FIRST TRUST ADVISORS LP
Adviser information for FIRST TRUST ADVISORS LP last updated from Form ADV on March 28th, 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 Partnership |
|---|---|
| Fiscal Year End | DECEMBER |
| Legal Location | Illinois, United States |
Employees
| Total Number of Employees | 426 |
|---|---|
| Investment Advisory/Research | 95 |
| Registered Broker-Dealer Representatives | 77 |
| Registered State Investment Advisers | 121 |
| Licensed Agents of an Insurance Company | 0 |
| No. of Firms/People that Solicit Clients | 0 |
RAUM
| Provides Management of Securities Portfolios | Yes |
|---|
| Type | Accounts | RAUM |
|---|---|---|
| Discretionary | 1,401 | $154.0B |
| Non-Discretionary | 1,525 | $56.9B |
| Total | 2,926 | $210.9B |
Clients
| Type | Number | RAUM |
|---|---|---|
| Individuals | 1,092 | $389.0M |
| HNW Individuals | 4 | $28.0M |
| Banking or thrift institutions | 0 | $0 |
| Investment companies | 1,778 | $208.2B |
| Business development companies | 0 | $0 |
| Pooled investment vehicles | 50 | $2.2B |
| Pension and profit sharing plans | 0 | $0 |
| Charitable organizations | 0 | $0 |
| State or municipal gov entities | 0 | $0 |
| Other investment advisers | 0 | $0 |
| Insurance companies | 0 | $0 |
| Sovereign wealth funds and foreign official institutions | 0 | $0 |
| Corporations or other businesses | 2 | $7.0M |
| Other | 0 | $0 |
| Type | Number |
|---|---|
| No. of Non-RAUM Clients | 0 |
| No. of Non-U.S. Clients | 2 |
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 clientsSelection of other advisers (including private fund managers)Publication of periodicals or newsletters |
|---|---|
| Compensation | % of AUMFIXED FEES PER UNIT (UITS) FOR PORTFOLIO SUPERVISORY SERVICES |
| 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 | 378.0M |
| Both for Same | 0 |
| Portfolio Manager to Program | Sponsor |
|---|---|
| STIFEL OPPORTUNITY PROGRAM | STIFEL, NICOLAUS & COMPANY, INCORPORATED |
| MANAGER SELECT | LPL FINANCIAL LLC |
| PRIVATE INVESTMENT MANAGEMENT | WELLS FARGO CLEARING SERVICES, LLC |
| PERSONALIZED UNIFIED MANAGED ACCOUNT | WELLS FARGO CLEARING SERVICES, LLC |
| EMERGING MANAGERS PLATFORM | ROBERT W. BAIRD & CO. INCORPORATED |
| MANAGED ACCOUNTS CONSULTING (MAC) | UBS FINANCIAL SERVICES INC. |
| MANAGED ACCOUNT COMMAND (MAC) | BNY MELLON ADVISORS, INC. |
| MANAGED ACCOUNT MARKETPLACE | CHARLES SCHWAB & CO., INC. |
| INVESTMENT MANAGEMENT SERVICES (IMS) | MORGAN STANLEY |
| STAR PLATFORM | OPPENHEIMER & CO. INC. |
| OUTSIDE MANAGED (OSM) | RAYMOND JAMES & ASSOCIATES, INC. |
| MANAGED ACCOUNT PROGRAM (MAP) | RBC CAPITAL MARKETS, LLC |
| AMC ADVANTAGE | TRUIST ADVISORY SERVICES, INC. |
| ICA PLATFORM PROGRAM | LEVEL FOUR ADVISORY SERVICES |
| MANAGED ASSETS PROGRAM | LEVEL FOUR ADVISORY SERVICES |
Principal Office
120 E. LIBERTY DRIVESUITE 400
WHEATON
IL
United States
Monday - Friday, 7:45AM - 4:15PM
Tel: 630-765-8000, Fax: None
Chief Compliance Officer
KELLY DEHLER
120 E. LIBERTY DRIVE
SUITE 400
WHEATON
IL
United States
Tel:
(630) 765-8388
K******@***************M
(Full email address available in API data)
Regulatory Contact
WILLIAM SCOTT JARDINE
GENERAL COUNSEL
120 E. LIBERTY DRIVE
SUITE 400
WHEATON
IL
United States
Tel:
630-765-8798
Fax:
630-517-7437
S*******@***************M
(Full email address available in API data)
Industry Affiliates
| A1 MANAGEMENT CO. LLC | Other investment adviser, including financial planners |
| FIRST TRUST CAPITAL MANAGEMENT L.P. | Other investment adviser, including financial plannersCommodity pool operator or commodity trading advisorSponsor, GP, manager of pooled investment vehicles |
| FIRST TRUST CAPITAL PARTNERS LLC | Sponsor or syndicator of limited partnerships |
| FIRST TRUST DIRECT INDEXING | Other investment adviser, including financial planners |
| FIRST TRUST GLOBAL PORTFOLIOS LTD. | Other investment adviser, including financial plannersCommodity pool operator or commodity trading advisor |
| FIRST TRUST GLOBAL PORTFOLIOS MANAGEMENT LIMITED | Sponsor, GP, manager of pooled investment vehicles |
| FIRST TRUST INVESTMENT SOLUTIONS L.P. | Other investment adviser, including financial planners |
| FIRST TRUST PORTFOLIOS L.P. | Broker-dealer, municipal securities dealer, or gov securities broker or dealerSponsor, GP, manager of pooled investment vehicles |
| STONEBRIDGE ADVISORS LLC | Other investment adviser, including financial planners |
| VEST FINANCIAL LLC | Other investment adviser, including financial plannersCommodity pool operator or commodity trading advisor |
| VEST SECURITIES, LLC | Broker-dealer, municipal securities dealer, or gov securities broker or dealer |
Private Funds
| Name | Type | Assets $USD | Min Investment $USD | No. Owners |
|---|
None
Control Persons
| Name | Type | Entity | Title | Since | Ownership |
|---|---|---|---|---|---|
| THE CHARGER CORPORATION | Domestic Entity | GRACE PARTNERS OF DUPAGE L.P. | GENERAL PARTNER | 08/1991 | |
| GRACE PARTNERS OF DUPAGE L.P. | Domestic Entity | – | LIMITED PARTNER | 08/1991 | > 75% |
| THE CHARGER CORPORATION | Domestic Entity | – | GENERAL PARTNER | 08/1991 | < 5% |
| JARDINE, WILLIAM, SCOTT | Individual | – | GENERAL COUNSEL | 03/1995 | < 5% |
| HALL, ROBERT, SCOTT | Individual | – | MANAGING DIRECTOR | 01/2002 | < 5% |
| BOWEN, JAMES, ALLEN | Individual | AJM VENTURES LLC | SOLE SHAREHOLDER | 10/2010 | > 75% |
| ROGGENSACK, ANDREW, SCOTT | Individual | – | PRESIDENT | 12/2010 | < 5% |
| BOWEN, JAMES, ALLEN | Individual | – | CHIEF EXECUTIVE OFFICER | 12/2010 | < 5% |
| AJM VENTURES LLC | Domestic Entity | THE CHARGER CORPORATION | SHAREHOLDER | 10/2010 | > 75% |
| MCGAREL, DAVID, GERARD | Individual | – | MANAGING DIRECTOR/CHIEF INVESTMENT OFFICER | 07/2012 | < 5% |
| LINDQUIST, DANIEL, JOEL | Individual | – | MANAGING DIRECTOR | 07/2012 | < 5% |
| DYKAS, JAMES, MARTIN | Individual | – | CHIEF FINANCIAL OFFICER / MANAGING DIRECTOR | 01/2016 | < 5% |
| MCGAREL, DAVID, GERARD | Individual | – | CHIEF OPERATING OFFICER | 01/2016 | < 5% |
| DEHLER, KELLY, CATHERINE | Individual | – | CHIEF COMPLIANCE OFFICER | 06/2021 | < 5% |
No. Employees, Historic
RAUM, Historic
No. Clients, Historic
Holdings
From latest 13F, filed August 13th, 2024 for period ending June 30th, 2024
| Name | Class | Value $USD | # Shares | Private Fund |
|---|---|---|---|---|
| AAON INC | COM PAR $0.004 | 7M | 75K | – |
| AAR CORP | COM | 72K | 994 | Horizon Investments, LLC |
| AAR CORP | COM | 2M | 31K | – |
| ADMA BIOLOGICS INC | COM | 8M | 724K | – |
| ADT INC DEL | COM | 23M | 3M | – |
| ACV AUCTIONS INC | COM CL A | 4M | 197K | – |
| ABM INDS INC | COM | 64K | 1K | Horizon Investments, LLC |
| ABM INDS INC | COM | 4M | 88K | – |
| AFLAC INC | COM | 291M | 3M | – |
| AGCO CORP | COM | 89K | 914 | Horizon Investments, LLC |
| AGCO CORP | COM | 74M | 758K | – |
| ACM RESH INC | COM CL A | 3M | 134K | – |
| AFC GAMMA INC | COM | 553K | 45K | – |
| AGNC INVT CORP | COM | 1M | 132K | – |
| AES CORP | COM | 4M | 229K | – |
| AMN HEALTHCARE SVCS INC | COM | 3M | 56K | – |
| ANI PHARMACEUTICALS INC | COM | 4M | 62K | – |
| API GROUP CORP | COM STK | 6M | 171K | – |
| ASGN INC | COM | 3M | 34K | – |
| AT&T INC | COM | 135M | 7M | – |
| A10 NETWORKS INC | COM | 17M | 1M | – |
| ATN INTL INC | COM | 981K | 43K | – |
| ASE TECHNOLOGY HLDG CO LTD | SPONSORED ADS | 4M | 328K | – |
| AST SPACEMOBILE INC | COM CL A | 2M | 130K | – |
| ATS CORPORATION | COM | 4M | 120K | – |
| AZZ INC | COM | 6M | 71K | – |
| ABBOTT LABS | COM | 749K | 7K | Horizon Investments, LLC |
| ABBOTT LABS | COM | 222M | 2M | – |
| ABBVIE INC | COM | 548M | 3M | – |
| ABERCROMBIE & FITCH CO | CL A | 11M | 62K | – |
| ABRDN GLOBAL INFRA INCOME FU | COM SHS BEN INT | 3M | 141K | – |
| ACADEMY SPORTS & OUTDOORS IN | COM | 4M | 81K | – |
| ACADIA HEALTHCARE COMPANY IN | COM | 94K | 1K | Horizon Investments, LLC |
| ACADIA HEALTHCARE COMPANY IN | COM | 109K | 2K | – |
| ACADIA PHARMACEUTICALS INC | COM | 34M | 2M | – |
| ACADIA RLTY TR | COM SH BEN INT | 2M | 94K | – |
| ACI WORLDWIDE INC | COM | 3M | 87K | – |
| ACUITY BRANDS INC | COM | 44M | 183K | – |
| ACUSHNET HLDGS CORP | COM | 4M | 71K | – |
| ADAM NAT RES FD INC | COM | 1M | 54K | – |
| ADDUS HOMECARE CORP | COM | 2M | 14K | – |
| ADEIA INC | COM | 4M | 350K | – |
| ADOBE INC | COM | 215M | 388K | – |
| ADTALEM GLOBAL ED INC | COM | 4M | 65K | – |
| ADVANCE AUTO PARTS INC | COM | 667K | 11K | – |
| AECOM | COM | 87K | 985 | Horizon Investments, LLC |
| AECOM | COM | 57M | 644K | – |
| ADVANSIX INC | COM | 763K | 33K | – |
| ADVANCED MICRO DEVICES INC | COM | 193M | 1M | – |
| ADVANCED DRAIN SYS INC DEL | COM | 120M | 747K | – |
| ADVANTAGE SOLUTIONS INC | COM CL A | 1M | 317K | – |
| ADVANCED ENERGY INDS | COM | 25M | 228K | – |
| AEROVIRONMENT INC | COM | 18M | 98K | – |
| AFFILIATED MANAGERS GROUP IN | COM | 91K | 583 | Horizon Investments, LLC |
| AFFILIATED MANAGERS GROUP IN | COM | 20M | 131K | – |
| AFFIRM HLDGS INC | COM CL A | 4M | 137K | – |
| AGILENT TECHNOLOGIES INC | COM | 69M | 536K | – |
| AGNICO EAGLE MINES LTD | COM | 14M | 209K | – |
| AGILYSYS INC | COM | 1M | 11K | – |
| AGIOS PHARMACEUTICALS INC | COM | 6M | 130K | – |
| AGREE RLTY CORP | COM | 99K | 2K | Horizon Investments, LLC |
| AGREE RLTY CORP | COM | 687K | 11K | – |
| AGILON HEALTH INC | COM | 6M | 912K | – |
| AIRBNB INC | COM CL A | 354M | 2M | – |
| AIR LEASE CORP | CL A | 30M | 625K | – |
| AIR PRODS & CHEMS INC | COM | 66M | 254K | – |
| AIR TRANSPORT SERVICES GRP I | COM | 4M | 301K | – |
| AKAMAI TECHNOLOGIES INC | COM | 414M | 5M | – |
| ALAMO GROUP INC | COM | 5M | 30K | – |
| ALAMOS GOLD INC NEW | COM CL A | 3M | 176K | – |
| ALARM COM HLDGS INC | COM | 2M | 32K | – |
| ALASKA AIR GROUP INC | COM | 19M | 458K | – |
| ALBANY INTL CORP | CL A | 97K | 1K | Horizon Investments, LLC |
| ALBANY INTL CORP | CL A | 1M | 16K | – |
| ALBEMARLE CORP | COM | 55M | 580K | – |
| ALCOA CORP | COM | 4M | 103K | – |
| ALEXANDER & BALDWIN INC NEW | COM | 4M | 258K | – |
| ALEXANDERS INC | COM | 2M | 7K | – |
| ALEXANDRIA REAL ESTATE EQ IN | COM | 5M | 45K | – |
| ALGONQUIN PWR UTILS CORP | COM | 33M | 6M | – |
| ALIBABA GROUP HLDG LTD | SPONSORED ADS | 4M | 59K | – |
| ALIGN TECHNOLOGY INC | COM | 5M | 22K | – |
| ALIGNMENT HEALTHCARE INC | COM | 623K | 80K | – |
| ALKAMI TECHNOLOGY INC | COM | 4M | 133K | – |
| ATI INC | COM | 6M | 101K | – |
| ALLEGIANT TRAVEL CO | COM | 3M | 56K | – |
| ALLEGRO MICROSYSTEMS INC | COM | 29M | 1M | – |
| ALLETE INC | COM NEW | 97K | 2K | Horizon Investments, LLC |
| ALLETE INC | COM NEW | 56M | 898K | – |
| BREAD FINANCIAL HOLDINGS INC | COM | 6M | 135K | – |
| ALLIANCE RESOURCE PARTNERS L | UT LTD PART | 7M | 267K | – |
| ALLIANT ENERGY CORP | COM | 76M | 1M | – |
| ALLIENT INC | COM | 1M | 41K | – |
| ALLISON TRANSMISSION HLDGS I | COM | 36M | 474K | – |
| ALLSTATE CORP | COM | 46M | 289K | – |
| ALLY FINL INC | COM | 62M | 2M | – |
| ALNYLAM PHARMACEUTICALS INC | COM | 58M | 241K | – |
| ALPHA METALLURGICAL RESOUR I | COM | 6M | 23K | – |
| ALPHABET INC | CAP STK CL C | 370M | 2M | – |
| ALPHABET INC | CAP STK CL A | 592M | 3M | – |
| ALTAIR ENGR INC | COM CL A | 2M | 18K | – |
| ALTICE USA INC | CL A | 642K | 315K | – |
| ALTRIA GROUP INC | COM | 913K | 20K | Horizon Investments, LLC |
| ALTRIA GROUP INC | COM | 277M | 6M | – |
| KINETIK HOLDINGS INC | COM NEW CL A | 4M | 98K | – |
| ALTUS POWER INC | COM CL A | 2M | 569K | – |
| AMALGAMATED FINANCIAL CORP | COM | 2M | 60K | – |
| AMAZON COM INC | COM | 908M | 5M | – |
| AMBAC FINL GROUP INC | COM NEW | 2M | 127K | – |
| U HAUL HOLDING COMPANY | COM SER N | 23M | 375K | – |
| AMEREN CORP | COM | 86M | 1M | – |
| AMERESCO INC | CL A | 41M | 1M | – |
| AMERICAN AIRLS GROUP INC | COM | 11M | 956K | – |
| AMERICA MOVIL SAB DE CV | SPON ADS RP CL B | 58M | 3M | – |
| AMERICAN ASSETS TR INC | COM | 7M | 306K | – |
| AMERICAN ELEC PWR CO INC | COM | 140M | 2M | – |
| AMERICAN EAGLE OUTFITTERS IN | COM | 2M | 88K | – |
| AMERICAN EXPRESS CO | COM | 261M | 1M | – |
| AMERICAN FINL GROUP INC OHIO | COM | 89K | 723 | Horizon Investments, LLC |
| AMERICAN FINL GROUP INC OHIO | COM | 53M | 432K | – |
| AMERICAN HOMES 4 RENT | CL A | 95K | 3K | Horizon Investments, LLC |
| AMERICAN HOMES 4 RENT | CL A | 3M | 90K | – |
| AMERICAN INTL GROUP INC | COM NEW | 37M | 505K | – |
| AMER STATES WTR CO | COM | 96K | 1K | Horizon Investments, LLC |
| AMER STATES WTR CO | COM | 79M | 1M | – |
| AMERICAN SUPERCONDUCTOR CORP | SHS NEW | 7M | 282K | – |
| AMERICAN TOWER CORP NEW | COM | 10M | 52K | – |
| AMERICAN VANGUARD CORP | COM | 629K | 73K | – |
| AMERICAN WTR WKS CO INC NEW | COM | 89M | 686K | – |
| AMERICAN WOODMARK CORPORATIO | COM | 3M | 38K | – |
| AMERICOLD REALTY TRUST INC | COM | 2M | 69K | – |
| CENCORA INC | COM | 944K | 4K | Horizon Investments, LLC |
| CENCORA INC | COM | 198M | 877K | – |
| AMERIPRISE FINL INC | COM | 859K | 2K | Horizon Investments, LLC |
| AMERIPRISE FINL INC | COM | 199M | 465K | – |
| AMERIS BANCORP | COM | 6M | 121K | – |
| AMETEK INC | COM | 936K | 6K | Horizon Investments, LLC |
| AMETEK INC | COM | 14M | 85K | – |
| AMGEN INC | COM | 127M | 405K | – |
| AMICUS THERAPEUTICS INC | COM | 331K | 33K | – |
| AMKOR TECHNOLOGY INC | COM | 130M | 3M | – |
| AMNEAL PHARMACEUTICALS INC | COM STK CL A | 4M | 629K | – |
| AMPHENOL CORP NEW | CL A | 2M | 30K | Horizon Investments, LLC |
| AMPHENOL CORP NEW | CL A | 290M | 4M | – |
| AMPHASTAR PHARMACEUTICALS IN | COM | 388K | 10K | – |
| AMPLIFY ENERGY CORP NEW | COM | 2M | 316K | – |
| AMYLYX PHARMACEUTICALS INC | COM | 264K | 139K | – |
| ANALOG DEVICES INC | COM | 334M | 1M | – |
| ANDERSONS INC | COM | 3M | 67K | – |
| ANGEL OAK FINL STRATEGIES IN | COM BEN INT | 654K | 53K | – |
| ANNALY CAPITAL MANAGEMENT IN | COM NEW | 2M | 107K | – |
| ANSYS INC | COM | 128M | 399K | – |
| ANTERO RESOURCES CORP | COM | 32M | 983K | – |
