State Street Global Advisors - advised funds > SPDR SERIES TRUST
SPDR S&P 1500 Value Tilt ETF
$290.17M
Avg Monthly Net Assets
$354.18M
Total Assets
$1.26M
Total Liabilities
$352.91M
Net Assets
SPDR S&P 1500 Value Tilt ETF is an Exchange-Traded Fund in SPDR SERIES TRUST
from State Street Global Advisors - advised funds,
based in Massachusetts,
United States of America.
The fund has one share class
and monthly net assets of $290.17M.
On August 28th, 2024 it reported 1,473 holdings, the largest
being Apple Inc (2.3%), Berkshire Hathaway Inc (2.3%) and Exxon Mobil Corp (2.1%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Exchange | Ticker | Monthly Returns (2 years) |
|---|---|---|---|---|
| SPDR S&P 1500 Value Tilt ETF | C000104492 | ARCX | VLU |
Holdings
From latest NPORT-P, filed August 28th, 2024 for period ending June 30th, 2024.
Historic holdings data available from Fincoded.
| Name | Profile | Category | Country | Value $USD | # Shares | % of Fund |
|---|---|---|---|---|---|---|
| 3D Systems Corp | Long | Equity-common | US | $841.18 | 274 | 0.00 |
| 3M Co | Long | Equity-common | US | $817K | 8K | 0.23 |
| A O Smith Corp | Long | Equity-common | US | $62K | 753 | 0.02 |
| AAON Inc | Long | Equity-common | US | $5K | 60 | 0.00 |
| AAR Corp | Long | Equity-common | US | $17K | 240 | 0.00 |
| Abbott Laboratories | Long | Equity-common | US | $847K | 8K | 0.24 |
| AbbVie Inc | Long | Equity-common | US | $1M | 9K | 0.42 |
| Abercrombie & Fitch Co | Long | Equity-common | US | $44K | 247 | 0.01 |
| ABM Industries Inc | Long | Equity-common | US | $105K | 2K | 0.03 |
| Academy Sports & Outdoors Inc | Long | Equity-common | US | $57K | 1K | 0.02 |
| Acadia Healthcare Co Inc | Long | Equity-common | US | $45K | 670 | 0.01 |
| Acadia Realty Trust | Long | Equity-common | US | $27K | 2K | 0.01 |
| Accenture PLC | Long | Equity-common | IE | $1M | 3K | 0.29 |
| ACI Worldwide Inc | Long | Equity-common | US | $36K | 909 | 0.01 |
| Acuity Brands Inc | Long | Equity-common | US | $43K | 179 | 0.01 |
| AdaptHealth Corp | Long | Equity-common | US | $28K | 3K | 0.01 |
| Addus HomeCare Corp | Long | Equity-common | US | $8K | 69 | 0.00 |
| Adeia Inc | Long | Equity-common | US | $25K | 2K | 0.01 |
| Adient PLC | Long | Equity-common | IE | $75K | 3K | 0.02 |
| Adobe Inc | Long | Equity-common | US | $718K | 1K | 0.20 |
| Adtalem Global Education Inc | Long | Equity-common | US | $45K | 657 | 0.01 |
| Advance Auto Parts Inc | Long | Equity-common | US | $124K | 2K | 0.04 |
| Advanced Drainage Systems Inc | Long | Equity-common | US | $39K | 243 | 0.01 |
| Advanced Energy Industries Inc | Long | Equity-common | US | $20K | 184 | 0.01 |
| Advanced Micro Devices Inc | Long | Equity-common | US | $552K | 3K | 0.16 |
| AdvanSix Inc | Long | Equity-common | US | $11K | 485 | 0.00 |
| AECOM | Long | Equity-common | US | $87K | 985 | 0.02 |
| AeroVironment Inc | Long | Equity-common | US | $28K | 153 | 0.01 |
| AES Corp (AES Corp/The) | Long | Equity-common | US | $181K | 10K | 0.05 |
| Affiliated Managers Group Inc | Long | Equity-common | US | $77K | 495 | 0.02 |
| Aflac Inc | Long | Equity-common | US | $680K | 8K | 0.19 |
| AGCO Corp | Long | Equity-common | US | $117K | 1K | 0.03 |
| Agilent Technologies Inc | Long | Equity-common | US | $117K | 901 | 0.03 |
| Agilysys Inc | Long | Equity-common | US | $3K | 27 | 0.00 |
| Agree Realty Corp | Long | Equity-common | US | $67K | 1K | 0.02 |
| Air Lease Corp | Long | Equity-common | US | $163K | 3K | 0.05 |
| Air Products and Chemicals Inc | Long | Equity-common | US | $466K | 2K | 0.13 |
| Airbnb Inc | Long | Equity-common | US | $274K | 2K | 0.08 |
| Akamai Technologies Inc | Long | Equity-common | US | $106K | 1K | 0.03 |
| Alamo Group Inc | Long | Equity-common | US | $11K | 65 | 0.00 |
| Alarm.com Holdings Inc | Long | Equity-common | US | $14K | 214 | 0.00 |
| Alaska Air Group Inc | Long | Equity-common | US | $169K | 4K | 0.05 |
| Albany International Corp | Long | Equity-common | US | $21K | 251 | 0.01 |
| Albemarle Corp | Long | Equity-common | US | $162K | 2K | 0.05 |
| Alcoa Corp | Long | Equity-common | US | $93K | 2K | 0.03 |
| Alexander & Baldwin Inc | Long | Equity-common | US | $17K | 983 | 0.00 |
| Alexandria Real Estate Equities Inc | Long | Equity-common | US | $192K | 2K | 0.05 |
| Align Technology Inc | Long | Equity-common | US | $92K | 381 | 0.03 |
| Alkermes PLC | Long | Equity-common | IE | $24K | 977 | 0.01 |
| Allegiant Travel Co | Long | Equity-common | US | $19K | 378 | 0.01 |
| Allegion plc | Long | Equity-common | IE | $49K | 418 | 0.01 |
| Allegro MicroSystems Inc | Long | Equity-common | US | $11K | 407 | 0.00 |
| ALLETE Inc | Long | Equity-common | US | $68K | 1K | 0.02 |
| Alliant Energy Corp | Long | Equity-common | US | $136K | 3K | 0.04 |
| Allstate Corp/The | Long | Equity-common | US | $506K | 3K | 0.14 |
| Ally Financial Inc | Long | Equity-common | US | $357K | 9K | 0.10 |
| Alpha & Omega Semiconductor Ltd | Long | Equity-common | BM | $31K | 833 | 0.01 |
| Alpha Metallurgical Resources Inc | Long | Equity-common | US | $63K | 226 | 0.02 |
| Alphabet Inc | Long | Equity-common | US | $5M | 26K | 1.36 |
| Alphabet Inc | Long | Equity-common | US | $3M | 16K | 0.84 |
| Altria Group Inc | Long | Equity-common | US | $1M | 25K | 0.32 |
| Amazon.com Inc | Long | Equity-common | US | $7M | 38K | 2.09 |
| Ambac Financial Group Inc | Long | Equity-common | US | $18K | 1K | 0.01 |
| AMC Networks Inc | Long | Equity-common | US | $14K | 1K | 0.00 |
| Amcor PLC | Long | Equity-common | JE | $205K | 21K | 0.06 |
| Amedisys Inc | Long | Equity-common | US | $26K | 280 | 0.01 |
| Ameren Corp | Long | Equity-common | US | $271K | 4K | 0.08 |
| American Airlines Group Inc | Long | Equity-common | US | $245K | 22K | 0.07 |
| American Assets Trust Inc | Long | Equity-common | US | $17K | 768 | 0.00 |
| American Axle & Manufacturing Holdings Inc | Long | Equity-common | US | $34K | 5K | 0.01 |
| American Eagle Outfitters Inc | Long | Equity-common | US | $45K | 2K | 0.01 |
| American Electric Power Co Inc | Long | Equity-common | US | $559K | 6K | 0.16 |
| American Express Co | Long | Equity-common | US | $1M | 5K | 0.32 |
| American Financial Group Inc/OH | Long | Equity-common | US | $266K | 2K | 0.08 |
| American Homes 4 Rent | Long | Equity-common | US | $96K | 3K | 0.03 |
| American International Group Inc | Long | Equity-common | US | $947K | 13K | 0.27 |
| American States Water Co | Long | Equity-common | US | $18K | 251 | 0.01 |
| American Tower Corp | Long | Equity-common | US | $484K | 2K | 0.14 |
| American Water Works Co Inc | Long | Equity-common | US | $204K | 2K | 0.06 |
| American Woodmark Corp | Long | Equity-common | US | $18K | 231 | 0.01 |
| Ameriprise Financial Inc | Long | Equity-common | US | $361K | 845 | 0.10 |
| Ameris Bancorp | Long | Equity-common | US | $47K | 939 | 0.01 |
| AMERISAFE Inc | Long | Equity-common | US | $11K | 255 | 0.00 |
| AMETEK Inc | Long | Equity-common | US | $123K | 737 | 0.03 |
| Amgen Inc | Long | Equity-common | US | $977K | 3K | 0.28 |
| Amkor Technology Inc | Long | Equity-common | US | $152K | 4K | 0.04 |
| AMN Healthcare Services Inc | Long | Equity-common | US | $37K | 730 | 0.01 |
| Amphastar Pharmaceuticals Inc | Long | Equity-common | US | $11K | 267 | 0.00 |
| Amphenol Corp | Long | Equity-common | US | $231K | 3K | 0.07 |
| Analog Devices Inc | Long | Equity-common | US | $534K | 2K | 0.15 |
| Andersons Inc/The | Long | Equity-common | US | $58K | 1K | 0.02 |
| Annaly Capital Management Inc | Long | Equity-common | US | $138K | 7K | 0.04 |
| ANSYS Inc | Long | Equity-common | US | $94K | 293 | 0.03 |
| Antero Midstream Corp | Long | Equity-common | US | $73K | 5K | 0.02 |
| Antero Resources Corp | Long | Equity-common | US | $177K | 5K | 0.05 |
| Aon PLC | Long | Equity-common | IE | $214K | 728 | 0.06 |
| APA Corp | Long | Equity-common | US | $204K | 7K | 0.06 |
| Apogee Enterprises Inc | Long | Equity-common | US | $18K | 284 | 0.01 |
| Apollo Commercial Real Estate Finance Inc | Long | Equity-common | US | $51K | 5K | 0.01 |
| Apple Hospitality REIT Inc | Long | Equity-common | US | $102K | 7K | 0.03 |
| Apple Inc | Long | Equity-common | US | $8M | 39K | 2.34 |
| Applied Industrial Technologies Inc | Long | Equity-common | US | $44K | 229 | 0.01 |
| Applied Materials Inc | Long | Equity-common | US | $562K | 2K | 0.16 |
| AptarGroup Inc | Long | Equity-common | US | $46K | 327 | 0.01 |
| Aptiv PLC | Long | Equity-common | JE | $237K | 3K | 0.07 |
| Aramark | Long | Equity-common | US | $171K | 5K | 0.05 |
| Arbor Realty Trust Inc | Long | Equity-common | US | $90K | 6K | 0.03 |
| Arcadium Lithium PLC | Long | Equity-common | JE | $28K | 8K | 0.01 |
| ArcBest Corp | Long | Equity-common | US | $30K | 284 | 0.01 |
| Arch Capital Group Ltd | Long | Equity-common | BM | $455K | 5K | 0.13 |
| Arch Resources Inc | Long | Equity-common | US | $93K | 608 | 0.03 |
| Archer-Daniels-Midland Co | Long | Equity-common | US | $994K | 16K | 0.28 |
| Archrock Inc | Long | Equity-common | US | $30K | 1K | 0.01 |
| Arcosa Inc | Long | Equity-common | US | $43K | 516 | 0.01 |
| Arcus Biosciences Inc | Long | Equity-common | US | $13K | 853 | 0.00 |
| Arista Networks Inc | Long | Equity-common | US | $253K | 723 | 0.07 |
| Armada Hoffler Properties Inc | Long | Equity-common | US | $8K | 755 | 0.00 |
| ARMOUR Residential REIT Inc | Long | Equity-common | US | $39K | 2K | 0.01 |
| Armstrong World Industries Inc | Long | Equity-common | US | $21K | 184 | 0.01 |
| Arrow Electronics Inc | Long | Equity-common | US | $215K | 2K | 0.06 |
| Arrowhead Pharmaceuticals Inc | Long | Equity-common | US | $7K | 259 | 0.00 |
| Arthur J Gallagher & Co | Long | Equity-common | US | $188K | 726 | 0.05 |
| Artisan Partners Asset Management Inc | Long | Equity-common | US | $34K | 828 | 0.01 |
| Artivion Inc | Long | Equity-common | US | $205.2 | 8 | 0.00 |
| Asbury Automotive Group Inc | Long | Equity-common | US | $167K | 734 | 0.05 |
| ASGN Inc | Long | Equity-common | US | $47K | 534 | 0.01 |
| Ashland Inc | Long | Equity-common | US | $62K | 657 | 0.02 |
| Aspen Technology Inc | Long | Equity-common | US | $80K | 405 | 0.02 |
| Associated Banc-Corp | Long | Equity-common | US | $104K | 5K | 0.03 |
| Assurant Inc | Long | Equity-common | US | $125K | 753 | 0.04 |
| Assured Guaranty Ltd | Long | Equity-common | BM | $61K | 787 | 0.02 |
| Astec Industries Inc | Long | Equity-common | US | $7K | 252 | 0.00 |
| Astrana Health Inc | Long | Equity-common | US | $12K | 301 | 0.00 |
| AT&T Inc | Long | Equity-common | US | $5M | 238K | 1.29 |
| ATI Inc | Long | Equity-common | US | $60K | 1K | 0.02 |
| Atlantic Union Bankshares Corp | Long | Equity-common | US | $45K | 1K | 0.01 |
| Atmos Energy Corp | Long | Equity-common | US | $212K | 2K | 0.06 |
| Autodesk Inc | Long | Equity-common | US | $111K | 449 | 0.03 |
| Autoliv Inc | Long | Equity-common | US | $97K | 910 | 0.03 |
| Automatic Data Processing Inc | Long | Equity-common | US | $270K | 1K | 0.08 |
| AutoNation Inc | Long | Equity-common | US | $137K | 858 | 0.04 |
| AutoZone Inc | Long | Equity-common | US | $234K | 79 | 0.07 |
| AvalonBay Communities Inc | Long | Equity-common | US | $248K | 1K | 0.07 |
| Avanos Medical Inc | Long | Equity-common | US | $10K | 505 | 0.00 |
| Avery Dennison Corp | Long | Equity-common | US | $87K | 397 | 0.02 |
| Avient Corp | Long | Equity-common | US | $66K | 2K | 0.02 |
| Avis Budget Group Inc | Long | Equity-common | US | $74K | 708 | 0.02 |
| Avista Corp | Long | Equity-common | US | $51K | 1K | 0.01 |
| Avnet Inc | Long | Equity-common | US | $154K | 3K | 0.04 |
| Axalta Coating Systems Ltd | Long | Equity-common | BM | $55K | 2K | 0.02 |
| Axcelis Technologies Inc | Long | Equity-common | US | $24K | 169 | 0.01 |
| Axon Enterprise Inc | Long | Equity-common | US | $34K | 114 | 0.01 |
| Axos Financial Inc | Long | Equity-common | US | $43K | 759 | 0.01 |
| Azenta Inc | Long | Equity-common | US | $17K | 328 | 0.00 |
| AZZ Inc | Long | Equity-common | US | $20K | 260 | 0.01 |
| B Riley Financial Inc | Long | Equity-common | US | $11K | 607 | 0.00 |
| B&G Foods Inc | Long | Equity-common | US | $19K | 2K | 0.01 |
| Badger Meter Inc | Long | Equity-common | US | $5K | 29 | 0.00 |
| Baker Hughes Co | Long | Equity-common | US | $382K | 11K | 0.11 |
| Balchem Corp | Long | Equity-common | US | $27K | 173 | 0.01 |
| Ball Corp | Long | Equity-common | US | $154K | 3K | 0.04 |
| Banc of California Inc | Long | Equity-common | US | $59K | 5K | 0.02 |
| BancFirst Corp | Long | Equity-common | US | $42K | 478 | 0.01 |
| Bancorp Inc/The | Long | Equity-common | US | $20K | 530 | 0.01 |
| Bank of America Corp | Long | Equity-common | US | $5M | 131K | 1.47 |
| Bank of Hawaii Corp | Long | Equity-common | US | $33K | 576 | 0.01 |
| Bank of New York Mellon Corp/The | Long | Equity-common | US | $871K | 15K | 0.25 |
| Bank OZK | Long | Equity-common | US | $143K | 3K | 0.04 |
| BankUnited Inc | Long | Equity-common | US | $80K | 3K | 0.02 |
| Banner Corp | Long | Equity-common | US | $57K | 1K | 0.02 |
| Barnes Group Inc | Long | Equity-common | US | $28K | 686 | 0.01 |
| Bath & Body Works Inc | Long | Equity-common | US | $96K | 2K | 0.03 |
| Baxter International Inc | Long | Equity-common | US | $205K | 6K | 0.06 |
