LINCOLNTRS > LINCOLN VARIABLE INSURANCE PRODUCTS TRUST
LVIP Dimensional U.S. Core Equity 2 Fund
$828.16M
Avg Monthly Net Assets
$896.68M
Total Assets
$451K
Total Liabilities
$896.23M
Net Assets
LVIP Dimensional U.S. Core Equity 2 Fund is an Underlying fund in LINCOLN VARIABLE INSURANCE PRODUCTS TRUST
from LINCOLNTRS,
based in Indiana,
United States of America.
The fund has two share classes
and monthly net assets of $828.16M.
On August 8th, 2024 it reported 2,482 holdings, the largest
being Microsoft Corp (4.9%), Apple Inc (4.9%) and NVIDIA Corp (4.6%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Ticker | Monthly Returns (2 years) |
|---|---|---|---|
| Service Class | C000153123 | ||
| Standard Class | C000153122 |
Holdings
From latest NPORT-P, filed August 8th, 2024 for period ending June 30th, 2024.
Historic holdings data available from Fincoded.
| Name | Profile | Category | Country | Value $USD | # Shares | % of Fund |
|---|---|---|---|---|---|---|
| 1-800-Flowers.com Inc | Long | Equity-common | US | $29K | 3K | 0.00 |
| 10X Genomics Inc | Long | Equity-common | US | $29K | 1K | 0.00 |
| 1st Source Corp | Long | Equity-common | US | $100K | 2K | 0.01 |
| 1stdibs.com Inc | Long | Equity-common | US | $11K | 3K | 0.00 |
| 2seventy bio Inc | Long | Equity-common | US | $7K | 2K | 0.00 |
| 3D Systems Corp | Long | Equity-common | US | $21K | 7K | 0.00 |
| 3M Co | Long | Equity-common | US | $277K | 3K | 0.03 |
| 4D Molecular Therapeutics Inc | Long | Equity-common | US | $40K | 2K | 0.00 |
| A O Smith Corp | Long | Equity-common | US | $608K | 7K | 0.07 |
| A-Mark Precious Metals Inc | Long | Equity-common | US | $40K | 1K | 0.00 |
| A10 Networks Inc | Long | Equity-common | US | $32K | 2K | 0.00 |
| Aadi Bioscience Inc | Long | Equity-common | US | $2K | 2K | 0.00 |
| AAON Inc | Long | Equity-common | US | $282K | 3K | 0.03 |
| AAR Corp | Long | Equity-common | US | $170K | 2K | 0.02 |
| Aaron's Co Inc/The | Long | Equity-common | US | $23K | 2K | 0.00 |
| Abbott Laboratories | Long | Equity-common | US | $2M | 16K | 0.18 |
| AbbVie Inc | Long | Equity-common | US | $5M | 27K | 0.52 |
| Abercrombie & Fitch Co | Long | Equity-common | US | $1M | 7K | 0.14 |
| ABM Industries Inc | Long | Equity-common | US | $228K | 5K | 0.03 |
| Acacia Research Corp | Long | Equity-common | US | $5K | 1K | 0.00 |
| Academy Sports & Outdoors Inc | Long | Equity-common | US | $244K | 5K | 0.03 |
| Acadia Healthcare Co Inc | Long | Equity-common | US | $312K | 5K | 0.03 |
| Accenture PLC | Long | Equity-common | IE | $4M | 12K | 0.40 |
| ACCO Brands Corp | Long | Equity-common | US | $37K | 8K | 0.00 |
| Accolade Inc | Long | Equity-common | US | $24K | 7K | 0.00 |
| Accuray Inc | Long | Equity-common | US | $8K | 4K | 0.00 |
| ACI Worldwide Inc | Long | Equity-common | US | $255K | 6K | 0.03 |
| Acme United Corp | Long | Equity-common | US | $6K | 172 | 0.00 |
| ACNB Corp | Long | Equity-common | US | $11K | 300 | 0.00 |
| Acuity Brands Inc | Long | Equity-common | US | $433K | 2K | 0.05 |
| Acumen Pharmaceuticals Inc | Long | Equity-common | US | $7K | 3K | 0.00 |
| Acushnet Holdings Corp | Long | Equity-common | US | $285K | 4K | 0.03 |
| ACV Auctions Inc | Long | Equity-common | US | $35K | 2K | 0.00 |
| Adams Resources & Energy Inc | Long | Equity-common | US | $12K | 441 | 0.00 |
| AdaptHealth Corp | Long | Equity-common | US | $32K | 3K | 0.00 |
| Adaptive Biotechnologies Corp | Long | Equity-common | US | $15K | 4K | 0.00 |
| Addus HomeCare Corp | Long | Equity-common | US | $120K | 1K | 0.01 |
| Adeia Inc | Long | Equity-common | US | $84K | 8K | 0.01 |
| Adicet Bio Inc | Long | Equity-common | US | $2K | 2K | 0.00 |
| Adient PLC | Long | Equity-common | IE | $168K | 7K | 0.02 |
| ADMA Biologics Inc | Long | Equity-common | US | $58K | 5K | 0.01 |
| Adobe Inc | Long | Equity-common | US | $4M | 7K | 0.45 |
| ADT Inc | Long | Equity-common | US | $155K | 20K | 0.02 |
| Adtalem Global Education Inc | Long | Equity-common | US | $200K | 3K | 0.02 |
| Advance Auto Parts Inc | Long | Equity-common | US | $171K | 3K | 0.02 |
| Advanced Drainage Systems Inc | Long | Equity-common | US | $733K | 5K | 0.08 |
| Advanced Energy Industries Inc | Long | Equity-common | US | $298K | 3K | 0.03 |
| Advanced Micro Devices Inc | Long | Equity-common | US | $1M | 7K | 0.13 |
| AdvanSix Inc | Long | Equity-common | US | $59K | 3K | 0.01 |
| Advantage Solutions Inc | Long | Equity-common | US | $19K | 6K | 0.00 |
| Adverum Biotechnologies Inc | Long | Equity-common | US | $4K | 579 | 0.00 |
| AECOM | Long | Equity-common | US | $366K | 4K | 0.04 |
| AeroVironment Inc | Long | Equity-common | US | $133K | 732 | 0.01 |
| AerSale Corp | Long | Equity-common | US | $18K | 3K | 0.00 |
| AES Corp (AES Corp/The) | Long | Equity-common | US | $146K | 8K | 0.02 |
| Affiliated Managers Group Inc | Long | Equity-common | US | $383K | 2K | 0.04 |
| Affirm Holdings Inc | Long | Equity-common | US | $184K | 6K | 0.02 |
| Aflac Inc | Long | Equity-common | US | $904K | 10K | 0.10 |
| AGCO Corp | Long | Equity-common | US | $458K | 5K | 0.05 |
| Agilent Technologies Inc | Long | Equity-common | US | $675K | 5K | 0.08 |
| agilon health Inc | Long | Equity-common | US | $37K | 6K | 0.00 |
| Agilysys Inc | Long | Equity-common | US | $16K | 153 | 0.00 |
| Agios Pharmaceuticals Inc | Long | Equity-common | US | $123K | 3K | 0.01 |
| Air Lease Corp | Long | Equity-common | US | $406K | 9K | 0.05 |
| Air Products and Chemicals Inc | Long | Equity-common | US | $556K | 2K | 0.06 |
| Air Transport Services Group Inc | Long | Equity-common | US | $61K | 4K | 0.01 |
| Airbnb Inc | Long | Equity-common | US | $318K | 2K | 0.04 |
| Airgain Inc | Long | Equity-common | US | $9K | 2K | 0.00 |
| Akamai Technologies Inc | Long | Equity-common | US | $368K | 4K | 0.04 |
| Alamo Group Inc | Long | Equity-common | US | $116K | 671 | 0.01 |
| Alarm.com Holdings Inc | Long | Equity-common | US | $138K | 2K | 0.02 |
| Alaska Air Group Inc | Long | Equity-common | US | $257K | 6K | 0.03 |
| Albany International Corp | Long | Equity-common | US | $181K | 2K | 0.02 |
| Albemarle Corp | Long | Equity-common | US | $250K | 3K | 0.03 |
| Albertsons Cos Inc | Long | Equity-common | US | $291K | 15K | 0.03 |
| Alcoa Corp | Long | Equity-common | US | $448K | 11K | 0.05 |
| Aldeyra Therapeutics Inc | Long | Equity-common | US | $13K | 4K | 0.00 |
| Alector Inc | Long | Equity-common | US | $8K | 2K | 0.00 |
| Alico Inc | Long | Equity-common | US | $8K | 310 | 0.00 |
| Alight Inc | Long | Equity-common | US | $50K | 7K | 0.01 |
| Align Technology Inc | Long | Equity-common | US | $260K | 1K | 0.03 |
| Alkami Technology Inc | Long | Equity-common | US | $34K | 1K | 0.00 |
| Alkermes PLC | Long | Equity-common | IE | $185K | 8K | 0.02 |
| Allakos Inc | Long | Equity-common | US | $198 | 198 | 0.00 |
| Allbirds Inc | Long | Equity-common | US | $1K | 2K | 0.00 |
| Allegiant Travel Co | Long | Equity-common | US | $66K | 1K | 0.01 |
| Allegion plc | Long | Equity-common | IE | $449K | 4K | 0.05 |
| Allegro MicroSystems Inc | Long | Equity-common | US | $100K | 4K | 0.01 |
| ALLETE Inc | Long | Equity-common | US | $152K | 2K | 0.02 |
| Alliant Energy Corp | Long | Equity-common | US | $239K | 5K | 0.03 |
| Allient Inc | Long | Equity-common | US | $29K | 1K | 0.00 |
| Allison Transmission Holdings Inc | Long | Equity-common | US | $603K | 8K | 0.07 |
| Allogene Therapeutics Inc | Long | Equity-common | US | $17K | 7K | 0.00 |
| Allovir Inc | Long | Equity-common | US | $2K | 3K | 0.00 |
| Allstate Corp/The | Long | Equity-common | US | $1M | 6K | 0.12 |
| Ally Financial Inc | Long | Equity-common | US | $646K | 16K | 0.07 |
| Alnylam Pharmaceuticals Inc | Long | Equity-common | US | $355K | 1K | 0.04 |
| Alpha & Omega Semiconductor Ltd | Long | Equity-common | BM | $37K | 978 | 0.00 |
| Alpha Metallurgical Resources Inc | Long | Equity-common | US | $226K | 805 | 0.03 |
| Alpha Teknova Inc | Long | Equity-common | US | $2K | 2K | 0.00 |
| Alphabet Inc | Long | Equity-common | US | $10M | 57K | 1.16 |
| Alphabet Inc | Long | Equity-common | US | $9M | 50K | 1.01 |
| Alta Equipment Group Inc | Long | Equity-common | US | $12K | 1K | 0.00 |
| Altair Engineering Inc | Long | Equity-common | US | $78K | 800 | 0.01 |
| Altice USA Inc | Long | Equity-common | US | $21K | 10K | 0.00 |
| Alto Ingredients Inc | Long | Equity-common | US | $7K | 5K | 0.00 |
| Altria Group Inc | Long | Equity-common | US | $490K | 11K | 0.05 |
| Altus Power Inc | Long | Equity-common | US | $13K | 3K | 0.00 |
| Amalgamated Financial Corp | Long | Equity-common | US | $25K | 896 | 0.00 |
| Amazon.com Inc | Long | Equity-common | US | $13M | 69K | 1.49 |
| Ambac Financial Group Inc | Long | Equity-common | US | $29K | 2K | 0.00 |
| Ambarella Inc | Long | Equity-common | KY | $94K | 2K | 0.01 |
| AMC Networks Inc | Long | Equity-common | US | $16K | 2K | 0.00 |
| Amcor PLC | Long | Equity-common | JE | $378K | 39K | 0.04 |
| Amdocs Ltd | Long | Equity-common | GG | $354K | 4K | 0.04 |
| Amedisys Inc | Long | Equity-common | US | $180K | 2K | 0.02 |
| Amerant Bancorp Inc | Long | Equity-common | US | $19K | 828 | 0.00 |
| Ameren Corp | Long | Equity-common | US | $286K | 4K | 0.03 |
| Ameresco Inc | Long | Equity-common | US | $87K | 3K | 0.01 |
| America's Car-Mart Inc/TX | Long | Equity-common | US | $28K | 473 | 0.00 |
| American Airlines Group Inc | Long | Equity-common | US | $167K | 15K | 0.02 |
| American Axle & Manufacturing Holdings Inc | Long | Equity-common | US | $51K | 7K | 0.01 |
| American Eagle Outfitters Inc | Long | Equity-common | US | $278K | 14K | 0.03 |
| American Electric Power Co Inc | Long | Equity-common | US | $289K | 3K | 0.03 |
| American Express Co | Long | Equity-common | US | $2M | 7K | 0.18 |
| American Financial Group Inc/OH | Long | Equity-common | US | $511K | 4K | 0.06 |
| American International Group Inc | Long | Equity-common | US | $988K | 13K | 0.11 |
| American Outdoor Brands Inc | Long | Equity-common | US | $16K | 2K | 0.00 |
| American Public Education Inc | Long | Equity-common | US | $26K | 1K | 0.00 |
| American Software Inc/GA | Long | Equity-common | US | $9K | 1K | 0.00 |
| American States Water Co | Long | Equity-common | US | $122K | 2K | 0.01 |
| American Superconductor Corp | Long | Equity-common | US | $40K | 2K | 0.00 |
| American Vanguard Corp | Long | Equity-common | US | $18K | 2K | 0.00 |
| American Water Works Co Inc | Long | Equity-common | US | $446K | 3K | 0.05 |
| American Well Corp | Long | Equity-common | US | $2K | 5K | 0.00 |
| American Woodmark Corp | Long | Equity-common | US | $88K | 1K | 0.01 |
| Ameriprise Financial Inc | Long | Equity-common | US | $2M | 4K | 0.20 |
| Ameris Bancorp | Long | Equity-common | US | $215K | 4K | 0.02 |
| AMERISAFE Inc | Long | Equity-common | US | $64K | 1K | 0.01 |
| Ames National Corp | Long | Equity-common | US | $10K | 508 | 0.00 |
| AMETEK Inc | Long | Equity-common | US | $886K | 5K | 0.10 |
| Amgen Inc | Long | Equity-common | US | $3M | 9K | 0.33 |
| Amkor Technology Inc | Long | Equity-common | US | $790K | 20K | 0.09 |
| AMMO Inc | Long | Equity-common | US | $14K | 8K | 0.00 |
| AMN Healthcare Services Inc | Long | Equity-common | US | $144K | 3K | 0.02 |
| Amneal Pharmaceuticals Inc | Long | Equity-common | US | $52K | 8K | 0.01 |
| Ampco-Pittsburgh Corp | Long | Equity-common | US | $602.14 | 782 | 0.00 |
| Amphastar Pharmaceuticals Inc | Long | Equity-common | US | $13K | 331 | 0.00 |
| Amphenol Corp | Long | Equity-common | US | $859K | 13K | 0.10 |
| Amplify Energy Corp | Long | Equity-common | US | $21K | 3K | 0.00 |
| Amplitude Inc | Long | Equity-common | US | $29K | 3K | 0.00 |
| AMREP Corp | Long | Equity-common | US | $8K | 442 | 0.00 |
| Amtech Systems Inc | Long | Equity-common | US | $7K | 1K | 0.00 |
| Analog Devices Inc | Long | Equity-common | US | $1M | 5K | 0.13 |
| AnaptysBio Inc | Long | Equity-common | US | $33K | 1K | 0.00 |
| Andersons Inc/The | Long | Equity-common | US | $120K | 2K | 0.01 |
| Angi Inc | Long | Equity-common | US | $3K | 2K | 0.00 |
| AngioDynamics Inc | Long | Equity-common | US | $19K | 3K | 0.00 |
| ANI Pharmaceuticals Inc | Long | Equity-common | US | $60K | 935 | 0.01 |
| Anika Therapeutics Inc | Long | Equity-common | US | $27K | 1K | 0.00 |
| ANSYS Inc | Long | Equity-common | US | $422K | 1K | 0.05 |
| Anterix Inc | Long | Equity-common | US | $46K | 1K | 0.01 |
| Antero Midstream Corp | Long | Equity-common | US | $368K | 25K | 0.04 |
| Antero Resources Corp | Long | Equity-common | US | $263K | 8K | 0.03 |
| Anywhere Real Estate Inc | Long | Equity-common | US | $24K | 7K | 0.00 |
| Aon PLC | Long | Equity-common | IE | $374K | 1K | 0.04 |
| APA Corp | Long | Equity-common | US | $427K | 14K | 0.05 |
| API Group Corp | Long | Equity-common | US | $196K | 5K | 0.02 |
| Apogee Enterprises Inc | Long | Equity-common | US | $95K | 2K | 0.01 |
| Apollo Global Management Inc | Long | Equity-common | US | $288K | 2K | 0.03 |
| Appfolio Inc | Long | Equity-common | US | $74K | 301 | 0.01 |
| Apple Inc | Long | Equity-common | US | $44M | 209K | 4.92 |
| Applied Industrial Technologies Inc | Long | Equity-common | US | $431K | 2K | 0.05 |
| Applied Materials Inc | Long | Equity-common | US | $2M | 8K | 0.20 |
| Applied Optoelectronics Inc | Long | Equity-common | US | $10K | 1K | 0.00 |
| AppLovin Corp | Long | Equity-common | US | $630K | 8K | 0.07 |
| AptarGroup Inc | Long | Equity-common | US | $504K | 4K | 0.06 |
| Aptiv PLC | Long | Equity-common | JE | $335K | 5K | 0.04 |
| Apyx Medical Corp | Long | Equity-common | US | $4K | 3K | 0.00 |
| Aramark | Long | Equity-common | US | $336K | 10K | 0.04 |
| ARC Document Solutions Inc | Long | Equity-common | US | $10K | 4K | 0.00 |
| Arcadium Lithium PLC | Long | Equity-common | JE | $60K | 18K | 0.01 |
| ArcBest Corp | Long | Equity-common | US | $199K | 2K | 0.02 |
| Arch Capital Group Ltd | Long | Equity-common | BM | $1M | 11K | 0.12 |
| Arch Resources Inc | Long | Equity-common | US | $193K | 1K | 0.02 |
| Archer-Daniels-Midland Co | Long | Equity-common | US | $71K | 1K | 0.01 |
| Archrock Inc | Long | Equity-common | US | $240K | 12K | 0.03 |
| Arcosa Inc | Long | Equity-common | US | $249K | 3K | 0.03 |
| Arcturus Therapeutics Holdings Inc | Long | Equity-common | US | $7K | 271 | 0.00 |
| Arcus Biosciences Inc | Long | Equity-common | US | $87K | 6K | 0.01 |
| Ardagh Metal Packaging SA | Long | Equity-common | LU | $14K | 4K | 0.00 |
| Ardmore Shipping Corp | Long | Equity-common | MH | $63K | 3K | 0.01 |
| Ares Management Corp | Long | Equity-common | US | $236K | 2K | 0.03 |
| Argan Inc | Long | Equity-common | US | $85K | 1K | 0.01 |
| Arhaus Inc | Long | Equity-common | US | $40K | 2K | 0.00 |
| Arista Networks Inc | Long | Equity-common | US | $623K | 2K | 0.07 |
| Arko Corp | Long | Equity-common | US | $27K | 4K | 0.00 |
| Armstrong World Industries Inc | Long | Equity-common | US | $360K | 3K | 0.04 |
| Array Technologies Inc | Long | Equity-common | US | $47K | 5K | 0.01 |
| Arrow Electronics Inc | Long | Equity-common | US | $479K | 4K | 0.05 |
| Arrow Financial Corp | Long | Equity-common | US | $34K | 1K | 0.00 |
| Artesian Resources Corp | Long | Equity-common | US | $20K | 575 | 0.00 |
| Arthur J Gallagher & Co | Long | Equity-common | US | $659K | 3K | 0.07 |
| Artisan Partners Asset Management Inc | Long | Equity-common | US | $204K | 5K | 0.02 |
| Artivion Inc | Long | Equity-common | US | $66K | 3K | 0.01 |
| Arvinas Inc | Long | Equity-common | US | $32K | 1K | 0.00 |
| Asbury Automotive Group Inc | Long | Equity-common | US | $280K | 1K | 0.03 |
| ASGN Inc | Long | Equity-common | US | $289K | 3K | 0.03 |
| Ashford Inc | Long | Equity-common | US | $3K | 690 | 0.00 |
| Ashland Inc | Long | Equity-common | US | $371K | 4K | 0.04 |
| Aspen Aerogels Inc | Long | Equity-common | US | $53K | 2K | 0.01 |
| Aspen Technology Inc | Long | Equity-common | US | $291K | 1K | 0.03 |
| Assertio Holdings Inc | Long | Equity-common | US | $1K | 937 | 0.00 |
| AssetMark Financial Holdings Inc | Long | Equity-common | US | $94K | 3K | 0.01 |
| Associated Banc-Corp | Long | Equity-common | US | $200K | 9K | 0.02 |
| Associated Capital Group Inc | Long | Equity-common | US | $9K | 251 | 0.00 |
| Assurant Inc | Long | Equity-common | US | $500K | 3K | 0.06 |
| Assured Guaranty Ltd | Long | Equity-common | BM | $454K | 6K | 0.05 |
| Astec Industries Inc | Long | Equity-common | US | $43K | 1K | 0.00 |
| Astrana Health Inc | Long | Equity-common | US | $123K | 3K | 0.01 |
| Astronics Corp | Long | Equity-common | US | $47K | 2K | 0.01 |
| Astronics Corp | Long | Equity-common | US | $21K | 1K | 0.00 |
| Asure Software Inc | Long | Equity-common | US | $14K | 2K | 0.00 |
| AT&T Inc | Long | Equity-common | US | $2M | 126K | 0.27 |
| Atea Pharmaceuticals Inc | Long | Equity-common | US | $13K | 4K | 0.00 |
| Athira Pharma Inc | Long | Equity-common | US | $13K | 5K | 0.00 |
| ATI Inc | Long | Equity-common | US | $421K | 8K | 0.05 |
| Atkore Inc | Long | Equity-common | US | $439K | 3K | 0.05 |
| Atlanta Braves Holdings Inc | Long | Equity-common | US | $67K | 2K | 0.01 |
| Atlanta Braves Holdings Inc | Long | Equity-common | US | $7K | 161 | 0.00 |
| Atlantic Union Bankshares Corp | Long | Equity-common | US | $197K | 6K | 0.02 |
| Atlanticus Holdings Corp | Long | Equity-common | US | $10K | 351 | 0.00 |
| Atlassian Corp | Long | Equity-common | US | $56K | 315 | 0.01 |
| Atmos Energy Corp | Long | Equity-common | US | $311K | 3K | 0.03 |
| ATN International Inc | Long | Equity-common | US | $25K | 1K | 0.00 |
| AtriCure Inc | Long | Equity-common | US | $55K | 2K | 0.01 |
| Atrion Corp | Long | Equity-common | US | $38K | 84 | 0.00 |
| Aurora Innovation Inc | Long | Equity-common | US | $86K | 31K | 0.01 |
| Autodesk Inc | Long | Equity-common | US | $782K | 3K | 0.09 |
| Autoliv Inc | Long | Equity-common | US | $642K | 6K | 0.07 |
| Automatic Data Processing Inc | Long | Equity-common | US | $2M | 8K | 0.21 |
| AutoNation Inc | Long | Equity-common | US | $528K | 3K | 0.06 |
| AutoZone Inc | Long | Equity-common | US | $350K | 118 | 0.04 |
| Avangrid Inc | Long | Equity-common | US | $28K | 778 | 0.00 |
| Avanos Medical Inc | Long | Equity-common | US | $57K | 3K | 0.01 |
| Avantor Inc | Long | Equity-common | US | $276K | 13K | 0.03 |
| AvePoint Inc | Long | Equity-common | US | $34K | 3K | 0.00 |
| Avery Dennison Corp | Long | Equity-common | US | $706K | 3K | 0.08 |
| Aviat Networks Inc | Long | Equity-common | US | $23K | 797 | 0.00 |
| Avid Bioservices Inc | Long | Equity-common | US | $8K | 1K | 0.00 |
| Avidity Biosciences Inc | Long | Equity-common | US | $130K | 3K | 0.01 |
| AvidXchange Holdings Inc | Long | Equity-common | US | $111K | 9K | 0.01 |
| Avient Corp | Long | Equity-common | US | $285K | 7K | 0.03 |
| Avis Budget Group Inc | Long | Equity-common | US | $128K | 1K | 0.01 |
| Avista Corp | Long | Equity-common | US | $93K | 3K | 0.01 |
| Avita Medical Inc | Long | Equity-common | US | $15K | 2K | 0.00 |
| Avnet Inc | Long | Equity-common | US | $310K | 6K | 0.03 |
| Axalta Coating Systems Ltd | Long | Equity-common | BM | $539K | 16K | 0.06 |
| Axcelis Technologies Inc | Long | Equity-common | US | $307K | 2K | 0.03 |
| Axis Capital Holdings Ltd | Long | Equity-common | BM | $378K | 5K | 0.04 |
| Axogen Inc | Long | Equity-common | US | $12K | 2K | 0.00 |
| Axon Enterprise Inc | Long | Equity-common | US | $181K | 615 | 0.02 |
| Axonics Inc | Long | Equity-common | US | $145K | 2K | 0.02 |
| Axos Financial Inc | Long | Equity-common | US | $246K | 4K | 0.03 |
| AXT Inc | Long | Equity-common | US | $4K | 1K | 0.00 |
| AZEK Co Inc/The | Long | Equity-common | US | $157K | 4K | 0.02 |
| Azenta Inc | Long | Equity-common | US | $94K | 2K | 0.01 |
| AZZ Inc | Long | Equity-common | US | $155K | 2K | 0.02 |
| B Riley Financial Inc | Long | Equity-common | US | $3K | 150 | 0.00 |
| B&G Foods Inc | Long | Equity-common | US | $39K | 5K | 0.00 |
| Badger Meter Inc | Long | Equity-common | US | $237K | 1K | 0.03 |
| Baker Hughes Co | Long | Equity-common | US | $909K | 26K | 0.10 |
| Balchem Corp | Long | Equity-common | US | $242K | 2K | 0.03 |
| Baldwin Insurance Group Inc/The | Long | Equity-common | US | $79K | 2K | 0.01 |
| Ball Corp | Long | Equity-common | US | $569K | 9K | 0.06 |
| Banc of California Inc | Long | Equity-common | US | $111K | 9K | 0.01 |
| BancFirst Corp | Long | Equity-common | US | $206K | 2K | 0.02 |
| Bancorp Inc/The | Long | Equity-common | US | $205K | 5K | 0.02 |
| Bandwidth Inc | Long | Equity-common | US | $36K | 2K | 0.00 |
| Bank of America Corp | Long | Equity-common | US | $4M | 88K | 0.39 |
| Bank of Hawaii Corp | Long | Equity-common | US | $151K | 3K | 0.02 |
| Bank of Marin Bancorp | Long | Equity-common | US | $18K | 1K | 0.00 |
| Bank of New York Mellon Corp/The | Long | Equity-common | US | $880K | 15K | 0.10 |
| Bank of NT Butterfield & Son Ltd/The | Long | Equity-common | BM | $119K | 3K | 0.01 |
| Bank OZK | Long | Equity-common | US | $363K | 9K | 0.04 |
| Bank7 Corp | Long | Equity-common | US | $22K | 716 | 0.00 |
| BankFinancial Corp | Long | Equity-common | US | $11K | 1K | 0.00 |
| BankUnited Inc | Long | Equity-common | US | $170K | 6K | 0.02 |
| Bankwell Financial Group Inc | Long | Equity-common | US | $10K | 404 | 0.00 |
| Banner Corp | Long | Equity-common | US | $96K | 2K | 0.01 |
| Bar Harbor Bankshares | Long | Equity-common | US | $20K | 748 | 0.00 |
| Barnes Group Inc | Long | Equity-common | US | $130K | 3K | 0.01 |
| Barrett Business Services Inc | Long | Equity-common | US | $100K | 3K | 0.01 |
| Bassett Furniture Industries Inc | Long | Equity-common | US | $10K | 722 | 0.00 |
| Bath & Body Works Inc | Long | Equity-common | US | $182K | 5K | 0.02 |
| Battalion Oil Corp | Long | Equity-common | US | $96.86 | 29 | 0.00 |
| Baxter International Inc | Long | Equity-common | US | $410K | 12K | 0.05 |
| BayCom Corp | Long | Equity-common | US | $36K | 2K | 0.00 |
| BCB Bancorp Inc | Long | Equity-common | US | $10K | 920 | 0.00 |
| Beacon Roofing Supply Inc | Long | Equity-common | US | $449K | 5K | 0.05 |
| Beam Therapeutics Inc | Long | Equity-common | US | $90K | 4K | 0.01 |
| Beazer Homes USA Inc | Long | Equity-common | US | $63K | 2K | 0.01 |
| Becton Dickinson & Co | Long | Equity-common | US | $706K | 3K | 0.08 |