| ELEVANCE HEALTH INC | COM | 437M | 807K | – |
| ANTERO MIDSTREAM CORP | COM | 96K | 7K | Horizon Investments, LLC |
| ANTERO MIDSTREAM CORP | COM | 13M | 874K | – |
| APA CORPORATION | COM | 46M | 2M | – |
| APARTMENT INVT & MGMT CO | CL A | 1M | 130K | – |
| APELLIS PHARMACEUTICALS INC | COM | 5M | 124K | – |
| APOGEE ENTERPRISES INC | COM | 3M | 53K | – |
| APOLLO COML REAL EST FIN INC | COM | 1M | 128K | – |
| ASTRANA HEALTH INC | COM NEW | 544K | 13K | – |
| APOLLO GLOBAL MGMT INC | COM | 44M | 373K | – |
| APPIAN CORP | CL A | 34M | 1M | – |
| APPLE INC | COM | 925M | 4M | – |
| APPFOLIO INC | COM CL A | 30M | 121K | – |
| APPLE HOSPITALITY REIT INC | COM NEW | 7M | 498K | – |
| APPLIED INDL TECHNOLOGIES IN | COM | 7M | 35K | – |
| APPLIED MATLS INC | COM | 572M | 2M | – |
| APPLOVIN CORP | COM CL A | 110M | 1M | – |
| APTARGROUP INC | COM | 89K | 631 | Horizon Investments, LLC |
| APTARGROUP INC | COM | 16M | 114K | – |
| ARAMARK | COM | 23M | 663K | – |
| ARBOR REALTY TRUST INC | COM | 5M | 316K | – |
| ARCBEST CORP | COM | 1M | 12K | – |
| ARCELLX INC | COMMON STOCK | 932K | 17K | – |
| ARCH RESOURCES INC | CL A | 12M | 81K | – |
| ARCHER DANIELS MIDLAND CO | COM | 41M | 683K | – |
| ARCHROCK INC | COM | 5M | 251K | – |
| ARCOSA INC | COM | 38M | 453K | – |
| ARDELYX INC | COM | 5M | 653K | – |
| ARCUS BIOSCIENCES INC | COM | 161K | 11K | – |
| ARES MANAGEMENT CORPORATION | CL A COM STK | 23M | 169K | – |
| ARES DYNAMIC CR ALLOCATION F | COM | 3M | 208K | – |
| ARGENX SE | SPONSORED ADR | 40M | 94K | – |
| ARHAUS INC | COM CL A | 3M | 155K | – |
| ARISTA NETWORKS INC | COM | 513M | 1M | – |
| ARIS WATER SOLUTIONS INC | CLASS A COM | 11M | 679K | – |
| ARM HOLDINGS PLC | SPONSORED ADS | 134M | 818K | – |
| ARMSTRONG WORLD INDS INC NEW | COM | 24M | 212K | – |
| ARRAY TECHNOLOGIES INC | COM SHS | 6M | 540K | – |
| ARROW ELECTRS INC | COM | 87K | 718 | Horizon Investments, LLC |
| ARROW ELECTRS INC | COM | 28M | 236K | – |
| ARTESIAN RES CORP | CL A | 929K | 26K | – |
| ARTISAN PARTNERS ASSET MGMT | CL A | 6M | 138K | – |
| ARVINAS INC | COM | 934K | 35K | – |
| ASANA INC | CL A | 23M | 2M | – |
| ASBURY AUTOMOTIVE GROUP INC | COM | 6M | 28K | – |
| ASCENDIS PHARMA A/S | SPONSORED ADR | 673K | 5K | – |
| ASHLAND INC | COM | 92K | 975 | Horizon Investments, LLC |
| ASHLAND INC | COM | 15M | 158K | – |
| ASPEN AEROGELS INC | COM | 7M | 274K | – |
| ASSERTIO HOLDINGS INC | COM NEW | 331K | 267K | – |
| ASSETMARK FINL HLDGS INC | COM | 5M | 134K | – |
| ASSOCIATED BANC CORP | COM | 14M | 660K | – |
| ASSURANT INC | COM | 50M | 302K | – |
| ASTEC INDS INC | COM | 8M | 266K | – |
| ASTERA LABS INC | COM | 416K | 7K | – |
| ASTRAZENECA PLC | SPONSORED ADR | 68M | 871K | – |
| ATKORE INC | COM | 53M | 396K | – |
| ATLANTIC UN BANKSHARES CORP | COM | 3M | 83K | – |
| ATLANTICUS HOLDINGS CORP | COM | 375K | 13K | – |
| ATLASSIAN CORPORATION | CL A | 337M | 2M | – |
| ATMOS ENERGY CORP | COM | 945K | 8K | Horizon Investments, LLC |
| ATMOS ENERGY CORP | COM | 64M | 546K | – |
| ATMUS FILTRATION TECHNOLOGIE | COM | 733K | 25K | – |
| AURORA INNOVATION INC | CLASS A COM | 153K | 55K | – |
| AUTODESK INC | COM | 146M | 591K | – |
| AUTOHOME INC | SP ADS RP CL A | 3M | 109K | – |
| AUTOMATIC DATA PROCESSING IN | COM | 980K | 4K | Horizon Investments, LLC |
| AUTOMATIC DATA PROCESSING IN | COM | 239M | 1M | – |
| AUTONATION INC | COM | 27M | 169K | – |
| AUTOZONE INC | COM | 20M | 7K | – |
| AVALONBAY CMNTYS INC | COM | 4M | 17K | – |
| AVANGRID INC | COM | 60M | 2M | – |
| AVANTOR INC | COM | 386K | 18K | – |
| AVEPOINT INC | COM CL A | 3M | 290K | – |
| AVERY DENNISON CORP | COM | 1M | 5K | Horizon Investments, LLC |
| AVERY DENNISON CORP | COM | 51M | 233K | – |
| AVIAT NETWORKS INC | COM NEW | 1M | 35K | – |
| AVIENT CORPORATION | COM | 2M | 51K | – |
| AVIDXCHANGE HOLDINGS INC | COM | 3M | 290K | – |
| AVIS BUDGET GROUP | COM | 6M | 60K | – |
| AVISTA CORP | COM | 89K | 3K | Horizon Investments, LLC |
| AVISTA CORP | COM | 10M | 297K | – |
| AVNET INC | COM | 95K | 2K | Horizon Investments, LLC |
| AVNET INC | COM | 50M | 977K | – |
| AXCELIS TECHNOLOGIES INC | COM NEW | 10M | 70K | – |
| AXON ENTERPRISE INC | COM | 35M | 120K | – |
| AXSOME THERAPEUTICS INC | COM | 2M | 27K | – |
| AXOS FINANCIAL INC | COM | 4M | 70K | – |
| AZEK CO INC | CL A | 13M | 317K | – |
| BCE INC | COM NEW | 100M | 3M | – |
| BJS WHSL CLUB HLDGS INC | COM | 120K | 1K | Horizon Investments, LLC |
| BJS WHSL CLUB HLDGS INC | COM | 7M | 75K | – |
| BOK FINL CORP | COM NEW | 12M | 132K | – |
| THE BALDWIN INSURANCE GRP IN | COM CL A | 5M | 134K | – |
| BWX TECHNOLOGIES INC | COM | 91K | 954 | Horizon Investments, LLC |
| BWX TECHNOLOGIES INC | COM | 29M | 308K | – |
| BADGER METER INC | COM | 45M | 243K | – |
| BAIDU INC | SPON ADR REP A | 4M | 44K | – |
| BAKER HUGHES COMPANY | CL A | 49M | 1M | – |
| BALCHEM CORP | COM | 103K | 666 | Horizon Investments, LLC |
| BALCHEM CORP | COM | 3M | 17K | – |
| BALL CORP | COM | 1M | 19K | – |
| BALLARD PWR SYS INC NEW | COM | 2M | 1M | – |
| BANCFIRST CORP | COM | 5M | 52K | – |
| BANCORP INC DEL | COM | 2M | 60K | – |
| BANC OF CALIFORNIA INC | COM | 1M | 92K | – |
| BANK AMERICA CORP | COM | 253M | 6M | – |
| BANK AMERICA CORP | 7.25%CNV PFD L | 101M | 85K | STONEBRIDGE ADVISORS LLC |
| BANK FIRST CORP | COM | 292K | 4K | – |
| BANK HAWAII CORP | COM | 901K | 16K | – |
| BANK MONTREAL QUE | COM | 46M | 546K | – |
| BANK NEW YORK MELLON CORP | COM | 72M | 1M | – |
| BANK NOVA SCOTIA HALIFAX | COM | 51M | 1M | – |
| BANK OZK LITTLE ROCK ARK | COM | 80M | 2M | – |
| BANKUNITED INC | COM | 5M | 186K | – |
| BANNER CORP | COM NEW | 7M | 145K | – |
| BAR HBR BANKSHARES | COM | 1M | 43K | – |
| BARINGS GLOBAL SHORT DURATIO | COM | 480K | 33K | – |
| BARNES GROUP INC | COM | 2M | 39K | – |
| BARRICK GOLD CORP | COM | 535K | 32K | – |
| BARRETT BUSINESS SVCS INC | COM | 2M | 74K | – |
| BATH & BODY WORKS INC | COM | 12M | 304K | – |
| BAXTER INTL INC | COM | 49M | 1M | – |
| BAYCOM CORP | COM | 594K | 29K | – |
| BAYTEX ENERGY CORP | COM | 6M | 2M | – |
| BEACON ROOFING SUPPLY INC | COM | 6M | 61K | – |
| BEAM THERAPEUTICS INC | COM | 35M | 1M | – |
| BEAZER HOMES USA INC | COM NEW | 3M | 126K | – |
| BECTON DICKINSON & CO | COM | 51M | 220K | – |
| BEIGENE LTD | SPONSORED ADR | 36M | 250K | – |
| BEL FUSE INC | CL B | 2M | 29K | – |
| BELDEN INC | COM | 3M | 31K | – |
| BELLRING BRANDS INC | COMMON STOCK | 13M | 230K | – |
| BENCHMARK ELECTRS INC | COM | 897K | 23K | – |
| BENTLEY SYS INC | COM CL B | 5M | 92K | – |
| BERKLEY W R CORP | COM | 183M | 2M | – |
| BERKSHIRE HATHAWAY INC DEL | CL B NEW | 2M | 5K | Horizon Investments, LLC |
| BERKSHIRE HATHAWAY INC DEL | CL B NEW | 58M | 144K | – |
| BERKSHIRE HILLS BANCORP INC | COM | 2M | 98K | – |
| BERRY GLOBAL GROUP INC | COM | 32M | 545K | – |
| BERRY CORP | COM | 1M | 193K | – |
| BEST BUY INC | COM | 54M | 646K | – |
| BGC GROUP INC | CL A | 1M | 154K | – |
| BIG 5 SPORTING GOODS CORP | COM | 182K | 62K | – |
| BIOMARIN PHARMACEUTICAL INC | COM | 33M | 404K | – |
| BIOGEN INC | COM | 90M | 390K | – |
| BIO-TECHNE CORP | COM | 6M | 82K | – |
| BIONTECH SE | SPONSORED ADS | 33M | 409K | – |
| BLACK HILLS CORP | COM | 92K | 2K | Horizon Investments, LLC |
| BLACK HILLS CORP | COM | 13M | 234K | – |
| BLACK STONE MINERALS L P | COM UNIT | 5M | 318K | – |
| BLACKBAUD INC | COM | 54K | 714 | Horizon Investments, LLC |
| BLACKBAUD INC | COM | 21M | 269K | – |
| BLACKBERRY LTD | COM | 32M | 13M | – |
| BLACKLINE INC | COM | 23M | 473K | – |
| BLACKROCK INC | COM | 52M | 65K | – |
| BLACKROCK UTILS INFRASTRUCTU | COM | 518K | 23K | – |
| BLACKROCK MUN INCOME TR | SH BEN INT | 186K | 18K | – |
| BLACKROCK MUNI INCOME TR II | COM | 192K | 18K | – |
| BLACKROCK MUNIHOLDINGS FD IN | COM | 125K | 10K | – |
| BLACKROCK MUNICIPAL INCOME | COM | 139K | 11K | – |
| BLACKROCK MUNIYIELD QUALITY | COM | 175K | 16K | – |
| BLACKROCK MUNIYILD QULT FD I | COM | 142K | 12K | – |
| BLACKROCK MUNIYIELD QUALITY | COM | 153K | 15K | – |
| BLACKROCK ENHANCD CAP & INM | COM | 346K | 17K | – |
| BLACKROCK RES & COMMODITIES | SHS | 418K | 45K | – |
| BLACKSTONE LONG SHORT CR INC | COM SHS BN INT | 126K | 10K | – |
| BLACKSTONE STRATEGIC CRED 20 | COM SHS BEN IN | 2M | 160K | – |
| BLACKSTONE MTG TR INC | COM CL A | 3M | 176K | – |
| BLACKROCK MULTI SECTOR INC T | COM | 766K | 53K | – |
| BLACKROCK SCIENCE & TECHNOLO | SHS | 2M | 61K | – |
| BLACKSTONE INC | COM | 12M | 94K | – |
| BLACKROCK CAP ALLOCATION TER | COM | 2M | 101K | – |
| BLINK CHARGING CO | COM | 985K | 359K | – |
| BLOCK H & R INC | COM | 106K | 2K | Horizon Investments, LLC |
| BLOCK H & R INC | COM | 14M | 250K | – |
| BLOOM ENERGY CORP | COM CL A | 10M | 808K | – |
| BLOOMIN BRANDS INC | COM | 2M | 123K | – |
| BLUE BIRD CORP | COM | 41M | 768K | – |
| BLUE OWL CAPITAL INC | COM CL A | 27M | 2M | – |
| BLUELINX HLDGS INC | COM NEW | 1M | 13K | – |
| BLUEPRINT MEDICINES CORP | COM | 6M | 60K | – |
| BOEING CO | COM | 16M | 89K | – |
| BOISE CASCADE CO DEL | COM | 49M | 414K | – |
| BOOKING HOLDINGS INC | COM | 311M | 79K | – |
| BOOT BARN HLDGS INC | COM | 3M | 23K | – |
| BOOZ ALLEN HAMILTON HLDG COR | CL A | 363M | 2M | – |
| BORGWARNER INC | COM | 18M | 551K | – |
| BOSTON BEER INC | CL A | 4M | 12K | – |
| BOSTON PROPERTIES INC | COM | 3M | 50K | – |
| BOSTON SCIENTIFIC CORP | COM | 651K | 8K | Horizon Investments, LLC |
| BOSTON SCIENTIFIC CORP | COM | 25M | 327K | – |
| BOWLERO CORP | CL A COM | 4M | 245K | – |
| BOX INC | CL A | 39M | 1M | – |
| BOYD GAMING CORP | COM | 20M | 371K | – |
| BRADY CORP | CL A | 51M | 769K | – |
| BRANDYWINE RLTY TR | SH BEN INT NEW | 85K | 19K | – |
| BRAZE INC | COM CL A | 528K | 14K | – |
| BRIDGE INVT GROUP HLDGS INC | COM CL A | 772K | 104K | – |
| BRIGHT HORIZONS FAM SOL IN D | COM | 23M | 213K | – |
| BRINKER INTL INC | COM | 2M | 33K | – |
| BRINKS CO | COM | 7M | 65K | – |
| BRISTOL-MYERS SQUIBB CO | COM | 113M | 3M | – |
| BRITISH AMERN TOB PLC | SPONSORED ADR | 44M | 1M | – |
| BRIXMOR PPTY GROUP INC | COM | 98K | 4K | Horizon Investments, LLC |
| BRIXMOR PPTY GROUP INC | COM | 4M | 177K | – |
| BROADRIDGE FINL SOLUTIONS IN | COM | 47M | 241K | – |
| BROADSTONE NET LEASE INC | COM | 4M | 237K | – |
| BROADCOM INC | COM | 1B | 776K | – |
| BROOKDALE SR LIVING INC | COM | 5M | 721K | – |
| BROOKFIELD REAL ASSETS INCOM | SHS BEN INT | 662K | 52K | – |
| BROOKFIELD RENEWABLE CORP | CL A SUB VTG | 2M | 82K | – |
| BROOKFIELD ASSET MANAGMT LTD | CL A LMT VTG SHS | 826K | 22K | – |
| BROOKLINE BANCORP INC DEL | COM | 442K | 53K | – |
| BROWN & BROWN INC | COM | 30M | 337K | – |
| BROWN FORMAN CORP | CL B | 49M | 1M | – |
| BRUKER CORP | COM | 45M | 709K | – |
| BRUNSWICK CORP | COM | 18M | 241K | – |
| B2GOLD CORP | COM | 6M | 2M | – |
| B2GOLD CORP | COM | 234K | 87K | RiverFront Investment Group, LLC |
| BUCKLE INC | COM | 48M | 1M | – |
| BUILD-A-BEAR WORKSHOP INC | COM | 882K | 35K | – |
| BUILDERS FIRSTSOURCE INC | COM | 26M | 188K | – |
| BUMBLE INC | COM CL A | 510K | 49K | – |
| BURKE HERBERT FINL SVCS CORP | COM | 265K | 5K | – |
| BURLINGTON STORES INC | COM | 18M | 75K | – |
| BUSINESS FIRST BANCSHARES IN | COM | 2M | 76K | – |
| C3 AI INC | CL A | 9M | 310K | – |
| CBIZ INC | COM | 5M | 61K | – |
| CBOE GLOBAL MKTS INC | COM | 9M | 53K | – |
| CBRE GROUP INC | CL A | 1M | 13K | – |
| CCC INTELLIGENT SOLUTIONS HL | COM | 12M | 1M | – |
| CECO ENVIRONMENTAL CORP | COM | 2M | 83K | – |
| CDW CORP | COM | 136M | 609K | – |
| CF INDS HLDGS INC | COM | 318M | 4M | – |
| CGI INC | CL A SUB VTG | 7M | 74K | – |
| C H ROBINSON WORLDWIDE INC | COM NEW | 51M | 580K | – |
| THE CIGNA GROUP | COM | 49M | 148K | – |
| CME GROUP INC | COM | 53M | 272K | – |
| CMS ENERGY CORP | COM | 57M | 965K | – |
| CNA FINL CORP | COM | 51M | 1M | – |
| CRA INTL INC | COM | 3M | 20K | – |
| CNO FINL GROUP INC | COM | 95K | 3K | Horizon Investments, LLC |
| CNO FINL GROUP INC | COM | 3M | 122K | – |
| CSG SYS INTL INC | COM | 2M | 54K | – |
| CSW INDUSTRIALS INC | COM | 7M | 28K | – |
| CSX CORP | COM | 993K | 30K | Horizon Investments, LLC |
| CSX CORP | COM | 254M | 8M | – |
| CTS CORP | COM | 2M | 37K | – |
| CNX RES CORP | COM | 14M | 563K | – |
| CVB FINL CORP | COM | 5M | 305K | – |
| CVR ENERGY INC | COM | 8M | 286K | – |
| CVS HEALTH CORP | COM | 166M | 3M | – |
| CABLE ONE INC | COM | 8M | 23K | – |
| CABOT CORP | COM | 4M | 47K | – |
| COTERRA ENERGY INC | COM | 61M | 2M | – |
| CACI INTL INC | CL A | 98K | 228 | Horizon Investments, LLC |
| CACI INTL INC | CL A | 22M | 52K | – |
| CACTUS INC | CL A | 54M | 1M | – |
| CADENCE DESIGN SYSTEM INC | COM | 160M | 521K | – |
| CADENCE BANK | COM | 52M | 2M | – |
| CADRE HLDGS INC | COM | 4M | 108K | – |
| CAESARS ENTERTAINMENT INC NE | COM | 19M | 489K | – |
| CAL MAINE FOODS INC | COM NEW | 106M | 2M | – |
| CALERES INC | COM | 4M | 120K | – |
| CALIFORNIA RES CORP | COM STOCK | 300M | 6M | – |
| CALIFORNIA WTR SVC GROUP | COM | 93K | 2K | Horizon Investments, LLC |
| CALIFORNIA WTR SVC GROUP | COM | 82M | 2M | – |
| CALIX INC | COM | 588K | 17K | – |
| TOPGOLF CALLAWAY BRANDS CORP | COM | 3M | 227K | – |
| CAMDEN PPTY TR | SH BEN INT | 1M | 12K | – |
| CAMECO CORP | COM | 225K | 5K | – |
| CAMPBELL SOUP CO | COM | 75M | 2M | – |
| CANADIAN IMPERIAL BK COMM TO | COM | 50M | 1M | – |
| CANADIAN NATL RY CO | COM | 46M | 388K | – |
| CANADIAN NAT RES LTD | COM | 773K | 22K | RiverFront Investment Group, LLC |
| CANADIAN NAT RES LTD | COM | 28M | 789K | – |
| CANADIAN PACIFIC KANSAS CITY | COM | 3M | 35K | – |
| CAPITAL CITY BK GROUP INC | COM | 1M | 44K | – |
| CAPITAL ONE FINL CORP | COM | 257M | 2M | – |
| CAPITOL FED FINL INC | COM | 255K | 47K | – |
| CARDINAL HEALTH INC | COM | 34M | 350K | – |
| CARETRUST REIT INC | COM | 94K | 4K | Horizon Investments, LLC |
| CARETRUST REIT INC | COM | 4M | 152K | – |
