Dimensional Funds > Dimensional ETF Trust
Dimensional US Marketwide Value ETF
$8.41B
Avg Monthly Net Assets
$11.30B
Total Assets
$278.90M
Total Liabilities
$11.02B
Net Assets
Dimensional US Marketwide Value ETF is an Exchange-Traded Fund in Dimensional ETF Trust
from Dimensional Funds,
based in Texas,
United States of America.
The fund has one share class
and monthly net assets of $8.41B.
On September 27th, 2024 it reported 1,347 holdings, the largest
being JPMORGAN CHASE & CO. (4.5%), EXXON MOBIL CORPORATION (4.2%) and BERKSHIRE HATHAWAY INC. (3.1%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Exchange | Ticker | Monthly Returns (2 years) |
|---|---|---|---|---|
| Dimensional US Marketwide Value ETF | C000233732 | XNYS | DFUV |
Holdings
From latest NPORT-P, filed September 27th, 2024 for period ending July 31st, 2024.
Historic holdings data available from Fincoded.
| Name | Profile | Category | Country | Value $USD | # Shares | % of Fund |
|---|---|---|---|---|---|---|
| 1 800 FLOWERS COM INC (1-800-FLOWERS.COM, INC.) | Long | Equity-common | US | $212K | 20K | 0.00 |
| 1ST SOURCE CORP (1ST SOURCE CORPORATION) | Long | Equity-common | US | $2M | 30K | 0.02 |
| 3M CO (3M COMPANY) | Long | Equity-common | US | $33M | 258K | 0.30 |
| A MARK PRECIOUS METALS INC (A-MARK PRECIOUS METALS, INC.) | Long | Equity-common | US | $643K | 17K | 0.01 |
| A10 NETWORKS INC (A10 NETWORKS, INC.) | Long | Equity-common | US | $578K | 44K | 0.01 |
| AAR CORP (AAR CORP.) | Long | Equity-common | US | $2M | 35K | 0.02 |
| ABBOTT LABORATORIES | Long | Equity-common | US | $89M | 843K | 0.81 |
| ABERCROMBIE FITCH CO CLASS A (ABERCROMBIE & FITCH CO.) | Long | Equity-common | US | $5M | 31K | 0.04 |
| ABM INDUSTRIES INC (ABM INDUSTRIES INCORPORATED) | Long | Equity-common | US | $4M | 68K | 0.03 |
| ACADEMY SPORTS OUTDOORS INC (ACADEMY SPORTS AND OUTDOORS, INC.) | Long | Equity-common | US | $3M | 63K | 0.03 |
| ACADIA HEALTHCARE CO INC (ACADIA HEALTHCARE COMPANY, INC.) | Long | Equity-common | US | $5M | 75K | 0.04 |
| ACI WORLDWIDE INC (ACI WORLDWIDE, INC.) | Long | Equity-common | US | $4M | 95K | 0.04 |
| ACME UNITED CORP (ACME UNITED CORPORATION) | Long | Equity-common | US | $47K | 1K | 0.00 |
| ACUITY BRANDS INC (ACUITY BRANDS, INC.) | Long | Equity-common | US | $8M | 31K | 0.07 |
| ACUSHNET HOLDINGS CORP (ACUSHNET HOLDINGS CORP.) | Long | Equity-common | US | $4M | 55K | 0.04 |
| ADAMS RESOURCES ENERGY INC (ADAMS RESOURCES & ENERGY, INC.) | Long | Equity-common | US | $149K | 6K | 0.00 |
| ADAPTHEALTH CORP (ADAPTHEALTH CORP.) | Long | Equity-common | US | $141K | 12K | 0.00 |
| ADDUS HOMECARE CORP (ADDUS HOMECARE CORPORATION) | Long | Equity-common | US | $2M | 13K | 0.01 |
| ADEIA INC (ADEIA INC.) | Long | Equity-common | US | $870K | 74K | 0.01 |
| ADIENT PLC (ADIENT PUBLIC LIMITED COMPANY) | Long | Equity-common | IE | $1M | 57K | 0.01 |
| ADT INC (ADT INC.) | Long | Equity-common | US | $2M | 210K | 0.01 |
| ADTALEM GLOBAL EDUCATION INC (ADTALEM GLOBAL EDUCATION INC.) | Long | Equity-common | US | $3M | 38K | 0.03 |
| ADVANCE AUTO PARTS (ADVANCE AUTO PARTS, INC.) | Long | Equity-common | US | $3M | 42K | 0.02 |
| ADVANCED ENERGY INDUSTRIES INC (ADVANCED ENERGY INDUSTRIES, INC.) | Long | Equity-common | US | $3M | 29K | 0.03 |
| ADVANCED MICRO DEVICES INC (ADVANCED MICRO DEVICES, INC.) | Long | Equity-common | US | $82M | 568K | 0.74 |
| ADVANSIX INC (ADVANSIX INC.) | Long | Equity-common | US | $433K | 15K | 0.00 |
| ADVANTAGE SOLUTIONS INC (ADVANTAGE SOLUTIONS INC.) | Long | Equity-common | US | $27K | 7K | 0.00 |
| AECOM | Long | Equity-common | US | $2M | 24K | 0.02 |
| AFFILIATED MANAGERS GROUP (AFFILIATED MANAGERS GROUP, INC.) | Long | Equity-common | US | $5M | 28K | 0.05 |
| AFLAC INCORPORATED | Long | Equity-common | US | $38M | 394K | 0.34 |
| AGCO CORP (AGCO CORPORATION) | Long | Equity-common | US | $7M | 76K | 0.06 |
| AIR LEASE CORP (AIR LEASE CORPORATION) | Long | Equity-common | US | $5M | 99K | 0.04 |
| AIR PRODUCTS CHEMICALS (AIR PRODUCTS AND CHEMICALS, INC.) | Long | Equity-common | US | $31M | 117K | 0.28 |
| AIR TRANSPORT SERVICES GROUP INC (AIR TRANSPORT SERVICES GROUP, INC.) | Long | Equity-common | US | $190K | 12K | 0.00 |
| AKAMAI TECHNOLOGIES INC (AKAMAI TECHNOLOGIES, INC.) | Long | Equity-common | US | $12M | 123K | 0.11 |
| ALAMO GROUP INC (ALAMO GROUP INC.) | Long | Equity-common | US | $2M | 13K | 0.02 |
| ALASKA AIR GROUP INC (ALASKA AIR GROUP, INC.) | Long | Equity-common | US | $4M | 111K | 0.04 |
| ALBANY INTERNATIONAL CORP (ALBANY INTERNATIONAL CORP.) | Long | Equity-common | US | $3M | 28K | 0.02 |
| ALBEMARLE CORP (ALBEMARLE CORPORATION) | Long | Equity-common | US | $8M | 83K | 0.07 |
| ALBERTSONS COS INC CLASS A (ALBERTSONS COMPANIES, INC.) | Long | Equity-common | US | $4M | 185K | 0.03 |
| ALCOA CORP (ALCOA CORPORATION) | Long | Equity-common | US | $1M | 32K | 0.01 |
| ALICO INC (ALICO, INC.) | Long | Equity-common | US | $28K | 960 | 0.00 |
| ALIGHT INC (ALIGHT, INC.) | Long | Equity-common | US | $2M | 290K | 0.02 |
| ALIGN TECHNOLOGY INC (ALIGN TECHNOLOGY, INC.) | Long | Equity-common | US | $219K | 944 | 0.00 |
| ALITHYA GROUP INC (Groupe Alithya Inc.) | Long | Equity-common | CA | $15K | 11K | 0.00 |
| ALKERMES PLC (ALKERMES PUBLIC LIMITED COMPANY) | Long | Equity-common | IE | $711K | 26K | 0.01 |
| ALLEGIANT TRAVEL CO (ALLEGIANT TRAVEL COMPANY) | Long | Equity-common | US | $691K | 12K | 0.01 |
| ALLIENT INC (Allient Inc.) | Long | Equity-common | US | $63K | 2K | 0.00 |
| ALLISON TRANSMISSION HOLDINGS INC (ALLISON TRANSMISSION HOLDINGS, INC.) | Long | Equity-common | US | $4M | 47K | 0.04 |
| ALLSTATE CORP (THE ALLSTATE CORPORATION) | Long | Equity-common | US | $12M | 72K | 0.11 |
| ALLY FINANCIAL INC (ALLY FINANCIAL INC.) | Long | Equity-common | US | $12M | 273K | 0.11 |
| ALPHA METALLURGICAL RESOURCES (ALPHA METALLURGICAL RESOURCES, INC.) | Long | Equity-common | US | $3M | 12K | 0.03 |
| ALPHA OMEGA SEMICONDUCTOR LTD (Alpha and Omega Semiconductor Ltd) | Long | Equity-common | BM | $855K | 21K | 0.01 |
| ALTUS POWER INC (Altus Power, Inc.) | Long | Equity-common | US | $129K | 31K | 0.00 |
| AMALGAMATED FINANCIAL CORP (AMALGAMATED BANK) | Long | Equity-common | US | $137K | 4K | 0.00 |
| AMBAC FINANCIAL GROUP INC (AMBAC FINANCIAL GROUP, INC.) | Long | Equity-common | US | $100K | 8K | 0.00 |
| AMCOR PLC | Long | Equity-common | JE | $11M | 1M | 0.10 |
| AMDOCS LTD (Amdocs Limited) | Long | Equity-common | GG | $10M | 113K | 0.09 |
| AMEDISYS INC (AMEDISYS, INC.) | Long | Equity-common | US | $348K | 4K | 0.00 |
| AMERICAN AXLE MANUFACTURING HOLDINGS INC (AMERICAN AXLE & MANUFACTURING HOLDINGS, INC.) | Long | Equity-common | US | $773K | 104K | 0.01 |
| AMERICAN EAGLE OUTFITTERS INC (AMERICAN EAGLE OUTFITTERS, INC.) | Long | Equity-common | US | $4M | 175K | 0.04 |
| AMERICAN FINANCIAL GROUP INC OH (AMERICAN FINANCIAL GROUP, INC.) | Long | Equity-common | US | $7M | 52K | 0.06 |
| AMERICAN INTERNATIONAL GROUP INC (AMERICAN INTERNATIONAL GROUP, INC.) | Long | Equity-common | US | $42M | 532K | 0.38 |
| AMERICAN WOODMARK CORP (AMERICAN WOODMARK CORPORATION) | Long | Equity-common | US | $2M | 15K | 0.01 |
| AMERIS BANCORP | Long | Equity-common | US | $4M | 59K | 0.03 |
| AMERISAFE INC (AMERISAFE, INC) | Long | Equity-common | US | $2K | 41 | 0.00 |
| AMERISERV FINANCIAL INC (AMERISERV FINANCIAL, INC.) | Long | Equity-common | US | $78K | 31K | 0.00 |
| AMETEK INC (AMETEK, INC.) | Long | Equity-common | US | $17M | 100K | 0.16 |
| AMKOR TECHNOLOGY INC (AMKOR TECHNOLOGY, INC.) | Long | Equity-common | US | $7M | 213K | 0.06 |
| AMN HEALTHCARE SERVICES INC (AMN HEALTHCARE SERVICES, INC.) | Long | Equity-common | US | $354K | 5K | 0.00 |
| AMNEAL PHARMACEUTICALS INC (AMNEAL PHARMACEUTICALS, INC.) | Long | Equity-common | US | $46K | 6K | 0.00 |
| AMPHASTAR PHARMACEUTICALS INC | Long | Equity-common | US | $397K | 9K | 0.00 |
| ANALOG DEVICES INC (ANALOG DEVICES, INC.) | Long | Equity-common | US | $68M | 292K | 0.61 |
| ANDERSONS INC THE (THE ANDERSONS, INC.) | Long | Equity-common | US | $2M | 32K | 0.02 |
| ANI PHARMACEUTICALS INC (ANI PHARMACEUTICALS, INC.) | Long | Equity-common | US | $1M | 17K | 0.01 |
| ANIKA THERAPEUTICS INC (ANIKA THERAPEUTICS, INC.) | Long | Equity-common | US | $174K | 6K | 0.00 |
| ANTERO MIDSTREAM CORP (ANTERO MIDSTREAM CORPORATION) | Long | Equity-common | US | $6M | 415K | 0.05 |
| ANTERO RESOURCES CORP (ANTERO RESOURCES CORPORATION) | Long | Equity-common | US | $6M | 218K | 0.06 |
| APA CORP (APA CORPORATION) | Long | Equity-common | US | $1M | 45K | 0.01 |
| API GROUP CORP (API GROUP CORPORATION) | Long | Equity-common | US | $7M | 194K | 0.07 |
| APOGEE ENTERPRISES INC (APOGEE ENTERPRISES, INC.) | Long | Equity-common | US | $2M | 23K | 0.01 |
| APPLIED INDUSTRIAL TECHNOLOGIES INC (APPLIED INDUSTRIAL TECHNOLOGIES, INC.) | Long | Equity-common | US | $7M | 32K | 0.06 |
| APTARGROUP INC (APTARGROUP, INC.) | Long | Equity-common | US | $8M | 55K | 0.07 |
| APTIV PLC | Long | Equity-common | JE | $6M | 93K | 0.06 |
| ARAMARK | Long | Equity-common | US | $8M | 231K | 0.07 |
| ARCADIUM LITHIUM PLC | Long | Equity-common | JE | $638K | 201K | 0.01 |
| ARCBEST CORP (ARCBEST CORPORATION) | Long | Equity-common | US | $3M | 21K | 0.02 |
| ARCH CAPITAL GROUP LTD (ARCH CAPITAL GROUP LTD.) | Long | Equity-common | BM | $22M | 226K | 0.20 |
| ARCH RESOURCES INC (ARCH RESOURCES, INC.) | Long | Equity-common | US | $2M | 16K | 0.02 |
| ARCHER DANIELS MIDLAND CO (ARCHER-DANIELS-MIDLAND COMPANY.) | Long | Equity-common | US | $23M | 368K | 0.21 |
| ARCHROCK INC (ARCHROCK INC.) | Long | Equity-common | US | $3M | 145K | 0.03 |
| ARCOSA INCORPORATED (ARCOSA, INC.) | Long | Equity-common | US | $5M | 51K | 0.04 |
| ARCTURUS THERAPEUTICS HOLDIN (Arcturus Therapeutics Holdings Inc) | Long | Equity-common | US | $376K | 16K | 0.00 |
| ARCUS BIOSCIENCES INC | Long | Equity-common | US | $77K | 5K | 0.00 |
| ARDMORE SHIPPING CORP (ARDMORE SHIPPING CORPORATION) | Long | Equity-common | MH | $381K | 18K | 0.00 |
| ARGAN INC (ARGAN, INC.) | Long | Equity-common | US | $1M | 14K | 0.01 |
| ARKO CORP (ARKO CORP.) | Long | Equity-common | US | $156K | 24K | 0.00 |
| ARROW ELECTRONICS INC (ARROW ELECTRONICS, INC.) | Long | Equity-common | US | $7M | 58K | 0.06 |
| ARTIVION INC (ARTIVION, INC.) | Long | Equity-common | US | $221K | 8K | 0.00 |
| ASBURY AUTOMOTIVE GROUP INC (ASBURY AUTOMOTIVE GROUP, INC.) | Long | Equity-common | US | $5M | 18K | 0.04 |
| ASCENT INDUSTRIES CO (ASCENT INDUSTRIES CO.) | Long | Equity-common | US | $10K | 1K | 0.00 |
| ASGN INC (ASGN INCORPORATED) | Long | Equity-common | US | $5M | 48K | 0.04 |
| ASHLAND INC (ASHLAND INC.) | Long | Equity-common | US | $5M | 53K | 0.05 |
| ASPEN TECHNOLOGY INC (ASPEN TECHNOLOGY, INC.) | Long | Equity-common | US | $7M | 35K | 0.06 |
| ASSETMARK FINANCIAL HOLDINGS INC (ASSETMARK FINANCIAL HOLDINGS, INC.) | Long | Equity-common | US | $1M | 32K | 0.01 |
| ASSOCIATED BANC CORP (ASSOCIATED BANC-CORP) | Long | Equity-common | US | $3M | 121K | 0.03 |
| ASSURANT INC (ASSURANT, INC.) | Long | Equity-common | US | $8M | 47K | 0.08 |
| ASSURED GUARANTY LTD (ASSURED GUARANTY LTD.) | Long | Equity-common | BM | $5M | 57K | 0.04 |
| ASTEC INDUSTRIES INC (ASTEC INDUSTRIES, INC.) | Long | Equity-common | US | $781K | 22K | 0.01 |
| ASTRANA HEALTH INC (ASTRANA HEALTH, INC.) | Long | Equity-common | US | $100K | 2K | 0.00 |
| ASTRONOVA INC (ASTRONOVA, INC.) | Long | Equity-common | US | $99K | 6K | 0.00 |
| AT T INC (AT&T INC.) | Long | Equity-common | US | $115M | 6M | 1.04 |
| ATI INC | Long | Equity-common | US | $5M | 74K | 0.05 |
| ATKORE INC | Long | Equity-common | US | $4M | 30K | 0.04 |
| ATLANTA BRAVES HOLDINGS INC (ATLANTA BRAVES HOLDINGS, INC.) | Long | Equity-common | US | $80K | 2K | 0.00 |
| ATLANTA BRAVES HOLDINGS INC (ATLANTA BRAVES HOLDINGS, INC.) | Long | Equity-common | US | $3K | 67 | 0.00 |
| ATLANTIC UNION BANKSHARES CORP (ATLANTIC UNION BANKSHARES CORPORATION) | Long | Equity-common | US | $3M | 65K | 0.02 |
| ATLANTICUS HOLDINGS CORP (ATLANTICUS HOLDINGS CORPORATION) | Long | Equity-common | US | $60K | 2K | 0.00 |
| ATN INTERNATIONAL INC (ATN INTERNATIONAL, INC.) | Long | Equity-common | US | $110K | 4K | 0.00 |
| AUTOLIV INC (AUTOLIV, INC.) | Long | Equity-common | US | $8M | 79K | 0.07 |
| AUTONATION INC (AUTONATION, INC.) | Long | Equity-common | US | $8M | 42K | 0.07 |
| AVANOS MEDICAL INC (AVANOS MEDICAL, INC.) | Long | Equity-common | US | $754K | 32K | 0.01 |
| AVANTOR INC (AVANTOR, INC.) | Long | Equity-common | US | $12M | 453K | 0.11 |
| AVIAT NETWORKS INC (AVIAT NETWORKS, INC.) | Long | Equity-common | US | $182K | 6K | 0.00 |
| AVIENT CORP (AVIENT CORPORATION) | Long | Equity-common | US | $4M | 81K | 0.03 |
| AVNET INC (AVNET, INC.) | Long | Equity-common | US | $4M | 79K | 0.04 |
| AWARE INC MA (AWARE, INC.) | Long | Equity-common | US | $30K | 14K | 0.00 |
| AXALTA COATING SYSTEMS LTD (AXALTA COATING SYSTEMS LTD.) | Long | Equity-common | BM | $6M | 179K | 0.06 |
| AXCELIS TECHNOLOGIES INC (AXCELIS TECHNOLOGIES, INC.) | Long | Equity-common | US | $572K | 5K | 0.01 |
| AXIS CAPITAL HOLDINGS LTD (AXIS CAPITAL HOLDINGS LIMITED) | Long | Equity-common | BM | $6M | 74K | 0.05 |
| AXOS FINANCIAL INC (AXOS FINANCIAL, INC.) | Long | Equity-common | US | $4M | 50K | 0.03 |
| AZEK CO INC THE (THE AZEK COMPANY INC.) | Long | Equity-common | US | $2M | 45K | 0.02 |
| AZENTA INC (AZENTA, INC.) | Long | Equity-common | US | $2M | 25K | 0.01 |
| AZZ INC (AZZ INC.) | Long | Equity-common | US | $2M | 23K | 0.02 |
| B G FOODS INC (B&G FOODS, INC.) | Long | Equity-common | US | $62K | 7K | 0.00 |
| BAKER HUGHES CO (BAKER HUGHES COMPANY) | Long | Equity-common | US | $27M | 697K | 0.25 |
| BALL CORP (BALL CORPORATION) | Long | Equity-common | US | $11M | 169K | 0.10 |
| BANC OF CALIFORNIA INC (BANC OF CALIFORNIA, INC.) | Long | Equity-common | US | $138K | 10K | 0.00 |
| BANCFIRST CORP (BANCFIRST CORPORATION) | Long | Equity-common | US | $2M | 20K | 0.02 |
| BANCORP INC THE (THE BANCORP, INC.) | Long | Equity-common | US | $651K | 13K | 0.01 |
| BANK OF AMERICA CORP (BANK OF AMERICA CORPORATION) | Long | Equity-common | US | $155M | 4M | 1.41 |
| BANK OF HAWAII CORP (BANK OF HAWAII CORPORATION) | Long | Equity-common | US | $610K | 9K | 0.01 |
| BANK OF NEW YORK MELLON CORPORATION (The Bank of New York Mellon Corporation) | Long | Equity-common | US | $37M | 569K | 0.34 |
| BANK OF NT BUTTERFIELD SON LTD THE (The Bank of N.T. Butterfield & Son Limited) | Long | Equity-common | BM | $2M | 42K | 0.01 |
| BANK OZK | Long | Equity-common | US | $5M | 98K | 0.04 |
| BANKFINANCIAL CORP (BANKFINANCIAL CORPORATION) | Long | Equity-common | US | $196K | 17K | 0.00 |
| BANKUNITED INC (BANKUNITED, INC.) | Long | Equity-common | US | $2M | 49K | 0.02 |
| BANNER CORP (BANNER CORPORATION) | Long | Equity-common | US | $2M | 31K | 0.02 |
| BAR HARBOR BANKSHARES | Long | Equity-common | US | $87K | 3K | 0.00 |
| BARNES GROUP INC (BARNES GROUP INC.) | Long | Equity-common | US | $2M | 38K | 0.01 |
| BARRETT BUSINESS SERVICES INC (BARRETT BUSINESS SERVICES, INC.) | Long | Equity-common | US | $192K | 5K | 0.00 |
| BASSETT FURNITURE INDUSTRIES INC (BASSETT FURNITURE INDUSTRIES, INCORPORATED) | Long | Equity-common | US | $38K | 3K | 0.00 |
| BAXTER INTERNATIONAL INC (BAXTER INTERNATIONAL INC.) | Long | Equity-common | US | $6M | 180K | 0.06 |
| BEACON ROOFING SUPPLY INC (BEACON ROOFING SUPPLY, INC.) | Long | Equity-common | US | $6M | 55K | 0.05 |
| BEAZER HOMES USA INC (BEAZER HOMES USA, INC.) | Long | Equity-common | US | $216K | 6K | 0.00 |
| BECTON DICKINSON CO (BECTON, DICKINSON AND COMPANY) | Long | Equity-common | US | $47M | 194K | 0.43 |
| BEL FUSE INC (BEL FUSE INC.) | Long | Equity-common | US | $569K | 8K | 0.01 |
| BEL FUSE INC (BEL FUSE INC.) | Long | Equity-common | US | $335K | 4K | 0.00 |
| BELDEN INC (BELDEN INC.) | Long | Equity-common | US | $3M | 36K | 0.03 |
| BELLRING BRANDS INC (BELLRING BRANDS, INC.) | Long | Equity-common | US | $2M | 35K | 0.02 |
| BENCHMARK ELECTRONICS INC (BENCHMARK ELECTRONICS, INC.) | Long | Equity-common | US | $2M | 41K | 0.02 |
| BERKSHIRE HATHAWAY INC (BERKSHIRE HATHAWAY INC.) | Long | Equity-common | US | $339M | 772K | 3.07 |
| BERKSHIRE HILLS BANCORP INC (BERKSHIRE HILLS BANCORP, INC.) | Long | Equity-common | US | $920K | 33K | 0.01 |
| BERRY CORP (BERRY CORPORATION (BRY)) | Long | Equity-common | US | $424K | 62K | 0.00 |
