Long | Equity-common | US | $13M | 129K | 0.18 |
| Pacific Biosciences of California, Inc. (Pacific Biosciences of California Inc) | Long | Equity-common | US | $13K | 6K | 0.00 |
| Pacific Premier Bancorp, Inc. (Pacific Premier Bancorp Inc) | Long | Equity-common | US | $1M | 54K | 0.02 |
| Packaging Corp. of America (Packaging Corp of America) | Long | Equity-common | US | $4M | 19K | 0.05 |
| Pactiv Evergreen, Inc. (Pactiv Evergreen Inc) | Long | Equity-common | US | $45K | 3K | 0.00 |
| Palantir Technologies, Inc. (Palantir Technologies Inc) | Long | Equity-common | US | $3M | 104K | 0.04 |
| Palo Alto Networks, Inc. (Palo Alto Networks Inc) | Long | Equity-common | US | $12M | 36K | 0.17 |
| Palomar Holdings, Inc. (Palomar Holdings Inc) | Long | Equity-common | US | $951K | 10K | 0.01 |
| PAM Transportation Services, Inc. (PAM Transportation Services Inc) | Long | Equity-common | US | $123K | 6K | 0.00 |
| Papa John's International, Inc. (Papa John's International Inc) | Long | Equity-common | US | $271K | 6K | 0.00 |
| PAR Technology Corp. | Long | Equity-common | US | $130K | 3K | 0.00 |
| Paramount Global | Long | Equity-common | US | $1M | 127K | 0.02 |
| Paramount Global | Long | Equity-common | US | $30K | 1K | 0.00 |
| Park Aerospace Corp. | Long | Equity-common | US | $191K | 14K | 0.00 |
| Park National Corp. | Long | Equity-common | US | $950K | 5K | 0.01 |
| Park-Ohio Holdings Corp. | Long | Equity-common | US | $109K | 4K | 0.00 |
| Parke Bancorp, Inc. (Parke Bancorp Inc) | Long | Equity-common | US | $50K | 3K | 0.00 |
| Parker-Hannifin Corp. | Long | Equity-common | US | $11M | 19K | 0.15 |
| Parsons Corp. | Long | Equity-common | US | $5M | 52K | 0.07 |
| Pathfinder Bancorp, Inc. (Pathfinder Bancorp Inc) | Long | Equity-common | US | $15K | 900 | 0.00 |
| Pathward Financial, Inc. (Pathward Financial Inc) | Long | Equity-common | US | $882K | 13K | 0.01 |
| Patrick Industries, Inc. (Patrick Industries Inc) | Long | Equity-common | US | $593K | 5K | 0.01 |
| Patterson Cos., Inc. (Patterson Cos Inc) | Long | Equity-common | US | $1M | 49K | 0.02 |
| Paychex, Inc. (Paychex Inc) | Long | Equity-common | US | $8M | 63K | 0.11 |
| Paycom Software, Inc. (Paycom Software Inc) | Long | Equity-common | US | $1M | 8K | 0.02 |
| Paycor HCM, Inc. (Paycor HCM Inc) | Long | Equity-common | US | $213K | 17K | 0.00 |
| Paylocity Holding Corp. | Long | Equity-common | US | $1M | 8K | 0.02 |
| Paymentus Holdings, Inc. (Paymentus Holdings Inc) | Long | Equity-common | US | $118K | 6K | 0.00 |
| PayPal Holdings, Inc. (PayPal Holdings Inc) | Long | Equity-common | US | $13M | 192K | 0.18 |
| Paysafe Ltd. | Long | Equity-common | BM | $265K | 13K | 0.00 |
| Paysign, Inc. (Paysign Inc) | Long | Equity-common | US | $21K | 4K | 0.00 |
| PC Connection, Inc. (PC Connection Inc) | Long | Equity-common | US | $864K | 12K | 0.01 |
| PCB Bancorp | Long | Equity-common | US | $13K | 653 | 0.00 |
| PDF Solutions, Inc. (PDF Solutions Inc) | Long | Equity-common | US | $340K | 10K | 0.00 |
| PDL BioPharma, Inc. (PDL BioPharma Inc) | Long | Equity-common | US | $21K | 17K | 0.00 |
| Peapack-Gladstone Financial Corp. | Long | Equity-common | US | $255K | 9K | 0.00 |
| Pediatrix Medical Group, Inc. (Pediatrix Medical Group Inc) | Long | Equity-common | US | $493K | 59K | 0.01 |
| Pegasystems, Inc. (Pegasystems Inc) | Long | Equity-common | US | $493K | 7K | 0.01 |
| Penn Entertainment, Inc. (Penn Entertainment Inc) | Long | Equity-common | US | $354K | 18K | 0.00 |
| Pennant Group, Inc. (Pennant Group Inc/The) | Long | Equity-common | US | $79K | 3K | 0.00 |
| PennyMac Financial Services, Inc. (PennyMac Financial Services Inc) | Long | Equity-common | US | $2M | 21K | 0.03 |
| Penske Automotive Group, Inc. (Penske Automotive Group Inc) | Long | Equity-common | US | $6M | 37K | 0.09 |
| Pentair PLC | Long | Equity-common | IE | $5M | 54K | 0.07 |
| Penumbra, Inc. (Penumbra Inc) | Long | Equity-common | US | $1M | 6K | 0.01 |
| Peoples Bancorp of North Carolina, Inc. (Peoples Bancorp of North Carolina Inc) | Long | Equity-common | US | $41K | 1K | 0.00 |
| Peoples Bancorp, Inc. (Peoples Bancorp Inc/OH) | Long | Equity-common | US | $545K | 16K | 0.01 |
| Peoples Financial Services Corp. | Long | Equity-common | US | $25K | 500 | 0.00 |
| PepsiCo, Inc. (PepsiCo Inc) | Long | Equity-common | US | $21M | 122K | 0.30 |
| Perdoceo Education Corp. | Long | Equity-common | US | $403K | 16K | 0.01 |
| Perficient, Inc. (Perficient Inc) | Long | Equity-common | US | $121K | 2K | 0.00 |
| Performant Financial Corp. | Long | Equity-common | US | $18K | 5K | 0.00 |
| Perimeter Solutions SA | Long | Equity-common | LU | $192K | 20K | 0.00 |
| Perrigo Co. PLC (Perrigo Co PLC) | Long | Equity-common | IE | $1M | 39K | 0.02 |
| PetIQ, Inc. (PetIQ Inc) | Long | Equity-common | US | $271K | 12K | 0.00 |
| PetMed Express, Inc. (PetMed Express Inc) | Long | Equity-common | US | $12K | 3K | 0.00 |
| Pfizer, Inc. (Pfizer Inc) | Long | Equity-common | US | $22M | 727K | 0.31 |
| Phillips 66 | Long | Equity-common | US | $12M | 82K | 0.17 |
| Phinia, Inc. (Phinia Inc) | Long | Equity-common | US | $703K | 16K | 0.01 |
| Photronics, Inc. (Photronics Inc) | Long | Equity-common | US | $630K | 25K | 0.01 |
| Phreesia, Inc. (Phreesia Inc) | Long | Equity-common | US | $50K | 2K | 0.00 |
| Pinnacle Financial Partners, Inc. (Pinnacle Financial Partners Inc) | Long | Equity-common | US | $2M | 22K | 0.03 |
| Pinterest, Inc. (Pinterest Inc) | Long | Equity-common | US | $2M | 67K | 0.03 |
| Pioneer Bancorp, Inc. (Pioneer Bancorp Inc/NY) | Long | Equity-common | US | $12K | 1K | 0.00 |
| Piper Sandler Cos. | Long | Equity-common | US | $2M | 7K | 0.03 |
| PJT Partners, Inc. (PJT Partners Inc) | Long | Equity-common | US | $597K | 4K | 0.01 |
| Planet Fitness, Inc. (Planet Fitness Inc) | Long | Equity-common | US | $1M | 20K | 0.02 |
| PlayAGS, Inc. (PlayAGS Inc) | Long | Equity-common | US | $30K | 3K | 0.00 |
| Playtika Holding Corp. | Long | Equity-common | US | $260K | 34K | 0.00 |
| Plexus Corp. | Long | Equity-common | US | $942K | 7K | 0.01 |
| Plug Power, Inc. (Plug Power Inc) | Long | Equity-common | US | $180K | 73K | 0.00 |
| Plumas Bancorp | Long | Equity-common | US | $28K | 646 | 0.00 |
| PNC Financial Services Group, Inc. (PNC Financial Services Group Inc/The) | Long | Equity-common | US | $5M | 26K | 0.07 |
| Polaris, Inc. (Polaris Inc) | Long | Equity-common | US | $2M | 28K | 0.03 |
| Ponce Financial Group, Inc. (Ponce Financial Group Inc) | Long | Equity-common | US | $12K | 1K | 0.00 |
| Pool Corp. | Long | Equity-common | US | $3M | 9K | 0.05 |
| Popular, Inc. (Popular Inc) | Long | Equity-common | PR | $3M | 31K | 0.05 |
