BRANDYWINE GLOBAL INVESTMENT MANAGEMENT, LLC
Adviser information for BRANDYWINE GLOBAL INVESTMENT MANAGEMENT, LLC last updated from Form ADV on January 12th, 2024. Select data displayed; additional Form ADV, Form D, Form 13F and other data is available from the Fincoded API.
Advisory Business
| Type of Organization | Limited Liability Company |
|---|---|
| Fiscal Year End | SEPTEMBER |
| Legal Location | Delaware, United States |
Employees
| Total Number of Employees | 121 |
|---|---|
| Investment Advisory/Research | 47 |
| Registered Broker-Dealer Representatives | 34 |
| Registered State Investment Advisers | 15 |
| Licensed Agents of an Insurance Company | 0 |
| No. of Firms/People that Solicit Clients | 1 |
RAUM
| Provides Management of Securities Portfolios | Yes |
|---|
| Type | Accounts | RAUM |
|---|---|---|
| Discretionary | 1,103 | $53.1B |
| Non-Discretionary | 19 | $3.0B |
| Total | 1,122 | $56.0B |
Clients
| Type | Number | RAUM |
|---|---|---|
| Individuals | 860 | $210.2M |
| HNW Individuals | 19 | $232.5M |
| Banking or thrift institutions | 0 | $0 |
| Investment companies | 29 | $13.7B |
| Business development companies | 0 | $0 |
| Pooled investment vehicles | 74 | $11.9B |
| Pension and profit sharing plans | 36 | $8.0B |
| Charitable organizations | 12 | $1.4B |
| State or municipal gov entities | 46 | $3.3B |
| Other investment advisers | 19 | $3.0B |
| Insurance companies | 9 | $1.2B |
| Sovereign wealth funds and foreign official institutions | 11 | $11.5B |
| Corporations or other businesses | 7 | $1.6B |
| Other | 0 | $0 |
| Type | Number |
|---|---|
| No. of Non-RAUM Clients | 0 |
| No. of Non-U.S. Clients | 8 |
Services
| Advisory Services | Portfolio management for individuals and/or small businessesPortfolio management for investment companiesPortfolio management for pooled investment vehiclesPortfolio management for businesses or institutional clientsMODEL-ONLY PORTFOLIOS |
|---|---|
| Compensation | % of AUMPerformance-based feesASSET-BASED FEE FROM MODEL-ONLY RECIPIENTS |
| Other Business Activities | Commodity pool operator or commodity trading advisor |
Wrap Fee Program
| Offers Wrap Fee Program | Yes |
|---|
| Acting As | RAUM |
|---|---|
| Sponsor | 0 |
| Portfolio Manager | 204.7M |
| Both for Same | 0 |
| Portfolio Manager to Program | Sponsor |
|---|---|
| SELECT UMA PROGRAM | MORGAN STANLEY |
| GOLDMAN MANAGER STRATEGIES SEPARATE ACCOUNT PROGRAM (GS&CO) | GOLDMAN SACHS & CO. LLC |
Principal Office
1735 MARKET STREETSUITE 1800
PHILADELPHIA
PA
United States
Monday - Friday, 8:30 A.M. - 5:00 P.M.
Tel: 215-609-3500, Fax: 215-609-3501
Websites
aroundthecurve.com
icx.efrontcloud.com/brandywineglobal/login.aspx
www.brandywineglobal.com
www.twitter.com/brandywinegim
seekingalpha.com/author/brandywine-global-investment-management
www.facebook.com/brandywineglobal
www.linkedin.com/company/brandywine-global-investment-management
www.youtube.com/@brandywineglobal2557
Chief Compliance Officer
CHRISTOPHER D. MARZULLO
GENERAL COUNSEL & CHIEF COMPLIANCE OFFICER
1735 MARKET STREET
SUITE 1800
PHILADELPHIA
PA
United States
Tel:
(215) 609-3500
Fax:
(215) 609-3501
C*************@*******************M
(Full email address available in API data)
Industry Affiliates
| BRANDYWINE GLOBAL INVESTMENT MANAGEMENT (ASIA) PTE. LTD. | Other investment adviser, including financial planners |
| BRANDYWINE GLOBAL INVESTMENT MANAGEMENT (EUROPE) LIMITED | Other investment adviser, including financial planners |
| FIDUCIARY TRUST COMPANY INTERNATIONAL | Trust company |
| FRANKLIN ADVISERS, INC. | Other investment adviser, including financial plannersCommodity pool operator or commodity trading advisor |
| FRANKLIN DISTRIBUTORS, LLC | Broker-dealer, municipal securities dealer, or gov securities broker or dealer |
| FRANKLIN TEMPLETON (JAPAN) CO., LTD. | Other investment adviser, including financial planners |
| FRANKLIN TEMPLETON FUND MANAGEMENT LIMITED | Other investment adviser, including financial planners |
| FRANKLIN TEMPLETON INTERNATIONAL SERVICES S.A R.L. | Broker-dealer, municipal securities dealer, or gov securities broker or dealerOther investment adviser, including financial plannersCommodity pool operator or commodity trading advisor |
| FRANKLIN TEMPLETON INVESTMENTS (ASIA) LIMITED | Broker-dealer, municipal securities dealer, or gov securities broker or dealerOther investment adviser, including financial planners |
| FRANKLIN TEMPLETON INVESTMENTS CORP. | Broker-dealer, municipal securities dealer, or gov securities broker or dealerOther investment adviser, including financial plannersCommodity pool operator or commodity trading advisor |
Private Funds
| Name | Type | Assets $USD | Min Investment $USD | No. Owners |
|---|---|---|---|---|
| BRANDYWINE GLOBAL INVESTMENT MANAGEMENT TRUST - BRANDYWINE EMERGING MARKETS DEBT OPPORTUNITIES FUND | DELAWARE STATUTORY TRUST | $25.3M | $1.0M | 2 |
| BRANDYWINE GLOBAL INVESTMENT MANAGEMENT TRUST - BRANDYWINE GLOBAL MULTI-SECTOR INCOME FUND | DELAWARE STATUTORY TRUST | $400.9M | $1.0M | 10 |
| BRANDYWINE GLOBAL INVESTMENT MANAGEMENT TRUST - BRANDYWINE U.S. FIXED INCOME DURATION BANDED - TWO YEARS FUND | DELAWARE STATUTORY TRUST | $74.0M | $1.0M | 2 |