| CARGURUS INC | COM CL A | 2M | 59K | – |
| CARLISLE COS INC | COM | 107K | 265 | Horizon Investments, LLC |
| CARLISLE COS INC | COM | 19M | 47K | – |
| CARMAX INC | COM | 8M | 112K | – |
| CARLYLE GROUP INC | COM | 1M | 27K | – |
| CARNIVAL CORP | UNIT 99/99/9999 | 19M | 1M | – |
| CARRIAGE SVCS INC | COM | 1M | 38K | – |
| CARPENTER TECHNOLOGY CORP | COM | 4M | 34K | – |
| CARRIER GLOBAL CORPORATION | COM | 48M | 760K | – |
| CARS COM INC | COM | 2M | 94K | – |
| CARTERS INC | COM | 82K | 1K | Horizon Investments, LLC |
| CARTERS INC | COM | 64M | 1M | – |
| CARVANA CO | CL A | 71M | 555K | – |
| CASELLA WASTE SYS INC | CL A | 3M | 30K | – |
| CASEYS GEN STORES INC | COM | 110K | 287 | Horizon Investments, LLC |
| CASEYS GEN STORES INC | COM | 24M | 63K | – |
| CATALYST PHARMACEUTICALS INC | COM | 38M | 2M | – |
| CATERPILLAR INC | COM | 106M | 318K | – |
| CATHAY GEN BANCORP | COM | 12M | 327K | – |
| CAVCO INDS INC DEL | COM | 2M | 6K | – |
| CELANESE CORP DEL | COM | 29M | 212K | – |
| CELESTICA INC | COM | 8M | 132K | – |
| CELLDEX THERAPEUTICS INC NEW | COM NEW | 3M | 78K | – |
| CELSIUS HLDGS INC | COM NEW | 18M | 322K | – |
| CENTENE CORP DEL | COM | 35M | 534K | – |
| CENOVUS ENERGY INC | COM | 9M | 466K | – |
| CENTERPOINT ENERGY INC | COM | 20M | 634K | – |
| CENTRAL GARDEN & PET CO | COM | 1M | 27K | – |
| CENTRAL GARDEN & PET CO | CL A NON-VTG | 3M | 82K | – |
| CENTRAL SECS CORP | COM | 2M | 45K | – |
| CENTRUS ENERGY CORP | CL A | 2M | 37K | – |
| CENTURY CMNTYS INC | COM | 50M | 609K | – |
| CERENCE INC | COM | 8M | 3M | – |
| CERTARA INC | COM | 306K | 22K | – |
| CHAMPIONX CORPORATION | COM | 2M | 47K | – |
| CHARGEPOINT HOLDINGS INC | COM CL A | 6M | 4M | – |
| CHARLES RIV LABS INTL INC | COM | 15M | 72K | – |
| CHART INDS INC | COM | 518K | 4K | – |
| CHARTER COMMUNICATIONS INC N | CL A | 33M | 110K | – |
| CHEESECAKE FACTORY INC | COM | 991K | 25K | – |
| CHEFS WHSE INC | COM | 642K | 16K | – |
| CHEGG INC | COM | 2M | 546K | – |
| CHEMED CORP NEW | COM | 89K | 164 | Horizon Investments, LLC |
| CHEMED CORP NEW | COM | 16M | 29K | – |
| CHEMOURS CO | COM | 7M | 301K | – |
| CHENIERE ENERGY PARTNERS LP | COM UNIT | 4M | 86K | – |
| CHENIERE ENERGY INC | COM NEW | 34M | 193K | – |
| CHESAPEAKE ENERGY CORP | COM | 314M | 4M | – |
| CHESAPEAKE UTILS CORP | COM | 115K | 1K | Horizon Investments, LLC |
| CHESAPEAKE UTILS CORP | COM | 47M | 443K | – |
| CHEVRON CORP NEW | COM | 467M | 3M | – |
| CHIMERA INVT CORP | COM SHS | 3M | 243K | – |
| CHIPOTLE MEXICAN GRILL INC | COM | 68M | 1M | – |
| CHOICE HOTELS INTL INC | COM | 92K | 776 | Horizon Investments, LLC |
| CHOICE HOTELS INTL INC | COM | 2M | 17K | – |
| CHURCH & DWIGHT CO INC | COM | 1M | 10K | Horizon Investments, LLC |
| CHURCH & DWIGHT CO INC | COM | 17M | 163K | – |
| CHURCHILL DOWNS INC | COM | 88K | 628 | Horizon Investments, LLC |
| CHURCHILL DOWNS INC | COM | 3M | 21K | – |
| CIENA CORP | COM NEW | 37M | 758K | – |
| CINCINNATI FINL CORP | COM | 82M | 694K | – |
| CINEMARK HLDGS INC | COM | 5M | 212K | – |
| CIPHER MINING INC | COM | 2M | 429K | – |
| CIRRUS LOGIC INC | COM | 79K | 618 | Horizon Investments, LLC |
| CIRRUS LOGIC INC | COM | 41M | 324K | – |
| CISCO SYS INC | COM | 2M | 46K | Horizon Investments, LLC |
| CISCO SYS INC | COM | 1B | 31M | – |
| CINTAS CORP | COM | 61M | 87K | – |
| CITIGROUP INC | COM NEW | 62M | 974K | – |
| CITIZENS FINL GROUP INC | COM | 102M | 3M | – |
| CITY HLDG CO | COM | 4M | 37K | – |
| CIVITAS RESOURCES INC | COM NEW | 14M | 208K | – |
| CLAROS MTG TR INC | COMMON STOCK | 716K | 89K | – |
| CLEAN HARBORS INC | COM | 107K | 475 | Horizon Investments, LLC |
| CLEAN HARBORS INC | COM | 60M | 263K | – |
| CLEAN ENERGY FUELS CORP | COM | 2M | 795K | – |
| CLEANSPARK INC | COM NEW | 5M | 341K | – |
| CLEAR SECURE INC | COM CL A | 3M | 136K | – |
| CLEARWATER PAPER CORP | COM | 2M | 47K | – |
| CLEARWAY ENERGY INC | CL C | 20M | 798K | – |
| CLEVELAND-CLIFFS INC NEW | COM | 13M | 843K | – |
| CLOROX CO DEL | COM | 67M | 488K | – |
| CLOUDFLARE INC | CL A COM | 568M | 7M | – |
| COASTAL FINL CORP WA | COM NEW | 2M | 35K | – |
| COCA COLA CONS INC | COM | 8M | 7K | – |
| COCA COLA CO | COM | 2M | 33K | Horizon Investments, LLC |
| COCA COLA CO | COM | 245M | 4M | – |
| COEUR MNG INC | COM NEW | 64K | 11K | – |
| COGENT COMMUNICATIONS HLDGS | COM NEW | 48K | 849 | Horizon Investments, LLC |
| COGENT COMMUNICATIONS HLDGS | COM NEW | 15M | 271K | – |
| COGNEX CORP | COM | 5M | 97K | – |
| COGNIZANT TECHNOLOGY SOLUTIO | CL A | 2M | 31K | Horizon Investments, LLC |
| COGNIZANT TECHNOLOGY SOLUTIO | CL A | 612M | 9M | – |
| COHEN & STEERS INC | COM | 569K | 8K | – |
| COHERENT CORP | COM | 38M | 519K | – |
| COHEN & STEERS REIT & PFD & | COM | 2M | 84K | – |
| COHEN & STEERS INFRASTRUCTUR | COM | 2M | 86K | – |
| COHU INC | COM | 1M | 41K | – |
| COINBASE GLOBAL INC | COM CL A | 23M | 105K | – |
| ENOVIS CORPORATION | COM | 70K | 2K | Horizon Investments, LLC |
| ENOVIS CORPORATION | COM | 9M | 193K | – |
| COLGATE PALMOLIVE CO | COM | 2M | 22K | Horizon Investments, LLC |
| COLGATE PALMOLIVE CO | COM | 259M | 3M | – |
| COLLEGIUM PHARMACEUTICAL INC | COM | 4M | 123K | – |
| COLUMBIA BKG SYS INC | COM | 27M | 1M | – |
| COLUMBIA FINL INC | COM | 1M | 69K | – |
| COLUMBIA SPORTSWEAR CO | COM | 93K | 1K | Horizon Investments, LLC |
| COLUMBIA SPORTSWEAR CO | COM | 18M | 225K | – |
| COLUMBUS MCKINNON CORP N Y | COM | 2M | 51K | – |
| COMFORT SYS USA INC | COM | 96M | 316K | – |
| COMCAST CORP NEW | CL A | 141M | 4M | – |
| COMERICA INC | COM | 80M | 2M | – |
| COMMERCE BANCSHARES INC | COM | 88K | 2K | Horizon Investments, LLC |
| COMMERCE BANCSHARES INC | COM | 59M | 1M | – |
| COMMERCIAL METALS CO | COM | 53M | 968K | – |
| COMMUNITY FINANCIAL SYSTEM I | COM | 2M | 40K | – |
| COMMUNITY HEALTH SYS INC NEW | COM | 1M | 346K | – |
| COMMUNITY TR BANCORP INC | COM | 276K | 6K | – |
| COMMVAULT SYS INC | COM | 113K | 933 | Horizon Investments, LLC |
| COMMVAULT SYS INC | COM | 11M | 92K | – |
| COMPANHIA DE SANEAMENTO BASI | SPONSORED ADR | 17M | 1M | – |
| COMPOSECURE INC | COM CL A | 482K | 71K | – |
| COMSTOCK RES INC | COM | 9M | 879K | – |
| CONAGRA BRANDS INC | COM | 101M | 4M | – |
| CONCENTRIX CORP | COM | 28M | 446K | – |
| CONFLUENT INC | CLASS A COM | 119M | 4M | – |
| CONMED CORP | COM | 641K | 9K | – |
| CONNECTONE BANCORP INC | COM | 254K | 13K | – |
| CONOCOPHILLIPS | COM | 80M | 703K | – |
| CONSOL ENERGY INC NEW | COM | 4M | 43K | – |
| CONSOLIDATED EDISON INC | COM | 745K | 8K | Horizon Investments, LLC |
| CONSOLIDATED EDISON INC | COM | 73M | 814K | – |
| CONSTELLATION BRANDS INC | CL A | 8M | 32K | – |
| CONSTELLATION ENERGY CORP | COM | 61M | 307K | – |
| CONSTRUCTION PARTNERS INC | COM CL A | 44M | 799K | – |
| COOPER COS INC | COM | 751K | 9K | – |
| COPART INC | COM | 229M | 4M | – |
| CORCEPT THERAPEUTICS INC | COM | 49M | 2M | – |
| CORE MOLDING TECHNOLOGIES IN | COM | 331K | 21K | – |
| CORECIVIC INC | COM | 4M | 273K | – |
| COREBRIDGE FINL INC | COM | 68M | 2M | – |
| CORE SCIENTIFIC INC NEW | COM | 805K | 87K | – |
| CORE & MAIN INC | CL A | 72M | 1M | – |
| CORNING INC | COM | 58M | 2M | – |
| QUIDELORTHO CORP | COM | 19M | 568K | – |
| CORPAY INC | COM SHS | 25M | 94K | – |
| COPT DEFENSE PROPERTIES | SHS BEN INT | 97K | 4K | Horizon Investments, LLC |
| COPT DEFENSE PROPERTIES | SHS BEN INT | 3M | 118K | – |
| CORSAIR GAMING INC | COM | 493K | 45K | – |
| CORTEVA INC | COM | 12M | 231K | – |
| CORVEL CORP | COM | 4M | 16K | – |
| COSTCO WHSL CORP NEW | COM | 279M | 328K | – |
| COSTAR GROUP INC | COM | 28M | 378K | – |
| COTY INC | COM CL A | 5M | 541K | – |
| COUCHBASE INC | COM | 3M | 146K | – |
| COUPANG INC | CL A | 14M | 647K | – |
| COUSINS PPTYS INC | COM NEW | 4M | 186K | – |
| CRACKER BARREL OLD CTRY STOR | COM | 1M | 24K | – |
| CRANE COMPANY | COMMON STOCK | 57M | 392K | – |
| CRANE NXT CO | COM | 19M | 308K | – |
| CREDIT ACCEP CORP MICH | COM | 837K | 2K | – |
| CRINETICS PHARMACEUTICALS IN | COM | 9M | 197K | – |
| CROCS INC | COM | 24M | 165K | – |
| CROSSAMERICA PARTNERS LP | UT LTD PTN INT | 4M | 205K | – |
| CROSSFIRST BANKSHARES INC | COM | 2M | 138K | – |
| CROWDSTRIKE HLDGS INC | CL A | 872M | 2M | – |
| CROWN CASTLE INC | COM | 19M | 197K | – |
| CROWN HLDGS INC | COM | 11M | 152K | – |
| CUBESMART | COM | 128K | 3K | Horizon Investments, LLC |
| CUBESMART | COM | 4M | 86K | – |
| CULLEN FROST BANKERS INC | COM | 11M | 110K | – |
| CULLINAN THERAPEUTICS INC | COM | 2M | 137K | – |
| CUMMINS INC | COM | 45M | 164K | – |
| CURTISS WRIGHT CORP | COM | 98K | 360 | Horizon Investments, LLC |
| CURTISS WRIGHT CORP | COM | 20M | 74K | – |
| CUSTOMERS BANCORP INC | COM | 3M | 63K | – |
| CUSTOM TRUCK ONE SOURCE INC | COM CL A | 2M | 568K | – |
| CYTOKINETICS INC | COM NEW | 1M | 21K | – |
| CYTEK BIOSCIENCES INC | COM | 336K | 60K | – |
| DMC GLOBAL INC | COM | 810K | 56K | – |
| D R HORTON INC | COM | 257M | 2M | – |
| DTE ENERGY CO | COM | 66M | 590K | – |
| DXP ENTERPRISES INC | COM NEW | 2M | 37K | – |
| DT MIDSTREAM INC | COMMON STOCK | 103K | 1K | Horizon Investments, LLC |
| DT MIDSTREAM INC | COMMON STOCK | 81M | 1M | – |
| DXC TECHNOLOGY CO | COM | 21M | 1M | – |
| DANA INC | COM | 3M | 268K | – |
| DANAHER CORPORATION | COM | 4M | 17K | – |
| DARDEN RESTAURANTS INC | COM | 784K | 5K | Horizon Investments, LLC |
| DARDEN RESTAURANTS INC | COM | 16M | 107K | – |
| DARLING INGREDIENTS INC | COM | 19M | 523K | – |
| DATADOG INC | CL A COM | 329M | 3M | – |
| DAVE & BUSTERS ENTMT INC | COM | 3M | 76K | – |
| DAVITA INC | COM | 35M | 253K | – |
| DECKERS OUTDOOR CORP | COM | 67M | 70K | – |
| DEERE & CO | COM | 80M | 214K | – |
| DELEK LOGISTICS PARTNERS LP | COM UNT RP INT | 6M | 139K | – |
| DELEK US HLDGS INC NEW | COM | 2M | 78K | – |
| DELL TECHNOLOGIES INC | CL C | 130M | 945K | – |
| DELTA AIR LINES INC DEL | COM NEW | 52M | 1M | – |
| DENALI THERAPEUTICS INC | COM | 447K | 19K | – |
| DENNYS CORP | COM | 1M | 146K | – |
| DESCARTES SYS GROUP INC | COM | 940K | 10K | – |
| DEVON ENERGY CORP NEW | COM | 83M | 2M | – |
| DEXCOM INC | COM | 52M | 461K | – |
| DIAGEO PLC | SPON ADR NEW | 44M | 349K | – |
| DIAMOND HILL INVT GROUP INC | COM NEW | 1M | 8K | – |
| DIAMOND OFFSHORE DRILLING IN | COM | 3M | 168K | – |
| DIAMONDROCK HOSPITALITY CO | COM | 2M | 266K | – |
| DIAMONDBACK ENERGY INC | COM | 142M | 709K | – |
| DICKS SPORTING GOODS INC | COM | 68M | 318K | – |
| DIEBOLD NIXDORF INC | COM SHS | 5M | 120K | – |
| DIGITAL RLTY TR INC | COM | 18M | 119K | – |
| DIGITALBRIDGE GROUP INC | CL A NEW | 3M | 251K | – |
| DIGITALOCEAN HLDGS INC | COM | 53M | 2M | – |
| DILLARDS INC | CL A | 6M | 13K | – |
| DIME CMNTY BANCSHARES INC | COM | 411K | 20K | – |
| DIODES INC | COM | 19M | 269K | – |
| DISNEY WALT CO | COM | 11M | 113K | – |
| DISCOVER FINL SVCS | COM | 221M | 2M | – |
| DIVERSIFIED HEALTHCARE TR | COM SH BEN INT | 73K | 24K | – |
| DOCUSIGN INC | COM | 75M | 1M | – |
| DOLBY LABORATORIES INC | COM CL A | 92K | 1K | Horizon Investments, LLC |
| DOLBY LABORATORIES INC | COM CL A | 55M | 696K | – |
| DOLLAR GEN CORP NEW | COM | 12M | 90K | – |
| DOLLAR TREE INC | COM | 23M | 215K | – |
| DOMINION ENERGY INC | COM | 19M | 384K | – |
| DOMINOS PIZZA INC | COM | 20M | 38K | – |
| DONALDSON INC | COM | 91K | 1K | Horizon Investments, LLC |
| DONALDSON INC | COM | 61M | 852K | – |
| DONNELLEY FINL SOLUTIONS INC | COM | 2M | 28K | – |
| DOORDASH INC | CL A | 298M | 3M | – |
| DORCHESTER MINERALS LP | COM UNIT | 4M | 141K | – |
| DORMAN PRODS INC | COM | 1M | 16K | – |
| DOUBLELINE INCOME SOLUTIONS | COM | 1M | 103K | – |
| DOUBLELINE YIELD OPPORTUNITI | COM | 278K | 18K | – |
| DOUBLEVERIFY HLDGS INC | COM | 4M | 189K | – |
| DOUGLAS EMMETT INC | COM | 2M | 181K | – |
| DOUGLAS DYNAMICS INC | COM | 15M | 632K | – |
| DOVER CORP | COM | 15M | 85K | – |
| DOW INC | COM | 70M | 1M | – |
| DRAFTKINGS INC NEW | COM CL A | 132M | 3M | – |
| DREAM FINDERS HOMES INC | COM CL A | 3M | 110K | – |
| DROPBOX INC | CL A | 56M | 2M | – |
| DRIVEN BRANDS HLDGS INC | COM | 2M | 180K | – |
| DUCOMMUN INC DEL | COM | 2M | 42K | – |
| DUKE ENERGY CORP NEW | COM NEW | 1M | 11K | Horizon Investments, LLC |
| DUKE ENERGY CORP NEW | COM NEW | 153M | 2M | – |
| DUN & BRADSTREET HLDGS INC | COM | 24M | 3M | – |
| DUOLINGO INC | CL A COM | 17M | 83K | – |
| DUPONT DE NEMOURS INC | COM | 21M | 256K | – |
| DOXIMITY INC | CL A | 8M | 281K | – |
| DUTCH BROS INC | CL A | 4M | 95K | – |
| DYCOM INDS INC | COM | 59M | 351K | – |
| DYNATRACE INC | COM NEW | 10M | 220K | – |
| DYNE THERAPEUTICS INC | COM | 982K | 28K | – |
| E L F BEAUTY INC | COM | 8M | 40K | – |
| EL POLLO LOCO HLDGS INC | COM | 810K | 72K | – |
| EOG RES INC | COM | 300M | 2M | – |
| EQT CORP | COM | 61M | 2M | – |
| EPR PPTYS | COM SH BEN INT | 94K | 2K | Horizon Investments, LLC |
| EPR PPTYS | COM SH BEN INT | 5M | 113K | – |
| EAGLE BANCORP INC MD | COM | 522K | 28K | – |
| EAGLE MATLS INC | COM | 96K | 442 | Horizon Investments, LLC |
| EAGLE MATLS INC | COM | 31M | 144K | – |
| EAST WEST BANCORP INC | COM | 285M | 4M | – |
| EASTERLY GOVT PPTYS INC | COM | 3M | 207K | – |
| EASTERN BANKSHARES INC | COM | 53M | 4M | – |
| EASTGROUP PPTYS INC | COM | 100K | 585 | Horizon Investments, LLC |
| EASTGROUP PPTYS INC | COM | 3M | 20K | – |
| EASTMAN CHEM CO | COM | 21M | 213K | – |
| EASTMAN KODAK CO | COM NEW | 1M | 194K | – |
| EATON VANCE MUNI INCOME TRUS | SH BEN INT | 128K | 12K | – |
| EATON VANCE TAX ADVT DIV INC | COM | 3M | 114K | – |
| EATON VANCE TX ADV GLBL DIV | COM | 3M | 173K | – |
| EATON VANCE TAX-ADVANTAGED G | COM | 2M | 96K | – |
| EATON VANCE SHORT DURATION D | COM | 1M | 129K | – |
| EBAY INC. | COM | 152M | 3M | – |
| ECHOSTAR CORP | CL A | 2M | 95K | – |
| ECOLAB INC | COM | 550K | 2K | Horizon Investments, LLC |
| ECOLAB INC | COM | 100M | 421K | – |