| Potbelly Corp. | Long | Equity-common | US | $86K | 12K | 0.00 |
| Powell Industries, Inc. (Powell Industries Inc) | Long | Equity-common | US | $2M | 9K | 0.02 |
| Power Integrations, Inc. (Power Integrations Inc) | Long | Equity-common | US | $987K | 14K | 0.01 |
| Powerfleet, Inc. NJ (Powerfleet Inc NJ) | Long | Equity-common | US | $101K | 22K | 0.00 |
| PowerSchool Holdings, Inc. (PowerSchool Holdings Inc) | Long | Equity-common | US | $788K | 35K | 0.01 |
| PPG Industries, Inc. (PPG Industries Inc) | Long | Equity-common | US | $8M | 60K | 0.11 |
| PRA Group, Inc. (PRA Group Inc) | Long | Equity-common | US | $513K | 19K | 0.01 |
| Preferred Bank (Preferred Bank/Los Angeles CA) | Long | Equity-common | US | $531K | 6K | 0.01 |
| Preformed Line Products Co. | Long | Equity-common | US | $246K | 2K | 0.00 |
| Premier Financial Corp. | Long | Equity-common | US | $632K | 25K | 0.01 |
| Premier, Inc. (Premier Inc) | Long | Equity-common | US | $2M | 78K | 0.02 |
| PriceSmart, Inc. (PriceSmart Inc) | Long | Equity-common | US | $1M | 11K | 0.01 |
| Primerica, Inc. (Primerica Inc) | Long | Equity-common | US | $5M | 20K | 0.07 |
| Primis Financial Corp. | Long | Equity-common | US | $42K | 3K | 0.00 |
| Primoris Services Corp. | Long | Equity-common | US | $1M | 25K | 0.02 |
| Princeton Bancorp, Inc. (Princeton Bancorp Inc) | Long | Equity-common | US | $28K | 708 | 0.00 |
| Principal Financial Group, Inc. (Principal Financial Group Inc) | Long | Equity-common | US | $7M | 89K | 0.10 |
| Privia Health Group, Inc. (Privia Health Group Inc) | Long | Equity-common | US | $116K | 6K | 0.00 |
| Pro-Dex, Inc. (Pro-Dex Inc) | Long | Equity-common | US | $29K | 1K | 0.00 |
| ProAssurance Corp. | Long | Equity-common | US | $406K | 31K | 0.01 |
| Procore Technologies, Inc. (Procore Technologies Inc) | Long | Equity-common | US | $1M | 20K | 0.02 |
| Procter & Gamble Co. (Procter & Gamble Co/The) | Long | Equity-common | US | $45M | 279K | 0.63 |
| ProFrac Holding Corp. | Long | Equity-common | US | $83K | 9K | 0.00 |
| PROG Holdings, Inc. (PROG Holdings Inc) | Long | Equity-common | US | $2M | 43K | 0.03 |
| Progress Software Corp. | Long | Equity-common | US | $1M | 23K | 0.02 |
| Progressive Corp. (Progressive Corp/The) | Long | Equity-common | US | $12M | 57K | 0.17 |
| Progyny, Inc. (Progyny Inc) | Long | Equity-common | US | $162K | 6K | 0.00 |
| ProPetro Holding Corp. | Long | Equity-common | US | $732K | 76K | 0.01 |
| Prosperity Bancshares, Inc. (Prosperity Bancshares Inc) | Long | Equity-common | US | $2M | 29K | 0.03 |
| Protagonist Therapeutics, Inc. (Protagonist Therapeutics Inc) | Long | Equity-common | US | $160K | 4K | 0.00 |
| Prothena Corp. PLC (Prothena Corp PLC) | Long | Equity-common | IE | $307K | 13K | 0.00 |
| Proto Labs, Inc. (Proto Labs Inc) | Long | Equity-common | US | $341K | 10K | 0.00 |
| Provident Bancorp, Inc. (Provident Bancorp Inc) | Long | Equity-common | US | $12K | 1K | 0.00 |
| Provident Financial Services, Inc. (Provident Financial Services Inc) | Long | Equity-common | US | $691K | 37K | 0.01 |
| Prudential Financial, Inc. (Prudential Financial Inc) | Long | Equity-common | US | $20M | 161K | 0.28 |
| Psychemedics Corp. | Long | Equity-common | US | $1K | 600 | 0.00 |
| PTC, Inc. (PTC Inc) | Long | Equity-common | US | $3M | 19K | 0.05 |
| Public Service Enterprise Group, Inc. (Public Service Enterprise Group Inc) | Long | Equity-common | US | $2M | 31K | 0.03 |
| PubMatic, Inc. (PubMatic Inc) | Long | Equity-common | US | $570K | 26K | 0.01 |
| PulteGroup, Inc. (PulteGroup Inc) | Long | Equity-common | US | $11M | 86K | 0.16 |
| Pure Cycle Corp. | Long | Equity-common | US | $183K | 17K | 0.00 |
| Pure Storage, Inc. (Pure Storage Inc) | Long | Equity-common | US | $3M | 52K | 0.04 |
| PVH Corp. | Long | Equity-common | US | $2M | 23K | 0.03 |
| Q2 Holdings, Inc. (Q2 Holdings Inc) | Long | Equity-common | US | $667K | 10K | 0.01 |
| QCR Holdings, Inc. (QCR Holdings Inc) | Long | Equity-common | US | $549K | 7K | 0.01 |
| Quad/Graphics, Inc. (Quad/Graphics Inc) | Long | Equity-common | US | $34K | 7K | 0.00 |
| Quaker Chemical Corp. | Long | Equity-common | US | $528K | 3K | 0.01 |
| QUALCOMM, Inc. (QUALCOMM Inc) | Long | Equity-common | US | $35M | 193K | 0.49 |
| Qualys, Inc. (Qualys Inc) | Long | Equity-common | US | $2M | 11K | 0.02 |
| Quanex Building Products Corp. | Long | Equity-common | US | $392K | 12K | 0.01 |
| Quanta Services, Inc. (Quanta Services Inc) | Long | Equity-common | US | $6M | 23K | 0.08 |
| Quanterix Corp. | Long | Equity-common | US | $289K | 20K | 0.00 |
| QuantumScape Corp. | Long | Equity-common | US | $358K | 55K | 0.01 |
| Quest Diagnostics, Inc. (Quest Diagnostics Inc) | Long | Equity-common | US | $2M | 11K | 0.02 |
| QuinStreet, Inc. (QuinStreet Inc) | Long | Equity-common | US | $537K | 29K | 0.01 |
| R1 RCM, Inc. (R1 RCM Inc) | Long | Equity-common | US | $680K | 53K | 0.01 |
| Radian Group, Inc. (Radian Group Inc) | Long | Equity-common | US | $3M | 78K | 0.04 |
| Radiant Logistics, Inc. (Radiant Logistics Inc) | Long | Equity-common | US | $66K | 11K | 0.00 |
| Radius Recycling, Inc. (Radius Recycling Inc) | Long | Equity-common | US | $264K | 15K | 0.00 |
| RadNet, Inc. (RadNet Inc) | Long | Equity-common | US | $1M | 20K | 0.02 |
| Rafael Holdings, Inc. (Rafael Holdings Inc) | Long | Equity-common | US | $1K | 781 | 0.00 |
| Ralph Lauren Corp. | Long | Equity-common | US | $3M | 16K | 0.04 |
| Rambus, Inc. (Rambus Inc) | Long | Equity-common | US | $1M | 25K | 0.02 |
| Ranpak Holdings Corp. | Long | Equity-common | US | $285K | 39K | 0.00 |
| Raymond James Financial, Inc. (Raymond James Financial Inc) | Long | Equity-common | US | $6M | 48K | 0.08 |
| RBC Bearings, Inc. (RBC Bearings Inc) | Long | Equity-common | US | $1M | 4K | 0.02 |
| RCI Hospitality Holdings, Inc. (RCI Hospitality Holdings Inc) | Long | Equity-common | US | $26K | 516 | 0.00 |
| RCM Technologies, Inc. (RCM Technologies Inc) | Long | Equity-common | US | $84K | 4K | 0.00 |
| RE/MAX Holdings, Inc. (RE/MAX Holdings Inc) | Long | Equity-common | US | $64K | 7K | 0.00 |
| Red River Bancshares, Inc. (Red River Bancshares Inc) | Long | Equity-common | US | $8K | 148 | 0.00 |
| Red Violet, Inc. (Red Violet Inc) | Long | Equity-common | US | $37K | 1K | 0.00 |
| Regal Rexnord Corp. | Long | Equity-common | US | $2M | 15K | 0.03 |
| Regeneron Pharmaceuticals, Inc. (Regeneron Pharmaceuticals Inc) | Long | Equity-common | US | $19M | 17K | 0.27 |
| Regional Management Corp. | Long | Equity-common | US | $47K | 1K | 0.00 |
| Regions Financial Corp. | Long | Equity-common | US | $2M | 96K | 0.03 |
| Reinsurance Group of America, Inc. (Reinsurance Group of America Inc) | Long | Equity-common | US | $7M | 29K | 0.09 |