| Bel Fuse Inc | Long | Equity-common | US | $58K | 886 | 0.01 |
| Belden Inc | Long | Equity-common | US | $250K | 3K | 0.03 |
| BellRing Brands Inc | Long | Equity-common | US | $293K | 5K | 0.03 |
| Benchmark Electronics Inc | Long | Equity-common | US | $98K | 2K | 0.01 |
| Bentley Systems Inc | Long | Equity-common | US | $142K | 3K | 0.02 |
| Berkshire Hathaway Inc | Long | Equity-common | US | $7M | 18K | 0.83 |
| Berkshire Hills Bancorp Inc | Long | Equity-common | US | $100K | 4K | 0.01 |
| Berry Corp | Long | Equity-common | US | $22K | 3K | 0.00 |
| Berry Global Group Inc | Long | Equity-common | US | $611K | 10K | 0.07 |
| Best Buy Co Inc | Long | Equity-common | US | $953K | 11K | 0.11 |
| Beyond Air Inc | Long | Equity-common | US | $1K | 2K | 0.00 |
| Beyond Inc | Long | Equity-common | US | $48K | 4K | 0.01 |
| BGC Group Inc | Long | Equity-common | US | $148K | 18K | 0.02 |
| BGSF Inc | Long | Equity-common | US | $4K | 458 | 0.00 |
| Big 5 Sporting Goods Corp | Long | Equity-common | US | $3K | 952 | 0.00 |
| Big Lots Inc | Long | Equity-common | US | $5K | 3K | 0.00 |
| Biglari Holdings Inc | Long | Equity-common | US | $25K | 131 | 0.00 |
| Biglari Holdings Inc | Long | Equity-common | US | $5K | 5 | 0.00 |
| BILL Holdings Inc | Long | Equity-common | US | $96K | 2K | 0.01 |
| Bio-Rad Laboratories Inc | Long | Equity-common | US | $156K | 570 | 0.02 |
| Bio-Techne Corp | Long | Equity-common | US | $209K | 3K | 0.02 |
| Biogen Inc | Long | Equity-common | US | $692K | 3K | 0.08 |
| BioLife Solutions Inc | Long | Equity-common | US | $84K | 4K | 0.01 |
| BioMarin Pharmaceutical Inc | Long | Equity-common | US | $235K | 3K | 0.03 |
| BJ's Restaurants Inc | Long | Equity-common | US | $64K | 2K | 0.01 |
| BJ's Wholesale Club Holdings Inc | Long | Equity-common | US | $587K | 7K | 0.07 |
| Black Hills Corp | Long | Equity-common | US | $52K | 964 | 0.01 |
| Blackbaud Inc | Long | Equity-common | US | $174K | 2K | 0.02 |
| BlackLine Inc | Long | Equity-common | US | $35K | 719 | 0.00 |
| BlackRock Inc | Long | Equity-common | US | $1M | 1K | 0.11 |
| Blackstone Inc | Long | Equity-common | US | $205K | 2K | 0.02 |
| Block Inc | Long | Equity-common | US | $370K | 6K | 0.04 |
| Bloomin' Brands Inc | Long | Equity-common | US | $115K | 6K | 0.01 |
| Blue Bird Corp | Long | Equity-common | US | $44K | 812 | 0.00 |
| Blue Foundry Bancorp | Long | Equity-common | US | $17K | 2K | 0.00 |
| Blue Ridge Bankshares Inc | Long | Equity-common | US | $2K | 816 | 0.00 |
| Bluebird Bio Inc | Long | Equity-common | US | $3K | 3K | 0.00 |
| BlueLinx Holdings Inc | Long | Equity-common | US | $36K | 383 | 0.00 |
| BM Technologies Inc | Long | Equity-common | US | $942.75 | 419 | 0.00 |
| Boeing Co/The | Long | Equity-common | US | $633K | 3K | 0.07 |
| Boise Cascade Co | Long | Equity-common | US | $270K | 2K | 0.03 |
| BOK Financial Corp | Long | Equity-common | US | $289K | 3K | 0.03 |
| Booking Holdings Inc | Long | Equity-common | US | $860K | 217 | 0.10 |
| Boot Barn Holdings Inc | Long | Equity-common | US | $306K | 2K | 0.03 |
| Booz Allen Hamilton Holding Corp | Long | Equity-common | US | $752K | 5K | 0.08 |
| BorgWarner Inc | Long | Equity-common | US | $404K | 13K | 0.05 |
| Boston Beer Co Inc/The | Long | Equity-common | US | $161K | 527 | 0.02 |
| Boston Omaha Corp | Long | Equity-common | US | $14K | 1K | 0.00 |
| Boston Scientific Corp | Long | Equity-common | US | $862K | 11K | 0.10 |
| Bowman Consulting Group Ltd | Long | Equity-common | US | $14K | 429 | 0.00 |
| Box Inc | Long | Equity-common | US | $28K | 1K | 0.00 |
| Boyd Gaming Corp | Long | Equity-common | US | $169K | 3K | 0.02 |
| Brady Corp | Long | Equity-common | US | $183K | 3K | 0.02 |
| Bread Financial Holdings Inc | Long | Equity-common | US | $147K | 3K | 0.02 |
| Bridgewater Bancshares Inc | Long | Equity-common | US | $15K | 1K | 0.00 |
| Bright Horizons Family Solutions Inc | Long | Equity-common | US | $271K | 2K | 0.03 |
| Brightcove Inc | Long | Equity-common | US | $8K | 4K | 0.00 |
| Brighthouse Financial Inc | Long | Equity-common | US | $213K | 5K | 0.02 |
| Brightsphere Investment Group Inc | Long | Equity-common | US | $55K | 2K | 0.01 |
| BrightView Holdings Inc | Long | Equity-common | US | $50K | 4K | 0.01 |
| Brink's Co/The | Long | Equity-common | US | $311K | 3K | 0.03 |
| Brinker International Inc | Long | Equity-common | US | $136K | 2K | 0.02 |
| Bristol-Myers Squibb Co | Long | Equity-common | US | $2M | 44K | 0.20 |
| Bristow Group Inc | Long | Equity-common | US | $44K | 1K | 0.00 |
| Broadcom Inc | Long | Equity-common | US | $4M | 2K | 0.41 |
| Broadridge Financial Solutions Inc | Long | Equity-common | US | $755K | 4K | 0.08 |
| Brookdale Senior Living Inc | Long | Equity-common | US | $100K | 15K | 0.01 |
| Brookfield Asset Management Ltd | Long | Equity-common | CA | $109K | 3K | 0.01 |
| Brookfield Renewable Corp | Long | Equity-common | CA | $170K | 6K | 0.02 |
| Brookline Bancorp Inc | Long | Equity-common | US | $57K | 7K | 0.01 |
| Brown & Brown Inc | Long | Equity-common | US | $699K | 8K | 0.08 |
| Brown-Forman Corp | Long | Equity-common | US | $292K | 7K | 0.03 |
| Brown-Forman Corp | Long | Equity-common | US | $74K | 2K | 0.01 |
| Bruker Corp | Long | Equity-common | US | $478K | 7K | 0.05 |
| Brunswick Corp/DE | Long | Equity-common | US | $385K | 5K | 0.04 |
| Buckle Inc/The | Long | Equity-common | US | $113K | 3K | 0.01 |
| Build-A-Bear Workshop Inc | Long | Equity-common | US | $29K | 1K | 0.00 |
| Builders FirstSource Inc | Long | Equity-common | US | $753K | 5K | 0.08 |
| Bumble Inc | Long | Equity-common | US | $67K | 6K | 0.01 |
| Bunge Global SA | Long | Equity-common | CH | $519K | 5K | 0.06 |
| Burke & Herbert Financial Services Corp | Long | Equity-common | US | $12K | 226 | 0.00 |
| Burlington Stores Inc | Long | Equity-common | US | $413K | 2K | 0.05 |
| Business First Bancshares Inc | Long | Equity-common | US | $16K | 727 | 0.00 |
| BWX Technologies Inc | Long | Equity-common | US | $517K | 5K | 0.06 |
| Byline Bancorp Inc | Long | Equity-common | US | $28K | 1K | 0.00 |
| Byrna Technologies Inc | Long | Equity-common | US | $19K | 2K | 0.00 |
| C&F Financial Corp | Long | Equity-common | US | $12K | 247 | 0.00 |
| Cable One Inc | Long | Equity-common | US | $69K | 196 | 0.01 |
| Cabot Corp | Long | Equity-common | US | $363K | 4K | 0.04 |
| CACI International Inc | Long | Equity-common | US | $549K | 1K | 0.06 |
| Cactus Inc | Long | Equity-common | US | $140K | 3K | 0.02 |
| Cadeler A/S | Long | Equity-common | DK | $11K | 454 | 0.00 |
| Cadence Bank | Long | Equity-common | US | $400K | 14K | 0.04 |
| Cadence Design Systems Inc | Long | Equity-common | US | $364K | 1K | 0.04 |
| Cadre Holdings Inc | Long | Equity-common | US | $25K | 739 | 0.00 |
| Caesars Entertainment Inc | Long | Equity-common | US | $230K | 6K | 0.03 |
| Cal-Maine Foods Inc | Long | Equity-common | US | $209K | 3K | 0.02 |
| Calavo Growers Inc | Long | Equity-common | US | $18K | 781 | 0.00 |
| Caledonia Mining Corp PLC | Long | Equity-common | JE | $12K | 1K | 0.00 |
| Caleres Inc | Long | Equity-common | US | $106K | 3K | 0.01 |
| California BanCorp | Long | Equity-common | US | $9K | 410 | 0.00 |
| California Resources Corp | Long | Equity-common | US | $229K | 4K | 0.03 |
| California Water Service Group | Long | Equity-common | US | $106K | 2K | 0.01 |
| Calix Inc | Long | Equity-common | US | $63K | 2K | 0.01 |
| Cambium Networks Corp | Long | Equity-common | KY | $4K | 1K | 0.00 |
| Cambridge Bancorp | Long | Equity-common | US | $13K | 195 | 0.00 |
| Camden National Corp | Long | Equity-common | US | $39K | 1K | 0.00 |
| Campbell Soup Co | Long | Equity-common | US | $503K | 11K | 0.06 |
| Camping World Holdings Inc | Long | Equity-common | US | $26K | 1K | 0.00 |
| Cantaloupe Inc | Long | Equity-common | US | $35K | 5K | 0.00 |
| Capital Bancorp Inc | Long | Equity-common | US | $13K | 649 | 0.00 |
| Capital City Bank Group Inc | Long | Equity-common | US | $29K | 1K | 0.00 |
| Capital One Financial Corp | Long | Equity-common | US | $1M | 7K | 0.11 |
| Capitol Federal Financial Inc | Long | Equity-common | US | $58K | 11K | 0.01 |
| Capri Holdings Ltd | Long | Equity-common | VG | $227K | 7K | 0.03 |
| Cardinal Health Inc | Long | Equity-common | US | $438K | 4K | 0.05 |
| Cardlytics Inc | Long | Equity-common | US | $48K | 6K | 0.01 |
| CareDx Inc | Long | Equity-common | US | $40K | 3K | 0.00 |
| Cargurus Inc | Long | Equity-common | US | $127K | 5K | 0.01 |
| Caribou Biosciences Inc | Long | Equity-common | US | $6K | 4K | 0.00 |
| Carlisle Cos Inc | Long | Equity-common | US | $716K | 2K | 0.08 |
| Carlyle Group Inc/The | Long | Equity-common | US | $374K | 9K | 0.04 |
| CarMax Inc | Long | Equity-common | US | $369K | 5K | 0.04 |
| Carnival Corp | Long | Equity-common | PA | $300K | 16K | 0.03 |
| CarParts.com Inc | Long | Equity-common | US | $3K | 3K | 0.00 |
| Carpenter Technology Corp | Long | Equity-common | US | $287K | 3K | 0.03 |
| Carriage Services Inc | Long | Equity-common | US | $44K | 2K | 0.00 |
| Carrier Global Corp | Long | Equity-common | US | $771K | 12K | 0.09 |
| Cars.com Inc | Long | Equity-common | US | $90K | 5K | 0.01 |
| Carter Bankshares Inc | Long | Equity-common | US | $18K | 1K | 0.00 |
| Carter's Inc | Long | Equity-common | US | $191K | 3K | 0.02 |
| Carvana Co | Long | Equity-common | US | $116K | 904 | 0.01 |
| Casella Waste Systems Inc | Long | Equity-common | US | $240K | 2K | 0.03 |
| Casey's General Stores Inc | Long | Equity-common | US | $836K | 2K | 0.09 |
| Cass Information Systems Inc | Long | Equity-common | US | $43K | 1K | 0.00 |
| Castle Biosciences Inc | Long | Equity-common | US | $17K | 800 | 0.00 |
| Catalent Inc | Long | Equity-common | US | $238K | 4K | 0.03 |
| Catalyst Pharmaceuticals Inc | Long | Equity-common | US | $39K | 3K | 0.00 |
| Caterpillar Inc | Long | Equity-common | US | $3M | 10K | 0.36 |
| Cathay General Bancorp | Long | Equity-common | US | $193K | 5K | 0.02 |
| Cato Corp/The | Long | Equity-common | US | $13K | 2K | 0.00 |
| Cavco Industries Inc | Long | Equity-common | US | $188K | 542 | 0.02 |
| CBIZ Inc | Long | Equity-common | US | $217K | 3K | 0.02 |
| Cboe Global Markets Inc | Long | Equity-common | US | $491K | 3K | 0.05 |
| CBRE Group Inc | Long | Equity-common | US | $659K | 7K | 0.07 |
| CCC Intelligent Solutions Holdings Inc | Long | Equity-common | US | $74K | 7K | 0.01 |
| CDW Corp/DE | Long | Equity-common | US | $999K | 4K | 0.11 |
| CECO Environmental Corp | Long | Equity-common | US | $34K | 1K | 0.00 |
| Celanese Corp | Long | Equity-common | US | $399K | 3K | 0.04 |
| Celcuity Inc | Long | Equity-common | US | $16K | 961 | 0.00 |
| Celsius Holdings Inc | Long | Equity-common | US | $179K | 3K | 0.02 |
| Cencora Inc | Long | Equity-common | US | $969K | 4K | 0.11 |
| Centene Corp | Long | Equity-common | US | $767K | 12K | 0.09 |
| CenterPoint Energy Inc | Long | Equity-common | US | $336K | 11K | 0.04 |
| Central Garden & Pet Co | Long | Equity-common | US | $146K | 4K | 0.02 |
| Central Garden & Pet Co | Long | Equity-common | US | $34K | 894 | 0.00 |
| Central Pacific Financial Corp | Long | Equity-common | US | $38K | 2K | 0.00 |
| Centrus Energy Corp | Long | Equity-common | US | $30K | 700 | 0.00 |
| Century Aluminum Co | Long | Equity-common | US | $106K | 6K | 0.01 |
| Century Communities Inc | Long | Equity-common | US | $206K | 3K | 0.02 |
| Cerence Inc | Long | Equity-common | US | $7K | 2K | 0.00 |
| Certara Inc | Long | Equity-common | US | $124K | 9K | 0.01 |
| CEVA Inc | Long | Equity-common | US | $20K | 1K | 0.00 |
| CF Bankshares Inc | Long | Equity-common | US | $9K | 455 | 0.00 |
| CF Industries Holdings Inc | Long | Equity-common | US | $666K | 9K | 0.07 |
| CH Robinson Worldwide Inc | Long | Equity-common | US | $555K | 6K | 0.06 |
| ChampionX Corp | Long | Equity-common | US | $346K | 10K | 0.04 |
| Charles River Laboratories International Inc | Long | Equity-common | US | $334K | 2K | 0.04 |
| Charles Schwab Corp/The | Long | Equity-common | US | $1M | 19K | 0.16 |
| Charter Communications Inc | Long | Equity-common | US | $694K | 2K | 0.08 |
| Cheesecake Factory Inc/The | Long | Equity-common | US | $132K | 3K | 0.01 |
| Chefs' Warehouse Inc/The | Long | Equity-common | US | $109K | 3K | 0.01 |
| Chegg Inc | Long | Equity-common | US | $25K | 8K | 0.00 |
| Chemed Corp | Long | Equity-common | US | $431K | 794 | 0.05 |
| Chemours Co/The | Long | Equity-common | US | $236K | 10K | 0.03 |
| Chemung Financial Corp | Long | Equity-common | US | $17K | 348 | 0.00 |
| Cheniere Energy Inc | Long | Equity-common | US | $1M | 7K | 0.13 |
| Chesapeake Energy Corp | Long | Equity-common | US | $698K | 8K | 0.08 |
| Chesapeake Utilities Corp | Long | Equity-common | US | $96K | 908 | 0.01 |
| Chevron Corp | Long | Equity-common | US | $4M | 28K | 0.49 |
| Chewy Inc | Long | Equity-common | US | $50K | 2K | 0.01 |
| Chicago Rivet & Machine Co | Long | Equity-common | US | $3K | 189 | 0.00 |
| Children's Place Inc/The | Long | Equity-common | US | $4K | 524 | 0.00 |
| Chipotle Mexican Grill Inc | Long | Equity-common | US | $949K | 15K | 0.11 |
| Choice Hotels International Inc | Long | Equity-common | US | $274K | 2K | 0.03 |
| Chord Energy Corp | Long | Equity-common | US | $260K | 2K | 0.03 |
| Chubb Ltd | Long | Equity-common | CH | $1M | 5K | 0.15 |
| Church & Dwight Co Inc | Long | Equity-common | US | $452K | 4K | 0.05 |
| Churchill Downs Inc | Long | Equity-common | US | $377K | 3K | 0.04 |
| Chuy's Holdings Inc | Long | Equity-common | US | $31K | 1K | 0.00 |
| Ciena Corp | Long | Equity-common | US | $250K | 5K | 0.03 |
| Cigna Group/The | Long | Equity-common | US | $2M | 5K | 0.19 |
| Cimpress PLC | Long | Equity-common | IE | $80K | 912 | 0.01 |
| Cincinnati Financial Corp | Long | Equity-common | US | $485K | 4K | 0.05 |
| Cinemark Holdings Inc | Long | Equity-common | US | $168K | 8K | 0.02 |
| Cintas Corp | Long | Equity-common | US | $880K | 1K | 0.10 |
| Cirrus Logic Inc | Long | Equity-common | US | $594K | 5K | 0.07 |
| Cisco Systems Inc | Long | Equity-common | US | $3M | 54K | 0.29 |
| Citi Trends Inc | Long | Equity-common | US | $31K | 1K | 0.00 |
| Citigroup Inc | Long | Equity-common | US | $2M | 25K | 0.18 |
| Citizens & Northern Corp | Long | Equity-common | US | $15K | 830 | 0.00 |
| Citizens Community Bancorp Inc/WI | Long | Equity-common | US | $2K | 134 | 0.00 |
| Citizens Financial Group Inc | Long | Equity-common | US | $388K | 11K | 0.04 |
| Citizens Financial Services Inc | Long | Equity-common | US | $16K | 346.43 | 0.00 |
| City Holding Co | Long | Equity-common | US | $112K | 1K | 0.01 |
| Civeo Corp | Long | Equity-common | CA | $16K | 630 | 0.00 |
| Civista Bancshares Inc | Long | Equity-common | US | $29K | 2K | 0.00 |
| Civitas Resources Inc | Long | Equity-common | US | $212K | 3K | 0.02 |
| CKX Lands Inc | Long | Equity-common | US | $1K | 100 | 0.00 |
| Clarivate PLC | Long | Equity-common | JE | $36K | 6K | 0.00 |
| Clean Energy Fuels Corp | Long | Equity-common | US | $56K | 21K | 0.01 |
| Clean Harbors Inc | Long | Equity-common | US | $899K | 4K | 0.10 |
| Cleanspark Inc | Long | Equity-common | US | $124K | 8K | 0.01 |
| Clearfield Inc | Long | Equity-common | US | $32K | 826 | 0.00 |
| Clearwater Paper Corp | Long | Equity-common | US | $73K | 2K | 0.01 |
| Clearway Energy Inc | Long | Equity-common | US | $87K | 4K | 0.01 |
| Clearway Energy Inc | Long | Equity-common | US | $45K | 2K | 0.01 |
| Cleveland-Cliffs Inc | Long | Equity-common | US | $422K | 27K | 0.05 |
| Climb Global Solutions Inc | Long | Equity-common | US | $21K | 332 | 0.00 |
| Clorox Co/The | Long | Equity-common | US | $308K | 2K | 0.03 |
| Cloudflare Inc | Long | Equity-common | US | $40K | 488 | 0.00 |
| CME Group Inc | Long | Equity-common | US | $590K | 3K | 0.07 |
| CMS Energy Corp | Long | Equity-common | US | $303K | 5K | 0.03 |
| CNB Financial Corp/PA | Long | Equity-common | US | $28K | 1K | 0.00 |
| CNO Financial Group Inc | Long | Equity-common | US | $171K | 6K | 0.02 |
| CNX Resources Corp | Long | Equity-common | US | $381K | 16K | 0.04 |
| Coastal Financial Corp/WA | Long | Equity-common | US | $45K | 985 | 0.01 |
| Coca-Cola Co/The | Long | Equity-common | US | $3M | 44K | 0.31 |
| Coca-Cola Consolidated Inc | Long | Equity-common | US | $577K | 532 | 0.06 |
| Coda Octopus Group Inc | Long | Equity-common | US | $15K | 2K | 0.00 |
| Codorus Valley Bancorp Inc | Long | Equity-common | US | $9K | 389 | 0.00 |
| Coeur Mining Inc | Long | Equity-common | US | $128K | 23K | 0.01 |
| Cogent Biosciences Inc | Long | Equity-common | US | $21K | 2K | 0.00 |
| Cognex Corp | Long | Equity-common | US | $213K | 5K | 0.02 |
| Cognizant Technology Solutions Corp | Long | Equity-common | US | $720K | 11K | 0.08 |
| Cohen & Steers Inc | Long | Equity-common | US | $198K | 3K | 0.02 |
| Coherent Corp | Long | Equity-common | US | $236K | 3K | 0.03 |
| Cohu Inc | Long | Equity-common | US | $120K | 4K | 0.01 |
| Coinbase Global Inc | Long | Equity-common | US | $256K | 1K | 0.03 |
| Colgate-Palmolive Co | Long | Equity-common | US | $581K | 6K | 0.06 |
| Collegium Pharmaceutical Inc | Long | Equity-common | US | $49K | 2K | 0.01 |
| Colony Bankcorp Inc | Long | Equity-common | US | $10K | 809 | 0.00 |
| Columbia Banking System Inc | Long | Equity-common | US | $36K | 2K | 0.00 |
| Columbia Financial Inc | Long | Equity-common | US | $87K | 6K | 0.01 |
| Columbia Sportswear Co | Long | Equity-common | US | $309K | 4K | 0.03 |
| Columbus McKinnon Corp/NY | Long | Equity-common | US | $56K | 2K | 0.01 |
| Comcast Corp | Long | Equity-common | US | $3M | 83K | 0.36 |
| Comerica Inc | Long | Equity-common | US | $284K | 6K | 0.03 |
| Comfort Systems USA Inc | Long | Equity-common | US | $726K | 2K | 0.08 |
| Commerce Bancshares Inc/MO | Long | Equity-common | US | $383K | 7K | 0.04 |
| Commercial Metals Co | Long | Equity-common | US | $391K | 7K | 0.04 |
| Commercial Vehicle Group Inc | Long | Equity-common | US | $20K | 4K | 0.00 |
| Community Financial System Inc | Long | Equity-common | US | $166K | 4K | 0.02 |
| Community Health Systems Inc | Long | Equity-common | US | $20K | 6K | 0.00 |
| Community Trust Bancorp Inc | Long | Equity-common | US | $69K | 2K | 0.01 |
| Community West Bancshares | Long | Equity-common | US | $24K | 1K | 0.00 |
| CommVault Systems Inc | Long | Equity-common | US | $55K | 456 | 0.01 |
| Compass Inc | Long | Equity-common | US | $88K | 24K | 0.01 |
| Compass Minerals International Inc | Long | Equity-common | US | $21K | 2K | 0.00 |
| comScore Inc | Long | Equity-common | US | $411.51 | 29 | 0.00 |
| Comstock Resources Inc | Long | Equity-common | US | $121K | 12K | 0.01 |
| Comtech Telecommunications Corp | Long | Equity-common | US | $6K | 2K | 0.00 |
| Conagra Brands Inc | Long | Equity-common | US | $380K | 13K | 0.04 |
| Concentrix Corp | Long | Equity-common | US | $46K | 734 | 0.01 |
| Concrete Pumping Holdings Inc | Long | Equity-common | US | $31K | 5K | 0.00 |
| Conduent Inc | Long | Equity-common | US | $38K | 12K | 0.00 |
| CONMED Corp | Long | Equity-common | US | $107K | 2K | 0.01 |
| Conn's Inc | Long | Equity-common | US | $3K | 3K | 0.00 |
| ConnectOne Bancorp Inc | Long | Equity-common | US | $64K | 3K | 0.01 |
| ConocoPhillips | Long | Equity-common | US | $3M | 28K | 0.36 |
| Consensus Cloud Solutions Inc | Long | Equity-common | US | $20K | 1K | 0.00 |
| CONSOL Energy Inc | Long | Equity-common | US | $267K | 3K | 0.03 |
| Consolidated Communications Holdings Inc | Long | Equity-common | US | $30K | 7K | 0.00 |
| Consolidated Edison Inc | Long | Equity-common | US | $489K | 5K | 0.05 |
| Consolidated Water Co Ltd | Long | Equity-common | KY | $23K | 860 | 0.00 |
| Constellation Brands Inc | Long | Equity-common | US | $767K | 3K | 0.09 |
| Constellation Energy Corp | Long | Equity-common | US | $910K | 5K | 0.10 |
| Construction Partners Inc | Long | Equity-common | US | $119K | 2K | 0.01 |
| Container Store Group Inc/The | Long | Equity-common | US | $4K | 7K | 0.00 |
| CONTRA ABIOMED INC | Derivative-equity | US | $638.52 | 626 | 0.00 | |
| CONTRA ADURO BIOTECH I | Derivative-equity | US | $86.26 | 227 | 0.00 | |
| CONTRA ALBIREO PHARMA | Derivative-equity | US | $5K | 900 | 0.00 | |
| CONTRA CHINOOK THERAPE | Derivative-equity | US | $1K | 4K | 0.00 | |
| CONTRA MIRATI THERAPEU | Derivative-equity | US | $588 | 1K | 0.00 | |
| CONTRA RESOLUTE FOREST | Derivative-equity | US | $9K | 6K | 0.00 | |
| CONTRA SPECTRUM PHARMA | Derivative-equity | US | $0.01 | 5K | 0.00 | |
| Cooper Cos Inc/The | Long | Equity-common | US | $352K | 4K | 0.04 |
| Cooper-Standard Holdings Inc | Long | Equity-common | US | $20K | 2K | 0.00 |
| Copa Holdings SA | Long | Equity-common | PA | $170K | 2K | 0.02 |
| Copart Inc | Long | Equity-common | US | $396K | 7K | 0.04 |
| Corcept Therapeutics Inc | Long | Equity-common | US | $150K | 5K | 0.02 |
| Core & Main Inc | Long | Equity-common | US | $127K | 3K | 0.01 |
| Core Laboratories Inc | Long | Equity-common | US | $45K | 2K | 0.00 |
| Corebridge Financial Inc | Long | Equity-common | US | $478K | 16K | 0.05 |
| CoreCard Corp | Long | Equity-common | US | $14K | 954 | 0.00 |
| Corning Inc | Long | Equity-common | US | $830K | 21K | 0.09 |
| Corpay Inc | Long | Equity-common | US | $886K | 3K | 0.10 |
| Corsair Gaming Inc | Long | Equity-common | US | $56K | 5K | 0.01 |
| Corteva Inc | Long | Equity-common | US | $648K | 12K | 0.07 |
| CorVel Corp | Long | Equity-common | US | $230K | 903 | 0.03 |
| Costamare Inc | Long | Equity-common | MH | $104K | 6K | 0.01 |
| CoStar Group Inc | Long | Equity-common | US | $314K | 4K | 0.03 |
| Costco Wholesale Corp | Long | Equity-common | US | $3M | 3K | 0.33 |
| Coterra Energy Inc | Long | Equity-common | US | $939K | 35K | 0.10 |
| Coty Inc | Long | Equity-common | US | $288K | 29K | 0.03 |
| Coursera Inc | Long | Equity-common | US | $47K | 7K | 0.01 |
| Covenant Logistics Group Inc | Long | Equity-common | US | $73K | 1K | 0.01 |
| CPI Card Group Inc | Long | Equity-common | US | $4K | 137 | 0.00 |
| CRA International Inc | Long | Equity-common | US | $80K | 465 | 0.01 |
| Cracker Barrel Old Country Store Inc | Long | Equity-common | US | $38K | 903 | 0.00 |
| Crane Co | Long | Equity-common | US | $379K | 3K | 0.04 |