| Becton Dickinson & Co | Long | Equity-common | US | $333K | 1K | 0.09 |
| Belden Inc | Long | Equity-common | US | $24K | 252 | 0.01 |
| BellRing Brands Inc | Long | Equity-common | US | $24K | 420 | 0.01 |
| Benchmark Electronics Inc | Long | Equity-common | US | $57K | 1K | 0.02 |
| Berkshire Hathaway Inc | Long | Equity-common | US | $8M | 20K | 2.28 |
| Berkshire Hills Bancorp Inc | Long | Equity-common | US | $23K | 995 | 0.01 |
| Berry Global Group Inc | Long | Equity-common | US | $131K | 2K | 0.04 |
| Best Buy Co Inc | Long | Equity-common | US | $535K | 6K | 0.15 |
| BGC Group Inc | Long | Equity-common | US | $35K | 4K | 0.01 |
| Bio-Rad Laboratories Inc | Long | Equity-common | US | $82K | 300 | 0.02 |
| Bio-Techne Corp | Long | Equity-common | US | $17K | 242 | 0.00 |
| Biogen Inc | Long | Equity-common | US | $406K | 2K | 0.12 |
| BJ's Restaurants Inc | Long | Equity-common | US | $7K | 204 | 0.00 |
| BJ's Wholesale Club Holdings Inc | Long | Equity-common | US | $126K | 1K | 0.04 |
| Black Hills Corp | Long | Equity-common | US | $122K | 2K | 0.03 |
| Blackbaud Inc | Long | Equity-common | US | $12K | 154 | 0.00 |
| BlackRock Inc | Long | Equity-common | US | $644K | 818 | 0.18 |
| Blackstone Inc | Long | Equity-common | US | $369K | 3K | 0.10 |
| Blackstone Mortgage Trust Inc | Long | Equity-common | US | $99K | 6K | 0.03 |
| Bloomin' Brands Inc | Long | Equity-common | US | $22K | 1K | 0.01 |
| Boeing Co/The | Long | Equity-common | US | $611K | 3K | 0.17 |
| Boise Cascade Co | Long | Equity-common | US | $57K | 476 | 0.02 |
| Booking Holdings Inc | Long | Equity-common | US | $372K | 94 | 0.11 |
| Boot Barn Holdings Inc | Long | Equity-common | US | $27K | 211 | 0.01 |
| BorgWarner Inc | Long | Equity-common | US | $245K | 8K | 0.07 |
| Boston Beer Co Inc/The | Long | Equity-common | US | $18K | 59 | 0.01 |
| Boston Properties Inc | Long | Equity-common | US | $170K | 3K | 0.05 |
| Boston Scientific Corp | Long | Equity-common | US | $377K | 5K | 0.11 |
| Box Inc | Long | Equity-common | US | $13K | 484 | 0.00 |
| Boyd Gaming Corp | Long | Equity-common | US | $54K | 980 | 0.02 |
| Brady Corp | Long | Equity-common | US | $34K | 516 | 0.01 |
| Brandywine Realty Trust | Long | Equity-common | US | $31K | 7K | 0.01 |
| Bread Financial Holdings Inc | Long | Equity-common | US | $73K | 2K | 0.02 |
| Brighthouse Financial Inc | Long | Equity-common | US | $92K | 2K | 0.03 |
| Brightsphere Investment Group Inc | Long | Equity-common | US | $11K | 485 | 0.00 |
| Brink's Co/The | Long | Equity-common | US | $47K | 455 | 0.01 |
| Brinker International Inc | Long | Equity-common | US | $62K | 860 | 0.02 |
| Bristol-Myers Squibb Co | Long | Equity-common | US | $1M | 25K | 0.29 |
| Bristow Group Inc | Long | Equity-common | US | $16K | 476 | 0.00 |
| Brixmor Property Group Inc | Long | Equity-common | US | $73K | 3K | 0.02 |
| Broadcom Inc | Long | Equity-common | US | $1M | 929 | 0.42 |
| Broadridge Financial Solutions Inc | Long | Equity-common | US | $77K | 393 | 0.02 |
| Brookline Bancorp Inc | Long | Equity-common | US | $16K | 2K | 0.00 |
| Brown & Brown Inc | Long | Equity-common | US | $113K | 1K | 0.03 |
| Brown-Forman Corp | Long | Equity-common | US | $85K | 2K | 0.02 |
| Bruker Corp | Long | Equity-common | US | $19K | 299 | 0.01 |
| Brunswick Corp/DE | Long | Equity-common | US | $62K | 851 | 0.02 |
| Buckle Inc/The | Long | Equity-common | US | $21K | 560 | 0.01 |
| Builders FirstSource Inc | Long | Equity-common | US | $144K | 1K | 0.04 |
| Bunge Global SA | Long | Equity-common | CH | $514K | 5K | 0.15 |
| Burlington Stores Inc | Long | Equity-common | US | $90K | 375 | 0.03 |
| BWX Technologies Inc | Long | Equity-common | US | $29K | 308 | 0.01 |
| Cable One Inc | Long | Equity-common | US | $54K | 152 | 0.02 |
| Cabot Corp | Long | Equity-common | US | $55K | 602 | 0.02 |
| CACI International Inc | Long | Equity-common | US | $111K | 258 | 0.03 |
| Cadence Bank | Long | Equity-common | US | $75K | 3K | 0.02 |
| Cadence Design Systems Inc | Long | Equity-common | US | $102K | 331 | 0.03 |
| Caesars Entertainment Inc | Long | Equity-common | US | $104K | 3K | 0.03 |
| Cal-Maine Foods Inc | Long | Equity-common | US | $82K | 1K | 0.02 |
| Calavo Growers Inc | Long | Equity-common | US | $10K | 454 | 0.00 |
| Caleres Inc | Long | Equity-common | US | $21K | 638 | 0.01 |
| California Resources Corp | Long | Equity-common | US | $66K | 1K | 0.02 |
| California Water Service Group | Long | Equity-common | US | $21K | 434 | 0.01 |
| Calix Inc | Long | Equity-common | US | $14K | 406 | 0.00 |
| Camden Property Trust | Long | Equity-common | US | $127K | 1K | 0.04 |
| Campbell Soup Co | Long | Equity-common | US | $170K | 4K | 0.05 |
| Capital One Financial Corp | Long | Equity-common | US | $2M | 13K | 0.50 |
| Capitol Federal Financial Inc | Long | Equity-common | US | $23K | 4K | 0.01 |
| Capri Holdings Ltd | Long | Equity-common | VG | $52K | 2K | 0.01 |
| Cardinal Health Inc | Long | Equity-common | US | $792K | 8K | 0.22 |
| CareTrust REIT Inc | Long | Equity-common | US | $34K | 1K | 0.01 |
| Cargurus Inc | Long | Equity-common | US | $22K | 849 | 0.01 |
| Carlisle Cos Inc | Long | Equity-common | US | $92K | 227 | 0.03 |
| Carlyle Group Inc/The | Long | Equity-common | US | $73K | 2K | 0.02 |
| CarMax Inc | Long | Equity-common | US | $168K | 2K | 0.05 |
| Carnival Corp | Long | Equity-common | PA | $624K | 33K | 0.18 |
| Carpenter Technology Corp | Long | Equity-common | US | $55K | 500 | 0.02 |
| Carrier Global Corp | Long | Equity-common | US | $260K | 4K | 0.07 |
| Cars.com Inc | Long | Equity-common | US | $9K | 462 | 0.00 |
| Carter's Inc | Long | Equity-common | US | $31K | 502 | 0.01 |
| Casey's General Stores Inc | Long | Equity-common | US | $121K | 316 | 0.03 |
| Catalent Inc | Long | Equity-common | US | $50K | 889 | 0.01 |
| Catalyst Pharmaceuticals Inc | Long | Equity-common | US | $7K | 450 | 0.00 |
| Caterpillar Inc | Long | Equity-common | US | $807K | 2K | 0.23 |
| Cathay General Bancorp | Long | Equity-common | US | $91K | 2K | 0.03 |
| Cavco Industries Inc | Long | Equity-common | US | $23K | 67 | 0.01 |
| Cboe Global Markets Inc | Long | Equity-common | US | $96K | 565 | 0.03 |
| CBRE Group Inc | Long | Equity-common | US | $224K | 3K | 0.06 |
| CDW Corp/DE | Long | Equity-common | US | $141K | 629 | 0.04 |
| Celanese Corp | Long | Equity-common | US | $163K | 1K | 0.05 |
| Celsius Holdings Inc | Long | Equity-common | US | $9K | 166 | 0.00 |
| Cencora Inc | Long | Equity-common | US | $1M | 5K | 0.35 |
| Centene Corp | Long | Equity-common | US | $1M | 18K | 0.33 |
| CenterPoint Energy Inc | Long | Equity-common | US | $283K | 9K | 0.08 |
| Centerspace | Long | Equity-common | US | $17K | 251 | 0.00 |
| Central Garden & Pet Co | Long | Equity-common | US | $36K | 1K | 0.01 |
| Central Garden & Pet Co | Long | Equity-common | US | $10K | 253 | 0.00 |
| Central Pacific Financial Corp | Long | Equity-common | US | $20K | 965 | 0.01 |
| Century Aluminum Co | Long | Equity-common | US | $17K | 991 | 0.00 |
| Century Communities Inc | Long | Equity-common | US | $33K | 409 | 0.01 |
| Certara Inc | Long | Equity-common | US | $7K | 474 | 0.00 |
| CEVA Inc | Long | Equity-common | US | $5K | 254 | 0.00 |
| CF Industries Holdings Inc | Long | Equity-common | US | $205K | 3K | 0.06 |
| CH Robinson Worldwide Inc | Long | Equity-common | US | $197K | 2K | 0.06 |
| ChampionX Corp | Long | Equity-common | US | $39K | 1K | 0.01 |
| Charles River Laboratories International Inc | Long | Equity-common | US | $52K | 252 | 0.01 |
| Charles Schwab Corp/The | Long | Equity-common | US | $926K | 13K | 0.26 |
| Chart Industries Inc | Long | Equity-common | US | $31K | 213 | 0.01 |
| Charter Communications Inc | Long | Equity-common | US | $977K | 3K | 0.28 |
| Cheesecake Factory Inc/The | Long | Equity-common | US | $35K | 902 | 0.01 |
| Chefs' Warehouse Inc/The | Long | Equity-common | US | $20K | 517 | 0.01 |
| Chemed Corp | Long | Equity-common | US | $20K | 37 | 0.01 |
| Chemours Co/The | Long | Equity-common | US | $64K | 3K | 0.02 |
| Chesapeake Energy Corp | Long | Equity-common | US | $303K | 4K | 0.09 |
| Chesapeake Utilities Corp | Long | Equity-common | US | $21K | 194 | 0.01 |
| Chevron Corp | Long | Equity-common | US | $5M | 33K | 1.46 |
| Chipotle Mexican Grill Inc | Long | Equity-common | US | $175K | 3K | 0.05 |
| Choice Hotels International Inc | Long | Equity-common | US | $19K | 158 | 0.01 |
| Chord Energy Corp | Long | Equity-common | US | $343K | 2K | 0.10 |
| Chubb Ltd | Long | Equity-common | CH | $1M | 5K | 0.35 |
| Church & Dwight Co Inc | Long | Equity-common | US | $111K | 1K | 0.03 |
| Churchill Downs Inc | Long | Equity-common | US | $51K | 364 | 0.01 |
| Chuy's Holdings Inc | Long | Equity-common | US | $1K | 51 | 0.00 |
| Ciena Corp | Long | Equity-common | US | $56K | 1K | 0.02 |
| Cigna Group/The | Long | Equity-common | US | $1M | 4K | 0.39 |
| Cincinnati Financial Corp | Long | Equity-common | US | $218K | 2K | 0.06 |
| Cinemark Holdings Inc | Long | Equity-common | US | $76K | 4K | 0.02 |
| Cintas Corp | Long | Equity-common | US | $127K | 182 | 0.04 |
| Cirrus Logic Inc | Long | Equity-common | US | $56K | 438 | 0.02 |
| Cisco Systems Inc | Long | Equity-common | US | $2M | 34K | 0.46 |
| Citigroup Inc | Long | Equity-common | US | $4M | 63K | 1.14 |
| Citizens Financial Group Inc | Long | Equity-common | US | $556K | 15K | 0.16 |
| City Holding Co | Long | Equity-common | US | $18K | 174 | 0.01 |
| Civitas Resources Inc | Long | Equity-common | US | $212K | 3K | 0.06 |
| Clean Harbors Inc | Long | Equity-common | US | $89K | 393 | 0.03 |
| Clearwater Paper Corp | Long | Equity-common | US | $26K | 527 | 0.01 |
| Clearway Energy Inc | Long | Equity-common | US | $67K | 3K | 0.02 |
| Clearway Energy Inc | Long | Equity-common | US | $26K | 1K | 0.01 |
| Cleveland-Cliffs Inc | Long | Equity-common | US | $111K | 7K | 0.03 |
| Clorox Co/The | Long | Equity-common | US | $99K | 725 | 0.03 |
| CME Group Inc | Long | Equity-common | US | $349K | 2K | 0.10 |
| CMS Energy Corp | Long | Equity-common | US | $190K | 3K | 0.05 |
| CNO Financial Group Inc | Long | Equity-common | US | $100K | 4K | 0.03 |
| CNX Resources Corp | Long | Equity-common | US | $122K | 5K | 0.03 |
| Coca-Cola Co/The | Long | Equity-common | US | $1M | 23K | 0.41 |
| Coca-Cola Consolidated Inc | Long | Equity-common | US | $72K | 66 | 0.02 |
| Cogent Communications Holdings Inc | Long | Equity-common | US | $34K | 608 | 0.01 |
| Cognex Corp | Long | Equity-common | US | $30K | 632 | 0.01 |
| Cognizant Technology Solutions Corp | Long | Equity-common | US | $367K | 5K | 0.10 |
| Coherent Corp | Long | Equity-common | US | $78K | 1K | 0.02 |
| Cohu Inc | Long | Equity-common | US | $7K | 208 | 0.00 |
| Colgate-Palmolive Co | Long | Equity-common | US | $371K | 4K | 0.11 |
| Collegium Pharmaceutical Inc | Long | Equity-common | US | $9K | 273 | 0.00 |
| Columbia Banking System Inc | Long | Equity-common | US | $137K | 7K | 0.04 |
| Columbia Sportswear Co | Long | Equity-common | US | $55K | 693 | 0.02 |
| Comcast Corp | Long | Equity-common | US | $2M | 57K | 0.64 |
| Comerica Inc | Long | Equity-common | US | $223K | 4K | 0.06 |
| Comfort Systems USA Inc | Long | Equity-common | US | $40K | 133 | 0.01 |
| Commerce Bancshares Inc/MO | Long | Equity-common | US | $66K | 1K | 0.02 |
| Commercial Metals Co | Long | Equity-common | US | $123K | 2K | 0.03 |
| Community Financial System Inc | Long | Equity-common | US | $24K | 513 | 0.01 |
| Community Healthcare Trust Inc | Long | Equity-common | US | $7K | 295 | 0.00 |
| CommVault Systems Inc | Long | Equity-common | US | $15K | 127 | 0.00 |
| Compass Minerals International Inc | Long | Equity-common | US | $5K | 514 | 0.00 |
| Comstock Resources Inc | Long | Equity-common | US | $34K | 3K | 0.01 |
| Conagra Brands Inc | Long | Equity-common | US | $260K | 9K | 0.07 |
| Concentrix Corp | Long | Equity-common | US | $99K | 2K | 0.03 |
| CONMED Corp | Long | Equity-common | US | $3K | 44 | 0.00 |
| ConocoPhillips | Long | Equity-common | US | $2M | 14K | 0.46 |
| CONSOL Energy Inc | Long | Equity-common | US | $90K | 880 | 0.03 |
| Consolidated Communications Holdings Inc | Long | Equity-common | US | $15K | 3K | 0.00 |
| Consolidated Edison Inc | Long | Equity-common | US | $447K | 5K | 0.13 |
| Constellation Brands Inc | Long | Equity-common | US | $204K | 794 | 0.06 |
| Constellation Energy Corp | Long | Equity-common | US | $134K | 671 | 0.04 |
| Cooper Cos Inc/The | Long | Equity-common | US | $58K | 662 | 0.02 |
| Copart Inc | Long | Equity-common | US | $128K | 2K | 0.04 |
| COPT Defense Properties | Long | Equity-common | US | $36K | 1K | 0.01 |
| Corcept Therapeutics Inc | Long | Equity-common | US | $17K | 527 | 0.00 |
| Core & Main Inc | Long | Equity-common | US | $44K | 909 | 0.01 |
| Core Laboratories Inc | Long | Equity-common | US | $5K | 233 | 0.00 |
| CoreCivic Inc | Long | Equity-common | US | $54K | 4K | 0.02 |
| Corning Inc | Long | Equity-common | US | $326K | 8K | 0.09 |
| Corpay Inc | Long | Equity-common | US | $120K | 451 | 0.03 |
| Corsair Gaming Inc | Long | Equity-common | US | $9K | 852 | 0.00 |
| Corteva Inc | Long | Equity-common | US | $308K | 6K | 0.09 |
| CorVel Corp | Long | Equity-common | US | $13K | 51 | 0.00 |