| Reliance, Inc. (Reliance Inc) | Long | Equity-common | US | $10M | 34K | 0.15 |
| RenaissanceRe Holdings Ltd. | Long | Equity-common | BM | $5M | 22K | 0.07 |
| Renasant Corp. | Long | Equity-common | US | $1M | 35K | 0.02 |
| Repay Holdings Corp. | Long | Equity-common | US | $172K | 18K | 0.00 |
| Repligen Corp. | Long | Equity-common | US | $3M | 15K | 0.04 |
| Republic Bancorp, Inc. (Republic Bancorp Inc/KY) | Long | Equity-common | US | $174K | 3K | 0.00 |
| Reservoir Media, Inc. (Reservoir Media Inc) | Long | Equity-common | US | $59K | 7K | 0.00 |
| Resideo Technologies, Inc. (Resideo Technologies Inc) | Long | Equity-common | US | $2M | 74K | 0.02 |
| ResMed, Inc. (ResMed Inc) | Long | Equity-common | US | $5M | 24K | 0.07 |
| Resolute Forest Products, Inc. (CONTRA RESOLUTE FOREST) | Derivative-equity | US | $3K | 2K | 0.00 | |
| Resources Connection, Inc. (Resources Connection Inc) | Long | Equity-common | US | $331K | 28K | 0.00 |
| REV Group, Inc. (REV Group Inc) | Long | Equity-common | US | $795K | 27K | 0.01 |
| Revolve Group, Inc. (Revolve Group Inc) | Long | Equity-common | US | $356K | 18K | 0.01 |
| Revvity, Inc. (Revvity Inc) | Long | Equity-common | US | $4M | 30K | 0.05 |
| REX American Resources Corp. | Long | Equity-common | US | $659K | 13K | 0.01 |
| RH | Long | Equity-common | US | $353K | 1K | 0.00 |
| Ribbon Communications, Inc. (Ribbon Communications Inc) | Long | Equity-common | US | $39K | 12K | 0.00 |
| Richardson Electronics Ltd. (Richardson Electronics Ltd/United States) | Long | Equity-common | US | $6K | 500 | 0.00 |
| Richmond Mutual BanCorp, Inc. (Richmond Mutual BanCorp Inc) | Long | Equity-common | US | $16K | 1K | 0.00 |
| Rimini Street, Inc. (Rimini Street Inc) | Long | Equity-common | US | $18K | 8K | 0.00 |
| RingCentral, Inc. (RingCentral Inc) | Long | Equity-common | US | $675K | 19K | 0.01 |
| RLI Corp. | Long | Equity-common | US | $3M | 21K | 0.04 |
| RMR Group, Inc. (RMR Group Inc/The) | Long | Equity-common | US | $114K | 4K | 0.00 |
| Robert Half, Inc. (Robert Half Inc) | Long | Equity-common | US | $4M | 67K | 0.06 |
| Robinhood Markets, Inc. (Robinhood Markets Inc) | Long | Equity-common | US | $5M | 254K | 0.07 |
| ROBLOX Corp. | Long | Equity-common | US | $2M | 38K | 0.02 |
| Rocket Cos., Inc. (Rocket Cos Inc) | Long | Equity-common | US | $169K | 10K | 0.00 |
| Rocket Lab USA, Inc. (Rocket Lab USA Inc) | Long | Equity-common | US | $377K | 72K | 0.01 |
| Rocket Pharmaceuticals, Inc. (Rocket Pharmaceuticals Inc) | Long | Equity-common | US | $245K | 10K | 0.00 |
| Rockwell Automation, Inc. (Rockwell Automation Inc) | Long | Equity-common | US | $6M | 22K | 0.09 |
| Rocky Brands, Inc. (Rocky Brands Inc) | Long | Equity-common | US | $83K | 2K | 0.00 |
| Rollins, Inc. (Rollins Inc) | Long | Equity-common | US | $2M | 39K | 0.03 |
| Roper Technologies, Inc. (Roper Technologies Inc) | Long | Equity-common | US | $6M | 11K | 0.08 |
| Ross Stores, Inc. (Ross Stores Inc) | Long | Equity-common | US | $11M | 75K | 0.15 |
| Royal Gold, Inc. (Royal Gold Inc) | Long | Equity-common | US | $4M | 28K | 0.05 |
| Royalty Pharma PLC | Long | Equity-common | GB | $2M | 60K | 0.02 |
| RPC, Inc. (RPC Inc) | Long | Equity-common | US | $950K | 127K | 0.01 |
| RPM International, Inc. (RPM International Inc) | Long | Equity-common | US | $5M | 39K | 0.07 |
| RTX Corp. | Long | Equity-common | US | $21M | 176K | 0.29 |
| Rush Enterprises, Inc. (Rush Enterprises Inc) | Long | Equity-common | US | $2M | 34K | 0.02 |
| Rush Enterprises, Inc. (Rush Enterprises Inc) | Long | Equity-common | US | $441K | 9K | 0.01 |
| RXO, Inc. (RXO Inc) | Long | Equity-common | US | $746K | 24K | 0.01 |
| Ryder System, Inc. (Ryder System Inc) | Long | Equity-common | US | $2M | 14K | 0.03 |
| Ryerson Holding Corp. | Long | Equity-common | US | $654K | 27K | 0.01 |
| S&P Global, Inc. (S&P Global Inc) | Long | Equity-common | US | $14M | 29K | 0.20 |
| S&T Bancorp, Inc. (S&T Bancorp Inc) | Long | Equity-common | US | $773K | 17K | 0.01 |
| Safety Insurance Group, Inc. (Safety Insurance Group Inc) | Long | Equity-common | US | $704K | 8K | 0.01 |
| Saia, Inc. (Saia Inc) | Long | Equity-common | US | $2M | 6K | 0.03 |
| Salesforce, Inc. (Salesforce Inc) | Long | Equity-common | US | $18M | 70K | 0.25 |
| Sally Beauty Holdings, Inc. (Sally Beauty Holdings Inc) | Long | Equity-common | US | $759K | 66K | 0.01 |
| Samsara, Inc. (Samsara Inc) | Long | Equity-common | US | $46K | 1K | 0.00 |
| Sandy Spring Bancorp, Inc. (Sandy Spring Bancorp Inc) | Long | Equity-common | US | $685K | 22K | 0.01 |
| Sapiens International Corp. NV (Sapiens International Corp NV) | Long | Equity-common | KY | $761K | 20K | 0.01 |
| SB Financial Group, Inc. (SB Financial Group Inc) | Long | Equity-common | US | $29K | 2K | 0.00 |
| ScanSource, Inc. (ScanSource Inc) | Long | Equity-common | US | $757K | 15K | 0.01 |
| Schlumberger NV | Long | Equity-common | CW | $16M | 329K | 0.22 |
| Schneider National, Inc. (Schneider National Inc) | Long | Equity-common | US | $670K | 25K | 0.01 |
| Scholastic Corp. | Long | Equity-common | US | $554K | 18K | 0.01 |
| Schrodinger, Inc. (Schrodinger Inc/United States) | Long | Equity-common | US | $529K | 24K | 0.01 |
| Science Applications International Corp. | Long | Equity-common | US | $4M | 33K | 0.06 |
| Seacoast Banking Corp. of Florida (Seacoast Banking Corp of Florida) | Long | Equity-common | US | $527K | 19K | 0.01 |
| Seadrill Ltd. | Long | Equity-common | BM | $62K | 1K | 0.00 |
| Sealed Air Corp. | Long | Equity-common | US | $2M | 48K | 0.03 |
| SecureWorks Corp. | Long | Equity-common | US | $9K | 1K | 0.00 |
| Security National Financial Corp. | Long | Equity-common | US | $9K | 1K | 0.00 |
| SEI Investments Co. | Long | Equity-common | US | $4M | 52K | 0.05 |
| Select Medical Holdings Corp. | Long | Equity-common | US | $671K | 17K | 0.01 |
| Select Water Solutions, Inc. (Select Water Solutions Inc) | Long | Equity-common | US | $770K | 65K | 0.01 |
| Selective Insurance Group, Inc. (Selective Insurance Group Inc) | Long | Equity-common | US | $2M | 27K | 0.03 |
| Semler Scientific, Inc. (Semler Scientific Inc) | Long | Equity-common | US | $109K | 3K | 0.00 |
| SEMrush Holdings, Inc. (SEMrush Holdings Inc) | Long | Equity-common | US | $167K | 11K | 0.00 |
| Seneca Foods Corp. | Long | Equity-common | US | $30K | 504 | 0.00 |
| Sensata Technologies Holding PLC | Long | Equity-common | GB | $2M | 45K | 0.02 |
| Sensient Technologies Corp. | Long | Equity-common | US | $1M | 15K | 0.02 |
| SentinelOne, Inc. (SentinelOne Inc) | Long | Equity-common | US | $2M | 73K | 0.02 |
| Service Corp. International (Service Corp International/US) | Long | Equity-common | US | $3M | 38K | 0.04 |