| BRANDYWINE GLOBAL INVESTMENT MANAGEMENT TRUST - BRANDYWINE U.S. FIXED INCOME ESG FUND | DELAWARE STATUTORY TRUST | $0.0M | $1.0M | 0 |
| BRANDYWINE GLOBAL INVESTMENT MANAGEMENT TRUST - BRANDYWINE U.S. HIGH YIELD BOND FUND | DELAWARE STATUTORY TRUST | $0.0M | $1.0M | 0 |
| BRANDYWINE GLOBAL INVESTMENT MANAGEMENT TRUST - BRANDYWINE U.S. HIGH YIELD OPPORTUNITIES FUND | Hedge Fund | $8.3M | $1.0M | 7 |
| BRANDYWINE GLOBAL INVESTMENT MANAGEMENT TRUST - BRANDYWINE U.S. SHORT DURATION FUND | DELAWARE STATUTORY TRUST | $0.0M | $1.0M | 0 |
| BRANDYWINE GLOBAL INVESTMENT MANAGEMENT TRUST - BRANDYWINE EMERGING MARKETS DEBT FUND | DELAWARE STATUTORY TRUST | $46.2M | $1.0M | 2 |
| BRANDYWINE GLOBAL INVESTMENT MANAGEMENT TRUST - BRANDYWINE GLOBAL FIXED INCOME FUND INVESTMENT - GRADE FUND | DELAWARE STATUTORY TRUST | $316.7M | $1.0M | 14 |
| BRANDYWINE GLOBAL INVESTMENT MANAGEMENT TRUST - BRANDYWINE GLOBAL OPPORTUNISTIC FIXED INCOME FUND | DELAWARE STATUTORY TRUST | $1,747.9M | $5.0M | 87 |
| BRANDYWINE GLOBAL INVESTMENT MANAGEMENT TRUST - BRANDYWINE GLOBAL OPPORTUNISTIC FIXED INCOME SRI FUND | DELAWARE STATUTORY TRUST | $30.7M | $1.0M | 7 |
| BRANDYWINE GLOBAL INVESTMENT MANAGEMENT TRUST - BRANDYWINE GLOBAL SOVEREIGN CREDIT FUND | Hedge Fund | $41.8M | $1.0M | 3 |
| BRANDYWINE GLOBAL INVESTMENT MANAGEMENT TRUST - BRANDYWINE GLOBAL UNCONSTRAINED FIXED INCOME FUND | Hedge Fund | $70.7M | $1.0M | 3 |
| BRANDYWINE GLOBAL INVESTMENT MANAGEMENT TRUST - BRANDYWINE U.S. FIXED INCOME FUND | DELAWARE STATUTORY TRUST | $283.8M | $1.0M | 28 |
| BRANDYWINE INVESTMENT TRUST - CLASSIC LARGE CAP VALUE EQUITY PORTFOLIO | DELAWARE STATUTORY TRUST | $16.9M | $1.0M | 5 |
| BRANDYWINE INVESTMENT TRUST - DIVERSIFIED COMBINED PORTFOLIO | DELAWARE STATUTORY TRUST | $18.4M | $1.0M | 7 |
| BRANDYWINE INVESTMENT TRUST - DYNAMIC ALTERNATIVE EQUITY PORTFOLIO | Hedge Fund | $1.7M | $1.0M | 7 |
| BRANDYWINE INVESTMENT TRUST - GLOBAL FIXED INCOME INVESTMENT - GRADE PORTFOLIO | DELAWARE STATUTORY TRUST | $0.3M | $1.0M | 2 |
| BRANDYWINE INVESTMENT TRUST - GLOBAL MULTI-SECTOR IMPACT PORTFOLIO | DELAWARE STATUTORY TRUST | $11.9M | $1.0M | 15 |
| BRANDYWINE INVESTMENT TRUST - GLOBAL MULTI-SECTOR PRIVATE INVESTOR PORTFOLIO | Hedge Fund | $261.1M | $1.0M | 2 |
| BRANDYWINE INVESTMENT TRUST - GLOBAL OPPORTUNISTIC EQUITY PORTFOLIO | DELAWARE STATUTORY TRUST | $54.5M | $1.0M | 11 |
| BRANDYWINE INVESTMENT TRUST - INTERNATIONAL OPPORTUNISTIC EQUITY PORTFOLIO | DELAWARE STATUTORY TRUST | $33.0M | $1.0M | 9 |
| BRANDYWINE INVESTMENT TRUST - U.S. CONCENTRATED EQUITY PORTFOLIO | DELAWARE STATUTORY TRUST | $2.5M | $1.0M | 4 |
Control Persons
| Name | Type | Entity | Title | Since | Ownership |
|---|---|---|---|---|---|
| LEGG MASON, INC. | Domestic Entity | – | MANAGING MEMBER | 01/1998 | > 75% |
| GLASSMAN, MARK, PAUL | Individual | – | CHIEF ADMINISTRATIVE OFFICER | 01/2007 | < 5% |
| MARZULLO, CHRISTOPHER, DAVID | Individual | – | GENERAL COUNSEL & CHIEF COMPLIANCE OFFICER | 03/2007 | < 5% |
| HOFFMAN, DAVID, FENNO | Individual | – | SENIOR MANAGING DIRECTOR | 10/2007 | < 5% |
| SPECTOR, ADAM, BENJAMIN | Individual | – | ELECTED MANAGER | 01/2015 | < 5% |
| OTTO, HENRY, FRED | Individual | – | SENIOR MANAGING DIRECTOR | 07/1998 | < 5% |
| TONKOVICH, STEVEN, MATHEW | Individual | – | SENIOR MANAGING DIRECTOR | 08/2003 | < 5% |
| KASER, PATRICK, STANLEY | Individual | – | SENIOR MANAGING DIRECTOR | 07/2012 | < 5% |
| PLAFKER, JED, ANDREW | Individual | – | ELECTED MANAGER | 08/2020 | < 5% |
| NICHOLLS, MATTHEW | Individual | – | ELECTED MANAGER | 08/2020 | < 5% |
| FRANKLIN RESOURCES, INC. | Domestic Entity | LEGG MASON, INC. | SOLE SHAREHOLDER OF LEGG MASON, INC. | 07/2020 | > 75% |
| WILCHUSKY, SUSAN, BORESKI | Individual | – | SENIOR MANAGING DIRECTOR | 10/2023 | < 5% |
| LAWRENCE, RICHARD | Individual | – | SENIOR MANAGING DIRECTOR | 10/2023 | < 5% |
| FETTER, THEODORE, W | Individual | – | SENIOR MANAGING DIRECTOR | 10/2023 | < 5% |
| SAREEN, ANUJEET, SINGH | Individual | – | SENIOR MANAGING DIRECTOR | 10/2023 | < 5% |
| MURPHY, TERRENCE, JAMES | Individual | – | ELECTED MANAGER | 01/2024 | < 5% |
No. Employees, Historic
RAUM, Historic
No. Clients, Historic
Holdings
From latest 13F, filed August 14th, 2024 for period ending June 30th, 2024
| Name | Class | Value $USD | # Shares | Private Fund |
|---|---|---|---|---|
| 1 800 FLOWERS COM INC | CL A | 918K | 96K | – |
| ABBVIE INC | COM | 163M | 950K | – |
| ACACIA RESH CORP | ACACIA TCH COM | 1M | 255K | – |
| ACADEMY SPORTS & OUTDOORS IN | COM | 14M | 261K | – |
| ACCO BRANDS CORP | COM | 1M | 312K | – |
| ACTINIUM PHARMACEUTICALS INC | COM | 949K | 128K | – |
| ACUITY BRANDS INC | COM | 4M | 18K | – |
| ACV AUCTIONS INC | COM CL A | 4M | 244K | – |
| ADEIA INC | COM | 4M | 353K | – |
| ADT INC DEL | COM | 4M | 504K | – |
| ADVANCED DRAIN SYS INC DEL | COM | 14M | 88K | – |
| AERCAP HOLDINGS NV | SHS | 135M | 1M | – |
| AERSALE CORPORATION | COM | 1M | 209K | – |
| AFFILIATED MANAGERS GROUP IN | COM | 8M | 50K | – |
| AFLAC INC | COM | 113M | 1M | – |