| CoStar Group Inc | Long | Equity-common | US | $95K | 1K | 0.03 |
| Costco Wholesale Corp | Long | Equity-common | US | $1M | 1K | 0.29 |
| Coterra Energy Inc | Long | Equity-common | US | $242K | 9K | 0.07 |
| Coty Inc | Long | Equity-common | US | $72K | 7K | 0.02 |
| Cousins Properties Inc | Long | Equity-common | US | $77K | 3K | 0.02 |
| Cracker Barrel Old Country Store Inc | Long | Equity-common | US | $31K | 737 | 0.01 |
| Crane Co | Long | Equity-common | US | $88K | 605 | 0.02 |
| Crane NXT Co | Long | Equity-common | US | $16K | 261 | 0.00 |
| Crocs Inc | Long | Equity-common | US | $72K | 492 | 0.02 |
| Cross Country Healthcare Inc | Long | Equity-common | US | $9K | 670 | 0.00 |
| Crown Castle Inc | Long | Equity-common | US | $358K | 4K | 0.10 |
| Crown Holdings Inc | Long | Equity-common | US | $107K | 1K | 0.03 |
| CSG Systems International Inc | Long | Equity-common | US | $11K | 258 | 0.00 |
| CSX Corp | Long | Equity-common | US | $387K | 12K | 0.11 |
| CTS Corp | Long | Equity-common | US | $9K | 169 | 0.00 |
| CubeSmart | Long | Equity-common | US | $83K | 2K | 0.02 |
| Cullen/Frost Bankers Inc | Long | Equity-common | US | $71K | 701 | 0.02 |
| Cummins Inc | Long | Equity-common | US | $410K | 1K | 0.12 |
| Curtiss-Wright Corp | Long | Equity-common | US | $61K | 225 | 0.02 |
| Cushman & Wakefield PLC | Long | Equity-common | GB | $67K | 6K | 0.02 |
| Customers Bancorp Inc | Long | Equity-common | US | $20K | 415 | 0.01 |
| CVB Financial Corp | Long | Equity-common | US | $50K | 3K | 0.01 |
| CVR Energy Inc | Long | Equity-common | US | $29K | 1K | 0.01 |
| CVS Health Corp | Long | Equity-common | US | $2M | 42K | 0.70 |
| Cytokinetics Inc | Long | Equity-common | US | $9K | 161 | 0.00 |
| Dana Inc | Long | Equity-common | US | $52K | 4K | 0.01 |
| Danaher Corp | Long | Equity-common | US | $452K | 2K | 0.13 |
| Darden Restaurants Inc | Long | Equity-common | US | $156K | 1K | 0.04 |
| Darling Ingredients Inc | Long | Equity-common | US | $85K | 2K | 0.02 |
| Dave & Buster's Entertainment Inc | Long | Equity-common | US | $19K | 468 | 0.01 |
| DaVita Inc | Long | Equity-common | US | $247K | 2K | 0.07 |
| Dayforce Inc | Long | Equity-common | US | $23K | 465 | 0.01 |
| Deckers Outdoor Corp | Long | Equity-common | US | $81K | 84 | 0.02 |
| Deere & Co | Long | Equity-common | US | $790K | 2K | 0.22 |
| Delta Air Lines Inc | Long | Equity-common | US | $1M | 21K | 0.29 |
| Deluxe Corp | Long | Equity-common | US | $35K | 2K | 0.01 |
| DENTSPLY SIRONA Inc | Long | Equity-common | US | $41K | 2K | 0.01 |
| Designer Brands Inc | Long | Equity-common | US | $14K | 2K | 0.00 |
| Devon Energy Corp | Long | Equity-common | US | $581K | 12K | 0.16 |
| Dexcom Inc | Long | Equity-common | US | $56K | 498 | 0.02 |
| Diamondback Energy Inc | Long | Equity-common | US | $433K | 2K | 0.12 |
| DiamondRock Hospitality Co | Long | Equity-common | US | $22K | 3K | 0.01 |
| Dick's Sporting Goods Inc | Long | Equity-common | US | $136K | 631 | 0.04 |
| Digi International Inc | Long | Equity-common | US | $6K | 265 | 0.00 |
| Digital Realty Trust Inc | Long | Equity-common | US | $135K | 887 | 0.04 |
| Dime Community Bancshares Inc | Long | Equity-common | US | $24K | 1K | 0.01 |
| Dine Brands Global Inc | Long | Equity-common | US | $9K | 239 | 0.00 |
| Diodes Inc | Long | Equity-common | US | $40K | 556 | 0.01 |
| Discover Financial Services | Long | Equity-common | US | $474K | 4K | 0.13 |
| DNOW Inc | Long | Equity-common | US | $24K | 2K | 0.01 |
| Dolby Laboratories Inc | Long | Equity-common | US | $40K | 500 | 0.01 |
| Dollar General Corp | Long | Equity-common | US | $315K | 2K | 0.09 |
| Dollar Tree Inc | Long | Equity-common | US | $237K | 2K | 0.07 |
| Dominion Energy Inc | Long | Equity-common | US | $785K | 16K | 0.22 |
| Domino's Pizza Inc | Long | Equity-common | US | $50K | 97 | 0.01 |
| Donaldson Co Inc | Long | Equity-common | US | $50K | 703 | 0.01 |
| Donnelley Financial Solutions Inc | Long | Equity-common | US | $12K | 209 | 0.00 |
| Dorian LPG Ltd | Long | Equity-common | MH | $49K | 1K | 0.01 |
| Dorman Products Inc | Long | Equity-common | US | $23K | 256 | 0.01 |
| DoubleVerify Holdings Inc | Long | Equity-common | US | $9K | 453 | 0.00 |
| Douglas Emmett Inc | Long | Equity-common | US | $84K | 6K | 0.02 |
| Dover Corp | Long | Equity-common | US | $124K | 688 | 0.04 |
| Dow Inc | Long | Equity-common | US | $713K | 13K | 0.20 |
| Doximity Inc | Long | Equity-common | US | $22K | 770 | 0.01 |
| DR Horton Inc | Long | Equity-common | US | $355K | 3K | 0.10 |
| Dril-Quip Inc | Long | Equity-common | US | $10K | 518 | 0.00 |
| Dropbox Inc | Long | Equity-common | US | $47K | 2K | 0.01 |
| DT Midstream Inc | Long | Equity-common | US | $75K | 1K | 0.02 |
| DTE Energy Co | Long | Equity-common | US | $332K | 3K | 0.09 |
| Duke Energy Corp | Long | Equity-common | US | $1M | 11K | 0.32 |
| DuPont de Nemours Inc | Long | Equity-common | US | $663K | 8K | 0.19 |
| DXC Technology Co | Long | Equity-common | US | $116K | 6K | 0.03 |
| DXP Enterprises Inc/TX | Long | Equity-common | US | $12K | 253 | 0.00 |
| Dycom Industries Inc | Long | Equity-common | US | $50K | 296 | 0.01 |
| Dynatrace Inc | Long | Equity-common | US | $30K | 670 | 0.01 |
| Dynavax Technologies Corp | Long | Equity-common | US | $15K | 1K | 0.00 |
| Eagle Bancorp Inc | Long | Equity-common | US | $21K | 1K | 0.01 |
| Eagle Materials Inc | Long | Equity-common | US | $20K | 92 | 0.01 |
| East West Bancorp Inc | Long | Equity-common | US | $150K | 2K | 0.04 |
| Easterly Government Properties Inc | Long | Equity-common | US | $42K | 3K | 0.01 |
| EastGroup Properties Inc | Long | Equity-common | US | $38K | 221 | 0.01 |
| Eastman Chemical Co | Long | Equity-common | US | $166K | 2K | 0.05 |
| Eaton Corp PLC | Long | Equity-common | IE | $419K | 1K | 0.12 |
| eBay Inc | Long | Equity-common | US | $303K | 6K | 0.09 |
| EchoStar Corp | Long | Equity-common | US | $71K | 4K | 0.02 |
| Ecolab Inc | Long | Equity-common | US | $165K | 695 | 0.05 |
| Edgewell Personal Care Co | Long | Equity-common | US | $25K | 627 | 0.01 |
| Edison International | Long | Equity-common | US | $334K | 5K | 0.09 |
| Edwards Lifesciences Corp | Long | Equity-common | US | $192K | 2K | 0.05 |
| Electronic Arts Inc | Long | Equity-common | US | $161K | 1K | 0.05 |
| Elevance Health Inc | Long | Equity-common | US | $2M | 3K | 0.43 |
| elf Beauty Inc | Long | Equity-common | US | $10K | 48 | 0.00 |
| Eli Lilly & Co | Long | Equity-common | US | $875K | 966 | 0.25 |
| Ellington Financial Inc | Long | Equity-common | US | $21K | 2K | 0.01 |
| Elme Communities | Long | Equity-common | US | $23K | 1K | 0.01 |
| Embecta Corp | Long | Equity-common | US | $3K | 277 | 0.00 |
| EMCOR Group Inc | Long | Equity-common | US | $84K | 231 | 0.02 |
| Emerson Electric Co | Long | Equity-common | US | $532K | 5K | 0.15 |
| Employers Holdings Inc | Long | Equity-common | US | $22K | 513 | 0.01 |
| Encompass Health Corp | Long | Equity-common | US | $70K | 814 | 0.02 |
| Encore Capital Group Inc | Long | Equity-common | US | $38K | 910 | 0.01 |
| Encore Wire Corp | Long | Equity-common | US | $59K | 202 | 0.02 |
| Energizer Holdings Inc | Long | Equity-common | US | $24K | 818 | 0.01 |
| Enerpac Tool Group Corp | Long | Equity-common | US | $7K | 191 | 0.00 |
| EnerSys | Long | Equity-common | US | $54K | 518 | 0.02 |
| Enhabit Inc | Long | Equity-common | US | $4K | 481 | 0.00 |
| Enova International Inc | Long | Equity-common | US | $70K | 1K | 0.02 |
| Enovis Corp | Long | Equity-common | US | $33K | 721 | 0.01 |
| Enphase Energy Inc | Long | Equity-common | US | $45K | 452 | 0.01 |
| Enpro Inc | Long | Equity-common | US | $33K | 225 | 0.01 |
| Ensign Group Inc/The | Long | Equity-common | US | $32K | 259 | 0.01 |
| Entergy Corp | Long | Equity-common | US | $433K | 4K | 0.12 |
| Envestnet Inc | Long | Equity-common | US | $16K | 257 | 0.00 |
| Enviri Corp | Long | Equity-common | US | $19K | 2K | 0.01 |
| Envista Holdings Corp | Long | Equity-common | US | $41K | 2K | 0.01 |
| EOG Resources Inc | Long | Equity-common | US | $886K | 7K | 0.25 |
| EPAM Systems Inc | Long | Equity-common | US | $48K | 254 | 0.01 |
| ePlus Inc | Long | Equity-common | US | $22K | 302 | 0.01 |
| EPR Properties | Long | Equity-common | US | $39K | 932 | 0.01 |
| EQT Corp | Long | Equity-common | US | $314K | 8K | 0.09 |
| Equifax Inc | Long | Equity-common | US | $63K | 258 | 0.02 |
| Equinix Inc | Long | Equity-common | US | $239K | 316 | 0.07 |
| Equitable Holdings Inc | Long | Equity-common | US | $246K | 6K | 0.07 |
| Equitrans Midstream Corp | Long | Equity-common | US | $81K | 6K | 0.02 |
| Equity LifeStyle Properties Inc | Long | Equity-common | US | $57K | 874 | 0.02 |
| Equity Residential | Long | Equity-common | US | $289K | 4K | 0.08 |
| Erie Indemnity Co | Long | Equity-common | US | $53K | 147 | 0.02 |
| Esab Corp | Long | Equity-common | US | $18K | 189 | 0.01 |
| ESCO Technologies Inc | Long | Equity-common | US | $18K | 172 | 0.01 |
| Essent Group Ltd | Long | Equity-common | BM | $72K | 1K | 0.02 |
| Essential Properties Realty Trust Inc | Long | Equity-common | US | $41K | 1K | 0.01 |
| Essential Utilities Inc | Long | Equity-common | US | $102K | 3K | 0.03 |
| Essex Property Trust Inc | Long | Equity-common | US | $148K | 544 | 0.04 |
| Estee Lauder Cos Inc/The | Long | Equity-common | US | $201K | 2K | 0.06 |
| Ethan Allen Interiors Inc | Long | Equity-common | US | $15K | 522 | 0.00 |
| Etsy Inc | Long | Equity-common | US | $27K | 454 | 0.01 |
| Euronet Worldwide Inc | Long | Equity-common | US | $55K | 528 | 0.02 |
| Evercore Inc | Long | Equity-common | US | $58K | 280 | 0.02 |
| Everest Group Ltd | Long | Equity-common | BM | $316K | 830 | 0.09 |
| Evergy Inc | Long | Equity-common | US | $233K | 4K | 0.07 |
| Eversource Energy | Long | Equity-common | US | $287K | 5K | 0.08 |
| EVERTEC Inc | Long | Equity-common | PR | $16K | 471 | 0.00 |
| Exelixis Inc | Long | Equity-common | US | $50K | 2K | 0.01 |
| Exelon Corp | Long | Equity-common | US | $660K | 19K | 0.19 |
| ExlService Holdings Inc | Long | Equity-common | US | $23K | 733 | 0.01 |
| eXp World Holdings Inc | Long | Equity-common | US | $29K | 3K | 0.01 |
| Expedia Group Inc | Long | Equity-common | US | $131K | 1K | 0.04 |
| Expeditors International of Washington Inc | Long | Equity-common | US | $148K | 1K | 0.04 |
| Exponent Inc | Long | Equity-common | US | $3K | 32 | 0.00 |
| Extra Space Storage Inc | Long | Equity-common | US | $162K | 1K | 0.05 |
| Extreme Networks Inc | Long | Equity-common | US | $10K | 745 | 0.00 |
| Exxon Mobil Corp | Long | Equity-common | US | $8M | 65K | 2.13 |
| EZCORP Inc | Long | Equity-common | US | $18K | 2K | 0.01 |
| F5 Inc | Long | Equity-common | US | $66K | 381 | 0.02 |
| Fabrinet | Long | Equity-common | KY | $44K | 180 | 0.01 |
| FactSet Research Systems Inc | Long | Equity-common | US | $43K | 105 | 0.01 |
| Fair Isaac Corp | Long | Equity-common | US | $43K | 29 | 0.01 |
| Fastenal Co | Long | Equity-common | US | $120K | 2K | 0.03 |
| FB Financial Corp | Long | Equity-common | US | $26K | 671 | 0.01 |
| Federal Realty Investment Trust | Long | Equity-common | US | $50K | 499 | 0.01 |
| Federal Signal Corp | Long | Equity-common | US | $22K | 261 | 0.01 |
| Federated Hermes Inc | Long | Equity-common | US | $38K | 1K | 0.01 |
| FedEx Corp | Long | Equity-common | US | $997K | 3K | 0.28 |
| Fidelity National Financial Inc | Long | Equity-common | US | $245K | 5K | 0.07 |
| Fidelity National Information Services Inc | Long | Equity-common | US | $355K | 5K | 0.10 |
| Fifth Third Bancorp | Long | Equity-common | US | $360K | 10K | 0.10 |
| First American Financial Corp | Long | Equity-common | US | $107K | 2K | 0.03 |
| First BanCorp/Puerto Rico | Long | Equity-common | PR | $45K | 2K | 0.01 |
| First Bancorp/Southern Pines NC | Long | Equity-common | US | $14K | 441 | 0.00 |
| First Commonwealth Financial Corp | Long | Equity-common | US | $16K | 1K | 0.00 |
| First Financial Bancorp | Long | Equity-common | US | $70K | 3K | 0.02 |
| First Financial Bankshares Inc | Long | Equity-common | US | $32K | 1K | 0.01 |
| First Hawaiian Inc | Long | Equity-common | US | $62K | 3K | 0.02 |
| First Horizon Corp | Long | Equity-common | US | $169K | 11K | 0.05 |
| First Industrial Realty Trust Inc | Long | Equity-common | US | $42K | 878 | 0.01 |
| First Solar Inc | Long | Equity-common | US | $119K | 529 | 0.03 |
| FirstCash Holdings Inc | Long | Equity-common | US | $33K | 315 | 0.01 |
| FirstEnergy Corp | Long | Equity-common | US | $236K | 6K | 0.07 |
| Fiserv Inc | Long | Equity-common | US | $442K | 3K | 0.13 |
| Five Below Inc | Long | Equity-common | US | $21K | 195 | 0.01 |
| Floor & Decor Holdings Inc | Long | Equity-common | US | $29K | 291 | 0.01 |
| Flowers Foods Inc | Long | Equity-common | US | $62K | 3K | 0.02 |
| Flowserve Corp | Long | Equity-common | US | $53K | 1K | 0.02 |
| Fluor Corp | Long | Equity-common | US | $90K | 2K | 0.03 |
| FMC Corp | Long | Equity-common | US | $104K | 2K | 0.03 |
| FNB Corp/PA | Long | Equity-common | US | $94K | 7K | 0.03 |
| Foot Locker Inc | Long | Equity-common | US | $72K | 3K | 0.02 |
| Ford Motor Co | Long | Equity-common | US | $2M | 130K | 0.46 |
| FormFactor Inc | Long | Equity-common | US | $30K | 503 | 0.01 |