| BERRY GLOBAL GROUP INC (BERRY GLOBAL GROUP, INC.) | Long | Equity-common | US | $7M | 111K | 0.07 |
| BEST BUY CO INC (BEST BUY CO., INC.) | Long | Equity-common | US | $45K | 517 | 0.00 |
| BIGLARI HOLDINGS INC (BIGLARI HOLDINGS INC.) | Long | Equity-common | US | $2K | 8 | 0.00 |
| BIO RAD LABORATORIES INC (BIO-RAD LABORATORIES, INC.) | Long | Equity-common | US | $2M | 7K | 0.02 |
| BIO TECHNE CORP (BIO-TECHNE CORPORATION) | Long | Equity-common | US | $14K | 168 | 0.00 |
| BIOGEN INC (BIOGEN INC.) | Long | Equity-common | US | $15M | 69K | 0.13 |
| BIOMARIN PHARMACEUTICAL INC (BIOMARIN PHARMACEUTICAL INC.) | Long | Equity-common | US | $7M | 84K | 0.06 |
| BJ S RESTAURANTS INC (BJ'S RESTAURANTS, INC.) | Long | Equity-common | US | $644K | 20K | 0.01 |
| Block Inc (BLOCK, INC.) | Long | Equity-common | US | $12M | 197K | 0.11 |
| BLOOMIN BRANDS INC (BLOOMIN' BRANDS, INC.) | Long | Equity-common | US | $39K | 2K | 0.00 |
| BLUELINX HOLDINGS INC (BLUELINX HOLDINGS INC.) | Long | Equity-common | US | $861K | 7K | 0.01 |
| BOISE CASCADE CO (BOISE CASCADE COMPANY) | Long | Equity-common | US | $6M | 43K | 0.06 |
| BOK FINANCIAL CORP (BOK FINANCIAL CORPORATION) | Long | Equity-common | US | $5M | 53K | 0.05 |
| BOOT BARN HOLDINGS INC (BOOT BARN HOLDINGS, INC.) | Long | Equity-common | US | $4M | 31K | 0.04 |
| BORGWARNER INC (BORGWARNER INC.) | Long | Equity-common | US | $7M | 197K | 0.06 |
| BOSTON BEER COMPANY INC A (THE BOSTON BEER COMPANY, INC.) | Long | Equity-common | US | $531K | 2K | 0.00 |
| BOSTON SCIENTIFIC CORP (BOSTON SCIENTIFIC CORPORATION) | Long | Equity-common | US | $26M | 357K | 0.24 |
| BOYD GAMING CORP (BOYD GAMING CORPORATION) | Long | Equity-common | US | $19K | 316 | 0.00 |
| BRADY CORP (BRADY CORPORATION) | Long | Equity-common | US | $3M | 47K | 0.03 |
| BREAD FINANCIAL HOLDINGS (BREAD FINANCIAL HOLDINGS, INC.) | Long | Equity-common | US | $2M | 42K | 0.02 |
| BRIGHTHOUSE FINANCIAL INC (BRIGHTHOUSE FINANCIAL, INC.) | Long | Equity-common | US | $1M | 21K | 0.01 |
| BRIGHTVIEW HOLDINGS INC (BRIGHTVIEW HOLDINGS, INC.) | Long | Equity-common | US | $295K | 20K | 0.00 |
| BRISTOL MYERS SQUIBB CO (BRISTOL-MYERS SQUIBB COMPANY) | Long | Equity-common | US | $26M | 537K | 0.23 |
| BRISTOW GROUP INC (BRISTOW GROUP INC.) | Long | Equity-common | US | $129K | 3K | 0.00 |
| BROOKDALE SENIOR LIVING INC (BROOKDALE SENIOR LIVING INC.) | Long | Equity-common | US | $771K | 100K | 0.01 |
| BROOKFIELD ASSET MGMT A (BROOKFIELD ASSET MANAGEMENT LTD) | Long | Equity-common | CA | $1M | 23K | 0.01 |
| BROOKFIELD RENEWABLE CORP (BROOKFIELD RENEWABLE CORPORATION) | Long | Equity-common | CA | $312K | 11K | 0.00 |
| BROOKLINE BANCORP INC (BROOKLINE BANCORP, INC.) | Long | Equity-common | US | $495K | 47K | 0.00 |
| BRUNSWICK CORP DE (BRUNSWICK CORPORATION) | Long | Equity-common | US | $5M | 65K | 0.05 |
| BUCKLE INC THE (THE BUCKLE, INC.) | Long | Equity-common | US | $2M | 44K | 0.02 |
| BUILD A BEAR WORKSHOP INC (BUILD-A-BEAR WORKSHOP, INC.) | Long | Equity-common | US | $394K | 15K | 0.00 |
| BUILDERS FIRSTSOURCE INC (BUILDERS FIRSTSOURCE, INC.) | Long | Equity-common | US | $14M | 86K | 0.13 |
| BUNGE GLOBAL SA | Long | Equity-common | CH | $13M | 126K | 0.12 |
| BYLINE BANCORP INC (BYLINE BANCORP, INC.) | Long | Equity-common | US | $477K | 17K | 0.00 |
| CABLE ONE INC (CABLE ONE, INC.) | Long | Equity-common | US | $882K | 2K | 0.01 |
| CABOT CORP (CABOT CORPORATION) | Long | Equity-common | US | $5M | 49K | 0.04 |
| CACI INTERNATIONAL INC (CACI INTERNATIONAL INC.) | Long | Equity-common | US | $10M | 22K | 0.09 |
| CACTUS INC (CACTUS, INC.) | Long | Equity-common | US | $2M | 34K | 0.02 |
| CADENCE BANK | Long | Equity-common | US | $4M | 134K | 0.04 |
| CADRE HOLDINGS INC (CADRE HOLDINGS, INC.) | Long | Equity-common | US | $39K | 1K | 0.00 |
| CAESARS ENTERTAINMENT INC (CAESARS ENTERTAINMENT, INC.) | Long | Equity-common | US | $5M | 127K | 0.05 |
| CAL MAINE FOODS INC (CAL-MAINE FOODS, INC.) | Long | Equity-common | US | $3M | 39K | 0.03 |
| CALAVO GROWERS INC (CALAVO GROWERS, INC.) | Long | Equity-common | US | $178K | 8K | 0.00 |
| CALERES INC (Caleres Inc.) | Long | Equity-common | US | $1M | 30K | 0.01 |
| CALIFORNIA RESOURCES CORP (CALIFORNIA RESOURCES CORPORATION) | Long | Equity-common | US | $3M | 61K | 0.03 |
| CALIX INC (CALIX, INC.) | Long | Equity-common | US | $2M | 45K | 0.02 |
| CAMPBELL SOUP CO (CAMPBELL SOUP COMPANY) | Long | Equity-common | US | $11M | 225K | 0.10 |
| CANTERBURY PARK HOLDING CORP (CANTERBURY PARK HOLDING CORPORATION.) | Long | Equity-common | US | $58K | 3K | 0.00 |
| CAPITAL CITY BANK GROUP INC (CAPITAL CITY BANK GROUP, INC.) | Long | Equity-common | US | $507K | 14K | 0.00 |
| CAPITAL ONE FINANCIAL CORP (CAPITAL ONE FINANCIAL CORPORATION) | Long | Equity-common | US | $40M | 262K | 0.36 |
| CAPITOL FEDERAL FINANCIAL INC (CAPITOL FEDERAL FINANCIAL, INC.) | Long | Equity-common | US | $328K | 52K | 0.00 |
| CAPRI HOLDINGS LTD (Capri Holdings Limited) | Long | Equity-common | VG | $4M | 110K | 0.03 |
| CARGURUS INC (CARGURUS, INC.) | Long | Equity-common | US | $1M | 42K | 0.01 |
| CARLISLE COMPANIES INCORPORATED | Long | Equity-common | US | $8M | 20K | 0.08 |
| CARLYLE GROUP INC THE (THE CARLYLE GROUP INC.) | Long | Equity-common | US | $10M | 196K | 0.09 |
| CARMAX INC (CarMax, Inc.) | Long | Equity-common | US | $10M | 113K | 0.09 |
| CARNIVAL CORPORATION | Long | Equity-common | PA | $8M | 500K | 0.08 |
| CARPENTER TECHNOLOGY CORP (CARPENTER TECHNOLOGY CORPORATION) | Long | Equity-common | US | $6M | 44K | 0.06 |
| CARRIAGE SERVICES INC (CARRIAGE SERVICES, INC.) | Long | Equity-common | US | $508K | 16K | 0.00 |
| CARRIER GLOBAL CORP (CARRIER GLOBAL CORPORATION) | Long | Equity-common | US | $11M | 166K | 0.10 |
| CARS COM INC (CARS.COM INC.) | Long | Equity-common | US | $1M | 58K | 0.01 |
| CARTER S INC (CARTER'S, INC.) | Long | Equity-common | US | $2M | 30K | 0.02 |
| CASEY S GENERAL STORES INC (CASEY'S GENERAL STORES, INC.) | Long | Equity-common | US | $12M | 31K | 0.11 |
| CATALENT INC (CATALENT, INC.) | Long | Equity-common | US | $6M | 96K | 0.05 |
| CATALYST PHARMACEUTICALS INC (CATALYST PHARMACEUTICALS, INC.) | Long | Equity-common | US | $937K | 54K | 0.01 |
| CATHAY GENERAL BANCORP | Long | Equity-common | US | $3M | 63K | 0.03 |
| CAVCO INDUSTRIES INC (CAVCO INDUSTRIES, INC.) | Long | Equity-common | US | $3M | 8K | 0.03 |
| CBIZ INC (CBIZ, INC.) | Long | Equity-common | US | $3M | 45K | 0.03 |
| CBRE GROUP INC CL A (CBRE GROUP, INC.) | Long | Equity-common | US | $22M | 196K | 0.20 |
| CCC INTELLIGENT SOLUTIONS HOLDINGS INC (CCC INTELLIGENT SOLUTIONS HOLDINGS INC.) | Long | Equity-common | US | $3M | 265K | 0.02 |
| CCUR HOLDINGS INC (CCUR HOLDINGS, INC.) | Long | Equity-common | US | $8K | 3 | 0.00 |
| CECO ENVIRONMENTAL CORP (CECO ENVIRONMENTAL CORP.) | Long | Equity-common | US | $233K | 8K | 0.00 |
| CELANESE CORPORATION | Long | Equity-common | US | $13M | 93K | 0.12 |
| CENTENE CORPORATION | Long | Equity-common | US | $24M | 310K | 0.22 |
| CENTRAL GARDEN PET CO (CENTRAL GARDEN & PET COMPANY) | Long | Equity-common | US | $2M | 50K | 0.02 |
| CENTRAL GARDEN PET CO (CENTRAL GARDEN & PET COMPANY) | Long | Equity-common | US | $724K | 18K | 0.01 |
| CENTURY ALUMINUM CO (CENTURY ALUMINUM COMPANY) | Long | Equity-common | US | $878K | 58K | 0.01 |
| CENTURY COMMUNITIES INC (CENTURY COMMUNITIES, INC.) | Long | Equity-common | US | $3M | 28K | 0.03 |
| CERTARA INC (CERTARA, INC.) | Long | Equity-common | US | $105K | 7K | 0.00 |
| CF INDUSTRIES HOLDINGS (CF INDUSTRIES HOLDINGS, INC.) | Long | Equity-common | US | $13M | 174K | 0.12 |
| CHAMPIONX CORP (CHAMPIONX CORPORATION) | Long | Equity-common | US | $4M | 107K | 0.03 |
| CHARLES RIVER LABORATORIES INTERNATIONAL INC (CHARLES RIVER LABORATORIES INTERNATIONAL, INC.) | Long | Equity-common | US | $10M | 43K | 0.09 |
| CHART INDUSTRIES INC (CHART INDUSTRIES, INC.) | Long | Equity-common | US | $3M | 16K | 0.02 |
| CHARTER COMMUNICATIONS INC (CHARTER COMMUNICATIONS, INC.) | Long | Equity-common | US | $10M | 26K | 0.09 |
| CHEFS WAREHOUSE INC THE (THE CHEFS' WAREHOUSE, INC.) | Long | Equity-common | US | $1M | 35K | 0.01 |
| CHEMOURS CO (THE CHEMOURS COMPANY) | Long | Equity-common | US | $1M | 49K | 0.01 |
| CHEMUNG FINANCIAL CORP (CHEMUNG FINANCIAL CORPORATION) | Long | Equity-common | US | $15K | 300 | 0.00 |
| CHESAPEAKE ENERGY CORP (CHESAPEAKE ENERGY CORPORATION) | Long | Equity-common | US | $8M | 106K | 0.07 |
| CHEVRON CORP (CHEVRON CORPORATION) | Long | Equity-common | US | $231M | 1M | 2.10 |
| CHICAGO RIVET MACHINE CO (CHICAGO RIVET & MACHINE CO.) | Long | Equity-common | US | $11K | 700 | 0.00 |
| CHORD ENERGY CORP (CHORD ENERGY CORPORATION) | Long | Equity-common | US | $5M | 31K | 0.05 |
| CHUBB LIMITED | Long | Equity-common | CH | $57M | 208K | 0.52 |
| CHUY S HOLDINGS INC (CHUY'S HOLDINGS, INC.) | Long | Equity-common | US | $506K | 14K | 0.00 |
| CIENA CORP (CIENA CORPORATION) | Long | Equity-common | US | $6M | 105K | 0.05 |
| CIGNA GROUP THE (THE CIGNA GROUP) | Long | Equity-common | US | $92M | 263K | 0.83 |
| CINCINNATI FINANCIAL CORP (CINCINNATI FINANCIAL CORPORATION) | Long | Equity-common | US | $13M | 99K | 0.12 |
| CIRRUS LOGIC INC (CIRRUS LOGIC, INC.) | Long | Equity-common | US | $7M | 57K | 0.07 |
| CISCO SYSTEMS INC (CISCO SYSTEMS, INC.) | Long | Equity-common | US | $130M | 3M | 1.18 |
| CITI TRENDS INC (CITI TRENDS, INC.) | Long | Equity-common | US | $100K | 5K | 0.00 |
| CITIGROUP INC (CITIGROUP INC.) | Long | Equity-common | US | $71M | 1M | 0.64 |
| CITIZENS COMMUNITY BANCORP INC WI (CITIZENS COMMUNITY BANCORP, INC) | Long | Equity-common | US | $134K | 10K | 0.00 |
| CITIZENS FINANCIAL GROUP (CITIZENS FINANCIAL GROUP, INC.) | Long | Equity-common | US | $11M | 251K | 0.10 |
| CITY HOLDING CO (CITY HOLDING COMPANY) | Long | Equity-common | US | $1M | 11K | 0.01 |
| CIVITAS RESOURCES INC (CIVITAS RESOURCES, INC.) | Long | Equity-common | US | $3M | 43K | 0.03 |
| CLARIVATE PLC | Long | Equity-common | JE | $212K | 31K | 0.00 |
| CLEAN HARBORS INC (CLEAN HARBORS, INC.) | Long | Equity-common | US | $7M | 27K | 0.06 |
| CLEARWATER PAPER CORP (CLEARWATER PAPER CORPORATION) | Long | Equity-common | US | $50K | 895 | 0.00 |
| CLEVELAND CLIFFS INC (CLEVELAND-CLIFFS INC.) | Long | Equity-common | US | $5M | 310K | 0.04 |
| CME GROUP INC (CME GROUP INC.) | Long | Equity-common | US | $13M | 65K | 0.11 |
| CNO FINANCIAL GROUP INC (CNO FINANCIAL GROUP, INC.) | Long | Equity-common | US | $4M | 114K | 0.04 |
| CNX RESOURCES CORP (CNX RESOURCES CORPORATION) | Long | Equity-common | US | $4M | 147K | 0.04 |
| COCA COLA CONSOLIDATED INC (COCA-COLA CONSOLIDATED, INC.) | Long | Equity-common | US | $3M | 3K | 0.03 |
| COEUR MINING INC (COEUR MINING, INC.) | Long | Equity-common | US | $2M | 331K | 0.02 |
| COGNEX CORP (COGNEX CORPORATION) | Long | Equity-common | US | $272K | 5K | 0.00 |
| COGNIZANT TECHNOLOGY SOLUTIONS CORP (COGNIZANT TECHNOLOGY SOLUTIONS CORPORATION) | Long | Equity-common | US | $33M | 441K | 0.30 |
| COHERENT CORP (Coherent Corp.) | Long | Equity-common | US | $7M | 101K | 0.06 |
| COHU INC (COHU, INC.) | Long | Equity-common | US | $1M | 40K | 0.01 |
| COLLEGIUM PHARMACEUTICAL INC (Collegium Pharmaceutical, Inc.) | Long | Equity-common | US | $414K | 11K | 0.00 |
| COLUMBIA BANKING SYSTEM INC (COLUMBIA BANKING SYSTEM, INC.) | Long | Equity-common | US | $369K | 14K | 0.00 |
| COLUMBIA FINANCIAL INC (COLUMBIA FINANCIAL, INC.) | Long | Equity-common | US | $55K | 3K | 0.00 |
| COLUMBIA SPORTSWEAR COMPANY | Long | Equity-common | US | $4M | 55K | 0.04 |
| COLUMBUS MCKINNON CORP NY (COLUMBUS MCKINNON CORPORATION) | Long | Equity-common | US | $878K | 23K | 0.01 |
| COMCAST CORP CLASS A (COMCAST CORPORATION) | Long | Equity-common | US | $164M | 4M | 1.49 |
| COMERICA INC (COMERICA INCORPORATED) | Long | Equity-common | US | $6M | 114K | 0.06 |
| COMMERCE BANCSHARES INC MO (COMMERCE BANCSHARES, INC.) | Long | Equity-common | US | $1M | 20K | 0.01 |
| COMMERCIAL METALS CO (COMMERCIAL METALS COMPANY) | Long | Equity-common | US | $6M | 107K | 0.06 |
| COMMUNITY FINANCIAL SYSTEM INC (COMMUNITY FINANCIAL SYSTEM, INC.) | Long | Equity-common | US | $2M | 35K | 0.02 |
| COMMUNITY TRUST BANCORP INC (COMMUNITY TRUST BANCORP, INC.) | Long | Equity-common | US | $872K | 17K | 0.01 |
| COMMUNITY WEST BANCSHARES | Long | Equity-common | US | $7K | 316 | 0.00 |
| COMPASS MINERALS INTERNATIONAL INC (COMPASS MINERALS INTERNATIONAL, INC.) | Long | Equity-common | US | $62K | 5K | 0.00 |
| COMPX INTERNATIONAL INC (COMPX INTERNATIONAL INC.) | Long | Equity-common | US | $13K | 500 | 0.00 |
| COMSTOCK RESOURCES INC (COMSTOCK RESOURCES, INC.) | Long | Equity-common | US | $1M | 106K | 0.01 |
| CONAGRA BRANDS INC (CONAGRA BRANDS, INC.) | Long | Equity-common | US | $10M | 329K | 0.09 |
| CONCENTRIX CORP (CONCENTRIX CORPORATION) | Long | Equity-common | US | $4M | 56K | 0.04 |
| CONMED CORP (CONMED CORPORATION) | Long | Equity-common | US | $2M | 26K | 0.02 |
| CONNECTONE BANCORP INC (CONNECTONE BANCORP, INC.) | Long | Equity-common | US | $872K | 36K | 0.01 |
| CONOCOPHILLIPS | Long | Equity-common | US | $129M | 1M | 1.17 |
| CONSOL ENERGY INC (CONSOL ENERGY INC.) | Long | Equity-common | US | $3M | 26K | 0.02 |
| CONSTELLATION BRANDS INC (CONSTELLATION BRANDS, INC.) | Long | Equity-common | US | $22M | 90K | 0.20 |
| CONSTRUCTION PARTNERS INC (CONSTRUCTION PARTNERS, INC.) | Long | Equity-common | US | $2M | 26K | 0.02 |
| CONSUMER PORTFOLIO SERVICES INC (CONSUMER PORTFOLIO SERVICES, INC.) | Long | Equity-common | US | $236K | 25K | 0.00 |
| COOPER COS INC THE (THE COOPER COMPANIES, INC.) | Long | Equity-common | US | $10M | 108K | 0.09 |
| COPA HOLDINGS SA (Copa Holdings, S.A.) | Long | Equity-common | PA | $2M | 26K | 0.02 |
| CORCEPT THERAPEUTICS INC (CORCEPT THERAPEUTICS INCORPORATED) | Long | Equity-common | US | $3M | 90K | 0.03 |
| CORE MOLDING TECHNOLOGIES INC (CORE MOLDING TECHNOLOGIES, INC.) | Long | Equity-common | US | $176K | 10K | 0.00 |
| COREBRIDGE FINANCIAL INC (COREBRIDGE FINANCIAL, INC.) | Long | Equity-common | US | $8M | 258K | 0.07 |
| CORNING INC (CORNING INCORPORATED) | Long | Equity-common | US | $33M | 833K | 0.30 |
| CORSAIR GAMING INC (CORSAIR GAMING, INC.) | Long | Equity-common | US | $107K | 13K | 0.00 |
| CORTEVA INC (CORTEVA, INC.) | Long | Equity-common | US | $18M | 321K | 0.16 |
| COSTAMARE INC (COSTAMARE INC.) | Long | Equity-common | MH | $1M | 99K | 0.01 |
| COSTAR GROUP INC (COSTAR GROUP, INC.) | Long | Equity-common | US | $13M | 172K | 0.12 |
| COTERRA ENERCOTERRA ENERGY INC (Coterra Energy Inc.) | Long | Equity-common | US | $17M | 659K | 0.15 |
| COTY INC (COTY INC.) | Long | Equity-common | US | $6M | 617K | 0.06 |
| COVENANT LOGISTICS GROUP INC (COVENANT LOGISTICS GROUP, INC.) | Long | Equity-common | US | $396K | 7K | 0.00 |
| CRA INTERNATIONAL INC (CRA INTERNATIONAL, INC.) | Long | Equity-common | US | $704K | 4K | 0.01 |
| CRANE CO | Long | Equity-common | US | $4M | 24K | 0.04 |
| CRANE NXT CO (CRANE NXT, CO.) | Long | Equity-common | US | $3M | 46K | 0.03 |
| CRESCENT ENERGY INC (CRESCENT ENERGY COMPANY) | Long | Equity-common | US | $843K | 69K | 0.01 |
| CROCS INC (CROCS, INC.) | Long | Equity-common | US | $171K | 1K | 0.00 |
| CROSS COUNTRY HEALTHCARE INC (CROSS COUNTRY HEALTHCARE, INC.) | Long | Equity-common | US | $619K | 34K | 0.01 |
| CROWN HOLDINGS INC (CROWN HOLDINGS, INC.) | Long | Equity-common | US | $9M | 102K | 0.08 |
| CSG SYSTEMS INTERNATIONAL INC (CSG SYSTEMS INTERNATIONAL, INC.) | Long | Equity-common | US | $291K | 6K | 0.00 |
| CSP INC (CSP, INC.) | Long | Equity-common | US | $70K | 5K | 0.00 |
| CSW INDUSTRIALS INC (CSW INDUSTRIALS, INC.) | Long | Equity-common | US | $346K | 1K | 0.00 |
| CSX CORP (CSX Corporation) | Long | Equity-common | US | $27M | 777K | 0.25 |
| CTS CORP (CTS CORPORATION) | Long | Equity-common | US | $2M | 32K | 0.01 |
| CULLEN FROST BANKERS INC (CULLEN/FROST BANKERS, INC.) | Long | Equity-common | US | $5M | 46K | 0.05 |
| CULP INC (CULP, INC.) | Long | Equity-common | US | $47K | 9K | 0.00 |
| CUMBERLAND PHARMACEUTICALS INC | Long | Equity-common | US | $33K | 23K | 0.00 |
| CUMMINS INC (CUMMINS INC.) | Long | Equity-common | US | $30M | 101K | 0.27 |
| CURTISS WRIGHT CORP (CURTISS-WRIGHT CORPORATION) | Long | Equity-common | US | $11M | 37K | 0.10 |