| AGCO CORP | COM | 4M | 38K | – |
| AIR LEASE CORP | CL A | 21M | 444K | – |
| AIRBNB INC | NOTE3/1 | 4M | – | – |
| ALASKA AIR GROUP INC | COM | 46M | 1M | – |
| ALBERTSONS COS INC | COMMON STOCK | 10M | 510K | – |
| ALIBABA GROUP HLDG LTD | SPONSORED ADS | 16M | 219K | – |
| ALLEGIANT TRAVEL CO | COM | 9M | 171K | – |
| ALLEGION PLC | ORD SHS | 6M | 51K | – |
| ALLISON TRANSMISSION HLDGS I | COM | 2M | 27K | – |
| ALLSTATE CORP | COM | 74M | 465K | – |
| ALLY FINL INC | COM | 6M | 151K | – |
| ALPHA & OMEGA SEMICONDUCTOR | SHS | 2M | 41K | – |
| ALPHA METALLURGICAL RESOUR I | COM | 13M | 47K | – |
| ALPHABET INC | CAP STK CL A | 50M | 273K | – |
| ALTRIA GROUP INC | COM | 46M | 1M | – |
| AMALGAMATED FINANCIAL CORP | COM | 2M | 64K | – |
| AMBAC FINL GROUP INC | COM NEW | 1M | 116K | – |
| AMBEV SA | SPONSORED ADR | 34M | 17M | – |
| AMC NETWORKS INC | CL A | 1M | 105K | – |
| AMCOR PLC | ORD | 8M | 850K | – |
| AMER STATES WTR CO | COM | 530K | 7K | – |
| AMERICAN EXPRESS CO | COM | 90M | 389K | – |
| AMERICAN FINL GROUP INC OHIO | COM | 17M | 139K | – |
| AMERICAN INTL GROUP INC | COM NEW | 34M | 458K | – |
| AMERICAN PUB ED INC | COM | 184K | 10K | – |
| AMERIPRISE FINL INC | COM | 24M | 56K | – |
| AMERIS BANCORP | COM | 9M | 173K | – |
| AMGEN INC | COM | 104M | 334K | – |
| AMKOR TECHNOLOGY INC | COM | 5M | 132K | – |
| AMPHASTAR PHARMACEUTICALS IN | COM | 3M | 74K | – |
| AMPLIFY ENERGY CORP NEW | COM | 156K | 23K | – |
| AMTECH SYS INC | COM PAR $0.01N | 545K | 93K | – |
| ANI PHARMACEUTICALS INC | COM | 7M | 107K | – |
| ANTERO MIDSTREAM CORP | COM | 6M | 400K | – |
| APOLLO GLOBAL MGMT INC | COM | 36M | 307K | – |
| ARAMARK | COM | 9M | 260K | – |
| ARCH CAP GROUP LTD | ORD | 20M | 202K | – |
| ARCH RESOURCES INC | CL A | 10M | 66K | – |
| ARCHER DANIELS MIDLAND CO | COM | 41M | 682K | – |
| ARROW ELECTRS INC | COM | 17M | 138K | – |
| ASBURY AUTOMOTIVE GROUP INC | COM | 17M | 73K | – |
| ASSOCIATED BANC CORP | COM | 13M | 629K | – |
| ASSURANT INC | COM | 5M | 28K | – |
| ASSURED GUARANTY LTD | COM | 12M | 152K | – |
| ASTEC INDS INC | COM | 2M | 53K | – |
| AT&T INC | COM | 192M | 10M | – |
| ATLANTIC UN BANKSHARES CORP | COM | 6M | 193K | – |
| ATLAS ENERGY SOLUTIONS INC | COM NEW | 9M | 438K | – |
| AUTOLIV INC | COM | 20M | 190K | – |
| AUTONATION INC | COM | 22M | 139K | – |
| AUTOZONE INC | COM | 27M | 9K | – |
| AVISTA CORP | COM | 10M | 283K | – |
| AVNET INC | COM | 17M | 327K | – |
| AXIS CAP HLDGS LTD | SHS | 15M | 218K | – |
| AXOS FINANCIAL INC | COM | 9M | 156K | – |
| AXT INC | COM | 100K | 30K | – |
| AZENTA INC | COM | 9M | 166K | – |
| BAIDU INC | SPON ADR REP A | 16M | 182K | – |
| BAKER HUGHES COMPANY | CL A | 15M | 438K | – |
| BANC OF CALIFORNIA INC | COM | 9M | 702K | – |
| BANCO DE CHILE | SPONSORED ADS | 2M | 89K | – |
| BANK AMERICA CORP | COM | 231M | 6M | – |
| BANK NEW YORK MELLON CORP | COM | 27M | 449K | – |
| BANK OZK LITTLE ROCK ARK | COM | 12M | 288K | – |
| BANKUNITED INC | COM | 2M | 59K | – |
| BAR HBR BANKSHARES | COM | 962K | 36K | – |
| BATH & BODY WORKS INC | COM | 5M | 132K | – |
| BAXTER INTL INC | COM | 47M | 1M | – |
| BEAZER HOMES USA INC | COM NEW | 3M | 114K | – |
| BEL FUSE INC | CL B | 2M | 35K | – |
| BENCHMARK ELECTRS INC | COM | 5M | 118K | – |
| BERKLEY W R CORP | COM | 11M | 140K | – |
| BERKSHIRE HATHAWAY INC DEL | CL B NEW | 46M | 113K | – |
| BERRY GLOBAL GROUP INC | COM | 14M | 245K | – |
| BEST BUY INC | COM | 11M | 128K | – |
| BIOTE CORP | CLASS A COM | 352K | 47K | – |
| BJS WHSL CLUB HLDGS INC | COM | 3M | 38K | – |
| BLACK HILLS CORP | COM | 15M | 269K | – |
| BLADE AIR MOBILITY INC | CL A COM | 2M | 514K | – |
| BLOCK H & R INC | COM | 4M | 82K | – |
| BLUE FOUNDRY BANCORP | COM | 2M | 209K | – |
| BLUELINX HLDGS INC | COM NEW | 3M | 29K | – |
| BOISE CASCADE CO DEL | COM | 17M | 142K | – |
| BOSTON BEER INC | CL A | 4M | 12K | – |
| BOYD GAMING CORP | COM | 8M | 142K | – |
| BP PLC | SPONSORED ADR | 84M | 2M | – |
| BREAD FINANCIAL HOLDINGS INC | COM | 6M | 131K | – |
| BRIGHTHOUSE FINL INC | COM | 8M | 175K | – |
| BRIGHTSPRING HEALTH SVCS INC | UNIT 02/01/2027 | 8M | 160K | – |
| BRISTOL-MYERS SQUIBB CO | COM | 51M | 1M | – |
| BRISTOW GROUP INC | COM | 3M | 93K | – |
| BRUNSWICK CORP | COM | 7M | 102K | – |
| BUCKLE INC | COM | 7M | 184K | – |
| BUILD-A-BEAR WORKSHOP INC | COM | 1M | 47K | – |
| BUILDERS FIRSTSOURCE INC | COM | 45M | 324K | – |
| BUNGE GLOBAL SA | COM SHS | 23M | 215K | – |
| BUSINESS FIRST BANCSHARES IN | COM | 1M | 50K | – |
| BYLINE BANCORP INC | COM | 3M | 114K | – |
| CABLE ONE INC | NOTE 1.125% 3/1 | 39M | – | – |
| CACI INTL INC | CL A | 3M | 8K | – |
| CACTUS INC | CL A | 5M | 92K | – |
| CADENCE BANK | COM | 13M | 461K | – |
| CALERES INC | COM | 4M | 127K | – |
| CALIFORNIA WTR SVC GROUP | COM | 577K | 12K | – |
| CAMPBELL SOUP CO | COM | 8M | 176K | – |
| CANADIAN NAT RES LTD | COM | 56M | 2M | – |
| CAPITAL ONE FINL CORP | COM | 26M | 191K | – |
| CARDINAL HEALTH INC | COM | 14M | 143K | – |
| CARLISLE COS INC | COM | 21M | 52K | – |
| CARLYLE GROUP INC | COM | 8M | 193K | – |
| CARMAX INC | COM | 5M | 69K | – |