| Fortinet Inc | Long | Equity-common | US | $110K | 2K | 0.03 |
| Fortive Corp | Long | Equity-common | US | $122K | 2K | 0.03 |
| Fortrea Holdings Inc | Long | Equity-common | US | $17K | 730 | 0.00 |
| Fortune Brands Innovations Inc | Long | Equity-common | US | $66K | 1K | 0.02 |
| Forward Air Corp | Long | Equity-common | US | $19K | 1K | 0.01 |
| Four Corners Property Trust Inc | Long | Equity-common | US | $23K | 931 | 0.01 |
| Fox Corp | Long | Equity-common | US | $272K | 8K | 0.08 |
| Fox Corp | Long | Equity-common | US | $140K | 4K | 0.04 |
| Fox Factory Holding Corp | Long | Equity-common | US | $22K | 454 | 0.01 |
| Franklin BSP Realty Trust Inc | Long | Equity-common | US | $15K | 1K | 0.00 |
| Franklin Electric Co Inc | Long | Equity-common | US | $26K | 265 | 0.01 |
| Franklin Resources Inc | Long | Equity-common | US | $222K | 10K | 0.06 |
| Freeport-McMoRan Inc | Long | Equity-common | US | $344K | 7K | 0.10 |
| Fresh Del Monte Produce Inc | Long | Equity-common | KY | $31K | 1K | 0.01 |
| Frontdoor Inc | Long | Equity-common | US | $21K | 621 | 0.01 |
| Frontier Communications Parent Inc | Long | Equity-common | US | $111K | 4K | 0.03 |
| FTI Consulting Inc | Long | Equity-common | US | $45K | 211 | 0.01 |
| Fulgent Genetics Inc | Long | Equity-common | US | $14K | 707 | 0.00 |
| Fulton Financial Corp | Long | Equity-common | US | $53K | 3K | 0.02 |
| G-III Apparel Group Ltd | Long | Equity-common | US | $41K | 2K | 0.01 |
| GameStop Corp | Long | Equity-common | US | $80K | 3K | 0.02 |
| Gaming and Leisure Properties Inc | Long | Equity-common | US | $146K | 3K | 0.04 |
| Gap Inc/The | Long | Equity-common | US | $170K | 7K | 0.05 |
| Garmin Ltd | Long | Equity-common | CH | $203K | 1K | 0.06 |
| Gartner Inc | Long | Equity-common | US | $100K | 223 | 0.03 |
| GATX Corp | Long | Equity-common | US | $53K | 398 | 0.01 |
| GE HealthCare Technologies Inc | Long | Equity-common | US | $94K | 1K | 0.03 |
| Gen Digital Inc | Long | Equity-common | US | $169K | 7K | 0.05 |
| Generac Holdings Inc | Long | Equity-common | US | $62K | 469 | 0.02 |
| General Dynamics Corp | Long | Equity-common | US | $715K | 2K | 0.20 |
| General Electric Co | Long | Equity-common | US | $924K | 6K | 0.26 |
| General Mills Inc | Long | Equity-common | US | $390K | 6K | 0.11 |
| General Motors Co | Long | Equity-common | US | $2M | 38K | 0.50 |
| Genpact Ltd | Long | Equity-common | BM | $64K | 2K | 0.02 |
| Gentex Corp | Long | Equity-common | US | $56K | 2K | 0.02 |
| Gentherm Inc | Long | Equity-common | US | $11K | 233 | 0.00 |
| Genuine Parts Co | Long | Equity-common | US | $210K | 2K | 0.06 |
| Genworth Financial Inc | Long | Equity-common | US | $100K | 17K | 0.03 |
| GEO Group Inc/The | Long | Equity-common | US | $64K | 4K | 0.02 |
| Getty Realty Corp | Long | Equity-common | US | $20K | 752 | 0.01 |
| Gibraltar Industries Inc | Long | Equity-common | US | $18K | 265 | 0.01 |
| Gilead Sciences Inc | Long | Equity-common | US | $1M | 15K | 0.29 |
| Glacier Bancorp Inc | Long | Equity-common | US | $43K | 1K | 0.01 |
| Glaukos Corp | Long | Equity-common | US | $7K | 58 | 0.00 |
| Global Net Lease Inc | Long | Equity-common | US | $52K | 7K | 0.01 |
| Global Payments Inc | Long | Equity-common | US | $204K | 2K | 0.06 |
| Globe Life Inc | Long | Equity-common | US | $89K | 1K | 0.03 |
| Globus Medical Inc | Long | Equity-common | US | $50K | 724 | 0.01 |
| GMS Inc | Long | Equity-common | US | $39K | 479 | 0.01 |
| GoDaddy Inc | Long | Equity-common | US | $92K | 660 | 0.03 |
| Gogo Inc | Long | Equity-common | US | $5K | 479 | 0.00 |
| Golden Entertainment Inc | Long | Equity-common | US | $12K | 381 | 0.00 |
| Goldman Sachs Group Inc/The | Long | Equity-common | US | $2M | 4K | 0.50 |
| Goodyear Tire & Rubber Co/The | Long | Equity-common | US | $116K | 10K | 0.03 |
| Graco Inc | Long | Equity-common | US | $42K | 529 | 0.01 |
| Graham Holdings Co | Long | Equity-common | US | $85K | 121 | 0.02 |
| GRAIL Inc | Long | Equity-common | US | $2K | 124.67 | 0.00 |
| Grand Canyon Education Inc | Long | Equity-common | US | $37K | 262 | 0.01 |
| Granite Construction Inc | Long | Equity-common | US | $29K | 475 | 0.01 |
| Graphic Packaging Holding Co | Long | Equity-common | US | $97K | 4K | 0.03 |
| Green Brick Partners Inc | Long | Equity-common | US | $35K | 617 | 0.01 |
| Green Dot Corp | Long | Equity-common | US | $17K | 2K | 0.00 |
| Green Plains Inc | Long | Equity-common | US | $12K | 730 | 0.00 |
| Greenbrier Cos Inc/The | Long | Equity-common | US | $58K | 1K | 0.02 |
| Greif Inc | Long | Equity-common | US | $55K | 952 | 0.02 |
| Griffon Corp | Long | Equity-common | US | $21K | 325 | 0.01 |
| Grocery Outlet Holding Corp | Long | Equity-common | US | $25K | 1K | 0.01 |
| Group 1 Automotive Inc | Long | Equity-common | US | $131K | 439 | 0.04 |
| Guess? Inc | Long | Equity-common | US | $20K | 974 | 0.01 |
| GXO Logistics Inc | Long | Equity-common | US | $65K | 1K | 0.02 |
| H&R Block Inc | Long | Equity-common | US | $87K | 2K | 0.02 |
| Haemonetics Corp | Long | Equity-common | US | $21K | 256 | 0.01 |
| Hain Celestial Group Inc/The | Long | Equity-common | US | $21K | 3K | 0.01 |
| Halliburton Co | Long | Equity-common | US | $327K | 10K | 0.09 |
| Halozyme Therapeutics Inc | Long | Equity-common | US | $26K | 496 | 0.01 |
| Hancock Whitney Corp | Long | Equity-common | US | $89K | 2K | 0.03 |
| Hanesbrands Inc | Long | Equity-common | US | $62K | 13K | 0.02 |
| Hanmi Financial Corp | Long | Equity-common | US | $15K | 909 | 0.00 |
| Hannon Armstrong Sustainable Infrastructure Capital Inc | Long | Equity-common | US | $28K | 940 | 0.01 |
| Hanover Insurance Group Inc/The | Long | Equity-common | US | $65K | 520 | 0.02 |
| Harley-Davidson Inc | Long | Equity-common | US | $90K | 3K | 0.03 |
| Harmonic Inc | Long | Equity-common | US | $14K | 1K | 0.00 |
| Harmony Biosciences Holdings Inc | Long | Equity-common | US | $9K | 292 | 0.00 |
| Hartford Financial Services Group Inc/The | Long | Equity-common | US | $434K | 4K | 0.12 |
| Hasbro Inc | Long | Equity-common | US | $92K | 2K | 0.03 |
| Haverty Furniture Cos Inc | Long | Equity-common | US | $7K | 261 | 0.00 |
| Hawkins Inc | Long | Equity-common | US | $17K | 186 | 0.00 |
| Haynes International Inc | Long | Equity-common | US | $15K | 254 | 0.00 |
| HB Fuller Co | Long | Equity-common | US | $40K | 526 | 0.01 |
| HCA Healthcare Inc | Long | Equity-common | US | $692K | 2K | 0.20 |
| HCI Group Inc | Long | Equity-common | US | $5K | 55 | 0.00 |
| Healthcare Realty Trust Inc | Long | Equity-common | US | $91K | 6K | 0.03 |
| Healthcare Services Group Inc | Long | Equity-common | US | $20K | 2K | 0.01 |
| HealthEquity Inc | Long | Equity-common | US | $25K | 290 | 0.01 |
| Healthpeak Properties Inc | Long | Equity-common | US | $169K | 9K | 0.05 |
| Heartland Express Inc | Long | Equity-common | US | $12K | 982 | 0.00 |
| Heidrick & Struggles International Inc | Long | Equity-common | US | $8K | 258 | 0.00 |
| Helen of Troy Ltd | Long | Equity-common | BM | $27K | 290 | 0.01 |
| Helix Energy Solutions Group Inc | Long | Equity-common | US | $27K | 2K | 0.01 |
| Helmerich & Payne Inc | Long | Equity-common | US | $118K | 3K | 0.03 |
| Henry Schein Inc | Long | Equity-common | US | $98K | 2K | 0.03 |
| Heritage Financial Corp/WA | Long | Equity-common | US | $14K | 758 | 0.00 |
| Hershey Co/The | Long | Equity-common | US | $224K | 1K | 0.06 |
| Hertz Global Holdings Inc | Long | Equity-common | US | $17K | 5K | 0.00 |
| Hess Corp | Long | Equity-common | US | $238K | 2K | 0.07 |
| Hewlett Packard Enterprise Co | Long | Equity-common | US | $911K | 43K | 0.26 |
| Hexcel Corp | Long | Equity-common | US | $16K | 262 | 0.00 |
| HF Sinclair Corp | Long | Equity-common | US | $275K | 5K | 0.08 |
| Hibbett Inc | Long | Equity-common | US | $23K | 265 | 0.01 |
| Highwoods Properties Inc | Long | Equity-common | US | $100K | 4K | 0.03 |
| Hillenbrand Inc | Long | Equity-common | US | $39K | 968 | 0.01 |
| Hilltop Holdings Inc | Long | Equity-common | US | $52K | 2K | 0.01 |
| Hilton Grand Vacations Inc | Long | Equity-common | US | $38K | 931 | 0.01 |
| Hilton Worldwide Holdings Inc | Long | Equity-common | US | $67K | 308 | 0.02 |
| HNI Corp | Long | Equity-common | US | $41K | 920 | 0.01 |
| Hologic Inc | Long | Equity-common | US | $86K | 1K | 0.02 |
| Home BancShares Inc/AR | Long | Equity-common | US | $54K | 2K | 0.02 |
| Home Depot Inc/The | Long | Equity-common | US | $2M | 5K | 0.48 |
| Honeywell International Inc | Long | Equity-common | US | $824K | 4K | 0.23 |
| Hope Bancorp Inc | Long | Equity-common | US | $46K | 4K | 0.01 |
| Horace Mann Educators Corp | Long | Equity-common | US | $29K | 895 | 0.01 |
| Hormel Foods Corp | Long | Equity-common | US | $293K | 10K | 0.08 |
| Host Hotels & Resorts Inc | Long | Equity-common | US | $153K | 9K | 0.04 |
| Houlihan Lokey Inc | Long | Equity-common | US | $41K | 307 | 0.01 |
| Howmet Aerospace Inc | Long | Equity-common | US | $106K | 1K | 0.03 |
| HP Inc | Long | Equity-common | US | $1M | 29K | 0.29 |
| Hub Group Inc | Long | Equity-common | US | $52K | 1K | 0.01 |
| Hubbell Inc | Long | Equity-common | US | $91K | 249 | 0.03 |
| Hudson Pacific Properties Inc | Long | Equity-common | US | $23K | 5K | 0.01 |
| Humana Inc | Long | Equity-common | US | $875K | 2K | 0.25 |
| Huntington Bancshares Inc/OH | Long | Equity-common | US | $365K | 28K | 0.10 |
| Huntington Ingalls Industries Inc | Long | Equity-common | US | $106K | 429 | 0.03 |
| Hyatt Hotels Corp | Long | Equity-common | US | $81K | 536 | 0.02 |
| Ichor Holdings Ltd | Long | Equity-common | KY | $8K | 219 | 0.00 |
| ICU Medical Inc | Long | Equity-common | US | $23K | 194 | 0.01 |
| IDACORP Inc | Long | Equity-common | US | $57K | 615 | 0.02 |
| IDEX Corp | Long | Equity-common | US | $48K | 241 | 0.01 |
| IDEXX Laboratories Inc | Long | Equity-common | US | $86K | 176 | 0.02 |
| Illinois Tool Works Inc | Long | Equity-common | US | $318K | 1K | 0.09 |
| Illumina Inc | Long | Equity-common | US | $78K | 748 | 0.02 |
| Inari Medical Inc | Long | Equity-common | US | $2K | 46 | 0.00 |
| Incyte Corp | Long | Equity-common | US | $91K | 2K | 0.03 |
| Independence Realty Trust Inc | Long | Equity-common | US | $33K | 2K | 0.01 |
| Independent Bank Corp | Long | Equity-common | US | $41K | 814 | 0.01 |
| Independent Bank Group Inc | Long | Equity-common | US | $59K | 1K | 0.02 |
| Ingersoll Rand Inc | Long | Equity-common | US | $77K | 851 | 0.02 |
| Ingevity Corp | Long | Equity-common | US | $22K | 514 | 0.01 |
| Ingredion Inc | Long | Equity-common | US | $109K | 946 | 0.03 |
| Innospec Inc | Long | Equity-common | US | $31K | 253 | 0.01 |
| Innovative Industrial Properties Inc | Long | Equity-common | US | $48K | 437 | 0.01 |
| Innoviva Inc | Long | Equity-common | US | $42K | 3K | 0.01 |
| Insight Enterprises Inc | Long | Equity-common | US | $80K | 401 | 0.02 |
| Insperity Inc | Long | Equity-common | US | $36K | 390 | 0.01 |
| Installed Building Products Inc | Long | Equity-common | US | $26K | 127 | 0.01 |
| Insteel Industries Inc | Long | Equity-common | US | $9K | 277 | 0.00 |
| Insulet Corp | Long | Equity-common | US | $30K | 148 | 0.01 |
| Integer Holdings Corp | Long | Equity-common | US | $32K | 275 | 0.01 |
| Integra LifeSciences Holdings Corp | Long | Equity-common | US | $14K | 490 | 0.00 |
| Intel Corp | Long | Equity-common | US | $2M | 52K | 0.45 |
| Inter Parfums Inc | Long | Equity-common | US | $9K | 75 | 0.00 |
| Interactive Brokers Group Inc | Long | Equity-common | US | $158K | 1K | 0.04 |
| Intercontinental Exchange Inc | Long | Equity-common | US | $368K | 3K | 0.10 |
| InterDigital Inc | Long | Equity-common | US | $31K | 263 | 0.01 |
| Interface Inc | Long | Equity-common | US | $11K | 722 | 0.00 |
| International Bancshares Corp | Long | Equity-common | US | $69K | 1K | 0.02 |
| International Business Machines Corp | Long | Equity-common | US | $1M | 8K | 0.38 |
| International Flavors & Fragrances Inc | Long | Equity-common | US | $205K | 2K | 0.06 |
| International Paper Co | Long | Equity-common | US | $494K | 11K | 0.14 |
| Interpublic Group of Cos Inc/The | Long | Equity-common | US | $137K | 5K | 0.04 |
| Intuit Inc | Long | Equity-common | US | $223K | 340 | 0.06 |
| Intuitive Surgical Inc | Long | Equity-common | US | $331K | 744 | 0.09 |
| Invesco Ltd | Long | Equity-common | BM | $223K | 15K | 0.06 |
| Invitation Homes Inc | Long | Equity-common | US | $169K | 5K | 0.05 |
| IPG Photonics Corp | Long | Equity-common | US | $25K | 301 | 0.01 |
| IQVIA Holdings Inc | Long | Equity-common | US | $181K | 856 | 0.05 |
| Iridium Communications Inc | Long | Equity-common | US | $11K | 406 | 0.00 |
| Iron Mountain Inc | Long | Equity-common | US | $129K | 1K | 0.04 |
| Ironwood Pharmaceuticals Inc | Long | Equity-common | US | $13K | 2K | 0.00 |
| Itron Inc | Long | Equity-common | US | $37K | 376 | 0.01 |
| ITT Inc | Long | Equity-common | US | $50K | 386 | 0.01 |
| J & J Snack Foods Corp | Long | Equity-common | US | $24K | 146 | 0.01 |
| J M Smucker Co/The | Long | Equity-common | US | $168K | 2K | 0.05 |
| Jabil Inc | Long | Equity-common | US | $168K | 2K | 0.05 |
| Jack Henry & Associates Inc | Long | Equity-common | US | $49K | 296 | 0.01 |
| Jack in the Box Inc | Long | Equity-common | US | $11K | 211 | 0.00 |