| ECOPETROL S A | SPONSORED ADS | 7M | 653K | – |
| ECOVYST INC | COM | 2M | 270K | – |
| EDGEWELL PERS CARE CO | COM | 99K | 2K | Horizon Investments, LLC |
| EDGEWELL PERS CARE CO | COM | 3M | 79K | – |
| EDISON INTL | COM | 49M | 683K | – |
| EDWARDS LIFESCIENCES CORP | COM | 27M | 290K | – |
| ELANCO ANIMAL HEALTH INC | COM | 2M | 149K | – |
| ELECTRONIC ARTS INC | COM | 769K | 6K | Horizon Investments, LLC |
| ELECTRONIC ARTS INC | COM | 37M | 269K | – |
| ELEMENT SOLUTIONS INC | COM | 5M | 175K | – |
| EMCOR GROUP INC | COM | 106K | 289 | Horizon Investments, LLC |
| EMCOR GROUP INC | COM | 133M | 365K | – |
| EMERSON ELEC CO | COM | 62M | 567K | – |
| ASPEN TECHNOLOGY INC | COM | 5M | 24K | – |
| EMPIRE ST RLTY TR INC | CL A | 3M | 299K | – |
| EMPLOYERS HLDGS INC | COM | 4M | 93K | – |
| ENACT HLDGS INC | COM | 2M | 53K | – |
| ENBRIDGE INC | COM | 47M | 1M | – |
| ENCORE WIRE CORP | COM | 559K | 2K | – |
| ENDEAVOR GROUP HLDGS INC | CL A COM | 50M | 2M | – |
| ENCOMPASS HEALTH CORP | COM | 95K | 1K | Horizon Investments, LLC |
| ENCOMPASS HEALTH CORP | COM | 33M | 381K | – |
| ENERGIZER HLDGS INC NEW | COM | 77K | 3K | Horizon Investments, LLC |
| ENERGIZER HLDGS INC NEW | COM | 598K | 20K | – |
| ENERGY TRANSFER L P | COM UT LTD PTN | 4M | 231K | – |
| ENERSYS | COM | 21M | 201K | – |
| ENERPAC TOOL GROUP CORP | CL A COM | 4M | 114K | – |
| ENLINK MIDSTREAM LLC | COM UNIT REP LTD | 3M | 212K | – |
| ENPHASE ENERGY INC | COM | 102M | 1M | – |
| ENOVA INTL INC | COM | 3M | 53K | – |
| ENSIGN GROUP INC | COM | 97K | 784 | Horizon Investments, LLC |
| ENSIGN GROUP INC | COM | 7M | 54K | – |
| ENTEGRIS INC | COM | 66M | 490K | – |
| ENTERGY CORP NEW | COM | 102M | 957K | – |
| ENTERPRISE FINL SVCS CORP | COM | 5M | 115K | – |
| ENTERPRISE PRODS PARTNERS L | COM | 7M | 257K | – |
| ENTRAVISION COMMUNICATIONS C | CL A | 353K | 174K | – |
| ENVESTNET INC | COM | 3M | 45K | – |
| EPAM SYS INC | COM | 2M | 13K | – |
| ENVISTA HOLDINGS CORPORATION | COM | 829K | 50K | – |
| EPLUS INC | COM | 2M | 34K | – |
| EQUIFAX INC | COM | 15M | 63K | – |
| EQUINIX INC | COM | 66M | 87K | – |
| EQUINOR ASA | SPONSORED ADR | 6M | 216K | – |
| EQUINOX GOLD CORP | COM | 61K | 12K | – |
| EQUITABLE HLDGS INC | COM | 269M | 7M | – |
| EQUITRANS MIDSTREAM CORP | COM | 3M | 224K | – |
| EQUITY COMWLTH | COM SH BEN INT | 3M | 142K | – |
| EQUITY LIFESTYLE PPTYS INC | COM | 99K | 2K | Horizon Investments, LLC |
| EQUITY LIFESTYLE PPTYS INC | COM | 1M | 21K | – |
| EQUITY RESIDENTIAL | SH BEN INT | 14M | 208K | – |
| TELEFONAKTIEBOLAGET LM ERICS | ADR B SEK 10 | 6M | 930K | – |
| ERIE INDTY CO | CL A | 59M | 164K | – |
| ESAB CORPORATION | COM | 10M | 111K | – |
| ESCO TECHNOLOGIES INC | COM | 1M | 13K | – |
| ESQUIRE FINL HLDGS INC | COM | 994K | 21K | – |
| ESSENTIAL PPTYS RLTY TR INC | COM | 98K | 4K | Horizon Investments, LLC |
| ESSENTIAL PPTYS RLTY TR INC | COM | 2M | 79K | – |
| ESSENTIAL UTILS INC | COM | 95K | 3K | Horizon Investments, LLC |
| ESSENTIAL UTILS INC | COM | 118M | 3M | – |
| ESSEX PPTY TR INC | COM | 2M | 8K | – |
| ETHAN ALLEN INTERIORS INC | COM | 47M | 2M | – |
| EURONET WORLDWIDE INC | COM | 19M | 186K | – |
| EVERCORE INC | CLASS A | 116K | 557 | Horizon Investments, LLC |
| EVERCORE INC | CLASS A | 3M | 16K | – |
| EVERGY INC | COM | 80M | 2M | – |
| EVERTEC INC | COM | 77K | 2K | Horizon Investments, LLC |
| EVERTEC INC | COM | 1M | 36K | – |
| EVERSOURCE ENERGY | COM | 75M | 1M | – |
| EVOLUTION PETE CORP | COM | 440K | 84K | – |
| EVOLENT HEALTH INC | CL A | 2M | 110K | – |
| EVGO INC | CL A COM | 926K | 378K | – |
| EXACT SCIENCES CORP | COM | 22M | 509K | – |
| EXELON CORP | COM | 132M | 4M | – |
| EXELIXIS INC | COM | 93K | 4K | Horizon Investments, LLC |
| EXELIXIS INC | COM | 58M | 3M | – |
| EXLSERVICE HOLDINGS INC | COM | 2M | 66K | – |
| EXPEDIA GROUP INC | COM NEW | 20M | 160K | – |
| EXPEDITORS INTL WASH INC | COM | 64M | 515K | – |
| EXPONENT INC | COM | 57K | 599 | Horizon Investments, LLC |
| EXPONENT INC | COM | 3M | 36K | – |
| EXSCIENTIA PLC | ADS | 9M | 2M | – |
| EXTRA SPACE STORAGE INC | COM | 7M | 43K | – |
| EZCORP INC | CL A NON VTG | 2M | 157K | – |
| EXXON MOBIL CORP | COM | 503M | 4M | – |
| FMC CORP | COM NEW | 38M | 656K | – |
| FLYWIRE CORPORATION | COM VTG | 261K | 16K | – |
| F N B CORP | COM | 87K | 6K | Horizon Investments, LLC |
| F N B CORP | COM | 30M | 2M | – |
| FB FINL CORP | COM | 1M | 38K | – |
| FS BANCORP INC | COM | 710K | 19K | – |
| FS CREDIT OPPORTUNITIES CORP | COMMON STOCK | 2M | 359K | – |
| FTI CONSULTING INC | COM | 57K | 263 | Horizon Investments, LLC |
| FTI CONSULTING INC | COM | 12M | 58K | – |
| META PLATFORMS INC | CL A | 813M | 2M | – |
| FACTSET RESH SYS INC | COM | 740K | 2K | – |
| FAIR ISAAC CORP | COM | 30M | 20K | – |
| FARMERS NATIONAL BANC CORP | COM | 164K | 13K | – |
| FARO TECHNOLOGIES INC | COM | 3M | 204K | – |
| FASTLY INC | CL A | 20M | 3M | – |
| FASTENAL CO | COM | 89M | 1M | – |
| FEDERAL AGRIC MTG CORP | CL C | 4M | 20K | – |
| FEDERAL RLTY INVT TR NEW | SH BEN INT NEW | 960K | 10K | – |
| FEDERAL SIGNAL CORP | COM | 92K | 1K | Horizon Investments, LLC |
| FEDERAL SIGNAL CORP | COM | 49M | 590K | – |
| FEDERATED HERMES INC | CL B | 93K | 3K | Horizon Investments, LLC |
| FEDERATED HERMES INC | CL B | 7M | 201K | – |
| FEDEX CORP | COM | 36M | 122K | – |
| F5 INC | COM | 215M | 1M | – |
| FIDELITY NATIONAL FINANCIAL | FNF GROUP COM | 90K | 2K | Horizon Investments, LLC |
| FIDELITY NATIONAL FINANCIAL | FNF GROUP COM | 29M | 596K | – |
| FIFTH THIRD BANCORP | COM | 319M | 9M | – |
| FIRST ADVANTAGE CORP NEW | COM | 937K | 58K | – |
| FIRST AMERN FINL CORP | COM | 103K | 2K | Horizon Investments, LLC |
| FIRST AMERN FINL CORP | COM | 15M | 270K | – |
| FIRST BANCORP P R | COM NEW | 55M | 3M | – |
| FIRST BANCORP N C | COM | 2M | 77K | – |
| FIRST BUSEY CORP | COM NEW | 3M | 128K | – |
| FIRST CTZNS BANCSHARES INC N | CL A | 38M | 23K | – |
| FIRST COMWLTH FINL CORP PA | COM | 14M | 1M | – |
| FIRST CMNTY BANKSHARES INC V | COM | 237K | 6K | – |
| FIRST FINL BANCORP OH | COM | 13M | 596K | – |
| FIRST FINL BANKSHARES INC | COM | 5M | 156K | – |
| FIRST FINL CORP IND | COM | 1M | 35K | – |
| FIRST HORIZON CORPORATION | COM | 28M | 2M | – |
| FIRST HAWAIIAN INC | COM | 15M | 702K | – |
| FIRST INDL RLTY TR INC | COM | 95K | 2K | Horizon Investments, LLC |
| FIRST INDL RLTY TR INC | COM | 2M | 33K | – |
| FIRST INTST BANCSYSTEM INC | COM | 16M | 563K | – |
| FIRST MERCHANTS CORP | COM | 12M | 366K | – |
| FIRST MID ILL BANCSHARES INC | COM | 275K | 8K | – |
| FIRST SOLAR INC | COM | 70M | 310K | – |
| 1ST SOURCE CORP | COM | 10M | 194K | – |
| FIRST TR MORNINGSTAR DIVID L | SHS | 7M | 183K | – |
| FIRST TR EXCHANGE-TRADED FD | NY ARCA BIOTECH | 983K | 6K | – |
| FIRST TR EXCHANGE-TRADED FD | DJ INTERNT IDX | 788M | 4M | – |
| FIRST TR EXCHANGE-TRADED FD | NAS CLNEDG GREEN | 6M | 182K | – |
| FIRST TR NASDAQ 100 TECH IND | SHS | 839M | 4M | – |
| FIRST TR LRGE CP CORE ALPHA | COM SHS | 5M | 53K | – |
| FIRST TR EXCHANGE TRADED FD | CONSUMR DISCRE | 729M | 12M | – |
| FIRST TR EXCHANGE TRADED FD | INDLS PROD DUR | 747M | 11M | – |
| FIRST TR EXCHANGE TRADED FD | CLOUD COMPUTING | 2M | 20K | – |
| FIRST TR EXCHANGE TRADED FD | NASDAQ CYB ETF | 40M | 713K | – |
| FIRST TR MID CAP CORE ALPHAD | COM SHS | 5M | 49K | – |
| FIRST TR LRG CP VL ALPHADEX | COM SHS | 1M | 16K | – |
| FIRST TRUST LRGCP GWT ALPHAD | COM SHS | 24M | 196K | – |
| FIRST TR EXCH TRD ALPHDX FD | JAPAN ALPHADEX | 38M | 736K | – |
| FIRST TR EXCH TRD ALPHDX FD | DEV MRK EX US | 718K | 13K | – |
| FIRST TR EXCH TRD ALPHDX FD | EMERG MKT ALPH | 683K | 29K | – |
| FIRST TR EXCH TRD ALPHDX FD | UNIT KING ALPH | 37M | 979K | – |
| FIRST TR EXCH TRD ALPHDX FD | SWITZLND ALPHA | 36M | 566K | – |
| FIRST TR EXCH TRD ALPHDX FD | EURO ALPHADEX | 37M | 903K | – |
| FIRST TR EXCH TRD ALPHDX FD | INDIA NFTY50 EQW | 38M | 628K | – |
| FIRST TR EXCHANGE TRADED FD | INDXX NEXTG ETF | 1M | 14K | – |
| FIRST TR EXCHANGE-TRADED ALP | SML CP GRW ALP | 18M | 271K | – |
| FIRST TR EXCHANGE-TRADED FD | SENIOR LN FD | 52M | 1M | – |
| FIRST TR EXCHANGE-TRADED FD | FIRST TR TA HIYL | 105M | 3M | – |
| FIRST TR EXCHANGE-TRADED FD | LNG DUR OPRTUN | 4M | 211K | – |
| FIRST TR EXCHANGE-TRADED FD | INTERMEDIATE DUR | 3M | 141K | – |
| FIRST TR EXCHANGE-TRADED FD | LIMITED DURATION | 56M | 3M | – |
| FIRST TR EXCHANGE-TRADED FD | INTERMEDIATE GOV | 2M | 82K | – |
| FIRST TR EXCHANGE-TRADED FD | NASDQ SEMCNDTR | 900M | 9M | – |
| FIRST TR EXCH TRADED FD III | PFD SECS INC ETF | 420K | 24K | STONEBRIDGE ADVISORS LLC |
| FIRST TR EXCHANGE-TRADED FD | MNGD FUTRS STRGY | 2M | 37K | – |
| FIRST TR EXCHANGE TRAD FD VI | FST TR GLB FD | 434K | 18K | – |
| FIRST TR EXCH TRADED FD III | LNG/SHT EQUITY | 2M | 29K | – |
| FIRST TR EXCH TRADED FD III | EME MRK BD ETF | 6M | 206K | – |
| FIRST TR EXCH TRADED FD III | NEW YORK MUNI | 2M | 61K | – |
| FIRST TR EXCH TRADED FD III | INSTL PFD SECS | 1M | 71K | STONEBRIDGE ADVISORS LLC |
| FIRST TR EXCH TRADED FD III | INSTL PFD SECS | 20K | 1K | – |
| FIRST TR EXCHANGE-TRADED FD | FST LOW OPPT EFT | 58M | 1M | – |
| FIRST TR EXCHANGE-TRADED FD | FIRST TR ENH NEW | 11M | 187K | – |
| FIRST TR EXCHNG TRADED FD VI | TCW OPPORTUNIS | 12M | 286K | – |
| FIRST TR EXCHNG TRADED FD VI | TCW UNCONSTRAI | 1M | 43K | – |
| FIRST TR EXCHANGE-TRADED FD | MERGER ARBITRA | 417K | 21K | – |
| FIRST TR EXCHANGE TRAD FD VI | ALT ABSLT STRG | 2M | 64K | – |
| FIRST TR EXCHANGE-TRADED FD | INDXX INOVTV ETF | 1M | 32K | – |
| FIRST WATCH RESTAURANT GROUP | COM | 3M | 196K | – |
| FIRSTCASH HOLDINGS INC | COM | 84K | 802 | Horizon Investments, LLC |
| FIRSTCASH HOLDINGS INC | COM | 5M | 49K | – |
| FISERV INC | COM | 895K | 6K | Horizon Investments, LLC |
| FISERV INC | COM | 33M | 223K | – |
| FIRSTENERGY CORP | COM | 38M | 996K | – |
| FIVE BELOW INC | COM | 438K | 4K | – |
| FIVE9 INC | COM | 59M | 1M | – |
| FIVE STAR BANCORP | COM | 1M | 52K | – |
| FLOOR & DECOR HLDGS INC | CL A | 14M | 146K | – |
| FLOWERS FOODS INC | COM | 83K | 4K | Horizon Investments, LLC |
| FLOWERS FOODS INC | COM | 56M | 3M | – |
| FLOWSERVE CORP | COM | 95K | 2K | Horizon Investments, LLC |
| FLOWSERVE CORP | COM | 38M | 791K | – |
| FLUENCE ENERGY INC | COM CL A | 11M | 642K | – |
| FLUSHING FINL CORP | COM | 134K | 10K | – |
| FORD MTR CO DEL | COM | 111M | 9M | – |
| FORESTAR GROUP INC | COM | 4M | 119K | – |
| FORMFACTOR INC | COM | 12M | 205K | – |
| FORTIS INC | COM | 48M | 1M | – |
| FORTINET INC | COM | 406M | 7M | – |
| FORTIVE CORP | COM | 13M | 177K | – |
| FORTUNE BRANDS INNOVATIONS I | COM | 4M | 69K | – |
| FORUM ENERGY TECHNOLOGIES IN | COM | 547K | 32K | – |
| FORWARD AIR CORP | COM | 1M | 74K | – |
| FOUR CORNERS PPTY TR INC | COM | 96K | 4K | Horizon Investments, LLC |
| FOUR CORNERS PPTY TR INC | COM | 3M | 135K | – |
| FOX CORP | CL A COM | 23M | 662K | – |
| FOX FACTORY HLDG CORP | COM | 2M | 50K | – |
| FRANCO NEV CORP | COM | 270K | 2K | – |
| FRANKLIN BSP RLTY TR INC | COMMON STOCK | 2M | 175K | – |
| FRANKLIN ELEC INC | COM | 86K | 897 | Horizon Investments, LLC |
| FRANKLIN ELEC INC | COM | 35M | 362K | – |
| FRANKLIN RESOURCES INC | COM | 78M | 3M | – |
| FRANKLIN STR PPTYS CORP | COM | 16K | 10K | – |
| FREEPORT-MCMORAN INC | CL B | 26M | 527K | – |
| FRESHPET INC | COM | 29M | 227K | – |
| FRESHWORKS INC | CLASS A COM | 460K | 36K | – |
| FRONTDOOR INC | COM | 3M | 86K | – |
| FRONTIER COMMUNICATIONS PARE | COM | 6M | 213K | – |
| FUELCELL ENERGY INC | COM | 1M | 2M | – |
| FUBOTV INC | COM | 21K | 17K | – |
| FULLER H B CO | COM | 2M | 28K | – |
| FULTON FINL CORP PA | COM | 14M | 818K | – |
| FUTUREFUEL CORP | COM | 378K | 74K | – |
| GATX CORP | COM | 97K | 733 | Horizon Investments, LLC |
| GATX CORP | COM | 50M | 375K | – |
| GEO GROUP INC NEW | COM | 3M | 237K | – |
| G III APPAREL GROUP LTD | COM | 2M | 80K | – |
| GABELLI DIVID & INCOME TR | COM | 2M | 104K | – |
| GMS INC | COM | 5M | 61K | – |
| GXO LOGISTICS INCORPORATED | COMMON STOCK | 19M | 367K | – |
| GE HEALTHCARE TECHNOLOGIES I | COMMON STOCK | 53M | 675K | – |
| GALLAGHER ARTHUR J & CO | COM | 840K | 3K | Horizon Investments, LLC |
| GALLAGHER ARTHUR J & CO | COM | 10M | 40K | – |
| GAMING & LEISURE PPTYS INC | COM | 98K | 2K | Horizon Investments, LLC |
| GAMING & LEISURE PPTYS INC | COM | 5M | 117K | – |
| GAP INC | COM | 14M | 570K | – |
| GARRETT MOTION INC | COM | 2M | 285K | – |
| GARTNER INC | COM | 22M | 49K | – |
| GATOS SILVER INC | COM | 1M | 132K | – |
| GE VERNOVA INC | COM | 20M | 118K | – |
| GENCOR INDS INC | COM | 563K | 29K | – |
| GENERAC HLDGS INC | COM | 7M | 55K | – |
| GENERAL AMERN INVS CO INC | COM | 2M | 36K | – |
| GENERAL DYNAMICS CORP | COM | 863K | 3K | Horizon Investments, LLC |
| GENERAL DYNAMICS CORP | COM | 240M | 827K | – |
| GE AEROSPACE | COM NEW | 41M | 258K | – |
| GENERAL MLS INC | COM | 74M | 1M | – |
| GENERAL MTRS CO | COM | 46M | 997K | – |
| GENTEX CORP | COM | 90K | 3K | Horizon Investments, LLC |
| GENTEX CORP | COM | 74M | 2M | – |
| GENESIS ENERGY L P | UNIT LTD PARTN | 3M | 209K | – |
| GENIE ENERGY LTD | CL B | 882K | 60K | – |
| GENMAB A/S | SPONSORED ADS | 30M | 1M | – |
| GENUINE PARTS CO | COM | 161M | 1M | – |
| GENWORTH FINL INC | COM SHS | 772K | 128K | – |
| GENTHERM INC | COM | 472K | 10K | – |
| GERDAU SA | SPON ADR REP PFD | 127K | 38K | RiverFront Investment Group, LLC |
| GERMAN AMERN BANCORP INC | COM | 8M | 228K | – |
| GERON CORP | COM | 3M | 693K | – |
| GETTY IMAGES HOLDINGS INC | CL A COM | 310K | 95K | – |
| GETTY RLTY CORP NEW | COM | 6M | 209K | – |
| GIBRALTAR INDS INC | COM | 2M | 35K | – |
| GILEAD SCIENCES INC | COM | 274M | 4M | – |
| GITLAB INC | CLASS A COM | 77M | 2M | – |
| GLACIER BANCORP INC NEW | COM | 1M | 34K | – |
| GLAUKOS CORP | COM | 8M | 68K | – |
| GSK PLC | SPONSORED ADR | 44M | 1M | – |