| CUSHMAN WAKEFIELD PLC (CUSHMAN & WAKEFIELD PLC) | Long | Equity-common | GB | $2M | 181K | 0.02 |
| CUSTOM TRUCK ONE SOURCE INC (CUSTOM TRUCK ONE SOURCE, INC.) | Long | Equity-common | US | $306K | 61K | 0.00 |
| CUSTOMERS BANCORP INC (Customers Bancorp, Inc.) | Long | Equity-common | US | $2M | 28K | 0.02 |
| CVB FINANCIAL CORP (CVB FINANCIAL CORP.) | Long | Equity-common | US | $2M | 95K | 0.02 |
| CVR ENERGY INC (CVR ENERGY, INC.) | Long | Equity-common | US | $1M | 51K | 0.01 |
| CVS HEALTH CORP (CVS HEALTH CORPORATION) | Long | Equity-common | US | $79M | 1M | 0.72 |
| D R HORTON INC (D.R. HORTON, INC.) | Long | Equity-common | US | $55M | 304K | 0.50 |
| DAKTRONICS INC (DAKTRONICS, INC.) | Long | Equity-common | US | $329K | 22K | 0.00 |
| DANA INC (DANA INCORPORATED) | Long | Equity-common | US | $1M | 113K | 0.01 |
| DANAHER CORP (DANAHER CORPORATION) | Long | Equity-common | US | $109M | 394K | 0.99 |
| DARLING INGREDIENTS INC (DARLING INGREDIENTS INC.) | Long | Equity-common | US | $6M | 160K | 0.06 |
| DAVE BUSTER S ENTERTAINMENT INC (DAVE & BUSTER'S ENTERTAINMENT, INC.) | Long | Equity-common | US | $8K | 215 | 0.00 |
| DAYFORCE INC (DAYFORCE, INC.) | Long | Equity-common | US | $1M | 25K | 0.01 |
| DEERE CO (DEERE & COMPANY) | Long | Equity-common | US | $51M | 136K | 0.46 |
| DELEK US HOLDINGS INC (DELEK US HOLDINGS, INC.) | Long | Equity-common | US | $1M | 57K | 0.01 |
| DELTA AIR LINES INC (DELTA AIR LINES, INC.) | Long | Equity-common | US | $23M | 538K | 0.21 |
| DELUXE CORP (DELUXE CORPORATION) | Long | Equity-common | US | $530K | 22K | 0.00 |
| DENTSPLY SIRONA INC (DENTSPLY SIRONA INC.) | Long | Equity-common | US | $241K | 9K | 0.00 |
| DESIGNER BRANDS INC (DESIGNER BRANDS INC.) | Long | Equity-common | US | $109K | 13K | 0.00 |
| DEVON ENERGY CORP (DEVON ENERGY CORPORATION) | Long | Equity-common | US | $23M | 484K | 0.21 |
| DHT HOLDINGS INC (DHT HOLDINGS, INC.) | Long | Equity-common | MH | $2M | 148K | 0.02 |
| DIAMOND OFFSHORE DRILLING INC (DIAMOND OFFSHORE DRILLING, INC.) | Long | Equity-common | US | $165K | 10K | 0.00 |
| DIAMONDBACK ENERGY INC (DIAMONDBACK ENERGY, INC.) | Long | Equity-common | US | $32M | 160K | 0.29 |
| DIEBOLD NIXDORF INC (DIEBOLD NIXDORF, INCORPORATED) | Long | Equity-common | US | $68K | 2K | 0.00 |
| DIGI INTERNATIONAL INC (DIGI INTERNATIONAL INC.) | Long | Equity-common | US | $961K | 35K | 0.01 |
| DIGITALBRIDGE GROUP INC (DIGITALBRIDGE GROUP, INC.) | Long | Equity-common | US | $233K | 17K | 0.00 |
| DILLARD S INC (DILLARD'S, INC.) | Long | Equity-common | US | $10M | 25K | 0.09 |
| DIME COMMUNITY BANCSHARES INC (DIME COMMUNITY BANCSHARES, INC.) | Long | Equity-common | US | $346K | 14K | 0.00 |
| DIODES INC (DIODES INCORPORATED) | Long | Equity-common | US | $4M | 47K | 0.03 |
| DISCOVER FINANCIAL SERVICES | Long | Equity-common | US | $31M | 216K | 0.28 |
| DISTRIBUTION SOLUTIONS GROUP I (DISTRIBUTION SOLUTIONS GROUP, INC.) | Long | Equity-common | US | $555K | 16K | 0.01 |
| DNOW INC (DNOW INC.) | Long | Equity-common | US | $2M | 98K | 0.01 |
| DOLBY LABORATORIES INC (DOLBY LABORATORIES, INC.) | Long | Equity-common | US | $3M | 33K | 0.02 |
| DOLE PLC (DOLE PUBLIC LIMITED COMPANY) | Long | Equity-common | IE | $191K | 13K | 0.00 |
| DOLLAR GENERAL CORP (DOLLAR GENERAL CORPORATION) | Long | Equity-common | US | $3M | 27K | 0.03 |
| DOLLAR TREE INC (DOLLAR TREE, INC.) | Long | Equity-common | US | $14M | 132K | 0.13 |
| DONEGAL GROUP INC (DONEGAL GROUP INC.) | Long | Equity-common | US | $182K | 12K | 0.00 |
| DORIAN LPG LTD (Dorian LPG Ltd.) | Long | Equity-common | MH | $2M | 37K | 0.01 |
| DORMAN PRODUCTS INC (DORMAN PRODUCTS, INC.) | Long | Equity-common | US | $3M | 27K | 0.02 |
| DOUBLEVERIFY HOLDINGS INC | Long | Equity-common | US | $1M | 55K | 0.01 |
| DOUGLAS DYNAMICS INC (DOUGLAS DYNAMICS, INC.) | Long | Equity-common | US | $431K | 15K | 0.00 |
| DOVER CORP (DOVER CORPORATION) | Long | Equity-common | US | $16M | 89K | 0.15 |
| DOW INC (DOW INC.) | Long | Equity-common | US | $31M | 571K | 0.28 |
| DREAM FINDERS HOMES INC (DREAM FINDERS HOMES, INC.) | Long | Equity-common | US | $589K | 19K | 0.01 |
| DRIL QUIP INC (DRIL-QUIP, INC.) | Long | Equity-common | US | $218K | 13K | 0.00 |
| DRIVEN BRANDS HOLDINGS INC (DRIVEN BRANDS HOLDINGS INC.) | Long | Equity-common | US | $18K | 1K | 0.00 |
| DT MIDSTREAM INC (DT MIDSTREAM, INC.) | Long | Equity-common | US | $6M | 86K | 0.06 |
| DUCKHORN PORTFOLIO INC THE (THE DUCKHORN PORTFOLIO, INC.) | Long | Equity-common | US | $143K | 20K | 0.00 |
| DUCOMMUN INC (DUCOMMUN INCORPORATED) | Long | Equity-common | US | $811K | 13K | 0.01 |
| DUN BRADSTREET HOLDINGS INC (DUN & BRADSTREET HOLDINGS, INC.) | Long | Equity-common | US | $2M | 203K | 0.02 |
| DUPONT DE NEMOURS INC (DUPONT DE NEMOURS, INC.) | Long | Equity-common | US | $17M | 203K | 0.15 |
| DXC TECHNOLOGY CO (DXC TECHNOLOGY COMPANY) | Long | Equity-common | US | $3M | 152K | 0.03 |
| DXP ENTERPRISES INC (DXP ENTERPRISES, INC.) | Long | Equity-common | US | $786K | 14K | 0.01 |
| DYCOM INDUSTRIES INC (DYCOM INDUSTRIES, INC.) | Long | Equity-common | US | $5M | 25K | 0.04 |
| DYNAVAX TECHNOLOGIES CORP (DYNAVAX TECHNOLOGIES CORPORATION) | Long | Equity-common | US | $1M | 106K | 0.01 |
| E2OPEN PARENT HOLDINGS INC (E2OPEN PARENT HOLDINGS, INC.) | Long | Equity-common | US | $113K | 24K | 0.00 |
| EAGLE BANCORP INC (EAGLE BANCORP, INC.) | Long | Equity-common | US | $53K | 2K | 0.00 |
| EAST WEST BANCORP INC (EAST WEST BANCORP, INC.) | Long | Equity-common | US | $11M | 121K | 0.10 |
| EASTERN BANKSHARES INC (EASTERN BANKSHARES, INC.) | Long | Equity-common | US | $206K | 12K | 0.00 |
| EASTERN CO THE (EASTERN COMPANY THE) | Long | Equity-common | US | $275K | 9K | 0.00 |
| EASTMAN CHEMICAL CO (EASTMAN CHEMICAL COMPANY) | Long | Equity-common | US | $10M | 101K | 0.09 |
| EATON CORP PLC (EATON CORPORATION PUBLIC LIMITED COMPANY) | Long | Equity-common | IE | $44M | 144K | 0.40 |
| EBAY INC (EBAY INC.) | Long | Equity-common | US | $23M | 416K | 0.21 |
| ECHOSTAR CORP (ECHOSTAR CORPORATION) | Long | Equity-common | US | $1K | 68 | 0.00 |
| ECOVYST INC (ECOVYST INC.) | Long | Equity-common | US | $937K | 98K | 0.01 |
| EDGEWELL PERSONAL CARE CO (Edgewell Personal Care Company) | Long | Equity-common | US | $2M | 41K | 0.01 |
| ELANCO ANIMAL HEALTH INC (ELANCO ANIMAL HEALTH INCORPORATED) | Long | Equity-common | US | $3M | 267K | 0.03 |
| ELECTRONIC ARTS INC (ELECTRONIC ARTS INC.) | Long | Equity-common | US | $15M | 102K | 0.14 |
| ELEMENT SOLUTIONS INC | Long | Equity-common | US | $6M | 229K | 0.06 |
| ELEVANCE HEALTH INC (ELEVANCE HEALTH, INC.) | Long | Equity-common | US | $114M | 215K | 1.04 |
| EMCOR GROUP INC (EMCOR GROUP, INC.) | Long | Equity-common | US | $9M | 23K | 0.08 |
| EMERSON ELECTRIC CO (EMERSON ELECTRIC CO.) | Long | Equity-common | US | $24M | 209K | 0.22 |
| EMPLOYERS HOLDINGS INC (EMPLOYERS HOLDINGS, INC.) | Long | Equity-common | US | $978K | 20K | 0.01 |
| ENACT HOLDINGS INC (ENACT HOLDINGS, INC.) | Long | Equity-common | US | $852K | 25K | 0.01 |
| ENCOMPASS HEALTH CORP (ENCOMPASS HEALTH CORPORATION) | Long | Equity-common | US | $8M | 86K | 0.07 |
| ENCORE CAPITAL GROUP INC (ENCORE CAPITAL GROUP, INC.) | Long | Equity-common | US | $874K | 17K | 0.01 |
| ENDEAVOR GROUP HOLDINGS INC (ENDEAVOR GROUP HOLDINGS, INC.) | Long | Equity-common | US | $7K | 250 | 0.00 |
| ENERPAC TOOL GROUP CORP (ENERPAC TOOL GROUP CORP.) | Long | Equity-common | US | $146K | 4K | 0.00 |
| ENERSYS | Long | Equity-common | US | $5M | 42K | 0.04 |
| ENLINK MIDSTREAM LLC (ENLINK MIDSTREAM, LLC) | Long | UNITS | US | $13K | 954 | 0.00 |
| ENNIS INC (ENNIS, INC.) | Long | Equity-common | US | $656K | 28K | 0.01 |
| ENOVA INTERNATIONAL INC (ENOVA INTERNATIONAL, INC.) | Long | Equity-common | US | $2M | 25K | 0.02 |
| ENOVIS CORP (ENOVIS CORPORATION) | Long | Equity-common | US | $2M | 34K | 0.01 |
| ENPRO INC (Enpro Inc.) | Long | Equity-common | US | $2M | 13K | 0.02 |
| ENSIGN GROUP INC THE (THE ENSIGN GROUP, INC.) | Long | Equity-common | US | $7M | 48K | 0.06 |
| ENSTAR GROUP LTD (ENSTAR GROUP LIMITED) | Long | Equity-common | BM | $3M | 10K | 0.03 |
| ENTEGRIS INC (ENTEGRIS, INC.) | Long | Equity-common | US | $5M | 43K | 0.05 |
| ENTERPRISE FINANCIAL SERVICES CORP | Long | Equity-common | US | $1M | 24K | 0.01 |
| ENVESTNET INC (ENVESTNET, INC.) | Long | Equity-common | US | $11K | 174 | 0.00 |
| ENVISTA HOLDINGS CORP (ENVISTA HOLDINGS CORPORATION) | Long | Equity-common | US | $3M | 159K | 0.02 |
| EOG RESOURCES INC (EOG RESOURCES, INC.) | Long | Equity-common | US | $49M | 389K | 0.45 |
| EPAM SYSTEMS INC (EPAM SYSTEMS, INC.) | Long | Equity-common | US | $3M | 13K | 0.03 |
| EPLUS INC (EPLUS INC.) | Long | Equity-common | US | $3M | 28K | 0.02 |
| EQT CORP (EQT CORPORATION) | Long | Equity-common | US | $13M | 372K | 0.12 |
| EQUITY BANCSHARES INC (EQUITY BANCSHARES, INC.) | Long | Equity-common | US | $97K | 2K | 0.00 |
| ESAB CORP (ESAB CORPORATION) | Long | Equity-common | US | $5M | 51K | 0.05 |
| ESC GCI LIBERTY INC SHS | Long | Equity-common | US | $111K | 123K | 0.00 |
| ESCALADE INC (ESCALADE, INCORPORATED) | Long | Equity-common | US | $4K | 277 | 0.00 |
| ESCO TECHNOLOGIES INC (ESCO TECHNOLOGIES INC.) | Long | Equity-common | US | $3M | 27K | 0.03 |
| ESPEY MFG ELECTRONICS CORP (ESPEY MFG. & ELECTRONICS CORP.) | Long | Equity-common | US | $37K | 2K | 0.00 |
| ESSA BANCORP INC (ESSA Bancorp, Inc.) | Long | Equity-common | US | $158K | 8K | 0.00 |
| ESSENT GROUP LTD | Long | Equity-common | BM | $6M | 93K | 0.05 |
| ETHAN ALLEN INTERIORS INC (ETHAN ALLEN INTERIORS INC.) | Long | Equity-common | US | $735K | 24K | 0.01 |
| EVANS BANCORP INC (EVANS BANCORP, INC.) | Long | Equity-common | US | $59K | 2K | 0.00 |
| EVEREST GROUP LTD (Everest Group, Ltd.) | Long | Equity-common | BM | $14M | 35K | 0.13 |
| EVOLUTION PETROLEUM CORP (EVOLUTION PETROLEUM CORPORATION) | Long | Equity-common | US | $100K | 18K | 0.00 |
| EW SCRIPPS CO THE (THE E.W. SCRIPPS COMPANY) | Long | Equity-common | US | $138K | 37K | 0.00 |
| EXACT SCIENCES CORP (EXACT SCIENCES CORPORATION) | Long | Equity-common | US | $1M | 30K | 0.01 |
| EXELIXIS INC (EXELIXIS, INC.) | Long | Equity-common | US | $4M | 180K | 0.04 |
| EXPRO GROUP HOLDINGS NV (Expro Group Holdings N.V.) | Long | Equity-common | NL | $1M | 64K | 0.01 |
| EXXON MOBIL CORP (EXXON MOBIL CORPORATION) | Long | Equity-common | US | $459M | 4M | 4.16 |
| EZCORP INC (EZCORP, INC.) | Long | Equity-common | US | $641K | 62K | 0.01 |
| F G ANNUITIES LIFE INC (F&G ANNUITIES & LIFE, INC.) | Long | Equity-common | US | $298K | 7K | 0.00 |
| F5 Inc (F5, INC.) | Long | Equity-common | US | $10M | 48K | 0.09 |
| FABRINET | Long | Equity-common | KY | $3M | 13K | 0.03 |
| FB FINANCIAL CORP (FB Financial Corporation) | Long | Equity-common | US | $2M | 38K | 0.02 |
| FEDERAL AGRICULTURAL MORTGAGE CORP (FEDERAL AGRICULTURAL MORTGAGE CORPORATION) | Long | Equity-common | US | $2M | 8K | 0.01 |
| FEDERAL AGRICULTURAL MORTGAGE CORP (FEDERAL AGRICULTURAL MORTGAGE CORPORATION) | Long | Equity-common | US | $29K | 177 | 0.00 |
| FEDERAL SIGNAL CORP (FEDERAL SIGNAL CORPORATION) | Long | Equity-common | US | $3M | 29K | 0.03 |
| FEDERATED HERMES INC (FEDERATED HERMES, INC.) | Long | Equity-common | US | $646K | 19K | 0.01 |
| FEDEX CORP (FEDEX CORPORATION) | Long | Equity-common | US | $64M | 212K | 0.58 |
| FERROGLOBE PLC | Long | Equity-common | GB | $127K | 23K | 0.00 |
| FIDELITY NATIONAL FINANCIAL INC (FIDELITY NATIONAL FINANCIAL, INC.) | Long | Equity-common | US | $11M | 192K | 0.10 |
| FIDELITY NATIONAL INFORMATION SERVICES INC (FIDELITY NATIONAL INFORMATION SERVICES, INC.) | Long | Equity-common | US | $31M | 408K | 0.28 |
| FIFTH THIRD BANCORP | Long | Equity-common | US | $21M | 491K | 0.19 |
| FIGS INC (FIGS, INC.) | Long | Equity-common | US | $356K | 55K | 0.00 |
| FINANCIAL INSTITUTIONS INC (FINANCIAL INSTITUTIONS, INC.) | Long | Equity-common | US | $405K | 15K | 0.00 |
| FIRST ADVANTAGE CORP (FIRST ADVANTAGE CORPORATION) | Long | Equity-common | US | $2M | 122K | 0.02 |
| FIRST AMERICAN FINANCIAL CORP (FIRST AMERICAN FINANCIAL CORPORATION) | Long | Equity-common | US | $5M | 78K | 0.04 |
| FIRST BANCORP PUERTO RICO (First BanCorp.) | Long | Equity-common | PR | $3M | 153K | 0.03 |
| FIRST BANCORP SOUTHERN PINES NC | Long | Equity-common | US | $2M | 36K | 0.01 |
| FIRST BANCSHARES INC THE (THE FIRST BANCSHARES, INC.) | Long | Equity-common | US | $10K | 313 | 0.00 |
| FIRST BUSEY CORP (FIRST BUSEY CORPORATION) | Long | Equity-common | US | $1M | 46K | 0.01 |
| FIRST BUSINESS FINANCIAL SERVICES INC (FIRST BUSINESS FINANCIAL SERVICES, INC.) | Long | Equity-common | US | $44K | 964 | 0.00 |
| FIRST CITIZENS BANCSHARES INC NC (FIRST CITIZENS BANCSHARES, INC.) | Long | Equity-common | US | $26M | 13K | 0.24 |
| FIRST COMMONWEALTH FINANCIAL CORP (FIRST COMMONWEALTH FINANCIAL CORPORATION) | Long | Equity-common | US | $2M | 89K | 0.01 |
| FIRST FINANCIAL BANCORP (FIRST FINANCIAL BANCORP.) | Long | Equity-common | US | $2M | 78K | 0.02 |
| FIRST FINANCIAL CORP IN (FIRST FINANCIAL CORPORATION) | Long | Equity-common | US | $52K | 1K | 0.00 |
| FIRST FINANCIAL NORTHWEST INC (FIRST FINANCIAL NORTHWEST, INC.) | Long | Equity-common | US | $532K | 25K | 0.00 |
| FIRST HAWAIIAN INC (FIRST HAWAIIAN, INC.) | Long | Equity-common | US | $2M | 80K | 0.02 |
| FIRST HORIZON CORP (FIRST HORIZON CORPORATION) | Long | Equity-common | US | $6M | 383K | 0.06 |
| FIRST INTERNET BANCORP | Long | Equity-common | US | $197K | 5K | 0.00 |
| FIRST INTERSTATE BANCSYSTEM INC (FIRST INTERSTATE BANCSYSTEM, INC.) | Long | Equity-common | US | $2M | 56K | 0.02 |
| FIRST MERCHANTS CORP (FIRST MERCHANTS CORPORATION) | Long | Equity-common | US | $2M | 48K | 0.02 |
| FIRST MID BANCSHARES INC (FIRST MID BANCSHARES, INC.) | Long | Equity-common | US | $3K | 72 | 0.00 |
| FIRST SOLAR INC (FIRST SOLAR, INC.) | Long | Equity-common | US | $12M | 58K | 0.11 |
| FIRST UNITED CORP (FIRST UNITED CORPORATION) | Long | Equity-common | US | $36K | 1K | 0.00 |
| FIRST WATCH RESTAURANT GROUP INC (FIRST WATCH RESTAURANT GROUP, INC.) | Long | Equity-common | US | $579K | 36K | 0.01 |
| FIRSTCASH HOLDINGS INC (FIRSTCASH HOLDINGS, INC.) | Long | Equity-common | US | $1M | 11K | 0.01 |
| FISERV INC (FISERV, INC.) | Long | Equity-common | US | $35M | 213K | 0.32 |
| FLANIGAN S ENTERPRISES INC (FLANIGAN'S ENTERPRISES, INC.) | Long | Equity-common | US | $23K | 865 | 0.00 |
| FLEX LTD (FLEX LTD.) | Long | Equity-common | SG | $13M | 403K | 0.12 |
| FLEXSTEEL INDUSTRIES INC (FLEXSTEEL INDUSTRIES, INC.) | Long | Equity-common | US | $78K | 2K | 0.00 |
| FLOOR DECOR HOLDINGS INC (FLOOR & DECOR HOLDINGS, INC.) | Long | Equity-common | US | $150K | 2K | 0.00 |
| FLOWERS FOODS INC (FLOWERS FOODS, INC.) | Long | Equity-common | US | $4M | 175K | 0.04 |
| FLOWSERVE CORP (FLOWSERVE CORPORATION) | Long | Equity-common | US | $6M | 122K | 0.06 |
| FLUOR CORP (FLUOR CORPORATION.) | Long | Equity-common | US | $5M | 108K | 0.05 |
| FMC CORP (FMC CORPORATION) | Long | Equity-common | US | $118K | 2K | 0.00 |
| FNB CORP PA (F.N.B. CORPORATION) | Long | Equity-common | US | $5M | 325K | 0.05 |
| FOOT LOCKER INC (FOOT LOCKER, INC.) | Long | Equity-common | US | $2M | 72K | 0.02 |
| FORD MOTOR CO (FORD MOTOR COMPANY) | Long | Equity-common | US | $35M | 3M | 0.31 |
| FORESTAR GROUP INC (FORESTAR GROUP INC.) | Long | Equity-common | US | $1M | 37K | 0.01 |
| FORMFACTOR INC (FORMFACTOR, INC.) | Long | Equity-common | US | $499K | 9K | 0.00 |
| FORTITUDE GOLD CORP | Long | Equity-common | US | $66K | 14K | 0.00 |
| FORTIVE CORPORATION | Long | Equity-common | US | $18M | 249K | 0.16 |
| FORTREA HOLDINGS INC (FORTREA HOLDINGS INC.) | Long | Equity-common | US | $1M | 54K | 0.01 |
| FORTUNE BRANDS INNOVATION (FORTUNE BRANDS INNOVATIONS, INC.) | Long | Equity-common | US | $10M | 123K | 0.09 |
| FOX CORP CLASS A (FOX CORPORATION) | Long | Equity-common | US | $6M | 160K | 0.06 |
| FOX CORP CLASS B (FOX CORPORATION) | Long | Equity-common | US | $3M | 77K | 0.02 |
| FRANKLIN ELECTRIC CO INC (FRANKLIN ELECTRIC CO., INC.) | Long | Equity-common | US | $4M | 42K | 0.04 |
| FRANKLIN RESOURCES INC (FRANKLIN RESOURCES, INC.) | Long | Equity-common | US | $5M | 198K | 0.04 |
| FREEPORT MCMORAN INC (FREEPORT-MCMORAN INC.) | Long | Equity-common | US | $39M | 859K | 0.35 |
| FREQUENCY ELECTRONICS INC (FREQUENCY ELECTRONICS, INC.) | Long | Equity-common | US | $101K | 7K | 0.00 |