| ServiceNow, Inc. (ServiceNow Inc) | Long | Equity-common | US | $7M | 8K | 0.10 |
| ServisFirst Bancshares, Inc. (ServisFirst Bancshares Inc) | Long | Equity-common | US | $1M | 16K | 0.02 |
| Shake Shack, Inc. (Shake Shack Inc) | Long | Equity-common | US | $493K | 6K | 0.01 |
| SharkNinja, Inc. (SharkNinja Inc) | Long | Equity-common | KY | $726K | 9K | 0.01 |
| Shenandoah Telecommunications Co. | Long | Equity-common | US | $123K | 6K | 0.00 |
| Sherwin-Williams Co. (Sherwin-Williams Co/The) | Long | Equity-common | US | $20M | 56K | 0.27 |
| Shift4 Payments, Inc. (Shift4 Payments Inc) | Long | Equity-common | US | $285K | 4K | 0.00 |
| Shoals Technologies Group, Inc. (Shoals Technologies Group Inc) | Long | Equity-common | US | $152K | 23K | 0.00 |
| Shoe Carnival, Inc. (Shoe Carnival Inc) | Long | Equity-common | US | $486K | 11K | 0.01 |
| Shore Bancshares, Inc. (Shore Bancshares Inc) | Long | Equity-common | US | $46K | 3K | 0.00 |
| Shutterstock, Inc. (Shutterstock Inc) | Long | Equity-common | US | $877K | 20K | 0.01 |
| Shyft Group, Inc. (Shyft Group Inc/The) | Long | Equity-common | US | $153K | 9K | 0.00 |
| SI-BONE, Inc. (SI-BONE Inc) | Long | Equity-common | US | $67K | 4K | 0.00 |
| Sierra Bancorp | Long | Equity-common | US | $52K | 2K | 0.00 |
| SIGA Technologies, Inc. (SIGA Technologies Inc) | Long | Equity-common | US | $86K | 9K | 0.00 |
| SigmaTron International, Inc. (SigmaTron International Inc) | Long | Equity-common | US | $2K | 497 | 0.00 |
| Signet Jewelers Ltd. | Long | Equity-common | BM | $2M | 23K | 0.03 |
| Silgan Holdings, Inc. (Silgan Holdings Inc) | Long | Equity-common | US | $2M | 48K | 0.03 |
| Silicon Laboratories, Inc. (Silicon Laboratories Inc) | Long | Equity-common | US | $805K | 7K | 0.01 |
| Silvercrest Asset Management Group, Inc. (Silvercrest Asset Management Group Inc) | Long | Equity-common | US | $17K | 953 | 0.00 |
| Simmons First National Corp. | Long | Equity-common | US | $1M | 58K | 0.02 |
| Simply Good Foods Co. (Simply Good Foods Co/The) | Long | Equity-common | US | $987K | 29K | 0.01 |
| Simpson Manufacturing Co., Inc. (Simpson Manufacturing Co Inc) | Long | Equity-common | US | $2M | 8K | 0.02 |
| Simulations Plus, Inc. (Simulations Plus Inc) | Long | Equity-common | US | $180K | 4K | 0.00 |
| Sinclair, Inc. (Sinclair Inc) | Long | Equity-common | US | $396K | 26K | 0.01 |
| Sirius XM Holdings, Inc. (Sirius XM Holdings Inc) | Long | Equity-common | US | $719K | 209K | 0.01 |
| SiriusPoint Ltd. | Long | Equity-common | BM | $2M | 104K | 0.02 |
| SiteOne Landscape Supply, Inc. (SiteOne Landscape Supply Inc) | Long | Equity-common | US | $2M | 16K | 0.03 |
| SiTime Corp. | Long | Equity-common | US | $336K | 2K | 0.00 |
| Six Flags Entertainment Corp. | Long | Equity-common | US | $348K | 7K | 0.00 |
| SJW Group | Long | Equity-common | US | $922K | 15K | 0.01 |
| Skechers USA, Inc. (Skechers USA Inc) | Long | Equity-common | US | $2M | 31K | 0.03 |
| Skyline Champion Corp. | Long | Equity-common | US | $2M | 26K | 0.03 |
| Skyward Specialty Insurance Group, Inc. (Skyward Specialty Insurance Group Inc) | Long | Equity-common | US | $114K | 3K | 0.00 |
| Skyworks Solutions, Inc. (Skyworks Solutions Inc) | Long | Equity-common | US | $3M | 24K | 0.04 |
| Sleep Number Corp. | Long | Equity-common | US | $82K | 7K | 0.00 |
| SLM Corp. | Long | Equity-common | US | $3M | 139K | 0.04 |
| SmartFinancial, Inc. (SmartFinancial Inc) | Long | Equity-common | US | $70K | 2K | 0.00 |
| SmartRent, Inc. (SMARTRENT INC) | Long | Equity-common | US | $62K | 34K | 0.00 |
| Smartsheet, Inc. (Smartsheet Inc) | Long | Equity-common | US | $991K | 21K | 0.01 |
| Snap-on, Inc. (Snap-on Inc) | Long | Equity-common | US | $4M | 14K | 0.06 |
| Snap, Inc. (Snap Inc) | Long | Equity-common | US | $1M | 108K | 0.02 |
| SoFi Technologies, Inc. (SoFi Technologies Inc) | Long | Equity-common | US | $1M | 198K | 0.02 |
| SolarEdge Technologies, Inc. (SolarEdge Technologies Inc) | Long | Equity-common | US | $28K | 958 | 0.00 |
| Solaris Oilfield Infrastructure, Inc. (Solaris Oilfield Infrastructure Inc) | Long | Equity-common | US | $199K | 15K | 0.00 |
| SolarWinds Corp. | Long | Equity-common | US | $735K | 62K | 0.01 |
| Solo Brands, Inc. (Solo Brands Inc) | Long | Equity-common | US | $37K | 15K | 0.00 |
| Solventum Corp. | Long | Equity-common | US | $329K | 6K | 0.00 |
| Sonic Automotive, Inc. (Sonic Automotive Inc) | Long | Equity-common | US | $817K | 14K | 0.01 |
| Sonoco Products Co. | Long | Equity-common | US | $2M | 42K | 0.03 |
| Sonos, Inc. (Sonos Inc) | Long | Equity-common | US | $857K | 63K | 0.01 |
| Sotera Health Co. | Long | Equity-common | US | $93K | 7K | 0.00 |
| Sound Financial Bancorp, Inc. (Sound Financial Bancorp Inc) | Long | Equity-common | US | $9K | 200 | 0.00 |
| SoundThinking, Inc. (SoundThinking Inc) | Long | Equity-common | US | $32K | 2K | 0.00 |
| South Plains Financial, Inc. (South Plains Financial Inc) | Long | Equity-common | US | $56K | 2K | 0.00 |
| Southern Copper Corp. | Long | Equity-common | US | $399K | 4K | 0.01 |
| 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 | $88K | 2K | 0.00 |
| Southside Bancshares, Inc. (Southside Bancshares Inc) | Long | Equity-common | US | $445K | 13K | 0.01 |
| SouthState Corp. | Long | Equity-common | US | $3M | 31K | 0.04 |
| Southwest Gas Holdings, Inc. (Southwest Gas Holdings Inc) | Long | Equity-common | US | $2M | 28K | 0.03 |
| SpartanNash Co. | Long | Equity-common | US | $351K | 17K | 0.00 |
| Spectrum Brands Holdings, Inc. (Spectrum Brands Holdings Inc) | Long | Equity-common | US | $1M | 16K | 0.02 |
| Sphere Entertainment Co. | Long | Equity-common | US | $307K | 7K | 0.00 |
| Spire, Inc. (Spire Inc) | Long | Equity-common | US | $1M | 18K | 0.02 |
| Sportsman's Warehouse Holdings, Inc. (Sportsman's Warehouse Holdings Inc) | Long | Equity-common | US | $21K | 8K | 0.00 |
| Spotify Technology SA | Long | Equity-common | LU | $8M | 22K | 0.11 |
| Sprinklr, Inc. (Sprinklr Inc) | Long | Equity-common | US | $487K | 50K | 0.01 |
| Sprouts Farmers Market, Inc. (Sprouts Farmers Market Inc) | Long | Equity-common | US | $6M | 58K | 0.08 |
| SPS Commerce, Inc. (SPS Commerce Inc) | Long | Equity-common | US | $225K | 1K | 0.00 |
| SPX Technologies, Inc. (SPX Technologies Inc) | Long | Equity-common | US | $2M | 14K | 0.03 |
| SS&C Technologies Holdings, Inc. (SS&C Technologies Holdings Inc) | Long | Equity-common | US | $6M | 85K | 0.09 |
| St. Joe Co. (St Joe Co/The) | Long | Equity-common | US | $205K | 3K | 0.00 |
| Stagwell, Inc. (Stagwell Inc) | Long | Equity-common | US | $527K | 79K | 0.01 |
| Standard Motor Products, Inc. (Standard Motor Products Inc) | Long | Equity-common | US | $499K | 15K | 0.01 |