| GLOBAL INDUSTRIAL COMPANY | COM | 3M | 108K | – |
| GLOBALSTAR INC | COM | 1M | 922K | – |
| GLOBAL NET LEASE INC | COM NEW | 200K | 27K | – |
| GLOBAL PMTS INC | COM | 19M | 195K | – |
| GLOBAL PARTNERS LP | COM UNITS | 3M | 63K | – |
| GLOBUS MED INC | CL A | 123K | 2K | Horizon Investments, LLC |
| GLOBUS MED INC | CL A | 9M | 127K | – |
| GLOBE LIFE INC | COM | 8M | 96K | – |
| GODADDY INC | CL A | 137M | 977K | – |
| GOGO INC | COM | 3M | 281K | – |
| GOLD FIELDS LTD | SPONSORED ADR | 276K | 19K | – |
| GOLDEN ENTMT INC | COM | 4M | 115K | – |
| GOLDMAN SACHS GROUP INC | COM | 74M | 164K | – |
| GOLUB CAP BDC INC | COM | 3M | 186K | – |
| GOODYEAR TIRE & RUBR CO | COM | 2M | 190K | – |
| GOOSEHEAD INS INC | COM CL A | 341K | 6K | – |
| GRACO INC | COM | 89K | 1K | Horizon Investments, LLC |
| GRACO INC | COM | 103M | 1M | – |
| GRAHAM HLDGS CO | COM CL B | 4M | 6K | – |
| GRAIL INC | COM | 772K | 50K | – |
| GRAINGER W W INC | COM | 33M | 37K | – |
| GRAND CANYON ED INC | COM | 98K | 700 | Horizon Investments, LLC |
| GRAND CANYON ED INC | COM | 19M | 133K | – |
| GRANITE CONSTR INC | COM | 48M | 777K | – |
| GRANITE RIDGE RESOURCES INC | COM | 868K | 137K | – |
| GRAPHIC PACKAGING HLDG CO | COM | 87K | 3K | Horizon Investments, LLC |
| GRAPHIC PACKAGING HLDG CO | COM | 30M | 1M | – |
| GREAT SOUTHN BANCORP INC | COM | 2M | 28K | – |
| GREEN BRICK PARTNERS INC | COM | 5M | 80K | – |
| GREENBRIER COS INC | COM | 31M | 619K | – |
| GREIF INC | CL A | 4M | 72K | – |
| GREIF INC | CL B | 235K | 4K | – |
| GRIFFON CORP | COM | 4M | 66K | – |
| GROCERY OUTLET HLDG CORP | COM | 64K | 3K | Horizon Investments, LLC |
| GROCERY OUTLET HLDG CORP | COM | 6M | 282K | – |
| GROUP 1 AUTOMOTIVE INC | COM | 8M | 28K | – |
| GUESS INC | COM | 4M | 192K | – |
| GUIDEWIRE SOFTWARE INC | COM | 4M | 28K | – |
| GULFPORT ENERGY CORP | COMMON SHARES | 10M | 66K | – |
| HF SINCLAIR CORP | COM | 87M | 2M | – |
| H & E EQUIPMENT SERVICES INC | COM | 3M | 76K | – |
| HBT FINL INC. | COM | 743K | 36K | – |
| HCA HEALTHCARE INC | COM | 33M | 104K | – |
| HDFC BANK LTD | SPONSORED ADS | 1M | 21K | – |
| HNI CORP | COM | 952K | 21K | – |
| HP INC | COM | 88M | 3M | – |
| HACKETT GROUP INC | COM | 2M | 92K | – |
| HAEMONETICS CORP MASS | COM | 635K | 8K | – |
| HALLADOR ENERGY COMPANY | COM | 598K | 77K | – |
| HALLIBURTON CO | COM | 39M | 1M | – |
| HALOZYME THERAPEUTICS INC | COM | 54M | 1M | – |
| HAMILTON LANE INC | CL A | 2M | 15K | – |
| HANCOCK WHITNEY CORPORATION | COM | 6M | 117K | – |
| HANCOCK JOHN TAX-ADVANTAGED | COM | 2M | 119K | – |
| HANMI FINL CORP | COM NEW | 178K | 11K | – |
| HANNON ARMSTRONG SUST INFR C | COM | 13M | 454K | – |
| HANOVER INS GROUP INC | COM | 89K | 710 | Horizon Investments, LLC |
| HANOVER INS GROUP INC | COM | 47M | 375K | – |
| HARBORONE BANCORP INC NEW | COM NEW | 174K | 16K | – |
| HARLEY DAVIDSON INC | COM | 22M | 642K | – |
| HARMONIC INC | COM | 1M | 101K | – |
| HARMONY BIOSCIENCES HLDGS IN | COM | 2M | 69K | – |
| HARMONY GOLD MINING CO LTD | SPONSORED ADR | 161K | 18K | – |
| HARTFORD FINL SVCS GROUP INC | COM | 763K | 8K | Horizon Investments, LLC |
| HARTFORD FINL SVCS GROUP INC | COM | 238M | 2M | – |
| HASBRO INC | COM | 12M | 198K | – |
| HASHICORP INC | COM CL A | 7M | 219K | – |
| HAVERTY FURNITURE COS INC | COM | 24M | 932K | – |
| HAWAIIAN ELEC INDUSTRIES | COM | 11M | 1M | – |
| HAWKINS INC | COM | 31M | 341K | – |
| HAYNES INTL INC | COM NEW | 2M | 36K | – |
| HAYWARD HLDGS INC | COM | 1M | 96K | – |
| HEALTHEQUITY INC | COM | 15M | 178K | – |
| HEALTHCARE RLTY TR | CL A COM | 65K | 4K | Horizon Investments, LLC |
| HEALTHCARE RLTY TR | CL A COM | 4M | 226K | – |
| HEARTLAND EXPRESS INC | COM | 4M | 284K | – |
| HEARTLAND FINL USA INC | COM | 10M | 219K | – |
| HEALTHPEAK PROPERTIES INC | COM | 2M | 78K | – |
| HECLA MNG CO | COM | 158K | 33K | – |
| HEICO CORP NEW | COM | 15M | 68K | – |
| HELIOS TECHNOLOGIES INC | COM | 2M | 33K | – |
| HELIX ENERGY SOLUTIONS GRP I | COM | 4M | 354K | – |
| HELMERICH & PAYNE INC | COM | 7M | 181K | – |
| HENRY JACK & ASSOC INC | COM | 56M | 336K | – |
| HERITAGE COMM CORP | COM | 2M | 194K | – |
| HERC HLDGS INC | COM | 6M | 47K | – |
| HERITAGE FINL CORP WASH | COM | 219K | 12K | – |
| HERITAGE GLOBAL INC | COM | 214K | 87K | – |
| HERSHEY CO | COM | 63M | 344K | – |
| HERTZ GLOBAL HLDGS INC | COM NEW | 12M | 3M | – |
| HESS MIDSTREAM LP | CL A SHS | 24M | 653K | – |
| HEWLETT PACKARD ENTERPRISE C | COM | 171M | 8M | – |
| HEXCEL CORP NEW | COM | 84K | 1K | Horizon Investments, LLC |
| HEXCEL CORP NEW | COM | 9M | 143K | – |
| HIGHWOODS PPTYS INC | COM | 5M | 178K | – |
| HILLENBRAND INC | COM | 1M | 29K | – |
| HILLMAN SOLUTIONS CORP | COM | 458K | 52K | – |
| HILLTOP HOLDINGS INC | COM | 2M | 54K | – |
| HILTON GRAND VACATIONS INC | COM | 3M | 74K | – |
| HIMS & HERS HEALTH INC | COM CL A | 8M | 373K | – |
| HILTON WORLDWIDE HLDGS INC | COM | 535K | 2K | Horizon Investments, LLC |
| HILTON WORLDWIDE HLDGS INC | COM | 31M | 142K | – |
| HIVE DIGITAL TECHNOLOGIES LT | COM NEW | 800K | 260K | – |
| HOLOGIC INC | COM | 674K | 9K | Horizon Investments, LLC |
| HOLOGIC INC | COM | 16M | 213K | – |
| HOME BANCSHARES INC | COM | 7M | 302K | – |
| HOME DEPOT INC | COM | 245M | 712K | – |
| HOMETRUST BANCSHARES INC | COM | 1M | 50K | – |
| HONDA MOTOR LTD | ADR ECH CNV IN 3 | 47M | 1M | – |
| HONEYWELL INTL INC | COM | 1M | 6K | Horizon Investments, LLC |
| HONEYWELL INTL INC | COM | 289M | 1M | – |
| HOPE BANCORP INC | COM | 3M | 309K | – |
| HORACE MANN EDUCATORS CORP N | COM | 529K | 16K | – |
| HORIZON BANCORP INC | COM | 191K | 15K | – |
| HORMEL FOODS CORP | COM | 66M | 2M | – |
| HOST HOTELS & RESORTS INC | COM | 10M | 550K | – |
| HOULIHAN LOKEY INC | CL A | 55M | 405K | – |
| HOWMET AEROSPACE INC | COM | 24M | 303K | – |
| HUB GROUP INC | CL A | 3M | 81K | – |
| HUBBELL INC | COM | 175M | 479K | – |
| HUBSPOT INC | COM | 219M | 371K | – |
| HUDSON PAC PPTYS INC | COM | 3M | 545K | – |
| HUDSON TECHNOLOGIES INC | COM | 1M | 115K | – |
| HUMANA INC | COM | 33M | 89K | – |
| HUNT J B TRANS SVCS INC | COM | 22M | 138K | – |
| HUNTINGTON BANCSHARES INC | COM | 116M | 9M | – |
| HUNTINGTON INGALLS INDS INC | COM | 67M | 274K | – |
| HUNTSMAN CORP | COM | 8M | 366K | – |
| HURON CONSULTING GROUP INC | COM | 2M | 24K | – |
| HUT 8 CORP | COM | 733K | 49K | – |
| HYATT HOTELS CORP | COM CL A | 7M | 47K | – |
| IAC INC | COM NEW | 26M | 553K | – |
| IDT CORP | CL B NEW | 2M | 56K | – |
| ICF INTL INC | COM | 4M | 27K | – |
| ICU MED INC | COM | 20M | 172K | – |
| IES HLDGS INC | COM | 6M | 44K | – |
| CRESCENT ENERGY COMPANY | CL A COM | 7M | 612K | – |
| IPG PHOTONICS CORP | COM | 27M | 316K | – |
| IRHYTHM TECHNOLOGIES INC | COM | 2M | 19K | – |
| ITT INC | COM | 90K | 699 | Horizon Investments, LLC |
| ITT INC | COM | 61M | 474K | – |
| IAMGOLD CORP | COM | 59K | 16K | – |
| ICICI BANK LIMITED | ADR | 2M | 78K | – |
| ICAHN ENTERPRISES LP | DEPOSITARY UNIT | 7M | 400K | – |
| IDACORP INC | COM | 91K | 976 | Horizon Investments, LLC |
| IDACORP INC | COM | 60M | 639K | – |
| IDEAYA BIOSCIENCES INC | COM | 2M | 68K | – |
| IDEX CORP | COM | 154M | 765K | – |
| IDEXX LABS INC | COM | 83M | 169K | – |
| ILLINOIS TOOL WKS INC | COM | 1M | 6K | Horizon Investments, LLC |
| ILLINOIS TOOL WKS INC | COM | 213M | 898K | – |
| ILLUMINA INC | COM | 61M | 587K | – |
| IMMUNITYBIO INC | COM | 6M | 888K | – |
| IMPERIAL OIL LTD | COM NEW | 3M | 44K | – |
| IMPINJ INC | COM | 4M | 26K | – |
| INCYTE CORP | COM | 75M | 1M | – |
| INDEPENDENCE RLTY TR INC | COM | 66K | 4K | Horizon Investments, LLC |
| INDEPENDENCE RLTY TR INC | COM | 1M | 62K | – |
| INDEPENDENT BK CORP MASS | COM | 5M | 101K | – |
| INDEPENDENT BK CORP MICH | COM NEW | 2M | 66K | – |
| INDEPENDENT BANK GROUP INC | COM | 2M | 47K | – |
| INDIE SEMICONDUCTOR INC | CLASS A COM | 165K | 27K | – |
| INFORMATICA INC | COM CL A | 24M | 776K | – |
| INFORMATION SVCS GROUP INC | COM | 249K | 85K | – |
| INFOSYS LTD | SPONSORED ADR | 659M | 35M | – |
| ING GROEP N.V. | SPONSORED ADR | 1M | 79K | – |
| INGERSOLL RAND INC | COM | 17M | 187K | – |
| INGEVITY CORP | COM | 505K | 12K | – |
| INGLES MKTS INC | CL A | 4M | 55K | – |
| INGREDION INC | COM | 93K | 811 | Horizon Investments, LLC |
| INGREDION INC | COM | 76M | 663K | – |
| INSIGHT ENTERPRISES INC | COM | 100K | 503 | Horizon Investments, LLC |
| INSIGHT ENTERPRISES INC | COM | 9M | 46K | – |
| INSMED INC | COM PAR $.01 | 4M | 55K | – |
| INNOSPEC INC | COM | 94K | 761 | Horizon Investments, LLC |
| INNOSPEC INC | COM | 5M | 40K | – |
| INSPIRE MED SYS INC | COM | 5M | 34K | – |
| INSPERITY INC | COM | 45M | 492K | – |
| INSTALLED BLDG PRODS INC | COM | 55M | 266K | – |
| INNOVIVA INC | COM | 98K | 6K | Horizon Investments, LLC |
| INNOVIVA INC | COM | 4M | 272K | – |
| INNOVATIVE INDL PPTYS INC | COM | 9M | 81K | – |
| INSPIRED ENTMT INC | COM | 635K | 69K | – |
| INSULET CORP | COM | 832K | 4K | – |
| INTEGRA LIFESCIENCES HLDGS C | COM NEW | 14M | 477K | – |
| INTEL CORP | COM | 227M | 7M | – |
| CORECARD CORPORATION | COM | 248K | 17K | – |
| INTEGER HLDGS CORP | COM | 8M | 65K | – |
| INTER PARFUMS INC | COM | 2M | 16K | – |
| INTERACTIVE BROKERS GROUP IN | COM CL A | 8M | 66K | – |
| INTERCONTINENTAL EXCHANGE IN | COM | 728K | 5K | Horizon Investments, LLC |
| INTERCONTINENTAL EXCHANGE IN | COM | 46M | 337K | – |
| INTERDIGITAL INC | COM | 121K | 1K | Horizon Investments, LLC |
| INTERDIGITAL INC | COM | 10M | 85K | – |
| INTERNATIONAL BANCSHARES COR | COM | 57M | 994K | – |
| INTERNATIONAL BUSINESS MACHS | COM | 617M | 4M | – |
| INTERNATIONAL FLAVORS&FRAGRA | COM | 4M | 40K | – |
| INTERNATIONAL PAPER CO | COM | 17M | 395K | – |
| INTERPUBLIC GROUP COS INC | COM | 301M | 10M | – |
| POWERSHARES ACTIVELY MANAGED | VAR RATE INVT | 2M | 93K | – |
| INTEST CORP | COM | 319K | 32K | – |
| INTRA-CELLULAR THERAPIES INC | COM | 40M | 584K | – |
| INTUIT | COM | 228M | 346K | – |
| INTUITIVE SURGICAL INC | COM NEW | 67M | 151K | – |
| INTREPID POTASH INC | COM | 620K | 26K | – |
| INVENTRUST PPTYS CORP | COM NEW | 1M | 46K | – |
| INTUITIVE MACHINES INC | CLASS A COM | 91K | 28K | – |
| INVESCO TR INVT GRADE MUNS | COM | 133K | 13K | – |
| INVESCO QUALITY MUN INCOME T | COM | 164K | 17K | – |
| INVESCO EXCH TRADED FD TR II | NATL AMT MUNI | 200K | 8K | – |
| INVESCO EXCH TRADED FD TR II | EMRNG MKT SVRG | 329K | 16K | – |
| INVESCO EXCH TRADED FD TR II | SR LN ETF | 1M | 59K | – |
| INVITATION HOMES INC | COM | 483K | 13K | Horizon Investments, LLC |
| INVITATION HOMES INC | COM | 6M | 161K | – |
| IONIS PHARMACEUTICALS INC | COM | 772K | 16K | – |
| IONQ INC | COM | 278K | 40K | – |
| IQVIA HLDGS INC | COM | 21M | 97K | – |
| IRIDIUM COMMUNICATIONS INC | COM | 4M | 159K | – |
| IRON MTN INC DEL | COM | 19M | 208K | – |
| ISHARES GOLD TR | ISHARES NEW | 667K | 15K | – |
| ISHARES INC | MSCI BRAZIL ETF | 3M | 100K | – |
| ISHARES INC | MSCI MEXICO ETF | 3M | 52K | – |
| ISHARES TR | TIPS BD ETF | 8M | 74K | – |
| ISHARES TR | CORE US AGGBD ET | 3M | 29K | – |
| ISHARES TR | IBOXX INV CP ETF | 5M | 51K | – |
| ISHARES TR | S&P 500 GRWT ETF | 2M | 26K | – |
| ISHARES TR | S&P 500 VAL ETF | 5M | 25K | – |
| ISHARES TR | 20 YR TR BD ETF | 7M | 72K | – |
| ISHARES TR | 7-10 YR TRSY BD | 14M | 144K | – |
| ISHARES TR | EXPND TEC SC ETF | 6M | 60K | – |
| ISHARES TR | S&P MC 400GR ETF | 2M | 21K | – |
| ISHARES TR | S&P MC 400VL ETF | 3M | 23K | – |
| ISHARES TR | SP SMCP600VL ETF | 485K | 5K | – |
| ISHARES TR | S&P SML 600 GWT | 698K | 5K | – |
| ISHARES TR | SHRT NAT MUN ETF | 235K | 2K | – |
| ISHARES TR | JPMORGAN USD EMG | 1M | 15K | – |
| ISHARES TR | NATIONAL MUN ETF | 756K | 7K | – |
| ISHARES TR | MBS ETF | 9M | 96K | – |
| ISHARES TR | ISHS 5-10YR INVT | 8M | 149K | – |
| ISHARES TR | ISHS 1-5YR INVS | 2M | 38K | – |
| ISHARES TR | 3 7 YR TREAS BD | 7M | 64K | – |
| ISHARES TR | CMBS ETF | 2M | 38K | – |
| ISHARES TR | MSCI INDIA ETF | 4M | 70K | – |
| ISHARES TR | MSCI USA QLT FCT | 5M | 31K | – |
| ISHARES INC | CORE MSCI EMKT | 6M | 120K | – |
| ITRON INC | COM | 69M | 701K | – |
| JBG SMITH PPTYS | COM | 2M | 115K | – |
| J & J SNACK FOODS CORP | COM | 109K | 673 | Horizon Investments, LLC |
| J & J SNACK FOODS CORP | COM | 45M | 277K | – |
| JPMORGAN CHASE & CO. | COM | 336M | 2M | – |
| JABIL INC | COM | 28M | 253K | – |
| JACK IN THE BOX INC | COM | 361K | 7K | – |
| JACKSON FINANCIAL INC | COM CL A | 283M | 4M | – |
| JACOBS SOLUTIONS INC | COM | 62M | 443K | – |
| JAMF HLDG CORP | COM | 850K | 52K | – |
| JANUS INTERNATIONAL GROUP IN | COMMON STOCK | 3M | 253K | – |
| JD.COM INC | SPON ADS CL A | 4M | 156K | – |
| JEFFERIES FINL GROUP INC | COM | 105K | 2K | Horizon Investments, LLC |
| JEFFERIES FINL GROUP INC | COM | 5M | 92K | – |
| JELD-WEN HLDG INC | COM | 1M | 104K | – |
| JETBLUE AWYS CORP | COM | 2M | 332K | – |
| JOHN BEAN TECHNOLOGIES CORP | COM | 8M | 81K | – |
| JOHNSON & JOHNSON | COM | 1M | 8K | Horizon Investments, LLC |
| JOHNSON & JOHNSON | COM | 269M | 2M | – |
| JOHNSON OUTDOORS INC | CL A | 661K | 19K | – |
| JONES LANG LASALLE INC | COM | 3M | 14K | – |
| ZIFF DAVIS INC | COM | 2M | 36K | – |
| JUNIPER NETWORKS INC | COM | 98M | 3M | – |
| OPENLANE INC | COM | 939K | 57K | – |
| KBR INC | COM | 90K | 1K | Horizon Investments, LLC |
| KBR INC | COM | 14M | 226K | – |
| KLA CORP | COM NEW | 487M | 591K | – |
| KKR & CO INC | COM | 34M | 320K | – |
| KLX ENERGY SERVICS HOLDNGS I | COM NEW | 195K | 39K | – |
| KT CORP | SPONSORED ADR | 2M | 159K | – |
| KADANT INC | COM | 5M | 16K | – |
| KAISER ALUMINUM CORP | COM PAR $0.01 | 2M | 19K | – |
| KANZHUN LIMITED | SPONSORED ADS | 202K | 11K | – |
| KASPI KZ JSC | SPONSORED ADS | 2M | 18K | – |
| KAYNE ANDERSON ENERGY INFRST | COM | 211K | 20K | – |
| KB HOME | COM | 55M | 786K | – |
| KEARNY FINL CORP MD | COM | 1M | 204K | – |