| FRESH DEL MONTE PRODUCE INC (FRESH DEL MONTE PRODUCE INC.) | Long | Equity-common | KY | $1M | 43K | 0.01 |
| FRIEDMAN INDUSTRIES INC (FRIEDMAN INDUSTRIES, INCORPORATED) | Long | Equity-common | US | $52K | 3K | 0.00 |
| FRONTIER COMMUNICATIONS PARENT INC (FRONTIER COMMUNICATIONS PARENT, INC.) | Long | Equity-common | US | $6M | 221K | 0.06 |
| FTI CONSULTING INC (FTI CONSULTING, INC.) | Long | Equity-common | US | $6M | 26K | 0.05 |
| FULTON FINANCIAL CORP (FULTON FINANCIAL CORPORATION) | Long | Equity-common | US | $3M | 146K | 0.03 |
| G III APPAREL GROUP LTD (G-III APPAREL GROUP, LTD.) | Long | Equity-common | US | $908K | 33K | 0.01 |
| GAP INC (THE GAP, INC.) | Long | Equity-common | US | $8M | 325K | 0.07 |
| GARMIN LTD (Garmin Ltd.) | Long | Equity-common | CH | $19M | 111K | 0.17 |
| GATES INDUSTRIAL CORP PLC (GATES INDUSTRIAL CORPORATION PLC) | Long | Equity-common | GB | $4M | 212K | 0.04 |
| GATX CORP (GATX CORPORATION) | Long | Equity-common | US | $5M | 37K | 0.05 |
| GE HEALTHCARE TECHNOLOGIES INC (GE HEALTHCARE TECHNOLOGIES INC.) | Long | Equity-common | US | $14M | 167K | 0.13 |
| GE VERNOVA LLC (GE VERNOVA INC.) | Long | Equity-common | US | $12M | 66K | 0.11 |
| GENCO SHIPPING TRADING LTD (GENCO SHIPPING & TRADING LIMITED) | Long | Equity-common | MH | $405K | 21K | 0.00 |
| GENCOR INDUSTRIES INC (GENCOR INDUSTRIES, INC.) | Long | Equity-common | US | $320K | 13K | 0.00 |
| GENERAC HOLDINGS INC (GENERAC HOLDINGS INC.) | Long | Equity-common | US | $7M | 43K | 0.06 |
| GENERAL DYNAMICS CORP (GENERAL DYNAMICS CORPORATION) | Long | Equity-common | US | $44M | 147K | 0.40 |
| GENERAL MILLS INC (GENERAL MILLS, INC.) | Long | Equity-common | US | $16M | 245K | 0.15 |
| GENERAL MOTORS CO (GENERAL MOTORS COMPANY) | Long | Equity-common | US | $53M | 1M | 0.48 |
| GENESCO INC (GENESCO INC.) | Long | Equity-common | US | $199K | 6K | 0.00 |
| GENPACT LTD (GENPACT LIMITED) | Long | Equity-common | BM | $5M | 151K | 0.05 |
| GENTEX CORP (GENTEX CORPORATION) | Long | Equity-common | US | $6M | 203K | 0.06 |
| GENTHERM INC (GENTHERM INCORPORATED) | Long | Equity-common | US | $1M | 27K | 0.01 |
| GENUINE PARTS CO (GENUINE PARTS COMPANY) | Long | Equity-common | US | $4M | 28K | 0.04 |
| GENWORTH FINANCIAL INC CL A (GENWORTH FINANCIAL, INC.) | Long | Equity-common | US | $3M | 403K | 0.02 |
| GERMAN AMERICAN BANCORP INC (GERMAN AMERICAN BANCORP, INC.) | Long | Equity-common | US | $473K | 12K | 0.00 |
| GIBRALTAR INDUSTRIES INC (GIBRALTAR INDUSTRIES, INC.) | Long | Equity-common | US | $2M | 32K | 0.02 |
| GILEAD SCIENCES INC (GILEAD SCIENCES, INC.) | Long | Equity-common | US | $72M | 950K | 0.66 |
| GLACIER BANCORP INC (GLACIER BANCORP, INC.) | Long | Equity-common | US | $4M | 99K | 0.04 |
| GLOBAL INDUSTRIAL CO (GLOBAL INDUSTRIAL COMPANY) | Long | Equity-common | US | $6K | 175 | 0.00 |
| GLOBAL PAYMENTS INC (GLOBAL PAYMENTS INC.) | Long | Equity-common | US | $10M | 102K | 0.09 |
| GLOBALFOUNDRIES INC (GLOBALFOUNDRIES INC.) | Long | Equity-common | KY | $5M | 107K | 0.05 |
| GLOBANT SA (GLOBANT S.A.) | Long | Equity-common | LU | $5M | 24K | 0.04 |
| GLOBE LIFE INC (GLOBE LIFE INC.) | Long | Equity-common | US | $3M | 30K | 0.02 |
| GLOBUS MEDICAL INC (GLOBUS MEDICAL, INC.) | Long | Equity-common | US | $1M | 17K | 0.01 |
| GMS INC (GMS Inc.) | Long | Equity-common | US | $3M | 36K | 0.03 |
| GOLDEN ENTERTAINMENT INC (GOLDEN ENTERTAINMENT, INC.) | Long | Equity-common | US | $181K | 5K | 0.00 |
| GOLDMAN SACHS GROUP INC (THE GOLDMAN SACHS GROUP, INC.) | Long | Equity-common | US | $108M | 211K | 0.98 |
| GOODRX HOLDINGS INC (GOODRX HOLDINGS, INC.) | Long | Equity-common | US | $515K | 57K | 0.00 |
| GOODYEAR TIRE RUBBER CO (THE GOODYEAR TIRE & RUBBER COMPANY) | Long | Equity-common | US | $2M | 140K | 0.01 |
| GORMAN RUPP CO THE (THE GORMAN- RUPP COMPANY) | Long | Equity-common | US | $758K | 18K | 0.01 |
| GRAHAM HOLDINGS CO (GRAHAM HOLDINGS COMPANY) | Long | Equity-common | US | $3M | 4K | 0.03 |
| GRAIL INC | Long | Equity-common | US | $55K | 4K | 0.00 |
| GRANITE CONSTRUCTION INC (GRANITE CONSTRUCTION INCORPORATED) | Long | Equity-common | US | $3M | 40K | 0.02 |
| GRANITE RIDGE RESOURCES INC (GRANITE RIDGE RESOURCES, INC.) | Long | Equity-common | US | $31K | 5K | 0.00 |
| GRAPHIC PACKAGING HOLDING CO (GRAPHIC PACKAGING HOLDING COMPANY) | Long | Equity-common | US | $8M | 281K | 0.08 |
| GRAY TELEVISION INC (GRAY TELEVISION, INC.) | Long | Equity-common | US | $587K | 91K | 0.01 |
| GREAT LAKES DREDGE DOCK CORP (GREAT LAKES DREDGE & DOCK CORPORATION) | Long | Equity-common | US | $423K | 45K | 0.00 |
| GREAT SOUTHERN BANCORP INC (GREAT SOUTHERN BANCORP, INC.) | Long | Equity-common | US | $101K | 2K | 0.00 |
| GREEN BRICK PARTNERS INC (GREEN BRICK PARTNERS, INC.) | Long | Equity-common | US | $268K | 4K | 0.00 |
| GREEN PLAINS INC (GREEN PLAINS INC.) | Long | Equity-common | US | $354K | 20K | 0.00 |
| GREENBRIER COS INC THE (THE GREENBRIER COMPANIES, INC.) | Long | Equity-common | US | $1M | 28K | 0.01 |
| GREIF INC (GREIF, INC.) | Long | Equity-common | US | $2M | 23K | 0.01 |
| GREIF INC (GREIF, INC.) | Long | Equity-common | US | $28K | 400 | 0.00 |
| GROCERY OUTLET HOLDING CORP (GROCERY OUTLET HOLDING CORP.) | Long | Equity-common | US | $833K | 43K | 0.01 |
| GROUP 1 AUTOMOTIVE INC (GROUP 1 AUTOMOTIVE, INC.) | Long | Equity-common | US | $5M | 14K | 0.05 |
| GSI TECHNOLOGY INC | Long | Equity-common | US | $7K | 2K | 0.00 |
| GUESS INC (GUESS ?, INC.) | Long | Equity-common | US | $1M | 56K | 0.01 |
| GULFPORT ENERGY OPERATING CORP (GULFPORT ENERGY CORPORATION) | Long | Equity-common | US | $2M | 11K | 0.01 |
| GXO LOGISTICS INC (GXO LOGISTICS, INC.) | Long | Equity-common | US | $6M | 104K | 0.05 |
| H E EQUIPMENT SERVICES INC (H&E EQUIPMENT SERVICES, INC.) | Long | Equity-common | US | $1M | 28K | 0.01 |
| HAEMONETICS CORP (HAEMONETICS CORPORATION) | Long | Equity-common | US | $4M | 39K | 0.03 |
| HAIN CELESTIAL GROUP INC THE (THE HAIN CELESTIAL GROUP, INC.) | Long | Equity-common | US | $275K | 36K | 0.00 |
| HALLIBURTON CO (HALLIBURTON COMPANY) | Long | Equity-common | US | $17M | 484K | 0.15 |
| HAMILTON BEACH BRANDS HOLDING CO (HAMILTON BEACH BRANDS HOLDING COMPANY) | Long | Equity-common | US | $203K | 10K | 0.00 |
| HANCOCK WHITNEY CORP (HANCOCK WHITNEY CORPORATION) | Long | Equity-common | US | $4M | 71K | 0.04 |
| HANESBRANDS INC (HANESBRANDS INC.) | Long | Equity-common | US | $355K | 60K | 0.00 |
| HANOVER INSURANCE GROUP INC THE (THE HANOVER INSURANCE GROUP, INC.) | Long | Equity-common | US | $2M | 17K | 0.02 |
| HARLEY DAVIDSON INC (HARLEY-DAVIDSON, INC.) | Long | Equity-common | US | $2M | 59K | 0.02 |
| HARMONIC INC (HARMONIC INC.) | Long | Equity-common | US | $345K | 24K | 0.00 |
| HARMONY BIOSCIENCES HOLDINGS INC (HARMONY BIOSCIENCES HOLDINGS, INC.) | Long | Equity-common | US | $2M | 50K | 0.02 |
| HARTFORD FINANCIAL SERVICES GROUP (THE HARTFORD FINANCIAL SERVICES GROUP, INC.) | Long | Equity-common | US | $31M | 282K | 0.28 |
| HASBRO INC (Hasbro, Inc.) | Long | Equity-common | US | $7M | 105K | 0.06 |
| HAVERTY FURNITURE COS INC (HAVERTY FURNITURE COMPANIES, INC.) | Long | Equity-common | US | $553K | 19K | 0.01 |
| HAWKINS INC (Hawkins, Inc.) | Long | Equity-common | US | $2M | 17K | 0.02 |
| HAYNES INTERNATIONAL INC (HAYNES INTERNATIONAL, INC.) | Long | Equity-common | US | $598K | 10K | 0.01 |
| HAYWARD HOLDINGS INC (HAYWARD HOLDINGS, INC.) | Long | Equity-common | US | $3M | 182K | 0.02 |
| HB FULLER CO (H.B. FULLER COMPANY) | Long | Equity-common | US | $5M | 56K | 0.04 |
| HEALTHCARE SERVICES GROUP INC (HEALTHCARE SERVICES GROUP, INC.) | Long | Equity-common | US | $145K | 13K | 0.00 |
| HEALTHEQUITY INC (HEALTHEQUITY, INC.) | Long | Equity-common | US | $4M | 55K | 0.04 |
| HEALTHSTREAM INC (HEALTHSTREAM, INC.) | Long | Equity-common | US | $223K | 7K | 0.00 |
| HEARTLAND EXPRESS INC (HEARTLAND EXPRESS, INC.) | Long | Equity-common | US | $65K | 5K | 0.00 |
| HEARTLAND FINANCIAL USA INC (HEARTLAND FINANCIAL USA, INC.) | Long | Equity-common | US | $2M | 34K | 0.02 |
| HECLA MINING CO (HECLA MINING COMPANY) | Long | Equity-common | US | $1M | 175K | 0.01 |
| HEIDRICK STRUGGLES INTERNATIONAL INC (HEIDRICK & STRUGGLES INTERNATIONAL, INC.) | Long | Equity-common | US | $748K | 19K | 0.01 |
| HELEN OF TROY LTD (HELEN OF TROY LIMITED) | Long | Equity-common | BM | $1M | 25K | 0.01 |
| HELIOS TECHNOLOGIES INC (HELIOS TECHNOLOGIES, INC.) | Long | Equity-common | US | $366K | 8K | 0.00 |
| HELIX ENERGY SOLUTIONS GROUP INC (HELIX ENERGY SOLUTIONS GROUP, INC.) | Long | Equity-common | US | $2M | 129K | 0.01 |
| HELMERICH PAYNE INC (HELMERICH & PAYNE, INC.) | Long | Equity-common | US | $4M | 89K | 0.03 |
| HENRY SCHEIN INC (HENRY SCHEIN, INC.) | Long | Equity-common | US | $5M | 70K | 0.05 |
| HERC HOLDINGS INC (HERC HOLDINGS INC.) | Long | Equity-common | US | $4M | 25K | 0.04 |
| HESS CORP (HESS CORPORATION) | Long | Equity-common | US | $501K | 3K | 0.00 |
| HEWLETT PACKARD ENTERPRISE COMPANY | Long | Equity-common | US | $19M | 978K | 0.18 |
| HEXCEL CORP (HEXCEL CORPORATION) | Long | Equity-common | US | $4M | 59K | 0.04 |
| HF SINCLAIR CORP (HF SINCLAIR CORPORATION) | Long | Equity-common | US | $7M | 137K | 0.06 |
| HILLENBRAND INC (HILLENBRAND, INC.) | Long | Equity-common | US | $2M | 50K | 0.02 |
| HILLMAN SOLUTIONS CORP (HILLMAN SOLUTIONS CORP.) | Long | Equity-common | US | $1M | 124K | 0.01 |
| HILLTOP HOLDINGS INC (HILLTOP HOLDINGS INC.) | Long | Equity-common | US | $863K | 26K | 0.01 |
| HILTON GRAND VACATIONS INC (HILTON GRAND VACATIONS INC.) | Long | Equity-common | US | $4M | 90K | 0.04 |
| HMN FINANCIAL INC (HMN FINANCIAL, INC.) | Long | Equity-common | US | $91K | 3K | 0.00 |
| HNI CORP (HNI CORPORATION) | Long | Equity-common | US | $2M | 40K | 0.02 |
| HOLOGIC INC (HOLOGIC, INC.) | Long | Equity-common | US | $11M | 135K | 0.10 |
| HOME BANCORP INC (HOME BANCORP, INC.) | Long | Equity-common | US | $32K | 719 | 0.00 |
| HOME BANCSHARES INC AR (HOME BANCSHARES, INC.) | Long | Equity-common | US | $5M | 173K | 0.04 |
| HOOKER FURNISHINGS CORP (Hooker Furnishings Corporation) | Long | Equity-common | US | $181K | 12K | 0.00 |
| HOPE BANCORP INC (HOPE BANCORP, INC.) | Long | Equity-common | US | $1M | 80K | 0.01 |
| HORACE MANN EDUCATORS CORP (HORACE MANN EDUCATORS CORPORATION) | Long | Equity-common | US | $823K | 24K | 0.01 |
| HORMEL FOODS CORP (HORMEL FOODS CORPORATION) | Long | Equity-common | US | $7M | 224K | 0.07 |
| HOVNANIAN ENTERPRISES INC (HOVNANIAN ENTERPRISES, INC.) | Long | Equity-common | US | $537K | 3K | 0.00 |
| HOWARD HUGHES HOLDINGS INC (HOWARD HUGHES HOLDINGS INC.) | Long | Equity-common | US | $2M | 33K | 0.02 |
| HUB GROUP INC (HUB GROUP, INC.) | Long | Equity-common | US | $3M | 59K | 0.03 |
| HUMANA INC (HUMANA INC.) | Long | Equity-common | US | $29M | 82K | 0.27 |
| HUNTINGTON BANCSHARES INC (HUNTINGTON BANCSHARES INCORPORATED) | Long | Equity-common | US | $15M | 1M | 0.14 |
| HUNTINGTON INGALLS INDUSTRIES INC (HUNTINGTON INGALLS INDUSTRIES, INC.) | Long | Equity-common | US | $10M | 35K | 0.09 |
| HUNTSMAN CORP (HUNTSMAN CORPORATION) | Long | Equity-common | US | $4M | 184K | 0.04 |
| HURCO COS INC (HURCO COMPANIES, INC.) | Long | Equity-common | US | $125K | 7K | 0.00 |
| HURON CONSULTING GROUP INC (HURON CONSULTING GROUP INC.) | Long | Equity-common | US | $2M | 22K | 0.02 |
| HYATT HOTELS CORP (HYATT HOTELS CORPORATION) | Long | Equity-common | US | $4M | 26K | 0.03 |
| HYSTER YALE INC (HYSTER-YALE, INC.) | Long | Equity-common | US | $806K | 10K | 0.01 |
| ICF INTERNATIONAL INC (ICF INTERNATIONAL, INC.) | Long | Equity-common | US | $3M | 20K | 0.03 |
| ICHOR HOLDINGS LTD (ICHOR HOLDINGS, LTD.) | Long | Equity-common | KY | $549K | 16K | 0.00 |
| ICON PLC (ICON PUBLIC LIMITED COMPANY) | Long | Equity-common | IE | $1M | 3K | 0.01 |
| IDEX CORP (IDEX CORPORATION) | Long | Equity-common | US | $3M | 17K | 0.03 |
| IDT CORP (IDT CORPORATION) | Long | Equity-common | US | $5K | 141 | 0.00 |
| IES HOLDINGS INC (IES HOLDINGS, INC.) | Long | Equity-common | US | $1M | 8K | 0.01 |
| ILLUMINA INC (ILLUMINA, INC.) | Long | Equity-common | US | $3M | 21K | 0.02 |
| IMAX CORP (IMAX CORPORATION) | Long | Equity-common | CA | $548K | 26K | 0.00 |
| INCYTE CORPORATION | Long | Equity-common | US | $4M | 69K | 0.04 |
| INDEPENDENT BANK CORP (INDEPENDENT BANK CORP.) | Long | Equity-common | US | $731K | 11K | 0.01 |
| INDEPENDENT BANK GROUP INC (INDEPENDENT BANK GROUP, INC.) | Long | Equity-common | US | $883K | 15K | 0.01 |
| INFORMATICA INC | Long | Equity-common | US | $1M | 43K | 0.01 |
| INGERSOLL RAND INC (INGERSOLL RAND INC.) | Long | Equity-common | US | $27M | 268K | 0.24 |
| INGEVITY CORP (INGEVITY CORPORATION) | Long | Equity-common | US | $418K | 9K | 0.00 |
| INGLES MARKETS INC (Ingles Markets, Incorporated) | Long | Equity-common | US | $1M | 13K | 0.01 |
| INGREDION INC (INGREDION INCORPORATED) | Long | Equity-common | US | $8M | 66K | 0.07 |
| INNOSPEC INC (INNOSPEC INC.) | Long | Equity-common | US | $3M | 23K | 0.03 |
| INNOVIVA INC (INNOVIVA, INC.) | Long | Equity-common | US | $1M | 53K | 0.01 |
| INSIGHT ENTERPRISES INC (INSIGHT ENTERPRISES, INC.) | Long | Equity-common | US | $8M | 34K | 0.07 |
| INSTEEL INDUSTRIES INC (INSTEEL INDUSTRIES, INC.) | Long | Equity-common | US | $601K | 18K | 0.01 |
| INSTRUCTURE HOLDINGS INC (INSTRUCTURE HOLDINGS, INC.) | Long | Equity-common | US | $184K | 8K | 0.00 |
| INTEGER HOLDINGS CORP (INTEGER HOLDINGS CORPORATION) | Long | Equity-common | US | $4M | 35K | 0.04 |
| INTEGRAL AD SCIENCE HOLDING (INTEGRAL AD SCIENCE HOLDING CORP.) | Long | Equity-common | US | $625K | 61K | 0.01 |
| INTEL CORP (INTEL CORPORATION) | Long | Equity-common | US | $88M | 3M | 0.80 |
| INTER PARFUMS INC (INTER PARFUMS, INC.) | Long | Equity-common | US | $8K | 54 | 0.00 |
| INTERCONTINENTAL EXCHANGE INC (INTERCONTINENTAL EXCHANGE, INC.) | Long | Equity-common | US | $12M | 76K | 0.10 |
| INTERDIGITAL INC (InterDigital, Inc.) | Long | Equity-common | US | $2M | 19K | 0.02 |
| INTERFACE INC (INTERFACE, INC.) | Long | Equity-common | US | $174K | 10K | 0.00 |
| INTERNATIONAL BANCSHARES CORP (INTERNATIONAL BANCSHARES CORPORATION) | Long | Equity-common | US | $3M | 50K | 0.03 |
| INTERNATIONAL FLAVORS FRAGRANCES (INTERNATIONAL FLAVORS & FRAGRANCES INC.) | Long | Equity-common | US | $12M | 119K | 0.11 |
| INTERNATIONAL GAME TECHNOLOGY PLC | Long | Equity-common | GB | $167K | 7K | 0.00 |
| INTERNATIONAL PAPER CO (INTERNATIONAL PAPER COMPANY) | Long | Equity-common | US | $12M | 253K | 0.11 |
| INTERNATIONAL SEAWAYS INC (INTERNATIONAL SEAWAYS, INC.) | Long | Equity-common | MH | $2M | 42K | 0.02 |
| INTERPUBLIC GROUP OF COS INC (THE INTERPUBLIC GROUP OF COMPANIES, INC.) | Long | Equity-common | US | $8M | 259K | 0.08 |
| INVESCO LTD | Long | Equity-common | BM | $2M | 124K | 0.02 |
| INVESTORS TITLE CO (INVESTORS TITLE COMPANY) | Long | Equity-common | US | $228K | 1K | 0.00 |
| IPG PHOTONICS CORP (IPG PHOTONICS CORPORATION) | Long | Equity-common | US | $2M | 25K | 0.02 |
| ITRON INC (ITRON, INC.) | Long | Equity-common | US | $4M | 40K | 0.04 |
| ITT INC (ITT INC.) | Long | Equity-common | US | $12M | 81K | 0.10 |
| J B HUNT TRANSPORT SERVICES INC (J. B. HUNT TRANSPORT SERVICES, INC.) | Long | Equity-common | US | $2M | 14K | 0.02 |
| J J SNACK FOODS CORP (J & J SNACK FOODS CORP.) | Long | Equity-common | US | $2M | 12K | 0.02 |
| J M SMUCKER CO (THE J. M. SMUCKER COMPANY) | Long | Equity-common | US | $9M | 80K | 0.09 |
| JABIL INC (JABIL INC.) | Long | Equity-common | US | $99K | 883 | 0.00 |
| JACKSON FINANCIAL INC (JACKSON FINANCIAL INC.) | Long | Equity-common | US | $6M | 67K | 0.05 |
| JACOBS SOLUTIONS INC (JACOBS SOLUTIONS INC.) | Long | Equity-common | US | $12M | 83K | 0.11 |
| JANUS HENDERSON GROUP PLC | Long | Equity-common | JE | $6M | 152K | 0.05 |
| JANUS INTERNATIONAL GROUP INC (JANUS INTERNATIONAL GROUP, INC.) | Long | Equity-common | US | $2M | 127K | 0.02 |
| JAZZ PHARMACEUTICALS PLC (JAZZ PHARMACEUTICALS PUBLIC LIMITED COMPANY) | Long | Equity-common | IE | $5M | 44K | 0.04 |
| JEFFERIES FINANCIAL GROUP INC (JEFFERIES FINANCIAL GROUP INC.) | Long | Equity-common | US | $8M | 130K | 0.07 |
| JELD WEN HOLDING INC (JELD-WEN HOLDING, INC.) | Long | Equity-common | US | $1M | 73K | 0.01 |
| JETBLUE AIRWAYS CORP (JETBLUE AIRWAYS CORPORATION) | Long | Equity-common | US | $772K | 121K | 0.01 |