| Jackson Financial Inc | Long | Equity-common | US | $174K | 2K | 0.05 |
| Jacobs Solutions Inc | Long | Equity-common | US | $136K | 977 | 0.04 |
| Janus Henderson Group PLC | Long | Equity-common | JE | $148K | 4K | 0.04 |
| Jazz Pharmaceuticals PLC | Long | Equity-common | IE | $81K | 761 | 0.02 |
| JB Hunt Transport Services Inc | Long | Equity-common | US | $110K | 686 | 0.03 |
| JBG SMITH Properties | Long | Equity-common | US | $55K | 4K | 0.02 |
| Jefferies Financial Group Inc | Long | Equity-common | US | $162K | 3K | 0.05 |
| JetBlue Airways Corp | Long | Equity-common | US | $71K | 12K | 0.02 |
| John B Sanfilippo & Son Inc | Long | Equity-common | US | $7K | 75 | 0.00 |
| John Bean Technologies Corp | Long | Equity-common | US | $20K | 212 | 0.01 |
| John Wiley & Sons Inc | Long | Equity-common | US | $57K | 1K | 0.02 |
| Johnson & Johnson | Long | Equity-common | US | $3M | 20K | 0.81 |
| Johnson Controls International plc | Long | Equity-common | IE | $492K | 7K | 0.14 |
| Jones Lang LaSalle Inc | Long | Equity-common | US | $141K | 687 | 0.04 |
| JPMorgan Chase & Co | Long | Equity-common | US | $5M | 24K | 1.40 |
| Juniper Networks Inc | Long | Equity-common | US | $90K | 2K | 0.03 |
| Kaiser Aluminum Corp | Long | Equity-common | US | $30K | 343 | 0.01 |
| KB Home | Long | Equity-common | US | $75K | 1K | 0.02 |
| KBR Inc | Long | Equity-common | US | $54K | 844 | 0.02 |
| Kellanova | Long | Equity-common | US | $210K | 4K | 0.06 |
| Kelly Services Inc | Long | Equity-common | US | $30K | 1K | 0.01 |
| Kemper Corp | Long | Equity-common | US | $52K | 874 | 0.01 |
| Kennametal Inc | Long | Equity-common | US | $31K | 1K | 0.01 |
| Kennedy-Wilson Holdings Inc | Long | Equity-common | US | $38K | 4K | 0.01 |
| Kenvue Inc | Long | Equity-common | US | $665K | 37K | 0.19 |
| Keurig Dr Pepper Inc | Long | Equity-common | US | $420K | 13K | 0.12 |
| KeyCorp | Long | Equity-common | US | $441K | 31K | 0.12 |
| Keysight Technologies Inc | Long | Equity-common | US | $115K | 841 | 0.03 |
| Kilroy Realty Corp | Long | Equity-common | US | $119K | 4K | 0.03 |
| Kimberly-Clark Corp | Long | Equity-common | US | $393K | 3K | 0.11 |
| Kimco Realty Corp | Long | Equity-common | US | $109K | 6K | 0.03 |
| Kinder Morgan Inc | Long | Equity-common | US | $1M | 64K | 0.36 |
| Kinsale Capital Group Inc | Long | Equity-common | US | $10K | 26 | 0.00 |
| Kirby Corp | Long | Equity-common | US | $78K | 648 | 0.02 |
| Kite Realty Group Trust | Long | Equity-common | US | $53K | 2K | 0.02 |
| KKR Real Estate Finance Trust Inc | Long | Equity-common | US | $15K | 2K | 0.00 |
| KLA Corp | Long | Equity-common | US | $233K | 283 | 0.07 |
| Knife River Corp | Long | Equity-common | US | $19K | 264 | 0.01 |
| Knight-Swift Transportation Holdings Inc | Long | Equity-common | US | $117K | 2K | 0.03 |
| Knowles Corp | Long | Equity-common | US | $25K | 1K | 0.01 |
| Kohl's Corp | Long | Equity-common | US | $84K | 4K | 0.02 |
| Kontoor Brands Inc | Long | Equity-common | US | $44K | 664 | 0.01 |
| Koppers Holdings Inc | Long | Equity-common | US | $11K | 310 | 0.00 |
| Korn Ferry | Long | Equity-common | US | $50K | 752 | 0.01 |
| Kraft Heinz Co/The | Long | Equity-common | US | $851K | 26K | 0.24 |
| Kroger Co/The | Long | Equity-common | US | $1M | 22K | 0.31 |
| Kulicke & Soffa Industries Inc | Long | Equity-common | US | $30K | 619 | 0.01 |
| Kyndryl Holdings Inc | Long | Equity-common | US | $116K | 4K | 0.03 |
| L3Harris Technologies Inc | Long | Equity-common | US | $346K | 2K | 0.10 |
| La-Z-Boy Inc | Long | Equity-common | US | $35K | 934 | 0.01 |
| Labcorp Holdings Inc | Long | Equity-common | US | $188K | 924 | 0.05 |
| Lakeland Financial Corp | Long | Equity-common | US | $14K | 235 | 0.00 |
| Lam Research Corp | Long | Equity-common | US | $400K | 376 | 0.11 |
| Lamar Advertising Co | Long | Equity-common | US | $81K | 674 | 0.02 |
| Lamb Weston Holdings Inc | Long | Equity-common | US | $57K | 677 | 0.02 |
| Lancaster Colony Corp | Long | Equity-common | US | $28K | 150 | 0.01 |
| Landstar System Inc | Long | Equity-common | US | $47K | 257 | 0.01 |
| Lantheus Holdings Inc | Long | Equity-common | US | $28K | 343 | 0.01 |
| Las Vegas Sands Corp | Long | Equity-common | US | $236K | 5K | 0.07 |
| Lattice Semiconductor Corp | Long | Equity-common | US | $16K | 279 | 0.00 |
| LCI Industries | Long | Equity-common | US | $38K | 368 | 0.01 |
| Lear Corp | Long | Equity-common | US | $216K | 2K | 0.06 |
| Leggett & Platt Inc | Long | Equity-common | US | $51K | 4K | 0.01 |
| Leidos Holdings Inc | Long | Equity-common | US | $163K | 1K | 0.05 |
| Lennar Corp | Long | Equity-common | US | $447K | 3K | 0.13 |
| Lennox International Inc | Long | Equity-common | US | $58K | 109 | 0.02 |
| Leslie's Inc | Long | Equity-common | US | $4K | 902 | 0.00 |
| LGI Homes Inc | Long | Equity-common | US | $26K | 285 | 0.01 |
| Liberty Energy Inc | Long | Equity-common | US | $61K | 3K | 0.02 |
| Ligand Pharmaceuticals Inc | Long | Equity-common | US | $18K | 216 | 0.01 |
| Light & Wonder Inc | Long | Equity-common | US | $80K | 762 | 0.02 |
| Lincoln Electric Holdings Inc | Long | Equity-common | US | $45K | 236 | 0.01 |
| Lincoln National Corp | Long | Equity-common | US | $175K | 6K | 0.05 |
| Linde PLC | Long | Equity-common | IE | $710K | 2K | 0.20 |
| Lindsay Corp | Long | Equity-common | US | $737.28 | 6 | 0.00 |
| Liquidity Services Inc | Long | Equity-common | US | $5K | 255 | 0.00 |
| Lithia Motors Inc | Long | Equity-common | US | $229K | 909 | 0.07 |
| Littelfuse Inc | Long | Equity-common | US | $50K | 194 | 0.01 |
| LivaNova PLC | Long | Equity-common | GB | $14K | 255 | 0.00 |
| Live Nation Entertainment Inc | Long | Equity-common | US | $112K | 1K | 0.03 |
| LiveRamp Holdings Inc | Long | Equity-common | US | $16K | 520 | 0.00 |
| LKQ Corp | Long | Equity-common | US | $134K | 3K | 0.04 |
| Lockheed Martin Corp | Long | Equity-common | US | $1M | 2K | 0.31 |
| Loews Corp | Long | Equity-common | US | $451K | 6K | 0.13 |
| Louisiana-Pacific Corp | Long | Equity-common | US | $45K | 544 | 0.01 |
| Lowe's Cos Inc | Long | Equity-common | US | $743K | 3K | 0.21 |
| LTC Properties Inc | Long | Equity-common | US | $18K | 521 | 0.01 |
| Lululemon Athletica Inc | Long | Equity-common | US | $115K | 384 | 0.03 |
| Lumen Technologies Inc | Long | Equity-common | US | $39K | 36K | 0.01 |
| Lumentum Holdings Inc | Long | Equity-common | US | $39K | 768 | 0.01 |
| LXP Industrial Trust | Long | Equity-common | US | $29K | 3K | 0.01 |
| LyondellBasell Industries NV | Long | Equity-common | NL | $811K | 8K | 0.23 |
| M/I Homes Inc | Long | Equity-common | US | $49K | 403 | 0.01 |
| M&T Bank Corp | Long | Equity-common | US | $482K | 3K | 0.14 |
| Macerich Co/The | Long | Equity-common | US | $48K | 3K | 0.01 |
| MACOM Technology Solutions Holdings Inc | Long | Equity-common | US | $31K | 280 | 0.01 |
| Macy's Inc | Long | Equity-common | US | $174K | 9K | 0.05 |
| Madison Square Garden Sports Corp | Long | Equity-common | US | $18K | 95 | 0.01 |
| Magnolia Oil & Gas Corp | Long | Equity-common | US | $57K | 2K | 0.02 |
| Manhattan Associates Inc | Long | Equity-common | US | $15K | 59 | 0.00 |
| ManpowerGroup Inc | Long | Equity-common | US | $113K | 2K | 0.03 |
| Marathon Oil Corp | Long | Equity-common | US | $321K | 11K | 0.09 |
| Marathon Petroleum Corp | Long | Equity-common | US | $2M | 12K | 0.58 |
| Marcus & Millichap Inc | Long | Equity-common | US | $16K | 516 | 0.00 |
| MarineMax Inc | Long | Equity-common | US | $16K | 508 | 0.00 |
| MarketAxess Holdings Inc | Long | Equity-common | US | $32K | 158 | 0.01 |
| Marriott International Inc/MD | Long | Equity-common | US | $318K | 1K | 0.09 |
| Marriott Vacations Worldwide Corp | Long | Equity-common | US | $55K | 632 | 0.02 |
| Marsh & McLennan Cos Inc | Long | Equity-common | US | $430K | 2K | 0.12 |
| Marten Transport Ltd | Long | Equity-common | US | $17K | 906 | 0.00 |
| Martin Marietta Materials Inc | Long | Equity-common | US | $112K | 206 | 0.03 |
| Masco Corp | Long | Equity-common | US | $86K | 1K | 0.02 |
| Masimo Corp | Long | Equity-common | US | $27K | 213 | 0.01 |
| MasTec Inc | Long | Equity-common | US | $95K | 884 | 0.03 |
| Masterbrand Inc | Long | Equity-common | US | $67K | 5K | 0.02 |
| Mastercard Inc | Long | Equity-common | US | $441K | 999 | 0.12 |
| Matador Resources Co | Long | Equity-common | US | $105K | 2K | 0.03 |
| Match Group Inc | Long | Equity-common | US | $49K | 2K | 0.01 |
| Materion Corp | Long | Equity-common | US | $17K | 153 | 0.00 |
| Mativ Holdings Inc | Long | Equity-common | US | $20K | 1K | 0.01 |
| Matson Inc | Long | Equity-common | US | $66K | 503 | 0.02 |
| Mattel Inc | Long | Equity-common | US | $34K | 2K | 0.01 |
| Matthews International Corp | Long | Equity-common | US | $13K | 526 | 0.00 |
| Maximus Inc | Long | Equity-common | US | $58K | 677 | 0.02 |
| MaxLinear Inc | Long | Equity-common | US | $10K | 520 | 0.00 |
| McCormick & Co Inc/MD | Long | Equity-common | US | $145K | 2K | 0.04 |
| McDonald's Corp | Long | Equity-common | US | $508K | 2K | 0.14 |
| McKesson Corp | Long | Equity-common | US | $1M | 3K | 0.42 |
| MDU Resources Group Inc | Long | Equity-common | US | $98K | 4K | 0.03 |
| Medical Properties Trust Inc | Long | Equity-common | US | $93K | 22K | 0.03 |
| Medpace Holdings Inc | Long | Equity-common | US | $31K | 76 | 0.01 |
| Medtronic PLC | Long | Equity-common | IE | $1M | 14K | 0.32 |
| Mercer International Inc | Long | Equity-common | US | $17K | 2K | 0.00 |
| Merck & Co Inc | Long | Equity-common | US | $1M | 12K | 0.42 |
| Mercury General Corp | Long | Equity-common | US | $47K | 878 | 0.01 |
| Mercury Systems Inc | Long | Equity-common | US | $7K | 255 | 0.00 |
| Merit Medical Systems Inc | Long | Equity-common | US | $22K | 257 | 0.01 |
| Meritage Homes Corp | Long | Equity-common | US | $71K | 439 | 0.02 |
| Meta Platforms Inc | Long | Equity-common | US | $6M | 12K | 1.68 |
| Metallus Inc | Long | Equity-common | US | $15K | 737 | 0.00 |
| MetLife Inc | Long | Equity-common | US | $1M | 20K | 0.40 |
| Mettler-Toledo International Inc | Long | Equity-common | US | $82K | 59 | 0.02 |
| MGE Energy Inc | Long | Equity-common | US | $22K | 292 | 0.01 |
| MGIC Investment Corp | Long | Equity-common | US | $85K | 4K | 0.02 |
| MGM Resorts International | Long | Equity-common | US | $233K | 5K | 0.07 |
| MGP Ingredients Inc | Long | Equity-common | US | $12K | 166 | 0.00 |
| Microchip Technology Inc | Long | Equity-common | US | $225K | 2K | 0.06 |
| Micron Technology Inc | Long | Equity-common | US | $682K | 5K | 0.19 |
| Microsoft Corp | Long | Equity-common | US | $6M | 13K | 1.67 |
| Mid-America Apartment Communities Inc | Long | Equity-common | US | $141K | 986 | 0.04 |
| Middleby Corp/The | Long | Equity-common | US | $52K | 428 | 0.01 |
| Middlesex Water Co | Long | Equity-common | US | $3K | 56 | 0.00 |
| MillerKnoll Inc | Long | Equity-common | US | $64K | 2K | 0.02 |
| Minerals Technologies Inc | Long | Equity-common | US | $37K | 449 | 0.01 |
| Mister Car Wash Inc | Long | Equity-common | US | $13K | 2K | 0.00 |
| MKS Instruments Inc | Long | Equity-common | US | $41K | 312 | 0.01 |
| Moderna Inc | Long | Equity-common | US | $194K | 2K | 0.06 |
| Moelis & Co | Long | Equity-common | US | $22K | 390 | 0.01 |
| Mohawk Industries Inc | Long | Equity-common | US | $199K | 2K | 0.06 |
| Molina Healthcare Inc | Long | Equity-common | US | $145K | 488 | 0.04 |
| Molson Coors Beverage Co | Long | Equity-common | US | $312K | 6K | 0.09 |
| Monarch Casino & Resort Inc | Long | Equity-common | US | $17K | 251 | 0.00 |
| Mondelez International Inc | Long | Equity-common | US | $716K | 11K | 0.20 |
| Monolithic Power Systems Inc | Long | Equity-common | US | $48K | 58 | 0.01 |
| Monro Inc | Long | Equity-common | US | $24K | 991 | 0.01 |
| Monster Beverage Corp | Long | Equity-common | US | $197K | 4K | 0.06 |
| Moody's Corp | Long | Equity-common | US | $140K | 333 | 0.04 |
| Moog Inc | Long | Equity-common | US | $50K | 300 | 0.01 |
| Morgan Stanley | Long | Equity-common | US | $2M | 18K | 0.50 |
| Morningstar Inc | Long | Equity-common | US | $25K | 85 | 0.01 |
| Mosaic Co/The | Long | Equity-common | US | $313K | 11K | 0.09 |
| Motorola Solutions Inc | Long | Equity-common | US | $136K | 351 | 0.04 |
| Movado Group Inc | Long | Equity-common | US | $17K | 665 | 0.00 |
| MP Materials Corp | Long | Equity-common | US | $16K | 1K | 0.00 |
| Mr Cooper Group Inc | Long | Equity-common | US | $174K | 2K | 0.05 |
| MSA Safety Inc | Long | Equity-common | US | $20K | 108 | 0.01 |
| MSC Industrial Direct Co Inc | Long | Equity-common | US | $60K | 760 | 0.02 |
| MSCI Inc | Long | Equity-common | US | $44K | 92 | 0.01 |
| Mueller Industries Inc | Long | Equity-common | US | $81K | 1K | 0.02 |
| Murphy Oil Corp | Long | Equity-common | US | $198K | 5K | 0.06 |
| Murphy USA Inc | Long | Equity-common | US | $128K | 273 | 0.04 |
| Myers Industries Inc | Long | Equity-common | US | $7K | 516 | 0.00 |
| MYR Group Inc | Long | Equity-common | US | $26K | 192 | 0.01 |
| Myriad Genetics Inc | Long | Equity-common | US | $18K | 752 | 0.01 |
| N-able Inc/US | Long | Equity-common | US | $7K | 489 | 0.00 |
| Nabors Industries Ltd | Long | Equity-common | BM | $27K | 384 | 0.01 |
| Nabors Industries Ltd | Derivative-equity | BM | $409.2 | 62 | 0.00 | |