| CATALYST PHARMACEUTICALS INC | COM | 7M | 436K | – |
| CATERPILLAR INC | COM | 129M | 388K | – |
| CATHAY GEN BANCORP | COM | 7M | 185K | – |
| CELANESE CORP DEL | COM | 8M | 59K | – |
| CENCORA INC | COM | 30M | 132K | – |
| CENTENE CORP DEL | COM | 19M | 288K | – |
| CENTERPOINT ENERGY INC | COM | 7M | 220K | – |
| CENTRAL PAC FINL CORP | COM NEW | 3M | 148K | – |
| CENTURY CMNTYS INC | COM | 9M | 115K | – |
| CF INDS HLDGS INC | COM | 20M | 266K | – |
| CHAMPIONX CORPORATION | COM | 2M | 73K | – |
| CHART INDS INC | COM | 52M | 359K | – |
| CHENIERE ENERGY INC | COM NEW | 21M | 121K | – |
| CHESAPEAKE ENERGY CORP | COM | 3M | 41K | – |
| CHESAPEAKE UTILS CORP | COM | 4M | 41K | – |
| CHEVRON CORP NEW | COM | 244M | 2M | – |
| CHOICE HOTELS INTL INC | COM | 4M | 32K | – |
| CHORD ENERGY CORPORATION | COM NEW | 2M | 10K | – |
| CHUBB LIMITED | COM | 58M | 227K | – |
| CINCINNATI FINL CORP | COM | 10M | 85K | – |
| CISCO SYS INC | COM | 118M | 2M | – |
| CITIGROUP INC | COM NEW | 256M | 4M | – |
| CITIZENS FINL GROUP INC | COM | 9M | 245K | – |
| CITIZENS INC | CL A | 63K | 23K | – |
| CLEARWATER PAPER CORP | COM | 3M | 52K | – |
| CLEVELAND-CLIFFS INC NEW | COM | 4M | 259K | – |
| CNO FINL GROUP INC | COM | 7M | 245K | – |
| CNX RES CORP | COM | 20M | 807K | – |
| COCA COLA CONS INC | COM | 5M | 5K | – |
| COGNIZANT TECHNOLOGY SOLUTIO | CL A | 20M | 293K | – |
| COHERUS BIOSCIENCES INC | COM | 1M | 700K | – |
| COHU INC | COM | 7M | 215K | – |
| COLLEGIUM PHARMACEUTICAL INC | COM | 5M | 165K | – |
| COMCAST CORP NEW | CL A | 180M | 5M | – |
| COMMERCE BANCSHARES INC | COM | 4M | 70K | – |
| COMMERCIAL METALS CO | COM | 1M | 26K | – |
| COMMERCIAL VEH GROUP INC | COM | 2M | 311K | – |
| COMMUNITY TR BANCORP INC | COM | 2M | 46K | – |
| COMSTOCK RES INC | COM | 926K | 89K | – |
| CONAGRA BRANDS INC | COM | 67M | 2M | – |
| CONNECTONE BANCORP INC | COM | 9M | 461K | – |
| CONOCOPHILLIPS | COM | 206M | 2M | – |
| CONSOL ENERGY INC NEW | COM | 11M | 106K | – |
| CONSOLIDATED EDISON INC | COM | 18M | 205K | – |
| COPA HOLDINGS SA | CL A | 4M | 46K | – |
| CORE MOLDING TECHNOLOGIES IN | COM | 2M | 119K | – |
| COREBRIDGE FINL INC | COM | 5M | 162K | – |
| CORECIVIC INC | COM | 5M | 370K | – |
| CORNING INC | COM | 17M | 446K | – |
| CORPAY INC | COM SHS | 10M | 38K | – |
| COTERRA ENERGY INC | COM | 26M | 988K | – |
| COVENANT LOGISTICS GROUP INC | CL A | 2M | 31K | – |
| CROCS INC | COM | 4M | 27K | – |
| CROSSFIRST BANKSHARES INC | COM | 2M | 123K | – |
| CROWN HLDGS INC | COM | 46M | 621K | – |
| CSX CORP | COM | 130M | 4M | – |
| CULLEN FROST BANKERS INC | COM | 3M | 28K | – |
| CUMMINS INC | COM | 22M | 81K | – |
| CUSTOMERS BANCORP INC | COM | 4M | 82K | – |
| CVS HEALTH CORP | COM | 115M | 2M | – |
| D R HORTON INC | COM | 33M | 236K | – |
| DAKTRONICS INC | COM | 2M | 151K | – |
| DARDEN RESTAURANTS INC | COM | 11M | 70K | – |
| DAVITA INC | COM | 7M | 52K | – |
| DEERE & CO | COM | 121M | 324K | – |
| DELTA AIR LINES INC DEL | COM NEW | 111M | 2M | – |
| DELUXE CORP | COM | 3M | 144K | – |
| DENTSPLY SIRONA INC | COM | 50M | 2M | – |
| DESIGNER BRANDS INC | CL A | 4M | 518K | – |
| DEVON ENERGY CORP NEW | COM | 52M | 1M | – |
| DIAMONDBACK ENERGY INC | COM | 4M | 20K | – |
| DICKS SPORTING GOODS INC | COM | 4M | 19K | – |
| DILLARDS INC | CL A | 10M | 22K | – |
| DISCOVER FINL SVCS | COM | 20M | 149K | – |
| DISH NETWORK CORPORATION | NOTE 3.375% 8/1 | 46M | – | – |
| DISNEY WALT CO | COM | 94M | 947K | – |
| DMC GLOBAL INC | COM | 1M | 100K | – |
| DOLLAR GEN CORP NEW | COM | 17M | 129K | – |
| DOLLAR TREE INC | COM | 14M | 126K | – |
| DOMINION ENERGY INC | COM | 24M | 498K | – |
| DONEGAL GROUP INC | CL A | 902K | 70K | – |
| DOUGLAS DYNAMICS INC | COM | 2M | 93K | – |
| DOVER CORP | COM | 12M | 69K | – |
| DOW INC | COM | 22M | 417K | – |
| DREAM FINDERS HOMES INC | COM CL A | 3M | 125K | – |
| DRIL-QUIP INC | COM | 2M | 107K | – |
| DT MIDSTREAM INC | COMMON STOCK | 2M | 24K | – |
| DUCOMMUN INC DEL | COM | 2M | 38K | – |
| DUKE ENERGY CORP NEW | COM NEW | 46M | 455K | – |
| DXP ENTERPRISES INC | COM NEW | 2M | 51K | – |
| EAGLE MATLS INC | COM | 4M | 20K | – |
| EAST WEST BANCORP INC | COM | 5M | 75K | – |
| EASTERN BANKSHARES INC | COM | 2M | 137K | – |
| EASTMAN CHEM CO | COM | 25M | 254K | – |
| EASTMAN KODAK CO | COM NEW | 2M | 289K | – |
| EBAY INC. | COM | 16M | 296K | – |
| EDISON INTL | COM | 84M | 1M | – |
| ELEVANCE HEALTH INC | COM | 86M | 159K | – |
| EMPLOYERS HLDGS INC | COM | 3M | 69K | – |
| ENACT HLDGS INC | COM | 592K | 19K | – |
| ENCORE CAP GROUP INC | COM | 7M | 161K | – |
| ENOVA INTL INC | COM | 5M | 80K | – |
| ENSTAR GROUP LIMITED | SHS | 12M | 38K | – |
| ENTERPRISE FINL SVCS CORP | COM | 3M | 83K | – |
| EOG RES INC | COM | 55M | 435K | – |
| EPSILON ENERGY LTD | COM | 72K | 13K | – |
| EQUITABLE HLDGS INC | COM | 14M | 343K | – |
| EQUITY COMWLTH | COM SH BEN INT | 3M | 161K | – |
| ETHAN ALLEN INTERIORS INC | COM | 2M | 81K | – |
| EVERCORE INC | CLASS A | 8M | 38K | – |
| EVERGY INC | COM | 7M | 136K | – |
| EXCELERATE ENERGY INC | CL A COM | 2M | 91K | – |
| EXELIXIS INC | COM | 33M | 1M | – |