| Crane NXT Co | Long | Equity-common | US | $251K | 4K | 0.03 |
| Crawford & Co | Long | Equity-common | US | $21K | 3K | 0.00 |
| Crawford & Co | Long | Equity-common | US | $11K | 1K | 0.00 |
| Credit Acceptance Corp | Long | Equity-common | US | $370K | 718 | 0.04 |
| Credo Technology Group Holding Ltd | Long | Equity-common | KY | $80K | 3K | 0.01 |
| Crescent Energy Co | Long | Equity-common | US | $20K | 2K | 0.00 |
| Crinetics Pharmaceuticals Inc | Long | Equity-common | US | $27K | 600 | 0.00 |
| Crocs Inc | Long | Equity-common | US | $398K | 3K | 0.04 |
| Cross Country Healthcare Inc | Long | Equity-common | US | $30K | 2K | 0.00 |
| CrossFirst Bankshares Inc | Long | Equity-common | US | $29K | 2K | 0.00 |
| Crowdstrike Holdings Inc | Long | Equity-common | US | $198K | 518 | 0.02 |
| Crown Holdings Inc | Long | Equity-common | US | $484K | 7K | 0.05 |
| CryoPort Inc | Long | Equity-common | US | $18K | 3K | 0.00 |
| CS Disco Inc | Long | Equity-common | US | $17K | 3K | 0.00 |
| CSG Systems International Inc | Long | Equity-common | US | $81K | 2K | 0.01 |
| CSW Industrials Inc | Long | Equity-common | US | $220K | 829 | 0.02 |
| CSX Corp | Long | Equity-common | US | $1M | 44K | 0.16 |
| CTS Corp | Long | Equity-common | US | $114K | 2K | 0.01 |
| Cue Biopharma Inc | Long | Equity-common | US | $2K | 2K | 0.00 |
| Cullen/Frost Bankers Inc | Long | Equity-common | US | $179K | 2K | 0.02 |
| Cullinan Therapeutics Inc | Long | Equity-common | US | $43K | 2K | 0.00 |
| Culp Inc | Long | Equity-common | US | $4K | 857 | 0.00 |
| Cummins Inc | Long | Equity-common | US | $1M | 5K | 0.14 |
| Cumulus Media Inc | Long | Equity-common | US | $1K | 500 | 0.00 |
| Curtiss-Wright Corp | Long | Equity-common | US | $597K | 2K | 0.07 |
| Cushman & Wakefield PLC | Long | Equity-common | GB | $62K | 6K | 0.01 |
| Custom Truck One Source Inc | Long | Equity-common | US | $31K | 7K | 0.00 |
| Customers Bancorp Inc | Long | Equity-common | US | $131K | 3K | 0.01 |
| CVB Financial Corp | Long | Equity-common | US | $146K | 8K | 0.02 |
| CVR Energy Inc | Long | Equity-common | US | $180K | 7K | 0.02 |
| CVS Health Corp | Long | Equity-common | US | $1M | 21K | 0.14 |
| Cytek Biosciences Inc | Long | Equity-common | US | $17K | 3K | 0.00 |
| Daily Journal Corp | Long | Equity-common | US | $39K | 100 | 0.00 |
| Dakota Gold Corp | Long | Equity-common | US | $7K | 3K | 0.00 |
| Daktronics Inc | Long | Equity-common | US | $36K | 3K | 0.00 |
| DallasNews Corp | Long | Equity-common | US | $5K | 1K | 0.00 |
| Dana Inc | Long | Equity-common | US | $109K | 9K | 0.01 |
| Danaher Corp | Long | Equity-common | US | $1M | 6K | 0.16 |
| Darden Restaurants Inc | Long | Equity-common | US | $755K | 5K | 0.08 |
| Darling Ingredients Inc | Long | Equity-common | US | $156K | 4K | 0.02 |
| Data I/O Corp | Long | Equity-common | US | $20K | 7K | 0.00 |
| Datadog Inc | Long | Equity-common | US | $31K | 238 | 0.00 |
| Dave & Buster's Entertainment Inc | Long | Equity-common | US | $129K | 3K | 0.01 |
| DaVita Inc | Long | Equity-common | US | $876K | 6K | 0.10 |
| Day One Biopharmaceuticals Inc | Long | Equity-common | US | $16K | 1K | 0.00 |
| Dayforce Inc | Long | Equity-common | US | $144K | 3K | 0.02 |
| Deckers Outdoor Corp | Long | Equity-common | US | $1M | 1K | 0.11 |
| Deere & Co | Long | Equity-common | US | $2M | 6K | 0.25 |
| Definitive Healthcare Corp | Long | Equity-common | US | $21K | 4K | 0.00 |
| Delek US Holdings Inc | Long | Equity-common | US | $116K | 5K | 0.01 |
| Dell Technologies Inc | Long | Equity-common | US | $289K | 2K | 0.03 |
| Delta Air Lines Inc | Long | Equity-common | US | $1M | 25K | 0.13 |
| Delta Apparel Inc | Long | Equity-common | US | $338.14 | 583 | 0.00 |
| Deluxe Corp | Long | Equity-common | US | $73K | 3K | 0.01 |
| Denali Therapeutics Inc | Long | Equity-common | US | $75K | 3K | 0.01 |
| Denny's Corp | Long | Equity-common | US | $28K | 4K | 0.00 |
| DENTSPLY SIRONA Inc | Long | Equity-common | US | $146K | 6K | 0.02 |
| Design Therapeutics Inc | Long | Equity-common | US | $5K | 1K | 0.00 |
| Designer Brands Inc | Long | Equity-common | US | $21K | 3K | 0.00 |
| Destination XL Group Inc | Long | Equity-common | US | $15K | 4K | 0.00 |
| Devon Energy Corp | Long | Equity-common | US | $1M | 29K | 0.15 |
| Dexcom Inc | Long | Equity-common | US | $217K | 2K | 0.02 |
| DHI Group Inc | Long | Equity-common | US | $7K | 3K | 0.00 |
| DHT Holdings Inc | Long | Equity-common | MH | $161K | 14K | 0.02 |
| Diamond Hill Investment Group Inc | Long | Equity-common | US | $43K | 308 | 0.00 |
| Diamondback Energy Inc | Long | Equity-common | US | $2M | 8K | 0.17 |
| Dick's Sporting Goods Inc | Long | Equity-common | US | $740K | 3K | 0.08 |
| Diebold Nixdorf Inc | Long | Equity-common | US | $58K | 2K | 0.01 |
| Digi International Inc | Long | Equity-common | US | $34K | 1K | 0.00 |
| Digital Turbine Inc | Long | Equity-common | US | $5K | 3K | 0.00 |
| DigitalBridge Group Inc | Long | Equity-common | US | $55K | 4K | 0.01 |
| DigitalOcean Holdings Inc | Long | Equity-common | US | $68K | 2K | 0.01 |
| Dillard's Inc | Long | Equity-common | US | $415K | 943 | 0.05 |
| Dime Community Bancshares Inc | Long | Equity-common | US | $70K | 3K | 0.01 |
| Dine Brands Global Inc | Long | Equity-common | US | $20K | 552 | 0.00 |
| Diodes Inc | Long | Equity-common | US | $174K | 2K | 0.02 |
| Discover Financial Services | Long | Equity-common | US | $1M | 11K | 0.17 |
| Distribution Solutions Group Inc | Long | Equity-common | US | $41K | 1K | 0.00 |
| DLH Holdings Corp | Long | Equity-common | US | $7K | 697 | 0.00 |
| DMC Global Inc | Long | Equity-common | US | $8K | 551 | 0.00 |
| DNOW Inc | Long | Equity-common | US | $89K | 6K | 0.01 |
| DocuSign Inc | Long | Equity-common | US | $54K | 1K | 0.01 |
| Dolby Laboratories Inc | Long | Equity-common | US | $233K | 3K | 0.03 |
| Dole PLC | Long | Equity-common | IE | $25K | 2K | 0.00 |
| Dollar General Corp | Long | Equity-common | US | $641K | 5K | 0.07 |
| Dollar Tree Inc | Long | Equity-common | US | $526K | 5K | 0.06 |
| Dominari Holdings Inc | Long | Equity-common | US | $1K | 700 | 0.00 |
| Dominion Energy Inc | Long | Equity-common | US | $271K | 6K | 0.03 |
| Domino's Pizza Inc | Long | Equity-common | US | $321K | 622 | 0.04 |
| Donaldson Co Inc | Long | Equity-common | US | $601K | 8K | 0.07 |
| Donegal Group Inc | Long | Equity-common | US | $13K | 996 | 0.00 |
| Donnelley Financial Solutions Inc | Long | Equity-common | US | $170K | 3K | 0.02 |
| DoorDash Inc | Long | Equity-common | US | $138K | 1K | 0.02 |
| Dorian LPG Ltd | Long | Equity-common | MH | $103K | 2K | 0.01 |
| Dorman Products Inc | Long | Equity-common | US | $145K | 2K | 0.02 |
| DoubleVerify Holdings Inc | Long | Equity-common | US | $40K | 2K | 0.00 |
| Douglas Dynamics Inc | Long | Equity-common | US | $32K | 1K | 0.00 |
| Douglas Elliman Inc | Long | Equity-common | US | $4K | 4K | 0.00 |
| Dover Corp | Long | Equity-common | US | $705K | 4K | 0.08 |
| Dow Inc | Long | Equity-common | US | $1M | 24K | 0.14 |
| Doximity Inc | Long | Equity-common | US | $31K | 1K | 0.00 |
| DR Horton Inc | Long | Equity-common | US | $811K | 6K | 0.09 |
| DraftKings Inc | Long | Equity-common | US | $122K | 3K | 0.01 |
| Dream Finders Homes Inc | Long | Equity-common | US | $29K | 1K | 0.00 |
| Dril-Quip Inc | Long | Equity-common | US | $46K | 2K | 0.01 |
| Driven Brands Holdings Inc | Long | Equity-common | US | $67K | 5K | 0.01 |
| Dropbox Inc | Long | Equity-common | US | $203K | 9K | 0.02 |
| DT Midstream Inc | Long | Equity-common | US | $412K | 6K | 0.05 |
| DTE Energy Co | Long | Equity-common | US | $414K | 4K | 0.05 |
| Duckhorn Portfolio Inc/The | Long | Equity-common | US | $40K | 6K | 0.00 |
| Ducommun Inc | Long | Equity-common | US | $64K | 1K | 0.01 |
| Duke Energy Corp | Long | Equity-common | US | $490K | 5K | 0.05 |
| Duluth Holdings Inc | Long | Equity-common | US | $3K | 753 | 0.00 |
| Dun & Bradstreet Holdings Inc | Long | Equity-common | US | $169K | 18K | 0.02 |
| Duolingo Inc | Long | Equity-common | US | $56K | 269 | 0.01 |
| DuPont de Nemours Inc | Long | Equity-common | US | $747K | 9K | 0.08 |
| DXC Technology Co | Long | Equity-common | US | $222K | 12K | 0.02 |
| DXP Enterprises Inc/TX | Long | Equity-common | US | $65K | 1K | 0.01 |
| Dycom Industries Inc | Long | Equity-common | US | $357K | 2K | 0.04 |
| Dynatrace Inc | Long | Equity-common | US | $94K | 2K | 0.01 |
| Dynavax Technologies Corp | Long | Equity-common | US | $88K | 8K | 0.01 |
| Dyne Therapeutics Inc | Long | Equity-common | US | $79K | 2K | 0.01 |
| DZS Inc | Long | Equity-common | US | $1K | 1K | 0.00 |
| E2open Parent Holdings Inc | Long | Equity-common | US | $69K | 15K | 0.01 |
| Eagle Bancorp Inc | Long | Equity-common | US | $39K | 2K | 0.00 |
| Eagle Materials Inc | Long | Equity-common | US | $505K | 2K | 0.06 |
| East West Bancorp Inc | Long | Equity-common | US | $605K | 8K | 0.07 |
| Eastern Bankshares Inc | Long | Equity-common | US | $87K | 6K | 0.01 |
| Eastern Co/The | Long | Equity-common | US | $13K | 515 | 0.00 |
| Eastman Chemical Co | Long | Equity-common | US | $432K | 4K | 0.05 |
| Eaton Corp PLC | Long | Equity-common | IE | $944K | 3K | 0.11 |
| eBay Inc | Long | Equity-common | US | $956K | 18K | 0.11 |
| EchoStar Corp | Long | Equity-common | US | $153K | 9K | 0.02 |
| Ecolab Inc | Long | Equity-common | US | $594K | 2K | 0.07 |
| Ecovyst Inc | Long | Equity-common | US | $55K | 6K | 0.01 |
| Edgewell Personal Care Co | Long | Equity-common | US | $124K | 3K | 0.01 |
| Edgio Inc | Long | Equity-common | US | $906.36 | 83 | 0.00 |
| Edison International | Long | Equity-common | US | $533K | 7K | 0.06 |
| Editas Medicine Inc | Long | Equity-common | US | $10K | 2K | 0.00 |
| Edwards Lifesciences Corp | Long | Equity-common | US | $276K | 3K | 0.03 |
| eGain Corp | Long | Equity-common | US | $5K | 796 | 0.00 |
| eHealth Inc | Long | Equity-common | US | $7K | 2K | 0.00 |
| El Pollo Loco Holdings Inc | Long | Equity-common | US | $38K | 3K | 0.00 |
| Elanco Animal Health Inc | Long | Equity-common | US | $265K | 18K | 0.03 |
| Elastic NV | Long | Equity-common | NL | $31K | 272 | 0.00 |
| Electromed Inc | Long | Equity-common | US | $17K | 1K | 0.00 |
| Electronic Arts Inc | Long | Equity-common | US | $543K | 4K | 0.06 |
| Element Solutions Inc | Long | Equity-common | US | $462K | 17K | 0.05 |
| Elevance Health Inc | Long | Equity-common | US | $2M | 4K | 0.22 |
| elf Beauty Inc | Long | Equity-common | US | $346K | 2K | 0.04 |
| Eli Lilly & Co | Long | Equity-common | US | $10M | 11K | 1.16 |
| Embecta Corp | Long | Equity-common | US | $7K | 547 | 0.00 |
| EMCOR Group Inc | Long | Equity-common | US | $1M | 3K | 0.13 |
| Emerald Holding Inc | Long | Equity-common | US | $18K | 3K | 0.00 |
| Emergent BioSolutions Inc | Long | Equity-common | US | $21K | 3K | 0.00 |
| Emerson Electric Co | Long | Equity-common | US | $568K | 5K | 0.06 |
| Employers Holdings Inc | Long | Equity-common | US | $89K | 2K | 0.01 |
| Enact Holdings Inc | Long | Equity-common | US | $23K | 754 | 0.00 |
| Enanta Pharmaceuticals Inc | Long | Equity-common | US | $20K | 2K | 0.00 |
| Encompass Health Corp | Long | Equity-common | US | $662K | 8K | 0.07 |
| Encore Capital Group Inc | Long | Equity-common | US | $104K | 2K | 0.01 |
| Encore Wire Corp | Long | Equity-common | US | $245K | 844 | 0.03 |
| Endeavor Group Holdings Inc | Long | Equity-common | US | $32K | 1K | 0.00 |
| Energizer Holdings Inc | Long | Equity-common | US | $116K | 4K | 0.01 |
| Energy Recovery Inc | Long | Equity-common | US | $40K | 3K | 0.00 |
| Enerpac Tool Group Corp | Long | Equity-common | US | $110K | 3K | 0.01 |
| EnerSys | Long | Equity-common | US | $292K | 3K | 0.03 |
| Enhabit Inc | Long | Equity-common | US | $34K | 4K | 0.00 |
| EnLink Midstream LLC | Long | Equity-common | US | $408K | 30K | 0.05 |
| Ennis Inc | Long | Equity-common | US | $39K | 2K | 0.00 |
| Enova International Inc | Long | Equity-common | US | $132K | 2K | 0.01 |
| Enovis Corp | Long | Equity-common | US | $146K | 3K | 0.02 |
| Enphase Energy Inc | Long | Equity-common | US | $223K | 2K | 0.02 |
| Enpro Inc | Long | Equity-common | US | $314K | 2K | 0.04 |
| Ensign Group Inc/The | Long | Equity-common | US | $425K | 3K | 0.05 |
| Enstar Group Ltd | Long | Equity-common | BM | $329K | 1K | 0.04 |
| Entegris Inc | Long | Equity-common | US | $420K | 3K | 0.05 |
| Entergy Corp | Long | Equity-common | US | $404K | 4K | 0.05 |
| Enterprise Bancorp Inc/MA | Long | Equity-common | US | $13K | 505 | 0.00 |
| Enterprise Financial Services Corp | Long | Equity-common | US | $92K | 2K | 0.01 |
| Entravision Communications Corp | Long | Equity-common | US | $8K | 4K | 0.00 |
| Envestnet Inc | Long | Equity-common | US | $127K | 2K | 0.01 |
| Enviri Corp | Long | Equity-common | US | $46K | 5K | 0.01 |
| Envista Holdings Corp | Long | Equity-common | US | $131K | 8K | 0.01 |
| enVVeno Medical Corp | Long | Equity-common | US | $9K | 2K | 0.00 |
| Enzo Biochem Inc | Long | Equity-common | US | $5K | 4K | 0.00 |
| EOG Resources Inc | Long | Equity-common | US | $1M | 12K | 0.17 |
| EPAM Systems Inc | Long | Equity-common | US | $184K | 977 | 0.02 |
| ePlus Inc | Long | Equity-common | US | $157K | 2K | 0.02 |
| Epsilon Energy Ltd | Long | Equity-common | CA | $12K | 2K | 0.00 |
| EQT Corp | Long | Equity-common | US | $507K | 14K | 0.06 |
| Equifax Inc | Long | Equity-common | US | $590K | 2K | 0.07 |
| Equitable Holdings Inc | Long | Equity-common | US | $906K | 22K | 0.10 |
| Equitrans Midstream Corp | Long | Equity-common | US | $287K | 22K | 0.03 |
| Equity Bancshares Inc | Long | Equity-common | US | $50K | 1K | 0.01 |
| Erie Indemnity Co | Long | Equity-common | US | $230K | 634 | 0.03 |
| Esab Corp | Long | Equity-common | US | $211K | 2K | 0.02 |
| ESC GCI LIBERTY INC SR | Long | Equity-common | US | $0 | 6K | – |
| ESCO Technologies Inc | Long | Equity-common | US | $157K | 1K | 0.02 |
| Esquire Financial Holdings Inc | Long | Equity-common | US | $22K | 464 | 0.00 |
| ESSA Bancorp Inc | Long | Equity-common | US | $9K | 506 | 0.00 |
| Essent Group Ltd | Long | Equity-common | BM | $406K | 7K | 0.05 |
| Essential Utilities Inc | Long | Equity-common | US | $52K | 1K | 0.01 |
| Estee Lauder Cos Inc/The | Long | Equity-common | US | $119K | 1K | 0.01 |
| Ethan Allen Interiors Inc | Long | Equity-common | US | $49K | 2K | 0.01 |
| Etsy Inc | Long | Equity-common | US | $166K | 3K | 0.02 |
| Euronet Worldwide Inc | Long | Equity-common | US | $289K | 3K | 0.03 |
| Evans Bancorp Inc | Long | Equity-common | US | $10K | 369 | 0.00 |
| Eventbrite Inc | Long | Equity-common | US | $13K | 3K | 0.00 |
| EverCommerce Inc | Long | Equity-common | US | $21K | 2K | 0.00 |
| Evercore Inc | Long | Equity-common | US | $478K | 2K | 0.05 |
| Everest Group Ltd | Long | Equity-common | BM | $469K | 1K | 0.05 |
| Evergy Inc | Long | Equity-common | US | $238K | 4K | 0.03 |
| Everi Holdings Inc | Long | Equity-common | US | $14K | 2K | 0.00 |
| EverQuote Inc | Long | Equity-common | US | $10K | 500 | 0.00 |
| Eversource Energy | Long | Equity-common | US | $204K | 4K | 0.02 |
| Everspin Technologies Inc | Long | Equity-common | US | $15K | 2K | 0.00 |
| EVERTEC Inc | Long | Equity-common | PR | $147K | 4K | 0.02 |
| EVI Industries Inc | Long | Equity-common | US | $15K | 812 | 0.00 |
| Evolent Health Inc | Long | Equity-common | US | $118K | 6K | 0.01 |
| Evolution Petroleum Corp | Long | Equity-common | US | $12K | 2K | 0.00 |
| EW Scripps Co/The | Long | Equity-common | US | $18K | 6K | 0.00 |
| Exact Sciences Corp | Long | Equity-common | US | $107K | 3K | 0.01 |
| Excelerate Energy Inc | Long | Equity-common | US | $21K | 1K | 0.00 |
| Exelixis Inc | Long | Equity-common | US | $324K | 14K | 0.04 |
| Exelon Corp | Long | Equity-common | US | $223K | 6K | 0.02 |
| ExlService Holdings Inc | Long | Equity-common | US | $223K | 7K | 0.02 |
| eXp World Holdings Inc | Long | Equity-common | US | $13K | 1K | 0.00 |
| Expedia Group Inc | Long | Equity-common | US | $463K | 4K | 0.05 |
| Expeditors International of Washington Inc | Long | Equity-common | US | $646K | 5K | 0.07 |
| Exponent Inc | Long | Equity-common | US | $256K | 3K | 0.03 |
| Expro Group Holdings NV | Long | Equity-common | NL | $125K | 5K | 0.01 |
| Extreme Networks Inc | Long | Equity-common | US | $76K | 6K | 0.01 |
| Exxon Mobil Corp | Long | Equity-common | US | $7M | 65K | 0.83 |
| EZCORP Inc | Long | Equity-common | US | $52K | 5K | 0.01 |
| F&G Annuities & Life Inc | Long | Equity-common | US | $43K | 1K | 0.00 |
| F5 Inc | Long | Equity-common | US | $354K | 2K | 0.04 |
| Fabrinet | Long | Equity-common | KY | $492K | 2K | 0.05 |
| FactSet Research Systems Inc | Long | Equity-common | US | $425K | 1K | 0.05 |
| Fair Isaac Corp | Long | Equity-common | US | $659K | 443 | 0.07 |
| Farmer Bros Co | Long | Equity-common | US | $3K | 1K | 0.00 |
| Farmers & Merchants Bancorp Inc/Archbold OH | Long | Equity-common | US | $14K | 621 | 0.00 |
| Farmers National Banc Corp | Long | Equity-common | US | $18K | 1K | 0.00 |
| FARO Technologies Inc | Long | Equity-common | US | $13K | 842 | 0.00 |
| Fastenal Co | Long | Equity-common | US | $1M | 16K | 0.11 |
| Fastly Inc | Long | Equity-common | US | $42K | 6K | 0.00 |
| Fate Therapeutics Inc | Long | Equity-common | US | $9K | 3K | 0.00 |
| FB Financial Corp | Long | Equity-common | US | $130K | 3K | 0.01 |
| Federal Agricultural Mortgage Corp | Long | Equity-common | US | $135K | 746 | 0.02 |
| Federal Agricultural Mortgage Corp | Long | Equity-common | US | $7K | 53 | 0.00 |
| Federal Signal Corp | Long | Equity-common | US | $342K | 4K | 0.04 |
| Federated Hermes Inc | Long | Equity-common | US | $207K | 6K | 0.02 |
| FedEx Corp | Long | Equity-common | US | $2M | 5K | 0.17 |
| Ferguson PLC | Long | Equity-common | JE | $1M | 7K | 0.15 |
| Ferroglobe PLC | Long | Equity-common | GB | $50K | 9K | 0.01 |
| FFBW Inc | Long | Equity-common | US | $6K | 489 | 0.00 |
| Fidelity D&D Bancorp Inc | Long | Equity-common | US | $16K | 372 | 0.00 |
| Fidelity National Financial Inc | Long | Equity-common | US | $550K | 11K | 0.06 |
| Fidelity National Information Services Inc | Long | Equity-common | US | $933K | 12K | 0.10 |
| Fifth Third Bancorp | Long | Equity-common | US | $686K | 19K | 0.08 |
| Figs Inc | Long | Equity-common | US | $58K | 11K | 0.01 |
| Financial Institutions Inc | Long | Equity-common | US | $24K | 1K | 0.00 |
| Finward Bancorp | Long | Equity-common | US | $7K | 301 | 0.00 |
| First Advantage Corp | Long | Equity-common | US | $104K | 6K | 0.01 |
| First American Financial Corp | Long | Equity-common | US | $311K | 6K | 0.03 |
| First Bancorp Inc/The | Long | Equity-common | US | $10K | 400 | 0.00 |
| First BanCorp/Puerto Rico | Long | Equity-common | PR | $243K | 13K | 0.03 |
| First Bancorp/Southern Pines NC | Long | Equity-common | US | $74K | 2K | 0.01 |
| First Bancshares Inc/The | Long | Equity-common | US | $38K | 1K | 0.00 |
| First Bank/Hamilton NJ | Long | Equity-common | US | $9K | 702 | 0.00 |
| First Busey Corp | Long | Equity-common | US | $97K | 4K | 0.01 |
| First Business Financial Services Inc | Long | Equity-common | US | $15K | 400 | 0.00 |
| First Capital Inc | Long | Equity-common | US | $12K | 402 | 0.00 |
| First Citizens BancShares Inc/NC | Long | Equity-common | US | $870K | 517 | 0.10 |
| First Commonwealth Financial Corp | Long | Equity-common | US | $105K | 8K | 0.01 |
| First Community Bankshares Inc | Long | Equity-common | US | $67K | 2K | 0.01 |
| First Financial Bancorp | Long | Equity-common | US | $147K | 7K | 0.02 |
| First Financial Bankshares Inc | Long | Equity-common | US | $189K | 6K | 0.02 |
| First Financial Corp/IN | Long | Equity-common | US | $34K | 910 | 0.00 |
| First Foundation Inc | Long | Equity-common | US | $21K | 3K | 0.00 |
| First Hawaiian Inc | Long | Equity-common | US | $195K | 9K | 0.02 |
| First Horizon Corp | Long | Equity-common | US | $84K | 5K | 0.01 |
| First Internet Bancorp | Long | Equity-common | US | $8K | 281 | 0.00 |
| First Interstate BancSystem Inc | Long | Equity-common | US | $159K | 6K | 0.02 |
| First Merchants Corp | Long | Equity-common | US | $114K | 3K | 0.01 |
| First Mid Bancshares Inc | Long | Equity-common | US | $26K | 782 | 0.00 |
| First of Long Island Corp/The | Long | Equity-common | US | $29K | 3K | 0.00 |
| First Savings Financial Group Inc | Long | Equity-common | US | $9K | 486 | 0.00 |
| First Seacoast Bancorp Inc | Long | Equity-common | US | $7K | 801 | 0.00 |
| First Solar Inc | Long | Equity-common | US | $583K | 3K | 0.07 |
| First United Corp | Long | Equity-common | US | $9K | 461 | 0.00 |
| First Watch Restaurant Group Inc | Long | Equity-common | US | $53K | 3K | 0.01 |
| First Western Financial Inc | Long | Equity-common | US | $7K | 385 | 0.00 |
| FirstCash Holdings Inc | Long | Equity-common | US | $304K | 3K | 0.03 |
| FirstEnergy Corp | Long | Equity-common | US | $390K | 10K | 0.04 |
| Fiserv Inc | Long | Equity-common | US | $977K | 7K | 0.11 |
| Five Below Inc | Long | Equity-common | US | $263K | 2K | 0.03 |
| Five Point Holdings LLC | Long | Equity-common | US | $4K | 1K | 0.00 |
| Five Star Bancorp | Long | Equity-common | US | $23K | 972 | 0.00 |
| Five9 Inc | Long | Equity-common | US | $35K | 794 | 0.00 |
| Flex Ltd | Long | Equity-common | SG | $479K | 16K | 0.05 |
| Flexsteel Industries Inc | Long | Equity-common | US | $13K | 419 | 0.00 |
| Floor & Decor Holdings Inc | Long | Equity-common | US | $433K | 4K | 0.05 |
| Flowers Foods Inc | Long | Equity-common | US | $310K | 14K | 0.03 |
| Flowserve Corp | Long | Equity-common | US | $313K | 7K | 0.03 |
| Fluence Energy Inc | Long | Equity-common | US | $34K | 2K | 0.00 |
| Fluor Corp | Long | Equity-common | US | $327K | 8K | 0.04 |
| Flushing Financial Corp | Long | Equity-common | US | $34K | 3K | 0.00 |
| Flywire Corp | Long | Equity-common | US | $37K | 2K | 0.00 |
| FMC Corp | Long | Equity-common | US | $142K | 2K | 0.02 |
| FNB Corp/PA | Long | Equity-common | US | $339K | 25K | 0.04 |
| FNCB Bancorp Inc | Long | Equity-common | US | $9K | 1K | 0.00 |
| FONAR Corp | Long | Equity-common | US | $9K | 558 | 0.00 |
| Foot Locker Inc | Long | Equity-common | US | $206K | 8K | 0.02 |
| Ford Motor Co | Long | Equity-common | US | $1M | 86K | 0.12 |