| Nasdaq Inc | Long | Equity-common | US | $187K | 3K | 0.05 |
| National Bank Holdings Corp | Long | Equity-common | US | $18K | 465 | 0.01 |
| National Beverage Corp | Long | Equity-common | US | $25K | 480 | 0.01 |
| National Fuel Gas Co | Long | Equity-common | US | $96K | 2K | 0.03 |
| National HealthCare Corp | Long | Equity-common | US | $21K | 195 | 0.01 |
| National Presto Industries Inc | Long | Equity-common | US | $601.04 | 8 | 0.00 |
| National Storage Affiliates Trust | Long | Equity-common | US | $37K | 905 | 0.01 |
| National Vision Holdings Inc | Long | Equity-common | US | $16K | 1K | 0.00 |
| Navient Corp | Long | Equity-common | US | $46K | 3K | 0.01 |
| NBT Bancorp Inc | Long | Equity-common | US | $33K | 854 | 0.01 |
| NCR Atleos Corp | Long | Equity-common | US | $60K | 2K | 0.02 |
| NCR Voyix Corp | Long | Equity-common | US | $55K | 4K | 0.02 |
| Neogen Corp | Long | Equity-common | US | $17K | 1K | 0.00 |
| NeoGenomics Inc | Long | Equity-common | US | $15K | 1K | 0.00 |
| NetApp Inc | Long | Equity-common | US | $155K | 1K | 0.04 |
| Netflix Inc | Long | Equity-common | US | $613K | 909 | 0.17 |
| NetScout Systems Inc | Long | Equity-common | US | $14K | 750 | 0.00 |
| Neurocrine Biosciences Inc | Long | Equity-common | US | $38K | 279 | 0.01 |
| New Jersey Resources Corp | Long | Equity-common | US | $51K | 1K | 0.01 |
| New York Community Bancorp Inc | Long | Equity-common | US | $77K | 24K | 0.02 |
| New York Mortgage Trust Inc | Long | Equity-common | US | $20K | 3K | 0.01 |
| New York Times Co/The | Long | Equity-common | US | $37K | 729 | 0.01 |
| Newell Brands Inc | Long | Equity-common | US | $89K | 14K | 0.03 |
| NewMarket Corp | Long | Equity-common | US | $38K | 73 | 0.01 |
| Newmont Corp | Long | Equity-common | US | $524K | 13K | 0.15 |
| News Corp | Long | Equity-common | US | $114K | 4K | 0.03 |
| News Corp | Long | Equity-common | US | $35K | 1K | 0.01 |
| NexPoint Residential Trust Inc | Long | Equity-common | US | $6K | 155 | 0.00 |
| Nexstar Media Group Inc | Long | Equity-common | US | $102K | 617 | 0.03 |
| NextEra Energy Inc | Long | Equity-common | US | $1M | 17K | 0.35 |
| NIKE Inc | Long | Equity-common | US | $453K | 6K | 0.13 |
| NiSource Inc | Long | Equity-common | US | $188K | 7K | 0.05 |
| NMI Holdings Inc | Long | Equity-common | US | $44K | 1K | 0.01 |
| NNN REIT Inc | Long | Equity-common | US | $93K | 2K | 0.03 |
| Nordson Corp | Long | Equity-common | US | $59K | 256 | 0.02 |
| Nordstrom Inc | Long | Equity-common | US | $76K | 4K | 0.02 |
| Norfolk Southern Corp | Long | Equity-common | US | $394K | 2K | 0.11 |
| Northern Oil & Gas Inc | Long | Equity-common | US | $112K | 3K | 0.03 |
| Northern Trust Corp | Long | Equity-common | US | $250K | 3K | 0.07 |
| Northrop Grumman Corp | Long | Equity-common | US | $500K | 1K | 0.14 |
| Northwest Bancshares Inc | Long | Equity-common | US | $49K | 4K | 0.01 |
| Northwest Natural Holding Co | Long | Equity-common | US | $44K | 1K | 0.01 |
| Northwestern Energy Group Inc | Long | Equity-common | US | $59K | 1K | 0.02 |
| Norwegian Cruise Line Holdings Ltd | Long | Equity-common | BM | $96K | 5K | 0.03 |
| NOV Inc | Long | Equity-common | US | $108K | 6K | 0.03 |
| Novanta Inc | Long | Equity-common | CA | $24K | 149 | 0.01 |
| NRG Energy Inc | Long | Equity-common | US | $191K | 2K | 0.05 |
| Nu Skin Enterprises Inc | Long | Equity-common | US | $10K | 948 | 0.00 |
| Nucor Corp | Long | Equity-common | US | $469K | 3K | 0.13 |
| NV5 Global Inc | Long | Equity-common | US | $14K | 152 | 0.00 |
| nVent Electric PLC | Long | Equity-common | IE | $70K | 909 | 0.02 |
| NVIDIA Corp | Long | Equity-common | US | $1M | 10K | 0.35 |
| NVR Inc | Long | Equity-common | US | $190K | 25 | 0.05 |
| NXP Semiconductors NV | Long | Equity-common | NL | $326K | 1K | 0.09 |
| O-I Glass Inc | Long | Equity-common | US | $57K | 5K | 0.02 |
| O'Reilly Automotive Inc | Long | Equity-common | US | $258K | 244 | 0.07 |
| Occidental Petroleum Corp | Long | Equity-common | US | $806K | 13K | 0.23 |
| Oceaneering International Inc | Long | Equity-common | US | $26K | 1K | 0.01 |
| ODP Corp/The | Long | Equity-common | US | $47K | 1K | 0.01 |
| OFG Bancorp | Long | Equity-common | PR | $28K | 753 | 0.01 |
| OGE Energy Corp | Long | Equity-common | US | $98K | 3K | 0.03 |
| Old Dominion Freight Line Inc | Long | Equity-common | US | $94K | 535 | 0.03 |
| Old National Bancorp/IN | Long | Equity-common | US | $103K | 6K | 0.03 |
| Old Republic International Corp | Long | Equity-common | US | $154K | 5K | 0.04 |
| Olin Corp | Long | Equity-common | US | $82K | 2K | 0.02 |
| Ollie's Bargain Outlet Holdings Inc | Long | Equity-common | US | $43K | 440 | 0.01 |
| Olympic Steel Inc | Long | Equity-common | US | $15K | 332 | 0.00 |
| Omega Healthcare Investors Inc | Long | Equity-common | US | $122K | 4K | 0.03 |
| OMNIAB INC | Long | Equity-common | US | $0 | 19 | – |
| OMNIAB INC | Long | Equity-common | US | $0 | 19 | – |
| Omnicell Inc | Long | Equity-common | US | $18K | 668 | 0.01 |
| Omnicom Group Inc | Long | Equity-common | US | $214K | 2K | 0.06 |
| ON Semiconductor Corp | Long | Equity-common | US | $171K | 2K | 0.05 |
| ONE Gas Inc | Long | Equity-common | US | $117K | 2K | 0.03 |
| ONEOK Inc | Long | Equity-common | US | $401K | 5K | 0.11 |
| Onto Innovation Inc | Long | Equity-common | US | $29K | 134 | 0.01 |
| OPENLANE Inc | Long | Equity-common | US | $59K | 4K | 0.02 |
| Option Care Health Inc | Long | Equity-common | US | $37K | 1K | 0.01 |
| Oracle Corp | Long | Equity-common | US | $1M | 9K | 0.37 |
| Organon & Co | Long | Equity-common | US | $175K | 8K | 0.05 |
| Ormat Technologies Inc | Long | Equity-common | US | $31K | 436 | 0.01 |
| Oshkosh Corp | Long | Equity-common | US | $85K | 790 | 0.02 |
| OSI Systems Inc | Long | Equity-common | US | $25K | 182 | 0.01 |
| Otis Worldwide Corp | Long | Equity-common | US | $131K | 1K | 0.04 |
| Otter Tail Corp | Long | Equity-common | US | $39K | 443 | 0.01 |
| Outfront Media Inc | Long | Equity-common | US | $22K | 2K | 0.01 |
| Ovintiv Inc | Long | Equity-common | US | $392K | 8K | 0.11 |
| Owens & Minor Inc | Long | Equity-common | US | $37K | 3K | 0.01 |
| Owens Corning | Long | Equity-common | US | $168K | 967 | 0.05 |
| Oxford Industries Inc | Long | Equity-common | US | $17K | 167 | 0.00 |
| PACCAR Inc | Long | Equity-common | US | $438K | 4K | 0.12 |
| Pacific Premier Bancorp Inc | Long | Equity-common | US | $47K | 2K | 0.01 |
| Pacira BioSciences Inc | Long | Equity-common | US | $7K | 251 | 0.00 |
| Packaging Corp of America | Long | Equity-common | US | $137K | 753 | 0.04 |
| Palo Alto Networks Inc | Long | Equity-common | US | $225K | 663 | 0.06 |
| Palomar Holdings Inc | Long | Equity-common | US | $12K | 151 | 0.00 |
| Papa John's International Inc | Long | Equity-common | US | $10K | 203 | 0.00 |
| Par Pacific Holdings Inc | Long | Equity-common | US | $50K | 2K | 0.01 |
| Paramount Global | Long | Equity-common | US | $166K | 16K | 0.05 |
| Park Hotels & Resorts Inc | Long | Equity-common | US | $104K | 7K | 0.03 |
| Park National Corp | Long | Equity-common | US | $31K | 221 | 0.01 |
| Parker-Hannifin Corp | Long | Equity-common | US | $270K | 534 | 0.08 |
| Pathward Financial Inc | Long | Equity-common | US | $21K | 376 | 0.01 |
| Patrick Industries Inc | Long | Equity-common | US | $32K | 299 | 0.01 |
| Patterson Cos Inc | Long | Equity-common | US | $66K | 3K | 0.02 |
| Patterson-UTI Energy Inc | Long | Equity-common | US | $64K | 6K | 0.02 |
| Paychex Inc | Long | Equity-common | US | $181K | 2K | 0.05 |
| Paycom Software Inc | Long | Equity-common | US | $10K | 70 | 0.00 |
| Paylocity Holding Corp | Long | Equity-common | US | $19K | 145 | 0.01 |
| Payoneer Global Inc | Long | Equity-common | US | $5K | 920 | 0.00 |
| PayPal Holdings Inc | Long | Equity-common | US | $505K | 9K | 0.14 |
| PBF Energy Inc | Long | Equity-common | US | $166K | 4K | 0.05 |
| PC Connection Inc | Long | Equity-common | US | $33K | 516 | 0.01 |
| Peabody Energy Corp | Long | Equity-common | US | $81K | 4K | 0.02 |
| Pebblebrook Hotel Trust | Long | Equity-common | US | $58K | 4K | 0.02 |
| Pediatrix Medical Group Inc | Long | Equity-common | US | $13K | 2K | 0.00 |
| Penn Entertainment Inc | Long | Equity-common | US | $95K | 5K | 0.03 |
| PennyMac Mortgage Investment Trust | Long | Equity-common | US | $47K | 3K | 0.01 |
| Penske Automotive Group Inc | Long | Equity-common | US | $96K | 645 | 0.03 |
| Pentair PLC | Long | Equity-common | IE | $62K | 815 | 0.02 |
| Penumbra Inc | Long | Equity-common | US | $8K | 44 | 0.00 |
| PepsiCo Inc | Long | Equity-common | US | $1M | 8K | 0.38 |
| Perdoceo Education Corp | Long | Equity-common | US | $31K | 1K | 0.01 |
| Perficient Inc | Long | Equity-common | US | $15K | 195 | 0.00 |
| Performance Food Group Co | Long | Equity-common | US | $340K | 5K | 0.10 |
| Permian Resources Corp | Long | Equity-common | US | $100K | 6K | 0.03 |
| Perrigo Co PLC | Long | Equity-common | IE | $69K | 3K | 0.02 |
| Pfizer Inc | Long | Equity-common | US | $3M | 109K | 0.86 |
| PG&E Corp | Long | Equity-common | US | $405K | 23K | 0.11 |
| Phibro Animal Health Corp | Long | Equity-common | US | $13K | 750 | 0.00 |
| Philip Morris International Inc | Long | Equity-common | US | $2M | 17K | 0.48 |
| Phillips 66 | Long | Equity-common | US | $2M | 14K | 0.56 |
| Phillips Edison & Co Inc | Long | Equity-common | US | $32K | 992 | 0.01 |
| Phinia Inc | Long | Equity-common | US | $28K | 708 | 0.01 |
| Photronics Inc | Long | Equity-common | US | $24K | 971 | 0.01 |
| Pilgrim's Pride Corp | Long | Equity-common | US | $56K | 1K | 0.02 |
| Pinnacle Financial Partners Inc | Long | Equity-common | US | $74K | 921 | 0.02 |
| Pinnacle West Capital Corp | Long | Equity-common | US | $166K | 2K | 0.05 |
| Piper Sandler Cos | Long | Equity-common | US | $29K | 125 | 0.01 |
| Pitney Bowes Inc | Long | Equity-common | US | $31K | 6K | 0.01 |
| PJT Partners Inc | Long | Equity-common | US | $23K | 211 | 0.01 |
| Planet Fitness Inc | Long | Equity-common | US | $14K | 185 | 0.00 |
| Plexus Corp | Long | Equity-common | US | $41K | 397 | 0.01 |
| PNC Financial Services Group Inc/The | Long | Equity-common | US | $1M | 8K | 0.34 |
| PNM Resources Inc | Long | Equity-common | US | $61K | 2K | 0.02 |
| Polaris Inc | Long | Equity-common | US | $80K | 1K | 0.02 |
| Pool Corp | Long | Equity-common | US | $33K | 109 | 0.01 |
| Portland General Electric Co | Long | Equity-common | US | $59K | 1K | 0.02 |
| Post Holdings Inc | Long | Equity-common | US | $101K | 965 | 0.03 |
| PotlatchDeltic Corp | Long | Equity-common | US | $34K | 861 | 0.01 |
| Powell Industries Inc | Long | Equity-common | US | $23K | 161 | 0.01 |
| Power Integrations Inc | Long | Equity-common | US | $13K | 181 | 0.00 |
| PPG Industries Inc | Long | Equity-common | US | $241K | 2K | 0.07 |
| PPL Corp | Long | Equity-common | US | $295K | 11K | 0.08 |
| PRA Group Inc | Long | Equity-common | US | $15K | 754 | 0.00 |
| Preferred Bank/Los Angeles CA | Long | Equity-common | US | $17K | 222 | 0.00 |
| Premier Inc | Long | Equity-common | US | $32K | 2K | 0.01 |
| Prestige Consumer Healthcare Inc | Long | Equity-common | US | $36K | 527 | 0.01 |
| PriceSmart Inc | Long | Equity-common | US | $41K | 504 | 0.01 |
| Primerica Inc | Long | Equity-common | US | $62K | 262 | 0.02 |
| Principal Financial Group Inc | Long | Equity-common | US | $570K | 7K | 0.16 |
| ProAssurance Corp | Long | Equity-common | US | $14K | 1K | 0.00 |
| Procter & Gamble Co/The | Long | Equity-common | US | $2M | 11K | 0.52 |
| PROG Holdings Inc | Long | Equity-common | US | $63K | 2K | 0.02 |
| Progress Software Corp | Long | Equity-common | US | $14K | 251 | 0.00 |
| Progressive Corp/The | Long | Equity-common | US | $572K | 3K | 0.16 |
| Progyny Inc | Long | Equity-common | US | $7K | 246 | 0.00 |
| Prologis Inc | Long | Equity-common | US | $511K | 5K | 0.14 |
| ProPetro Holding Corp | Long | Equity-common | US | $33K | 4K | 0.01 |
| Prosperity Bancshares Inc | Long | Equity-common | US | $88K | 1K | 0.02 |
| Proto Labs Inc | Long | Equity-common | US | $9K | 283 | 0.00 |
| Provident Financial Services Inc | Long | Equity-common | US | $61K | 4K | 0.02 |
| Prudential Financial Inc | Long | Equity-common | US | $1M | 12K | 0.40 |
| PTC Inc | Long | Equity-common | US | $69K | 380 | 0.02 |
| Public Service Enterprise Group Inc | Long | Equity-common | US | $444K | 6K | 0.13 |
| Public Storage | Long | Equity-common | US | $225K | 781 | 0.06 |
| PulteGroup Inc | Long | Equity-common | US | $197K | 2K | 0.06 |
| Pure Storage Inc | Long | Equity-common | US | $55K | 849 | 0.02 |
| PVH Corp | Long | Equity-common | US | $76K | 722 | 0.02 |
| Qorvo Inc | Long | Equity-common | US | $91K | 785 | 0.03 |
| Quaker Chemical Corp | Long | Equity-common | US | $26K | 153 | 0.01 |
| QUALCOMM Inc | Long | Equity-common | US | $1M | 5K | 0.30 |
| Qualys Inc | Long | Equity-common | US | $14K | 97 | 0.00 |
| Quanex Building Products Corp | Long | Equity-common | US | $10K | 367 | 0.00 |
| Quanta Services Inc | Long | Equity-common | US | $123K | 483 | 0.03 |
| Quest Diagnostics Inc | Long | Equity-common | US | $182K | 1K | 0.05 |
| QuidelOrtho Corp | Long | Equity-common | US | $54K | 2K | 0.02 |
| QuinStreet Inc | Long | Equity-common | US | $15K | 909 | 0.00 |