| EXELON CORP | COM | 48M | 1M | – |
| EXPEDIA GROUP INC | COM NEW | 14M | 108K | – |
| EXPEDITORS INTL WASH INC | COM | 25M | 204K | – |
| EXXON MOBIL CORP | COM | 10M | 88K | – |
| EZCORP INC | CL A NON VTG | 3M | 310K | – |
| F N B CORP | COM | 12M | 898K | – |
| F5 INC | COM | 6M | 34K | – |
| FARMERS NATIONAL BANC CORP | COM | 1M | 96K | – |
| FB FINL CORP | COM | 5M | 117K | – |
| FEDEX CORP | COM | 133M | 444K | – |
| FIDELITY NATIONAL FINANCIAL | FNF GROUP COM | 7M | 148K | – |
| FIFTH THIRD BANCORP | COM | 11M | 300K | – |
| FIRST ADVANTAGE CORP NEW | COM | 7M | 463K | – |
| FIRST BANCORP P R | COM NEW | 4M | 217K | – |
| FIRST BANCSHARES INC MS | COM | 2M | 77K | – |
| FIRST BUSEY CORP | COM NEW | 3M | 141K | – |
| FIRST COMWLTH FINL CORP PA | COM | 4M | 267K | – |
| FIRST CTZNS BANCSHARES INC N | CL A | 12M | 7K | – |
| FIRST FINANCIAL NORTHWEST IN | COM | 1M | 69K | – |
| FIRST FINL BANCORP OH | COM | 5M | 238K | – |
| FIRST HAWAIIAN INC | COM | 3M | 126K | – |
| FIRST INTERNET BANCORP | COM | 2M | 78K | – |
| FIRST MERCHANTS CORP | COM | 2M | 47K | – |
| FIRST NORTHWEST BANCORP | COM | 854K | 88K | – |
| FIRSTENERGY CORP | COM | 62M | 2M | – |
| FISERV INC | COM | 40M | 269K | – |
| FLOWERS FOODS INC | COM | 207K | 9K | – |
| FMC CORP | COM NEW | 100M | 2M | – |
| FONAR CORP | COM NEW | 1M | 66K | – |
| FOOT LOCKER INC | COM | 8M | 337K | – |
| FORD MTR CO DEL | COM | 32M | 3M | – |
| FORTUNE BRANDS INNOVATIONS I | COM | 5M | 74K | – |
| FOX CORP | CL A COM | 14M | 393K | – |
| FREEPORT-MCMORAN INC | CL B | 26M | 531K | – |
| FRESH DEL MONTE PRODUCE INC | ORD | 3M | 150K | – |
| FULTON FINL CORP PA | COM | 7M | 411K | – |
| G III APPAREL GROUP LTD | COM | 4M | 162K | – |
| GEN DIGITAL INC | COM | 9M | 369K | – |
| GENCO SHIPPING & TRADING LTD | SHS | 3M | 155K | – |
| GENERAL MLS INC | COM | 21M | 333K | – |
| GENERAL MTRS CO | COM | 198M | 4M | – |
| GENIE ENERGY LTD | CL B | 1M | 86K | – |
| GENIUS SPORTS LIMITED | SHARES CL A | 3M | 492K | – |
| GENTEX CORP | COM | 5M | 136K | – |
| GENUINE PARTS CO | COM | 6M | 47K | – |
| GENWORTH FINL INC | COM SHS | 7M | 1M | – |
| GEO GROUP INC NEW | COM | 6M | 400K | – |
| GLOBAL PMTS INC | COM | 103M | 1M | – |
| GLOBUS MED INC | CL A | 3M | 40K | – |
| GMS INC | COM | 9M | 106K | – |
| GOLDMAN SACHS GROUP INC | COM | 80M | 178K | – |
| GOODYEAR TIRE & RUBR CO | COM | 11M | 950K | – |
| GRAHAM HLDGS CO | COM CL B | 8M | 11K | – |
| GRAPHIC PACKAGING HLDG CO | COM | 5M | 184K | – |
| GREAT SOUTHN BANCORP INC | COM | 2M | 30K | – |
| GREEN BRICK PARTNERS INC | COM | 9M | 162K | – |
| GREENBRIER COS INC | COM | 5M | 99K | – |
| GREIF INC | CL A | 5M | 81K | – |
| GROUP 1 AUTOMOTIVE INC | COM | 16M | 53K | – |
| GSK PLC | SPONSORED ADR | 62M | 2M | – |
| GUESS INC | COM | 4M | 193K | – |
| H & E EQUIPMENT SERVICES INC | COM | 6M | 132K | – |
| HANCOCK WHITNEY CORPORATION | COM | 5M | 101K | – |
| HARBORONE BANCORP INC NEW | COM NEW | 3M | 264K | – |
| HARLEY DAVIDSON INC | COM | 17M | 521K | – |
| HARTFORD FINL SVCS GROUP INC | COM | 22M | 215K | – |
| HAVERTY FURNITURE COS INC | COM | 1M | 49K | – |
| HAYWARD HLDGS INC | COM | 5M | 435K | – |
| HCA HEALTHCARE INC | COM | 69M | 216K | – |
| HEIDRICK & STRUGGLES INTL IN | COM | 2M | 64K | – |
| HELIX ENERGY SOLUTIONS GRP I | COM | 7M | 551K | – |
| HENRY SCHEIN INC | COM | 4M | 68K | – |
| HERITAGE INSURANCE HLDGS INC | COM | 72K | 10K | – |
| HEWLETT PACKARD ENTERPRISE C | COM | 18M | 845K | – |
| HF SINCLAIR CORP | COM | 4M | 79K | – |
| HILLTOP HOLDINGS INC | COM | 6M | 184K | – |
| HOMETRUST BANCSHARES INC | COM | 1M | 45K | – |
| HONEYWELL INTL INC | COM | 73M | 342K | – |
| HOPE BANCORP INC | COM | 6M | 570K | – |
| HORIZON BANCORP INC | COM | 2M | 175K | – |
| HOWARD HUGHES HOLDINGS INC | COM | 41M | 635K | – |
| HP INC | COM | 29M | 838K | – |
| HUNTINGTON BANCSHARES INC | COM | 10M | 794K | – |
| HUNTINGTON INGALLS INDS INC | COM | 6M | 23K | – |
| HYSTER-YALE INC | CL A | 4M | 51K | – |
| IAC INC | COM NEW | 12M | 254K | – |
| IBEX LTD | SHS NEW | 183K | 11K | – |
| ICHOR HOLDINGS | SHS | 9M | 236K | – |
| IMMERSION CORP | COM | 141K | 15K | – |
| INDEPENDENT BK CORP MASS | COM | 2M | 32K | – |
| INDEPENDENT BK CORP MICH | COM NEW | 768K | 28K | – |
| INGLES MKTS INC | CL A | 3M | 48K | – |
| INGREDION INC | COM | 16M | 139K | – |
| INTERNATIONAL BANCSHARES COR | COM | 9M | 162K | – |
| INTERNATIONAL BUSINESS MACHS | COM | 144M | 833K | – |
| INTERNATIONAL PAPER CO | COM | 7M | 173K | – |
| INTERNATIONAL SEAWAYS INC | COM | 10M | 177K | – |
| INTERPUBLIC GROUP COS INC | COM | 23M | 778K | – |
| INTREPID POTASH INC | COM | 208K | 9K | – |
| INVESCO LTD | SHS | 3M | 199K | – |
| ISHARES INC | MSCI STH KOR ETF | 1M | 21K | – |
| ISHARES TR | RUS MDCP VAL ETF | 91K | 756 | – |
| ISHARES TR | RUS 1000 VAL ETF | 37M | 213K | – |
| ISHARES TR | RUS 1000 ETF | 666K | 2K | – |
| ISHARES TR | RUS 2000 VAL ETF | 314K | 2K | – |
| ITAU UNIBANCO HLDG S A | SPON ADR REP PFD | 2M | 378K | – |
| J & J SNACK FOODS CORP | COM | 293K | 2K | – |
| J JILL INC | COM | 223K | 6K | – |
| JABIL INC | COM | 27M | 246K | – |