| KELLANOVA | COM | 69M | 1M | – |
| KENNAMETAL INC | COM | 3M | 129K | – |
| KENVUE INC | COM | 16M | 879K | – |
| KEROS THERAPEUTICS INC | COM | 463K | 10K | – |
| KEURIG DR PEPPER INC | COM | 95M | 3M | – |
| KEYCORP | COM | 34M | 2M | – |
| KEYSIGHT TECHNOLOGIES INC | COM | 14M | 103K | – |
| KFORCE INC | COM | 2M | 25K | – |
| KILROY RLTY CORP | COM | 7M | 223K | – |
| KIMBALL ELECTRONICS INC | COM | 2M | 70K | – |
| KIMBELL RTY PARTNERS LP | UNIT | 5M | 311K | – |
| KIMBERLY-CLARK CORP | COM | 1M | 8K | Horizon Investments, LLC |
| KIMBERLY-CLARK CORP | COM | 286M | 2M | – |
| KIMCO RLTY CORP | COM | 16M | 814K | – |
| KINDER MORGAN INC DEL | COM | 1M | 53K | Horizon Investments, LLC |
| KINDER MORGAN INC DEL | COM | 103M | 5M | – |
| KINROSS GOLD CORP | COM | 6M | 691K | – |
| KINGSWAY FINL SVCS INC | COM NEW | 446K | 54K | – |
| KINSALE CAP GROUP INC | COM | 19M | 48K | – |
| KIRBY CORP | COM | 101K | 842 | Horizon Investments, LLC |
| KIRBY CORP | COM | 30M | 246K | – |
| KITE RLTY GROUP TR | COM NEW | 627K | 28K | – |
| KLAVIYO INC | COM SER A | 23M | 928K | – |
| KNIFE RIVER CORP | COMMON STOCK | 3M | 49K | – |
| KNIGHT-SWIFT TRANSN HLDGS IN | CL A | 91K | 2K | Horizon Investments, LLC |
| KNIGHT-SWIFT TRANSN HLDGS IN | CL A | 24M | 485K | – |
| KNOWLES CORP | COM | 4M | 207K | – |
| KODIAK GAS SVCS INC | COM | 2M | 77K | – |
| KOHLS CORP | COM | 26M | 1M | – |
| KONTOOR BRANDS INC | COM | 49M | 737K | – |
| KOPPERS HOLDINGS INC | COM | 2M | 46K | – |
| KORN FERRY | COM NEW | 101K | 2K | Horizon Investments, LLC |
| KORN FERRY | COM NEW | 5M | 80K | – |
| KOSMOS ENERGY LTD | COM | 10M | 2M | – |
| KRAFT HEINZ CO | COM | 91M | 3M | – |
| KRATOS DEFENSE & SEC SOLUTIO | COM NEW | 5M | 257K | – |
| KROGER CO | COM | 65M | 1M | – |
| KULICKE & SOFFA INDS INC | COM | 2M | 38K | – |
| KURA SUSHI USA INC | CL A COM | 3M | 41K | – |
| KYNDRYL HLDGS INC | COMMON STOCK | 11M | 428K | – |
| KYMERA THERAPEUTICS INC | COM | 4M | 139K | – |
| LGI HOMES INC | COM | 2M | 26K | – |
| LKQ CORP | COM | 26M | 621K | – |
| LCI INDS | COM | 3M | 33K | – |
| LPL FINL HLDGS INC | COM | 25M | 90K | – |
| LSI INDS INC OHIO | COM | 3M | 181K | – |
| LTC PPTYS INC | COM | 4M | 109K | – |
| L3HARRIS TECHNOLOGIES INC | COM | 64M | 287K | – |
| LABCORP HOLDINGS INC | COM SHS | 9M | 46K | – |
| LA Z BOY INC | COM | 4M | 112K | – |
| LADDER CAP CORP | CL A | 5M | 484K | – |
| LAKELAND FINL CORP | COM | 10M | 162K | – |
| LAM RESEARCH CORP | COM | 482M | 452K | – |
| LAMAR ADVERTISING CO NEW | CL A | 86K | 723 | Horizon Investments, LLC |
| LAMAR ADVERTISING CO NEW | CL A | 5M | 43K | – |
| LAMB WESTON HLDGS INC | COM | 19M | 230K | – |
| LANCASTER COLONY CORP | COM | 105K | 554 | Horizon Investments, LLC |
| LANCASTER COLONY CORP | COM | 52M | 273K | – |
| LANDSTAR SYS INC | COM | 96K | 521 | Horizon Investments, LLC |
| LANDSTAR SYS INC | COM | 60M | 327K | – |
| LANDSEA HOMES CORP | COM | 271K | 29K | – |
| LANTHEUS HLDGS INC | COM | 912K | 11K | – |
| LANZATECH GLOBAL INC | COM | 1M | 704K | – |
| VITAL ENERGY INC | COM | 8M | 189K | – |
| LAS VEGAS SANDS CORP | COM | 11M | 260K | – |
| LATTICE SEMICONDUCTOR CORP | COM | 10M | 171K | – |
| LAUDER ESTEE COS INC | CL A | 786K | 7K | – |
| LAUREATE EDUCATION INC | COMMON STOCK | 3M | 224K | – |
| DISTRIBUTION SOLUTIONS GRP I | COM | 4M | 134K | – |
| LAZARD INC | COM | 5M | 129K | – |
| LEAR CORP | COM NEW | 64M | 564K | – |
| LEGALZOOM COM INC | COM | 2M | 245K | – |
| LEGACY HOUSING CORP | COM | 455K | 20K | – |
| LEIDOS HOLDINGS INC | COM | 738K | 5K | Horizon Investments, LLC |
| LEIDOS HOLDINGS INC | COM | 253M | 2M | – |
| LEMAITRE VASCULAR INC | COM | 4M | 54K | – |
| LEMONADE INC | COM | 4M | 232K | – |
| LENNAR CORP | CL A | 260M | 2M | – |
| LENNOX INTL INC | COM | 100K | 186 | Horizon Investments, LLC |
| LENNOX INTL INC | COM | 14M | 26K | – |
| LEONARDO DRS INC | COM | 14M | 549K | – |
| LEVI STRAUSS & CO NEW | CL A COM STK | 628K | 33K | – |
| LXP INDUSTRIAL TRUST | COM | 127K | 14K | Horizon Investments, LLC |
| LXP INDUSTRIAL TRUST | COM | 2M | 264K | – |
| LIBERTY BROADBAND CORP | COM SER C | 5M | 91K | – |
| LIBERTY ENERGY INC | COM CL A | 9M | 422K | – |
| LIBERTY MEDIA CORP DEL | COM LBTY ONE S C | 545K | 8K | – |
| LIBERTY MEDIA CORP DEL | COM LBTY SRM S C | 17M | 766K | – |
| LIFE TIME GROUP HOLDINGS INC | COMMON STOCK | 3M | 142K | – |
| LIGAND PHARMACEUTICALS INC | COM NEW | 3M | 32K | – |
| LIFESTANCE HEALTH GROUP INC | COM | 321K | 65K | – |
| ELI LILLY & CO | COM | 79M | 87K | – |
| LIMBACH HLDGS INC | COM | 31M | 552K | – |
| LINCOLN EDL SVCS CORP | COM | 953K | 80K | – |
| LINCOLN ELEC HLDGS INC | COM | 78K | 413 | Horizon Investments, LLC |
| LINCOLN ELEC HLDGS INC | COM | 120M | 634K | – |
| LINCOLN NATL CORP IND | COM | 16M | 523K | – |
| LINDSAY CORP | COM | 23M | 186K | – |
| THE LION ELECTRIC COMPANY | COMMON STOCK | 732K | 805K | – |
| LIQUIDITY SVCS INC | COM | 1M | 63K | – |
| LITHIA MTRS INC | COM | 25M | 97K | – |
| LITHIUM AMERICAS ARGENTINA C | COM SHS | 123K | 39K | – |
| LITTELFUSE INC | COM | 113K | 441 | Horizon Investments, LLC |
| LITTELFUSE INC | COM | 26M | 103K | – |
| LIVE NATION ENTERTAINMENT IN | COM | 36M | 381K | – |
| LIVE OAK BANCSHARES INC | COM | 564K | 16K | – |
| LIVERAMP HLDGS INC | COM | 2M | 56K | – |
| LLOYDS BANKING GROUP PLC | SPONSORED ADR | 1M | 468K | – |
| LOCKHEED MARTIN CORP | COM | 1M | 3K | Horizon Investments, LLC |
| LOCKHEED MARTIN CORP | COM | 234M | 501K | – |
| LOEWS CORP | COM | 2M | 21K | Horizon Investments, LLC |
| LOEWS CORP | COM | 26M | 343K | – |
| LOUISIANA PAC CORP | COM | 14M | 172K | – |
| LOWES COS INC | COM | 57M | 260K | – |
| LUCID GROUP INC | COM | 22M | 8M | – |
| LULULEMON ATHLETICA INC | COM | 22M | 75K | – |
| LUMEN TECHNOLOGIES INC | COM | 22M | 20M | – |
| LUMENTUM HLDGS INC | COM | 600K | 12K | – |
| LUMINAR TECHNOLOGIES INC | COM CL A | 9M | 6M | – |
| LYFT INC | CL A COM | 22M | 2M | – |
| M & T BK CORP | COM | 262M | 2M | – |
| MDU RES GROUP INC | COM | 93K | 4K | Horizon Investments, LLC |
| MDU RES GROUP INC | COM | 76M | 3M | – |
| MFA FINL INC | COM | 2M | 220K | – |
| MGE ENERGY INC | COM | 4M | 58K | – |
| MGIC INVT CORP WIS | COM | 97K | 4K | Horizon Investments, LLC |
| MGIC INVT CORP WIS | COM | 286M | 13M | – |
| MGM RESORTS INTERNATIONAL | COM | 16M | 360K | – |
| M/I HOMES INC | COM | 6M | 48K | – |
| MKS INSTRS INC | COM | 12M | 89K | – |
| MP MATERIALS CORP | COM CL A | 11M | 868K | – |
| MPLX LP | COM UNIT REP LTD | 4M | 89K | – |
| MSA SAFETY INC | COM | 92K | 491 | Horizon Investments, LLC |
| MSA SAFETY INC | COM | 20M | 106K | – |
| MSC INDL DIRECT INC | CL A | 79K | 993 | Horizon Investments, LLC |
| MSC INDL DIRECT INC | CL A | 69M | 867K | – |
| MVB FINL CORP | COM | 621K | 33K | – |
| MYR GROUP INC DEL | COM | 10M | 70K | – |
| MACOM TECH SOLUTIONS HLDGS I | COM | 2M | 14K | – |
| MACERICH CO | COM | 4M | 287K | – |
| VERIS RESIDENTIAL INC | COM | 177K | 12K | – |
| MACYS INC | COM | 18M | 920K | – |
| MADDEN STEVEN LTD | COM | 47M | 1M | – |
| SPHERE ENTERTAINMENT CO | CL A | 3M | 84K | – |
| MAGNA INTL INC | COM | 2M | 57K | – |
| MAGNITE INC | COM | 4M | 303K | – |
| MAGNOLIA OIL & GAS CORP | CL A | 281M | 11M | – |
| MAINSTAY CBRE GBL INFRA MEG | COM | 1M | 88K | – |
| MAINSTREET BANCSHARES INC | COM | 305K | 17K | – |
| MALIBU BOATS INC | COM CL A | 637K | 18K | – |
| MAMMOTH ENERGY SVCS INC | COM | 212K | 65K | – |
| MANHATTAN ASSOCIATES INC | COM | 31M | 124K | – |
| MANPOWERGROUP INC WIS | COM | 85K | 1K | Horizon Investments, LLC |
| MANPOWERGROUP INC WIS | COM | 10M | 143K | – |
| MANULIFE FINL CORP | COM | 9M | 337K | – |
| MAPLEBEAR INC | COM | 528K | 16K | – |
| MARATHON DIGITAL HOLDINGS IN | COM | 34M | 2M | – |
| MARATHON OIL CORP | COM | 52M | 2M | – |
| MARATHON PETE CORP | COM | 62M | 356K | – |
| MARINE PRODS CORP | COM | 344K | 34K | – |
| MARKEL GROUP INC | COM | 33M | 21K | – |
| MARKETAXESS HLDGS INC | COM | 501K | 2K | – |
| MARRIOTT VACATIONS WORLDWIDE | COM | 13M | 149K | – |
| MARSH & MCLENNAN COS INC | COM | 2M | 8K | Horizon Investments, LLC |
| MARSH & MCLENNAN COS INC | COM | 235M | 1M | – |
| MARRIOTT INTL INC NEW | CL A | 49M | 202K | – |
| MARTEN TRANS LTD | COM | 6M | 325K | – |
| MARTIN MARIETTA MATLS INC | COM | 187M | 346K | – |
| MARVELL TECHNOLOGY INC | COM | 168M | 2M | – |
| MASCO CORP | COM | 16M | 244K | – |
| MASIMO CORP | COM | 10M | 79K | – |
| MASTEC INC | COM | 56M | 524K | – |
| MASTERCARD INCORPORATED | CL A | 2M | 3K | Horizon Investments, LLC |
| MASTERCARD INCORPORATED | CL A | 411M | 932K | – |
| MASTERCRAFT BOAT HLDGS INC | COM | 784K | 42K | – |
| MASTERBRAND INC | COMMON STOCK | 4M | 244K | – |
| MATADOR RES CO | COM | 20M | 330K | – |
| MATCH GROUP INC NEW | COM | 9M | 282K | – |
| MATERION CORP | COM | 2M | 15K | – |
| MATSON INC | COM | 57M | 437K | – |
| MATTEL INC | COM | 91K | 6K | Horizon Investments, LLC |
| MATTEL INC | COM | 4M | 266K | – |
| MATTHEWS INTL CORP | CL A | 2M | 82K | – |
| MAXIMUS INC | COM | 98K | 1K | Horizon Investments, LLC |
| MAXIMUS INC | COM | 47M | 545K | – |
| MAYVILLE ENGR CO INC | COM | 500K | 30K | – |
| MCCORMICK & CO INC | COM NON VTG | 53M | 743K | – |
| MCDONALDS CORP | COM | 1M | 4K | Horizon Investments, LLC |
| MCDONALDS CORP | COM | 53M | 208K | – |
| MCKESSON CORP | COM | 635K | 1K | Horizon Investments, LLC |
| MCKESSON CORP | COM | 34M | 58K | – |
| MEDICAL PPTYS TRUST INC | COM | 1M | 251K | – |
| MEDPACE HLDGS INC | COM | 45M | 109K | – |
| MERCADOLIBRE INC | COM | 24M | 14K | – |
| MERCANTILE BK CORP | COM | 2M | 47K | – |
| MERCHANTS BANCORP IND | COM | 5M | 128K | – |
| MERCK & CO INC | COM | 935K | 8K | Horizon Investments, LLC |
| MERCK & CO INC | COM | 72M | 582K | – |
| MERCURY SYS INC | COM | 866K | 32K | – |
| MERCURY GENL CORP NEW | COM | 678K | 13K | – |
| MERIT MED SYS INC | COM | 823K | 10K | – |
| MERITAGE HOMES CORP | COM | 55M | 338K | – |
| PATHWARD FINANCIAL INC | COM | 4M | 79K | – |
| METHODE ELECTRS INC | COM | 693K | 67K | – |
| METLIFE INC | COM | 2M | 29K | – |
| METTLER TOLEDO INTERNATIONAL | COM | 40M | 28K | – |
| MICROSOFT CORP | COM | 2M | 5K | Horizon Investments, LLC |
| MICROSOFT CORP | COM | 1B | 2M | – |
| MICROSTRATEGY INC | CL A NEW | 15M | 11K | – |
| MICROCHIP TECHNOLOGY INC. | COM | 237M | 3M | – |
| MICRON TECHNOLOGY INC | COM | 150M | 1M | – |
| MID-AMER APT CMNTYS INC | COM | 14M | 96K | – |
| MIDDLEBY CORP | COM | 87K | 709 | Horizon Investments, LLC |
| MIDDLEBY CORP | COM | 14M | 114K | – |
| MIDDLESEX WTR CO | COM | 431K | 8K | – |
| MIDWESTONE FINL GROUP INC NE | COM | 1M | 46K | – |
| MILLERKNOLL INC | COM | 4M | 138K | – |
| MILLER INDS INC TENN | COM NEW | 2M | 32K | – |
| MINERALS TECHNOLOGIES INC | COM | 2M | 30K | – |
| MIRION TECHNOLOGIES INC | COM CL A | 3M | 287K | – |
| MIRUM PHARMACEUTICALS INC | COM | 936K | 27K | – |
| MISTER CAR WASH INC | COM | 5M | 738K | – |
| MOBILEYE GLOBAL INC | COMMON CLASS A | 10M | 363K | – |
| MODERNA INC | COM | 60M | 509K | – |
| MODINE MFG CO | COM | 9M | 85K | – |
| MOHAWK INDS INC | COM | 787K | 7K | – |
| MOLINA HEALTHCARE INC | COM | 28M | 93K | – |
| MOLSON COORS BEVERAGE CO | CL B | 17M | 338K | – |
| MONARCH CASINO & RESORT INC | COM | 91K | 1K | Horizon Investments, LLC |
| MONARCH CASINO & RESORT INC | COM | 48M | 701K | – |
| MONDELEZ INTL INC | CL A | 709K | 11K | Horizon Investments, LLC |
| MONDELEZ INTL INC | CL A | 255M | 4M | – |
| MONGODB INC | CL A | 250M | 998K | – |
| MONOLITHIC PWR SYS INC | COM | 65M | 80K | – |
| MONSTER BEVERAGE CORP NEW | COM | 186M | 4M | – |
| MONTAUK RENEWABLES INC | COM | 3M | 511K | – |
| MONTROSE ENVIRONMENTAL GROUP | COM | 22M | 497K | – |
| MOODYS CORP | COM | 194M | 462K | – |
| MOOG INC | CL A | 86K | 513 | Horizon Investments, LLC |
| MOOG INC | CL A | 8M | 45K | – |
| MORGAN STANLEY | COM NEW | 22M | 222K | – |
| MORNINGSTAR INC | COM | 10M | 34K | – |
| MORPHIC HLDG INC | COM | 915K | 27K | – |
| MOSAIC CO NEW | COM | 27M | 950K | – |
| MOTOROLA SOLUTIONS INC | COM NEW | 2M | 5K | Horizon Investments, LLC |
| MOTOROLA SOLUTIONS INC | COM NEW | 269M | 697K | – |
| MUELLER INDS INC | COM | 378M | 7M | – |
| MUELLER WTR PRODS INC | COM SER A | 53M | 3M | – |
| MR COOPER GROUP INC | COM | 95K | 1K | Horizon Investments, LLC |
| MR COOPER GROUP INC | COM | 8M | 104K | – |
| MURPHY OIL CORP | COM | 16M | 396K | – |
| MURPHY USA INC | COM | 102K | 217 | Horizon Investments, LLC |
| MURPHY USA INC | COM | 30M | 64K | – |
| MYERS INDS INC | COM | 1M | 104K | – |
| MYRIAD GENETICS INC | COM | 2M | 90K | – |
| NBT BANCORP INC | COM | 3M | 75K | – |
| N-ABLE INC | COMMON STOCK | 460K | 30K | – |
| NIO INC | SPON ADS | 2M | 410K | – |
| NMI HLDGS INC | COM | 101K | 3K | Horizon Investments, LLC |
| NMI HLDGS INC | COM | 4M | 130K | – |
| NRG ENERGY INC | COM NEW | 7M | 87K | – |
| NVR INC | COM | 24M | 3K | – |
| NV5 GLOBAL INC | COM | 1M | 14K | – |
| NOV INC | COM | 33M | 2M | – |
| NAPCO SEC TECHNOLOGIES INC | COM | 4M | 73K | – |
| NASDAQ INC | COM | 47M | 781K | – |
| NATERA INC | COM | 83M | 767K | – |
| NATHANS FAMOUS INC NEW | COM | 528K | 8K | – |
| NATIONAL BK HLDGS CORP | CL A | 5M | 125K | – |
| NATIONAL BEVERAGE CORP | COM | 385K | 8K | – |
| NATIONAL HEALTHCARE CORP | COM | 4M | 35K | – |
| NATIONAL FUEL GAS CO | COM | 94K | 2K | Horizon Investments, LLC |
| NATIONAL FUEL GAS CO | COM | 75M | 1M | – |
| NATIONAL HEALTH INVS INC | COM | 7M | 99K | – |
| NATIONAL PRESTO INDS INC | COM | 1M | 16K | – |
| NNN REIT INC | COM | 97K | 2K | Horizon Investments, LLC |
| NNN REIT INC | COM | 4M | 89K | – |
| NATIONAL STORAGE AFFILIATES | COM SHS BEN IN | 71K | 2K | Horizon Investments, LLC |
| NATIONAL STORAGE AFFILIATES | COM SHS BEN IN | 1M | 35K | – |
| NATURAL RESOURCE PARTNERS L | COM UNIT LTD PAR | 3M | 35K | – |
| NAVIENT CORPORATION | COM | 3M | 198K | – |