| Forestar Group Inc | Long | Equity-common | US | $73K | 2K | 0.01 |
| FormFactor Inc | Long | Equity-common | US | $276K | 5K | 0.03 |
| Forrester Research Inc | Long | Equity-common | US | $22K | 1K | 0.00 |
| Fortinet Inc | Long | Equity-common | US | $568K | 9K | 0.06 |
| Fortitude Gold Corp | Long | Equity-common | US | $5K | 1K | 0.00 |
| Fortive Corp | Long | Equity-common | US | $506K | 7K | 0.06 |
| Fortrea Holdings Inc | Long | Equity-common | US | $71K | 3K | 0.01 |
| Fortune Brands Innovations Inc | Long | Equity-common | US | $368K | 6K | 0.04 |
| Forum Energy Technologies Inc | Long | Equity-common | US | $6K | 380 | 0.00 |
| Forward Air Corp | Long | Equity-common | US | $26K | 1K | 0.00 |
| Fossil Group Inc | Long | Equity-common | US | $6K | 4K | 0.00 |
| Fox Corp | Long | Equity-common | US | $289K | 8K | 0.03 |
| Fox Corp | Long | Equity-common | US | $258K | 8K | 0.03 |
| Fox Factory Holding Corp | Long | Equity-common | US | $93K | 2K | 0.01 |
| Franklin Covey Co | Long | Equity-common | US | $29K | 769 | 0.00 |
| Franklin Electric Co Inc | Long | Equity-common | US | $240K | 2K | 0.03 |
| Franklin Financial Services Corp | Long | Equity-common | US | $14K | 484 | 0.00 |
| Franklin Resources Inc | Long | Equity-common | US | $254K | 11K | 0.03 |
| Freeport-McMoRan Inc | Long | Equity-common | US | $1M | 23K | 0.12 |
| Fresh Del Monte Produce Inc | Long | Equity-common | KY | $81K | 4K | 0.01 |
| Freshpet Inc | Long | Equity-common | US | $277K | 2K | 0.03 |
| Freshworks Inc | Long | Equity-common | US | $88K | 7K | 0.01 |
| Friedman Industries Inc | Long | Equity-common | US | $75.5 | 5 | 0.00 |
| Frontdoor Inc | Long | Equity-common | US | $132K | 4K | 0.01 |
| Frontier Communications Parent Inc | Long | Equity-common | US | $312K | 12K | 0.03 |
| Frontier Group Holdings Inc | Long | Equity-common | US | $12K | 3K | 0.00 |
| FRP Holdings Inc | Long | Equity-common | US | $68K | 2K | 0.01 |
| FS Bancorp Inc | Long | Equity-common | US | $13K | 364 | 0.00 |
| FTI Consulting Inc | Long | Equity-common | US | $391K | 2K | 0.04 |
| fuboTV Inc | Long | Equity-common | US | $11K | 9K | 0.00 |
| FuelCell Energy Inc | Long | Equity-common | US | $2K | 3K | 0.00 |
| Fulcrum Therapeutics Inc | Long | Equity-common | US | $19K | 3K | 0.00 |
| Fulgent Genetics Inc | Long | Equity-common | US | $17K | 885 | 0.00 |
| Fulton Financial Corp | Long | Equity-common | US | $173K | 10K | 0.02 |
| Funko Inc | Long | Equity-common | US | $12K | 1K | 0.00 |
| FutureFuel Corp | Long | Equity-common | US | $21K | 4K | 0.00 |
| FVCBankcorp Inc | Long | Equity-common | US | $20K | 2K | 0.00 |
| G-III Apparel Group Ltd | Long | Equity-common | US | $137K | 5K | 0.02 |
| G1 Therapeutics Inc | Long | Equity-common | US | $4K | 2K | 0.00 |
| Gambling.com Group Ltd | Long | Equity-common | JE | $18K | 2K | 0.00 |
| Gannett Co Inc | Long | Equity-common | US | $53K | 12K | 0.01 |
| Gap Inc/The | Long | Equity-common | US | $306K | 13K | 0.03 |
| Garmin Ltd | Long | Equity-common | CH | $742K | 5K | 0.08 |
| Garrett Motion Inc | Long | Equity-common | US | $32K | 4K | 0.00 |
| Gartner Inc | Long | Equity-common | US | $817K | 2K | 0.09 |
| Gates Industrial Corp PLC | Long | Equity-common | GB | $60K | 4K | 0.01 |
| Gatos Silver Inc | Long | Equity-common | US | $24K | 2K | 0.00 |
| GATX Corp | Long | Equity-common | US | $322K | 2K | 0.04 |
| GE HealthCare Technologies Inc | Long | Equity-common | US | $848K | 11K | 0.09 |
| GE Vernova Inc | Long | Equity-common | US | $350K | 2K | 0.04 |
| Gen Digital Inc | Long | Equity-common | US | $605K | 24K | 0.07 |
| Genasys Inc | Long | Equity-common | US | $4K | 2K | 0.00 |
| Genco Shipping & Trading Ltd | Long | Equity-common | MH | $44K | 2K | 0.00 |
| Gencor Industries Inc | Long | Equity-common | US | $23K | 1K | 0.00 |
| Generac Holdings Inc | Long | Equity-common | US | $147K | 1K | 0.02 |
| General Dynamics Corp | Long | Equity-common | US | $1M | 4K | 0.13 |
| General Electric Co | Long | Equity-common | US | $1M | 7K | 0.12 |
| General Mills Inc | Long | Equity-common | US | $735K | 12K | 0.08 |
| General Motors Co | Long | Equity-common | US | $1M | 26K | 0.13 |
| Generation Bio Co | Long | Equity-common | US | $7K | 3K | 0.00 |
| Genesco Inc | Long | Equity-common | US | $47K | 2K | 0.01 |
| Genie Energy Ltd | Long | Equity-common | US | $19K | 1K | 0.00 |
| Genpact Ltd | Long | Equity-common | BM | $143K | 4K | 0.02 |
| Gentex Corp | Long | Equity-common | US | $438K | 13K | 0.05 |
| Gentherm Inc | Long | Equity-common | US | $129K | 3K | 0.01 |
| Genuine Parts Co | Long | Equity-common | US | $697K | 5K | 0.08 |
| Genworth Financial Inc | Long | Equity-common | US | $138K | 23K | 0.02 |
| Geospace Technologies Corp | Long | Equity-common | US | $11K | 1K | 0.00 |
| German American Bancorp Inc | Long | Equity-common | US | $65K | 2K | 0.01 |
| Gibraltar Industries Inc | Long | Equity-common | US | $137K | 2K | 0.02 |
| Gilead Sciences Inc | Long | Equity-common | US | $2M | 28K | 0.21 |
| Glacier Bancorp Inc | Long | Equity-common | US | $273K | 7K | 0.03 |
| Glatfelter Corp | Long | Equity-common | US | $5K | 3K | 0.00 |
| Glaukos Corp | Long | Equity-common | US | $62K | 520 | 0.01 |
| Global Industrial Co | Long | Equity-common | US | $74K | 2K | 0.01 |
| Global Payments Inc | Long | Equity-common | US | $518K | 5K | 0.06 |
| Global Water Resources Inc | Long | Equity-common | US | $19K | 2K | 0.00 |
| GLOBALFOUNDRIES Inc | Long | Equity-common | KY | $125K | 2K | 0.01 |
| Globalstar Inc | Long | Equity-common | US | $11K | 10K | 0.00 |
| Globant SA | Long | Equity-common | LU | $234K | 1K | 0.03 |
| Globe Life Inc | Long | Equity-common | US | $430K | 5K | 0.05 |
| Globus Medical Inc | Long | Equity-common | US | $39K | 570 | 0.00 |
| GMS Inc | Long | Equity-common | US | $242K | 3K | 0.03 |
| GoDaddy Inc | Long | Equity-common | US | $379K | 3K | 0.04 |
| Gogo Inc | Long | Equity-common | US | $45K | 5K | 0.00 |
| Golden Entertainment Inc | Long | Equity-common | US | $20K | 647 | 0.00 |
| Goldman Sachs Group Inc/The | Long | Equity-common | US | $2M | 4K | 0.21 |
| GoodRx Holdings Inc | Long | Equity-common | US | $39K | 5K | 0.00 |
| Goodyear Tire & Rubber Co/The | Long | Equity-common | US | $204K | 18K | 0.02 |
| Goosehead Insurance Inc | Long | Equity-common | US | $11K | 189 | 0.00 |
| GoPro Inc | Long | Equity-common | US | $3K | 2K | 0.00 |
| Gorman-Rupp Co/The | Long | Equity-common | US | $79K | 2K | 0.01 |
| Graco Inc | Long | Equity-common | US | $291K | 4K | 0.03 |
| GrafTech International Ltd | Long | Equity-common | US | $10K | 10K | 0.00 |
| Graham Corp | Long | Equity-common | US | $14K | 501 | 0.00 |
| Graham Holdings Co | Long | Equity-common | US | $195K | 279 | 0.02 |
| GRAIL Inc | Long | Equity-common | US | $4K | 249.33 | 0.00 |
| Grand Canyon Education Inc | Long | Equity-common | US | $422K | 3K | 0.05 |
| Granite Construction Inc | Long | Equity-common | US | $159K | 3K | 0.02 |
| Granite Ridge Resources Inc | Long | Equity-common | US | $21K | 3K | 0.00 |
| Graphic Packaging Holding Co | Long | Equity-common | US | $675K | 26K | 0.08 |
| Gray Television Inc | Long | Equity-common | US | $28K | 5K | 0.00 |
| Great Lakes Dredge & Dock Corp | Long | Equity-common | US | $41K | 5K | 0.00 |
| Great Southern Bancorp Inc | Long | Equity-common | US | $72K | 1K | 0.01 |
| Green Brick Partners Inc | Long | Equity-common | US | $183K | 3K | 0.02 |
| Green Dot Corp | Long | Equity-common | US | $31K | 3K | 0.00 |
| Green Plains Inc | Long | Equity-common | US | $61K | 4K | 0.01 |
| Greenbrier Cos Inc/The | Long | Equity-common | US | $97K | 2K | 0.01 |
| Greenlight Capital Re Ltd | Long | Equity-common | KY | $25K | 2K | 0.00 |
| Greif Inc | Long | Equity-common | US | $116K | 2K | 0.01 |
| Greif Inc | Long | Equity-common | US | $44K | 709 | 0.00 |
| Grid Dynamics Holdings Inc | Long | Equity-common | US | $23K | 2K | 0.00 |
| Griffon Corp | Long | Equity-common | US | $231K | 4K | 0.03 |
| Grocery Outlet Holding Corp | Long | Equity-common | US | $83K | 4K | 0.01 |
| Group 1 Automotive Inc | Long | Equity-common | US | $345K | 1K | 0.04 |
| GrowGeneration Corp | Long | Equity-common | US | $5K | 2K | 0.00 |
| GSI Technology Inc | Long | Equity-common | US | $5K | 2K | 0.00 |
| Guaranty Bancshares Inc/TX | Long | Equity-common | US | $31K | 986 | 0.00 |
| Guess? Inc | Long | Equity-common | US | $99K | 5K | 0.01 |
| Guidewire Software Inc | Long | Equity-common | US | $283K | 2K | 0.03 |
| Gulf Island Fabrication Inc | Long | Equity-common | US | $38K | 6K | 0.00 |
| Gulfport Energy Corp | Long | Equity-common | US | $71K | 473 | 0.01 |
| GXO Logistics Inc | Long | Equity-common | US | $309K | 6K | 0.03 |
| H&E Equipment Services Inc | Long | Equity-common | US | $90K | 2K | 0.01 |
| H&R Block Inc | Long | Equity-common | US | $286K | 5K | 0.03 |
| Hackett Group Inc/The | Long | Equity-common | US | $60K | 3K | 0.01 |
| Haemonetics Corp | Long | Equity-common | US | $188K | 2K | 0.02 |
| Hain Celestial Group Inc/The | Long | Equity-common | US | $48K | 7K | 0.01 |
| Hallador Energy Co | Long | Equity-common | US | $28K | 4K | 0.00 |
| Halliburton Co | Long | Equity-common | US | $1M | 35K | 0.13 |
| Halozyme Therapeutics Inc | Long | Equity-common | US | $259K | 5K | 0.03 |
| Hamilton Beach Brands Holding Co | Long | Equity-common | US | $11K | 652 | 0.00 |
| Hamilton Lane Inc | Long | Equity-common | US | $116K | 937 | 0.01 |
| Hancock Whitney Corp | Long | Equity-common | US | $274K | 6K | 0.03 |
| Hanesbrands Inc | Long | Equity-common | US | $130K | 26K | 0.01 |
| Hanmi Financial Corp | Long | Equity-common | US | $46K | 3K | 0.01 |
| Hanover Insurance Group Inc/The | Long | Equity-common | US | $388K | 3K | 0.04 |
| HarborOne Bancorp Inc | Long | Equity-common | US | $38K | 3K | 0.00 |
| Harley-Davidson Inc | Long | Equity-common | US | $367K | 11K | 0.04 |
| Harmonic Inc | Long | Equity-common | US | $74K | 6K | 0.01 |
| Harmony Biosciences Holdings Inc | Long | Equity-common | US | $86K | 3K | 0.01 |
| Hartford Financial Services Group Inc/The | Long | Equity-common | US | $1M | 14K | 0.15 |
| Harvard Bioscience Inc | Long | Equity-common | US | $9K | 3K | 0.00 |
| Hasbro Inc | Long | Equity-common | US | $254K | 4K | 0.03 |
| HashiCorp Inc | Long | Equity-common | US | $52K | 2K | 0.01 |
| Haverty Furniture Cos Inc | Long | Equity-common | US | $30K | 1K | 0.00 |
| Hawaiian Electric Industries Inc | Long | Equity-common | US | $37K | 4K | 0.00 |
| Hawaiian Holdings Inc | Long | Equity-common | US | $38K | 3K | 0.00 |
| Hawkins Inc | Long | Equity-common | US | $161K | 2K | 0.02 |
| Hawthorn Bancshares Inc | Long | Equity-common | US | $9K | 432 | 0.00 |
| Haynes International Inc | Long | Equity-common | US | $121K | 2K | 0.01 |
| Hayward Holdings Inc | Long | Equity-common | US | $114K | 9K | 0.01 |
| HB Fuller Co | Long | Equity-common | US | $264K | 3K | 0.03 |
| HBT Financial Inc | Long | Equity-common | US | $14K | 668 | 0.00 |
| HCA Healthcare Inc | Long | Equity-common | US | $398K | 1K | 0.04 |
| HCI Group Inc | Long | Equity-common | US | $82K | 887 | 0.01 |
| Health Catalyst Inc | Long | Equity-common | US | $15K | 2K | 0.00 |
| Healthcare Services Group Inc | Long | Equity-common | US | $42K | 4K | 0.00 |
| HealthEquity Inc | Long | Equity-common | US | $289K | 3K | 0.03 |
| HealthStream Inc | Long | Equity-common | US | $76K | 3K | 0.01 |
| Heartland Express Inc | Long | Equity-common | US | $69K | 6K | 0.01 |
| Heartland Financial USA Inc | Long | Equity-common | US | $131K | 3K | 0.01 |
| Hecla Mining Co | Long | Equity-common | US | $176K | 36K | 0.02 |
| HEICO Corp | Long | Equity-common | US | $185K | 828 | 0.02 |
| HEICO Corp | Long | Equity-common | US | $175K | 988 | 0.02 |
| Heidrick & Struggles International Inc | Long | Equity-common | US | $55K | 2K | 0.01 |
| Helen of Troy Ltd | Long | Equity-common | BM | $154K | 2K | 0.02 |
| Helios Technologies Inc | Long | Equity-common | US | $131K | 3K | 0.01 |
| Helix Energy Solutions Group Inc | Long | Equity-common | US | $158K | 13K | 0.02 |
| Helmerich & Payne Inc | Long | Equity-common | US | $51K | 1K | 0.01 |
| Henry Schein Inc | Long | Equity-common | US | $267K | 4K | 0.03 |
| Herbalife Ltd | Long | Equity-common | KY | $44K | 4K | 0.00 |
| Herc Holdings Inc | Long | Equity-common | US | $233K | 2K | 0.03 |
| Heritage Commerce Corp | Long | Equity-common | US | $41K | 5K | 0.00 |
| Heritage Financial Corp/WA | Long | Equity-common | US | $49K | 3K | 0.01 |
| Heritage Insurance Holdings Inc | Long | Equity-common | US | $30K | 4K | 0.00 |
| Hershey Co/The | Long | Equity-common | US | $603K | 3K | 0.07 |
| Hertz Global Holdings Inc | Long | Equity-common | US | $48K | 13K | 0.01 |
| Hess Corp | Long | Equity-common | US | $1M | 9K | 0.14 |
| Hewlett Packard Enterprise Co | Long | Equity-common | US | $699K | 33K | 0.08 |
| Hexcel Corp | Long | Equity-common | US | $222K | 4K | 0.02 |
| HF Foods Group Inc | Long | Equity-common | US | $8K | 3K | 0.00 |
| HF Sinclair Corp | Long | Equity-common | US | $575K | 11K | 0.06 |
| Hillenbrand Inc | Long | Equity-common | US | $202K | 5K | 0.02 |
| HilleVax Inc | Long | Equity-common | US | $20K | 1K | 0.00 |
| Hillman Solutions Corp | Long | Equity-common | US | $84K | 9K | 0.01 |
| Hilltop Holdings Inc | Long | Equity-common | US | $154K | 5K | 0.02 |
| Hilton Grand Vacations Inc | Long | Equity-common | US | $202K | 5K | 0.02 |
| Hilton Worldwide Holdings Inc | Long | Equity-common | US | $359K | 2K | 0.04 |
| Hims & Hers Health Inc | Long | Equity-common | US | $77K | 4K | 0.01 |
| Hingham Institution For Savings The | Long | Equity-common | US | $12K | 65 | 0.00 |
| HireQuest Inc | Long | Equity-common | US | $9K | 768 | 0.00 |
| HNI Corp | Long | Equity-common | US | $169K | 4K | 0.02 |
| Hologic Inc | Long | Equity-common | US | $371K | 5K | 0.04 |
| Home Bancorp Inc | Long | Equity-common | US | $31K | 767 | 0.00 |
| Home BancShares Inc/AR | Long | Equity-common | US | $287K | 12K | 0.03 |
| Home Depot Inc/The | Long | Equity-common | US | $5M | 14K | 0.54 |
| HomeStreet Inc | Long | Equity-common | US | $16K | 1K | 0.00 |
| HomeTrust Bancshares Inc | Long | Equity-common | US | $61K | 2K | 0.01 |
| Honest Co Inc/The | Long | Equity-common | US | $34K | 12K | 0.00 |
| Honeywell International Inc | Long | Equity-common | US | $2M | 11K | 0.27 |
| Hooker Furnishings Corp | Long | Equity-common | US | $12K | 831 | 0.00 |
| Hope Bancorp Inc | Long | Equity-common | US | $82K | 8K | 0.01 |
| Horace Mann Educators Corp | Long | Equity-common | US | $77K | 2K | 0.01 |
| Horizon Bancorp Inc/IN | Long | Equity-common | US | $49K | 4K | 0.01 |
| Hormel Foods Corp | Long | Equity-common | US | $334K | 11K | 0.04 |
| Houlihan Lokey Inc | Long | Equity-common | US | $339K | 3K | 0.04 |
| Hovnanian Enterprises Inc | Long | Equity-common | US | $78K | 551 | 0.01 |
| Howard Hughes Holdings Inc | Long | Equity-common | US | $153K | 2K | 0.02 |
| Howmet Aerospace Inc | Long | Equity-common | US | $634K | 8K | 0.07 |
| HP Inc | Long | Equity-common | US | $536K | 15K | 0.06 |
| Hub Group Inc | Long | Equity-common | US | $159K | 4K | 0.02 |
| Hubbell Inc | Long | Equity-common | US | $543K | 1K | 0.06 |
| HubSpot Inc | Long | Equity-common | US | $93K | 157 | 0.01 |
| Hudson Technologies Inc | Long | Equity-common | US | $25K | 3K | 0.00 |
| Humana Inc | Long | Equity-common | US | $639K | 2K | 0.07 |
| Huntington Bancshares Inc/OH | Long | Equity-common | US | $501K | 38K | 0.06 |
| Huntington Ingalls Industries Inc | Long | Equity-common | US | $433K | 2K | 0.05 |
| Huntsman Corp | Long | Equity-common | US | $327K | 14K | 0.04 |
| Hurco Cos Inc | Long | Equity-common | US | $5K | 300 | 0.00 |
| Huron Consulting Group Inc | Long | Equity-common | US | $150K | 2K | 0.02 |
| Hyatt Hotels Corp | Long | Equity-common | US | $217K | 1K | 0.02 |
| Hyster-Yale Inc | Long | Equity-common | US | $58K | 834 | 0.01 |
| I3 Verticals Inc | Long | Equity-common | US | $37K | 2K | 0.00 |
| IBEX Holdings Ltd | Long | Equity-common | BM | $9K | 574 | 0.00 |
| ICF International Inc | Long | Equity-common | US | $147K | 989 | 0.02 |
| Ichor Holdings Ltd | Long | Equity-common | KY | $74K | 2K | 0.01 |
| ICU Medical Inc | Long | Equity-common | US | $81K | 685 | 0.01 |
| IDACORP Inc | Long | Equity-common | US | $157K | 2K | 0.02 |
| Idaho Strategic Resources Inc | Long | Equity-common | US | $18K | 2K | 0.00 |
| Ideaya Biosciences Inc | Long | Equity-common | US | $53K | 2K | 0.01 |
| Identiv Inc | Long | Equity-common | US | $6K | 1K | 0.00 |
| IDEX Corp | Long | Equity-common | US | $329K | 2K | 0.04 |
| IDEXX Laboratories Inc | Long | Equity-common | US | $818K | 2K | 0.09 |
| IDT Corp | Long | Equity-common | US | $64K | 2K | 0.01 |
| IES Holdings Inc | Long | Equity-common | US | $164K | 1K | 0.02 |
| Illinois Tool Works Inc | Long | Equity-common | US | $1M | 6K | 0.16 |
| Illumina Inc | Long | Equity-common | US | $156K | 1K | 0.02 |
| IMAX Corp | Long | Equity-common | CA | $60K | 4K | 0.01 |
| Immersion Corp | Long | Equity-common | US | $18K | 2K | 0.00 |
| Immunovant Inc | Long | Equity-common | US | $46K | 2K | 0.01 |
| Inari Medical Inc | Long | Equity-common | US | $11K | 235 | 0.00 |
| Incyte Corp | Long | Equity-common | US | $151K | 2K | 0.02 |
| Independence Contract Drilling Inc | Long | Equity-common | US | $126.1 | 97 | 0.00 |
| Independent Bank Corp | Long | Equity-common | US | $181K | 4K | 0.02 |
| Independent Bank Corp/MI | Long | Equity-common | US | $61K | 2K | 0.01 |
| Independent Bank Group Inc | Long | Equity-common | US | $143K | 3K | 0.02 |
| indie Semiconductor Inc | Long | Equity-common | US | $14K | 2K | 0.00 |
| Infinera Corp | Long | Equity-common | US | $27K | 4K | 0.00 |
| Informatica Inc | Long | Equity-common | US | $166K | 5K | 0.02 |
| Information Services Group Inc | Long | Equity-common | US | $9K | 3K | 0.00 |
| InfuSystem Holdings Inc | Long | Equity-common | US | $12K | 2K | 0.00 |
| Ingersoll Rand Inc | Long | Equity-common | US | $892K | 10K | 0.10 |
| Ingevity Corp | Long | Equity-common | US | $88K | 2K | 0.01 |
| Ingles Markets Inc | Long | Equity-common | US | $90K | 1K | 0.01 |
| Ingredion Inc | Long | Equity-common | US | $465K | 4K | 0.05 |
| Innospec Inc | Long | Equity-common | US | $175K | 1K | 0.02 |
| Innovative Solutions and Support Inc | Long | Equity-common | US | $10K | 2K | 0.00 |
| Innoviva Inc | Long | Equity-common | US | $92K | 6K | 0.01 |
| Inogen Inc | Long | Equity-common | US | $8K | 962 | 0.00 |
| Insight Enterprises Inc | Long | Equity-common | US | $372K | 2K | 0.04 |
| Insperity Inc | Long | Equity-common | US | $159K | 2K | 0.02 |
| Inspire Medical Systems Inc | Long | Equity-common | US | $27K | 204 | 0.00 |
| Installed Building Products Inc | Long | Equity-common | US | $339K | 2K | 0.04 |
| Insteel Industries Inc | Long | Equity-common | US | $48K | 2K | 0.01 |
| Instructure Holdings Inc | Long | Equity-common | US | $21K | 902 | 0.00 |
| Insulet Corp | Long | Equity-common | US | $45K | 225 | 0.01 |
| Intapp Inc | Long | Equity-common | US | $26K | 705 | 0.00 |
| Integer Holdings Corp | Long | Equity-common | US | $234K | 2K | 0.03 |
| Integra LifeSciences Holdings Corp | Long | Equity-common | US | $111K | 4K | 0.01 |
| Integral Ad Science Holding Corp | Long | Equity-common | US | $82K | 8K | 0.01 |
| Intel Corp | Long | Equity-common | US | $2M | 56K | 0.19 |
| Intellia Therapeutics Inc | Long | Equity-common | US | $42K | 2K | 0.00 |
| Inter Parfums Inc | Long | Equity-common | US | $167K | 1K | 0.02 |
| Interactive Brokers Group Inc | Long | Equity-common | US | $94K | 763 | 0.01 |
| Intercontinental Exchange Inc | Long | Equity-common | US | $759K | 6K | 0.08 |
| InterDigital Inc | Long | Equity-common | US | $240K | 2K | 0.03 |
| Interface Inc | Long | Equity-common | US | $55K | 4K | 0.01 |
| International Bancshares Corp | Long | Equity-common | US | $265K | 5K | 0.03 |
| International Business Machines Corp | Long | Equity-common | US | $3M | 20K | 0.39 |
| International Flavors & Fragrances Inc | Long | Equity-common | US | $590K | 6K | 0.07 |
| International Game Technology PLC | Long | Equity-common | GB | $81K | 4K | 0.01 |
| International Money Express Inc | Long | Equity-common | US | $43K | 2K | 0.00 |
| International Paper Co | Long | Equity-common | US | $518K | 12K | 0.06 |
| International Seaways Inc | Long | Equity-common | MH | $163K | 3K | 0.02 |
| Interpublic Group of Cos Inc/The | Long | Equity-common | US | $423K | 15K | 0.05 |
| inTEST Corp | Long | Equity-common | US | $11K | 1K | 0.00 |
| Intevac Inc | Long | Equity-common | US | $2K | 505 | 0.00 |
| Intrepid Potash Inc | Long | Equity-common | US | $30K | 1K | 0.00 |
| Intuit Inc | Long | Equity-common | US | $791K | 1K | 0.09 |
| Intuitive Surgical Inc | Long | Equity-common | US | $499K | 1K | 0.06 |
| Invesco Ltd | Long | Equity-common | BM | $265K | 18K | 0.03 |
| Investar Holding Corp | Long | Equity-common | US | $10K | 619 | 0.00 |
| Investors Title Co | Long | Equity-common | US | $22K | 124 | 0.00 |
| IonQ Inc | Long | Equity-common | US | $22K | 3K | 0.00 |
| Iovance Biotherapeutics Inc | Long | Equity-common | US | $66K | 8K | 0.01 |
| IPG Photonics Corp | Long | Equity-common | US | $186K | 2K | 0.02 |
| IQVIA Holdings Inc | Long | Equity-common | US | $1M | 5K | 0.12 |
| iRadimed Corp | Long | Equity-common | US | $17K | 396 | 0.00 |
| Iridium Communications Inc | Long | Equity-common | US | $213K | 8K | 0.02 |
| iRobot Corp | Long | Equity-common | US | $16K | 2K | 0.00 |
| Iteris Inc | Long | Equity-common | US | $13K | 3K | 0.00 |
| Itron Inc | Long | Equity-common | US | $246K | 2K | 0.03 |
| ITT Inc | Long | Equity-common | US | $594K | 5K | 0.07 |
| J & J Snack Foods Corp | Long | Equity-common | US | $189K | 1K | 0.02 |
| J Jill Inc | Long | Equity-common | US | $35K | 987 | 0.00 |
| J M Smucker Co/The | Long | Equity-common | US | $352K | 3K | 0.04 |
| Jabil Inc | Long | Equity-common | US | $647K | 6K | 0.07 |
| Jack Henry & Associates Inc | Long | Equity-common | US | $389K | 2K | 0.04 |
| Jack in the Box Inc | Long | Equity-common | US | $55K | 1K | 0.01 |
| Jackson Financial Inc | Long | Equity-common | US | $284K | 4K | 0.03 |
| Jacobs Solutions Inc | Long | Equity-common | US | $372K | 3K | 0.04 |
| JAKKS Pacific Inc | Long | Equity-common | US | $11K | 616 | 0.00 |