| JOHN B SANFILIPPO SON INC (JOHN B. SANFILIPPO & SON, INC.) | Long | Equity-common | US | $750K | 7K | 0.01 |
| JOHN BEAN TECHNOLOGIES CORP (JOHN BEAN TECHNOLOGIES CORPORATION) | Long | Equity-common | US | $2M | 19K | 0.02 |
| JOHN WILEY SONS INC (JOHN WILEY & SONS, INC.) | Long | Equity-common | US | $2M | 34K | 0.01 |
| JOHNSON CONTROLS INTERNATIONAL PLC | Long | Equity-common | IE | $28M | 397K | 0.26 |
| JOHNSON JOHNSON (JOHNSON & JOHNSON) | Long | Equity-common | US | $28M | 179K | 0.26 |
| JOHNSON OUTDOORS INC (JOHNSON OUTDOORS INC.) | Long | Equity-common | US | $297K | 7K | 0.00 |
| JONES LANG LASALLE INC (JONES LANG LASALLE INCORPORATED) | Long | Equity-common | US | $7M | 29K | 0.07 |
| JPMORGAN CHASE CO (JPMORGAN CHASE & CO.) | Long | Equity-common | US | $491M | 2M | 4.46 |
| JUNIPER NETWORKS INC (JUNIPER NETWORKS, INC.) | Long | Equity-common | US | $8M | 222K | 0.08 |
| KADANT INC (KADANT INC.) | Long | Equity-common | US | $4M | 10K | 0.03 |
| KAISER ALUMINUM CORP (KAISER ALUMINUM CORPORATION) | Long | Equity-common | US | $2M | 23K | 0.02 |
| KB HOME | Long | Equity-common | US | $3M | 33K | 0.03 |
| KBR INC (KBR, INC.) | Long | Equity-common | US | $4M | 59K | 0.04 |
| KEMPER CORP (KEMPER CORPORATION) | Long | Equity-common | US | $2M | 29K | 0.02 |
| KENNAMETAL INC (KENNAMETAL INC.) | Long | Equity-common | US | $2M | 73K | 0.02 |
| KENVUE INC (KENVUE INC.) | Long | Equity-common | US | $11M | 583K | 0.10 |
| KEURIG DR PEPPER INC (KEURIG DR PEPPER INC.) | Long | Equity-common | US | $16M | 470K | 0.15 |
| KEWAUNEE SCIENTIFIC CORP (KEWAUNEE SCIENTIFIC CORPORATION) | Long | Equity-common | US | $91K | 2K | 0.00 |
| KEY TRONIC CORP (KEY TRONIC CORPORATION) | Long | Equity-common | US | $65K | 17K | 0.00 |
| KEYCORP | Long | Equity-common | US | $10M | 642K | 0.09 |
| KEYSIGHT TECHNOLOGIES INC (KEYSIGHT TECHNOLOGIES, INC.) | Long | Equity-common | US | $2M | 14K | 0.02 |
| KIMBALL ELECTRONICS INC (KIMBALL ELECTRONICS, INC.) | Long | Equity-common | US | $556K | 23K | 0.01 |
| KINDER MORGAN INC (KINDER MORGAN, INC.) | Long | Equity-common | US | $28M | 1M | 0.25 |
| KIRBY CORP (KIRBY CORPORATION) | Long | Equity-common | US | $7M | 54K | 0.06 |
| KNIFE RIVER CORP (KNIFE RIVER CORPORATION) | Long | Equity-common | US | $4M | 52K | 0.04 |
| KNIGHT SWIFT TRANSPORTATION HOLDINGS INC (KNIGHT-SWIFT TRANSPORTATION HOLDINGS INC.) | Long | Equity-common | US | $6M | 117K | 0.06 |
| KNOWLES CORP (KNOWLES CORPORATION) | Long | Equity-common | US | $899K | 49K | 0.01 |
| KOHL S CORP (KOHL'S CORPORATION) | Long | Equity-common | US | $1M | 52K | 0.01 |
| KOPPERS HOLDINGS INC (Koppers Holdings Inc.) | Long | Equity-common | US | $65K | 2K | 0.00 |
| KORN FERRY | Long | Equity-common | US | $4M | 55K | 0.04 |
| KOSMOS ENERGY LTD (KOSMOS ENERGY LTD.) | Long | Equity-common | US | $2M | 407K | 0.02 |
| KRAFT HEINZ CO THE (THE KRAFT HEINZ COMPANY) | Long | Equity-common | US | $14M | 396K | 0.13 |
| KRATOS DEFENSE SECURITY SOLUTIONS INC (KRATOS DEFENSE & SECURITY SOLUTIONS, INC.) | Long | Equity-common | US | $3M | 129K | 0.03 |
| KRISPY KREME INC (KRISPY KREME, INC.) | Long | Equity-common | US | $1M | 97K | 0.01 |
| KROGER CO (THE KROGER CO.) | Long | Equity-common | US | $32M | 581K | 0.29 |
| KULICKE SOFFA INDUSTRIES INC (KULICKE AND SOFFA INDUSTRIES, INC.) | Long | Equity-common | US | $2M | 39K | 0.02 |
| KYNDRYL HOLDINGS INC (KYNDRYL HOLDINGS, INC.) | Long | Equity-common | US | $4M | 132K | 0.03 |
| L3HARRIS TECHNOLOGIES INC (L3HARRIS TECHNOLOGIES, INC.) | Long | Equity-common | US | $27M | 120K | 0.25 |
| LA Z BOY INC (LA-Z-BOY INCORPORATED) | Long | Equity-common | US | $2M | 44K | 0.02 |
| LABCORP HOLDINGS INC (LABCORP HOLDINGS INC.) | Long | Equity-common | US | $12M | 56K | 0.11 |
| LAKELAND INDUSTRIES INC (LAKELAND INDUSTRIES, INC.) | Long | Equity-common | US | $205K | 9K | 0.00 |
| LAMB WESTON HOLDING INC (LAMB WESTON HOLDINGS, INC.) | Long | Equity-common | US | $6K | 104 | 0.00 |
| LANDMARK BANCORP INC MANHATTAN KS (LANDMARK BANCORP, INC.) | Long | Equity-common | US | $64K | 3K | 0.00 |
| LAUREATE EDUCATION INC (LAUREATE EDUCATION, INC.) | Long | Equity-common | US | $2M | 126K | 0.02 |
| LCI INDUSTRIES | Long | Equity-common | US | $3M | 22K | 0.02 |
| LEAR CORP (LEAR CORPORATION) | Long | Equity-common | US | $7M | 53K | 0.06 |
| LEIDOS HOLDINGS (LEIDOS HOLDINGS, INC.) | Long | Equity-common | US | $15M | 102K | 0.13 |
| LENDINGCLUB CORP (LENDINGCLUB CORPORATION) | Long | Equity-common | US | $437K | 35K | 0.00 |
| LENNAR CORP (LENNAR CORPORATION) | Long | Equity-common | US | $32M | 182K | 0.29 |
| LENNAR CORP CLASS B (LENNAR CORPORATION) | Long | Equity-common | US | $2M | 11K | 0.02 |
| LEONARDO DRS INC (LEONARDO DRS, INC.) | Long | Equity-common | US | $730K | 26K | 0.01 |
| LEVI STRAUSS CO (LEVI STRAUSS & CO.) | Long | Equity-common | US | $1M | 79K | 0.01 |
| LGI HOMES INC (LGI HOMES, INC.) | Long | Equity-common | US | $2M | 19K | 0.02 |
| LIBERTY BROADBAND C (LIBERTY BROADBAND CORPORATION) | Long | Equity-common | US | $5M | 71K | 0.04 |
| LIBERTY BROADBAND CORP (LIBERTY BROADBAND CORPORATION) | Long | Equity-common | US | $2M | 27K | 0.02 |
| LIBERTY ENERGY INC (LIBERTY ENERGY INC.) | Long | Equity-common | US | $3M | 143K | 0.03 |
| LIBERTY GLOBAL LTD (Liberty Global Ltd.) | Long | Equity-common | BM | $2M | 96K | 0.02 |
| LIBERTY GLOBAL LTD (Liberty Global Ltd.) | Long | Equity-common | BM | $1M | 65K | 0.01 |
| LIBERTY LATIN AMERICA LTD (LIBERTY LATIN AMERICA LTD.) | Long | Equity-common | BM | $2M | 172K | 0.02 |
| LIBERTY MEDIA CORP LIBERTY FORMULA ONE (FORMULA ONE GROUP) | Long | Equity-common | US | $9M | 106K | 0.08 |
| LIBERTY MEDIA CORP LIBERTY FORMULA ONE (FORMULA ONE GROUP) | Long | Equity-common | US | $1M | 17K | 0.01 |
| LIBERTY MEDIA CORP LIBERTY LIVE (LIBERTY LIVE) | Long | Equity-common | US | $912K | 23K | 0.01 |
| LIBERTY MEDIA CORP LIBERTY LIVE (LIBERTY LIVE) | Long | Equity-common | US | $339K | 9K | 0.00 |
| LIBERTY MEDIA CORP LIBERTY SIRIUSXM (LIBERTY SIRIUS XM) | Long | Equity-common | US | $4M | 186K | 0.04 |
| LIBERTY MEDIA CORP LIBERTY SIRIUSXM (LIBERTY SIRIUS XM) | Long | Equity-common | US | $2M | 82K | 0.02 |
| LIFE TIME GROUP HOLDINGS INC (LIFE TIME GROUP HOLDINGS, INC) | Long | Equity-common | US | $650K | 31K | 0.01 |
| LIFETIME BRANDS INC (LIFETIME BRANDS, INC.) | Long | Equity-common | US | $142K | 16K | 0.00 |
| LIGAND PHARMACEUTICALS INC (LIGAND PHARMACEUTICALS INCORPORATED) | Long | Equity-common | US | $2M | 15K | 0.01 |
| LIMBACH HOLDINGS INC (LIMBACH HOLDINGS, INC.) | Long | Equity-common | US | $372K | 6K | 0.00 |
| LIMONEIRA CO (LIMONEIRA COMPANY) | Long | Equity-common | US | $116K | 5K | 0.00 |
| LINDSAY CORP (LINDSAY CORPORATION) | Long | Equity-common | US | $1M | 9K | 0.01 |
| LITHIA MOTORS INC (LITHIA MOTORS, INC.) | Long | Equity-common | US | $8M | 28K | 0.07 |
| LITTELFUSE INC (LITTELFUSE, INC.) | Long | Equity-common | US | $5M | 19K | 0.05 |
| LIVANOVA PLC | Long | Equity-common | GB | $2M | 42K | 0.02 |
| LIVE OAK BANCSHARES INC (Live Oak Bancshares, Inc.) | Long | Equity-common | US | $1M | 29K | 0.01 |
| LIVERAMP HOLDINGS INC (LIVERAMP HOLDINGS, INC.) | Long | Equity-common | US | $227K | 8K | 0.00 |
| LKQ CORP (LKQ CORPORATION) | Long | Equity-common | US | $9M | 220K | 0.08 |
| LOEWS CORP (LOEWS CORPORATION) | Long | Equity-common | US | $14M | 170K | 0.12 |
| LOUISIANA PACIFIC CORP (LOUISIANA-PACIFIC CORPORATION) | Long | Equity-common | US | $7M | 75K | 0.07 |
| LOVESAC CO THE | Long | Equity-common | US | $156K | 6K | 0.00 |
| LSB INDUSTRIES INC (LSB INDUSTRIES, INC.) | Long | Equity-common | US | $210K | 23K | 0.00 |
| LSI INDUSTRIES INC (LSI INDUSTRIES INC.) | Long | Equity-common | US | $270K | 16K | 0.00 |
| LUMENTUM HOLDINGS INC (LUMENTUM HOLDINGS INC.) | Long | Equity-common | US | $2M | 44K | 0.02 |
| LYONDELLBASELL INDUSTRIES NV CL A (LyondellBasell Industries N.V.) | Long | Equity-common | NL | $29M | 287K | 0.26 |
| M I HOMES INC (M/I HOMES, INC.) | Long | Equity-common | US | $5M | 29K | 0.04 |
| M T BANK CORP (M&T BANK CORPORATION) | Long | Equity-common | US | $19M | 108K | 0.17 |
| MACY S INC (MACY'S, INC.) | Long | Equity-common | US | $4M | 250K | 0.04 |
| MADISON SQUARE GARDEN ENTERTAI (Madison Square Garden Entertainment Corp) | Long | Equity-common | US | $585K | 15K | 0.01 |
| MAGNITE INC (MAGNITE, INC.) | Long | Equity-common | US | $1M | 75K | 0.01 |
| MAGNOLIA OIL GAS CORP (MAGNOLIA OIL & GAS CORPORATION) | Long | Equity-common | US | $4M | 161K | 0.04 |
| MANPOWERGROUP INC (MANPOWERGROUP INC.) | Long | Equity-common | US | $3M | 42K | 0.03 |
| MARATHON DIGITAL HOLDINGS INC (MARATHON DIGITAL HOLDINGS, INC.) | Long | Equity-common | US | $10K | 511 | 0.00 |
| MARATHON OIL CORP (MARATHON OIL CORPORATION) | Long | Equity-common | US | $15M | 524K | 0.13 |
| MARATHON PETROLEUM CORP (MARATHON PETROLEUM CORPORATION) | Long | Equity-common | US | $67M | 378K | 0.61 |
| MARCUS CORP THE (THE MARCUS CORPORATION) | Long | Equity-common | US | $276K | 22K | 0.00 |
| MARCUS MILLICHAP INC (Marcus & Millichap Inc) | Long | Equity-common | US | $821K | 21K | 0.01 |
| MARINEMAX INC (MARINEMAX, INC.) | Long | Equity-common | US | $474K | 14K | 0.00 |
| MARKEL GROUP INC (Markel Group Inc.) | Long | Equity-common | US | $15M | 9K | 0.13 |
| MARRIOTT VACATIONS WORLDWIDE CORP (MARRIOTT VACATIONS WORLDWIDE CORPORATION) | Long | Equity-common | US | $1M | 12K | 0.01 |
| MARTEN TRANSPORT LTD (MARTEN TRANSPORT, LTD.) | Long | Equity-common | US | $2M | 84K | 0.01 |
| MARTIN MARIETTA MATERIALS INC (MARTIN MARIETTA MATERIALS, INC.) | Long | Equity-common | US | $31M | 52K | 0.28 |
| MARVELL TECHNOLOGY INC (MARVELL TECHNOLOGY, INC) | Long | Equity-common | US | $24M | 365K | 0.22 |
| MASIMO CORP (MASIMO CORPORATION) | Long | Equity-common | US | $15K | 141 | 0.00 |
| MASTEC INC (MASTEC, INC.) | Long | Equity-common | US | $7M | 64K | 0.06 |
| MASTERBRAND INC (MASTERBRAND, INC.) | Long | Equity-common | US | $2M | 123K | 0.02 |
| MATADOR RESOURCES CO (MATADOR RESOURCES COMPANY) | Long | Equity-common | US | $6M | 103K | 0.06 |
| MATCH GROUP INC (MATCH GROUP, INC.) | Long | Equity-common | US | $2M | 40K | 0.01 |
| MATERION CORP (MATERION CORPORATION) | Long | Equity-common | US | $2M | 19K | 0.02 |
| MATIV INC (Mativ Holdings, Inc.) | Long | Equity-common | US | $618K | 32K | 0.01 |
| MATSON INC | Long | Equity-common | US | $5M | 36K | 0.04 |
| MATTEL INC (MATTEL, INC.) | Long | Equity-common | US | $6M | 295K | 0.05 |
| MATTHEWS INTERNATIONAL CORP (MATTHEWS INTERNATIONAL CORPORATION) | Long | Equity-common | US | $558K | 19K | 0.01 |
| MAXIMUS INC (MAXIMUS, INC.) | Long | Equity-common | US | $5M | 57K | 0.05 |
| MAXLINEAR INC (MAXLINEAR, INC.) | Long | Equity-common | US | $192K | 14K | 0.00 |
| MCCORMICK CO INC (MCCORMICK & COMPANY, INCORPORATED) | Long | Equity-common | US | $10M | 135K | 0.09 |
| MCGRATH RENTCORP | Long | Equity-common | US | $2M | 22K | 0.02 |
| MDU RESOURCES GROUP INC (MDU RESOURCES GROUP, INC.) | Long | Equity-common | US | $5M | 178K | 0.04 |
| MEDTRONIC PLC (MEDTRONIC PUBLIC LIMITED COMPANY) | Long | Equity-common | IE | $69M | 853K | 0.62 |
| MERCANTILE BANK CORP (MERCANTILE BANK CORPORATION) | Long | Equity-common | US | $214K | 4K | 0.00 |
| MERCER INTERNATIONAL INC (MERCER INTERNATIONAL INC.) | Long | Equity-common | US | $165K | 22K | 0.00 |
| MERCHANTS BANCORP IN | Long | Equity-common | US | $1M | 31K | 0.01 |
| MERCURY GENERAL CORP (MERCURY GENERAL CORPORATION) | Long | Equity-common | US | $600K | 10K | 0.01 |
| MERCURY SYSTEMS INC (MERCURY SYSTEMS, INC.) | Long | Equity-common | US | $171K | 5K | 0.00 |
| MERIDIAN CORP (Meridian Corporation) | Long | Equity-common | US | $12K | 1K | 0.00 |
| MERIDIANLINK INC (MERIDIANLINK, INC.) | Long | Equity-common | US | $362K | 15K | 0.00 |
| MERIT MEDICAL SYSTEMS INC (MERIT MEDICAL SYSTEMS, INC.) | Long | Equity-common | US | $2M | 19K | 0.02 |
| MERITAGE HOMES CORP (MERITAGE HOMES CORPORATION) | Long | Equity-common | US | $6M | 28K | 0.05 |
| METALLUS INC (METALLUS INC.) | Long | Equity-common | US | $780K | 35K | 0.01 |
| METHODE ELECTRONICS INC (METHODE ELECTRONICS, INC.) | Long | Equity-common | US | $294K | 23K | 0.00 |
| METLIFE INC (METLIFE, INC.) | Long | Equity-common | US | $39M | 504K | 0.35 |
| MGIC INVESTMENT CORP (MGIC INVESTMENT CORPORATION) | Long | Equity-common | US | $7M | 286K | 0.06 |
| MGM RESORTS INTERNATIONAL | Long | Equity-common | US | $10M | 225K | 0.09 |
| MGP INGREDIENTS INC (MGP INGREDIENTS, INC.) | Long | Equity-common | US | $457K | 6K | 0.00 |
| MICRON TECHNOLOGY INC (MICRON TECHNOLOGY, INC.) | Long | Equity-common | US | $67M | 610K | 0.61 |
| MIDDLEBY CORP (THE MIDDLEBY CORPORATION) | Long | Equity-common | US | $6M | 48K | 0.06 |
| MIDDLEFIELD BANC CORP (MIDDLEFIELD BANC CORP.) | Long | Equity-common | US | $12K | 452 | 0.00 |
| MIDWESTONE FINANCIAL GROUP INC (MIDWESTONE FINANCIAL GROUP, INC.) | Long | Equity-common | US | $359K | 12K | 0.00 |
| MILLER INDUSTRIES INC TN (MILLER INDUSTRIES, INC.) | Long | Equity-common | US | $820K | 12K | 0.01 |
| MILLERKNOLL INC (MILLERKNOLL, INC.) | Long | Equity-common | US | $2M | 64K | 0.02 |
| MINERALS TECHNOLOGIES INC (MINERALS TECHNOLOGIES INC.) | Long | Equity-common | US | $3M | 34K | 0.02 |
| MIRION TECHNOLOGIES INC (MIRION TECHNOLOGIES, INC.) | Long | Equity-common | US | $2M | 146K | 0.01 |
| MISTER CAR WASH INC (MISTER CAR WASH, INC.) | Long | Equity-common | US | $326K | 43K | 0.00 |
| MITEK SYSTEMS INC (MITEK SYSTEMS, INC.) | Long | Equity-common | US | $471K | 35K | 0.00 |
| MKS INSTRUMENTS INC (MKS INSTRUMENTS, INC.) | Long | Equity-common | US | $3M | 28K | 0.03 |
| MODERNA INC (MODERNA, INC.) | Long | Equity-common | US | $14M | 119K | 0.13 |
| MODINE MANUFACTURING CO (MODINE MANUFACTURING COMPANY) | Long | Equity-common | US | $3M | 26K | 0.03 |
| MOHAWK INDUSTRIES INC (MOHAWK INDUSTRIES, INC.) | Long | Equity-common | US | $7M | 44K | 0.06 |
| MOLINA HEALTHCARE INC (MOLINA HEALTHCARE, INC.) | Long | Equity-common | US | $1M | 3K | 0.01 |
| MOLSON COORS BREWING COMPANY (MOLSON COORS BEVERAGE COMPANY) | Long | Equity-common | US | $7M | 136K | 0.07 |
| MONARCH CASINO RESORT INC (MONARCH CASINO & RESORT, INC.) | Long | Equity-common | US | $231K | 3K | 0.00 |
| MONDELEZ INTERNATIONAL INC (Mondelez International, Inc.) | Long | Equity-common | US | $79M | 1M | 0.71 |
| MONRO INC (MONRO, INC.) | Long | Equity-common | US | $193K | 6K | 0.00 |
| MONTROSE ENVIRONMENTAL GROUP INC (MONTROSE ENVIRONMENTAL GROUP, INC.) | Long | Equity-common | US | $40K | 1K | 0.00 |
| MOOG INC (MOOG INC.) | Long | Equity-common | US | $6M | 30K | 0.05 |
| MORGAN STANLEY | Long | Equity-common | US | $85M | 826K | 0.77 |
| MOSAIC CO THE (THE MOSAIC COMPANY) | Long | Equity-common | US | $864K | 29K | 0.01 |
| MOTORCAR PARTS OF AMERICA INC (MOTORCAR PARTS OF AMERICA, INC.) | Long | Equity-common | US | $98K | 16K | 0.00 |
| MOVADO GROUP INC (MOVADO GROUP, INC.) | Long | Equity-common | US | $449K | 17K | 0.00 |
| MP MATERIALS CORP | Long | Equity-common | US | $421K | 31K | 0.00 |
| MRC GLOBAL INC (MRC GLOBAL INC.) | Long | Equity-common | US | $945K | 65K | 0.01 |
| MSC INDUSTRIAL DIRECT CO INC (MSC INDUSTRIAL DIRECT CO., INC.) | Long | Equity-common | US | $4M | 50K | 0.04 |
| MUELLER INDUSTRIES INC (MUELLER INDUSTRIES, INC.) | Long | Equity-common | US | $8M | 108K | 0.07 |
| MUELLER WATER PRODUCTS INC (MUELLER WATER PRODUCTS, INC.) | Long | Equity-common | US | $3M | 140K | 0.03 |
| MURPHY OIL CORP (MURPHY OIL CORPORATION) | Long | Equity-common | US | $6M | 136K | 0.05 |
| MVB FINANCIAL CORP (MVB FINANCIAL CORP.) | Long | Equity-common | US | $16K | 716 | 0.00 |
| MYERS INDUSTRIES INC (MYERS INDUSTRIES, INC.) | Long | Equity-common | US | $338K | 23K | 0.00 |
| MYR GROUP INC (MYR GROUP INC.) | Long | Equity-common | US | $2M | 17K | 0.02 |
| N ABLE INC (N-ABLE, INC.) | Long | Equity-common | US | $543K | 39K | 0.00 |
| NABORS INDUSTRIES LTD (NABORS INDUSTRIES LTD.) | Long | Equity-common | BM | $426K | 4K | 0.00 |
| NACCO INDUSTRIES INC (NACCO INDUSTRIES, INC.) | Long | Equity-common | US | $132K | 4K | 0.00 |
| NATIONAL BANK HOLDINGS CORP (NATIONAL BANK HOLDINGS CORPORATION) | Long | Equity-common | US | $1M | 30K | 0.01 |
| NATIONAL HEALTHCARE CORP (NATIONAL HEALTHCARE CORPORATION) | Long | Equity-common | US | $2M | 13K | 0.02 |
| NATIONAL PRESTO INDUSTRIES INC (NATIONAL PRESTO INDUSTRIES, INC.) | Long | Equity-common | US | $96K | 1K | 0.00 |