| JACKSON FINANCIAL INC | COM CL A | 17M | 233K | – |
| JANUS HENDERSON GROUP PLC | ORD SHS | 14M | 416K | – |
| JAZZ PHARMACEUTICALS PLC | SHS USD | 41M | 384K | – |
| JEFFERIES FINL GROUP INC | COM | 6M | 112K | – |
| JELD-WEN HLDG INC | COM | 8M | 571K | – |
| JETBLUE AWYS CORP | COM | 7M | 1M | – |
| JOHNSON & JOHNSON | COM | 232M | 2M | – |
| JOHNSON CTLS INTL PLC | SHS | 22M | 338K | – |
| JOHNSON OUTDOORS INC | CL A | 756K | 22K | – |
| JONES LANG LASALLE INC | COM | 3M | 14K | – |
| JPMORGAN CHASE & CO. | COM | 404M | 2M | – |
| KB HOME | COM | 25M | 349K | – |
| KELLANOVA | COM | 12M | 201K | – |
| KELLY SVCS INC | CL A | 2M | 111K | – |
| KEMPER CORP | COM | 10M | 163K | – |
| KENVUE INC | COM | 28M | 2M | – |
| KEYCORP | COM | 4M | 298K | – |
| KIMBALL ELECTRONICS INC | COM | 2M | 79K | – |
| KIMBERLY-CLARK CORP | COM | 25M | 181K | – |
| KINDER MORGAN INC DEL | COM | 26M | 1M | – |
| KNOWLES CORP | COM | 9M | 494K | – |
| KOHLS CORP | COM | 9M | 402K | – |
| KOPPERS HOLDINGS INC | COM | 2M | 53K | – |
| KRAFT HEINZ CO | COM | 31M | 975K | – |
| KROGER CO | COM | 152M | 3M | – |
| L3HARRIS TECHNOLOGIES INC | COM | 25M | 112K | – |
| LABCORP HOLDINGS INC | COM SHS | 12M | 61K | – |
| LANDSEA HOMES CORP | COM | 458K | 50K | – |
| LEAR CORP | COM NEW | 5M | 45K | – |
| LEGACY HOUSING CORP | COM | 1M | 54K | – |
| LEIDOS HOLDINGS INC | COM | 10M | 71K | – |
| LENNAR CORP | CL A | 27M | 177K | – |
| LESLIES INC | COM | 2M | 478K | – |
| LEVI STRAUSS & CO NEW | CL A COM STK | 446K | 23K | – |
| LIBERTY ENERGY INC | COM CL A | 13M | 602K | – |
| LINCOLN NATL CORP IND | COM | 2M | 69K | – |
| LITHIA MTRS INC | COM | 33M | 131K | – |
| LOANDEPOT INC | COM CL A | 5M | 3M | – |
| LOCKHEED MARTIN CORP | COM | 161M | 346K | – |
| LOEWS CORP | COM | 10M | 136K | – |
| LOWES COS INC | COM | 105M | 474K | – |
| LPL FINL HLDGS INC | COM | 36M | 129K | – |
| LUMENTUM HLDGS INC | NOTE 0.500% 6/1 | 2M | – | – |
| LYONDELLBASELL INDUSTRIES N | SHS - A - | 58M | 602K | – |
| M & T BK CORP | COM | 11M | 74K | – |
| M/I HOMES INC | COM | 12M | 102K | – |
| MAGNA INTL INC | COM | 60M | 1M | – |
| MAGNOLIA OIL & GAS CORP | CL A | 13M | 524K | – |
| MAIDEN HOLDINGS LTD | SHS | 94K | 46K | – |
| MANITOWOC CO INC | COM NEW | 6M | 526K | – |
| MARATHON OIL CORP | COM | 24M | 852K | – |
| MARATHON PETE CORP | COM | 103M | 595K | – |
| MARINEMAX INC | COM | 3M | 81K | – |
| MARKEL GROUP INC | COM | 9M | 6K | – |
| MASCO CORP | COM | 11M | 168K | – |
| MASTERCRAFT BOAT HLDGS INC | COM | 763K | 40K | – |
| MCKESSON CORP | COM | 61M | 105K | – |
| MDU RES GROUP INC | COM | 3M | 139K | – |
| MEDTRONIC PLC | SHS | 112M | 1M | – |
| MERCANTILE BK CORP | COM | 2M | 42K | – |
| MERCHANTS BANCORP IND | COM | 3M | 68K | – |
| MERCK & CO INC | COM | 10M | 83K | – |
| MERCURY SYS INC | COM | 5M | 188K | – |
| METALLUS INC | COM | 2M | 102K | – |
| METHODE ELECTRS INC | COM | 7M | 663K | – |
| METLIFE INC | COM | 32M | 454K | – |
| MGIC INVT CORP WIS | COM | 23M | 1M | – |
| MGM RESORTS INTERNATIONAL | COM | 29M | 661K | – |
| MICROCHIP TECHNOLOGY INC. | COM | 22M | 237K | – |
| MICRON TECHNOLOGY INC | COM | 37M | 280K | – |
| MIDDLEBY CORP | COM | 3M | 27K | – |
| MIDLAND STATES BANCORP INC | COM | 1M | 54K | – |
| MILLER INDS INC TENN | COM NEW | 2M | 41K | – |
| MOHAWK INDS INC | COM | 4M | 37K | – |
| MOLINA HEALTHCARE INC | COM | 6M | 19K | – |
| MORGAN STANLEY | COM NEW | 87M | 894K | – |
| MOVADO GROUP INC | COM | 1M | 52K | – |
| MRC GLOBAL INC | COM | 3M | 267K | – |
| MSC INDL DIRECT INC | CL A | 5M | 62K | – |
| MURPHY OIL CORP | COM | 3M | 83K | – |
| MURPHY USA INC | COM | 8M | 16K | – |
| NAVIENT CORPORATION | COM | 5M | 345K | – |
| NAVITAS SEMICONDUCTOR CORP | COM | 1M | 368K | – |
| NELNET INC | CL A | 5M | 48K | – |
| NERDWALLET INC | COM CL A | 11M | 723K | – |
| NETAPP INC | COM | 25M | 193K | – |
| NETGEAR INC | COM | 2M | 105K | – |
| NEW MTN FIN CORP | COM | 6M | 519K | – |
| NEW YORK MTG TR INC | COM | 6M | 1M | – |
| NEWMARKET CORP | COM | 1M | 2K | – |
| NEXSTAR MEDIA GROUP INC | COMMON STOCK | 10M | 60K | – |
| NICOLET BANKSHARES INC | COM | 2M | 20K | – |
| NMI HLDGS INC | COM | 7M | 214K | – |
| NORDSTROM INC | COM | 10M | 477K | – |
| NORFOLK SOUTHN CORP | COM | 46M | 214K | – |
| NORTHEAST BK LEWISTON ME | COM | 233K | 4K | – |
| NORTHERN OIL & GAS INC | COM | 13M | 337K | – |
| NORTHERN TR CORP | COM | 9M | 110K | – |
| NORTHWEST BANCSHARES INC MD | COM | 3M | 263K | – |
| NORTHWEST NAT HLDG CO | COM | 6M | 167K | – |
| NORTHWEST PIPE CO | COM | 225K | 7K | – |
| NORTHWESTERN ENERGY GROUP IN | COM NEW | 12M | 244K | – |
| NOV INC | COM | 2M | 130K | – |
| NRG ENERGY INC | COM NEW | 66M | 845K | – |
| NUCOR CORP | COM | 44M | 280K | – |
| NVR INC | COM | 14M | 2K | – |
| OCCIDENTAL PETE CORP | COM | 38M | 607K | – |
| OCEANFIRST FINL CORP | COM | 909K | 57K | – |
| ODDITY TECH LTD | SHS CL A | 3M | 69K | – |
| OFG BANCORP | COM | 5M | 123K | – |
| OGE ENERGY CORP | COM | 4M | 119K | – |
| OLD REP INTL CORP | COM | 17M | 555K | – |
| OLD SECOND BANCORP INC ILL | COM | 2M | 114K | – |
| OLIN CORP | COM PAR $1 | 13M | 267K | – |