| R1 RCM Inc | Long | Equity-common | US | $21K | 2K | 0.01 |
| Radian Group Inc | Long | Equity-common | US | $91K | 3K | 0.03 |
| RadNet Inc | Long | Equity-common | US | $18K | 309 | 0.01 |
| Ralph Lauren Corp | Long | Equity-common | US | $99K | 566 | 0.03 |
| Rambus Inc | Long | Equity-common | US | $19K | 318 | 0.01 |
| Range Resources Corp | Long | Equity-common | US | $117K | 3K | 0.03 |
| Raymond James Financial Inc | Long | Equity-common | US | $189K | 2K | 0.05 |
| Rayonier Inc | Long | Equity-common | US | $24K | 841 | 0.01 |
| RBC Bearings Inc | Long | Equity-common | US | $37K | 138 | 0.01 |
| Ready Capital Corp | Long | Equity-common | US | $48K | 6K | 0.01 |
| Realty Income Corp | Long | Equity-common | US | $390K | 7K | 0.11 |
| Redwood Trust Inc | Long | Equity-common | US | $29K | 4K | 0.01 |
| Regal Rexnord Corp | Long | Equity-common | US | $52K | 388 | 0.01 |
| Regency Centers Corp | Long | Equity-common | US | $124K | 2K | 0.04 |
| Regeneron Pharmaceuticals Inc | Long | Equity-common | US | $519K | 494 | 0.15 |
| REGENXBIO Inc | Long | Equity-common | US | $5K | 469 | 0.00 |
| Regions Financial Corp | Long | Equity-common | US | $354K | 18K | 0.10 |
| Reinsurance Group of America Inc | Long | Equity-common | US | $448K | 2K | 0.13 |
| Reliance Inc | Long | Equity-common | US | $178K | 624 | 0.05 |
| RenaissanceRe Holdings Ltd | Long | Equity-common | BM | $171K | 764 | 0.05 |
| Renasant Corp | Long | Equity-common | US | $57K | 2K | 0.02 |
| Repligen Corp | Long | Equity-common | US | $21K | 170 | 0.01 |
| Republic Services Inc | Long | Equity-common | US | $323K | 2K | 0.09 |
| Resideo Technologies Inc | Long | Equity-common | US | $55K | 3K | 0.02 |
| ResMed Inc | Long | Equity-common | US | $76K | 398 | 0.02 |
| Retail Opportunity Investments Corp | Long | Equity-common | US | $12K | 958 | 0.00 |
| Revvity Inc | Long | Equity-common | US | $76K | 728 | 0.02 |
| REX American Resources Corp | Long | Equity-common | US | $14K | 302 | 0.00 |
| Rexford Industrial Realty Inc | Long | Equity-common | US | $58K | 1K | 0.02 |
| RH | Long | Equity-common | US | $31K | 126 | 0.01 |
| RLI Corp | Long | Equity-common | US | $35K | 249 | 0.01 |
| Robert Half Inc | Long | Equity-common | US | $73K | 1K | 0.02 |
| Rockwell Automation Inc | Long | Equity-common | US | $149K | 540 | 0.04 |
| Rogers Corp | Long | Equity-common | US | $18K | 153 | 0.01 |
| Roivant Sciences Ltd | Long | Equity-common | BM | $118K | 11K | 0.03 |
| Rollins Inc | Long | Equity-common | US | $38K | 773 | 0.01 |
| Roper Technologies Inc | Long | Equity-common | US | $202K | 358 | 0.06 |
| Ross Stores Inc | Long | Equity-common | US | $229K | 2K | 0.06 |
| Royal Caribbean Cruises Ltd | Long | Equity-common | LR | $227K | 1K | 0.06 |
| Royal Gold Inc | Long | Equity-common | US | $49K | 395 | 0.01 |
| RPC Inc | Long | Equity-common | US | $21K | 3K | 0.01 |
| RPM International Inc | Long | Equity-common | US | $68K | 635 | 0.02 |
| RTX Corp | Long | Equity-common | US | $1M | 14K | 0.41 |
| Rush Enterprises Inc | Long | Equity-common | US | $49K | 1K | 0.01 |
| RXO Inc | Long | Equity-common | US | $36K | 1K | 0.01 |
| Ryder System Inc | Long | Equity-common | US | $182K | 1K | 0.05 |
| S&P Global Inc | Long | Equity-common | US | $411K | 922 | 0.12 |
| S&T Bancorp Inc | Long | Equity-common | US | $31K | 921 | 0.01 |
| Sabra Health Care REIT Inc | Long | Equity-common | US | $68K | 4K | 0.02 |
| Sabre Corp | Long | Equity-common | US | $34K | 13K | 0.01 |
| Safehold Inc | Long | Equity-common | US | $29K | 1K | 0.01 |
| Safety Insurance Group Inc | Long | Equity-common | US | $19K | 252 | 0.01 |
| Saia Inc | Long | Equity-common | US | $41K | 86 | 0.01 |
| Salesforce Inc | Long | Equity-common | US | $831K | 3K | 0.24 |
| Sally Beauty Holdings Inc | Long | Equity-common | US | $37K | 3K | 0.01 |
| Sanmina Corp | Long | Equity-common | US | $122K | 2K | 0.03 |
| Saul Centers Inc | Long | Equity-common | US | $17K | 464 | 0.00 |
| SBA Communications Corp | Long | Equity-common | US | $61K | 311 | 0.02 |
| ScanSource Inc | Long | Equity-common | US | $37K | 833 | 0.01 |
| Schlumberger NV | Long | Equity-common | CW | $568K | 12K | 0.16 |
| Scholastic Corp | Long | Equity-common | US | $19K | 525 | 0.01 |
| Science Applications International Corp | Long | Equity-common | US | $67K | 566 | 0.02 |
| Scotts Miracle-Gro Co/The | Long | Equity-common | US | $39K | 607 | 0.01 |
| Seacoast Banking Corp of Florida | Long | Equity-common | US | $21K | 895 | 0.01 |
| Seagate Technology Holdings PLC | Long | Equity-common | IE | $164K | 2K | 0.05 |
| Sealed Air Corp | Long | Equity-common | US | $54K | 2K | 0.02 |
| SEI Investments Co | Long | Equity-common | US | $52K | 810 | 0.01 |
| Select Medical Holdings Corp | Long | Equity-common | US | $80K | 2K | 0.02 |
| Selective Insurance Group Inc | Long | Equity-common | US | $61K | 648 | 0.02 |
| Sempra | Long | Equity-common | US | $578K | 8K | 0.16 |
| Semtech Corp | Long | Equity-common | US | $11K | 377 | 0.00 |
| Sensata Technologies Holding PLC | Long | Equity-common | GB | $68K | 2K | 0.02 |
| Sensient Technologies Corp | Long | Equity-common | US | $32K | 438 | 0.01 |
| Service Corp International/US | Long | Equity-common | US | $79K | 1K | 0.02 |
| Service Properties Trust | Long | Equity-common | US | $19K | 4K | 0.01 |
| ServiceNow Inc | Long | Equity-common | US | $194K | 247 | 0.06 |
| ServisFirst Bancshares Inc | Long | Equity-common | US | $26K | 404 | 0.01 |
| Shake Shack Inc | Long | Equity-common | US | $16K | 179 | 0.00 |
| Shenandoah Telecommunications Co | Long | Equity-common | US | $10K | 607 | 0.00 |
| Sherwin-Williams Co/The | Long | Equity-common | US | $190K | 636 | 0.05 |
| Shoe Carnival Inc | Long | Equity-common | US | $28K | 765 | 0.01 |
| Shutterstock Inc | Long | Equity-common | US | $7K | 189 | 0.00 |
| Signet Jewelers Ltd | Long | Equity-common | BM | $76K | 848 | 0.02 |
| Silgan Holdings Inc | Long | Equity-common | US | $66K | 2K | 0.02 |
| Silicon Laboratories Inc | Long | Equity-common | US | $10K | 86 | 0.00 |
| Simmons First National Corp | Long | Equity-common | US | $73K | 4K | 0.02 |
| Simon Property Group Inc | Long | Equity-common | US | $205K | 1K | 0.06 |
| Simply Good Foods Co/The | Long | Equity-common | US | $24K | 660 | 0.01 |
| Simpson Manufacturing Co Inc | Long | Equity-common | US | $30K | 178 | 0.01 |
| SiriusPoint Ltd | Long | Equity-common | BM | $48K | 4K | 0.01 |
| SITE Centers Corp | Long | Equity-common | US | $34K | 2K | 0.01 |
| SiTime Corp | Long | Equity-common | US | $5K | 37 | 0.00 |
| Six Flags Entertainment Corp | Long | Equity-common | US | $35K | 1K | 0.01 |
| SJW Group | Long | Equity-common | US | $12K | 213 | 0.00 |
| Skechers USA Inc | Long | Equity-common | US | $110K | 2K | 0.03 |
| SkyWest Inc | Long | Equity-common | US | $64K | 785 | 0.02 |
| Skyworks Solutions Inc | Long | Equity-common | US | $186K | 2K | 0.05 |
| SL Green Realty Corp | Long | Equity-common | US | $53K | 939 | 0.02 |
| SLM Corp | Long | Equity-common | US | $55K | 3K | 0.02 |
| SM Energy Co | Long | Equity-common | US | $96K | 2K | 0.03 |
| SMART Global Holdings Inc | Long | Equity-common | KY | $25K | 1K | 0.01 |
| Snap-on Inc | Long | Equity-common | US | $108K | 415 | 0.03 |
| SolarEdge Technologies Inc | Long | Equity-common | US | $12K | 478 | 0.00 |
| Solventum Corp | Long | Equity-common | US | $15K | 289 | 0.00 |
| Sonic Automotive Inc | Long | Equity-common | US | $34K | 622 | 0.01 |
| Sonoco Products Co | Long | Equity-common | US | $95K | 2K | 0.03 |
| Sonos Inc | Long | Equity-common | US | $13K | 849 | 0.00 |
| Sotera Health Co | Long | Equity-common | US | $18K | 2K | 0.01 |
| Southern Co/The | Long | Equity-common | US | $1M | 13K | 0.29 |
| Southside Bancshares Inc | Long | Equity-common | US | $18K | 651 | 0.01 |
| SouthState Corp | Long | Equity-common | US | $70K | 920 | 0.02 |
| Southwest Airlines Co | Long | Equity-common | US | $565K | 20K | 0.16 |
| Southwest Gas Holdings Inc | Long | Equity-common | US | $69K | 974 | 0.02 |
| Southwestern Energy Co | Long | Equity-common | US | $245K | 36K | 0.07 |
| SpartanNash Co | Long | Equity-common | US | $27K | 1K | 0.01 |
| Spire Inc | Long | Equity-common | US | $64K | 1K | 0.02 |
| Sprouts Farmers Market Inc | Long | Equity-common | US | $72K | 856 | 0.02 |
| SPS Commerce Inc | Long | Equity-common | US | $11K | 61 | 0.00 |
| SPX Technologies Inc | Long | Equity-common | US | $18K | 127 | 0.01 |
| St Joe Co/The | Long | Equity-common | US | $14K | 265 | 0.00 |
| STAAR Surgical Co | Long | Equity-common | US | $7K | 152 | 0.00 |
| STAG Industrial Inc | Long | Equity-common | US | $53K | 1K | 0.02 |
| Standard Motor Products Inc | Long | Equity-common | US | $12K | 423 | 0.00 |
| Standex International Corp | Long | Equity-common | US | $9K | 53 | 0.00 |
| Stanley Black & Decker Inc | Long | Equity-common | US | $177K | 2K | 0.05 |
| Starbucks Corp | Long | Equity-common | US | $435K | 6K | 0.12 |
| Starwood Property Trust Inc | Long | Equity-common | US | $187K | 10K | 0.05 |
| State Street Corp | Long | Equity-common | US | $428K | 6K | 0.12 |
| State Street Institutional Liquid Reserves Fund (State Street Global Advisors) | Long | Short-term investment vehicle | US | $675K | 675K | 0.19 |
| State Street Navigator Securities Lending Portfolio II (State Street Global Advisors) | Long | Short-term investment vehicle | US | $1M | 1M | 0.35 |
| Steel Dynamics Inc | Long | Equity-common | US | $285K | 2K | 0.08 |
| Stellar Bancorp Inc | Long | Equity-common | US | $9K | 402 | 0.00 |
| Stepan Co | Long | Equity-common | US | $22K | 259 | 0.01 |
| Stericycle Inc | Long | Equity-common | US | $45K | 782 | 0.01 |
| STERIS PLC | Long | Equity-common | IE | $83K | 377 | 0.02 |
| Steven Madden Ltd | Long | Equity-common | US | $31K | 742 | 0.01 |
| Stewart Information Services Corp | Long | Equity-common | US | $25K | 396 | 0.01 |
| Stifel Financial Corp | Long | Equity-common | US | $104K | 1K | 0.03 |
| StoneX Group Inc | Long | Equity-common | US | $71K | 945 | 0.02 |
| Strategic Education Inc | Long | Equity-common | US | $28K | 251 | 0.01 |
| Stride Inc | Long | Equity-common | US | $33K | 473 | 0.01 |
| Stryker Corp | Long | Equity-common | US | $310K | 912 | 0.09 |
| Sturm Ruger & Co Inc | Long | Equity-common | US | $10K | 246 | 0.00 |
| Summit Hotel Properties Inc | Long | Equity-common | US | $11K | 2K | 0.00 |
| Sun Country Airlines Holdings Inc | Long | Equity-common | US | $5K | 413 | 0.00 |
| SunCoke Energy Inc | Long | Equity-common | US | $30K | 3K | 0.01 |
| SunPower Corp | Long | Equity-common | US | $3K | 972 | 0.00 |
| Sunrun Inc | Long | Equity-common | US | $30K | 3K | 0.01 |
| Sunstone Hotel Investors Inc | Long | Equity-common | US | $26K | 2K | 0.01 |
| Super Micro Computer Inc | Long | Equity-common | US | $88K | 108 | 0.03 |
| Supernus Pharmaceuticals Inc | Long | Equity-common | US | $14K | 521 | 0.00 |
| Sylvamo Corp | Long | Equity-common | US | $46K | 675 | 0.01 |
| Synaptics Inc | Long | Equity-common | US | $27K | 310 | 0.01 |
| Synchrony Financial | Long | Equity-common | US | $636K | 13K | 0.18 |
| Synopsys Inc | Long | Equity-common | US | $192K | 323 | 0.05 |
| Synovus Financial Corp | Long | Equity-common | US | $113K | 3K | 0.03 |
| Sysco Corp | Long | Equity-common | US | $429K | 6K | 0.12 |
| T Rowe Price Group Inc | Long | Equity-common | US | $280K | 2K | 0.08 |
| T-Mobile US Inc | Long | Equity-common | US | $1M | 8K | 0.38 |
| Take-Two Interactive Software Inc | Long | Equity-common | US | $68K | 435 | 0.02 |
| Talos Energy Inc | Long | Equity-common | US | $58K | 5K | 0.02 |
| Tandem Diabetes Care Inc | Long | Equity-common | US | $6K | 153 | 0.00 |
| Tanger Inc | Long | Equity-common | US | $21K | 758 | 0.01 |
| Tapestry Inc | Long | Equity-common | US | $119K | 3K | 0.03 |
| Targa Resources Corp | Long | Equity-common | US | $233K | 2K | 0.07 |
| Target Corp | Long | Equity-common | US | $821K | 6K | 0.23 |
| Taylor Morrison Home Corp | Long | Equity-common | US | $114K | 2K | 0.03 |
| TD SYNNEX Corp | Long | Equity-common | US | $306K | 3K | 0.09 |
| TE Connectivity Ltd | Long | Equity-common | CH | $377K | 3K | 0.11 |
| TechTarget Inc | Long | Equity-common | US | $6K | 184 | 0.00 |
| TEGNA Inc | Long | Equity-common | US | $91K | 7K | 0.03 |
| Teledyne Technologies Inc | Long | Equity-common | US | $106K | 273 | 0.03 |
| Teleflex Inc | Long | Equity-common | US | $58K | 277 | 0.02 |
| Telephone and Data Systems Inc | Long | Equity-common | US | $68K | 3K | 0.02 |
| Tempur Sealy International Inc | Long | Equity-common | US | $22K | 472 | 0.01 |
| Tenet Healthcare Corp | Long | Equity-common | US | $195K | 1K | 0.06 |
| Tennant Co | Long | Equity-common | US | $11K | 112 | 0.00 |
| Teradata Corp | Long | Equity-common | US | $26K | 753 | 0.01 |
| Teradyne Inc | Long | Equity-common | US | $78K | 526 | 0.02 |
| Terex Corp | Long | Equity-common | US | $42K | 768 | 0.01 |
| Tesla Inc | Long | Equity-common | US | $1M | 7K | 0.42 |
| Tetra Tech Inc | Long | Equity-common | US | $53K | 261 | 0.02 |
| Texas Capital Bancshares Inc | Long | Equity-common | US | $66K | 1K | 0.02 |
| Texas Instruments Inc | Long | Equity-common | US | $872K | 4K | 0.25 |
| Texas Roadhouse Inc | Long | Equity-common | US | $54K | 316 | 0.02 |