| NATIONAL VISION HOLDINGS INC (NATIONAL VISION HOLDINGS, INC.) | Long | Equity-common | US | $445K | 31K | 0.00 |
| NATURAL GAS SERVICES GROUP INC (NATURAL GAS SERVICES GROUP, INC.) | Long | Equity-common | US | $204K | 10K | 0.00 |
| NATURAL GROCERS BY VITAMIN COTTAGE INC | Long | Equity-common | US | $27K | 1K | 0.00 |
| NATURE S SUNSHINE PRODUCTS INC (NATURE'S SUNSHINE PRODUCTS, INC.) | Long | Equity-common | US | $18K | 1K | 0.00 |
| NAVIENT CORP (NAVIENT CORPORATION) | Long | Equity-common | US | $1M | 90K | 0.01 |
| NBT BANCORP INC (NBT BANCORP INC.) | Long | Equity-common | US | $2M | 35K | 0.02 |
| NCR ATLEOS CORP (NCR ATLEOS CORPORATION) | Long | Equity-common | US | $852K | 26K | 0.01 |
| NCR VOYIX CORP (NCR VOYIX CORPORATION) | Long | Equity-common | US | $1M | 79K | 0.01 |
| NELNET INC (NELNET, INC.) | Long | Equity-common | US | $2M | 20K | 0.02 |
| NEOGEN CORP (NEOGEN CORPORATION) | Long | Equity-common | US | $258K | 15K | 0.00 |
| NETSCOUT SYSTEMS INC (NETSCOUT SYSTEMS, INC.) | Long | Equity-common | US | $617K | 30K | 0.01 |
| NEW FORTRESS ENERGY INC (NEW FORTRESS ENERGY INC.) | Long | Equity-common | US | $2M | 115K | 0.02 |
| NEW JERSEY RESOURCES CORP (NEW JERSEY RESOURCES CORPORATION) | Long | Equity-common | US | $4M | 83K | 0.04 |
| NEW LINDE PLC (LINDE PUBLIC LIMITED COMPANY) | Long | Equity-common | IE | $75M | 165K | 0.68 |
| NEW YORK TIMES CO (THE NEW YORK TIMES COMPANY) | Long | Equity-common | US | $4M | 72K | 0.03 |
| NEWMARK GROUP INC (NEWMARK GROUP, INC.) | Long | Equity-common | US | $1M | 82K | 0.01 |
| NEWMARKET CORP (NewMarket Corporation) | Long | Equity-common | US | $289K | 515 | 0.00 |
| NEWMONT CORP (NEWMONT CORPORATION) | Long | Equity-common | US | $15M | 306K | 0.14 |
| NEWPARK RESOURCES INC (NEWPARK RESOURCES, INC.) | Long | Equity-common | US | $591K | 71K | 0.01 |
| NEWS CORP A (NEWS CORPORATION) | Long | Equity-common | US | $10M | 355K | 0.09 |
| NEWS CORPORATION | Long | Equity-common | US | $3M | 113K | 0.03 |
| NEXSTAR MEDIA GROUP INC (NEXSTAR MEDIA GROUP, INC.) | Long | Equity-common | US | $7M | 36K | 0.06 |
| NEXTRACKER INC | Long | Equity-common | US | $3M | 55K | 0.02 |
| NICOLET BANKSHARES INC (NICOLET BANKSHARES, INC.) | Long | Equity-common | US | $535K | 5K | 0.00 |
| NMI HOLDINGS INC (NMI HOLDINGS, INC.) | Long | Equity-common | US | $2M | 63K | 0.02 |
| NOBLE CORP PLC (NOBLE CORPORATION PLC) | Long | Equity-common | GB | $1M | 31K | 0.01 |
| NORDIC AMERICAN TANKERS LTD (NORDIC AMERICAN TANKERS LIMITED) | Long | Equity-common | BM | $616K | 165K | 0.01 |
| NORDSON CORP (NORDSON CORPORATION) | Long | Equity-common | US | $360K | 1K | 0.00 |
| NORDSTROM INC (NORDSTROM, INC.) | Long | Equity-common | US | $3M | 142K | 0.03 |
| NORFOLK SOUTHERN CORP (NORFOLK SOUTHERN CORPORATION) | Long | Equity-common | US | $52M | 208K | 0.47 |
| NORTHERN OIL AND GAS INC (NORTHERN OIL AND GAS, INC.) | Long | Equity-common | US | $4M | 94K | 0.04 |
| NORTHERN TECHNOLOGIES INTERNATIONAL CORP (NORTHERN TECHNOLOGIES INTERNATIONAL CORPORATION) | Long | Equity-common | US | $80K | 6K | 0.00 |
| NORTHERN TRUST CORP (NORTHERN TRUST CORPORATION) | Long | Equity-common | US | $12M | 133K | 0.11 |
| NORTHFIELD BANCORP INC (NORTHFIELD BANCORP, INC.) | Long | Equity-common | US | $502K | 40K | 0.00 |
| NORTHRIM BANCORP INC (NORTHRIM BANCORP, INC.) | Long | Equity-common | US | $392K | 6K | 0.00 |
| NORTHROP GRUMMAN CORP (Northrop Grumman Corporation) | Long | Equity-common | US | $34M | 71K | 0.31 |
| NORTHWEST BANCSHARES INC (NORTHWEST BANCSHARES, INC.) | Long | Equity-common | US | $1M | 106K | 0.01 |
| NORTHWEST PIPE CO (NORTHWEST PIPE COMPANY) | Long | Equity-common | US | $202K | 5K | 0.00 |
| NOV INC (NOV INC.) | Long | Equity-common | US | $6M | 277K | 0.05 |
| NRG ENERGY INC (NRG ENERGY, INC.) | Long | Equity-common | US | $8M | 104K | 0.07 |
| NUCOR CORP (NUCOR CORPORATION) | Long | Equity-common | US | $38M | 234K | 0.35 |
| NV5 GLOBAL INC (NV5 GLOBAL, INC.) | Long | Equity-common | US | $1M | 12K | 0.01 |
| NVENT ELECTRIC PLC (NVENT ELECTRIC PUBLIC LIMITED COMPANY) | Long | Equity-common | IE | $10M | 141K | 0.09 |
| NVR INC (NVR, Inc.) | Long | Equity-common | US | $43K | 5 | 0.00 |
| O I GLASS INC (O-I GLASS, INC.) | Long | Equity-common | US | $1M | 81K | 0.01 |
| OCCIDENTAL PETROLEUM CORP (OCCIDENTAL PETROLEUM CORPORATION) | Long | Equity-common | US | $30M | 499K | 0.28 |
| OCEANEERING INTERNATIONAL INC (OCEANEERING INTERNATIONAL, INC.) | Long | Equity-common | US | $2M | 69K | 0.02 |
| OCEANFIRST FINANCIAL CORP (OCEANFIRST FINANCIAL CORP.) | Long | Equity-common | US | $144K | 8K | 0.00 |
| ODP CORP THE (THE ODP CORPORATION) | Long | Equity-common | US | $2M | 40K | 0.02 |
| OFG BANCORP | Long | Equity-common | PR | $2M | 43K | 0.02 |
| OIL DRI CORP OF AMERICA (OIL-DRI CORPORATION OF AMERICA) | Long | Equity-common | US | $329K | 5K | 0.00 |
| OKTA INC (OKTA, INC.) | Long | Equity-common | US | $8M | 90K | 0.08 |
| OLD NATIONAL BANCORP IN | Long | Equity-common | US | $5M | 260K | 0.05 |
| OLD REPUBLIC INTERNATIONAL CORP (OLD REPUBLIC INTERNATIONAL CORPORATION) | Long | Equity-common | US | $7M | 209K | 0.07 |
| OLIN CORP (Olin Corporation) | Long | Equity-common | US | $5M | 108K | 0.04 |
| OLLIE S BARGAIN OUTLET HOLDINGS INC (OLLIE'S BARGAIN OUTLET HOLDINGS, INC.) | Long | Equity-common | US | $3M | 35K | 0.03 |
| OLYMPIC STEEL INC (OLYMPIC STEEL, INC.) | Long | Equity-common | US | $505K | 10K | 0.00 |
| OMNIAB INC OLD | Long | Equity-common | US | $0 | 423 | – |
| OMNIAB INC OLD | Long | Equity-common | US | $0 | 423 | – |
| OMNICOM GROUP INC (OMNICOM GROUP INC.) | Long | Equity-common | US | $1M | 13K | 0.01 |
| ON SEMICONDUCTOR CORP (ON SEMICONDUCTOR CORPORATION) | Long | Equity-common | US | $16M | 207K | 0.15 |
| ONEMAIN HOLDINGS INC (ONEMAIN HOLDINGS, INC.) | Long | Equity-common | US | $6M | 112K | 0.05 |
| ONEOK INC (ONEOK, INC.) | Long | Equity-common | US | $4M | 48K | 0.04 |
| ONESPAWORLD HOLDINGS LTD | Long | Equity-common | BS | $1M | 87K | 0.01 |
| ONTO INNOVATION INC (ONTO INNOVATION INC.) | Long | Equity-common | US | $3M | 14K | 0.02 |
| OPENLANE INC (OPENLANE, INC.) | Long | Equity-common | US | $699K | 39K | 0.01 |
| OPPENHEIMER HOLDINGS INC (OPPENHEIMER HOLDINGS INC.) | Long | Equity-common | US | $159K | 3K | 0.00 |
| OPTICAL CABLE CORP (OPTICAL CABLE CORPORATION) | Long | Equity-common | US | $29K | 10K | 0.00 |
| OPTION CARE HEALTH INC (OPTION CARE HEALTH, INC.) | Long | Equity-common | US | $4M | 142K | 0.04 |
| ORIGIN BANCORP INC (ORIGIN BANCORP, INC.) | Long | Equity-common | US | $126K | 4K | 0.00 |
| ORION SA (Orion S.A.) | Long | Equity-common | LU | $1M | 48K | 0.01 |
| ORMAT TECHNOLOGIES INC (ORMAT TECHNOLOGIES, INC.) | Long | Equity-common | US | $4M | 48K | 0.03 |
| ORRSTOWN FINANCIAL SERVICES INC (ORRSTOWN FINANCIAL SERVICES, INC.) | Long | Equity-common | US | $5K | 144 | 0.00 |
| OSHKOSH TRUCK CORP (OSHKOSH CORPORATION) | Long | Equity-common | US | $7M | 63K | 0.06 |
| OSI SYSTEMS INC (OSI SYSTEMS, INC.) | Long | Equity-common | US | $2M | 17K | 0.02 |
| OVINTIV INC (OVINTIV INC.) | Long | Equity-common | US | $9M | 193K | 0.08 |
| OWENS CORNING INC | Long | Equity-common | US | $17M | 91K | 0.15 |
| OWENS MINOR INC (Owens & Minor, Inc.) | Long | Equity-common | US | $656K | 40K | 0.01 |
| OXFORD INDUSTRIES INC | Long | Equity-common | US | $1M | 14K | 0.01 |
| PACCAR INC | Long | Equity-common | US | $37M | 375K | 0.34 |
| PACIFIC PREMIER BANCORP INC (PACIFIC PREMIER BANCORP, INC.) | Long | Equity-common | US | $1M | 48K | 0.01 |
| PACIRA BIOSCIENCES INC (PACIRA BIOSCIENCES, INC.) | Long | Equity-common | US | $630K | 31K | 0.01 |
| PACKAGING CORP OF AMERICA (PACKAGING CORPORATION OF AMERICA) | Long | Equity-common | US | $14M | 70K | 0.13 |
| PACTIV EVERGREEN INC (PACTIV EVERGREEN INC.) | Long | Equity-common | US | $1M | 79K | 0.01 |
| PAM TRANSPORTATION SERVICES INC (P.A.M. TRANSPORTATION SERVICES, INC.) | Long | Equity-common | US | $448K | 22K | 0.00 |
| PAR PACIFIC HOLDINGS INC (PAR PACIFIC HOLDINGS, INC.) | Long | Equity-common | US | $769K | 29K | 0.01 |
| Paramount Global | Long | Equity-common | US | $168K | 15K | 0.00 |
| Paramount Global CL A | Long | Equity-common | US | $327K | 14K | 0.00 |
| PARK AEROSPACE CORP (PARK AEROSPACE CORP.) | Long | Equity-common | US | $125K | 9K | 0.00 |
| PARK NATIONAL CORP (PARK NATIONAL CORPORATION) | Long | Equity-common | US | $1M | 8K | 0.01 |
| PARKER HANNIFIN CORP (PARKER-HANNIFIN CORPORATION) | Long | Equity-common | US | $19M | 34K | 0.17 |
| PARSONS CORP (PARSONS CORPORATION) | Long | Equity-common | US | $6M | 65K | 0.05 |
| PATHWARD FINANCIAL INC (Pathward Financial, Inc.) | Long | Equity-common | US | $1M | 21K | 0.01 |
| PATRICK INDUSTRIES INC (PATRICK INDUSTRIES, INC.) | Long | Equity-common | US | $2M | 19K | 0.02 |
| PATTERSON COS INC (PATTERSON COMPANIES, INC.) | Long | Equity-common | US | $2M | 80K | 0.02 |
| PAYSAFE LIMITED COM USD0 001 | Long | Equity-common | BM | $189K | 9K | 0.00 |
| PBF ENERGY INC (PBF ENERGY INC.) | Long | Equity-common | US | $4M | 106K | 0.04 |
| PC CONNECTION INC (PC CONNECTION, INC.) | Long | Equity-common | US | $2M | 28K | 0.02 |
| PEABODY ENERGY CORP (PEABODY ENERGY CORPORATION) | Long | Equity-common | US | $3M | 115K | 0.02 |
| PENNYMAC FINANCIAL SERVICES INC (PENNYMAC FINANCIAL SERVICES, INC.) | Long | Equity-common | US | $4M | 41K | 0.04 |
| PENSKE AUTOMOTIVE GROUP INC (PENSKE AUTOMOTIVE GROUP, INC.) | Long | Equity-common | US | $8M | 46K | 0.07 |
| PENTAIR PLC (PENTAIR PUBLIC LIMITED COMPANY) | Long | Equity-common | IE | $13M | 143K | 0.11 |
| PEOPLES BANCORP INC OH (PEOPLES BANCORP INC.) | Long | Equity-common | US | $703K | 21K | 0.01 |
| PEOPLES BANCORP OF NORTH CAROLINA INC (PEOPLES BANCORP OF NORTH CAROLINA, INC.) | Long | Equity-common | US | $9K | 275 | 0.00 |
| PERDOCEO EDUCATION CORP (PERDOCEO EDUCATION CORPORATION) | Long | Equity-common | US | $2M | 67K | 0.01 |
| PERFICIENT INC (PERFICIENT, INC.) | Long | Equity-common | US | $1M | 18K | 0.01 |
| PERFORMANCE FOOD GROUP CO (PERFORMANCE FOOD GROUP COMPANY) | Long | Equity-common | US | $9M | 135K | 0.08 |
| PERIMETER SOLUTIONS SA | Long | Equity-common | LU | $136K | 14K | 0.00 |
| PERMA PIPE INTERNATIONAL HOLDINGS INC (PERMA-PIPE INTERNATIONAL HOLDINGS, INC.) | Long | Equity-common | US | $82K | 9K | 0.00 |
| PERMIAN RESOURCES CORP COM (PERMIAN RESOURCES CORPORATION) | Long | Equity-common | US | $2M | 124K | 0.02 |
| PERRIGO CO PLC (PERRIGO COMPANY PUBLIC LIMITED COMPANY) | Long | Equity-common | IE | $994K | 35K | 0.01 |
| PETIQ INC (PETIQ, INC.) | Long | Equity-common | US | $497K | 23K | 0.00 |
| PFIZER INC (PFIZER INC.) | Long | Equity-common | US | $94M | 3M | 0.85 |
| PHILLIPS 66 | Long | Equity-common | US | $57M | 393K | 0.52 |
| PHINIA INC (PHINIA INC.) | Long | Equity-common | US | $2M | 37K | 0.02 |
| PHOTRONICS INC (PHOTRONICS, INC.) | Long | Equity-common | US | $2M | 66K | 0.02 |
| PILGRIM S PRIDE CORP (PILGRIM'S PRIDE CORPORATION) | Long | Equity-common | US | $3M | 72K | 0.03 |
| PINNACLE FINANCIAL PARTNERS INC (PINNACLE FINANCIAL PARTNERS, INC.) | Long | Equity-common | US | $6M | 58K | 0.05 |
| PLAYA HOTELS RESORTS NV (Playa Hotels & Resorts N.V.) | Long | Equity-common | NL | $958K | 113K | 0.01 |
| PLEXUS CORP (PLEXUS CORP.) | Long | Equity-common | US | $4M | 29K | 0.03 |
| PNC FINANCIAL SERVICES GROUP (THE PNC FINANCIAL SERVICES GROUP, INC.) | Long | Equity-common | US | $38M | 209K | 0.34 |
| POLARIS INC (POLARIS INC.) | Long | Equity-common | US | $672K | 8K | 0.01 |
| POLO RALPH LAUREN CORP (RALPH LAUREN CORPORATION) | Long | Equity-common | US | $6M | 34K | 0.05 |
| POPULAR INC (Popular, Inc.) | Long | Equity-common | PR | $7M | 64K | 0.06 |
| POST HOLDINGS INC (Post Holdings, Inc.) | Long | Equity-common | US | $7M | 63K | 0.06 |
| POWELL INDUSTRIES INC (POWELL INDUSTRIES, INC.) | Long | Equity-common | US | $119K | 647 | 0.00 |
| POWERSCHOOL HOLDINGS INC | Long | Equity-common | US | $250K | 11K | 0.00 |
| PPG INDUSTRIES INC (PPG INDUSTRIES, INC.) | Long | Equity-common | US | $13M | 104K | 0.12 |
| PREFERRED BANK LOS ANGELES CA | Long | Equity-common | US | $920K | 11K | 0.01 |
| PREFORMED LINE PRODUCTS CO (PREFORMED LINE PRODUCTS COMPANY) | Long | Equity-common | US | $55K | 400 | 0.00 |
| PREMIER FINANCIAL CORP (PREMIER FINANCIAL CORP.) | Long | Equity-common | US | $551K | 22K | 0.01 |
| PREMIER INC (PREMIER, INC.) | Long | Equity-common | US | $1M | 60K | 0.01 |
| PRESTIGE CONSUMER HEALTH (PRESTIGE CONSUMER HEALTHCARE INC.) | Long | Equity-common | US | $2M | 26K | 0.02 |
| PRICESMART INC (PRICESMART, INC.) | Long | Equity-common | US | $2M | 26K | 0.02 |
| PRIMIS FINANCIAL CORP (Primis Financial Corp.) | Long | Equity-common | US | $3K | 193 | 0.00 |
| PRIMORIS SERVICES CORP (PRIMORIS SERVICES CORPORATION) | Long | Equity-common | US | $3M | 45K | 0.02 |
| PRINCIPAL FINANCIAL GROUP INC (PRINCIPAL FINANCIAL GROUP, INC.) | Long | Equity-common | US | $15M | 186K | 0.14 |
| PROASSURANCE CORP (PROASSURANCE CORPORATION) | Long | Equity-common | US | $30K | 2K | 0.00 |
| PROG HOLDINGS INC (PROG Holdings, Inc) | Long | Equity-common | US | $2M | 37K | 0.02 |
| PROGRESS SOFTWARE CORP (PROGRESS SOFTWARE CORPORATION) | Long | Equity-common | US | $326K | 6K | 0.00 |
| PROPETRO HOLDING CORP (PROPETRO HOLDING CORP.) | Long | Equity-common | US | $968K | 101K | 0.01 |
| PROSPERITY BANCSHARES INC (PROSPERITY BANCSHARES, INC.) | Long | Equity-common | US | $4M | 60K | 0.04 |
| PROTO LABS INC (Proto Labs, Inc.) | Long | Equity-common | US | $151K | 4K | 0.00 |
| PROVIDENT FINANCIAL HOLDINGS INC (PROVIDENT FINANCIAL HOLDINGS, INC.) | Long | Equity-common | US | $55K | 4K | 0.00 |
| PROVIDENT FINANCIAL SERVICES INC (PROVIDENT FINANCIAL SERVICES, INC.) | Long | Equity-common | US | $969K | 52K | 0.01 |
| PRUDENTIAL FINANCIAL INC (PRUDENTIAL FINANCIAL, INC.) | Long | Equity-common | US | $27M | 219K | 0.25 |
| PUBMATIC INC (PUBMATIC, INC.) | Long | Equity-common | US | $153K | 7K | 0.00 |
| PULTE GROUP INC (PULTEGROUP, INC.) | Long | Equity-common | US | $29M | 221K | 0.27 |
| PVH CORP (PVH CORP.) | Long | Equity-common | US | $4M | 44K | 0.04 |
| QCR HOLDINGS INC (QCR HOLDINGS, INC.) | Long | Equity-common | US | $504K | 7K | 0.00 |
| QORVO INC (QORVO, INC.) | Long | Equity-common | US | $8M | 67K | 0.07 |
| QUAKER HOUGHTON (QUAKER CHEMICAL CORPORATION) | Long | Equity-common | US | $3M | 16K | 0.03 |
| QUANEX BUILDING PRODUCTS CORP (QUANEX BUILDING PRODUCTS CORPORATION) | Long | Equity-common | US | $1M | 31K | 0.01 |
| QUANTA SERVICES INC (QUANTA SERVICES, INC.) | Long | Equity-common | US | $16M | 59K | 0.14 |
| QUEST DIAGNOSTICS INC (QUEST DIAGNOSTICS INCORPORATED) | Long | Equity-common | US | $13M | 92K | 0.12 |
| QUIDELORTHO CORP (QUIDELORTHO CORPORATION) | Long | Equity-common | US | $1M | 26K | 0.01 |
| R1 RCM INC (R1 RCM INC.) | Long | Equity-common | US | $2M | 119K | 0.01 |
| RADIAN GROUP INC (RADIAN GROUP INC.) | Long | Equity-common | US | $6M | 159K | 0.05 |
| RADIANT LOGISTICS INC (RADIANT LOGISTICS, INC.) | Long | Equity-common | US | $262K | 42K | 0.00 |
| RADIUS RECYCLING INC (RADIUS RECYCLING, INC.) | Long | Equity-common | US | $172K | 9K | 0.00 |
| RAMACO RES INC COM CL A EX DIST (RAMACO RESOURCES, INC.) | Long | Equity-common | US | $20K | 1K | 0.00 |
| RANGE RESOURCES CORP (RANGE RESOURCES CORPORATION) | Long | Equity-common | US | $7M | 208K | 0.06 |
| RAYMOND JAMES FINANCIAL INC (RAYMOND JAMES FINANCIAL, INC.) | Long | Equity-common | US | $13M | 115K | 0.12 |
| RAYONIER ADVANCED MATERIALS INC (RAYONIER ADVANCED MATERIALS INC.) | Long | Equity-common | US | $230K | 35K | 0.00 |
| RBC BEARINGS INC (RBC BEARINGS INCORPORATED) | Long | Equity-common | US | $5M | 18K | 0.05 |
| RCI HOSPITALITY HOLDINGS INC (RCI HOSPITALITY HOLDINGS, INC.) | Long | Equity-common | US | $474K | 10K | 0.00 |
| RCM TECHNOLOGIES INC (R C M TECHNOLOGIES, INC.) | Long | Equity-common | US | $78K | 4K | 0.00 |
| READING INTERNATIONAL INC (READING INTERNATIONAL, INC.) | Long | Equity-common | US | $11K | 7K | 0.00 |
| REGAL REXNORD CORP (Regal Rexnord Corporation) | Long | Equity-common | US | $7M | 44K | 0.06 |
| REGENERON PHARMACEUTICALS INC (REGENERON PHARMACEUTICALS, INC.) | Long | Equity-common | US | $58M | 54K | 0.53 |
| REGIONS FINANCIAL CORP (REGIONS FINANCIAL CORPORATION) | Long | Equity-common | US | $20M | 905K | 0.18 |
| REINSURANCE GROUP OF AMERICA INC (REINSURANCE GROUP OF AMERICA, INCORPORATED) | Long | Equity-common | US | $10M | 44K | 0.09 |