| Standex International Corp. | Long | Equity-common | US | $781K | 4K | 0.01 |
| Stanley Black & Decker, Inc. (Stanley Black & Decker Inc) | Long | Equity-common | US | $4M | 36K | 0.05 |
| Starbucks Corp. | Long | Equity-common | US | $5M | 60K | 0.07 |
| State Street Corp. | Long | Equity-common | US | $4M | 46K | 0.05 |
| State Street Institutional US Government Money Market Fund (State Street Global Advisors) | Long | Short-term investment vehicle | US | $11M | 11M | 0.15 |
| Steel Dynamics, Inc. (Steel Dynamics Inc) | Long | Equity-common | US | $6M | 43K | 0.08 |
| Steelcase, Inc. (Steelcase Inc) | Long | Equity-common | US | $624K | 43K | 0.01 |
| Stellar Bancorp, Inc. (Stellar Bancorp Inc) | Long | Equity-common | US | $178K | 6K | 0.00 |
| Stepan Co. | Long | Equity-common | US | $985K | 12K | 0.01 |
| Stericycle, Inc. (Stericycle Inc) | Long | Equity-common | US | $1M | 22K | 0.02 |
| STERIS PLC | Long | Equity-common | IE | $2M | 8K | 0.03 |
| Sterling Infrastructure, Inc. (Sterling Infrastructure Inc) | Long | Equity-common | US | $1M | 12K | 0.02 |
| Steven Madden Ltd. | Long | Equity-common | US | $955K | 21K | 0.01 |
| Stewart Information Services Corp. | Long | Equity-common | US | $1M | 15K | 0.02 |
| Stifel Financial Corp. | Long | Equity-common | US | $3M | 32K | 0.04 |
| Stitch Fix, Inc. (Stitch Fix Inc) | Long | Equity-common | US | $141K | 30K | 0.00 |
| Stock Yards Bancorp, Inc. (Stock Yards Bancorp Inc) | Long | Equity-common | US | $643K | 10K | 0.01 |
| Stoke Therapeutics, Inc. (Stoke Therapeutics Inc) | Long | Equity-common | US | $121K | 8K | 0.00 |
| Stoneridge, Inc. (Stoneridge Inc) | Long | Equity-common | US | $140K | 8K | 0.00 |
| StoneX Group, Inc. (StoneX Group Inc) | Long | Equity-common | US | $959K | 12K | 0.01 |
| Stratasys Ltd. | Long | Equity-common | IL | $489K | 57K | 0.01 |
| Strategic Education, Inc. (Strategic Education Inc) | Long | Equity-common | US | $292K | 3K | 0.00 |
| Stratus Properties, Inc. (Stratus Properties Inc) | Long | Equity-common | US | $9K | 321 | 0.00 |
| Stride, Inc. (Stride Inc) | Long | Equity-common | US | $784K | 10K | 0.01 |
| Stryker Corp. | Long | Equity-common | US | $10M | 32K | 0.15 |
| Summit State Bank | Long | Equity-common | US | $9K | 922 | 0.00 |
| Sunnova Energy International, Inc. (Sunnova Energy International Inc) | Long | Equity-common | US | $592K | 84K | 0.01 |
| Sunrun, Inc. (Sunrun Inc) | Long | Equity-common | US | $1M | 69K | 0.02 |
| Super Micro Computer, Inc. (Super Micro Computer Inc) | Long | Equity-common | US | $13M | 18K | 0.18 |
| Superior Group of Cos., Inc. (Superior Group of Cos Inc) | Long | Equity-common | US | $52K | 3K | 0.00 |
| Supernus Pharmaceuticals, Inc. (Supernus Pharmaceuticals Inc) | Long | Equity-common | US | $72K | 2K | 0.00 |
| Surgery Partners, Inc. (Surgery Partners Inc) | Long | Equity-common | US | $130K | 4K | 0.00 |
| Surmodics, Inc. (Surmodics Inc) | Long | Equity-common | US | $74K | 2K | 0.00 |
| Sweetgreen, Inc. (Sweetgreen Inc) | Long | Equity-common | US | $1M | 39K | 0.01 |
| Sylvamo Corp. | Long | Equity-common | US | $599K | 8K | 0.01 |
| Symbotic, Inc. (Symbotic Inc) | Long | Equity-common | US | $74K | 3K | 0.00 |
| Synaptics, Inc. (Synaptics Inc) | Long | Equity-common | US | $1M | 13K | 0.02 |
| Synchronoss Technologies, Inc. (Synchronoss Technologies Inc) | Long | Equity-common | US | $125K | 12K | 0.00 |
| Synchrony Financial | Long | Equity-common | US | $8M | 157K | 0.11 |
| Synopsys, Inc. (Synopsys Inc) | Long | Equity-common | US | $7M | 13K | 0.10 |
| Synovus Financial Corp. | Long | Equity-common | US | $2M | 46K | 0.03 |
| Sysco Corp. | Long | Equity-common | US | $9M | 114K | 0.12 |
| T Rowe Price Group, Inc. (T Rowe Price Group Inc) | Long | Equity-common | US | $5M | 43K | 0.07 |
| Take-Two Interactive Software, Inc. (Take-Two Interactive Software Inc) | Long | Equity-common | US | $5M | 30K | 0.06 |
| Talkspace, Inc. (Talkspace Inc) | Long | Equity-common | US | $37K | 18K | 0.00 |
| Tapestry, Inc. (Tapestry Inc) | Long | Equity-common | US | $5M | 124K | 0.07 |
| Target Corp. | Long | Equity-common | US | $11M | 75K | 0.16 |
| TaskUS, Inc. (TaskUS Inc) | Long | Equity-common | US | $99K | 6K | 0.00 |
| Taylor Devices, Inc. (Taylor Devices Inc) | Long | Equity-common | US | $13K | 260 | 0.00 |
| Taylor Morrison Home Corp. | Long | Equity-common | US | $6M | 86K | 0.08 |
| TD SYNNEX Corp. | Long | Equity-common | US | $3M | 25K | 0.04 |
| TE Connectivity Ltd. | Long | Equity-common | CH | $4M | 25K | 0.06 |
| TechnipFMC PLC | Long | Equity-common | GB | $8M | 274K | 0.11 |
| TechTarget, Inc. (TechTarget Inc) | Long | Equity-common | US | $218K | 7K | 0.00 |
| Tecnoglass, Inc. (Tecnoglass Inc) | Long | Equity-common | KY | $484K | 9K | 0.01 |
| TEGNA, Inc. (TEGNA Inc) | Long | Equity-common | US | $1M | 68K | 0.02 |
| Teladoc Health, Inc. (Teladoc Health Inc) | Long | Equity-common | US | $690K | 73K | 0.01 |
| Teledyne Technologies, Inc. (Teledyne Technologies Inc) | Long | Equity-common | US | $3M | 7K | 0.04 |
| Teleflex, Inc. (Teleflex Inc) | Long | Equity-common | US | $2M | 11K | 0.03 |
| Telos Corp. | Long | Equity-common | US | $46K | 11K | 0.00 |
| Tempur Sealy International, Inc. (Tempur Sealy International Inc) | Long | Equity-common | US | $1M | 23K | 0.02 |
| Tenet Healthcare Corp. | Long | Equity-common | US | $3M | 19K | 0.04 |
| Tennant Co. | Long | Equity-common | US | $684K | 6K | 0.01 |
| Teradata Corp. | Long | Equity-common | US | $909K | 28K | 0.01 |
| Teradyne, Inc. (Teradyne Inc) | Long | Equity-common | US | $4M | 33K | 0.06 |
| Terawulf, Inc. (Terawulf Inc) | Long | Equity-common | US | $540K | 130K | 0.01 |
| Terex Corp. | Long | Equity-common | US | $2M | 25K | 0.02 |
| Tesla, Inc. (Tesla Inc) | Long | Equity-common | US | $59M | 255K | 0.83 |
| Tetra Tech, Inc. (Tetra Tech Inc) | Long | Equity-common | US | $3M | 14K | 0.04 |
| TETRA Technologies, Inc. (TETRA Technologies Inc) | Long | Equity-common | US | $274K | 73K | 0.00 |
| Texas Capital Bancshares, Inc. (Texas Capital Bancshares Inc) | Long | Equity-common | US | $1M | 19K | 0.02 |
| Texas Pacific Land Corp. | Long | Equity-common | US | $6M | 8K | 0.09 |
| Texas Roadhouse, Inc. (Texas Roadhouse Inc) | Long | Equity-common | US | $884K | 5K | 0.01 |
| Textron, Inc. (Textron Inc) | Long | Equity-common | US | $4M | 41K | 0.05 |
| TFS Financial Corp. | Long | Equity-common | US | $675K | 50K | 0.01 |
| Thermo Fisher Scientific, Inc. (Thermo Fisher Scientific Inc) | Long | Equity-common | US | $23M | 37K | 0.32 |
| Thermon Group Holdings, Inc. (Thermon Group Holdings Inc) | Long | Equity-common | US | $543K | 17K | 0.01 |
| Third Coast Bancshares, Inc. (Third Coast Bancshares Inc) | Long | Equity-common | US | $15K | 659 | 0.00 |