| OLYMPIC STEEL INC | COM | 2M | 37K | – |
| OMNICOM GROUP INC | COM | 12M | 139K | – |
| ON SEMICONDUCTOR CORP | COM | 60M | 879K | – |
| ON24 INC | COM | 1M | 191K | – |
| ONEMAIN HLDGS INC | COM | 9M | 190K | – |
| ONEWATER MARINE INC | CL A COM | 2M | 72K | – |
| OPPENHEIMER HLDGS INC | CL A NON VTG | 1M | 28K | – |
| ORGANON & CO | COMMON STOCK | 31M | 2M | – |
| ORIGIN BANCORP INC | COM | 1M | 33K | – |
| OSHKOSH CORP | COM | 4M | 39K | – |
| OUTBRAIN INC | COM | 119K | 24K | – |
| OVINTIV INC | COM | 3M | 66K | – |
| OWENS CORNING NEW | COM | 31M | 177K | – |
| OXFORD INDS INC | COM | 5M | 51K | – |
| PACCAR INC | COM | 32M | 309K | – |
| PACIFIC PREMIER BANCORP | COM | 2M | 75K | – |
| PACIRA BIOSCIENCES INC | COM | 5M | 178K | – |
| PACKAGING CORP AMER | COM | 20M | 110K | – |
| PANGAEA LOGISTICS SOLUTION L | SHS | 244K | 31K | – |
| PARKE BANCORP INC | COM | 1M | 58K | – |
| PARK-OHIO HLDGS CORP | COM | 226K | 9K | – |
| PATHWARD FINANCIAL INC | COM | 4M | 65K | – |
| PATRICK INDS INC | COM | 6M | 57K | – |
| PAYPAL HLDGS INC | COM | 33M | 562K | – |
| PBF ENERGY INC | CL A | 1M | 30K | – |
| PEABODY ENERGY CORP | COM | 9M | 421K | – |
| PENNYMAC FINL SVCS INC NEW | COM | 12M | 130K | – |
| PENSKE AUTOMOTIVE GRP INC | COM | 23M | 152K | – |
| PENTAIR PLC | SHS | 7M | 86K | – |
| PEOPLES BANCORP INC | COM | 3M | 92K | – |
| PERDOCEO ED CORP | COM | 5M | 237K | – |
| PETIQ INC | COM CL A | 10M | 448K | – |
| PFIZER INC | COM | 34M | 1M | – |
| PHIBRO ANIMAL HEALTH CORP | CL A COM | 3M | 173K | – |
| PHILIP MORRIS INTL INC | COM | 93M | 916K | – |
| PHILLIPS 66 | COM | 44M | 314K | – |
| PINNACLE WEST CAP CORP | COM | 5M | 62K | – |
| PIONEER BANCORP INC MD | COM | 1M | 102K | – |
| PLANET LABS PBC | COM CL A | 2M | 817K | – |
| PNC FINL SVCS GROUP INC | COM | 33M | 214K | – |
| POLARIS INC | COM | 6M | 73K | – |
| PONCE FINANCIAL GROUP INC | COMMON STOCK | 104K | 11K | – |
| PORTLAND GEN ELEC CO | COM NEW | 964K | 22K | – |
| PPG INDS INC | COM | 8M | 65K | – |
| PPL CORP | COM | 12M | 437K | – |
| PREFERRED BK LOS ANGELES CA | COM NEW | 3M | 39K | – |
| PRICE T ROWE GROUP INC | COM | 14M | 120K | – |
| PRIMERICA INC | COM | 9M | 37K | – |
| PRINCIPAL FINANCIAL GROUP IN | COM | 11M | 138K | – |
| PROCTER AND GAMBLE CO | COM | 22M | 131K | – |
| PROPETRO HLDG CORP | COM | 3M | 357K | – |
| PROTO LABS INC | COM | 2M | 68K | – |
| PROVIDENT FINL SVCS INC | COM | 3M | 178K | – |
| PRUDENTIAL FINL INC | COM | 38M | 328K | – |
| PUBLIC SVC ENTERPRISE GRP IN | COM | 25M | 335K | – |
| PULTE GROUP INC | COM | 30M | 270K | – |
| PUMA BIOTECHNOLOGY INC | COM | 105K | 32K | – |
| PVH CORPORATION | COM | 2M | 18K | – |
| QCR HOLDINGS INC | COM | 3M | 43K | – |
| QUAD / GRAPHICS INC | COM CL A | 99K | 18K | – |
| QUEST DIAGNOSTICS INC | COM | 12M | 89K | – |
| RADIAN GROUP INC | COM | 13M | 411K | – |
| RALPH LAUREN CORP | CL A | 6M | 33K | – |
| RANGE RES CORP | COM | 4M | 121K | – |
| RANGER ENERGY SVCS INC | COM CL A | 143K | 14K | – |
| RAYMOND JAMES FINL INC | COM | 14M | 111K | – |
| RAYONIER ADVANCED MATLS INC | COM | 1M | 233K | – |
| REGAL REXNORD CORPORATION | COM | 3M | 21K | – |
| REGIONS FINANCIAL CORP NEW | COM | 10M | 494K | – |
| REINSURANCE GRP OF AMERICA I | COM NEW | 7M | 34K | – |
| RELIANCE INC | COM | 31M | 110K | – |
| RENASANT CORP | COM | 696K | 23K | – |
| REPUBLIC BANCORP INC KY | CL A | 289K | 5K | – |
| RING ENERGY INC | COM | 3M | 2M | – |
| ROBERT HALF INC. | COM | 9M | 136K | – |
| ROBINHOOD MKTS INC | COM CL A | 5M | 215K | – |
| ROGERS CORP | COM | 4M | 34K | – |
| ROYALTY PHARMA PLC | SHS CLASS A | 43M | 2M | – |
| RPC INC | COM | 6M | 991K | – |
| RTX CORPORATION | COM | 78M | 772K | – |
| RUSH ENTERPRISES INC | CL A | 4M | 85K | – |
| RYDER SYS INC | COM | 19M | 151K | – |
| S & T BANCORP INC | COM | 3M | 96K | – |
| SALLY BEAUTY HLDGS INC | COM | 8M | 724K | – |
| SANDRIDGE ENERGY INC | COM NEW | 2M | 167K | – |
| SANOFI | SPONSORED ADR | 32M | 665K | – |
| SCANSOURCE INC | COM | 4M | 83K | – |
| SCHOLASTIC CORP | COM | 3M | 90K | – |
| SCHWAB CHARLES CORP | COM | 25M | 335K | – |
| SCIENCE APPLICATIONS INTL CO | COM | 9M | 76K | – |
| SEACOAST BKG CORP FLA | COM NEW | 2M | 66K | – |
| SEACOR MARINE HLDGS INC | COM | 227K | 17K | – |
| SEALED AIR CORP NEW | COM | 6M | 170K | – |
| SEI INVTS CO | COM | 5M | 71K | – |
| SELECT WATER SOLUTIONS INC | CL A COM | 4M | 330K | – |
| SEMPRA | COM | 25M | 331K | – |
| SENECA FOODS CORP NEW | CL A | 1M | 19K | – |
| SERVICE CORP INTL | COM | 26M | 366K | – |
| SEZZLE INC | COM | 6M | 68K | – |
| SHELL PLC | SPON ADS | 74M | 1M | – |
| SIGNET JEWELERS LIMITED | SHS | 19M | 212K | – |
| SIMMONS 1ST NATL CORP | CL A $1 PAR | 4M | 210K | – |
| SIRIUSPOINT LTD | COM | 5M | 429K | – |
| SKECHERS U S A INC | CL A | 5M | 71K | – |
| SKYWEST INC | COM | 7M | 80K | – |
| SKYWORKS SOLUTIONS INC | COM | 9M | 85K | – |
| SLM CORP | COM | 19M | 896K | – |
| SM ENERGY CO | COM | 1M | 29K | – |
| SMARTFINANCIAL INC | COM NEW | 695K | 29K | – |
| SMITH A O CORP | COM | 3M | 31K | – |
| SNAP ON INC | COM | 8M | 31K | – |
| SOLAREDGE TECHNOLOGIES INC | COM | 501K | 20K | – |