| Textron Inc | Long | Equity-common | US | $142K | 2K | 0.04 |
| Thermo Fisher Scientific Inc | Long | Equity-common | US | $610K | 1K | 0.17 |
| Thor Industries Inc | Long | Equity-common | US | $95K | 1K | 0.03 |
| Thryv Holdings Inc | Long | Equity-common | US | $11K | 611 | 0.00 |
| Timken Co/The | Long | Equity-common | US | $60K | 755 | 0.02 |
| Titan International Inc | Long | Equity-common | US | $16K | 2K | 0.00 |
| TJX Cos Inc/The | Long | Equity-common | US | $578K | 5K | 0.16 |
| TKO Group Holdings Inc | Long | Equity-common | US | $124K | 1K | 0.04 |
| Toll Brothers Inc | Long | Equity-common | US | $145K | 1K | 0.04 |
| Tompkins Financial Corp | Long | Equity-common | US | $11K | 221 | 0.00 |
| Tootsie Roll Industries Inc | Long | Equity-common | US | $17K | 543 | 0.00 |
| TopBuild Corp | Long | Equity-common | US | $60K | 157 | 0.02 |
| Topgolf Callaway Brands Corp | Long | Equity-common | US | $34K | 2K | 0.01 |
| Toro Co/The | Long | Equity-common | US | $48K | 517 | 0.01 |
| Tractor Supply Co | Long | Equity-common | US | $132K | 488 | 0.04 |
| Trane Technologies PLC | Long | Equity-common | IE | $250K | 761 | 0.07 |
| TransDigm Group Inc | Long | Equity-common | US | $80K | 63 | 0.02 |
| Travel + Leisure Co | Long | Equity-common | US | $55K | 1K | 0.02 |
| Travelers Cos Inc/The | Long | Equity-common | US | $561K | 3K | 0.16 |
| TreeHouse Foods Inc | Long | Equity-common | US | $25K | 674 | 0.01 |
| Trex Co Inc | Long | Equity-common | US | $30K | 403 | 0.01 |
| Tri Pointe Homes Inc | Long | Equity-common | US | $69K | 2K | 0.02 |
| Trimble Inc | Long | Equity-common | US | $69K | 1K | 0.02 |
| Trinity Industries Inc | Long | Equity-common | US | $81K | 3K | 0.02 |
| TripAdvisor Inc | Long | Equity-common | US | $20K | 1K | 0.01 |
| Triumph Financial Inc | Long | Equity-common | US | $17K | 203 | 0.00 |
| Triumph Group Inc | Long | Equity-common | US | $6K | 383 | 0.00 |
| Truist Financial Corp | Long | Equity-common | US | $2M | 45K | 0.49 |
| Trupanion Inc | Long | Equity-common | US | $5K | 182 | 0.00 |
| TrustCo Bank Corp NY | Long | Equity-common | US | $15K | 534 | 0.00 |
| Trustmark Corp | Long | Equity-common | US | $41K | 1K | 0.01 |
| TTM Technologies Inc | Long | Equity-common | US | $38K | 2K | 0.01 |
| Two Harbors Investment Corp | Long | Equity-common | US | $48K | 4K | 0.01 |
| Tyler Technologies Inc | Long | Equity-common | US | $62K | 123 | 0.02 |
| Tyson Foods Inc | Long | Equity-common | US | $542K | 9K | 0.15 |
| Uber Technologies Inc | Long | Equity-common | US | $315K | 4K | 0.09 |
| UDR Inc | Long | Equity-common | US | $105K | 3K | 0.03 |
| UFP Industries Inc | Long | Equity-common | US | $75K | 670 | 0.02 |
| UGI Corp | Long | Equity-common | US | $159K | 7K | 0.05 |
| Ulta Beauty Inc | Long | Equity-common | US | $109K | 282 | 0.03 |
| Ultra Clean Holdings Inc | Long | Equity-common | US | $30K | 619 | 0.01 |
| UMB Financial Corp | Long | Equity-common | US | $53K | 632 | 0.01 |
| Under Armour Inc | Long | Equity-common | US | $42K | 6K | 0.01 |
| Under Armour Inc | Long | Equity-common | US | $41K | 6K | 0.01 |
| UniFirst Corp/MA | Long | Equity-common | US | $30K | 176 | 0.01 |
| Union Pacific Corp | Long | Equity-common | US | $808K | 4K | 0.23 |
| United Airlines Holdings Inc | Long | Equity-common | US | $528K | 11K | 0.15 |
| United Bankshares Inc/WV | Long | Equity-common | US | $72K | 2K | 0.02 |
| United Community Banks Inc/GA | Long | Equity-common | US | $42K | 2K | 0.01 |
| United Fire Group Inc | Long | Equity-common | US | $19K | 865 | 0.01 |
| United Natural Foods Inc | Long | Equity-common | US | $28K | 2K | 0.01 |
| United Parcel Service Inc | Long | Equity-common | US | $1M | 11K | 0.41 |
| United Rentals Inc | Long | Equity-common | US | $215K | 333 | 0.06 |
| United States Steel Corp | Long | Equity-common | US | $280K | 7K | 0.08 |
| United Therapeutics Corp | Long | Equity-common | US | $123K | 385 | 0.03 |
| UnitedHealth Group Inc | Long | Equity-common | US | $4M | 8K | 1.08 |
| Uniti Group Inc | Long | Equity-common | US | $10K | 3K | 0.00 |
| Unitil Corp | Long | Equity-common | US | $15K | 298 | 0.00 |
| Universal Corp/VA | Long | Equity-common | US | $47K | 974 | 0.01 |
| Universal Display Corp | Long | Equity-common | US | $15K | 73 | 0.00 |
| Universal Health Realty Income Trust | Long | Equity-common | US | $313.12 | 8 | 0.00 |
| Universal Health Services Inc | Long | Equity-common | US | $163K | 881 | 0.05 |
| Unum Group | Long | Equity-common | US | $308K | 6K | 0.09 |
| Upbound Group Inc | Long | Equity-common | US | $51K | 2K | 0.01 |
| Urban Edge Properties | Long | Equity-common | US | $26K | 1K | 0.01 |
| Urban Outfitters Inc | Long | Equity-common | US | $85K | 2K | 0.02 |
| US Bancorp | Long | Equity-common | US | $1M | 30K | 0.34 |
| US Foods Holding Corp | Long | Equity-common | US | $229K | 4K | 0.06 |
| US Physical Therapy Inc | Long | Equity-common | US | $14K | 151 | 0.00 |
| US Silica Holdings Inc | Long | Equity-common | US | $42K | 3K | 0.01 |
| USANA Health Sciences Inc | Long | Equity-common | US | $11K | 253 | 0.00 |
| Vail Resorts Inc | Long | Equity-common | US | $58K | 323 | 0.02 |
| Valaris Ltd | Long | Equity-common | BM | $56K | 758 | 0.02 |
| Valero Energy Corp | Long | Equity-common | US | $2M | 11K | 0.48 |
| Valley National Bancorp | Long | Equity-common | US | $106K | 15K | 0.03 |
| Valmont Industries Inc | Long | Equity-common | US | $49K | 177 | 0.01 |
| Valvoline Inc | Long | Equity-common | US | $61K | 1K | 0.02 |
| Varex Imaging Corp | Long | Equity-common | US | $4K | 262 | 0.00 |
| Vector Group Ltd | Long | Equity-common | US | $49K | 5K | 0.01 |
| Veeco Instruments Inc | Long | Equity-common | US | $16K | 337 | 0.00 |
| Ventas Inc | Long | Equity-common | US | $249K | 5K | 0.07 |
| Veralto Corp | Long | Equity-common | US | $57K | 593 | 0.02 |
| Vericel Corp | Long | Equity-common | US | $3K | 63 | 0.00 |
| Veris Residential Inc | Long | Equity-common | US | $21K | 1K | 0.01 |
| VeriSign Inc | Long | Equity-common | US | $83K | 469 | 0.02 |
| Verisk Analytics Inc | Long | Equity-common | US | $47K | 176 | 0.01 |
| Veritex Holdings Inc | Long | Equity-common | US | $42K | 2K | 0.01 |
| Verizon Communications Inc | Long | Equity-common | US | $6M | 140K | 1.64 |
| Verra Mobility Corp | Long | Equity-common | US | $18K | 662 | 0.01 |
| Vertex Pharmaceuticals Inc | Long | Equity-common | US | $403K | 859 | 0.11 |
| Vestis Corp | Long | Equity-common | US | $53K | 4K | 0.02 |
| VF Corp | Long | Equity-common | US | $148K | 11K | 0.04 |
| Viad Corp | Long | Equity-common | US | $9K | 255 | 0.00 |
| Viasat Inc | Long | Equity-common | US | $32K | 2K | 0.01 |
| Viatris Inc | Long | Equity-common | US | $422K | 40K | 0.12 |
| Viavi Solutions Inc | Long | Equity-common | US | $10K | 1K | 0.00 |
| VICI Properties Inc | Long | Equity-common | US | $322K | 11K | 0.09 |
| Vicor Corp | Long | Equity-common | US | $198.96 | 6 | 0.00 |
| Victoria's Secret & Co | Long | Equity-common | US | $45K | 3K | 0.01 |
| Vir Biotechnology Inc | Long | Equity-common | US | $24K | 3K | 0.01 |
| Virtus Investment Partners Inc | Long | Equity-common | US | $20K | 90 | 0.01 |
| Visa Inc | Long | Equity-common | US | $1M | 5K | 0.39 |
| Vishay Intertechnology Inc | Long | Equity-common | US | $60K | 3K | 0.02 |
| Vista Outdoor Inc | Long | Equity-common | US | $32K | 853 | 0.01 |
| Visteon Corp | Long | Equity-common | US | $22K | 208 | 0.01 |
| Vistra Corp | Long | Equity-common | US | $244K | 3K | 0.07 |
| Vital Energy Inc | Long | Equity-common | US | $42K | 944 | 0.01 |
| Vontier Corp | Long | Equity-common | US | $31K | 824 | 0.01 |
| Vornado Realty Trust | Long | Equity-common | US | $139K | 5K | 0.04 |
| Voya Financial Inc | Long | Equity-common | US | $140K | 2K | 0.04 |
| Vulcan Materials Co | Long | Equity-common | US | $110K | 443 | 0.03 |
| W R Berkley Corp | Long | Equity-common | US | $173K | 2K | 0.05 |
| Wabash National Corp | Long | Equity-common | US | $14K | 648 | 0.00 |
| WaFd Inc | Long | Equity-common | US | $64K | 2K | 0.02 |
| Walgreens Boots Alliance Inc | Long | Equity-common | US | $287K | 24K | 0.08 |
| Walker & Dunlop Inc | Long | Equity-common | US | $27K | 280 | 0.01 |
| Walmart Inc | Long | Equity-common | US | $6M | 82K | 1.58 |
| Walt Disney Co/The | Long | Equity-common | US | $1M | 11K | 0.30 |
| Warner Bros Discovery Inc | Long | Equity-common | US | $547K | 73K | 0.15 |
| Warrior Met Coal Inc | Long | Equity-common | US | $116K | 2K | 0.03 |
| Waste Management Inc | Long | Equity-common | US | $367K | 2K | 0.10 |
| Waters Corp | Long | Equity-common | US | $59K | 204 | 0.02 |
| Watsco Inc | Long | Equity-common | US | $119K | 256 | 0.03 |
| Watts Water Technologies Inc | Long | Equity-common | US | $33K | 182 | 0.01 |
| WD-40 Co | Long | Equity-common | US | $10K | 47 | 0.00 |
| Weatherford International PLC | Long | Equity-common | IE | $96K | 786 | 0.03 |
| Webster Financial Corp | Long | Equity-common | US | $118K | 3K | 0.03 |
| WEC Energy Group Inc | Long | Equity-common | US | $299K | 4K | 0.08 |
| Wells Fargo & Co | Long | Equity-common | US | $4M | 67K | 1.13 |
| Welltower Inc | Long | Equity-common | US | $366K | 4K | 0.10 |
| Wendy's Co/The | Long | Equity-common | US | $28K | 2K | 0.01 |
| Werner Enterprises Inc | Long | Equity-common | US | $32K | 906 | 0.01 |
| WESCO International Inc | Long | Equity-common | US | $133K | 840 | 0.04 |
| West Pharmaceutical Services Inc | Long | Equity-common | US | $26K | 79 | 0.01 |
| Westamerica BanCorp | Long | Equity-common | US | $12K | 251 | 0.00 |
| Western Digital Corp | Long | Equity-common | US | $200K | 3K | 0.06 |
| Western Union Co/The | Long | Equity-common | US | $142K | 12K | 0.04 |
| Westinghouse Air Brake Technologies Corp | Long | Equity-common | US | $139K | 882 | 0.04 |
| Westlake Corp | Long | Equity-common | US | $154K | 1K | 0.04 |
| Westrock Co | Long | Equity-common | US | $428K | 9K | 0.12 |
| WEX Inc | Long | Equity-common | US | $45K | 253 | 0.01 |
| Weyerhaeuser Co | Long | Equity-common | US | $225K | 8K | 0.06 |
| Whirlpool Corp | Long | Equity-common | US | $186K | 2K | 0.05 |
| Whitestone REIT | Long | Equity-common | US | $9K | 639 | 0.00 |
| Williams Cos Inc/The | Long | Equity-common | US | $562K | 13K | 0.16 |
| Williams-Sonoma Inc | Long | Equity-common | US | $90K | 319 | 0.03 |
| Willis Towers Watson PLC | Long | Equity-common | IE | $218K | 833 | 0.06 |
| Wingstop Inc | Long | Equity-common | US | $12K | 28 | 0.00 |
| Winnebago Industries Inc | Long | Equity-common | US | $31K | 567 | 0.01 |
| Wintrust Financial Corp | Long | Equity-common | US | $73K | 741 | 0.02 |
| WisdomTree Inc | Long | Equity-common | US | $7K | 744 | 0.00 |
| WK Kellogg Co | Long | Equity-common | US | $36K | 2K | 0.01 |
| Wolfspeed Inc | Long | Equity-common | US | $6K | 248 | 0.00 |
| Wolverine World Wide Inc | Long | Equity-common | US | $36K | 3K | 0.01 |
| Woodward Inc | Long | Equity-common | US | $68K | 389 | 0.02 |
| World Acceptance Corp | Long | Equity-common | US | $24K | 191 | 0.01 |
| World Kinect Corp | Long | Equity-common | US | $51K | 2K | 0.01 |
| Worthington Enterprises Inc | Long | Equity-common | US | $54K | 1K | 0.02 |
| Worthington Steel Inc | Long | Equity-common | US | $37K | 1K | 0.01 |
| WP Carey Inc | Long | Equity-common | US | $174K | 3K | 0.05 |
| WSFS Financial Corp | Long | Equity-common | US | $35K | 753 | 0.01 |
| WW Grainger Inc | Long | Equity-common | US | $166K | 184 | 0.05 |
| Wyndham Hotels & Resorts Inc | Long | Equity-common | US | $37K | 498 | 0.01 |
| Wynn Resorts Ltd | Long | Equity-common | US | $72K | 805 | 0.02 |
| Xcel Energy Inc | Long | Equity-common | US | $427K | 8K | 0.12 |
| Xencor Inc | Long | Equity-common | US | $9K | 462 | 0.00 |
| Xenia Hotels & Resorts Inc | Long | Equity-common | US | $20K | 1K | 0.01 |
| Xerox Holdings Corp | Long | Equity-common | US | $44K | 4K | 0.01 |
| XPEL Inc | Long | Equity-common | US | $2K | 43 | 0.00 |
| XPO Inc | Long | Equity-common | US | $100K | 945 | 0.03 |
| Xylem Inc/NY | Long | Equity-common | US | $103K | 759 | 0.03 |
| Yelp Inc | Long | Equity-common | US | $26K | 705 | 0.01 |
| YETI Holdings Inc | Long | Equity-common | US | $11K | 281 | 0.00 |
| Yum! Brands Inc | Long | Equity-common | US | $122K | 920 | 0.03 |
| Zebra Technologies Corp | Long | Equity-common | US | $74K | 240 | 0.02 |
| Ziff Davis Inc | Long | Equity-common | US | $25K | 454 | 0.01 |
| Zimmer Biomet Holdings Inc | Long | Equity-common | US | $184K | 2K | 0.05 |
| Zions Bancorp NA | Long | Equity-common | US | $213K | 5K | 0.06 |
| Zoetis Inc | Long | Equity-common | US | $168K | 968 | 0.05 |
| ZoomInfo Technologies Inc | Long | Equity-common | US | $20K | 2K | 0.01 |
Address
SPDR SERIES TRUST
One Iron Street
Boston
Massachusetts
02210
United States of America
Websites
Directors
Sandra G. Sponem
Dwight D. Churchill
Gunjan Chauhan
Carolyn M. Clancy
Carl G. Verboncoeur
James E. Ross
Clare S. Richer
Kristi L. Rowsell
Transfer Agents
State Street Bank and Trust Company
Pricing Services
Bloomberg L.P.
London Stock Exchange Group PLC
S&P Global Inc.
PricingDirect Inc.
ICE Data Services, Inc.
Custodians
State Street Bank and Trust Company
Shareholder Servicing Agents
State Street Bank and Trust Company
Admins
State Street Bank and Trust Company
SSGA Funds Management, Inc.
Brokers
N/A