| James River Group Holdings Ltd | Long | Equity-common | BM | $13K | 2K | 0.00 |
| Jamf Holding Corp | Long | Equity-common | US | $80K | 5K | 0.01 |
| Janus Henderson Group PLC | Long | Equity-common | JE | $361K | 11K | 0.04 |
| Janus International Group Inc | Long | Equity-common | US | $11K | 851 | 0.00 |
| Jazz Pharmaceuticals PLC | Long | Equity-common | IE | $162K | 2K | 0.02 |
| JB Hunt Transport Services Inc | Long | Equity-common | US | $626K | 4K | 0.07 |
| Jefferies Financial Group Inc | Long | Equity-common | US | $601K | 12K | 0.07 |
| JELD-WEN Holding Inc | Long | Equity-common | US | $97K | 7K | 0.01 |
| JetBlue Airways Corp | Long | Equity-common | US | $138K | 23K | 0.02 |
| JFrog Ltd | Long | Equity-common | IL | $108K | 3K | 0.01 |
| John B Sanfilippo & Son Inc | Long | Equity-common | US | $63K | 644 | 0.01 |
| John Bean Technologies Corp | Long | Equity-common | US | $175K | 2K | 0.02 |
| John Wiley & Sons Inc | Long | Equity-common | US | $105K | 3K | 0.01 |
| Johnson & Johnson | Long | Equity-common | US | $7M | 48K | 0.78 |
| Johnson Controls International plc | Long | Equity-common | IE | $794K | 12K | 0.09 |
| Johnson Outdoors Inc | Long | Equity-common | US | $15K | 436 | 0.00 |
| Joint Corp/The | Long | Equity-common | US | $4K | 300 | 0.00 |
| Jones Lang LaSalle Inc | Long | Equity-common | US | $541K | 3K | 0.06 |
| JPMorgan Chase & Co | Long | Equity-common | US | $8M | 41K | 0.93 |
| Juniper Networks Inc | Long | Equity-common | US | $552K | 15K | 0.06 |
| Kadant Inc | Long | Equity-common | US | $219K | 745 | 0.02 |
| Kaiser Aluminum Corp | Long | Equity-common | US | $52K | 589 | 0.01 |
| KalVista Pharmaceuticals Inc | Long | Equity-common | US | $48K | 4K | 0.01 |
| Karat Packaging Inc | Long | Equity-common | US | $16K | 551 | 0.00 |
| KB Home | Long | Equity-common | US | $361K | 5K | 0.04 |
| KBR Inc | Long | Equity-common | US | $380K | 6K | 0.04 |
| Kearny Financial Corp/MD | Long | Equity-common | US | $39K | 6K | 0.00 |
| Kellanova | Long | Equity-common | US | $714K | 12K | 0.08 |
| Kelly Services Inc | Long | Equity-common | US | $62K | 3K | 0.01 |
| Kemper Corp | Long | Equity-common | US | $213K | 4K | 0.02 |
| Kennametal Inc | Long | Equity-common | US | $119K | 5K | 0.01 |
| Kennedy-Wilson Holdings Inc | Long | Equity-common | US | $93K | 10K | 0.01 |
| Kenvue Inc | Long | Equity-common | US | $498K | 27K | 0.06 |
| Keros Therapeutics Inc | Long | Equity-common | US | $22K | 477 | 0.00 |
| Keurig Dr Pepper Inc | Long | Equity-common | US | $231K | 7K | 0.03 |
| Kewaunee Scientific Corp | Long | Equity-common | US | $39K | 820 | 0.00 |
| Key Tronic Corp | Long | Equity-common | US | $1K | 304 | 0.00 |
| KeyCorp | Long | Equity-common | US | $333K | 23K | 0.04 |
| Keysight Technologies Inc | Long | Equity-common | US | $599K | 4K | 0.07 |
| Kforce Inc | Long | Equity-common | US | $116K | 2K | 0.01 |
| Kimball Electronics Inc | Long | Equity-common | US | $47K | 2K | 0.01 |
| Kimberly-Clark Corp | Long | Equity-common | US | $696K | 5K | 0.08 |
| Kinder Morgan Inc | Long | Equity-common | US | $821K | 41K | 0.09 |
| Kinetik Holdings Inc | Long | Equity-common | US | $37K | 896 | 0.00 |
| Kiniksa Pharmaceuticals International Plc | Long | Equity-common | GB | $20K | 1K | 0.00 |
| Kinsale Capital Group Inc | Long | Equity-common | US | $294K | 763 | 0.03 |
| Kirby Corp | Long | Equity-common | US | $483K | 4K | 0.05 |
| KKR & Co Inc | Long | Equity-common | US | $602K | 6K | 0.07 |
| KLA Corp | Long | Equity-common | US | $2M | 3K | 0.26 |
| Knife River Corp | Long | Equity-common | US | $227K | 3K | 0.03 |
| Knight-Swift Transportation Holdings Inc | Long | Equity-common | US | $437K | 9K | 0.05 |
| Knowles Corp | Long | Equity-common | US | $111K | 6K | 0.01 |
| Kodiak Sciences Inc | Long | Equity-common | US | $564 | 240 | 0.00 |
| Kohl's Corp | Long | Equity-common | US | $217K | 9K | 0.02 |
| Kontoor Brands Inc | Long | Equity-common | US | $168K | 3K | 0.02 |
| Koppers Holdings Inc | Long | Equity-common | US | $39K | 1K | 0.00 |
| Korn Ferry | Long | Equity-common | US | $236K | 4K | 0.03 |
| KORU Medical Systems Inc | Long | Equity-common | US | $12K | 4K | 0.00 |
| Kosmos Energy Ltd | Long | Equity-common | US | $149K | 27K | 0.02 |
| Kraft Heinz Co/The | Long | Equity-common | US | $279K | 9K | 0.03 |
| Kratos Defense & Security Solutions Inc | Long | Equity-common | US | $144K | 7K | 0.02 |
| Krispy Kreme Inc | Long | Equity-common | US | $66K | 6K | 0.01 |
| Kroger Co/The | Long | Equity-common | US | $2M | 36K | 0.20 |
| Kronos Worldwide Inc | Long | Equity-common | US | $62K | 5K | 0.01 |
| Krystal Biotech Inc | Long | Equity-common | US | $245K | 1K | 0.03 |
| Kulicke & Soffa Industries Inc | Long | Equity-common | US | $161K | 3K | 0.02 |
| Kura Oncology Inc | Long | Equity-common | US | $79K | 4K | 0.01 |
| Kura Sushi USA Inc | Long | Equity-common | US | $38K | 610 | 0.00 |
| KVH Industries Inc | Long | Equity-common | US | $10K | 2K | 0.00 |
| Kymera Therapeutics Inc | Long | Equity-common | US | $62K | 2K | 0.01 |
| Kyndryl Holdings Inc | Long | Equity-common | US | $119K | 5K | 0.01 |
| L B Foster Co | Long | Equity-common | US | $16K | 762 | 0.00 |
| L3Harris Technologies Inc | Long | Equity-common | US | $752K | 3K | 0.08 |
| La-Z-Boy Inc | Long | Equity-common | US | $112K | 3K | 0.01 |
| Labcorp Holdings Inc | Long | Equity-common | US | $442K | 2K | 0.05 |
| Lakeland Financial Corp | Long | Equity-common | US | $104K | 2K | 0.01 |
| Lakeland Industries Inc | Long | Equity-common | US | $7K | 306 | 0.00 |
| Lam Research Corp | Long | Equity-common | US | $2M | 2K | 0.26 |
| Lamb Weston Holdings Inc | Long | Equity-common | US | $374K | 4K | 0.04 |
| Lancaster Colony Corp | Long | Equity-common | US | $219K | 1K | 0.02 |
| Landmark Bancorp Inc/Manhattan KS | Long | Equity-common | US | $11K | 582 | 0.00 |
| Lands' End Inc | Long | Equity-common | US | $40K | 3K | 0.00 |
| Landsea Homes Corp | Long | Equity-common | US | $18K | 2K | 0.00 |
| Landstar System Inc | Long | Equity-common | US | $423K | 2K | 0.05 |
| Lantheus Holdings Inc | Long | Equity-common | US | $246K | 3K | 0.03 |
| Larimar Therapeutics Inc | Long | Equity-common | US | $19K | 3K | 0.00 |
| Las Vegas Sands Corp | Long | Equity-common | US | $280K | 6K | 0.03 |
| Lattice Semiconductor Corp | Long | Equity-common | US | $211K | 4K | 0.02 |
| Laureate Education Inc | Long | Equity-common | US | $92K | 6K | 0.01 |
| Lazard Inc | Long | Equity-common | US | $46K | 1K | 0.01 |
| LCI Industries | Long | Equity-common | US | $180K | 2K | 0.02 |
| LCNB Corp | Long | Equity-common | US | $11K | 779 | 0.00 |
| Lear Corp | Long | Equity-common | US | $410K | 4K | 0.05 |
| Legacy Housing Corp | Long | Equity-common | US | $14K | 594 | 0.00 |
| Legalzoom.com Inc | Long | Equity-common | US | $33K | 4K | 0.00 |
| Leggett & Platt Inc | Long | Equity-common | US | $83K | 7K | 0.01 |
| Leidos Holdings Inc | Long | Equity-common | US | $507K | 3K | 0.06 |
| LeMaitre Vascular Inc | Long | Equity-common | US | $83K | 1K | 0.01 |
| LendingClub Corp | Long | Equity-common | US | $64K | 8K | 0.01 |
| LendingTree Inc | Long | Equity-common | US | $9K | 222 | 0.00 |
| Lennar Corp | Long | Equity-common | US | $714K | 5K | 0.08 |
| Lennar Corp | Long | Equity-common | US | $78K | 563 | 0.01 |
| Lennox International Inc | Long | Equity-common | US | $666K | 1K | 0.07 |
| LENSAR Inc | Long | Equity-common | US | $4K | 965 | 0.00 |
| LENZ Therapeutics Inc | Long | Equity-common | US | $11K | 632 | 0.00 |
| Leslie's Inc | Long | Equity-common | US | $28K | 7K | 0.00 |
| Levi Strauss & Co | Long | Equity-common | US | $67K | 3K | 0.01 |
| LGI Homes Inc | Long | Equity-common | US | $150K | 2K | 0.02 |
| Liberty Broadband Corp | Long | Equity-common | US | $55K | 1K | 0.01 |
| Liberty Broadband Corp | Long | Equity-common | US | $39K | 707 | 0.00 |
| Liberty Energy Inc | Long | Equity-common | US | $170K | 8K | 0.02 |
| Liberty Global Ltd | Long | Equity-common | BM | $40K | 2K | 0.00 |
| Liberty Global Ltd | Long | Equity-common | BM | $19K | 1K | 0.00 |
| Liberty Latin America Ltd | Long | Equity-common | BM | $124K | 13K | 0.01 |
| Liberty Latin America Ltd | Long | Equity-common | BM | $25K | 3K | 0.00 |
| Liberty Media Corp-Liberty Formula One | Long | Equity-common | US | $389K | 5K | 0.04 |
| Liberty Media Corp-Liberty Formula One | Long | Equity-common | US | $50K | 784 | 0.01 |
| Liberty Media Corp-Liberty Live | Long | Equity-common | US | $63K | 2K | 0.01 |
| Liberty Media Corp-Liberty Live | Long | Equity-common | US | $27K | 709 | 0.00 |
| Liberty Media Corp-Liberty SiriusXM | Long | Equity-common | US | $213K | 10K | 0.02 |
| Liberty Media Corp-Liberty SiriusXM | Long | Equity-common | US | $78K | 4K | 0.01 |
| Life Time Group Holdings Inc | Long | Equity-common | US | $32K | 2K | 0.00 |
| LifeStance Health Group Inc | Long | Equity-common | US | $18K | 4K | 0.00 |
| Lifetime Brands Inc | Long | Equity-common | US | $7K | 785 | 0.00 |
| Lifevantage Corp | Long | Equity-common | US | $17K | 3K | 0.00 |
| Lifeway Foods Inc | Long | Equity-common | US | $9K | 699 | 0.00 |
| Ligand Pharmaceuticals Inc | Long | Equity-common | US | $77K | 909 | 0.01 |
| Light & Wonder Inc | Long | Equity-common | US | $366K | 3K | 0.04 |
| Limbach Holdings Inc | Long | Equity-common | US | $13K | 231 | 0.00 |
| Limoneira Co | Long | Equity-common | US | $21K | 992 | 0.00 |
| Lincoln Educational Services Corp | Long | Equity-common | US | $22K | 2K | 0.00 |
| Lincoln Electric Holdings Inc | Long | Equity-common | US | $645K | 3K | 0.07 |
| Lindblad Expeditions Holdings Inc | Long | Equity-common | US | $34K | 4K | 0.00 |
| Linde PLC | Long | Equity-common | IE | $2M | 6K | 0.28 |
| Lindsay Corp | Long | Equity-common | US | $58K | 475 | 0.01 |
| Lineage Cell Therapeutics Inc | Long | Equity-common | US | $4K | 4K | 0.00 |
| Lions Gate Entertainment Corp | Long | Equity-common | CA | $81K | 9K | 0.01 |
| Lions Gate Entertainment Corp | Long | Equity-common | CA | $59K | 6K | 0.01 |
| Liquidity Services Inc | Long | Equity-common | US | $35K | 2K | 0.00 |
| Lithia Motors Inc | Long | Equity-common | US | $429K | 2K | 0.05 |
| Littelfuse Inc | Long | Equity-common | US | $321K | 1K | 0.04 |
| LivaNova PLC | Long | Equity-common | GB | $166K | 3K | 0.02 |
| Live Nation Entertainment Inc | Long | Equity-common | US | $275K | 3K | 0.03 |
| Live Oak Bancshares Inc | Long | Equity-common | US | $137K | 4K | 0.02 |
| LiveRamp Holdings Inc | Long | Equity-common | US | $129K | 4K | 0.01 |
| LKQ Corp | Long | Equity-common | US | $329K | 8K | 0.04 |
| LL Flooring Holdings Inc | Long | Equity-common | US | $4K | 3K | 0.00 |
| Lockheed Martin Corp | Long | Equity-common | US | $2M | 5K | 0.24 |
| Loews Corp | Long | Equity-common | US | $467K | 6K | 0.05 |
| Louisiana-Pacific Corp | Long | Equity-common | US | $604K | 7K | 0.07 |
| Lovesac Co/The | Long | Equity-common | US | $14K | 603 | 0.00 |
| Lowe's Cos Inc | Long | Equity-common | US | $751K | 3K | 0.08 |
| LPL Financial Holdings Inc | Long | Equity-common | US | $804K | 3K | 0.09 |
| LSB Industries Inc | Long | Equity-common | US | $26K | 3K | 0.00 |
| LSI Industries Inc | Long | Equity-common | US | $7K | 457 | 0.00 |
| Lucid Group Inc | Long | Equity-common | US | $45K | 17K | 0.01 |
| Lululemon Athletica Inc | Long | Equity-common | US | $621K | 2K | 0.07 |
| Lumen Technologies Inc | Long | Equity-common | US | $36K | 33K | 0.00 |
| Lumentum Holdings Inc | Long | Equity-common | US | $183K | 4K | 0.02 |
| Lumos Pharma Inc | Long | Equity-common | US | $48.72 | 21 | 0.00 |
| Luna Innovations Inc | Long | Equity-common | US | $7K | 2K | 0.00 |
| Luxfer Holdings PLC | Long | Equity-common | GB | $15K | 1K | 0.00 |
| LyondellBasell Industries NV | Long | Equity-common | NL | $1M | 11K | 0.12 |
| M/I Homes Inc | Long | Equity-common | US | $133K | 1K | 0.01 |
| M&T Bank Corp | Long | Equity-common | US | $654K | 4K | 0.07 |
| Macatawa Bank Corp | Long | Equity-common | US | $25K | 2K | 0.00 |
| MACOM Technology Solutions Holdings Inc | Long | Equity-common | US | $251K | 2K | 0.03 |
| MacroGenics Inc | Long | Equity-common | US | $11K | 3K | 0.00 |
| Macy's Inc | Long | Equity-common | US | $342K | 18K | 0.04 |
| Madison Square Garden Entertainment Corp | Long | Equity-common | US | $46K | 1K | 0.01 |
| Madison Square Garden Sports Corp | Long | Equity-common | US | $112K | 597 | 0.01 |
| Magnachip Semiconductor Corp | Long | Equity-common | US | $7K | 1K | 0.00 |
| Magnite Inc | Long | Equity-common | US | $74K | 6K | 0.01 |
| Magnolia Oil & Gas Corp | Long | Equity-common | US | $238K | 9K | 0.03 |
| Maiden Holdings Ltd | Long | Equity-common | BM | $11K | 6K | 0.00 |
| MainStreet Bancshares Inc | Long | Equity-common | US | $9K | 481 | 0.00 |
| Malibu Boats Inc | Long | Equity-common | US | $56K | 2K | 0.01 |
| Mammoth Energy Services Inc | Long | Equity-common | US | $9K | 3K | 0.00 |
| Manhattan Associates Inc | Long | Equity-common | US | $770K | 3K | 0.09 |
| Manitowoc Co Inc/The | Long | Equity-common | US | $37K | 3K | 0.00 |
| ManpowerGroup Inc | Long | Equity-common | US | $251K | 4K | 0.03 |
| Marathon Digital Holdings Inc | Long | Equity-common | US | $100K | 5K | 0.01 |
| Marathon Oil Corp | Long | Equity-common | US | $815K | 28K | 0.09 |
| Marathon Petroleum Corp | Long | Equity-common | US | $2M | 10K | 0.19 |
| Maravai LifeSciences Holdings Inc | Long | Equity-common | US | $38K | 5K | 0.00 |
| Marchex Inc | Long | Equity-common | US | $8K | 5K | 0.00 |
| Marcus & Millichap Inc | Long | Equity-common | US | $77K | 2K | 0.01 |
| Marcus Corp/The | Long | Equity-common | US | $23K | 2K | 0.00 |
| Marine Products Corp | Long | Equity-common | US | $22K | 2K | 0.00 |
| MarineMax Inc | Long | Equity-common | US | $58K | 2K | 0.01 |
| Markel Group Inc | Long | Equity-common | US | $551K | 350 | 0.06 |
| MarketAxess Holdings Inc | Long | Equity-common | US | $180K | 898 | 0.02 |
| Marqeta Inc | Long | Equity-common | US | $81K | 15K | 0.01 |
| Marriott International Inc/MD | Long | Equity-common | US | $380K | 2K | 0.04 |
| Marriott Vacations Worldwide Corp | Long | Equity-common | US | $191K | 2K | 0.02 |
| Marsh & McLennan Cos Inc | Long | Equity-common | US | $2M | 8K | 0.19 |
| Marten Transport Ltd | Long | Equity-common | US | $109K | 6K | 0.01 |
| Martin Marietta Materials Inc | Long | Equity-common | US | $919K | 2K | 0.10 |
| Marvell Technology Inc | Long | Equity-common | US | $589K | 8K | 0.07 |
| Masco Corp | Long | Equity-common | US | $273K | 4K | 0.03 |
| Masimo Corp | Long | Equity-common | US | $43K | 338 | 0.00 |
| MasTec Inc | Long | Equity-common | US | $482K | 5K | 0.05 |
| Masterbrand Inc | Long | Equity-common | US | $129K | 9K | 0.01 |
| Mastercard Inc | Long | Equity-common | US | $5M | 12K | 0.58 |
| MasterCraft Boat Holdings Inc | Long | Equity-common | US | $19K | 1K | 0.00 |
| Matador Resources Co | Long | Equity-common | US | $398K | 7K | 0.04 |
| Match Group Inc | Long | Equity-common | US | $139K | 5K | 0.02 |
| Materion Corp | Long | Equity-common | US | $160K | 1K | 0.02 |
| Mativ Holdings Inc | Long | Equity-common | US | $48K | 3K | 0.01 |
| Matrix Service Co | Long | Equity-common | US | $23K | 2K | 0.00 |
| Matson Inc | Long | Equity-common | US | $377K | 3K | 0.04 |
| Mattel Inc | Long | Equity-common | US | $298K | 18K | 0.03 |
| Matterport Inc | Long | Equity-common | US | $32K | 7K | 0.00 |
| Matthews International Corp | Long | Equity-common | US | $60K | 2K | 0.01 |
| Maui Land & Pineapple Co Inc | Long | Equity-common | US | $22K | 1K | 0.00 |
| Maximus Inc | Long | Equity-common | US | $377K | 4K | 0.04 |
| MaxLinear Inc | Long | Equity-common | US | $95K | 5K | 0.01 |
| Mayville Engineering Co Inc | Long | Equity-common | US | $9K | 557 | 0.00 |
| McCormick & Co Inc/MD | Long | Equity-common | US | $376K | 5K | 0.04 |
| McCormick & Co Inc/MD | Long | Equity-common | US | $32K | 467 | 0.00 |
| McDonald's Corp | Long | Equity-common | US | $1M | 4K | 0.11 |
| McGrath RentCorp | Long | Equity-common | US | $179K | 2K | 0.02 |
| McKesson Corp | Long | Equity-common | US | $448K | 767 | 0.05 |
| MDU Resources Group Inc | Long | Equity-common | US | $325K | 13K | 0.04 |
| MediciNova Inc | Long | Equity-common | US | $10K | 7K | 0.00 |
| Medifast Inc | Long | Equity-common | US | $14K | 636 | 0.00 |
| Medpace Holdings Inc | Long | Equity-common | US | $641K | 2K | 0.07 |
| Medtronic PLC | Long | Equity-common | IE | $865K | 11K | 0.10 |
| MeiraGTx Holdings plc | Long | Equity-common | KY | $11K | 3K | 0.00 |
| Mercantile Bank Corp | Long | Equity-common | US | $63K | 2K | 0.01 |
| Mercer International Inc | Long | Equity-common | US | $40K | 5K | 0.00 |
| Merchants Bancorp/IN | Long | Equity-common | US | $90K | 2K | 0.01 |
| Merck & Co Inc | Long | Equity-common | US | $2M | 18K | 0.25 |
| Mercury General Corp | Long | Equity-common | US | $203K | 4K | 0.02 |
| Mercury Systems Inc | Long | Equity-common | US | $80K | 3K | 0.01 |
| Meridian Corp | Long | Equity-common | US | $7K | 630 | 0.00 |
| MeridianLink Inc | Long | Equity-common | US | $26K | 1K | 0.00 |
| Merit Medical Systems Inc | Long | Equity-common | US | $263K | 3K | 0.03 |
| Meritage Homes Corp | Long | Equity-common | US | $376K | 2K | 0.04 |
| Mersana Therapeutics Inc | Long | Equity-common | US | $4K | 2K | 0.00 |
| Mesa Laboratories Inc | Long | Equity-common | US | $19K | 221 | 0.00 |
| Meta Platforms Inc | Long | Equity-common | US | $12M | 24K | 1.35 |
| Metallus Inc | Long | Equity-common | US | $126K | 6K | 0.01 |
| Methode Electronics Inc | Long | Equity-common | US | $23K | 2K | 0.00 |
| MetLife Inc | Long | Equity-common | US | $829K | 12K | 0.09 |
| Metrocity Bankshares Inc | Long | Equity-common | US | $24K | 927 | 0.00 |
| Metropolitan Bank Holding Corp | Long | Equity-common | US | $42K | 1K | 0.00 |
| Mettler-Toledo International Inc | Long | Equity-common | US | $450K | 322 | 0.05 |
| MGE Energy Inc | Long | Equity-common | US | $134K | 2K | 0.01 |
| MGIC Investment Corp | Long | Equity-common | US | $287K | 13K | 0.03 |
| MGM Resorts International | Long | Equity-common | US | $319K | 7K | 0.04 |
| MGP Ingredients Inc | Long | Equity-common | US | $97K | 1K | 0.01 |
| Microchip Technology Inc | Long | Equity-common | US | $1M | 15K | 0.15 |
| Micron Technology Inc | Long | Equity-common | US | $1M | 10K | 0.14 |
| Microsoft Corp | Long | Equity-common | US | $44M | 99K | 4.93 |
| Mid Penn Bancorp Inc | Long | Equity-common | US | $11K | 517 | 0.00 |
| Middleby Corp/The | Long | Equity-common | US | $317K | 3K | 0.04 |
| Middlefield Banc Corp | Long | Equity-common | US | $14K | 600 | 0.00 |
| Middlesex Water Co | Long | Equity-common | US | $51K | 968 | 0.01 |
| Midland States Bancorp Inc | Long | Equity-common | US | $46K | 2K | 0.01 |
| MidWestOne Financial Group Inc | Long | Equity-common | US | $29K | 1K | 0.00 |
| Miller Industries Inc/TN | Long | Equity-common | US | $35K | 637 | 0.00 |
| MillerKnoll Inc | Long | Equity-common | US | $147K | 6K | 0.02 |
| MiMedx Group Inc | Long | Equity-common | US | $20K | 3K | 0.00 |
| Minerals Technologies Inc | Long | Equity-common | US | $199K | 2K | 0.02 |
| Mirion Technologies Inc | Long | Equity-common | US | $31K | 3K | 0.00 |
| Mission Produce Inc | Long | Equity-common | US | $25K | 3K | 0.00 |
| Mistras Group Inc | Long | Equity-common | US | $20K | 2K | 0.00 |
| Mitek Systems Inc | Long | Equity-common | US | $40K | 4K | 0.00 |
| MKS Instruments Inc | Long | Equity-common | US | $116K | 889 | 0.01 |
| Moderna Inc | Long | Equity-common | US | $481K | 4K | 0.05 |
| Modine Manufacturing Co | Long | Equity-common | US | $384K | 4K | 0.04 |
| ModivCare Inc | Long | Equity-common | US | $37K | 1K | 0.00 |
| Moelis & Co | Long | Equity-common | US | $54K | 955 | 0.01 |
| Mohawk Industries Inc | Long | Equity-common | US | $240K | 2K | 0.03 |
| Molina Healthcare Inc | Long | Equity-common | US | $554K | 2K | 0.06 |
| Molson Coors Beverage Co | Long | Equity-common | US | $279K | 5K | 0.03 |
| Mondelez International Inc | Long | Equity-common | US | $932K | 14K | 0.10 |
| MongoDB Inc | Long | Equity-common | US | $56K | 226 | 0.01 |
| Monolithic Power Systems Inc | Long | Equity-common | US | $453K | 551 | 0.05 |
| Monro Inc | Long | Equity-common | US | $50K | 2K | 0.01 |
| Monster Beverage Corp | Long | Equity-common | US | $270K | 5K | 0.03 |
| Montauk Renewables Inc | Long | Equity-common | US | $14K | 3K | 0.00 |
| Monte Rosa Therapeutics Inc | Long | Equity-common | US | $6K | 2K | 0.00 |
| Montrose Environmental Group Inc | Long | Equity-common | US | $17K | 388 | 0.00 |
| Moody's Corp | Long | Equity-common | US | $713K | 2K | 0.08 |
| Moog Inc | Long | Equity-common | US | $348K | 2K | 0.04 |
| Morgan Stanley | Long | Equity-common | US | $2M | 18K | 0.19 |
| Morningstar Inc | Long | Equity-common | US | $299K | 1K | 0.03 |
| Morphic Holding Inc | Long | Equity-common | US | $52K | 2K | 0.01 |
| Mosaic Co/The | Long | Equity-common | US | $380K | 13K | 0.04 |
| Motorcar Parts of America Inc | Long | Equity-common | US | $13K | 2K | 0.00 |
| Motorola Solutions Inc | Long | Equity-common | US | $751K | 2K | 0.08 |
| Movado Group Inc | Long | Equity-common | US | $37K | 1K | 0.00 |
| MP Materials Corp | Long | Equity-common | US | $55K | 4K | 0.01 |
| Mr Cooper Group Inc | Long | Equity-common | US | $466K | 6K | 0.05 |
| MRC Global Inc | Long | Equity-common | US | $71K | 5K | 0.01 |
| MSA Safety Inc | Long | Equity-common | US | $259K | 1K | 0.03 |
| MSC Industrial Direct Co Inc | Long | Equity-common | US | $242K | 3K | 0.03 |
| MSCI Inc | Long | Equity-common | US | $278K | 578 | 0.03 |
| Mueller Industries Inc | Long | Equity-common | US | $485K | 9K | 0.05 |
| Mueller Water Products Inc | Long | Equity-common | US | $184K | 10K | 0.02 |
| Murphy Oil Corp | Long | Equity-common | US | $428K | 10K | 0.05 |
| Murphy USA Inc | Long | Equity-common | US | $707K | 2K | 0.08 |
| MVB Financial Corp | Long | Equity-common | US | $9K | 505 | 0.00 |
| Myers Industries Inc | Long | Equity-common | US | $41K | 3K | 0.00 |
| MYR Group Inc | Long | Equity-common | US | $160K | 1K | 0.02 |
| Myriad Genetics Inc | Long | Equity-common | US | $149K | 6K | 0.02 |
| N-able Inc/US | Long | Equity-common | US | $85K | 6K | 0.01 |
| Nabors Industries Ltd | Long | Equity-common | BM | $41K | 576 | 0.00 |