| NAVITAS SEMICONDUCTOR CORP | COM | 3M | 652K | – |
| NCINO INC | COM | 11M | 352K | – |
| NELNET INC | CL A | 2M | 15K | – |
| NEOGEN CORP | COM | 1M | 87K | – |
| NEOGENOMICS INC | COM NEW | 1M | 88K | – |
| NETAPP INC | COM | 175M | 1M | – |
| NETFLIX INC | COM | 497M | 737K | – |
| NETEASE INC | SPONSORED ADS | 2M | 21K | – |
| NETSCOUT SYS INC | COM | 23M | 1M | – |
| NETSTREIT CORP | COM | 998K | 62K | – |
| NEUROCRINE BIOSCIENCES INC | COM | 113K | 820 | Horizon Investments, LLC |
| NEUROCRINE BIOSCIENCES INC | COM | 60M | 433K | – |
| ATLAS ENERGY SOLUTIONS INC | COM NEW | 47M | 2M | – |
| NEW FORTRESS ENERGY INC | COM CL A | 4M | 159K | – |
| NEW GOLD INC CDA | COM | 33K | 17K | – |
| NEW JERSEY RES CORP | COM | 91K | 2K | Horizon Investments, LLC |
| NEW JERSEY RES CORP | COM | 56M | 1M | – |
| RITHM CAPITAL CORP | COM NEW | 21M | 2M | – |
| NEW YORK CMNTY BANCORP INC | COM | 3M | 874K | – |
| NEW YORK TIMES CO | CL A | 108K | 2K | Horizon Investments, LLC |
| NEW YORK TIMES CO | CL A | 6M | 117K | – |
| NEWMARKET CORP | COM | 64M | 124K | – |
| NEWMARK GROUP INC | CL A | 2M | 203K | – |
| NEWMONT CORP | COM | 5M | 109K | – |
| NEWS CORP NEW | CL A | 16M | 583K | – |
| NEWTEKONE INC | COM NEW | 939K | 75K | – |
| NEXTRACKER INC | CLASS A COM | 39M | 841K | – |
| NEXSTAR MEDIA GROUP INC | COMMON STOCK | 26M | 156K | – |
| NEXTERA ENERGY INC | COM | 20M | 287K | – |
| NEXTERA ENERGY PARTNERS LP | COM UNIT PART IN | 9M | 333K | – |
| NICE LTD | SPONSORED ADR | 10M | 56K | – |
| NICOLET BANKSHARES INC | COM | 1M | 17K | – |
| NIKE INC | CL B | 219M | 3M | – |
| NISOURCE INC | COM | 60M | 2M | – |
| NOKIA CORP | SPONSORED ADR | 13M | 3M | – |
| NORDSON CORP | COM | 13M | 57K | – |
| NORDSTROM INC | COM | 14M | 638K | – |
| NORFOLK SOUTHN CORP | COM | 52M | 240K | – |
| NORTHEAST BK LEWISTON ME | COM | 1M | 21K | – |
| NORTHEAST CMNTY BANCORP INC | COM | 790K | 44K | – |
| NORTHERN OIL & GAS INC | COM | 17M | 449K | – |
| NORTHERN TR CORP | COM | 21M | 255K | – |
| NORTHFIELD BANCORP INC DEL | COM | 147K | 16K | – |
| NORTHRIM BANCORP INC | COM | 1M | 17K | – |
| NORTHROP GRUMMAN CORP | COM | 55M | 127K | – |
| NORTHWEST BANCSHARES INC MD | COM | 8M | 728K | – |
| NORTHWEST NAT HLDG CO | COM | 51M | 1M | – |
| NORTHWEST PIPE CO | COM | 946K | 28K | – |
| NORTHWESTERN ENERGY GROUP IN | COM NEW | 92K | 2K | Horizon Investments, LLC |
| NORTHWESTERN ENERGY GROUP IN | COM NEW | 9M | 184K | – |
| GEN DIGITAL INC | COM | 315M | 13M | – |
| NOVARTIS AG | SPONSORED ADR | 50M | 468K | – |
| NOVANTA INC | COM | 648K | 4K | – |
| NOVO-NORDISK A S | ADR | 56M | 392K | – |
| DNOW INC | COM | 4M | 275K | – |
| NU SKIN ENTERPRISES INC | CL A | 116K | 11K | – |
| NUCOR CORP | COM | 260M | 2M | – |
| NUTANIX INC | CL A | 225M | 4M | – |
| NUVEEN AMT FREE QLTY MUN INC | COM | 285K | 25K | – |
| NVIDIA CORPORATION | COM | 539M | 4M | – |
| NUVEEN QUALITY MUNCP INCOME | COM | 205K | 17K | – |
| NUVEEN NASDAQ 100 DYNAMIC OV | COM SHS | 701K | 28K | – |
| NUVALENT INC | COM | 2M | 20K | – |
| NUVEEN MUNICIPAL CREDIT INC | COM SH BEN INT | 203K | 16K | – |
| NUVEEN AMT FREE MUN CR INC F | COM | 242K | 19K | – |
| NUVEEN FLOATING RATE INCOME | COM | 724K | 84K | – |
| NUVEEN MORTGAGE AND INCOME F | COM | 487K | 27K | – |
| NUVEEN PFD & INCOME OPPORTUN | COM | 2M | 287K | – |
| NUVEEN CR STRATEGIES INCOME | COM SHS | 2M | 433K | – |
| NUVEEN REAL ASSET INCOME & G | COM | 1M | 118K | – |
| NUVEEN MULTI ASSET INCOME FU | COM | 763K | 62K | – |
| NUTRIEN LTD | COM | 11M | 208K | – |
| NUVEEN VRIABL RAT PFD & INM | COM | 1M | 77K | – |
| OGE ENERGY CORP | COM | 96K | 3K | Horizon Investments, LLC |
| OGE ENERGY CORP | COM | 26M | 720K | – |
| NUVEEN MUN VALUE FD INC | COM | 100K | 12K | – |
| O-I GLASS INC | COM | 1M | 100K | – |
| OREILLY AUTOMOTIVE INC | COM | 666K | 631 | Horizon Investments, LLC |
| OREILLY AUTOMOTIVE INC | COM | 44M | 42K | – |
| OFG BANCORP | COM | 4M | 95K | – |
| OSI SYSTEMS INC | COM | 4M | 28K | – |
| OAK VY BANCORP OAKDALE CALIF | COM | 464K | 19K | – |
| CHORD ENERGY CORPORATION | COM NEW | 37M | 220K | – |
| OBSIDIAN ENERGY LTD | COM | 3M | 355K | – |
| OCCIDENTAL PETE CORP | COM | 63M | 998K | – |
| OCEANEERING INTL INC | COM | 1M | 59K | – |
| OCEANFIRST FINL CORP | COM | 4M | 245K | – |
| ONITY GROUP INC | COM NEW | 379K | 16K | – |
| OIL DRI CORP AMER | COM | 923K | 14K | – |
| OKTA INC | CL A | 362M | 4M | – |
| OLAPLEX HLDGS INC | COM | 2M | 1M | – |
| OLD DOMINION FREIGHT LINE IN | COM | 246M | 1M | – |
| OLD NATL BANCORP IND | COM | 58K | 3K | Horizon Investments, LLC |
| OLD NATL BANCORP IND | COM | 15M | 897K | – |
| OLD REP INTL CORP | COM | 96K | 3K | Horizon Investments, LLC |
| OLD REP INTL CORP | COM | 19M | 601K | – |
| OLD SECOND BANCORP INC ILL | COM | 2M | 129K | – |
| OLIN CORP | COM PAR $1 | 16M | 333K | – |
| OLLIES BARGAIN OUTLET HLDGS | COM | 11M | 107K | – |
| OLYMPIC STEEL INC | COM | 1M | 28K | – |
| OMNICOM GROUP INC | COM | 267M | 3M | – |
| OMEGA HEALTHCARE INVS INC | COM | 103K | 3K | Horizon Investments, LLC |
| OMEGA HEALTHCARE INVS INC | COM | 1M | 34K | – |
| OMNICELL COM | COM | 3M | 118K | – |
| OMEROS CORP | COM | 661K | 163K | – |
| ON SEMICONDUCTOR CORP | COM | 250M | 4M | – |
| ONE GAS INC | COM | 92K | 1K | Horizon Investments, LLC |
| ONE GAS INC | COM | 59M | 922K | – |
| ONE LIBERTY PPTYS INC | COM | 1M | 47K | – |
| ONEOK INC NEW | COM | 598K | 7K | Horizon Investments, LLC |
| ONEOK INC NEW | COM | 100M | 1M | – |
| ONEMAIN HLDGS INC | COM | 38M | 778K | – |
| ONEWATER MARINE INC | CL A COM | 814K | 30K | – |
| ONTO INNOVATION INC | COM | 15M | 69K | – |
| OPENDOOR TECHNOLOGIES INC | COM | 823K | 448K | – |
| OPEN TEXT CORP | COM | 211M | 7M | – |
| ORACLE CORP | COM | 340M | 2M | – |
| OPTION CARE HEALTH INC | COM NEW | 2M | 65K | – |
| ORANGE | SPONSORED ADR | 3M | 259K | – |
| ORANGE CNTY BANCORP INC | COM | 639K | 12K | – |
| ORASURE TECHNOLOGIES INC | COM | 885K | 208K | – |
| ORGANON & CO | COMMON STOCK | 26M | 1M | – |
| ORMAT TECHNOLOGIES INC | COM | 63K | 872 | Horizon Investments, LLC |
| ORMAT TECHNOLOGIES INC | COM | 15M | 215K | – |
| OSCAR HEALTH INC | CL A | 7M | 412K | – |
| OSHKOSH CORP | COM | 86K | 793 | Horizon Investments, LLC |
| OSHKOSH CORP | COM | 27M | 248K | – |
| OTIS WORLDWIDE CORP | COM | 990K | 10K | Horizon Investments, LLC |
| OTIS WORLDWIDE CORP | COM | 88M | 916K | – |
| OTTER TAIL CORP | COM | 55M | 633K | – |
| OUTFRONT MEDIA INC | COM | 3M | 230K | – |
| OVERSEAS SHIPHOLDING GROUP I | CL A NEW | 1M | 150K | – |
| OVINTIV INC | COM | 49M | 1M | – |
| OWENS & MINOR INC NEW | COM | 276K | 20K | – |
| OWENS CORNING NEW | COM | 96M | 555K | – |
| BLUE OWL CAPITAL CORPORATION | COM | 3M | 219K | – |
| OXFORD INDS INC | COM | 5M | 46K | – |
| PBF ENERGY INC | CL A | 13M | 279K | – |
| PC CONNECTION INC | COM | 2M | 31K | – |
| PG&E CORP | COM | 24M | 1M | – |
| PJT PARTNERS INC | COM CL A | 7M | 66K | – |
| PGIM GLOBAL HIGH YIELD FD FO | COM | 2M | 184K | – |
| PIMCO DYNAMIC INCOME STRATEG | COM SHS BEN INT | 639K | 29K | – |
| PNC FINL SVCS GROUP INC | COM | 99M | 635K | – |
| PNM RES INC | COM | 93K | 3K | Horizon Investments, LLC |
| PNM RES INC | COM | 8M | 208K | – |
| PPG INDS INC | COM | 216M | 2M | – |
| PPL CORP | COM | 660K | 24K | Horizon Investments, LLC |
| PPL CORP | COM | 8M | 274K | – |
| PIMCO DYNAMIC INCOME OPRNTS | COM BEN SHS | 1M | 89K | – |
| PVH CORPORATION | COM | 16M | 153K | – |
| PTC THERAPEUTICS INC | COM | 2M | 79K | – |
| PTC INC | COM | 2M | 12K | Horizon Investments, LLC |
| PTC INC | COM | 25M | 139K | – |
| PACCAR INC | COM | 432M | 4M | – |
| PACS GROUP INC | COM SHS | 1M | 43K | – |
| PACIFIC PREMIER BANCORP | COM | 2M | 80K | – |
| PACIRA BIOSCIENCES INC | COM | 2M | 79K | – |
| PACKAGING CORP AMER | COM | 244M | 1M | – |
| PACTIV EVERGREEN INC | COM | 1M | 102K | – |
| PALANTIR TECHNOLOGIES INC | CL A | 68M | 3M | – |
| PALO ALTO NETWORKS INC | COM | 801M | 2M | – |
| PALOMAR HLDGS INC | COM | 5M | 59K | – |
| PAN AMERN SILVER CORP | COM | 300K | 15K | – |
| PAPA JOHNS INTL INC | COM | 42K | 891 | Horizon Investments, LLC |
| PAPA JOHNS INTL INC | COM | 423K | 9K | – |
| PAR TECHNOLOGY CORP | COM | 2M | 50K | – |
| PAR PAC HOLDINGS INC | COM NEW | 3M | 113K | – |
| PARAMOUNT GROUP INC | COM | 939K | 203K | – |
| PARK HOTELS & RESORTS INC | COM | 5M | 309K | – |
| PARK NATL CORP | COM | 8M | 59K | – |
| PARK-OHIO HLDGS CORP | COM | 565K | 22K | – |
| PARKER-HANNIFIN CORP | COM | 25M | 50K | – |
| PARSONS CORP DEL | COM | 12M | 147K | – |
| PATRICK INDS INC | COM | 2M | 19K | – |
| PATTERSON COS INC | COM | 52K | 2K | Horizon Investments, LLC |
| PATTERSON COS INC | COM | 3M | 123K | – |
| PATTERSON-UTI ENERGY INC | COM | 6M | 550K | – |
| PAYCHEX INC | COM | 239M | 2M | – |
| PAYCOM SOFTWARE INC | COM | 58M | 403K | – |
| PAYLOCITY HLDG CORP | COM | 21M | 157K | – |
| PAYPAL HLDGS INC | COM | 272M | 5M | – |
| PAYONEER GLOBAL INC | COM | 450K | 81K | – |
| PEABODY ENERGY CORP | COM | 6M | 276K | – |
| PEBBLEBROOK HOTEL TR | COM | 2M | 140K | – |
| PEGASYSTEMS INC | COM | 33M | 548K | – |
| PEMBINA PIPELINE CORP | COM | 4M | 99K | – |
| PEMBINA PIPELINE CORP | COM | 795K | 21K | RiverFront Investment Group, LLC |
| PENN ENTERTAINMENT INC | COM | 1M | 73K | – |
| PENNYMAC MTG INVT TR | COM | 7M | 530K | – |
| PENNYMAC FINL SVCS INC NEW | COM | 1M | 14K | – |
| PENSKE AUTOMOTIVE GRP INC | COM | 23M | 156K | – |
| PEOPLES BANCORP INC | COM | 11M | 361K | – |
| PEPSICO INC | COM | 1M | 7K | Horizon Investments, LLC |
| PEPSICO INC | COM | 242M | 1M | – |
| PERDOCEO ED CORP | COM | 52M | 2M | – |
| PERFORMANCE FOOD GROUP CO | COM | 89K | 1K | Horizon Investments, LLC |
| PERFORMANCE FOOD GROUP CO | COM | 20M | 310K | – |
| REVVITY INC | COM | 25M | 243K | – |
| PERMIAN RESOURCES CORP | CLASS A COM | 24M | 1M | – |
| P T TELEKOMUNIKASI INDONESIA | SPONSORED ADR | 4M | 191K | – |
| PETROLEO BRASILEIRO SA PETRO | SP ADR NON VTG | 253K | 19K | RiverFront Investment Group, LLC |
| PETROLEO BRASILEIRO SA PETRO | SPONSORED ADR | 246K | 17K | RiverFront Investment Group, LLC |
| PETROLEO BRASILEIRO SA PETRO | SPONSORED ADR | 13K | 868 | – |
| PFIZER INC | COM | 334M | 12M | – |
| PHIBRO ANIMAL HEALTH CORP | CL A COM | 958K | 57K | – |
| PHILIP MORRIS INTL INC | COM | 1M | 10K | Horizon Investments, LLC |
| PHILIP MORRIS INTL INC | COM | 290M | 3M | – |
| PHILLIPS EDISON & CO INC | COMMON STOCK | 93K | 3K | Horizon Investments, LLC |
| PHILLIPS EDISON & CO INC | COMMON STOCK | 442K | 14K | – |
| PHILLIPS 66 | COM | 39M | 279K | – |
| PHINIA INC | COMMON STOCK | 50M | 1M | – |
| PHOTRONICS INC | COM | 3M | 102K | – |
| PHREESIA INC | COM | 2M | 80K | – |
| PIEDMONT OFFICE REALTY TR IN | COM CL A | 131K | 18K | – |
| PILGRIMS PRIDE CORP | COM | 16M | 406K | – |
| PIMCO ETF TR | ENHAN SHRT MA AC | 6M | 59K | – |
| PIMCO ETF TR | INTER MUN BD ACT | 640K | 12K | – |
| PIMCO ACCESS INCOME FUND | SHS BENFIN INT | 167K | 11K | – |
| PDD HOLDINGS INC | SPONSORED ADS | 35K | 267 | RiverFront Investment Group, LLC |
| PDD HOLDINGS INC | SPONSORED ADS | 120M | 904K | – |
| PINNACLE FINL PARTNERS INC | COM | 13M | 160K | – |
| PINNACLE WEST CAP CORP | COM | 26M | 340K | – |
| PINTEREST INC | CL A | 125M | 3M | – |
| PIPER SANDLER COMPANIES | COM | 869K | 4K | – |
| PLAINS ALL AMERN PIPELINE L | UNIT LTD PARTN | 5M | 281K | – |
| PLAINS GP HLDGS L P | LTD PARTNR INT A | 5M | 284K | – |
| PLANET FITNESS INC | CL A | 708K | 10K | – |
| PLEXUS CORP | COM | 105K | 1K | Horizon Investments, LLC |
| PLEXUS CORP | COM | 2M | 17K | – |
| PLUG POWER INC | COM NEW | 9M | 4M | – |
| PLUMAS BANCORP | COM | 495K | 14K | – |
| PLYMOUTH INDL REIT INC | COM | 284K | 13K | – |
| POLARIS INC | COM | 17M | 222K | – |
| POLESTAR AUTOMOTIVE HLDG UK | ADS A | 736K | 936K | – |
| POOL CORP | COM | 45M | 147K | – |
| POPULAR INC | COM NEW | 63M | 708K | – |
| PORTLAND GEN ELEC CO | COM NEW | 92K | 2K | Horizon Investments, LLC |
| PORTLAND GEN ELEC CO | COM NEW | 13M | 294K | – |
| POST HLDGS INC | COM | 90K | 867 | Horizon Investments, LLC |
| POST HLDGS INC | COM | 23M | 221K | – |
| POTBELLY CORP | COM | 552K | 69K | – |
| POTLATCHDELTIC CORPORATION | COM | 89K | 2K | Horizon Investments, LLC |
| POTLATCHDELTIC CORPORATION | COM | 751K | 19K | – |
| POWELL INDS INC | COM | 58M | 405K | – |
| POWER INTEGRATIONS INC | COM | 16M | 226K | – |
| PREFERRED BK LOS ANGELES CA | COM NEW | 5M | 71K | – |
| PREFORMED LINE PRODS CO | COM | 1M | 9K | – |
| PREMIER INC | CL A | 75M | 4M | – |
| PREMIER FINANCIAL CORP | COM | 257K | 13K | – |
| PRESTIGE CONSMR HEALTHCARE I | COM | 89K | 1K | Horizon Investments, LLC |
| PRESTIGE CONSMR HEALTHCARE I | COM | 176K | 3K | – |
| PRICE T ROWE GROUP INC | COM | 108M | 935K | – |
| PRICESMART INC | COM | 3M | 42K | – |
| PRIMORIS SVCS CORP | COM | 45M | 902K | – |
| PRIMERICA INC | COM | 101K | 427 | Horizon Investments, LLC |
| PRIMERICA INC | COM | 18M | 78K | – |
| PRIMO WATER CORPORATION | COM | 44M | 2M | – |
| PRINCIPAL FINANCIAL GROUP IN | COM | 5M | 60K | – |
| PRINCIPAL REAL ESTATE INCOME | SHS BEN INT | 391K | 38K | – |
| PROCTER AND GAMBLE CO | COM | 2M | 10K | Horizon Investments, LLC |
| PROCTER AND GAMBLE CO | COM | 251M | 2M | – |
| PROCORE TECHNOLOGIES INC | COM | 19M | 287K | – |
| PROCEPT BIOROBOTICS CORP | COM | 7M | 111K | – |
| PRIVIA HEALTH GROUP INC | COM | 370K | 21K | – |
| PROFRAC HLDG CORP | CLASS A COM | 374K | 51K | – |
| PROG HOLDINGS INC | COM NPV | 4M | 124K | – |
| PROGRESS SOFTWARE CORP | COM | 100K | 2K | Horizon Investments, LLC |
| PROGRESS SOFTWARE CORP | COM | 3M | 60K | – |
| PROGRESSIVE CORP | COM | 15M | 72K | – |
| PROGYNY INC | COM | 3M | 96K | – |
| PROLOGIS INC. | COM | 13M | 116K | – |
| PROS HOLDINGS INC | COM | 10M | 340K | – |
| PROSPERITY BANCSHARES INC | COM | 67K | 1K | Horizon Investments, LLC |
| PROSPERITY BANCSHARES INC | COM | 13M | 209K | – |