| Thor Industries, Inc. (Thor Industries Inc) | Long | Equity-common | US | $3M | 25K | 0.04 |
| Thryv Holdings, Inc. (Thryv Holdings Inc) | Long | Equity-common | US | $315K | 16K | 0.00 |
| Tile Shop Holdings, Inc. (Tile Shop Holdings Inc) | Long | Equity-common | US | $37K | 5K | 0.00 |
| Tilly's, Inc. (Tilly's Inc) | Long | Equity-common | US | $58K | 10K | 0.00 |
| Timberland Bancorp, Inc. (Timberland Bancorp Inc/WA) | Long | Equity-common | US | $19K | 618 | 0.00 |
| Timken Co. (Timken Co/The) | Long | Equity-common | US | $2M | 24K | 0.03 |
| Tiptree, Inc. (Tiptree Inc) | Long | Equity-common | US | $371K | 19K | 0.01 |
| Titan International, Inc. (Titan International Inc) | Long | Equity-common | US | $169K | 20K | 0.00 |
| Titan Machinery, Inc. (Titan Machinery Inc) | Long | Equity-common | US | $218K | 12K | 0.00 |
| TJX Cos., Inc. (TJX Cos Inc/The) | Long | Equity-common | US | $20M | 173K | 0.27 |
| Toast, Inc. (Toast Inc) | Long | Equity-common | US | $2M | 91K | 0.03 |
| Toll Brothers, Inc. (Toll Brothers Inc) | Long | Equity-common | US | $8M | 56K | 0.11 |
| Tompkins Financial Corp. | Long | Equity-common | US | $402K | 6K | 0.01 |
| Tootsie Roll Industries, Inc. (Tootsie Roll Industries Inc) | Long | Equity-common | US | $173K | 6K | 0.00 |
| TopBuild Corp. | Long | Equity-common | US | $7M | 14K | 0.09 |
| Topgolf Callaway Brands Corp. | Long | Equity-common | US | $2M | 107K | 0.02 |
| Toro Co. (Toro Co/The) | Long | Equity-common | US | $3M | 32K | 0.04 |
| Towne Bank (Towne Bank/Portsmouth VA) | Long | Equity-common | US | $1M | 31K | 0.01 |
| Townsquare Media, Inc. (Townsquare Media Inc) | Long | Equity-common | US | $21K | 2K | 0.00 |
| Tractor Supply Co. | Long | Equity-common | US | $6M | 24K | 0.09 |
| Trade Desk, Inc. (Trade Desk Inc/The) | Long | Equity-common | US | $3M | 29K | 0.04 |
| Tradeweb Markets, Inc. (Tradeweb Markets Inc) | Long | Equity-common | US | $665K | 6K | 0.01 |
| Trane Technologies PLC | Long | Equity-common | IE | $11M | 34K | 0.16 |
| TransAct Technologies, Inc. (TransAct Technologies Inc) | Long | Equity-common | US | $1K | 300 | 0.00 |
| Transcat, Inc. (Transcat Inc) | Long | Equity-common | US | $106K | 923 | 0.00 |
| TransDigm Group, Inc. (TransDigm Group Inc) | Long | Equity-common | US | $8M | 6K | 0.11 |
| Transocean Ltd. | Long | Equity-common | CH | $1M | 238K | 0.02 |
| TransUnion | Long | Equity-common | US | $5M | 51K | 0.07 |
| Travel & Leisure Co. (Travel + Leisure Co) | Long | Equity-common | US | $693K | 15K | 0.01 |
| Travelers Cos., Inc. (Travelers Cos Inc/The) | Long | Equity-common | US | $22M | 101K | 0.31 |
| Travelzoo | Long | Equity-common | US | $8K | 800 | 0.00 |
| TreeHouse Foods, Inc. (TreeHouse Foods Inc) | Long | Equity-common | US | $261K | 6K | 0.00 |
| Trex Co., Inc. (Trex Co Inc) | Long | Equity-common | US | $2M | 19K | 0.02 |
| Tri Pointe Homes, Inc. (Tri Pointe Homes Inc) | Long | Equity-common | US | $3M | 75K | 0.05 |
| TriCo Bancshares | Long | Equity-common | US | $621K | 13K | 0.01 |
| TriMas Corp. | Long | Equity-common | US | $432K | 18K | 0.01 |
| Trimble, Inc. (Trimble Inc) | Long | Equity-common | US | $4M | 65K | 0.05 |
| TriNet Group, Inc. (TriNet Group Inc) | Long | Equity-common | US | $2M | 16K | 0.02 |
| Trinity Industries, Inc. (Trinity Industries Inc) | Long | Equity-common | US | $2M | 49K | 0.02 |
| TripAdvisor, Inc. (TripAdvisor Inc) | Long | Equity-common | US | $769K | 44K | 0.01 |
| Triumph Financial, Inc. (Triumph Financial Inc) | Long | Equity-common | US | $851K | 9K | 0.01 |
| Triumph Group, Inc. (Triumph Group Inc) | Long | Equity-common | US | $199K | 12K | 0.00 |
| TruBridge, Inc. (TruBridge Inc) | Long | Equity-common | US | $80K | 7K | 0.00 |
| TrueBlue, Inc. (TrueBlue Inc) | Long | Equity-common | US | $322K | 27K | 0.00 |
| TrueCar, Inc. (TrueCar Inc) | Long | Equity-common | US | $100K | 27K | 0.00 |
| Truist Financial Corp. | Long | Equity-common | US | $380K | 9K | 0.01 |
| TrustCo Bank Corp. (TrustCo Bank Corp NY) | Long | Equity-common | US | $475K | 13K | 0.01 |
| Trustmark Corp. | Long | Equity-common | US | $1M | 43K | 0.02 |
| TTEC Holdings, Inc. (TTEC Holdings Inc) | Long | Equity-common | US | $279K | 35K | 0.00 |
| Tutor Perini Corp. | Long | Equity-common | US | $695K | 28K | 0.01 |
| Twilio, Inc. (Twilio Inc) | Long | Equity-common | US | $3M | 56K | 0.05 |
| Twin Disc, Inc. (Twin Disc Inc) | Long | Equity-common | US | $46K | 3K | 0.00 |
| Twist Bioscience Corp. | Long | Equity-common | US | $46K | 833 | 0.00 |
| Tyler Technologies, Inc. (Tyler Technologies Inc) | Long | Equity-common | US | $3M | 5K | 0.04 |
| U-Haul Holding Co. | Long | Equity-common | US | $6M | 87K | 0.08 |
| U-Haul Holding Co. | Long | Equity-common | US | $660K | 10K | 0.01 |
| U.S. Bancorp (US Bancorp) | Long | Equity-common | US | $5M | 115K | 0.07 |
| U.S. Foods Holding Corp. (US Foods Holding Corp) | Long | Equity-common | US | $4M | 78K | 0.06 |
| U.S. Physical Therapy, Inc. (US Physical Therapy Inc) | Long | Equity-common | US | $378K | 4K | 0.01 |
| Uber Technologies, Inc. (Uber Technologies Inc) | Long | Equity-common | US | $8M | 122K | 0.11 |
| Udemy, Inc. (Udemy Inc) | Long | Equity-common | US | $77K | 8K | 0.00 |
| UFP Industries, Inc. (UFP Industries Inc) | Long | Equity-common | US | $2M | 18K | 0.03 |
| UGI Corp. | Long | Equity-common | US | $2M | 72K | 0.03 |
| UiPath, Inc. (UiPath Inc) | Long | Equity-common | US | $1M | 114K | 0.02 |
| Ulta Beauty, Inc. (Ulta Beauty Inc) | Long | Equity-common | US | $5M | 14K | 0.07 |
| Ultra Clean Holdings, Inc. (Ultra Clean Holdings Inc) | Long | Equity-common | US | $671K | 16K | 0.01 |
| Ultralife Corp. | Long | Equity-common | US | $16K | 1K | 0.00 |
| UMB Financial Corp. | Long | Equity-common | US | $2M | 19K | 0.03 |
| Under Armour, Inc. (Under Armour Inc) | Long | Equity-common | US | $685K | 101K | 0.01 |
| Under Armour, Inc. (Under Armour Inc) | Long | Equity-common | US | $611K | 88K | 0.01 |
| UniFirst Corp. (UniFirst Corp/MA) | Long | Equity-common | US | $944K | 5K | 0.01 |
| Unisys Corp. | Long | Equity-common | US | $133K | 28K | 0.00 |
| United Bancorp, Inc. (United Bancorp Inc/OH) | Long | Equity-common | US | $15K | 1K | 0.00 |
| United Bancshares, Inc. (United Bancshares Inc/OH) | Long | Equity-common | US | $6K | 300 | 0.00 |
| United Bankshares, Inc. (United Bankshares Inc/WV) | Long | Equity-common | US | $4M | 106K | 0.06 |
| United Community Banks, Inc. (United Community Banks Inc/GA) | Long | Equity-common | US | $1M | 41K | 0.02 |
| United Fire Group, Inc. (United Fire Group Inc) | Long | Equity-common | US | $390K | 17K | 0.01 |
| United Natural Foods, Inc. (United Natural Foods Inc) | Long | Equity-common | US | $556K | 36K | 0.01 |