| NACCO Industries Inc | Long | Equity-common | US | $9K | 326 | 0.00 |
| Napco Security Technologies Inc | Long | Equity-common | US | $57K | 1K | 0.01 |
| Nasdaq Inc | Long | Equity-common | US | $748K | 12K | 0.08 |
| Natera Inc | Long | Equity-common | US | $67K | 617 | 0.01 |
| Nathan's Famous Inc | Long | Equity-common | US | $20K | 298 | 0.00 |
| National Bank Holdings Corp | Long | Equity-common | US | $71K | 2K | 0.01 |
| National Bankshares Inc | Long | Equity-common | US | $6K | 222 | 0.00 |
| National Beverage Corp | Long | Equity-common | US | $206K | 4K | 0.02 |
| National Fuel Gas Co | Long | Equity-common | US | $206K | 4K | 0.02 |
| National HealthCare Corp | Long | Equity-common | US | $126K | 1K | 0.01 |
| National Presto Industries Inc | Long | Equity-common | US | $31K | 415 | 0.00 |
| National Research Corp | Long | Equity-common | US | $38K | 2K | 0.00 |
| National Vision Holdings Inc | Long | Equity-common | US | $49K | 4K | 0.01 |
| National Western Life Group Inc | Long | Equity-common | US | $148K | 298 | 0.02 |
| Natural Gas Services Group Inc | Long | Equity-common | US | $14K | 679 | 0.00 |
| Natural Grocers by Vitamin Cottage Inc | Long | Equity-common | US | $52K | 2K | 0.01 |
| Natural Health Trends Corp | Long | Equity-common | US | $3K | 462 | 0.00 |
| Nature's Sunshine Products Inc | Long | Equity-common | US | $14K | 909 | 0.00 |
| Nautilus Biotechnology Inc | Long | Equity-common | US | $12K | 5K | 0.00 |
| Navient Corp | Long | Equity-common | US | $175K | 12K | 0.02 |
| Navitas Semiconductor Corp | Long | Equity-common | US | $15K | 4K | 0.00 |
| NBT Bancorp Inc | Long | Equity-common | US | $139K | 4K | 0.02 |
| nCino Inc | Long | Equity-common | US | $109K | 3K | 0.01 |
| NCR Atleos Corp | Long | Equity-common | US | $135K | 5K | 0.02 |
| NCR Voyix Corp | Long | Equity-common | US | $123K | 10K | 0.01 |
| Nektar Therapeutics | Long | Equity-common | US | $7K | 6K | 0.00 |
| Nelnet Inc | Long | Equity-common | US | $194K | 2K | 0.02 |
| Neogen Corp | Long | Equity-common | US | $19K | 1K | 0.00 |
| NeoGenomics Inc | Long | Equity-common | US | $81K | 6K | 0.01 |
| Neonode Inc | Long | Equity-common | US | $2K | 1K | 0.00 |
| NerdWallet Inc | Long | Equity-common | US | $20K | 1K | 0.00 |
| NetApp Inc | Long | Equity-common | US | $927K | 7K | 0.10 |
| Netflix Inc | Long | Equity-common | US | $1M | 2K | 0.14 |
| NETGEAR Inc | Long | Equity-common | US | $32K | 2K | 0.00 |
| NetScout Systems Inc | Long | Equity-common | US | $97K | 5K | 0.01 |
| Network-1 Technologies Inc | Long | Equity-common | US | $19.58 | 11 | 0.00 |
| Neurocrine Biosciences Inc | Long | Equity-common | US | $246K | 2K | 0.03 |
| Neuronetics Inc | Long | Equity-common | US | $4K | 2K | 0.00 |
| Nevro Corp | Long | Equity-common | US | $6K | 664 | 0.00 |
| New Fortress Energy Inc | Long | Equity-common | US | $94K | 4K | 0.01 |
| New Jersey Resources Corp | Long | Equity-common | US | $291K | 7K | 0.03 |
| New York Community Bancorp Inc | Long | Equity-common | US | $30K | 9K | 0.00 |
| New York Times Co/The | Long | Equity-common | US | $341K | 7K | 0.04 |
| Newell Brands Inc | Long | Equity-common | US | $146K | 23K | 0.02 |
| Newmark Group Inc | Long | Equity-common | US | $115K | 11K | 0.01 |
| NewMarket Corp | Long | Equity-common | US | $343K | 666 | 0.04 |
| Newmont Corp | Long | Equity-common | US | $752K | 18K | 0.08 |
| Newpark Resources Inc | Long | Equity-common | US | $104K | 12K | 0.01 |
| News Corp | Long | Equity-common | US | $317K | 12K | 0.04 |
| News Corp | Long | Equity-common | US | $157K | 6K | 0.02 |
| Nexa Resources SA | Long | Equity-common | LU | $36K | 5K | 0.00 |
| Nexstar Media Group Inc | Long | Equity-common | US | $521K | 3K | 0.06 |
| NextCure Inc | Long | Equity-common | US | $6K | 4K | 0.00 |
| NextEra Energy Inc | Long | Equity-common | US | $699K | 10K | 0.08 |
| NEXTracker Inc | Long | Equity-common | US | $133K | 3K | 0.01 |
| NI Holdings Inc | Long | Equity-common | US | $13K | 863 | 0.00 |
| Nicolet Bankshares Inc | Long | Equity-common | US | $61K | 736 | 0.01 |
| NIKE Inc | Long | Equity-common | US | $1M | 18K | 0.15 |
| Nine Energy Service Inc | Long | Equity-common | US | $7K | 4K | 0.00 |
| NiSource Inc | Long | Equity-common | US | $245K | 8K | 0.03 |
| NL Industries Inc | Long | Equity-common | US | $13K | 2K | 0.00 |
| nLight Inc | Long | Equity-common | US | $19K | 2K | 0.00 |
| NMI Holdings Inc | Long | Equity-common | US | $153K | 4K | 0.02 |
| NN Inc | Long | Equity-common | US | $17K | 6K | 0.00 |
| Noodles & Co | Long | Equity-common | US | $6K | 4K | 0.00 |
| Nordic American Tankers Ltd | Long | Equity-common | BM | $59K | 15K | 0.01 |
| Nordson Corp | Long | Equity-common | US | $295K | 1K | 0.03 |
| Nordstrom Inc | Long | Equity-common | US | $151K | 7K | 0.02 |
| Norfolk Southern Corp | Long | Equity-common | US | $806K | 4K | 0.09 |
| Northeast Bank | Long | Equity-common | US | $37K | 600 | 0.00 |
| Northeast Community Bancorp Inc | Long | Equity-common | US | $22K | 1K | 0.00 |
| Northern Oil & Gas Inc | Long | Equity-common | US | $42K | 1K | 0.00 |
| Northern Technologies International Corp | Long | Equity-common | US | $27K | 2K | 0.00 |
| Northern Trust Corp | Long | Equity-common | US | $458K | 5K | 0.05 |
| Northfield Bancorp Inc | Long | Equity-common | US | $43K | 5K | 0.00 |
| Northrim BanCorp Inc | Long | Equity-common | US | $19K | 322 | 0.00 |
| Northrop Grumman Corp | Long | Equity-common | US | $658K | 2K | 0.07 |
| Northwest Bancshares Inc | Long | Equity-common | US | $109K | 9K | 0.01 |
| Northwest Natural Holding Co | Long | Equity-common | US | $48K | 1K | 0.01 |
| Northwest Pipe Co | Long | Equity-common | US | $18K | 539 | 0.00 |
| Northwestern Energy Group Inc | Long | Equity-common | US | $85K | 2K | 0.01 |
| Norwegian Cruise Line Holdings Ltd | Long | Equity-common | BM | $177K | 9K | 0.02 |
| Norwood Financial Corp | Long | Equity-common | US | $9K | 355 | 0.00 |
| NOV Inc | Long | Equity-common | US | $356K | 19K | 0.04 |
| Novanta Inc | Long | Equity-common | CA | $200K | 1K | 0.02 |
| NRG Energy Inc | Long | Equity-common | US | $1M | 15K | 0.13 |
| Nu Skin Enterprises Inc | Long | Equity-common | US | $38K | 4K | 0.00 |
| Nucor Corp | Long | Equity-common | US | $1M | 6K | 0.11 |
| Nurix Therapeutics Inc | Long | Equity-common | US | $27K | 1K | 0.00 |
| Nutanix Inc | Long | Equity-common | US | $148K | 3K | 0.02 |
| Nuvalent Inc | Long | Equity-common | US | $77K | 1K | 0.01 |
| NV5 Global Inc | Long | Equity-common | US | $76K | 814 | 0.01 |
| NVE Corp | Long | Equity-common | US | $28K | 375 | 0.00 |
| nVent Electric PLC | Long | Equity-common | IE | $653K | 9K | 0.07 |
| NVIDIA Corp | Long | Equity-common | US | $41M | 333K | 4.59 |
| NVR Inc | Long | Equity-common | US | $918K | 121 | 0.10 |
| NXP Semiconductors NV | Long | Equity-common | NL | $1M | 5K | 0.14 |
| O-I Glass Inc | Long | Equity-common | US | $90K | 8K | 0.01 |
| O'Reilly Automotive Inc | Long | Equity-common | US | $393K | 372 | 0.04 |
| Oak Valley Bancorp | Long | Equity-common | US | $43K | 2K | 0.00 |
| Occidental Petroleum Corp | Long | Equity-common | US | $1M | 20K | 0.14 |
| Oceaneering International Inc | Long | Equity-common | US | $143K | 6K | 0.02 |
| OceanFirst Financial Corp | Long | Equity-common | US | $60K | 4K | 0.01 |
| ODP Corp/The | Long | Equity-common | US | $140K | 4K | 0.02 |
| OFG Bancorp | Long | Equity-common | PR | $138K | 4K | 0.02 |
| OGE Energy Corp | Long | Equity-common | US | $203K | 6K | 0.02 |
| Ohio Valley Banc Corp | Long | Equity-common | US | $6K | 303 | 0.00 |
| Oil States International Inc | Long | Equity-common | US | $25K | 6K | 0.00 |
| Oil-Dri Corp of America | Long | Equity-common | US | $18K | 282 | 0.00 |
| Okta Inc | Long | Equity-common | US | $179K | 2K | 0.02 |
| Old Dominion Freight Line Inc | Long | Equity-common | US | $815K | 5K | 0.09 |
| Old National Bancorp/IN | Long | Equity-common | US | $368K | 21K | 0.04 |
| Old Point Financial Corp | Long | Equity-common | US | $8K | 531 | 0.00 |
| Old Republic International Corp | Long | Equity-common | US | $483K | 16K | 0.05 |
| Old Second Bancorp Inc | Long | Equity-common | US | $15K | 1K | 0.00 |
| Olema Pharmaceuticals Inc | Long | Equity-common | US | $40K | 4K | 0.00 |
| Olin Corp | Long | Equity-common | US | $510K | 11K | 0.06 |
| Ollie's Bargain Outlet Holdings Inc | Long | Equity-common | US | $240K | 2K | 0.03 |
| Olo Inc | Long | Equity-common | US | $23K | 5K | 0.00 |
| Olympic Steel Inc | Long | Equity-common | US | $28K | 623 | 0.00 |
| Omega Flex Inc | Long | Equity-common | US | $24K | 460 | 0.00 |
| Omega Therapeutics Inc | Long | Equity-common | US | $3K | 2K | 0.00 |
| OmniAb Inc | Long | Equity-common | US | $17K | 4K | 0.00 |
| OMNIAB INC | Long | Equity-common | US | $0 | 344 | – |
| OMNIAB INC | Long | Equity-common | US | $0 | 344 | – |
| Omnicell Inc | Long | Equity-common | US | $40K | 1K | 0.00 |
| Omnicom Group Inc | Long | Equity-common | US | $937K | 10K | 0.10 |
| ON Semiconductor Corp | Long | Equity-common | US | $998K | 15K | 0.11 |
| ON24 Inc | Long | Equity-common | US | $3K | 506 | 0.00 |
| ONE Gas Inc | Long | Equity-common | US | $144K | 2K | 0.02 |
| ONE Group Hospitality Inc/The | Long | Equity-common | US | $7K | 2K | 0.00 |
| One Stop Systems Inc | Long | Equity-common | US | $6K | 3K | 0.00 |
| OneMain Holdings Inc | Long | Equity-common | US | $434K | 9K | 0.05 |
| ONEOK Inc | Long | Equity-common | US | $1M | 13K | 0.12 |
| OneSpan Inc | Long | Equity-common | US | $32K | 3K | 0.00 |
| OneSpaWorld Holdings Ltd | Long | Equity-common | BS | $56K | 4K | 0.01 |
| OneWater Marine Inc | Long | Equity-common | US | $21K | 769 | 0.00 |
| Onity Group Inc | Long | Equity-common | US | $13K | 526 | 0.00 |
| Onto Innovation Inc | Long | Equity-common | US | $629K | 3K | 0.07 |
| Ooma Inc | Long | Equity-common | US | $18K | 2K | 0.00 |
| OP Bancorp | Long | Equity-common | US | $11K | 1K | 0.00 |
| Open Lending Corp | Long | Equity-common | US | $29K | 5K | 0.00 |
| Opendoor Technologies Inc | Long | Equity-common | US | $97K | 53K | 0.01 |
| OPENLANE Inc | Long | Equity-common | US | $158K | 10K | 0.02 |
| OPKO Health Inc | Long | Equity-common | US | $43K | 35K | 0.00 |
| Oppenheimer Holdings Inc | Long | Equity-common | US | $37K | 765 | 0.00 |
| OptimizeRx Corp | Long | Equity-common | US | $20K | 2K | 0.00 |
| OptimumBank Holdings Inc | Long | Equity-common | US | $688 | 160 | 0.00 |
| Option Care Health Inc | Long | Equity-common | US | $203K | 7K | 0.02 |
| Oracle Corp | Long | Equity-common | US | $2M | 18K | 0.28 |
| Orange County Bancorp Inc | Long | Equity-common | US | $12K | 220 | 0.00 |
| OraSure Technologies Inc | Long | Equity-common | US | $17K | 4K | 0.00 |
| Organogenesis Holdings Inc | Long | Equity-common | US | $5K | 2K | 0.00 |
| Organon & Co | Long | Equity-common | US | $40K | 2K | 0.00 |
| Origin Bancorp Inc | Long | Equity-common | US | $45K | 1K | 0.01 |
| Orion Group Holdings Inc | Long | Equity-common | US | $11K | 1K | 0.00 |
| Orion SA | Long | Equity-common | LU | $43K | 2K | 0.00 |
| Ormat Technologies Inc | Long | Equity-common | US | $202K | 3K | 0.02 |
| Orrstown Financial Services Inc | Long | Equity-common | US | $14K | 503 | 0.00 |
| Orthofix Medical Inc | Long | Equity-common | US | $25K | 2K | 0.00 |
| OrthoPediatrics Corp | Long | Equity-common | US | $14K | 500 | 0.00 |
| Oscar Health Inc | Long | Equity-common | US | $121K | 8K | 0.01 |
| Oshkosh Corp | Long | Equity-common | US | $418K | 4K | 0.05 |
| OSI Systems Inc | Long | Equity-common | US | $183K | 1K | 0.02 |
| Otis Worldwide Corp | Long | Equity-common | US | $679K | 7K | 0.08 |
| Otter Tail Corp | Long | Equity-common | US | $108K | 1K | 0.01 |
| Overseas Shipholding Group Inc | Long | Equity-common | US | $42K | 5K | 0.00 |
| Ovid therapeutics Inc | Long | Equity-common | US | $4K | 5K | 0.00 |
| Ovintiv Inc | Long | Equity-common | US | $614K | 13K | 0.07 |
| Owens & Minor Inc | Long | Equity-common | US | $55K | 4K | 0.01 |
| Owens Corning | Long | Equity-common | US | $570K | 3K | 0.06 |
| Oxford Industries Inc | Long | Equity-common | US | $108K | 1K | 0.01 |
| PACCAR Inc | Long | Equity-common | US | $1M | 11K | 0.13 |
| Pacific Biosciences of California Inc | Long | Equity-common | US | $10K | 7K | 0.00 |
| Pacific Premier Bancorp Inc | Long | Equity-common | US | $132K | 6K | 0.01 |
| Pacira BioSciences Inc | Long | Equity-common | US | $85K | 3K | 0.01 |
| Packaging Corp of America | Long | Equity-common | US | $635K | 3K | 0.07 |
| Pactiv Evergreen Inc | Long | Equity-common | US | $26K | 2K | 0.00 |
| Palantir Technologies Inc | Long | Equity-common | US | $198K | 8K | 0.02 |
| Palo Alto Networks Inc | Long | Equity-common | US | $319K | 941 | 0.04 |
| Palomar Holdings Inc | Long | Equity-common | US | $38K | 463 | 0.00 |
| PAM Transportation Services Inc | Long | Equity-common | US | $47K | 3K | 0.01 |
| Pangaea Logistics Solutions Ltd | Long | Equity-common | BM | $30K | 4K | 0.00 |
| Papa John's International Inc | Long | Equity-common | US | $67K | 1K | 0.01 |
| Par Pacific Holdings Inc | Long | Equity-common | US | $92K | 4K | 0.01 |
| PAR Technology Corp | Long | Equity-common | US | $49K | 1K | 0.01 |
| Paramount Global | Long | Equity-common | US | $252K | 24K | 0.03 |
| Paramount Global | Long | Equity-common | US | $7K | 400 | 0.00 |
| Park Aerospace Corp | Long | Equity-common | US | $19K | 1K | 0.00 |
| Park National Corp | Long | Equity-common | US | $170K | 1K | 0.02 |
| Park-Ohio Holdings Corp | Long | Equity-common | US | $32K | 1K | 0.00 |
| Parke Bancorp Inc | Long | Equity-common | US | $13K | 739 | 0.00 |
| Parker-Hannifin Corp | Long | Equity-common | US | $767K | 2K | 0.09 |
| Parsons Corp | Long | Equity-common | US | $245K | 3K | 0.03 |
| Pathward Financial Inc | Long | Equity-common | US | $142K | 3K | 0.02 |
| Patrick Industries Inc | Long | Equity-common | US | $185K | 2K | 0.02 |
| Patriot National Bancorp Inc | Long | Equity-common | US | $2K | 972 | 0.00 |
| Patterson Cos Inc | Long | Equity-common | US | $156K | 6K | 0.02 |
| Paychex Inc | Long | Equity-common | US | $794K | 7K | 0.09 |
| Paycom Software Inc | Long | Equity-common | US | $174K | 1K | 0.02 |
| Paycor HCM Inc | Long | Equity-common | US | $31K | 2K | 0.00 |
| Paylocity Holding Corp | Long | Equity-common | US | $125K | 950 | 0.01 |
| Paymentus Holdings Inc | Long | Equity-common | US | $41K | 2K | 0.00 |
| Payoneer Global Inc | Long | Equity-common | US | $21K | 4K | 0.00 |
| PayPal Holdings Inc | Long | Equity-common | US | $525K | 9K | 0.06 |
| Paysafe Ltd | Long | Equity-common | BM | $35K | 2K | 0.00 |
| PBF Energy Inc | Long | Equity-common | US | $358K | 8K | 0.04 |
| PC Connection Inc | Long | Equity-common | US | $130K | 2K | 0.01 |
| PCB Bancorp | Long | Equity-common | US | $10K | 642 | 0.00 |
| PDF Solutions Inc | Long | Equity-common | US | $83K | 2K | 0.01 |
| PDL BioPharma Inc | Long | Equity-common | US | $15K | 13K | 0.00 |
| Peabody Energy Corp | Long | Equity-common | US | $206K | 9K | 0.02 |
| Peapack-Gladstone Financial Corp | Long | Equity-common | US | $49K | 2K | 0.01 |
| Pediatrix Medical Group Inc | Long | Equity-common | US | $40K | 5K | 0.00 |
| Pegasystems Inc | Long | Equity-common | US | $39K | 652 | 0.00 |
| Penn Entertainment Inc | Long | Equity-common | US | $64K | 3K | 0.01 |
| Pennant Group Inc/The | Long | Equity-common | US | $30K | 1K | 0.00 |
| Penns Woods Bancorp Inc | Long | Equity-common | US | $18K | 878 | 0.00 |
| PennyMac Financial Services Inc | Long | Equity-common | US | $236K | 2K | 0.03 |
| Penske Automotive Group Inc | Long | Equity-common | US | $406K | 3K | 0.05 |
| Pentair PLC | Long | Equity-common | IE | $685K | 9K | 0.08 |
| Penumbra Inc | Long | Equity-common | US | $45K | 250 | 0.01 |
| Peoples Bancorp Inc/OH | Long | Equity-common | US | $84K | 3K | 0.01 |
| Peoples Bancorp of North Carolina Inc | Long | Equity-common | US | $23K | 800 | 0.00 |
| Peoples Financial Services Corp | Long | Equity-common | US | $19K | 412 | 0.00 |
| PepsiCo Inc | Long | Equity-common | US | $4M | 25K | 0.47 |
| Perdoceo Education Corp | Long | Equity-common | US | $130K | 6K | 0.01 |
| Perella Weinberg Partners | Long | Equity-common | US | $24K | 1K | 0.00 |
| Perficient Inc | Long | Equity-common | US | $136K | 2K | 0.02 |
| Performance Food Group Co | Long | Equity-common | US | $456K | 7K | 0.05 |
| Performant Financial Corp | Long | Equity-common | US | $13K | 5K | 0.00 |
| Perma-Fix Environmental Services Inc | Long | Equity-common | US | $20K | 2K | 0.00 |
| Permian Resources Corp | Long | Equity-common | US | $322K | 20K | 0.04 |
| Perrigo Co PLC | Long | Equity-common | IE | $195K | 8K | 0.02 |
| Petco Health & Wellness Co Inc | Long | Equity-common | US | $14K | 4K | 0.00 |
| PetIQ Inc | Long | Equity-common | US | $36K | 2K | 0.00 |
| PetMed Express Inc | Long | Equity-common | US | $6K | 1K | 0.00 |
| Pfizer Inc | Long | Equity-common | US | $2M | 65K | 0.20 |
| PG&E Corp | Long | Equity-common | US | $332K | 19K | 0.04 |
| Phibro Animal Health Corp | Long | Equity-common | US | $25K | 1K | 0.00 |
| Philip Morris International Inc | Long | Equity-common | US | $909K | 9K | 0.10 |
| Phillips 66 | Long | Equity-common | US | $1M | 8K | 0.12 |
| Phinia Inc | Long | Equity-common | US | $117K | 3K | 0.01 |
| Photronics Inc | Long | Equity-common | US | $122K | 5K | 0.01 |
| Phreesia Inc | Long | Equity-common | US | $46K | 2K | 0.01 |
| PHX Minerals Inc | Long | Equity-common | US | $2K | 655 | 0.00 |
| Pilgrim's Pride Corp | Long | Equity-common | US | $281K | 7K | 0.03 |
| Pinnacle Financial Partners Inc | Long | Equity-common | US | $313K | 4K | 0.03 |
| Pinnacle West Capital Corp | Long | Equity-common | US | $227K | 3K | 0.03 |
| Pinterest Inc | Long | Equity-common | US | $290K | 7K | 0.03 |
| Pioneer Bancorp Inc/NY | Long | Equity-common | US | $16K | 2K | 0.00 |
| Piper Sandler Cos | Long | Equity-common | US | $291K | 1K | 0.03 |
| PJT Partners Inc | Long | Equity-common | US | $88K | 816 | 0.01 |
| Planet Fitness Inc | Long | Equity-common | US | $164K | 2K | 0.02 |
| Playa Hotels & Resorts NV | Long | Equity-common | NL | $71K | 9K | 0.01 |
| PlayAGS Inc | Long | Equity-common | US | $17K | 1K | 0.00 |
| Plexus Corp | Long | Equity-common | US | $207K | 2K | 0.02 |
| Pliant Therapeutics Inc | Long | Equity-common | US | $12K | 1K | 0.00 |
| Plug Power Inc | Long | Equity-common | US | $25K | 11K | 0.00 |
| Plumas Bancorp | Long | Equity-common | US | $13K | 367 | 0.00 |
| PMV Pharmaceuticals Inc | Long | Equity-common | US | $4K | 2K | 0.00 |
| PNC Financial Services Group Inc/The | Long | Equity-common | US | $790K | 5K | 0.09 |
| PNM Resources Inc | Long | Equity-common | US | $107K | 3K | 0.01 |
| Polaris Inc | Long | Equity-common | US | $278K | 4K | 0.03 |
| Ponce Financial Group Inc | Long | Equity-common | US | $10K | 1K | 0.00 |
| Pool Corp | Long | Equity-common | US | $398K | 1K | 0.04 |
| Popular Inc | Long | Equity-common | PR | $401K | 5K | 0.04 |
| Portillo's Inc | Long | Equity-common | US | $14K | 1K | 0.00 |
| Portland General Electric Co | Long | Equity-common | US | $155K | 4K | 0.02 |
| Poseida Therapeutics Inc | Long | Equity-common | US | $7K | 3K | 0.00 |
| Post Holdings Inc | Long | Equity-common | US | $380K | 4K | 0.04 |
| Potbelly Corp | Long | Equity-common | US | $12K | 1K | 0.00 |
| Powell Industries Inc | Long | Equity-common | US | $145K | 1K | 0.02 |
| Power Integrations Inc | Long | Equity-common | US | $161K | 2K | 0.02 |
| Powerfleet Inc NJ | Long | Equity-common | US | $10K | 2K | 0.00 |
| PowerSchool Holdings Inc | Long | Equity-common | US | $117K | 5K | 0.01 |
| PPG Industries Inc | Long | Equity-common | US | $753K | 6K | 0.08 |
| PPL Corp | Long | Equity-common | US | $376K | 14K | 0.04 |
| PRA Group Inc | Long | Equity-common | US | $69K | 4K | 0.01 |
| Preferred Bank/Los Angeles CA | Long | Equity-common | US | $100K | 1K | 0.01 |
| Preformed Line Products Co | Long | Equity-common | US | $56K | 449 | 0.01 |
| Premier Financial Corp | Long | Equity-common | US | $69K | 3K | 0.01 |
| Premier Inc | Long | Equity-common | US | $102K | 5K | 0.01 |
| Prestige Consumer Healthcare Inc | Long | Equity-common | US | $237K | 3K | 0.03 |
| PriceSmart Inc | Long | Equity-common | US | $148K | 2K | 0.02 |
| PrimeEnergy Resources Corp | Long | Equity-common | US | $21K | 202 | 0.00 |
| Primerica Inc | Long | Equity-common | US | $774K | 3K | 0.09 |
| Primis Financial Corp | Long | Equity-common | US | $17K | 2K | 0.00 |
| Primoris Services Corp | Long | Equity-common | US | $269K | 5K | 0.03 |
| Princeton Bancorp Inc | Long | Equity-common | US | $16K | 477 | 0.00 |
| Principal Financial Group Inc | Long | Equity-common | US | $676K | 9K | 0.08 |
| ProAssurance Corp | Long | Equity-common | US | $39K | 3K | 0.00 |
| Procore Technologies Inc | Long | Equity-common | US | $40K | 600 | 0.00 |
| Procter & Gamble Co/The | Long | Equity-common | US | $6M | 39K | 0.72 |
| PROG Holdings Inc | Long | Equity-common | US | $120K | 3K | 0.01 |
| Progress Software Corp | Long | Equity-common | US | $179K | 3K | 0.02 |
| Progressive Corp/The | Long | Equity-common | US | $596K | 3K | 0.07 |
| Progyny Inc | Long | Equity-common | US | $17K | 600 | 0.00 |
| ProPetro Holding Corp | Long | Equity-common | US | $69K | 8K | 0.01 |
| Prosperity Bancshares Inc | Long | Equity-common | US | $279K | 5K | 0.03 |
| Protagonist Therapeutics Inc | Long | Equity-common | US | $97K | 3K | 0.01 |
| Prothena Corp PLC | Long | Equity-common | IE | $45K | 2K | 0.01 |
| Proto Labs Inc | Long | Equity-common | US | $33K | 1K | 0.00 |
| Provident Bancorp Inc | Long | Equity-common | US | $13K | 1K | 0.00 |
| Provident Financial Services Inc | Long | Equity-common | US | $121K | 8K | 0.01 |
| Prudential Financial Inc | Long | Equity-common | US | $1M | 12K | 0.16 |
| PTC Inc | Long | Equity-common | US | $362K | 2K | 0.04 |
| Public Service Enterprise Group Inc | Long | Equity-common | US | $432K | 6K | 0.05 |
| PubMatic Inc | Long | Equity-common | US | $24K | 1K | 0.00 |
| PulteGroup Inc | Long | Equity-common | US | $1M | 10K | 0.13 |
| Puma Biotechnology Inc | Long | Equity-common | US | $11K | 3K | 0.00 |
| Pure Cycle Corp | Long | Equity-common | US | $16K | 2K | 0.00 |