| RELIANCE INC (RELIANCE, INC.) | Long | Equity-common | US | $17M | 57K | 0.16 |
| RENAISSANCERE HOLDINGS LTD (RENAISSANCERE HOLDINGS LTD.) | Long | Equity-common | BM | $5M | 23K | 0.05 |
| RENASANT CORP (Renasant Corporation) | Long | Equity-common | US | $2M | 49K | 0.02 |
| REPAY HOLDINGS CORP (REPAY HOLDINGS CORPORATION) | Long | Equity-common | US | $496K | 52K | 0.00 |
| REPLIGEN CORP (REPLIGEN CORPORATION) | Long | Equity-common | US | $3M | 18K | 0.03 |
| REPUBLIC SERVICES INC (REPUBLIC SERVICES, INC.) | Long | Equity-common | US | $17M | 87K | 0.15 |
| RESIDEO TECHNOLOGIES INC (RESIDEO TECHNOLOGIES, INC.) | Long | Equity-common | US | $3M | 134K | 0.03 |
| RESOURCES CONNECTION INC (RESOURCES CONNECTION, INC.) | Long | Equity-common | US | $373K | 31K | 0.00 |
| REV GROUP INC (REV GROUP, INC.) | Long | Equity-common | US | $297K | 10K | 0.00 |
| REVOLVE GROUP INC (REVOLVE GROUP, INC.) | Long | Equity-common | US | $558K | 29K | 0.01 |
| REVVITY INC (REVVITY, INC.) | Long | Equity-common | US | $10M | 76K | 0.09 |
| REX AMERICAN RESOURCES CORP (REX AMERICAN RESOURCES CORPORATION) | Long | Equity-common | US | $739K | 15K | 0.01 |
| REYNOLDS CONSUMER PRODUCTS INC (REYNOLDS CONSUMER PRODUCTS INC.) | Long | Equity-common | US | $4M | 131K | 0.03 |
| RICHARDSON ELECTRONICS LTD UNITED STATES (RICHARDSON ELECTRONICS, LTD.) | Long | Equity-common | US | $155K | 13K | 0.00 |
| RIVERVIEW BANCORP INC (RIVERVIEW BANCORP, INC.) | Long | Equity-common | US | $8K | 2K | 0.00 |
| RIVIAN AUTOMOTIVE INC A (RIVIAN AUTOMOTIVE, INC.) | Long | Equity-common | US | $624K | 38K | 0.01 |
| ROBERT HALF INC (ROBERT HALF INC.) | Long | Equity-common | US | $2M | 34K | 0.02 |
| ROBINHOOD MARKETS INC A (ROBINHOOD MARKETS, INC.) | Long | Equity-common | US | $5M | 219K | 0.04 |
| ROCKY BRANDS INC (ROCKY BRANDS, INC.) | Long | Equity-common | US | $268K | 8K | 0.00 |
| ROGERS CORP (ROGERS CORPORATION) | Long | Equity-common | US | $615K | 5K | 0.01 |
| ROKU INC (ROKU, INC.) | Long | Equity-common | US | $2M | 28K | 0.01 |
| ROPER TECHNOLOGIES INC (ROPER TECHNOLOGIES, INC.) | Long | Equity-common | US | $29M | 53K | 0.26 |
| ROYAL GOLD INC (ROYAL GOLD, INC.) | Long | Equity-common | US | $6M | 45K | 0.06 |
| RPC INC (RPC, INC.) | Long | Equity-common | US | $1M | 155K | 0.01 |
| RTX CORP (RTX CORPORATION) | Long | Equity-common | US | $72M | 612K | 0.65 |
| RUSH ENTERPRISES INC (RUSH ENTERPRISES, INC.) | Long | Equity-common | US | $2M | 46K | 0.02 |
| RUSH ENTERPRISES INC (RUSH ENTERPRISES, INC.) | Long | Equity-common | US | $2M | 39K | 0.02 |
| RXO INC (RXO, INC.) | Long | Equity-common | US | $675K | 21K | 0.01 |
| RYDER SYSTEM INC (RYDER SYSTEM, INC.) | Long | Equity-common | US | $6M | 46K | 0.06 |
| RYERSON HOLDING CORP (RYERSON HOLDING CORPORATION) | Long | Equity-common | US | $545K | 23K | 0.00 |
| S T BANCORP INC (S & T BANCORP, INC.) | Long | Equity-common | US | $1M | 24K | 0.01 |
| SAFETY INSURANCE GROUP INC (SAFETY INSURANCE GROUP, INC.) | Long | Equity-common | US | $1M | 17K | 0.01 |
| SAGA COMMUNICATIONS INC (SAGA COMMUNICATIONS, INC.) | Long | Equity-common | US | $127K | 8K | 0.00 |
| SAIA INC (SAIA, INC.) | Long | Equity-common | US | $307K | 734 | 0.00 |
| SALESFORCE INC (SALESFORCE, INC.) | Long | Equity-common | US | $107M | 413K | 0.97 |
| SALLY BEAUTY HOLDINGS INC (SALLY BEAUTY HOLDINGS, INC.) | Long | Equity-common | US | $340K | 30K | 0.00 |
| SANDY SPRING BANCORP INC (SANDY SPRING BANCORP, INC.) | Long | Equity-common | US | $493K | 16K | 0.00 |
| SANMINA CORP (SANMINA CORPORATION) | Long | Equity-common | US | $4M | 49K | 0.03 |
| SAPIENS INTERNATIONAL CORP NV (Sapiens International Corporation N.V.) | Long | Equity-common | CW | $844K | 22K | 0.01 |
| SB FINANCIAL GROUP INC (SB FINANCIAL GROUP, INC.) | Long | Equity-common | US | $20K | 1K | 0.00 |
| SCANSOURCE INC (SCANSOURCE, INC.) | Long | Equity-common | US | $1M | 21K | 0.01 |
| SCHLUMBERGER LTD (Schlumberger N.V.) | Long | Equity-common | CW | $31M | 650K | 0.28 |
| SCHNEIDER NATIONAL INC (SCHNEIDER NATIONAL, INC.) | Long | Equity-common | US | $2M | 77K | 0.02 |
| SCHOLASTIC CORP (SCHOLASTIC CORPORATION) | Long | Equity-common | US | $728K | 23K | 0.01 |
| SCIENCE APPLICATIONS INTERNATIONAL CORP (SCIENCE APPLICATIONS INTERNATIONAL CORPORATION) | Long | Equity-common | US | $5M | 44K | 0.05 |
| SCORPIO TANKERS INC (SCORPIO TANKERS INC.) | Long | Equity-common | MH | $4M | 47K | 0.03 |
| SEABOARD CORP (SEABOARD CORPORATION) | Long | Equity-common | US | $3M | 1K | 0.03 |
| SEACOAST BANKING CORP OF FLORIDA (SEACOAST BANKING CORPORATION OF FLORIDA) | Long | Equity-common | US | $971K | 35K | 0.01 |
| SEACOR MARINE HOLDINGS INC (SEACOR MARINE HOLDINGS INC.) | Long | Equity-common | US | $176K | 13K | 0.00 |
| SEADRILL LTD (Seadrill Limited) | Long | Equity-common | BM | $2M | 33K | 0.02 |
| SELECT MEDICAL HOLDINGS CORP (SELECT MEDICAL HOLDINGS CORPORATION) | Long | Equity-common | US | $5M | 125K | 0.05 |
| SELECT WATER SOLUTIONS INC (SELECT WATER SOLUTIONS, INC.) | Long | Equity-common | US | $1M | 85K | 0.01 |
| SELECTIVE INSURANCE GROUP INC (SELECTIVE INSURANCE GROUP, INC.) | Long | Equity-common | US | $3M | 32K | 0.03 |
| SENECA FOODS CORP (SENECA FOODS CORPORATION) | Long | Equity-common | US | $380K | 6K | 0.00 |
| SENECA FOODS CORP (SENECA FOODS CORPORATION) | Long | Equity-common | US | $19K | 300 | 0.00 |
| SENSATA TECHNOLOGIES HOLDING PLC | Long | Equity-common | GB | $2M | 42K | 0.01 |
| SENSIENT TECHNOLOGIES CORP (SENSIENT TECHNOLOGIES CORPORATION) | Long | Equity-common | US | $3M | 39K | 0.03 |
| SENTINELONE INC | Long | Equity-common | US | $2M | 74K | 0.02 |
| SERVISFIRST BANCSHARES INC (SERVISFIRST BANCSHARES, INC.) | Long | Equity-common | US | $255K | 3K | 0.00 |
| SFL CORP LTD (SFL CORPORATION LTD.) | Long | Equity-common | BM | $1M | 112K | 0.01 |
| SHARKNINJA HONG KONG CO LTD (Sharkninja Inc) | Long | Equity-common | KY | $7M | 93K | 0.07 |
| SHENANDOAH TELECOMMUNICATIONS CO (Shenandoah Telecommunications Company) | Long | Equity-common | US | $363K | 17K | 0.00 |
| SHOE CARNIVAL INC (SHOE CARNIVAL, INC.) | Long | Equity-common | US | $1M | 29K | 0.01 |
| SHORE BANCSHARES INC (SHORE BANCSHARES, INC.) | Long | Equity-common | US | $366K | 25K | 0.00 |
| SHUTTERSTOCK INC (SHUTTERSTOCK, INC.) | Long | Equity-common | US | $994K | 22K | 0.01 |
| SHYFT GROUP INC THE (THE SHYFT GROUP, INC.) | Long | Equity-common | US | $553K | 33K | 0.01 |
| SIFCO INDUSTRIES INC (SIFCO INDUSTRIES, INC) | Long | Equity-common | US | $15K | 5K | 0.00 |
| SIGNET JEWELERS LTD (Signet Jewelers Limited) | Long | Equity-common | BM | $3M | 39K | 0.03 |
| SILGAN HOLDINGS INC (SILGAN HOLDINGS INC.) | Long | Equity-common | US | $5M | 90K | 0.04 |
| SILICON LABORATORIES INC (SILICON LABORATORIES INC.) | Long | Equity-common | US | $661K | 6K | 0.01 |
| SIMMONS FIRST NATIONAL CORP (SIMMONS FIRST NATIONAL CORPORATION) | Long | Equity-common | US | $2M | 99K | 0.02 |
| SIMPLY GOOD FOODS CO THE (THE SIMPLY GOOD FOODS COMPANY) | Long | Equity-common | US | $3M | 88K | 0.03 |
| SIMPSON MANUFACTURING CO INC (SIMPSON MANUFACTURING CO., INC.) | Long | Equity-common | US | $5M | 27K | 0.05 |
| SINCLAIR INC (SINCLAIR, INC.) | Long | Equity-common | US | $481K | 31K | 0.00 |
| SIRIUSPOINT LTD (SIRIUSPOINT LTD.) | Long | Equity-common | BM | $505K | 35K | 0.00 |
| SITEONE LANDSCAPE SUPPLY INC (SITEONE LANDSCAPE SUPPLY, INC.) | Long | Equity-common | US | $4M | 28K | 0.04 |
| SITIO ROYALTIES CORP A (SITIO ROYALTIES CORP.) | Long | Equity-common | US | $23K | 945 | 0.00 |
| SKECHERS U S A INC (SKECHERS U.S.A., INC.) | Long | Equity-common | US | $9M | 135K | 0.08 |
| SKYLINE CHAMPION CORP (SKYLINE CHAMPION CORPORATION) | Long | Equity-common | US | $4M | 48K | 0.04 |
| SKYWARD SPECIALTY INSURANCE GROUP INC (SKYWARD SPECIALTY INSURANCE GROUP, INC.) | Long | Equity-common | US | $79K | 2K | 0.00 |
| SKYWEST INC (SKYWEST, INC.) | Long | Equity-common | US | $3M | 42K | 0.03 |
| SKYWORKS SOLUTIONS INC (SKYWORKS SOLUTIONS, INC.) | Long | Equity-common | US | $15M | 134K | 0.14 |
| SLM CORP (SLM CORPORATION) | Long | Equity-common | US | $2M | 107K | 0.02 |
| SM ENERGY CO (SM ENERGY COMPANY) | Long | Equity-common | US | $5M | 104K | 0.04 |
| SMART GLOBAL HOLDINGS INC (SMART GLOBAL HOLDINGS, INC.) | Long | Equity-common | KY | $110K | 5K | 0.00 |
| SMITH WESSON BRANDS INC (SMITH & WESSON BRANDS, INC.) | Long | Equity-common | US | $807K | 49K | 0.01 |
| SMURFIT WESTROCK PLC (SMURFIT WESTROCK PUBLIC LIMITED COMPANY) | Long | Equity-common | IE | $8M | 177K | 0.07 |
| SNAP ON INC (SNAP-ON INCORPORATED) | Long | Equity-common | US | $13M | 44K | 0.11 |
| SOFI TECHNOLOGIES INC (SOFI TECHNOLOGIES, INC.) | Long | Equity-common | US | $2M | 250K | 0.02 |
| SOLARWINDS CORPORATION | Long | Equity-common | US | $947K | 79K | 0.01 |
| SOLVENTUM CORP (SOLVENTUM CORPORATION) | Long | Equity-common | US | $4M | 65K | 0.03 |
| SONIC AUTOMOTIVE INC (SONIC AUTOMOTIVE, INC.) | Long | Equity-common | US | $1M | 22K | 0.01 |
| SONOCO PRODUCTS CO (SONOCO PRODUCTS COMPANY.) | Long | Equity-common | US | $5M | 89K | 0.04 |
| SOUTHSIDE BANCSHARES INC (SOUTHSIDE BANCSHARES, INC.) | Long | Equity-common | US | $290K | 8K | 0.00 |
| SOUTHSTATE CORP (SOUTHSTATE CORPORATION) | Long | Equity-common | US | $6M | 56K | 0.05 |
| SOUTHWEST AIRLINES CO (SOUTHWEST AIRLINES CO.) | Long | Equity-common | US | $10M | 384K | 0.09 |
| SOUTHWESTERN ENERGY CO (SOUTHWESTERN ENERGY COMPANY) | Long | Equity-common | US | $5M | 819K | 0.05 |
| SPARTANNASH CO (SPARTANNASH COMPANY) | Long | Equity-common | US | $717K | 34K | 0.01 |
| SPECTRUM BRANDS HOLDINGS INC (SPECTRUM BRANDS HOLDINGS, INC.) | Long | Equity-common | US | $1M | 17K | 0.01 |
| SPHERE ENTERTAINMENT CO (SPHERE ENTERTAINMENT CO.) | Long | Equity-common | US | $571K | 13K | 0.01 |
| SPOK HOLDINGS INC (SPOK HOLDINGS, INC.) | Long | Equity-common | US | $143K | 9K | 0.00 |
| SPORTSMAN S WAREHOUSE HOLDINGS INC (SPORTSMAN'S WAREHOUSE HOLDINGS, INC.) | Long | Equity-common | US | $36K | 14K | 0.00 |
| SPRINKLR INC | Long | Equity-common | US | $2K | 175 | 0.00 |
| SPROUTS FARMERS MARKET INC (SPROUTS FARMERS MARKET, INC.) | Long | Equity-common | US | $5M | 48K | 0.04 |
| SPX TECHNOLOGIES INC COM USD 0 01 (SPX TECHNOLOGIES, INC.) | Long | Equity-common | US | $1M | 9K | 0.01 |
| SS C TECHNOLOGIES HOLDINGS (SS&C TECHNOLOGIES HOLDINGS, INC.) | Long | Equity-common | US | $15M | 208K | 0.14 |
| STANDARD MOTOR PRODUCTS INC (STANDARD MOTOR PRODUCTS, INC.) | Long | Equity-common | US | $789K | 24K | 0.01 |
| STANDEX INTERNATIONAL CORP (STANDEX INTERNATIONAL CORPORATION) | Long | Equity-common | US | $2M | 12K | 0.02 |
| STANELY BLACK AND DECKER INC (STANLEY BLACK & DECKER, INC.) | Long | Equity-common | US | $11M | 101K | 0.10 |
| STATE STREET CORP (STATE STREET CORPORATION) | Long | Equity-common | US | $16M | 184K | 0.14 |
| STEEL DYNAMICS INC (STEEL DYNAMICS, INC.) | Long | Equity-common | US | $23M | 172K | 0.21 |
| STEELCASE INC (STEELCASE INC.) | Long | Equity-common | US | $1M | 79K | 0.01 |
| STELLAR BANCORP INC (Stellar Bancorp, Inc.) | Long | Equity-common | US | $236K | 9K | 0.00 |
| STEPAN CO (STEPAN COMPANY) | Long | Equity-common | US | $2M | 20K | 0.02 |
| STERICYCLE INC (STERICYCLE, INC.) | Long | Equity-common | US | $5M | 82K | 0.04 |
| STERIS PLC (STERIS PUBLIC LIMITED COMPANY) | Long | Equity-common | IE | $13M | 56K | 0.12 |
| STERLING CHECK CORP (STERLING CHECK CORP.) | Long | Equity-common | US | $418K | 27K | 0.00 |
| STERLING INFRASTRUCTURE (STERLING INFRASTRUCTURE, INC.) | Long | Equity-common | US | $2M | 16K | 0.02 |
| STEVEN MADDEN LTD (STEVEN MADDEN, LTD.) | Long | Equity-common | US | $3M | 68K | 0.03 |
| STEWART INFORMATION SERVICES CORP (STEWART INFORMATION SERVICES CORPORATION) | Long | Equity-common | US | $2M | 24K | 0.02 |
| STIFEL FINANCIAL CORP (STIFEL FINANCIAL CORP.) | Long | Equity-common | US | $8M | 85K | 0.07 |
| STOCK YARDS BANCORP INC (STOCK YARDS BANCORP, INC.) | Long | Equity-common | US | $942K | 15K | 0.01 |
| STONERIDGE INC (STONERIDGE, INC.) | Long | Equity-common | US | $325K | 19K | 0.00 |
| STONEX GROUP INC (STONEX GROUP INC.) | Long | Equity-common | US | $708K | 9K | 0.01 |
| STRATASYS LTD | Long | Equity-common | IL | $17K | 2K | 0.00 |
| STRATEGIC EDUCATION INC (STRATEGIC EDUCATION, INC.) | Long | Equity-common | US | $2M | 21K | 0.02 |
| STRATTEC SECURITY CORP (STRATTEC SECURITY CORPORATION) | Long | Equity-common | US | $128K | 5K | 0.00 |
| STRATUS PROPERTIES INC (STRATUS PROPERTIES INC.) | Long | Equity-common | US | $78K | 3K | 0.00 |
| STRIDE INC (STRIDE, INC.) | Long | Equity-common | US | $3M | 41K | 0.03 |
| SUMMIT MATERIALS INC (SUMMIT MATERIALS, INC.) | Long | Equity-common | US | $5M | 110K | 0.04 |
| SUNCOKE ENERGY INC (SUNCOKE ENERGY, INC.) | Long | Equity-common | US | $789K | 67K | 0.01 |
| SUPERIOR GROUP OF COS INC (SUPERIOR GROUP OF COMPANIES, INC.) | Long | Equity-common | US | $322K | 16K | 0.00 |
| SUPERNUS PHARMACEUTICALS INC (SUPERNUS PHARMACEUTICALS, INC.) | Long | Equity-common | US | $636K | 21K | 0.01 |
| SURGERY PARTNERS INC (SURGERY PARTNERS, INC.) | Long | Equity-common | US | $1M | 36K | 0.01 |
| SYLVAMO CORP (SYLVAMO CORPORATION) | Long | Equity-common | US | $3M | 38K | 0.03 |
| SYNAPTICS INC (SYNAPTICS INCORPORATED) | Long | Equity-common | US | $2M | 19K | 0.01 |
| SYNCHRONY FINANCIAL | Long | Equity-common | US | $20M | 403K | 0.19 |
| SYNOVUS FINANCIAL CORP (SYNOVUS FINANCIAL CORP.) | Long | Equity-common | US | $6M | 131K | 0.06 |
| T MOBILE US INC (T-MOBILE US, INC.) | Long | Equity-common | US | $82M | 448K | 0.74 |
| T ROWE PRICE GROUP INC (T. ROWE PRICE GROUP, INC.) | Long | Equity-common | US | $5M | 40K | 0.04 |
| TACTILE SYSTEMS TECHNOLOGY INC | Long | Equity-common | US | $134K | 11K | 0.00 |
| TAKE TWO INTERACTIVE SOFTWARE INC (TAKE-TWO INTERACTIVE SOFTWARE, INC.) | Long | Equity-common | US | $16M | 107K | 0.15 |
| TALOS ENERGY INC (TALOS ENERGY INC.) | Long | Equity-common | US | $1M | 86K | 0.01 |
| TAPESTRY INC (TAPESTRY, INC.) | Long | Equity-common | US | $7M | 166K | 0.06 |
| TARGET CORP (TARGET CORPORATION) | Long | Equity-common | US | $14M | 95K | 0.13 |
| TASKUS INC A (TASKUS, INC.) | Long | Equity-common | US | $60K | 4K | 0.00 |
| TAYLOR MORRISON HOME CORP (TAYLOR MORRISON HOME CORPORATION) | Long | Equity-common | US | $6M | 95K | 0.06 |
| TD SYNNEX CORP (TD SYNNEX CORPORATION) | Long | Equity-common | US | $8M | 70K | 0.08 |
| TE CONNECTIVITY LTD (TE Connectivity Ltd.) | Long | Equity-common | CH | $37M | 238K | 0.33 |
| TECHNIPFMC PLC | Long | Equity-common | GB | $10M | 349K | 0.09 |
| TECNOGLASS INC (Tecnoglass Inc.) | Long | Equity-common | KY | $2M | 40K | 0.02 |
| TEEKAY CORP (TEEKAY CORPORATION) | Long | Equity-common | MH | $548K | 63K | 0.00 |
| TEEKAY TANKERS LTD (TEEKAY TANKERS LTD.) | Long | Equity-common | MH | $2M | 26K | 0.02 |
| TEGNA INC (TEGNA INC.) | Long | Equity-common | US | $3M | 172K | 0.02 |
| TELEDYNE TECHNOLOGIES INC (TELEDYNE TECHNOLOGIES INCORPORATED) | Long | Equity-common | US | $13M | 30K | 0.11 |
| TELEFLEX INC (TELEFLEX INCORPORATED) | Long | Equity-common | US | $7M | 32K | 0.06 |
| TELEPHONE AND DATA SYSTEMS INC (TELEPHONE AND DATA SYSTEMS, INC.) | Long | Equity-common | US | $2M | 92K | 0.02 |
| TENET HEALTHCARE CORP (TENET HEALTHCARE CORPORATION) | Long | Equity-common | US | $2M | 17K | 0.02 |
| TENNANT CO (TENNANT COMPANY) | Long | Equity-common | US | $2M | 15K | 0.01 |
| TEREX CORP (TEREX CORPORATION) | Long | Equity-common | US | $4M | 62K | 0.04 |
| TETRA TECHNOLOGIES INC (TETRA TECHNOLOGIES, INC.) | Long | Equity-common | US | $275K | 74K | 0.00 |
| TEXAS CAPITAL BANCSHARES INC (TEXAS CAPITAL BANCSHARES, INC.) | Long | Equity-common | US | $3M | 42K | 0.03 |
| TEXTRON INC (TEXTRON INC.) | Long | Equity-common | US | $12M | 132K | 0.11 |
| TFS FINANCIAL CORP (TFS FINANCIAL CORPORATION) | Long | Equity-common | US | $423K | 31K | 0.00 |
| The DFA Short Term Investment Fund (DIMENSIONAL FUND ADVISORS LP) | Long | Short-term investment vehicle | US | $277M | 277M | 2.51 |
| THERMO FISHER SCIENTIFIC INC (THERMO FISHER SCIENTIFIC INCORPORATED) | Long | Equity-common | US | $134M | 219K | 1.22 |
| THERMON GROUP HOLDINGS INC (THERMON GROUP HOLDINGS, INC.) | Long | Equity-common | US | $868K | 26K | 0.01 |
| THOR INDUSTRIES INC (THOR INDUSTRIES, INC.) | Long | Equity-common | US | $5M | 46K | 0.04 |