| United Parcel Service, Inc. (United Parcel Service Inc) | Long | Equity-common | US | $8M | 65K | 0.12 |
| United Parks & Resorts, Inc. (United Parks & Resorts Inc) | Long | Equity-common | US | $553K | 11K | 0.01 |
| United Rentals, Inc. (United Rentals Inc) | Long | Equity-common | US | $18M | 24K | 0.25 |
| United Security Bancshares (United Security Bancshares/Fresno CA) | Long | Equity-common | US | $4K | 442 | 0.00 |
| United-Guardian, Inc. (United-Guardian Inc) | Long | Equity-common | US | $20K | 2K | 0.00 |
| UnitedHealth Group, Inc. (UnitedHealth Group Inc) | Long | Equity-common | US | $101M | 175K | 1.42 |
| Unitil Corp. | Long | Equity-common | US | $276K | 5K | 0.00 |
| Unity Bancorp, Inc. (Unity Bancorp Inc) | Long | Equity-common | US | $21K | 600 | 0.00 |
| Unity Software, Inc. (Unity Software Inc) | Long | Equity-common | US | $3M | 173K | 0.04 |
| Universal Display Corp. | Long | Equity-common | US | $3M | 11K | 0.04 |
| Universal Electronics, Inc. (Universal Electronics Inc) | Long | Equity-common | US | $40K | 3K | 0.00 |
| Universal Health Services, Inc. (Universal Health Services Inc) | Long | Equity-common | US | $2M | 11K | 0.03 |
| Universal Insurance Holdings, Inc. (Universal Insurance Holdings Inc) | Long | Equity-common | US | $346K | 17K | 0.00 |
| Universal Logistics Holdings, Inc. (Universal Logistics Holdings Inc) | Long | Equity-common | US | $334K | 8K | 0.00 |
| Universal Technical Institute, Inc. (Universal Technical Institute Inc) | Long | Equity-common | US | $143K | 8K | 0.00 |
| Univest Financial Corp. | Long | Equity-common | US | $367K | 13K | 0.01 |
| Unum Group | Long | Equity-common | US | $5M | 91K | 0.07 |
| Upbound Group, Inc. (Upbound Group Inc) | Long | Equity-common | US | $946K | 25K | 0.01 |
| Upland Software, Inc. (Upland Software Inc) | Long | Equity-common | US | $13K | 6K | 0.00 |
| Upwork, Inc. (Upwork Inc) | Long | Equity-common | US | $417K | 34K | 0.01 |
| Urban Outfitters, Inc. (Urban Outfitters Inc) | Long | Equity-common | US | $3M | 55K | 0.04 |
| USANA Health Sciences, Inc. (USANA Health Sciences Inc) | Long | Equity-common | US | $456K | 10K | 0.01 |
| Utah Medical Products, Inc. (Utah Medical Products Inc) | Long | Equity-common | US | $28K | 407 | 0.00 |
| V2X, Inc. (V2X Inc) | Long | Equity-common | US | $265K | 5K | 0.00 |
| Vail Resorts, Inc. (Vail Resorts Inc) | Long | Equity-common | US | $343K | 2K | 0.00 |
| Valaris Ltd. | Long | Equity-common | BM | $753K | 10K | 0.01 |
| Valero Energy Corp. | Long | Equity-common | US | $20M | 125K | 0.28 |
| Valley National Bancorp | Long | Equity-common | US | $2M | 207K | 0.02 |
| Valmont Industries, Inc. (Valmont Industries Inc) | Long | Equity-common | US | $1M | 5K | 0.02 |
| Value Line, Inc. (Value Line Inc) | Long | Equity-common | US | $12K | 245 | 0.00 |
| Valvoline, Inc. (Valvoline Inc) | Long | Equity-common | US | $3M | 54K | 0.04 |
| Varex Imaging Corp. | Long | Equity-common | US | $269K | 18K | 0.00 |
| Veeva Systems, Inc. (Veeva Systems Inc) | Long | Equity-common | US | $5M | 28K | 0.08 |
| Velocity Financial, Inc. (Velocity Financial Inc) | Long | Equity-common | US | $11K | 574 | 0.00 |
| Vera Bradley, Inc. (Vera Bradley Inc) | Long | Equity-common | US | $136K | 20K | 0.00 |
| Veracyte, Inc. (Veracyte Inc) | Long | Equity-common | US | $170K | 7K | 0.00 |
| Veralto Corp. | Long | Equity-common | US | $2M | 23K | 0.04 |
| Vericel Corp. | Long | Equity-common | US | $51K | 1K | 0.00 |
| Verint Systems, Inc. (Verint Systems Inc) | Long | Equity-common | US | $1M | 29K | 0.01 |
| VeriSign, Inc. (VeriSign Inc) | Long | Equity-common | US | $1M | 6K | 0.02 |
| Verisk Analytics, Inc. (Verisk Analytics Inc) | Long | Equity-common | US | $14M | 53K | 0.19 |
| Veritex Holdings, Inc. (Veritex Holdings Inc) | Long | Equity-common | US | $372K | 15K | 0.01 |
| Verizon Communications, Inc. (Verizon Communications Inc) | Long | Equity-common | US | $25M | 609K | 0.35 |
| Verra Mobility Corp. | Long | Equity-common | US | $2M | 75K | 0.03 |
| Vertex Pharmaceuticals, Inc. (Vertex Pharmaceuticals Inc) | Long | Equity-common | US | $14M | 28K | 0.19 |
| Vertex, Inc. (Vertex Inc) | Long | Equity-common | US | $716K | 18K | 0.01 |
| Vertiv Holdings Co. | Long | Equity-common | US | $5M | 63K | 0.07 |
| Vestis Corp. | Long | Equity-common | US | $398K | 31K | 0.01 |
| VF Corp. | Long | Equity-common | US | $2M | 119K | 0.03 |
| Viad Corp. | Long | Equity-common | US | $81K | 2K | 0.00 |
| Viasat, Inc. (Viasat Inc) | Long | Equity-common | US | $319K | 16K | 0.00 |
| Viatris, Inc. (Viatris Inc) | Long | Equity-common | US | $94K | 8K | 0.00 |
| Viavi Solutions, Inc. (Viavi Solutions Inc) | Long | Equity-common | US | $569K | 71K | 0.01 |
| Vicor Corp. | Long | Equity-common | US | $142K | 3K | 0.00 |
| Victoria's Secret & Co. | Long | Equity-common | US | $616K | 35K | 0.01 |
| Victory Capital Holdings, Inc. (Victory Capital Holdings Inc) | Long | Equity-common | US | $1M | 26K | 0.02 |
| Village Super Market, Inc. (Village Super Market Inc) | Long | Equity-common | US | $82K | 3K | 0.00 |
| Vimeo, Inc. (Vimeo Inc) | Long | Equity-common | US | $217K | 54K | 0.00 |
| VirTra, Inc. (VirTra Inc) | Long | Equity-common | US | $27K | 3K | 0.00 |
| Virtu Financial, Inc. (Virtu Financial Inc) | Long | Equity-common | US | $950K | 35K | 0.01 |
| Virtus Investment Partners, Inc. (Virtus Investment Partners Inc) | Long | Equity-common | US | $989K | 4K | 0.01 |
| Visa, Inc. (Visa Inc) | Long | Equity-common | US | $63M | 236K | 0.88 |
| Vishay Precision Group, Inc. (Vishay Precision Group Inc) | Long | Equity-common | US | $11K | 335 | 0.00 |
| Visteon Corp. | Long | Equity-common | US | $1M | 9K | 0.02 |
| Vita Coco Co., Inc. (Vita Coco Co Inc/The) | Long | Equity-common | US | $161K | 6K | 0.00 |
| Vital Farms, Inc. (Vital Farms Inc) | Long | Equity-common | US | $598K | 16K | 0.01 |
| Vontier Corp. | Long | Equity-common | US | $2M | 60K | 0.03 |
| VOXX International Corp. | Long | Equity-common | US | $18K | 7K | 0.00 |
| Voya Financial, Inc. (Voya Financial Inc) | Long | Equity-common | US | $3M | 48K | 0.05 |
| VSE Corp. | Long | Equity-common | US | $630K | 7K | 0.01 |
| Vulcan Materials Co. | Long | Equity-common | US | $5M | 19K | 0.07 |
| W.R. Berkley Corp. (W R Berkley Corp) | Long | Equity-common | US | $8M | 149K | 0.12 |
| Wabash National Corp. | Long | Equity-common | US | $631K | 29K | 0.01 |
| WaFd, Inc. (WaFd Inc) | Long | Equity-common | US | $1M | 32K | 0.02 |
| Walgreens Boots Alliance, Inc. (Walgreens Boots Alliance Inc) | Long | Equity-common | US | $3M | 215K | 0.04 |
| Walker & Dunlop, Inc. (Walker & Dunlop Inc) | Long | Equity-common | US | $2M | 18K | 0.03 |