| Pure Storage Inc | Long | Equity-common | US | $197K | 3K | 0.02 |
| Purple Innovation Inc | Long | Equity-common | US | $832 | 800 | 0.00 |
| PVH Corp | Long | Equity-common | US | $349K | 3K | 0.04 |
| Q2 Holdings Inc | Long | Equity-common | US | $114K | 2K | 0.01 |
| QCR Holdings Inc | Long | Equity-common | US | $82K | 1K | 0.01 |
| Qorvo Inc | Long | Equity-common | US | $527K | 5K | 0.06 |
| Quad/Graphics Inc | Long | Equity-common | US | $25K | 5K | 0.00 |
| Quaker Chemical Corp | Long | Equity-common | US | $41K | 243 | 0.00 |
| QUALCOMM Inc | Long | Equity-common | US | $3M | 13K | 0.30 |
| Qualys Inc | Long | Equity-common | US | $225K | 2K | 0.03 |
| Quanex Building Products Corp | Long | Equity-common | US | $61K | 2K | 0.01 |
| Quanta Services Inc | Long | Equity-common | US | $944K | 4K | 0.11 |
| Quanterix Corp | Long | Equity-common | US | $16K | 1K | 0.00 |
| QuantumScape Corp | Long | Equity-common | US | $64K | 13K | 0.01 |
| Quest Diagnostics Inc | Long | Equity-common | US | $423K | 3K | 0.05 |
| Quest Resource Holding Corp | Long | Equity-common | US | $18K | 2K | 0.00 |
| QuidelOrtho Corp | Long | Equity-common | US | $12K | 361 | 0.00 |
| QuinStreet Inc | Long | Equity-common | US | $55K | 3K | 0.01 |
| Qurate Retail Inc | Long | Equity-common | US | $16K | 26K | 0.00 |
| R1 RCM Inc | Long | Equity-common | US | $54K | 4K | 0.01 |
| Radian Group Inc | Long | Equity-common | US | $87K | 3K | 0.01 |
| Radiant Logistics Inc | Long | Equity-common | US | $24K | 4K | 0.00 |
| Radius Recycling Inc | Long | Equity-common | US | $29K | 2K | 0.00 |
| RadNet Inc | Long | Equity-common | US | $200K | 3K | 0.02 |
| Rafael Holdings Inc | Long | Equity-common | US | $1K | 887 | 0.00 |
| Ralph Lauren Corp | Long | Equity-common | US | $329K | 2K | 0.04 |
| Ramaco Resources Inc | Long | Equity-common | US | $18K | 1K | 0.00 |
| Rambus Inc | Long | Equity-common | US | $230K | 4K | 0.03 |
| Range Resources Corp | Long | Equity-common | US | $603K | 18K | 0.07 |
| Ranger Energy Services Inc | Long | Equity-common | US | $18K | 2K | 0.00 |
| Ranpak Holdings Corp | Long | Equity-common | US | $6K | 874 | 0.00 |
| RAPT Therapeutics Inc | Long | Equity-common | US | $3K | 1K | 0.00 |
| Raymond James Financial Inc | Long | Equity-common | US | $777K | 6K | 0.09 |
| Rayonier Advanced Materials Inc | Long | Equity-common | US | $41K | 7K | 0.00 |
| RBB Bancorp | Long | Equity-common | US | $24K | 1K | 0.00 |
| RBC Bearings Inc | Long | Equity-common | US | $189K | 700 | 0.02 |
| RCM Technologies Inc | Long | Equity-common | US | $19K | 1K | 0.00 |
| RE/MAX Holdings Inc | Long | Equity-common | US | $12K | 1K | 0.00 |
| Reading International Inc | Long | Equity-common | US | $2K | 1K | 0.00 |
| Recursion Pharmaceuticals Inc | Long | Equity-common | US | $48K | 6K | 0.01 |
| Red River Bancshares Inc | Long | Equity-common | US | $19K | 400 | 0.00 |
| Red Robin Gourmet Burgers Inc | Long | Equity-common | US | $10K | 1K | 0.00 |
| Red Rock Resorts Inc | Long | Equity-common | US | $182K | 3K | 0.02 |
| Regal Rexnord Corp | Long | Equity-common | US | $436K | 3K | 0.05 |
| Regeneron Pharmaceuticals Inc | Long | Equity-common | US | $1M | 1K | 0.15 |
| REGENXBIO Inc | Long | Equity-common | US | $30K | 3K | 0.00 |
| Regional Management Corp | Long | Equity-common | US | $16K | 567 | 0.00 |
| Regions Financial Corp | Long | Equity-common | US | $496K | 25K | 0.06 |
| Reinsurance Group of America Inc | Long | Equity-common | US | $507K | 2K | 0.06 |
| Relay Therapeutics Inc | Long | Equity-common | US | $33K | 5K | 0.00 |
| Reliance Inc | Long | Equity-common | US | $641K | 2K | 0.07 |
| Remitly Global Inc | Long | Equity-common | US | $43K | 4K | 0.00 |
| RenaissanceRe Holdings Ltd | Long | Equity-common | BM | $465K | 2K | 0.05 |
| Renasant Corp | Long | Equity-common | US | $126K | 4K | 0.01 |
| Repay Holdings Corp | Long | Equity-common | US | $30K | 3K | 0.00 |
| Repligen Corp | Long | Equity-common | US | $185K | 1K | 0.02 |
| Replimune Group Inc | Long | Equity-common | US | $26K | 3K | 0.00 |
| Republic Bancorp Inc/KY | Long | Equity-common | US | $70K | 1K | 0.01 |
| Republic Services Inc | Long | Equity-common | US | $862K | 4K | 0.10 |
| Resideo Technologies Inc | Long | Equity-common | US | $193K | 10K | 0.02 |
| ResMed Inc | Long | Equity-common | US | $435K | 2K | 0.05 |
| Resources Connection Inc | Long | Equity-common | US | $34K | 3K | 0.00 |
| REV Group Inc | Long | Equity-common | US | $111K | 4K | 0.01 |
| Revolve Group Inc | Long | Equity-common | US | $17K | 1K | 0.00 |
| Revvity Inc | Long | Equity-common | US | $310K | 3K | 0.03 |
| REX American Resources Corp | Long | Equity-common | US | $74K | 2K | 0.01 |
| Reynolds Consumer Products Inc | Long | Equity-common | US | $40K | 1K | 0.00 |
| RGC Resources Inc | Long | Equity-common | US | $20K | 1K | 0.00 |
| RH | Long | Equity-common | US | $262K | 1K | 0.03 |
| Ribbon Communications Inc | Long | Equity-common | US | $31K | 9K | 0.00 |
| Richardson Electronics Ltd/United States | Long | Equity-common | US | $11K | 916 | 0.00 |
| Richmond Mutual BanCorp Inc | Long | Equity-common | US | $3K | 246 | 0.00 |
| Rimini Street Inc | Long | Equity-common | US | $13K | 4K | 0.00 |
| RingCentral Inc | Long | Equity-common | US | $18K | 628 | 0.00 |
| Riot Platforms Inc | Long | Equity-common | US | $58K | 6K | 0.01 |
| Riverview Bancorp Inc | Long | Equity-common | US | $6K | 1K | 0.00 |
| Rivian Automotive Inc | Long | Equity-common | US | $105K | 8K | 0.01 |
| RLI Corp | Long | Equity-common | US | $350K | 2K | 0.04 |
| RMR Group Inc/The | Long | Equity-common | US | $34K | 1K | 0.00 |
| Robert Half Inc | Long | Equity-common | US | $504K | 8K | 0.06 |
| Robinhood Markets Inc | Long | Equity-common | US | $446K | 20K | 0.05 |
| ROBLOX Corp | Long | Equity-common | US | $60K | 2K | 0.01 |
| Rocket Cos Inc | Long | Equity-common | US | $5K | 374 | 0.00 |
| Rocket Lab USA Inc | Long | Equity-common | US | $39K | 8K | 0.00 |
| Rocket Pharmaceuticals Inc | Long | Equity-common | US | $30K | 1K | 0.00 |
| Rockwell Automation Inc | Long | Equity-common | US | $794K | 3K | 0.09 |
| Rocky Brands Inc | Long | Equity-common | US | $20K | 542 | 0.00 |
| Rogers Corp | Long | Equity-common | US | $127K | 1K | 0.01 |
| Roku Inc | Long | Equity-common | US | $42K | 693 | 0.00 |
| Rollins Inc | Long | Equity-common | US | $417K | 9K | 0.05 |
| Roper Technologies Inc | Long | Equity-common | US | $552K | 980 | 0.06 |
| Ross Stores Inc | Long | Equity-common | US | $1M | 8K | 0.13 |
| Royal Caribbean Cruises Ltd | Long | Equity-common | LR | $1M | 8K | 0.13 |
| Royal Gold Inc | Long | Equity-common | US | $245K | 2K | 0.03 |
| RPC Inc | Long | Equity-common | US | $73K | 12K | 0.01 |
| RPM International Inc | Long | Equity-common | US | $470K | 4K | 0.05 |
| RTX Corp | Long | Equity-common | US | $2M | 16K | 0.18 |
| Rush Enterprises Inc | Long | Equity-common | US | $195K | 5K | 0.02 |
| Rush Enterprises Inc | Long | Equity-common | US | $48K | 1K | 0.01 |
| RXO Inc | Long | Equity-common | US | $128K | 5K | 0.01 |
| Ryder System Inc | Long | Equity-common | US | $468K | 4K | 0.05 |
| Ryerson Holding Corp | Long | Equity-common | US | $55K | 3K | 0.01 |
| S&P Global Inc | Long | Equity-common | US | $1M | 3K | 0.14 |
| S&T Bancorp Inc | Long | Equity-common | US | $102K | 3K | 0.01 |
| Sabre Corp | Long | Equity-common | US | $16K | 6K | 0.00 |
| Safety Insurance Group Inc | Long | Equity-common | US | $87K | 1K | 0.01 |
| Saga Communications Inc | Long | Equity-common | US | $10K | 635 | 0.00 |
| Sage Therapeutics Inc | Long | Equity-common | US | $23K | 2K | 0.00 |
| Saia Inc | Long | Equity-common | US | $275K | 580 | 0.03 |
| Salesforce Inc | Long | Equity-common | US | $2M | 7K | 0.20 |
| Sally Beauty Holdings Inc | Long | Equity-common | US | $45K | 4K | 0.01 |
| Samsara Inc | Long | Equity-common | US | $74K | 2K | 0.01 |
| SandRidge Energy Inc | Long | Equity-common | US | $39K | 3K | 0.00 |
| Sandy Spring Bancorp Inc | Long | Equity-common | US | $88K | 4K | 0.01 |
| Sangamo Therapeutics Inc | Long | Equity-common | US | $3K | 9K | 0.00 |
| Sanmina Corp | Long | Equity-common | US | $253K | 4K | 0.03 |
| Sapiens International Corp NV | Long | Equity-common | KY | $114K | 3K | 0.01 |
| Sarepta Therapeutics Inc | Long | Equity-common | US | $77K | 488 | 0.01 |
| SB Financial Group Inc | Long | Equity-common | US | $3K | 200 | 0.00 |
| ScanSource Inc | Long | Equity-common | US | $76K | 2K | 0.01 |
| Schlumberger NV | Long | Equity-common | CW | $1M | 24K | 0.13 |
| Schneider National Inc | Long | Equity-common | US | $126K | 5K | 0.01 |
| Scholastic Corp | Long | Equity-common | US | $82K | 2K | 0.01 |
| Schrodinger Inc/United States | Long | Equity-common | US | $37K | 2K | 0.00 |
| Science Applications International Corp | Long | Equity-common | US | $404K | 3K | 0.05 |
| Scilex Holding Co | Long | Equity-common | US | $3K | 1K | 0.00 |
| Scorpio Tankers Inc | Long | Equity-common | MH | $360K | 4K | 0.04 |
| scPharmaceuticals Inc | Long | Equity-common | US | $9K | 2K | 0.00 |
| Seaboard Corp | Long | Equity-common | US | $174K | 55 | 0.02 |
| Seacoast Banking Corp of Florida | Long | Equity-common | US | $78K | 3K | 0.01 |
| SEACOR Marine Holdings Inc | Long | Equity-common | US | $25K | 2K | 0.00 |
| Seadrill Ltd | Long | Equity-common | BM | $87K | 2K | 0.01 |
| Seagate Technology Holdings PLC | Long | Equity-common | IE | $399K | 4K | 0.04 |
| Sealed Air Corp | Long | Equity-common | US | $178K | 5K | 0.02 |
| SecureWorks Corp | Long | Equity-common | US | $16K | 2K | 0.00 |
| Security National Financial Corp | Long | Equity-common | US | $11K | 1K | 0.00 |
| Seer Inc | Long | Equity-common | US | $5K | 3K | 0.00 |
| SEI Investments Co | Long | Equity-common | US | $472K | 7K | 0.05 |
| Select Medical Holdings Corp | Long | Equity-common | US | $205K | 6K | 0.02 |
| Select Water Solutions Inc | Long | Equity-common | US | $97K | 9K | 0.01 |
| Selective Insurance Group Inc | Long | Equity-common | US | $248K | 3K | 0.03 |
| Selectquote Inc | Long | Equity-common | US | $2K | 567 | 0.00 |
| Semler Scientific Inc | Long | Equity-common | US | $7K | 194 | 0.00 |
| Sempra | Long | Equity-common | US | $299K | 4K | 0.03 |
| SEMrush Holdings Inc | Long | Equity-common | US | $22K | 2K | 0.00 |
| Semtech Corp | Long | Equity-common | US | $20K | 658 | 0.00 |
| Seneca Foods Corp | Long | Equity-common | US | $21K | 364 | 0.00 |
| Sensata Technologies Holding PLC | Long | Equity-common | GB | $67K | 2K | 0.01 |
| Sensient Technologies Corp | Long | Equity-common | US | $159K | 2K | 0.02 |
| SentinelOne Inc | Long | Equity-common | US | $173K | 8K | 0.02 |
| Service Corp International/US | Long | Equity-common | US | $709K | 10K | 0.08 |
| ServiceNow Inc | Long | Equity-common | US | $267K | 339 | 0.03 |
| ServisFirst Bancshares Inc | Long | Equity-common | US | $197K | 3K | 0.02 |
| SFL Corp Ltd | Long | Equity-common | BM | $141K | 10K | 0.02 |
| Shake Shack Inc | Long | Equity-common | US | $75K | 835 | 0.01 |
| SharkNinja Inc | Long | Equity-common | KY | $211K | 3K | 0.02 |
| Shattuck Labs Inc | Long | Equity-common | US | $10K | 3K | 0.00 |
| Shenandoah Telecommunications Co | Long | Equity-common | US | $60K | 4K | 0.01 |
| Sherwin-Williams Co/The | Long | Equity-common | US | $1M | 5K | 0.16 |
| Shift4 Payments Inc | Long | Equity-common | US | $63K | 855 | 0.01 |
| Shoals Technologies Group Inc | Long | Equity-common | US | $21K | 3K | 0.00 |
| Shoe Carnival Inc | Long | Equity-common | US | $74K | 2K | 0.01 |
| Shore Bancshares Inc | Long | Equity-common | US | $20K | 2K | 0.00 |
| Shutterstock Inc | Long | Equity-common | US | $89K | 2K | 0.01 |
| Shyft Group Inc/The | Long | Equity-common | US | $28K | 2K | 0.00 |
| SI-BONE Inc | Long | Equity-common | US | $3K | 200 | 0.00 |
| Sierra Bancorp | Long | Equity-common | US | $29K | 1K | 0.00 |
| SIGA Technologies Inc | Long | Equity-common | US | $32K | 4K | 0.00 |
| Sight Sciences Inc | Long | Equity-common | US | $16K | 2K | 0.00 |
| Signet Jewelers Ltd | Long | Equity-common | BM | $329K | 4K | 0.04 |
| Silgan Holdings Inc | Long | Equity-common | US | $305K | 7K | 0.03 |
| Silicon Laboratories Inc | Long | Equity-common | US | $215K | 2K | 0.02 |
| SilverBow Resources Inc | Long | Equity-common | US | $45K | 1K | 0.01 |
| Silvercrest Asset Management Group Inc | Long | Equity-common | US | $16K | 997 | 0.00 |
| Simmons First National Corp | Long | Equity-common | US | $137K | 8K | 0.02 |
| Simply Good Foods Co/The | Long | Equity-common | US | $223K | 6K | 0.02 |
| Simpson Manufacturing Co Inc | Long | Equity-common | US | $428K | 3K | 0.05 |
| Simulations Plus Inc | Long | Equity-common | US | $39K | 804 | 0.00 |
| Sinclair Inc | Long | Equity-common | US | $12K | 911 | 0.00 |
| Sirius XM Holdings Inc | Long | Equity-common | US | $62K | 22K | 0.01 |
| SiriusPoint Ltd | Long | Equity-common | BM | $94K | 8K | 0.01 |
| SiteOne Landscape Supply Inc | Long | Equity-common | US | $236K | 2K | 0.03 |
| SiTime Corp | Long | Equity-common | US | $86K | 694 | 0.01 |
| Sitio Royalties Corp | Long | Equity-common | US | $40K | 2K | 0.00 |
| Six Flags Entertainment Corp | Long | Equity-common | US | $102K | 3K | 0.01 |
| SJW Group | Long | Equity-common | US | $63K | 1K | 0.01 |
| Skechers USA Inc | Long | Equity-common | US | $394K | 6K | 0.04 |
| Skyline Champion Corp | Long | Equity-common | US | $196K | 3K | 0.02 |
| Skyward Specialty Insurance Group Inc | Long | Equity-common | US | $67K | 2K | 0.01 |
| SkyWest Inc | Long | Equity-common | US | $256K | 3K | 0.03 |
| Skyworks Solutions Inc | Long | Equity-common | US | $436K | 4K | 0.05 |
| Sleep Number Corp | Long | Equity-common | US | $17K | 2K | 0.00 |
| SLM Corp | Long | Equity-common | US | $390K | 19K | 0.04 |
| SM Energy Co | Long | Equity-common | US | $440K | 10K | 0.05 |
| SMART Global Holdings Inc | Long | Equity-common | KY | $56K | 2K | 0.01 |
| SmartFinancial Inc | Long | Equity-common | US | $13K | 542 | 0.00 |
| SmartRent Inc | Long | Equity-common | US | $15K | 6K | 0.00 |
| Smartsheet Inc | Long | Equity-common | US | $77K | 2K | 0.01 |
| Smith & Wesson Brands Inc | Long | Equity-common | US | $37K | 3K | 0.00 |
| Smith-Midland Corp | Long | Equity-common | US | $15K | 532 | 0.00 |
| Snap Inc | Long | Equity-common | US | $159K | 10K | 0.02 |
| Snap-on Inc | Long | Equity-common | US | $384K | 1K | 0.04 |
| Snowflake Inc | Long | Equity-common | US | $71K | 525 | 0.01 |
| SoFi Technologies Inc | Long | Equity-common | US | $104K | 16K | 0.01 |
| SolarEdge Technologies Inc | Long | Equity-common | US | $19K | 763 | 0.00 |
| Solaris Oilfield Infrastructure Inc | Long | Equity-common | US | $18K | 2K | 0.00 |
| SolarWinds Corp | Long | Equity-common | US | $93K | 8K | 0.01 |
| Solventum Corp | Long | Equity-common | US | $36K | 678 | 0.00 |
| Sonic Automotive Inc | Long | Equity-common | US | $86K | 2K | 0.01 |
| Sonoco Products Co | Long | Equity-common | US | $361K | 7K | 0.04 |
| Sonos Inc | Long | Equity-common | US | $44K | 3K | 0.00 |
| Sotera Health Co | Long | Equity-common | US | $151K | 13K | 0.02 |
| SoundThinking Inc | Long | Equity-common | US | $7K | 558 | 0.00 |
| South Plains Financial Inc | Long | Equity-common | US | $17K | 621 | 0.00 |
| Southern Co/The | Long | Equity-common | US | $486K | 6K | 0.05 |
| Southern Copper Corp | Long | Equity-common | US | $315K | 3K | 0.04 |
| Southern First Bancshares Inc | Long | Equity-common | US | $12K | 419 | 0.00 |
| Southern Missouri Bancorp Inc | Long | Equity-common | US | $30K | 664 | 0.00 |
| Southern States Bancshares Inc | Long | Equity-common | US | $18K | 652 | 0.00 |
| Southside Bancshares Inc | Long | Equity-common | US | $75K | 3K | 0.01 |
| SouthState Corp | Long | Equity-common | US | $319K | 4K | 0.04 |
| Southwest Airlines Co | Long | Equity-common | US | $347K | 12K | 0.04 |
| Southwest Gas Holdings Inc | Long | Equity-common | US | $129K | 2K | 0.01 |
| Southwestern Energy Co | Long | Equity-common | US | $416K | 62K | 0.05 |
| SpartanNash Co | Long | Equity-common | US | $63K | 3K | 0.01 |
| Spectrum Brands Holdings Inc | Long | Equity-common | US | $251K | 3K | 0.03 |
| Sphere Entertainment Co | Long | Equity-common | US | $47K | 1K | 0.01 |
| Spire Inc | Long | Equity-common | US | $143K | 2K | 0.02 |
| Spirit Airlines Inc | Long | Equity-common | US | $20K | 5K | 0.00 |
| Spok Holdings Inc | Long | Equity-common | US | $12K | 803 | 0.00 |
| Sportsman's Warehouse Holdings Inc | Long | Equity-common | US | $4K | 2K | 0.00 |
| Spotify Technology SA | Long | Equity-common | LU | $126K | 400 | 0.01 |
| SpringWorks Therapeutics Inc | Long | Equity-common | US | $55K | 1K | 0.01 |
| Sprinklr Inc | Long | Equity-common | US | $28K | 3K | 0.00 |
| Sprouts Farmers Market Inc | Long | Equity-common | US | $600K | 7K | 0.07 |
| SPS Commerce Inc | Long | Equity-common | US | $98K | 523 | 0.01 |
| SPX Technologies Inc | Long | Equity-common | US | $472K | 3K | 0.05 |
| SS&C Technologies Holdings Inc | Long | Equity-common | US | $426K | 7K | 0.05 |
| St Joe Co/The | Long | Equity-common | US | $225K | 4K | 0.03 |
| STAAR Surgical Co | Long | Equity-common | US | $16K | 327 | 0.00 |
| Stagwell Inc | Long | Equity-common | US | $29K | 4K | 0.00 |
| Standard Motor Products Inc | Long | Equity-common | US | $31K | 1K | 0.00 |
| Standex International Corp | Long | Equity-common | US | $102K | 630 | 0.01 |
| Stanley Black & Decker Inc | Long | Equity-common | US | $350K | 4K | 0.04 |
| Starbucks Corp | Long | Equity-common | US | $492K | 6K | 0.05 |
| State Street Corp | Long | Equity-common | US | $577K | 8K | 0.06 |
| State Street Institutional US Government Money Market Fund | Long | Short-term investment vehicle | US | $3M | 3M | 0.29 |
| Steel Dynamics Inc | Long | Equity-common | US | $1M | 8K | 0.12 |
| Steelcase Inc | Long | Equity-common | US | $68K | 5K | 0.01 |
| Stellar Bancorp Inc | Long | Equity-common | US | $66K | 3K | 0.01 |
| Stepan Co | Long | Equity-common | US | $136K | 2K | 0.02 |
| StepStone Group Inc | Long | Equity-common | US | $71K | 2K | 0.01 |
| Stericycle Inc | Long | Equity-common | US | $256K | 4K | 0.03 |
| STERIS PLC | Long | Equity-common | IE | $577K | 3K | 0.06 |
| Sterling Bancorp Inc/MI | Long | Equity-common | US | $10K | 2K | 0.00 |
| Sterling Check Corp | Long | Equity-common | US | $51K | 3K | 0.01 |
| Sterling Infrastructure Inc | Long | Equity-common | US | $249K | 2K | 0.03 |
| Steven Madden Ltd | Long | Equity-common | US | $171K | 4K | 0.02 |
| Stewart Information Services Corp | Long | Equity-common | US | $105K | 2K | 0.01 |
| Stifel Financial Corp | Long | Equity-common | US | $475K | 6K | 0.05 |
| Stitch Fix Inc | Long | Equity-common | US | $4K | 990 | 0.00 |
| Stock Yards Bancorp Inc | Long | Equity-common | US | $73K | 1K | 0.01 |
| Stoke Therapeutics Inc | Long | Equity-common | US | $20K | 2K | 0.00 |
| Stoneridge Inc | Long | Equity-common | US | $32K | 2K | 0.00 |
| StoneX Group Inc | Long | Equity-common | US | $141K | 2K | 0.02 |
| Stratasys Ltd | Long | Equity-common | IL | $31K | 4K | 0.00 |
| Strategic Education Inc | Long | Equity-common | US | $146K | 1K | 0.02 |
| Strattec Security Corp | Long | Equity-common | US | $9K | 351 | 0.00 |
| Stratus Properties Inc | Long | Equity-common | US | $10K | 394 | 0.00 |
| Stride Inc | Long | Equity-common | US | $197K | 3K | 0.02 |
| Stryker Corp | Long | Equity-common | US | $863K | 3K | 0.10 |
| Summit Materials Inc | Long | Equity-common | US | $308K | 8K | 0.03 |
| Sun Country Airlines Holdings Inc | Long | Equity-common | US | $37K | 3K | 0.00 |
| SunCoke Energy Inc | Long | Equity-common | US | $60K | 6K | 0.01 |
| Sunnova Energy International Inc | Long | Equity-common | US | $33K | 6K | 0.00 |
| Sunrun Inc | Long | Equity-common | US | $107K | 9K | 0.01 |
| Super Micro Computer Inc | Long | Equity-common | US | $2M | 2K | 0.19 |
| Superior Group of Cos Inc | Long | Equity-common | US | $9K | 478 | 0.00 |
| Supernus Pharmaceuticals Inc | Long | Equity-common | US | $107K | 4K | 0.01 |
| Surgery Partners Inc | Long | Equity-common | US | $118K | 5K | 0.01 |
| Surmodics Inc | Long | Equity-common | US | $24K | 576 | 0.00 |
| Sutro Biopharma Inc | Long | Equity-common | US | $5K | 2K | 0.00 |
| Sweetgreen Inc | Long | Equity-common | US | $234K | 8K | 0.03 |
| Sylvamo Corp | Long | Equity-common | US | $109K | 2K | 0.01 |
| Synaptics Inc | Long | Equity-common | US | $191K | 2K | 0.02 |
| Synchronoss Technologies Inc | Long | Equity-common | US | $2K | 257 | 0.00 |
| Synchrony Financial | Long | Equity-common | US | $755K | 16K | 0.08 |
| Synopsys Inc | Long | Equity-common | US | $410K | 689 | 0.05 |
| Synovus Financial Corp | Long | Equity-common | US | $383K | 10K | 0.04 |
| Sysco Corp | Long | Equity-common | US | $779K | 11K | 0.09 |
| T Rowe Price Group Inc | Long | Equity-common | US | $631K | 5K | 0.07 |
| T-Mobile US Inc | Long | Equity-common | US | $2M | 11K | 0.21 |
| Tactile Systems Technology Inc | Long | Equity-common | US | $31K | 3K | 0.00 |
| Take-Two Interactive Software Inc | Long | Equity-common | US | $608K | 4K | 0.07 |
| Talos Energy Inc | Long | Equity-common | US | $49K | 4K | 0.01 |
| Tapestry Inc | Long | Equity-common | US | $593K | 14K | 0.07 |
| Targa Resources Corp | Long | Equity-common | US | $1M | 9K | 0.13 |
| Target Corp | Long | Equity-common | US | $2M | 12K | 0.20 |
| Tarsus Pharmaceuticals Inc | Long | Equity-common | US | $17K | 625 | 0.00 |
| Taylor Morrison Home Corp | Long | Equity-common | US | $345K | 6K | 0.04 |
| TD SYNNEX Corp | Long | Equity-common | US | $445K | 4K | 0.05 |
| TE Connectivity Ltd | Long | Equity-common | CH | $764K | 5K | 0.09 |
| TechnipFMC PLC | Long | Equity-common | GB | $454K | 17K | 0.05 |
| TechTarget Inc | Long | Equity-common | US | $30K | 959 | 0.00 |
| Tecnoglass Inc | Long | Equity-common | KY | $135K | 3K | 0.02 |
| Teekay Corp | Long | Equity-common | MH | $29K | 3K | 0.00 |
| Teekay Tankers Ltd | Long | Equity-common | MH | $155K | 2K | 0.02 |
| TEGNA Inc | Long | Equity-common | US | $215K | 15K | 0.02 |
| Tejon Ranch Co | Long | Equity-common | US | $52K | 3K | 0.01 |
| Teladoc Health Inc | Long | Equity-common | US | $62K | 6K | 0.01 |
| Teledyne Technologies Inc | Long | Equity-common | US | $493K | 1K | 0.05 |
| Teleflex Inc | Long | Equity-common | US | $285K | 1K | 0.03 |