| THOUGHTWORKS HOLDING INC (THOUGHTWORKS HOLDING, INC) | Long | Equity-common | US | $4K | 1K | 0.00 |
| THRYV HOLDINGS INC (THRYV HOLDINGS, INC.) | Long | Equity-common | US | $17K | 874 | 0.00 |
| TIDEWATER INC (TIDEWATER INC.) | Long | Equity-common | US | $3M | 32K | 0.03 |
| TILLY S INC (TILLY'S, INC.) | Long | Equity-common | US | $32K | 6K | 0.00 |
| TIMBERLAND BANCORP INC WA (TIMBERLAND BANCORP, INC.) | Long | Equity-common | US | $121K | 4K | 0.00 |
| TIMKEN CO THE (THE TIMKEN COMPANY) | Long | Equity-common | US | $6M | 64K | 0.05 |
| TIPTREE INC (TIPTREE INC.) | Long | Equity-common | US | $718K | 36K | 0.01 |
| TITAN INTERNATIONAL INC (TITAN INTERNATIONAL, INC.) | Long | Equity-common | US | $153K | 18K | 0.00 |
| TITAN MACHINERY INC (TITAN MACHINERY INC.) | Long | Equity-common | US | $413K | 23K | 0.00 |
| TKO GROUP HOLDINGS INC (TKO GROUP HOLDINGS, INC.) | Long | Equity-common | US | $5M | 43K | 0.04 |
| TOLL BROTHERS INC (TOLL BROTHERS, INC.) | Long | Equity-common | US | $15M | 104K | 0.13 |
| TOMPKINS FINANCIAL CORP (TOMPKINS FINANCIAL CORPORATION) | Long | Equity-common | US | $19K | 304 | 0.00 |
| TOOTSIE ROLL INDUSTRIES INC (TOOTSIE ROLL INDUSTRIES, INC.) | Long | Equity-common | US | $4K | 134 | 0.00 |
| TOPBUILD CORP (TOPBUILD CORP.) | Long | Equity-common | US | $8M | 18K | 0.08 |
| TOPGOLF CALLAWAY BRND CRP (TOPGOLF CALLAWAY BRANDS CORP.) | Long | Equity-common | US | $617K | 37K | 0.01 |
| TOWNE BANK PORTSMOUTH VA (TowneBank) | Long | Equity-common | US | $2M | 64K | 0.02 |
| TRANSUNION | Long | Equity-common | US | $14M | 154K | 0.13 |
| TRAVELERS COMPANIES INC (The Travelers Companies, Inc.) | Long | Equity-common | US | $32M | 148K | 0.29 |
| TREEHOUSE FOODS INC (TREEHOUSE FOODS, INC.) | Long | Equity-common | US | $2M | 43K | 0.02 |
| TRI POINTE HOMES INC (TRI POINTE HOMES, INC.) | Long | Equity-common | US | $4M | 86K | 0.04 |
| TRICO BANCSHARES | Long | Equity-common | US | $856K | 18K | 0.01 |
| TRIMAS CORP (TRIMAS CORPORATION) | Long | Equity-common | US | $677K | 28K | 0.01 |
| TRIMBLE NAVIGATION LTD (TRIMBLE INC.) | Long | Equity-common | US | $7M | 133K | 0.07 |
| TRINITY INDUSTRIES INC (TRINITY INDUSTRIES, INC.) | Long | Equity-common | US | $3M | 86K | 0.03 |
| TRIPADVISOR INC (TRIPADVISOR, INC.) | Long | Equity-common | US | $1M | 73K | 0.01 |
| TRIUMPH FINANCIAL INC (Triumph Financial, Inc.) | Long | Equity-common | US | $1M | 11K | 0.01 |
| TRONOX HOLDINGS PLC | Long | Equity-common | GB | $2M | 137K | 0.02 |
| TRUIST FINANCIAL CORP (Truist Financial Corporation) | Long | Equity-common | US | $31M | 702K | 0.28 |
| TRUSTMARK CORP (TRUSTMARK CORPORATION) | Long | Equity-common | US | $2M | 51K | 0.02 |
| TTEC HOLDINGS INC (TTEC HOLDINGS, INC.) | Long | Equity-common | US | $332K | 42K | 0.00 |
| TTM TECHNOLOGIES INC (TTM TECHNOLOGIES, INC.) | Long | Equity-common | US | $2M | 93K | 0.02 |
| TWILIO INC (TWILIO INC.) | Long | Equity-common | US | $6M | 100K | 0.05 |
| TWIN DISC INC (TWIN DISC, INCORPORATED) | Long | Equity-common | US | $99K | 7K | 0.00 |
| TYSON FOODS INC CLASS A (TYSON FOODS, INCORPORATED) | Long | Equity-common | US | $11M | 183K | 0.10 |
| U HAUL HOLDING CO (U-Haul Holding Company) | Long | Equity-common | US | $12M | 196K | 0.11 |
| U HAUL HOLDING CO (U-Haul Holding Company) | Long | Equity-common | US | $739K | 11K | 0.01 |
| U S BANCORP (U.S. BANCORP) | Long | Equity-common | US | $37M | 821K | 0.33 |
| UFP INDUSTRIES INC (UFP INDUSTRIES, INC.) | Long | Equity-common | US | $8M | 63K | 0.07 |
| ULTRA CLEAN HOLDINGS INC (ULTRA CLEAN HOLDINGS, INC.) | Long | Equity-common | US | $2M | 40K | 0.02 |
| ULTRALIFE CORP (ULTRALIFE CORPORATION) | Long | Equity-common | US | $40K | 3K | 0.00 |
| UMB FINANCIAL CORP (UMB Financial Corporation) | Long | Equity-common | US | $3M | 32K | 0.03 |
| UNDER ARMOUR INC CLASS A (UNDER ARMOUR, INC.) | Long | Equity-common | US | $1M | 151K | 0.01 |
| UNDER ARMOUR INC CLASS C (UNDER ARMOUR, INC.) | Long | Equity-common | US | $1M | 155K | 0.01 |
| UNIFI INC (UNIFI, INC.) | Long | Equity-common | US | $198K | 35K | 0.00 |
| UNIFIRST CORP MA (UNIFIRST CORPORATION) | Long | Equity-common | US | $3M | 16K | 0.03 |
| UNITED AIRLINES HOLDINGS INC (UNITED AIRLINES HOLDINGS, INC.) | Long | Equity-common | US | $13M | 282K | 0.12 |
| UNITED BANKSHARES INC WV (UNITED BANKSHARES, INC.) | Long | Equity-common | US | $4M | 115K | 0.04 |
| UNITED COMMUNITY BANKS INC GA (UNITED COMMUNITY BANKS, INC.) | Long | Equity-common | US | $3M | 101K | 0.03 |
| UNITED NATURAL FOODS INC (UNITED NATURAL FOODS, INC.) | Long | Equity-common | US | $472K | 30K | 0.00 |
| UNITED RENTALS INC (UNITED RENTALS, INC.) | Long | Equity-common | US | $22M | 28K | 0.20 |
| UNITED SECURITY BANCSHARES FRESNO CA | Long | Equity-common | US | $70K | 9K | 0.00 |
| UNITED STATES CELLULAR CORP (UNITED STATES CELLULAR CORPORATION) | Long | Equity-common | US | $127K | 2K | 0.00 |
| UNITED STATES LIME MINERALS INC (UNITED STATES LIME & MINERALS, INC.) | Long | Equity-common | US | $1M | 15K | 0.01 |
| UNITED STATES STEEL CORP (UNITED STATES STEEL CORPORATION) | Long | Equity-common | US | $8M | 201K | 0.08 |
| UNITED THERAPEUTICS CORP (UNITED THERAPEUTICS CORPORATION) | Long | Equity-common | US | $11M | 34K | 0.10 |
| UNITEDHEALTH GROUP INC (UNITEDHEALTH GROUP INCORPORATED) | Long | Equity-common | US | $2M | 4K | 0.02 |
| UNITY BANCORP INC (UNITY BANCORP, INC) | Long | Equity-common | US | $124K | 4K | 0.00 |
| UNIVERSAL CORP VA (UNIVERSAL CORPORATION) | Long | Equity-common | US | $1M | 22K | 0.01 |
| UNIVERSAL HEALTH SERVICES (UNIVERSAL HEALTH SERVICES, INC.) | Long | Equity-common | US | $12M | 56K | 0.11 |
| UNIVERSAL LOGISTICS HOLDINGS INC (UNIVERSAL LOGISTICS HOLDINGS, INC.) | Long | Equity-common | US | $106K | 2K | 0.00 |
| UNIVERSAL STAINLESS ALLOY PRODUCTS INC (UNIVERSAL STAINLESS & ALLOY PRODUCTS, INC.) | Long | Equity-common | US | $235K | 6K | 0.00 |
| UNIVERSAL TECHNICAL INSTITUTE INC (UNIVERSAL TECHNICAL INSTITUTE, INC.) | Long | Equity-common | US | $685K | 36K | 0.01 |
| UNIVEST FINANCIAL CORP (Univest Financial Corporation) | Long | Equity-common | US | $696K | 25K | 0.01 |
| UNUM GROUP | Long | Equity-common | US | $10M | 181K | 0.09 |
| UPBOUND GROUP INC (UPBOUND GROUP, INC.) | Long | Equity-common | US | $2M | 48K | 0.02 |
| URBAN OUTFITTERS INC (URBAN OUTFITTERS, INC.) | Long | Equity-common | US | $4M | 82K | 0.03 |
| US FOODS HOLDING CORP (US FOODS HOLDING CORP.) | Long | Equity-common | US | $12M | 226K | 0.11 |
| US PHYSICAL THERAPY INC (U. S. PHYSICAL THERAPY, INC.) | Long | Equity-common | US | $774K | 8K | 0.01 |
| US SILICA HOLDINGS INC (U.S. SILICA HOLDINGS, INC.) | Long | Equity-common | US | $420K | 27K | 0.00 |
| USANA HEALTH SCIENCES INC (USANA HEALTH SCIENCES, INC.) | Long | Equity-common | US | $107K | 2K | 0.00 |
| UTZ BRANDS INC (UTZ BRANDS, INC.) | Long | Equity-common | US | $9K | 593 | 0.00 |
| V2X INC (V2X, INC.) | Long | Equity-common | US | $643K | 12K | 0.01 |
| VAALCO ENERGY INC (VAALCO ENERGY, INC.) | Long | Equity-common | US | $13K | 2K | 0.00 |
| VALARIS LTD (Valaris Limited) | Long | Equity-common | BM | $2M | 24K | 0.02 |
| VALERO ENERGY CORP (VALERO ENERGY CORPORATION) | Long | Equity-common | US | $57M | 350K | 0.51 |
| VALLEY NATIONAL BANCORP | Long | Equity-common | US | $1M | 174K | 0.01 |
| VALMONT INDUSTRIES INC (VALMONT INDUSTRIES, INC.) | Long | Equity-common | US | $4M | 13K | 0.04 |
| VALVOLINE INC (VALVOLINE INC.) | Long | Equity-common | US | $708K | 15K | 0.01 |
| VAREX IMAGING CORP (VAREX IMAGING CORPORATION) | Long | Equity-common | US | $524K | 35K | 0.00 |
| VAXCYTE INC | Long | Equity-common | US | $17K | 211 | 0.00 |
| VEECO INSTRUMENTS INC (VEECO INSTRUMENTS INC.) | Long | Equity-common | US | $2M | 47K | 0.02 |
| VERALTO CORP (VERALTO CORPORATION) | Long | Equity-common | US | $456K | 4K | 0.00 |
| VERINT SYSTEMS INC (VERINT SYSTEMS INC.) | Long | Equity-common | US | $2M | 55K | 0.02 |
| VERITEX HOLDINGS INC (VERITEX HOLDINGS, INC.) | Long | Equity-common | US | $819K | 33K | 0.01 |
| VERIZON COMMUNICATIONS INC (VERIZON COMMUNICATIONS INC.) | Long | Equity-common | US | $131M | 3M | 1.18 |
| VESTIS CORP (VESTIS CORPORATION) | Long | Equity-common | US | $56K | 4K | 0.00 |
| VF CORP (V.F. CORPORATION) | Long | Equity-common | US | $336K | 20K | 0.00 |
| VIATRIS INC (VIATRIS INC.) | Long | Equity-common | US | $10M | 815K | 0.09 |
| VIAVI SOLUTIONS INC (VIAVI SOLUTIONS INC.) | Long | Equity-common | US | $1M | 143K | 0.01 |
| VICOR CORP (VICOR CORPORATION) | Long | Equity-common | US | $69K | 2K | 0.00 |
| VICTORIA S SECRET CO (VICTORIA'S SECRET & CO.) | Long | Equity-common | US | $79K | 4K | 0.00 |
| VICTORY CAPITAL HOLDINGS INC (VICTORY CAPITAL HOLDINGS, INC.) | Long | Equity-common | US | $2M | 42K | 0.02 |
| VILLAGE SUPER MARKET INC (Village Super Market, Inc.) | Long | Equity-common | US | $60K | 2K | 0.00 |
| VIRCO MFG CORP (VIRCO MFG CORPORATION) | Long | Equity-common | US | $222K | 13K | 0.00 |
| VIRTU FINANCIAL INC CLASS A (VIRTU FINANCIAL, INC.) | Long | Equity-common | US | $2M | 62K | 0.02 |
| VIRTUS INVESTMENT PARTNERS INC (VIRTUS INVESTMENT PARTNERS, INC.) | Long | Equity-common | US | $1M | 6K | 0.01 |
| VISHAY INTERTECHNOLOGY INC (VISHAY INTERTECHNOLOGY, INC.) | Long | Equity-common | US | $3M | 132K | 0.03 |
| VISHAY PRECISION GROUP INC (VISHAY PRECISION GROUP, INC.) | Long | Equity-common | US | $470K | 14K | 0.00 |
| VISTA OUTDOOR INC (VISTA OUTDOOR INC.) | Long | Equity-common | US | $1M | 30K | 0.01 |
| VISTEON CORP (VISTEON CORPORATION) | Long | Equity-common | US | $58K | 505 | 0.00 |
| VITAL ENERGY INC (VITAL ENERGY, INC.) | Long | Equity-common | US | $1M | 31K | 0.01 |
| VITESSE ENERGY INC | Long | Equity-common | US | $233K | 9K | 0.00 |
| VOYA FINANCIAL INC (VOYA FINANCIAL, INC.) | Long | Equity-common | US | $4M | 59K | 0.04 |
| VSE CORP (VSE CORPORATION) | Long | Equity-common | US | $966K | 11K | 0.01 |
| VULCAN MATERIALS CO (VULCAN MATERIALS COMPANY) | Long | Equity-common | US | $27M | 99K | 0.25 |
| WABASH NATIONAL CORP (WABASH NATIONAL CORPORATION) | Long | Equity-common | US | $733K | 34K | 0.01 |
| WABTEC CORP (WESTINGHOUSE AIR BRAKE TECHNOLOGIES CORPORATION) | Long | Equity-common | US | $19M | 118K | 0.17 |
| WAFD INC (WaFd, Inc) | Long | Equity-common | US | $3M | 73K | 0.02 |
| WALGREENS BOOTS ALLIANCE INC (WALGREENS BOOTS ALLIANCE, INC.) | Long | Equity-common | US | $2M | 208K | 0.02 |
| WALKER DUNLOP INC (WALKER & DUNLOP, INC.) | Long | Equity-common | US | $3M | 24K | 0.02 |
| WALMART INC (WALMART INC.) | Long | Equity-common | US | $22M | 321K | 0.20 |
| WALT DISNEY CO THE (THE WALT DISNEY COMPANY) | Long | Equity-common | US | $68M | 724K | 0.62 |
| WARNER BROS DISCOVERY INC (WARNER BROS. DISCOVERY, INC.) | Long | Equity-common | US | $5M | 628K | 0.05 |
| WARRIOR MET COAL INC (WARRIOR MET COAL, INC.) | Long | Equity-common | US | $393K | 6K | 0.00 |
| WATERSTONE FINANCIAL INC (WATERSTONE FINANCIAL, INC.) | Long | Equity-common | US | $417K | 28K | 0.00 |
| WATTS WATER TECHNOLOGIES INC (WATTS WATER TECHNOLOGIES, INC.) | Long | Equity-common | US | $4M | 17K | 0.03 |
| WEBSTER FINANCIAL CORP (WEBSTER FINANCIAL CORPORATION) | Long | Equity-common | US | $6M | 123K | 0.06 |
| WEIS MARKETS INC (WEIS MARKETS, INC.) | Long | Equity-common | US | $1M | 18K | 0.01 |
| WELLS FARGO CO (WELLS FARGO & COMPANY) | Long | Equity-common | US | $114M | 2M | 1.03 |
| WERNER ENTERPRISES INC (WERNER ENTERPRISES, INC.) | Long | Equity-common | US | $2M | 58K | 0.02 |
| WESBANCO INC (WESBANCO, INC.) | Long | Equity-common | US | $2M | 49K | 0.01 |
| WESCO INTERNATIONAL INC (WESCO INTERNATIONAL, INC.) | Long | Equity-common | US | $9M | 53K | 0.08 |
| WESTAMERICA BANCORP (WESTAMERICA BANCORPORATION) | Long | Equity-common | US | $1M | 22K | 0.01 |
| WESTERN ALLIANCE BANCORP (WESTERN ALLIANCE BANCORPORATION) | Long | Equity-common | US | $7M | 92K | 0.07 |
| WESTERN DIGITAL CORP (WESTERN DIGITAL CORPORATION) | Long | Equity-common | US | $14M | 209K | 0.13 |
| WESTERN NEW ENGLAND BANCORP INC (WESTERN NEW ENGLAND BANCORP, INC.) | Long | Equity-common | US | $113K | 14K | 0.00 |
| Westlake Corp (WESTLAKE CORPORATION) | Long | Equity-common | US | $7M | 46K | 0.06 |
| WHIRLPOOL CORP (WHIRLPOOL CORPORATION) | Long | Equity-common | US | $2M | 21K | 0.02 |
| WHITE MOUNTAINS INSURANCE GROUP LTD (WHITE MOUNTAINS INSURANCE GROUP, LTD.) | Long | Equity-common | BM | $2M | 1K | 0.02 |
| WILLIAMS COS INC (THE WILLIAMS COMPANIES, INC.) | Long | Equity-common | US | $28M | 649K | 0.25 |
| WILLIS LEASE FINANCE CORP (WILLIS LEASE FINANCE CORPORATION) | Long | Equity-common | US | $579K | 7K | 0.01 |
| WILLIS TOWERS WATSON PLC (Willis Towers Watson Public Limited Company) | Long | Equity-common | IE | $8M | 29K | 0.07 |
| WINNEBAGO INDUSTRIES INC (WINNEBAGO INDUSTRIES, INC.) | Long | Equity-common | US | $2M | 27K | 0.02 |
| WINTRUST FINANCIAL CORP (WINTRUST FINANCIAL CORPORATION) | Long | Equity-common | US | $6M | 54K | 0.05 |
| WISDOMTREE INC (WISDOMTREE, INC.) | Long | Equity-common | US | $8K | 632 | 0.00 |
| WOODWARD INC (WOODWARD, INC.) | Long | Equity-common | US | $6M | 41K | 0.06 |
| WORLD ACCEPTANCE CORP (WORLD ACCEPTANCE CORPORATION) | Long | Equity-common | US | $588K | 5K | 0.01 |
| WORLD KINECT CORP (World Kinect Corporation.) | Long | Equity-common | US | $1M | 50K | 0.01 |
| WORTHINGTON ENTERPRISES INC (WORTHINGTON ENTERPRISES, INC.) | Long | Equity-common | US | $2M | 48K | 0.02 |
| WORTHINGTON STEEL INC (WORTHINGTON STEEL, INC.) | Long | Equity-common | US | $1M | 36K | 0.01 |
| WR BERKLEY CORP (W. R. BERKLEY CORPORATION) | Long | Equity-common | US | $7M | 122K | 0.06 |
| WSFS FINANCIAL CORP (WSFS FINANCIAL CORPORATION) | Long | Equity-common | US | $3M | 52K | 0.03 |
| XEROX HOLDINGS CORP | Long | Equity-common | US | $423K | 39K | 0.00 |
| XYLEM INC (XYLEM INC.) | Long | Equity-common | US | $16M | 117K | 0.14 |
| YELP INC (YELP INC.) | Long | Equity-common | US | $2M | 60K | 0.02 |
| YETI HOLDINGS INC (YETI HOLDINGS, INC.) | Long | Equity-common | US | $610K | 15K | 0.01 |
| ZEBRA TECHNOLOGIES CORP (ZEBRA TECHNOLOGIES CORPORATION) | Long | Equity-common | US | $9M | 26K | 0.08 |
| ZIFF DAVIS INC (ZIFF DAVIS, INC.) | Long | Equity-common | US | $381K | 8K | 0.00 |
| ZILLOW GROUP INC (ZILLOW GROUP, INC.) | Long | Equity-common | US | $5M | 105K | 0.05 |
| ZILLOW GROUP INC (ZILLOW GROUP, INC.) | Long | Equity-common | US | $1M | 31K | 0.01 |
| ZIMMER BIOMET HOLDINGS INC (ZIMMER BIOMET HOLDINGS, INC.) | Long | Equity-common | US | $14M | 127K | 0.13 |
| ZIMVIE INC W I (ZIMVIE INC.) | Long | Equity-common | US | $490K | 23K | 0.00 |
| ZIONS BANCORP (ZIONS BANCORPORATION, NATIONAL ASSOCIATION) | Long | Equity-common | US | $7M | 132K | 0.06 |
| ZOOM VIDEO COMMUNICATIONS INC (ZOOM VIDEO COMMUNICATIONS, INC.) | Long | Equity-common | US | $7M | 120K | 0.07 |
| ZOOMINFO TECHNOLOGIES INC (ZOOMINFO TECHNOLOGIES INC.) | Long | Equity-common | US | $2M | 194K | 0.02 |
| ZUMIEZ INC (ZUMIEZ INC.) | Long | Equity-common | US | $290K | 11K | 0.00 |
| ZURN ELKAY WATER SOLUTIONS CORPORATION | Long | Equity-common | US | $5M | 157K | 0.05 |
Address
Dimensional ETF Trust
6300 Bee Cave Road
Building One
Austin
Texas
78746
United States of America
Websites
Directors
Darrell Duffie
David P. Butler
Douglas W. Diamond
Francis A. Longstaff
Gerard K. O'Reilly
George M. Constantinides
Heather E. Tookes
Ingrid M. Werner
Reena Aggarwal
Abbie J. Smith
Transfer Agents
Citibank, N.A.
Pricing Services
ICE Data Services, Inc.
Refinitiv US Holdings, Inc.
Bloomberg
Custodians
Citibank Europe PLC
Citibank Europe PLC
Citigroup Pty Limited
Citibank Europe PLC
Citibank Europe PLC
Citibank Europe plc, Sweden Branch
Euroclear
Citibank Canada
Citibank Europe Plc Dublin
Citibank Europe PLC
Citibank, N.A., London BranchCitibank, N.A., London Branch
Citibank Europe PLC
Citibank, N.A., Israel Branch
Citibank, N.A., London Branch
Citibank Europe Plc Dublin
Citibank Europe PLC
Citibank, N.A.
Citibank Europe Plc Dublin
Citibank, N.A., Singapore Branch
Citibank, N.A., Hong Kong Branch
Citibank N.A. Tokyo Branch
Citibank Europe PLC
Citibank, N.A., Auckland Branch
Shareholder Servicing Agents
N/A
Admins
Citi Fund Services Ohio, Inc.
Brokers
Citigroup Global Markets Inc.
Virtu Americas LLC
J.P. Morgan Securities LLC
UBS Securities LLC
Goldman Sachs & Co. LLC
SG Americas Securities, LLC
Jefferies LLC
Merrill Lynch, Pierce, Fenner & Smith Incorporated
Loop Capital Markets LLC
Instinet, LLC