| SONIC AUTOMOTIVE INC | CL A | 4M | 79K | – |
| SOUTHERN CO | COM | 68M | 872K | – |
| SOUTHERN MO BANCORP INC | COM | 1M | 29K | – |
| SPARTANNASH CO | COM | 2M | 113K | – |
| SPIRE INC | COM | 17M | 285K | – |
| STANDARD MTR PRODS INC | COM | 1M | 43K | – |
| STATE STR CORP | COM | 14M | 184K | – |
| STEEL DYNAMICS INC | COM | 47M | 364K | – |
| STIFEL FINL CORP | COM | 5M | 56K | – |
| STONERIDGE INC | COM | 2M | 148K | – |
| STONEX GROUP INC | COM | 6M | 81K | – |
| STURM RUGER & CO INC | COM | 3M | 61K | – |
| SUN CTRY AIRLS HLDGS INC | COM | 2M | 165K | – |
| SUNCOKE ENERGY INC | COM | 2M | 213K | – |
| SUNSTONE HOTEL INVS INC NEW | COM | 7M | 681K | – |
| SYLVAMO CORP | COMMON STOCK | 9M | 135K | – |
| SYNCHRONY FINANCIAL | COM | 11M | 235K | – |
| SYSCO CORP | COM | 21M | 294K | – |
| TAIWAN SEMICONDUCTOR MFG LTD | SPONSORED ADS | 10M | 56K | – |
| TAPESTRY INC | COM | 6M | 137K | – |
| TARGA RES CORP | COM | 6M | 43K | – |
| TARGET CORP | COM | 84M | 567K | – |
| TD SYNNEX CORPORATION | COM | 6M | 52K | – |
| TEGNA INC | COM | 9M | 611K | – |
| TEJON RANCH CO | COM | 1M | 86K | – |
| TELEFLEX INCORPORATED | COM | 6M | 28K | – |
| TENET HEALTHCARE CORP | COM NEW | 7M | 53K | – |
| TERADYNE INC | COM | 48M | 326K | – |
| TEREX CORP NEW | COM | 12M | 225K | – |
| TERRITORIAL BANCORP INC | COM | 1M | 128K | – |
| TEXAS CAP BANCSHARES INC | COM | 9M | 147K | – |
| TEXTRON INC | COM | 14M | 168K | – |
| TFS FINL CORP | COM | 6M | 495K | – |
| THE AARONS COMPANY INC | COM | 4M | 400K | – |
| THE CIGNA GROUP | COM | 58M | 174K | – |
| THE ODP CORP | COM | 5M | 119K | – |
| TIMKEN CO | COM | 2M | 30K | – |
| T-MOBILE US INC | COM | 186M | 1M | – |
| TOLL BROTHERS INC | COM | 4M | 32K | – |
| TRAVEL PLUS LEISURE CO | COM | 12M | 258K | – |
| TRAVELERS COMPANIES INC | COM | 47M | 230K | – |
| TREDEGAR CORP | COM | 101K | 21K | – |
| TRI POINTE HOMES INC | COM | 16M | 439K | – |
| TRINET GROUP INC | COM | 6M | 62K | – |
| TRUSTCO BK CORP N Y | COM NEW | 4M | 156K | – |
| TRUSTMARK CORP | COM | 746K | 25K | – |
| TTM TECHNOLOGIES INC | COM | 6M | 334K | – |
| TUTOR PERINI CORP | COM | 4M | 165K | – |
| TWILIO INC | CL A | 5M | 93K | – |
| TWO HBRS INVT CORP | COM | 7M | 495K | – |
| TYSON FOODS INC | CL A | 74M | 1M | – |
| U HAUL HOLDING COMPANY | COM | 600K | 10K | – |
| U HAUL HOLDING COMPANY | COM SER N | 7M | 116K | – |
| UFP INDUSTRIES INC | COM | 4M | 34K | – |
| ULTA BEAUTY INC | COM | 11M | 28K | – |
| UNITED AIRLS HLDGS INC | COM | 9M | 194K | – |
| UNITED BANKSHARES INC WEST V | COM | 3M | 106K | – |
| UNITED CMNTY BKS BLAIRSVLE G | COM | 1M | 48K | – |
| UNITED RENTALS INC | COM | 25M | 39K | – |
| UNITED STATES STL CORP NEW | COM | 5M | 122K | – |
| UNITED THERAPEUTICS CORP DEL | COM | 8M | 26K | – |
| UNITIL CORP | COM | 2M | 34K | – |
| UNIVERSAL CORP VA | COM | 4M | 89K | – |
| UNIVERSAL HLTH SVCS INC | CL B | 9M | 49K | – |
| UNIVERSAL LOGISTICS HLDGS IN | COM | 2M | 49K | – |
| UNUM GROUP | COM | 20M | 400K | – |
| UPWORK INC | COM | 6M | 565K | – |
| VALERO ENERGY CORP | COM | 59M | 378K | – |
| VECTOR GROUP LTD | COM | 6M | 569K | – |
| VERA BRADLEY INC | COM | 118K | 19K | – |
| VERIZON COMMUNICATIONS INC | COM | 102M | 2M | – |
| VIATRIS INC | COM | 43M | 4M | – |
| VICTORIAS SECRET AND CO | COMMON STOCK | 5M | 261K | – |
| VICTORY CAP HLDGS INC | COM CL A | 8M | 171K | – |
| VILLAGE SUPER MKT INC | CL A NEW | 949K | 36K | – |
| VIRTUS INVT PARTNERS INC | COM | 4M | 16K | – |
| VISHAY INTERTECHNOLOGY INC | COM | 9M | 401K | – |
| VITAL ENERGY INC | COM | 2M | 53K | – |
| VIVID SEATS INC | COM CL A | 10M | 2M | – |
| VONTIER CORPORATION | COM | 40M | 1M | – |
| W & T OFFSHORE INC | COM | 1M | 649K | – |
| WABASH NATL CORP | COM | 3M | 150K | – |
| WAFD INC | COM | 10M | 352K | – |
| WALMART INC | COM | 26M | 381K | – |
| WARRIOR MET COAL INC | COM | 12M | 189K | – |
| WATERSTONE FINL INC MD | COM | 2M | 155K | – |
| WEATHERFORD INTL PLC | ORD SHS | 669K | 6K | – |
| WEBSTER FINL CORP | COM | 4M | 94K | – |
| WELLS FARGO CO NEW | COM | 169M | 3M | – |
| WESBANCO INC | COM | 1M | 46K | – |
| WESCO INTL INC | COM | 5M | 30K | – |
| WESTAMERICA BANCORPORATION | COM | 3M | 67K | – |
| WESTERN NEW ENG BANCORP INC | COM | 851K | 124K | – |
| WESTERN UN CO | COM | 3M | 258K | – |
| WHITE MTNS INS GROUP LTD | COM | 8M | 4K | – |
| WHOLE EARTH BRANDS INC | COM CL A | 1M | 290K | – |
| WILLIAMS COS INC | COM | 33M | 768K | – |
| WILLIAMS SONOMA INC | COM | 10M | 35K | – |
| WILLIS TOWERS WATSON PLC LTD | SHS | 86M | 328K | – |
| WILLSCOT MOBIL MINI HLDNG CO | COM CL A | 867K | 23K | – |
| WINMARK CORP | COM | 1M | 3K | – |
| WINNEBAGO INDS INC | COM | 4M | 79K | – |
| WORTHINGTON ENTERPRISES INC | COM | 8M | 159K | – |
| WSFS FINL CORP | COM | 5M | 101K | – |
| WYNDHAM HOTELS & RESORTS INC | COM | 9M | 119K | – |
| WYNN RESORTS LTD | COM | 6M | 66K | – |
| XCEL ENERGY INC | COM | 52M | 978K | – |
| XENIA HOTELS & RESORTS INC | COM | 8M | 575K | – |
| XEROX HOLDINGS CORP | COM NEW | 5M | 410K | – |
| YORK WTR CO | COM | 1M | 36K | – |
| ZEVRA THERAPEUTICS INC | COM NEW | 1M | 254K | – |
| ZUMIEZ INC | COM | 224K | 11K | – |