| Walmart, Inc. (Walmart Inc) | Long | Equity-common | US | $45M | 654K | 0.63 |
| Walt Disney Co. (Walt Disney Co/The) | Long | Equity-common | US | $17M | 182K | 0.24 |
| Warby Parker, Inc. (Warby Parker Inc) | Long | Equity-common | US | $285K | 17K | 0.00 |
| Warner Bros Discovery, Inc. (Warner Bros Discovery Inc) | Long | Equity-common | US | $3M | 297K | 0.04 |
| Warner Music Group Corp. | Long | Equity-common | US | $675K | 23K | 0.01 |
| Washington Trust Bancorp, Inc. (Washington Trust Bancorp Inc) | Long | Equity-common | US | $227K | 7K | 0.00 |
| Waters Corp. | Long | Equity-common | US | $4M | 11K | 0.05 |
| Waterstone Financial, Inc. (Waterstone Financial Inc) | Long | Equity-common | US | $133K | 9K | 0.00 |
| Watsco, Inc. (Watsco Inc) | Long | Equity-common | US | $5M | 10K | 0.07 |
| Watts Water Technologies, Inc. (Watts Water Technologies Inc) | Long | Equity-common | US | $2M | 10K | 0.03 |
| Weatherford International PLC | Long | Equity-common | IE | $4M | 33K | 0.05 |
| Webster Financial Corp. | Long | Equity-common | US | $3M | 55K | 0.04 |
| Weis Markets, Inc. (Weis Markets Inc) | Long | Equity-common | US | $1M | 14K | 0.01 |
| Wells Fargo & Co. | Long | Equity-common | US | $15M | 251K | 0.21 |
| Wendy's Co. (Wendy's Co/The) | Long | Equity-common | US | $764K | 45K | 0.01 |
| Werewolf Therapeutics, Inc. (Werewolf Therapeutics Inc) | Long | Equity-common | US | $4K | 2K | 0.00 |
| Werner Enterprises, Inc. (Werner Enterprises Inc) | Long | Equity-common | US | $667K | 17K | 0.01 |
| WesBanco, Inc. (WesBanco Inc) | Long | Equity-common | US | $2M | 48K | 0.02 |
| WESCO International, Inc. (WESCO International Inc) | Long | Equity-common | US | $4M | 23K | 0.06 |
| West BanCorp, Inc. (West BanCorp Inc) | Long | Equity-common | US | $54K | 3K | 0.00 |
| Westamerica BanCorp | Long | Equity-common | US | $833K | 15K | 0.01 |
| Western Alliance Bancorp | Long | Equity-common | US | $2M | 29K | 0.03 |
| Western New England Bancorp, Inc. (Western New England Bancorp Inc) | Long | Equity-common | US | $19K | 2K | 0.00 |
| Western Union Co. (Western Union Co/The) | Long | Equity-common | US | $1M | 108K | 0.02 |
| Westinghouse Air Brake Technologies Corp. | Long | Equity-common | US | $6M | 38K | 0.09 |
| WEX, Inc. (WEX Inc) | Long | Equity-common | US | $2M | 13K | 0.03 |
| Weyco Group, Inc. (Weyco Group Inc) | Long | Equity-common | US | $108K | 3K | 0.00 |
| Whirlpool Corp. | Long | Equity-common | US | $2M | 17K | 0.02 |
| White Mountains Insurance Group Ltd. | Long | Equity-common | BM | $2M | 1K | 0.03 |
| WideOpenWest, Inc. (WideOpenWest Inc) | Long | Equity-common | US | $84K | 15K | 0.00 |
| Willdan Group, Inc. (Willdan Group Inc) | Long | Equity-common | US | $302K | 9K | 0.00 |
| Williams-Sonoma, Inc. (Williams-Sonoma Inc) | Long | Equity-common | US | $10M | 64K | 0.14 |
| Willis Lease Finance Corp. | Long | Equity-common | US | $41K | 474 | 0.00 |
| Willis Towers Watson PLC | Long | Equity-common | IE | $6M | 21K | 0.08 |
| WillScot Holdings Corp. | Long | Equity-common | US | $3M | 78K | 0.05 |
| Wingstop, Inc. (Wingstop Inc) | Long | Equity-common | US | $2M | 4K | 0.02 |
| Winmark Corp. | Long | Equity-common | US | $520K | 1K | 0.01 |
| Winnebago Industries, Inc. (Winnebago Industries Inc) | Long | Equity-common | US | $1M | 17K | 0.02 |
| Wintrust Financial Corp. | Long | Equity-common | US | $2M | 21K | 0.03 |
| WisdomTree, Inc. (WisdomTree Inc) | Long | Equity-common | US | $1M | 85K | 0.01 |
| WK Kellogg Co. | Long | Equity-common | US | $217K | 12K | 0.00 |
| Wolverine World Wide, Inc. (Wolverine World Wide Inc) | Long | Equity-common | US | $66K | 4K | 0.00 |
| Woodward, Inc. (Woodward Inc) | Long | Equity-common | US | $2M | 14K | 0.03 |
| Workday, Inc. (Workday Inc) | Long | Equity-common | US | $2M | 10K | 0.03 |
| World Acceptance Corp. | Long | Equity-common | US | $367K | 3K | 0.01 |
| World Kinect Corp. | Long | Equity-common | US | $1M | 41K | 0.02 |
| Worthington Enterprises, Inc. (Worthington Enterprises Inc) | Long | Equity-common | US | $275K | 6K | 0.00 |
| Worthington Steel, Inc. (Worthington Steel Inc) | Long | Equity-common | US | $919K | 23K | 0.01 |
| WSFS Financial Corp. | Long | Equity-common | US | $1M | 24K | 0.02 |
| WVS Financial Corp. | Long | Equity-common | US | $1K | 100 | 0.00 |
| WW Grainger, Inc. (WW Grainger Inc) | Long | Equity-common | US | $17M | 17K | 0.24 |
| Wynn Resorts Ltd. | Long | Equity-common | US | $339K | 4K | 0.00 |
| Xencor, Inc. (Xencor Inc) | Long | Equity-common | US | $582K | 29K | 0.01 |
| Xenon Pharmaceuticals, Inc. (Xenon Pharmaceuticals Inc) | Long | Equity-common | CA | $83K | 2K | 0.00 |
| Xerox Holdings Corp. | Long | Equity-common | US | $659K | 61K | 0.01 |
| Xometry, Inc. (Xometry Inc) | Long | Equity-common | US | $218K | 15K | 0.00 |
| Xperi, Inc. (Xperi Inc) | Long | Equity-common | US | $183K | 22K | 0.00 |
| XPO, Inc. (XPO Inc) | Long | Equity-common | US | $3M | 29K | 0.05 |
| Xylem, Inc. (Xylem Inc/NY) | Long | Equity-common | US | $5M | 40K | 0.08 |
| Yelp, Inc. (Yelp Inc) | Long | Equity-common | US | $856K | 23K | 0.01 |
| YETI Holdings, Inc. (YETI Holdings Inc) | Long | Equity-common | US | $2M | 48K | 0.03 |
| York Water Co. (York Water Co/The) | Long | Equity-common | US | $81K | 2K | 0.00 |
| Yum! Brands, Inc. (Yum! Brands Inc) | Long | Equity-common | US | $4M | 33K | 0.06 |
| Zebra Technologies Corp. | Long | Equity-common | US | $4M | 12K | 0.06 |
| Zedge, Inc. (Zedge Inc) | Long | Equity-common | US | $535.76 | 148 | 0.00 |
| Ziff Davis, Inc. (Ziff Davis Inc) | Long | Equity-common | US | $1M | 22K | 0.02 |
| Zillow Group, Inc. (Zillow Group Inc) | Long | Equity-common | US | $2M | 45K | 0.03 |
| Zillow Group, Inc. (Zillow Group Inc) | Long | Equity-common | US | $749K | 16K | 0.01 |
| Zimmer Biomet Holdings, Inc. (Zimmer Biomet Holdings Inc) | Long | Equity-common | US | $4M | 34K | 0.05 |
| Zimvie, Inc. (Zimvie Inc) | Long | Equity-common | US | $172K | 8K | 0.00 |
| Zions Bancorp NA | Long | Equity-common | US | $2M | 43K | 0.03 |
| Zoetis, Inc. (Zoetis Inc) | Long | Equity-common | US | $2M | 12K | 0.03 |
| Zoom Video Communications, Inc. (Zoom Video Communications Inc) | Long | Equity-common | US | $4M | 61K | 0.05 |
| ZoomInfo Technologies, Inc. (ZoomInfo Technologies Inc) | Long | Equity-common | US | $2M | 170K | 0.03 |
| Zscaler, Inc. (Zscaler Inc) | Long | Equity-common | US | $878K | 5K | 0.01 |
| Zumiez, Inc. (Zumiez Inc) | Long | Equity-common | US | $290K | 11K | 0.00 |
| Zuora, Inc. (Zuora Inc) | Long | Equity-common | US | $174K | 19K | 0.00 |
| Zurn Elkay Water Solutions Corp. | Long | Equity-common | US | $805K | 25K | 0.01 |
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