| Telephone and Data Systems Inc | Long | Equity-common | US | $125K | 6K | 0.01 |
| Telos Corp | Long | Equity-common | US | $15K | 4K | 0.00 |
| Tempur Sealy International Inc | Long | Equity-common | US | $474K | 10K | 0.05 |
| Tenet Healthcare Corp | Long | Equity-common | US | $712K | 5K | 0.08 |
| Tennant Co | Long | Equity-common | US | $135K | 1K | 0.02 |
| Teradata Corp | Long | Equity-common | US | $205K | 6K | 0.02 |
| Teradyne Inc | Long | Equity-common | US | $503K | 3K | 0.06 |
| Terex Corp | Long | Equity-common | US | $186K | 3K | 0.02 |
| Territorial Bancorp Inc | Long | Equity-common | US | $2K | 299 | 0.00 |
| Tesla Inc | Long | Equity-common | US | $3M | 13K | 0.28 |
| Tetra Tech Inc | Long | Equity-common | US | $397K | 2K | 0.04 |
| TETRA Technologies Inc | Long | Equity-common | US | $22K | 6K | 0.00 |
| Texas Capital Bancshares Inc | Long | Equity-common | US | $155K | 3K | 0.02 |
| Texas Instruments Inc | Long | Equity-common | US | $2M | 9K | 0.19 |
| Texas Pacific Land Corp | Long | Equity-common | US | $537K | 732 | 0.06 |
| Texas Roadhouse Inc | Long | Equity-common | US | $587K | 3K | 0.07 |
| Textron Inc | Long | Equity-common | US | $542K | 6K | 0.06 |
| TFS Financial Corp | Long | Equity-common | US | $94K | 7K | 0.01 |
| Thermo Fisher Scientific Inc | Long | Equity-common | US | $2M | 4K | 0.27 |
| Thermon Group Holdings Inc | Long | Equity-common | US | $72K | 2K | 0.01 |
| Third Coast Bancshares Inc | Long | Equity-common | US | $17K | 784 | 0.00 |
| Thor Industries Inc | Long | Equity-common | US | $292K | 3K | 0.03 |
| Thryv Holdings Inc | Long | Equity-common | US | $31K | 2K | 0.00 |
| Tidewater Inc | Long | Equity-common | US | $319K | 3K | 0.04 |
| Tile Shop Holdings Inc | Long | Equity-common | US | $29K | 4K | 0.00 |
| Tilly's Inc | Long | Equity-common | US | $13K | 2K | 0.00 |
| Timberland Bancorp Inc/WA | Long | Equity-common | US | $11K | 400 | 0.00 |
| Timken Co/The | Long | Equity-common | US | $350K | 4K | 0.04 |
| Tiptree Inc | Long | Equity-common | US | $26K | 2K | 0.00 |
| Titan International Inc | Long | Equity-common | US | $50K | 7K | 0.01 |
| Titan Machinery Inc | Long | Equity-common | US | $28K | 2K | 0.00 |
| TJX Cos Inc/The | Long | Equity-common | US | $2M | 19K | 0.23 |
| TKO Group Holdings Inc | Long | Equity-common | US | $237K | 2K | 0.03 |
| Toast Inc | Long | Equity-common | US | $122K | 5K | 0.01 |
| Toll Brothers Inc | Long | Equity-common | US | $732K | 6K | 0.08 |
| Tompkins Financial Corp | Long | Equity-common | US | $54K | 1K | 0.01 |
| Tootsie Roll Industries Inc | Long | Equity-common | US | $53K | 2K | 0.01 |
| TopBuild Corp | Long | Equity-common | US | $852K | 2K | 0.10 |
| Topgolf Callaway Brands Corp | Long | Equity-common | US | $112K | 7K | 0.01 |
| Toro Co/The | Long | Equity-common | US | $341K | 4K | 0.04 |
| Towne Bank/Portsmouth VA | Long | Equity-common | US | $131K | 5K | 0.01 |
| Tractor Supply Co | Long | Equity-common | US | $1M | 4K | 0.13 |
| Trade Desk Inc/The | Long | Equity-common | US | $175K | 2K | 0.02 |
| Tradeweb Markets Inc | Long | Equity-common | US | $234K | 2K | 0.03 |
| Trane Technologies PLC | Long | Equity-common | IE | $903K | 3K | 0.10 |
| Transcat Inc | Long | Equity-common | US | $70K | 587 | 0.01 |
| TransDigm Group Inc | Long | Equity-common | US | $455K | 356 | 0.05 |
| Transocean Ltd | Long | Equity-common | CH | $203K | 38K | 0.02 |
| TransUnion | Long | Equity-common | US | $369K | 5K | 0.04 |
| Travel + Leisure Co | Long | Equity-common | US | $179K | 4K | 0.02 |
| Travelers Cos Inc/The | Long | Equity-common | US | $1M | 7K | 0.16 |
| Tredegar Corp | Long | Equity-common | US | $16K | 3K | 0.00 |
| TreeHouse Foods Inc | Long | Equity-common | US | $128K | 3K | 0.01 |
| Trex Co Inc | Long | Equity-common | US | $431K | 6K | 0.05 |
| Tri Pointe Homes Inc | Long | Equity-common | US | $329K | 9K | 0.04 |
| TriCo Bancshares | Long | Equity-common | US | $81K | 2K | 0.01 |
| TriMas Corp | Long | Equity-common | US | $80K | 3K | 0.01 |
| Trimble Inc | Long | Equity-common | US | $332K | 6K | 0.04 |
| TriNet Group Inc | Long | Equity-common | US | $228K | 2K | 0.03 |
| Trinity Industries Inc | Long | Equity-common | US | $208K | 7K | 0.02 |
| TripAdvisor Inc | Long | Equity-common | US | $79K | 4K | 0.01 |
| Triumph Financial Inc | Long | Equity-common | US | $193K | 2K | 0.02 |
| Triumph Group Inc | Long | Equity-common | US | $34K | 2K | 0.00 |
| Tronox Holdings PLC | Long | Equity-common | GB | $168K | 11K | 0.02 |
| TruBridge Inc | Long | Equity-common | US | $3K | 313 | 0.00 |
| TrueBlue Inc | Long | Equity-common | US | $29K | 3K | 0.00 |
| TrueCar Inc | Long | Equity-common | US | $22K | 7K | 0.00 |
| Truist Financial Corp | Long | Equity-common | US | $588K | 15K | 0.07 |
| Trupanion Inc | Long | Equity-common | US | $13K | 433 | 0.00 |
| TrustCo Bank Corp NY | Long | Equity-common | US | $42K | 1K | 0.00 |
| Trustmark Corp | Long | Equity-common | US | $138K | 5K | 0.02 |
| TTEC Holdings Inc | Long | Equity-common | US | $19K | 3K | 0.00 |
| TTM Technologies Inc | Long | Equity-common | US | $129K | 7K | 0.01 |
| Turning Point Brands Inc | Long | Equity-common | US | $23K | 703 | 0.00 |
| Turtle Beach Corp | Long | Equity-common | US | $9K | 601 | 0.00 |
| Tutor Perini Corp | Long | Equity-common | US | $88K | 4K | 0.01 |
| Twilio Inc | Long | Equity-common | US | $327K | 6K | 0.04 |
| Twin Disc Inc | Long | Equity-common | US | $7K | 600 | 0.00 |
| Twist Bioscience Corp | Long | Equity-common | US | $240K | 5K | 0.03 |
| Tyler Technologies Inc | Long | Equity-common | US | $289K | 575 | 0.03 |
| Tyson Foods Inc | Long | Equity-common | US | $407K | 7K | 0.05 |
| U-Haul Holding Co | Long | Equity-common | US | $390K | 6K | 0.04 |
| U-Haul Holding Co | Long | Equity-common | US | $58K | 933 | 0.01 |
| Uber Technologies Inc | Long | Equity-common | US | $211K | 3K | 0.02 |
| Udemy Inc | Long | Equity-common | US | $43K | 5K | 0.00 |
| UFP Industries Inc | Long | Equity-common | US | $423K | 4K | 0.05 |
| UFP Technologies Inc | Long | Equity-common | US | $111K | 419 | 0.01 |
| UGI Corp | Long | Equity-common | US | $43K | 2K | 0.00 |
| UiPath Inc | Long | Equity-common | US | $91K | 7K | 0.01 |
| Ulta Beauty Inc | Long | Equity-common | US | $813K | 2K | 0.09 |
| Ultra Clean Holdings Inc | Long | Equity-common | US | $124K | 3K | 0.01 |
| Ultralife Corp | Long | Equity-common | US | $29K | 3K | 0.00 |
| UMB Financial Corp | Long | Equity-common | US | $242K | 3K | 0.03 |
| Under Armour Inc | Long | Equity-common | US | $56K | 9K | 0.01 |
| Under Armour Inc | Long | Equity-common | US | $56K | 8K | 0.01 |
| Unifi Inc | Long | Equity-common | US | $9K | 2K | 0.00 |
| UniFirst Corp/MA | Long | Equity-common | US | $177K | 1K | 0.02 |
| Union Pacific Corp | Long | Equity-common | US | $2M | 10K | 0.25 |
| Unisys Corp | Long | Equity-common | US | $7K | 2K | 0.00 |
| United Airlines Holdings Inc | Long | Equity-common | US | $612K | 13K | 0.07 |
| United Bankshares Inc/WV | Long | Equity-common | US | $285K | 9K | 0.03 |
| United Community Banks Inc/GA | Long | Equity-common | US | $136K | 5K | 0.02 |
| United Fire Group Inc | Long | Equity-common | US | $44K | 2K | 0.00 |
| United Natural Foods Inc | Long | Equity-common | US | $49K | 4K | 0.01 |
| United Parcel Service Inc | Long | Equity-common | US | $2M | 14K | 0.22 |
| United Parks & Resorts Inc | Long | Equity-common | US | $26K | 481 | 0.00 |
| United Rentals Inc | Long | Equity-common | US | $2M | 2K | 0.18 |
| United Security Bancshares/Fresno CA | Long | Equity-common | US | $15K | 2K | 0.00 |
| United States Cellular Corp | Long | Equity-common | US | $153K | 3K | 0.02 |
| United States Lime & Minerals Inc | Long | Equity-common | US | $101K | 277 | 0.01 |
| United States Steel Corp | Long | Equity-common | US | $459K | 12K | 0.05 |
| United Therapeutics Corp | Long | Equity-common | US | $283K | 889 | 0.03 |
| UnitedHealth Group Inc | Long | Equity-common | US | $6M | 11K | 0.65 |
| Unitil Corp | Long | Equity-common | US | $60K | 1K | 0.01 |
| Unity Bancorp Inc | Long | Equity-common | US | $25K | 845 | 0.00 |
| Unity Software Inc | Long | Equity-common | US | $158K | 10K | 0.02 |
| Universal Corp/VA | Long | Equity-common | US | $72K | 1K | 0.01 |
| Universal Display Corp | Long | Equity-common | US | $259K | 1K | 0.03 |
| Universal Electronics Inc | Long | Equity-common | US | $10K | 867 | 0.00 |
| Universal Health Services Inc | Long | Equity-common | US | $678K | 4K | 0.08 |
| Universal Insurance Holdings Inc | Long | Equity-common | US | $74K | 4K | 0.01 |
| Universal Logistics Holdings Inc | Long | Equity-common | US | $88K | 2K | 0.01 |
| Universal Stainless & Alloy Products Inc | Long | Equity-common | US | $10K | 352 | 0.00 |
| Universal Technical Institute Inc | Long | Equity-common | US | $52K | 3K | 0.01 |
| Univest Financial Corp | Long | Equity-common | US | $62K | 3K | 0.01 |
| Unum Group | Long | Equity-common | US | $508K | 10K | 0.06 |
| Upbound Group Inc | Long | Equity-common | US | $103K | 3K | 0.01 |
| Upland Software Inc | Long | Equity-common | US | $4K | 2K | 0.00 |
| Upwork Inc | Long | Equity-common | US | $17K | 2K | 0.00 |
| Uranium Energy Corp | Long | Equity-common | US | $74K | 12K | 0.01 |
| Urban One Inc | Long | Equity-common | US | $6K | 4K | 0.00 |
| Urban Outfitters Inc | Long | Equity-common | US | $267K | 7K | 0.03 |
| US Bancorp | Long | Equity-common | US | $910K | 23K | 0.10 |
| US Foods Holding Corp | Long | Equity-common | US | $562K | 11K | 0.06 |
| US Global Investors Inc | Long | Equity-common | US | $6K | 2K | 0.00 |
| US Physical Therapy Inc | Long | Equity-common | US | $34K | 363 | 0.00 |
| US Silica Holdings Inc | Long | Equity-common | US | $124K | 8K | 0.01 |
| USANA Health Sciences Inc | Long | Equity-common | US | $66K | 1K | 0.01 |
| USCB Financial Holdings Inc | Long | Equity-common | US | $13K | 1K | 0.00 |
| Utah Medical Products Inc | Long | Equity-common | US | $20K | 304 | 0.00 |
| Utz Brands Inc | Long | Equity-common | US | $31K | 2K | 0.00 |
| UWM Holdings Corp | Long | Equity-common | US | $29K | 4K | 0.00 |
| V2X Inc | Long | Equity-common | US | $34K | 700 | 0.00 |
| Vail Resorts Inc | Long | Equity-common | US | $339K | 2K | 0.04 |
| Valaris Ltd | Long | Equity-common | BM | $253K | 3K | 0.03 |
| Valero Energy Corp | Long | Equity-common | US | $2M | 11K | 0.19 |
| Valley National Bancorp | Long | Equity-common | US | $188K | 27K | 0.02 |
| Valmont Industries Inc | Long | Equity-common | US | $350K | 1K | 0.04 |
| Valvoline Inc | Long | Equity-common | US | $326K | 8K | 0.04 |
| Vanda Pharmaceuticals Inc | Long | Equity-common | US | $20K | 4K | 0.00 |
| Varex Imaging Corp | Long | Equity-common | US | $41K | 3K | 0.00 |
| Varonis Systems Inc | Long | Equity-common | US | $106K | 2K | 0.01 |
| Vector Group Ltd | Long | Equity-common | US | $75K | 7K | 0.01 |
| Veeco Instruments Inc | Long | Equity-common | US | $120K | 3K | 0.01 |
| Veeva Systems Inc | Long | Equity-common | US | $260K | 1K | 0.03 |
| Velocity Financial Inc | Long | Equity-common | US | $17K | 941 | 0.00 |
| Ventyx Biosciences Inc | Long | Equity-common | US | $2K | 1K | 0.00 |
| Vera Bradley Inc | Long | Equity-common | US | $30K | 5K | 0.00 |
| Veracyte Inc | Long | Equity-common | US | $81K | 4K | 0.01 |
| Veradigm Inc | Long | Equity-common | US | $28K | 3K | 0.00 |
| Veralto Corp | Long | Equity-common | US | $179K | 2K | 0.02 |
| Verastem Inc | Long | Equity-common | US | $2K | 570 | 0.00 |
| Vericel Corp | Long | Equity-common | US | $40K | 871 | 0.00 |
| Verint Systems Inc | Long | Equity-common | US | $100K | 3K | 0.01 |
| VeriSign Inc | Long | Equity-common | US | $336K | 2K | 0.04 |
| Verisk Analytics Inc | Long | Equity-common | US | $1M | 5K | 0.14 |
| Veritex Holdings Inc | Long | Equity-common | US | $50K | 2K | 0.01 |
| Verizon Communications Inc | Long | Equity-common | US | $4M | 94K | 0.43 |
| Verra Mobility Corp | Long | Equity-common | US | $218K | 8K | 0.02 |
| Vertex Inc | Long | Equity-common | US | $50K | 1K | 0.01 |
| Vertex Pharmaceuticals Inc | Long | Equity-common | US | $939K | 2K | 0.10 |
| Vertiv Holdings Co | Long | Equity-common | US | $734K | 8K | 0.08 |
| Verve Therapeutics Inc | Long | Equity-common | US | $8K | 2K | 0.00 |
| Vestis Corp | Long | Equity-common | US | $60K | 5K | 0.01 |
| VF Corp | Long | Equity-common | US | $174K | 13K | 0.02 |
| Viad Corp | Long | Equity-common | US | $41K | 1K | 0.00 |
| Viasat Inc | Long | Equity-common | US | $39K | 3K | 0.00 |
| Viatris Inc | Long | Equity-common | US | $311K | 29K | 0.03 |
| Viavi Solutions Inc | Long | Equity-common | US | $91K | 13K | 0.01 |
| Vicor Corp | Long | Equity-common | US | $20K | 594 | 0.00 |
| Victoria's Secret & Co | Long | Equity-common | US | $57K | 3K | 0.01 |
| Victory Capital Holdings Inc | Long | Equity-common | US | $110K | 2K | 0.01 |
| Village Super Market Inc | Long | Equity-common | US | $23K | 880 | 0.00 |
| Vimeo Inc | Long | Equity-common | US | $16K | 4K | 0.00 |
| Vir Biotechnology Inc | Long | Equity-common | US | $50K | 6K | 0.01 |
| Virginia National Bankshares Corp | Long | Equity-common | US | $10K | 307 | 0.00 |
| Virtu Financial Inc | Long | Equity-common | US | $116K | 5K | 0.01 |
| Virtus Investment Partners Inc | Long | Equity-common | US | $95K | 420 | 0.01 |
| Visa Inc | Long | Equity-common | US | $6M | 22K | 0.65 |
| Vishay Intertechnology Inc | Long | Equity-common | US | $198K | 9K | 0.02 |
| Vishay Precision Group Inc | Long | Equity-common | US | $18K | 600 | 0.00 |
| Vista Outdoor Inc | Long | Equity-common | US | $156K | 4K | 0.02 |
| Visteon Corp | Long | Equity-common | US | $165K | 2K | 0.02 |
| Vistra Corp | Long | Equity-common | US | $2M | 23K | 0.22 |
| Vita Coco Co Inc/The | Long | Equity-common | US | $23K | 837 | 0.00 |
| Vital Energy Inc | Long | Equity-common | US | $73K | 2K | 0.01 |
| Vital Farms Inc | Long | Equity-common | US | $69K | 1K | 0.01 |
| Vitesse Energy Inc | Long | Equity-common | US | $34K | 1K | 0.00 |
| Vizio Holding Corp | Long | Equity-common | US | $34K | 3K | 0.00 |
| Vontier Corp | Long | Equity-common | US | $373K | 10K | 0.04 |
| Vor BioPharma Inc | Long | Equity-common | US | $2K | 2K | 0.00 |
| VOXX International Corp | Long | Equity-common | US | $7K | 2K | 0.00 |
| Voya Financial Inc | Long | Equity-common | US | $390K | 5K | 0.04 |
| Voyager Therapeutics Inc | Long | Equity-common | US | $14K | 2K | 0.00 |
| VSE Corp | Long | Equity-common | US | $121K | 1K | 0.01 |
| Vulcan Materials Co | Long | Equity-common | US | $827K | 3K | 0.09 |
| W R Berkley Corp | Long | Equity-common | US | $578K | 7K | 0.06 |
| W&T Offshore Inc | Long | Equity-common | US | $9K | 4K | 0.00 |
| Wabash National Corp | Long | Equity-common | US | $57K | 3K | 0.01 |
| WaFd Inc | Long | Equity-common | US | $142K | 5K | 0.02 |
| Walgreens Boots Alliance Inc | Long | Equity-common | US | $164K | 14K | 0.02 |
| Walker & Dunlop Inc | Long | Equity-common | US | $215K | 2K | 0.02 |
| Walmart Inc | Long | Equity-common | US | $3M | 50K | 0.38 |
| Walt Disney Co/The | Long | Equity-common | US | $2M | 20K | 0.22 |
| Warby Parker Inc | Long | Equity-common | US | $30K | 2K | 0.00 |
| Warner Bros Discovery Inc | Long | Equity-common | US | $407K | 55K | 0.05 |
| Warner Music Group Corp | Long | Equity-common | US | $50K | 2K | 0.01 |
| Warrior Met Coal Inc | Long | Equity-common | US | $201K | 3K | 0.02 |
| Washington Trust Bancorp Inc | Long | Equity-common | US | $41K | 2K | 0.00 |
| Waste Management Inc | Long | Equity-common | US | $2M | 10K | 0.23 |
| Waters Corp | Long | Equity-common | US | $393K | 1K | 0.04 |
| Waterstone Financial Inc | Long | Equity-common | US | $34K | 3K | 0.00 |
| Watsco Inc | Long | Equity-common | US | $345K | 744 | 0.04 |
| Watts Water Technologies Inc | Long | Equity-common | US | $293K | 2K | 0.03 |
| WD-40 Co | Long | Equity-common | US | $170K | 775 | 0.02 |
| Weatherford International PLC | Long | Equity-common | IE | $509K | 4K | 0.06 |
| Webster Financial Corp | Long | Equity-common | US | $412K | 9K | 0.05 |
| WEC Energy Group Inc | Long | Equity-common | US | $271K | 3K | 0.03 |
| Weis Markets Inc | Long | Equity-common | US | $90K | 1K | 0.01 |
| Wells Fargo & Co | Long | Equity-common | US | $3M | 45K | 0.30 |
| Wendy's Co/The | Long | Equity-common | US | $231K | 14K | 0.03 |
| Werewolf Therapeutics Inc | Long | Equity-common | US | $4K | 2K | 0.00 |
| Werner Enterprises Inc | Long | Equity-common | US | $145K | 4K | 0.02 |
| WesBanco Inc | Long | Equity-common | US | $142K | 5K | 0.02 |
| WESCO International Inc | Long | Equity-common | US | $548K | 3K | 0.06 |
| West BanCorp Inc | Long | Equity-common | US | $14K | 758 | 0.00 |
| West Pharmaceutical Services Inc | Long | Equity-common | US | $412K | 1K | 0.05 |
| Westamerica BanCorp | Long | Equity-common | US | $91K | 2K | 0.01 |
| Western Alliance Bancorp | Long | Equity-common | US | $338K | 5K | 0.04 |
| Western Digital Corp | Long | Equity-common | US | $650K | 9K | 0.07 |
| Western New England Bancorp Inc | Long | Equity-common | US | $8K | 1K | 0.00 |
| Western Union Co/The | Long | Equity-common | US | $200K | 16K | 0.02 |
| Westinghouse Air Brake Technologies Corp | Long | Equity-common | US | $766K | 5K | 0.09 |
| Westlake Corp | Long | Equity-common | US | $355K | 2K | 0.04 |
| Westrock Co | Long | Equity-common | US | $424K | 8K | 0.05 |
| Westwood Holdings Group Inc | Long | Equity-common | US | $5K | 439 | 0.00 |
| WEX Inc | Long | Equity-common | US | $387K | 2K | 0.04 |
| Weyco Group Inc | Long | Equity-common | US | $15K | 507 | 0.00 |
| Whirlpool Corp | Long | Equity-common | US | $49K | 480 | 0.01 |
| White Mountains Insurance Group Ltd | Long | Equity-common | BM | $371K | 204 | 0.04 |
| WideOpenWest Inc | Long | Equity-common | US | $19K | 4K | 0.00 |
| Willdan Group Inc | Long | Equity-common | US | $22K | 746 | 0.00 |
| William Penn Bancorp | Long | Equity-common | US | $10K | 914 | 0.00 |
| Williams Cos Inc/The | Long | Equity-common | US | $1M | 24K | 0.11 |
| Williams-Sonoma Inc | Long | Equity-common | US | $1M | 4K | 0.12 |
| Willis Lease Finance Corp | Long | Equity-common | US | $43K | 616 | 0.00 |
| Willis Towers Watson PLC | Long | Equity-common | IE | $654K | 2K | 0.07 |
| WillScot Mobile Mini Holdings Corp | Long | Equity-common | US | $519K | 14K | 0.06 |
| Wingstop Inc | Long | Equity-common | US | $434K | 1K | 0.05 |
| Winmark Corp | Long | Equity-common | US | $72K | 203 | 0.01 |
| Winnebago Industries Inc | Long | Equity-common | US | $90K | 2K | 0.01 |
| Wintrust Financial Corp | Long | Equity-common | US | $286K | 3K | 0.03 |
| WisdomTree Inc | Long | Equity-common | US | $104K | 11K | 0.01 |
| WK Kellogg Co | Long | Equity-common | US | $51K | 3K | 0.01 |
| Wolfspeed Inc | Long | Equity-common | US | $36K | 2K | 0.00 |
| Wolverine World Wide Inc | Long | Equity-common | US | $36K | 3K | 0.00 |
| Woodward Inc | Long | Equity-common | US | $439K | 3K | 0.05 |
| Workday Inc | Long | Equity-common | US | $70K | 315 | 0.01 |
| World Acceptance Corp | Long | Equity-common | US | $97K | 783 | 0.01 |
| World Kinect Corp | Long | Equity-common | US | $156K | 6K | 0.02 |
| Worthington Enterprises Inc | Long | Equity-common | US | $176K | 4K | 0.02 |
| Worthington Steel Inc | Long | Equity-common | US | $124K | 4K | 0.01 |
| WSFS Financial Corp | Long | Equity-common | US | $224K | 5K | 0.03 |
| WW Grainger Inc | Long | Equity-common | US | $1M | 2K | 0.16 |
| Wyndham Hotels & Resorts Inc | Long | Equity-common | US | $296K | 4K | 0.03 |
| Wynn Resorts Ltd | Long | Equity-common | US | $129K | 1K | 0.01 |
| Xcel Energy Inc | Long | Equity-common | US | $352K | 7K | 0.04 |
| Xencor Inc | Long | Equity-common | US | $61K | 3K | 0.01 |
| Xerox Holdings Corp | Long | Equity-common | US | $156K | 13K | 0.02 |
| Xometry Inc | Long | Equity-common | US | $18K | 2K | 0.00 |
| XPEL Inc | Long | Equity-common | US | $29K | 810 | 0.00 |
| Xperi Inc | Long | Equity-common | US | $25K | 3K | 0.00 |
| XPO Inc | Long | Equity-common | US | $518K | 5K | 0.06 |
| Xylem Inc/NY | Long | Equity-common | US | $808K | 6K | 0.09 |
| Y-mAbs Therapeutics Inc | Long | Equity-common | US | $19K | 2K | 0.00 |
| Yelp Inc | Long | Equity-common | US | $127K | 3K | 0.01 |
| YETI Holdings Inc | Long | Equity-common | US | $171K | 4K | 0.02 |
| Yext Inc | Long | Equity-common | US | $22K | 4K | 0.00 |
| York Water Co/The | Long | Equity-common | US | $19K | 500 | 0.00 |
| Yum! Brands Inc | Long | Equity-common | US | $463K | 3K | 0.05 |
| Zebra Technologies Corp | Long | Equity-common | US | $344K | 1K | 0.04 |
| Zedge Inc | Long | Equity-common | US | $2K | 591 | 0.00 |
| Zentalis Pharmaceuticals Inc | Long | Equity-common | US | $11K | 3K | 0.00 |
| Ziff Davis Inc | Long | Equity-common | US | $192K | 3K | 0.02 |
| Zillow Group Inc | Long | Equity-common | US | $216K | 5K | 0.02 |
| Zillow Group Inc | Long | Equity-common | US | $71K | 2K | 0.01 |
| Zimmer Biomet Holdings Inc | Long | Equity-common | US | $511K | 5K | 0.06 |
| Zimvie Inc | Long | Equity-common | US | $9K | 470 | 0.00 |
| Zions Bancorp NA | Long | Equity-common | US | $320K | 7K | 0.04 |
| ZipRecruiter Inc | Long | Equity-common | US | $13K | 1K | 0.00 |
| Zoetis Inc | Long | Equity-common | US | $1M | 6K | 0.12 |
| Zoom Video Communications Inc | Long | Equity-common | US | $190K | 3K | 0.02 |
| ZoomInfo Technologies Inc | Long | Equity-common | US | $94K | 7K | 0.01 |
| Zscaler Inc | Long | Equity-common | US | $91K | 476 | 0.01 |
| Zumiez Inc | Long | Equity-common | US | $31K | 2K | 0.00 |
| Zurn Elkay Water Solutions Corp | Long | Equity-common | US | $166K | 6K | 0.02 |
Address
LINCOLN VARIABLE INSURANCE PRODUCTS TRUST
1301 S. Harrison Street
FORT WAYNE
Indiana
46802
United States of America
Websites
Directors
Barbara L. Lamb
Brian W. Wixted
Charles I. Plosser
Gary D. Lemon
Jayson R. Bronchetti
Ken C. Joseph
Manisha A. Thakor
Nancy B. Wolcott
Pamela L. Salaway
Steve A. Cobb
Thomas A. Leonard
Transfer Agents
The Lincoln National Life Insurance Company
Pricing Services
Bloomberg L.P.
CIBC World Markets Corp.
ICE Data Pricing & Reference Data, LLC
London Stock Exchange Group PLC
PricingDirect Inc.
S&P Global Inc.
Custodians
State Street Bank and Trust Company
Shareholder Servicing Agents
The Lincoln National Life Insurance Company
Admins
The Lincoln National Life Insurance Company
Brokers
N/A