| PROTAGONIST THERAPEUTICS INC | COM | 5M | 132K | – |
| PROTO LABS INC | COM | 14M | 443K | – |
| PROVIDENT FINL SVCS INC | COM | 4M | 263K | – |
| PRUDENTIAL FINL INC | COM | 72M | 618K | – |
| PUBLIC SVC ENTERPRISE GRP IN | COM | 71M | 962K | – |
| PUBLIC STORAGE OPER CO | COM | 58M | 201K | – |
| PULTE GROUP INC | COM | 89M | 809K | – |
| PURE STORAGE INC | CL A | 181M | 3M | – |
| QCR HOLDINGS INC | COM | 6M | 108K | – |
| QUAD / GRAPHICS INC | COM CL A | 480K | 88K | – |
| QUAKER HOUGHTON | COM | 742K | 4K | – |
| QORVO INC | COM | 41M | 352K | – |
| Q2 HLDGS INC | COM | 25M | 418K | – |
| QUALCOMM INC | COM | 624M | 3M | – |
| QUALYS INC | COM | 128M | 899K | – |
| QUANEX BLDG PRODS CORP | COM | 2M | 82K | – |
| QUANTA SVCS INC | COM | 111M | 438K | – |
| QUEST DIAGNOSTICS INC | COM | 80M | 588K | – |
| RCI HOSPITALITY HLDGS INC | COM | 1M | 24K | – |
| RB GLOBAL INC | COM | 15M | 198K | – |
| RCM TECHNOLOGIES INC | COM NEW | 290K | 15K | – |
| REV GROUP INC | COM | 5M | 191K | – |
| RLI CORP | COM | 91K | 650 | Horizon Investments, LLC |
| RLI CORP | COM | 7M | 48K | – |
| RLJ LODGING TR | COM | 4M | 370K | – |
| RLJ LODGING TR | CUM CONV PFD A | 3M | 133K | – |
| RPC INC | COM | 1M | 188K | – |
| RMR GROUP INC | CL A | 971K | 43K | – |
| RH | COM | 6M | 25K | – |
| RPM INTL INC | COM | 92K | 857 | Horizon Investments, LLC |
| RPM INTL INC | COM | 18M | 164K | – |
| RADIAN GROUP INC | COM | 94K | 3K | Horizon Investments, LLC |
| RADIAN GROUP INC | COM | 271M | 9M | – |
| RADIANT LOGISTICS INC | COM | 558K | 98K | – |
| RADNET INC | COM | 5M | 87K | – |
| RAMBUS INC DEL | COM | 10M | 178K | – |
| RALPH LAUREN CORP | CL A | 65M | 373K | – |
| RAMACO RES INC | COM CL A | 1M | 109K | – |
| RANGE RES CORP | COM | 40M | 1M | – |
| RANGER ENERGY SVCS INC | COM CL A | 386K | 37K | – |
| RAPID7 INC | COM | 54M | 1M | – |
| RAYMOND JAMES FINL INC | COM | 180M | 1M | – |
| RAYONIER INC | COM | 90K | 3K | Horizon Investments, LLC |
| RAYONIER INC | COM | 2M | 78K | – |
| RTX CORPORATION | COM | 61M | 611K | – |
| RBC BEARINGS INC | COM | 51M | 190K | – |
| READY CAPITAL CORP | COM | 10M | 1M | – |
| REALTY INCOME CORP | COM | 540K | 10K | Horizon Investments, LLC |
| REALTY INCOME CORP | COM | 7M | 140K | – |
| REAVES UTIL INCOME FD | COM SH BEN INT | 1M | 38K | – |
| RECURSION PHARMACEUTICALS IN | CL A | 711K | 95K | – |
| RED ROCK RESORTS INC | CL A | 3M | 49K | – |
| REDDIT INC | CL A | 6M | 92K | – |
| REGENCY CTRS CORP | COM | 453K | 7K | Horizon Investments, LLC |
| REGENCY CTRS CORP | COM | 4M | 65K | – |
| REGENERON PHARMACEUTICALS | COM | 589K | 560 | Horizon Investments, LLC |
| REGENERON PHARMACEUTICALS | COM | 380M | 362K | – |
| REGIONAL MGMT CORP | COM | 727K | 25K | – |
| REGIONS FINANCIAL CORP NEW | COM | 339M | 17M | – |
| REINSURANCE GRP OF AMERICA I | COM NEW | 100K | 488 | Horizon Investments, LLC |
| REINSURANCE GRP OF AMERICA I | COM NEW | 58M | 284K | – |
| RELIANCE INC | COM | 90K | 315 | Horizon Investments, LLC |
| RELIANCE INC | COM | 300M | 1M | – |
| REMITLY GLOBAL INC | COM | 1M | 110K | – |
| RENASANT CORP | COM | 3M | 98K | – |
| REPLIGEN CORP | COM | 26M | 209K | – |
| REPUBLIC BANCORP INC KY | CL A | 324K | 6K | – |
| REPLIMUNE GROUP INC | COM | 152K | 17K | – |
| REPUBLIC SVCS INC | COM | 2M | 11K | Horizon Investments, LLC |
| REPUBLIC SVCS INC | COM | 17M | 89K | – |
| RESMED INC | COM | 17M | 88K | – |
| RESIDEO TECHNOLOGIES INC | COM | 3M | 151K | – |
| RESTAURANT BRANDS INTL INC | COM | 2M | 31K | – |
| RETAIL OPPORTUNITY INVTS COR | COM | 87K | 7K | Horizon Investments, LLC |
| RETAIL OPPORTUNITY INVTS COR | COM | 752K | 60K | – |
| REVOLUTION MEDICINES INC | COM | 4M | 107K | – |
| REX AMERICAN RES CORP | COM | 2M | 43K | – |
| REXFORD INDL RLTY INC | COM | 90K | 2K | Horizon Investments, LLC |
| REXFORD INDL RLTY INC | COM | 2M | 44K | – |
| REYNOLDS CONSUMER PRODS INC | COM | 60M | 2M | – |
| RHYTHM PHARMACEUTICALS INC | COM | 4M | 91K | – |
| RILEY EXPLORATION PERMIAN IN | COM | 2M | 62K | – |
| RINGCENTRAL INC | CL A | 46M | 2M | – |
| RING ENERGY INC | COM | 631K | 373K | – |
| RIO TINTO PLC | SPONSORED ADR | 10M | 146K | – |
| RIOT PLATFORMS INC | COM | 5M | 567K | – |
| RIVIAN AUTOMOTIVE INC | COM CL A | 41M | 3M | – |
| ROBERT HALF INC. | COM | 108M | 2M | – |
| ROBINHOOD MKTS INC | COM CL A | 17M | 746K | – |
| ROBLOX CORP | CL A | 80M | 2M | – |
| ROCKET COS INC | COM CL A | 15M | 1M | – |
| ROCKET LAB USA INC | COM | 531K | 111K | – |
| ROCKWELL AUTOMATION INC | COM | 6M | 23K | – |
| ROGERS COMMUNICATIONS INC | CL B | 90M | 2M | – |
| ROGERS CORP | COM | 1M | 12K | – |
| ROLLINS INC | COM | 14M | 294K | – |
| R1 RCM INC | COM | 6M | 471K | – |
| ROOT INC | CL A NEW | 588K | 11K | – |
| ROPER TECHNOLOGIES INC | COM | 2M | 4K | Horizon Investments, LLC |
| ROPER TECHNOLOGIES INC | COM | 218M | 388K | – |
| ROSS STORES INC | COM | 596K | 4K | Horizon Investments, LLC |
| ROSS STORES INC | COM | 236M | 2M | – |
| ROYAL BK CDA | COM | 50M | 469K | – |
| SHELL PLC | SPON ADS | 5M | 63K | – |
| ROYAL GOLD INC | COM | 75K | 602 | Horizon Investments, LLC |
| ROYAL GOLD INC | COM | 9M | 75K | – |
| ROYCE SMALL CAP TRUST INC | COM | 598K | 41K | – |
| ROYCE MICRO-CAP TR INC | COM | 380K | 41K | – |
| RUBRIK INC. | CL A | 2M | 52K | – |
| RUSH ENTERPRISES INC | CL A | 7M | 157K | – |
| RXSIGHT INC | COM | 7M | 109K | – |
| RYANAIR HOLDINGS PLC | SPONSORED ADS | 4M | 34K | – |
| RYAN SPECIALTY HOLDINGS INC | CL A | 21M | 365K | – |
| RYDER SYS INC | COM | 81K | 652 | Horizon Investments, LLC |
| RYDER SYS INC | COM | 33M | 265K | – |
| RYERSON HLDG CORP | COM | 3M | 129K | – |
| RYMAN HOSPITALITY PPTYS INC | COM | 6M | 56K | – |
| S & T BANCORP INC | COM | 6M | 166K | – |
| S&P GLOBAL INC | COM | 751K | 2K | Horizon Investments, LLC |
| S&P GLOBAL INC | COM | 8M | 17K | – |
| SBA COMMUNICATIONS CORP NEW | CL A | 7M | 37K | – |
| SEI INVTS CO | COM | 90K | 1K | Horizon Investments, LLC |
| SEI INVTS CO | COM | 58M | 895K | – |
| SJW GROUP | COM | 23M | 427K | – |
| SL GREEN RLTY CORP | COM | 13M | 233K | – |
| SLM CORP | COM | 280M | 13M | – |
| SM ENERGY CO | COM | 58M | 1M | – |
| SPS COMM INC | COM | 917K | 5K | – |
| SPDR SER TR | NUVEEN BLOOMBERG | 257K | 10K | – |
| SPDR SER TR | PORTFOLIO SHORT | 2M | 56K | – |
| SPDR SER TR | S&P DIVID ETF | 4M | 29K | – |
| SS&C TECHNOLOGIES HLDGS INC | COM | 32M | 510K | – |
| SSGA ACTIVE ETF TR | BLACKSTONE SENR | 2M | 39K | – |
| SPDR SER TR | BLOOMBERG INVT | 2M | 54K | – |
| SPDR SER TR | BLOOMBERG HIGH Y | 6M | 60K | – |
| SPDR SER TR | NUVEEN BLMBRG MU | 435K | 10K | – |
| SSR MINING IN | COM | 14M | 3M | – |
| SPX TECHNOLOGIES INC | COM | 59M | 415K | – |
| SABRA HEALTH CARE REIT INC | COM | 101K | 7K | Horizon Investments, LLC |
| SABRA HEALTH CARE REIT INC | COM | 4M | 271K | – |
| SAFEHOLD INC | COM | 653K | 34K | – |
| SAFETY INS GROUP INC | COM | 547K | 7K | – |
| SAIA INC | COM | 21M | 45K | – |
| ST JOE CO | COM | 2M | 34K | – |
| SALESFORCE INC | COM | 423M | 2M | – |
| SALLY BEAUTY HLDGS INC | COM | 3M | 268K | – |
| SAMSARA INC | COM CL A | 40M | 1M | – |
| SANDRIDGE ENERGY INC | COM NEW | 4M | 316K | – |
| SANDY SPRING BANCORP INC | COM | 4M | 172K | – |
| SANMINA CORPORATION | COM | 6M | 87K | – |
| SANOFI | SPONSORED ADR | 47M | 960K | – |
| SAP SE | SPON ADR | 57M | 284K | – |
| SAREPTA THERAPEUTICS INC | COM | 16M | 102K | – |
| SCANSOURCE INC | COM | 3M | 70K | – |
| HENRY SCHEIN INC | COM | 18M | 279K | – |
| SCHLUMBERGER LTD | COM STK | 30M | 645K | – |
| SCHNEIDER NATIONAL INC | CL B | 35M | 1M | – |
| SCHOLASTIC CORP | COM | 4M | 112K | – |
| SCHOLAR ROCK HLDG CORP | COM | 636K | 76K | – |
| SCHWAB CHARLES CORP | COM | 510K | 7K | – |
| SCIENCE APPLICATIONS INTL CO | COM | 83K | 707 | Horizon Investments, LLC |
| SCIENCE APPLICATIONS INTL CO | COM | 151M | 1M | – |
| LIGHT & WONDER INC | COM | 10M | 99K | – |
| SCOTTS MIRACLE-GRO CO | CL A | 14M | 209K | – |
| SEA LTD | SPONSORD ADS | 2M | 25K | – |
| SEABOARD CORP DEL | COM | 6M | 2K | – |
| SEACOAST BKG CORP FLA | COM NEW | 2M | 97K | – |
| SEALED AIR CORP NEW | COM | 6M | 168K | – |
| UNITED PARKS & RESORTS INC | COM | 1M | 24K | – |
| SELECT WATER SOLUTIONS INC | CL A COM | 48M | 5M | – |
| SELECT MED HLDGS CORP | COM | 3M | 87K | – |
| SELECTIVE INS GROUP INC | COM | 86K | 914 | Horizon Investments, LLC |
| SELECTIVE INS GROUP INC | COM | 52M | 553K | – |
| SEMTECH CORP | COM | 4M | 121K | – |
| SEMPRA | COM | 70M | 915K | – |
| SENSIENT TECHNOLOGIES CORP | COM | 46M | 625K | – |
| SENTINELONE INC | CL A | 161M | 8M | – |
| SERVICE CORP INTL | COM | 91K | 1K | Horizon Investments, LLC |
| SERVICE CORP INTL | COM | 5M | 71K | – |
| SERVICE PPTYS TR | COM SH BEN INT | 128K | 25K | – |
| SERVICENOW INC | COM | 135M | 172K | – |
| SERVISFIRST BANCSHARES INC | COM | 4M | 62K | – |
| SHAKE SHACK INC | CL A | 5M | 59K | – |
| SHENANDOAH TELECOMMUNICATION | COM | 1M | 87K | – |
| SHERWIN WILLIAMS CO | COM | 25M | 82K | – |
| SHIFT4 PMTS INC | CL A | 10M | 131K | – |
| SHOALS TECHNOLOGIES GROUP IN | CL A | 34M | 5M | – |
| SHOPIFY INC | CL A | 75M | 1M | – |
| SHORE BANCSHARES INC | COM | 133K | 12K | – |
| SHUTTERSTOCK INC | COM | 50M | 1M | – |
| SIERRA BANCORP | COM | 926K | 41K | – |
| SIGA TECHNOLOGIES INC | COM | 858K | 113K | – |
| SILICON LABORATORIES INC | COM | 876K | 8K | – |
| SILGAN HLDGS INC | COM | 82K | 2K | Horizon Investments, LLC |
| SILGAN HLDGS INC | COM | 64M | 2M | – |
| SIMMONS 1ST NATL CORP | CL A $1 PAR | 5M | 258K | – |
| SIMON PPTY GROUP INC NEW | COM | 18M | 117K | – |
| SIMPLY GOOD FOODS CO | COM | 1M | 33K | – |
| SIMPSON MFG INC | COM | 3M | 18K | – |
| SINCLAIR INC | CL A | 993K | 74K | – |
| SIRIUS XM HOLDINGS INC | COM | 8M | 3M | – |
| SITE CTRS CORP | COM | 2M | 120K | – |
| SITEONE LANDSCAPE SUPPLY INC | COM | 4M | 32K | – |
| SITIME CORP | COM | 249K | 2K | – |
| SITIO ROYALTIES CORP | CLASS A COM | 9M | 374K | – |
| SKECHERS U S A INC | CL A | 24M | 342K | – |
| SKYLINE CHAMPION CORPORATION | COM | 2M | 27K | – |
| SKYWEST INC | COM | 7M | 88K | – |
| SKYWORKS SOLUTIONS INC | COM | 121M | 1M | – |
| SKYWARD SPECIALTY INS GROUP | COM | 5M | 129K | – |
| SMITH A O CORP | COM | 159M | 2M | – |
| SMARTSHEET INC | COM CL A | 47M | 1M | – |
| SMUCKER J M CO | COM NEW | 57M | 524K | – |
| SNAP ON INC | COM | 332M | 1M | – |
| SNAP INC | CL A | 67M | 4M | – |
| SNOWFLAKE INC | CL A | 220M | 2M | – |
| SOCIEDAD QUIMICA Y MINERA DE | SPON ADR SER B | 134K | 3K | RiverFront Investment Group, LLC |
| SOCIEDAD QUIMICA Y MINERA DE | SPON ADR SER B | 6M | 158K | – |
| SOFI TECHNOLOGIES INC | COM | 2M | 288K | – |
| SOLAREDGE TECHNOLOGIES INC | COM | 9M | 369K | – |
| SOLARWINDS CORP | COM NEW | 2M | 182K | – |
| SOLARIS OILFIELD INFRASTRUCT | COM CL A | 695K | 81K | – |
| SONIC AUTOMOTIVE INC | CL A | 3M | 60K | – |
| SONOCO PRODS CO | COM | 82K | 2K | Horizon Investments, LLC |
| SONOCO PRODS CO | COM | 72M | 1M | – |
| SONY GROUP CORP | SPONSORED ADR | 1M | 13K | – |
| SOURCE CAP INC | COM | 3M | 64K | – |
| SOUTH PLAINS FINANCIAL INC | COM | 1M | 39K | – |
| SOUTHSTATE CORPORATION | COM | 6M | 75K | – |
| SOUTHERN CO | COM | 50M | 643K | – |
| SOUTHERN COPPER CORP | COM | 10M | 93K | – |
| SOUTHERN MO BANCORP INC | COM | 1M | 31K | – |
| SOUTHSIDE BANCSHARES INC | COM | 351K | 13K | – |
| SOUTHWEST AIRLS CO | COM | 25M | 859K | – |
| SOUTHWEST GAS HLDGS INC | COM | 104K | 1K | Horizon Investments, LLC |
| SOUTHWEST GAS HLDGS INC | COM | 46M | 660K | – |
| SOUTHWESTERN ENERGY CO | COM | 141K | 21K | – |
| SPECTRUM BRANDS HLDGS INC NE | COM | 4M | 47K | – |
| SPIRIT AEROSYSTEMS HLDGS INC | COM CL A | 29M | 869K | – |
| SPIRE INC | COM | 91K | 2K | Horizon Investments, LLC |
| SPIRE INC | COM | 57M | 941K | – |
| SPOK HLDGS INC | COM | 842K | 57K | – |
| SPRINGWORKS THERAPEUTICS INC | COM | 353K | 9K | – |
| SPROUTS FMRS MKT INC | COM | 102K | 1K | Horizon Investments, LLC |
| SPROUTS FMRS MKT INC | COM | 16M | 188K | – |
| SPRINKLR INC | CL A | 310K | 32K | – |
| SPROUT SOCIAL INC | COM CL A | 24M | 666K | – |
| BLOCK INC | CL A | 16M | 253K | – |
| SQUARESPACE INC | CLASS A | 3M | 63K | – |
| STAG INDL INC | COM | 96K | 3K | Horizon Investments, LLC |
| STAG INDL INC | COM | 2M | 50K | – |
| STANDEX INTL CORP | COM | 3M | 17K | – |
| STANLEY BLACK & DECKER INC | COM | 13M | 161K | – |
| STANTEC INC | COM | 51M | 616K | – |
| STARBUCKS CORP | COM | 67M | 864K | – |
| STARWOOD PPTY TR INC | COM | 8M | 412K | – |
| STATE STR CORP | COM | 57M | 774K | – |
| STEEL DYNAMICS INC | COM | 303M | 2M | – |
| STEELCASE INC | CL A | 3M | 227K | – |
| STEPAN CO | COM | 47M | 563K | – |
| STEM INC | COM | 639K | 575K | – |
| STELLAR BANCORP INC | COM | 2M | 96K | – |
| STEPSTONE GROUP INC | COM CL A | 1M | 33K | – |
| STERLING INFRASTRUCTURE INC | COM | 57M | 479K | – |
| STEWART INFORMATION SVCS COR | COM | 1M | 22K | – |
| STIFEL FINL CORP | COM | 97K | 1K | Horizon Investments, LLC |
| STIFEL FINL CORP | COM | 9M | 109K | – |
| STMICROELECTRONICS N V | NY REGISTRY | 1M | 32K | – |
| STOCK YDS BANCORP INC | COM | 2M | 50K | – |
| STONEX GROUP INC | COM | 3M | 35K | – |
| STRATEGIC ED INC | COM | 2M | 14K | – |
| STRIDE INC | COM | 4M | 64K | – |
| STRYKER CORPORATION | COM | 203M | 598K | – |
| SUMMIT HOTEL PPTYS INC | COM | 72K | 12K | – |
| SUMMIT MIDSTREAM PARTNERS LP | COM UNIT LTD | 3M | 80K | – |
| SUMMIT MATLS INC | CL A | 2M | 49K | – |
| SUMMIT THERAPEUTICS INC | COM | 6M | 788K | – |
| SUN CMNTYS INC | COM | 2M | 14K | – |
| SUN LIFE FINANCIAL INC. | COM | 49M | 994K | – |
| SUNCOR ENERGY INC NEW | COM | 651K | 17K | RiverFront Investment Group, LLC |
| SUNCOR ENERGY INC NEW | COM | 5M | 128K | – |
| SUNCOKE ENERGY INC | COM | 49M | 5M | – |
| SUNNOVA ENERGY INTL INC. | COM | 2M | 441K | – |
| SUNPOWER CORP | COM | 2M | 625K | – |
| SUNOCO LP/SUNOCO FIN CORP | COM UT REP LP | 3M | 61K | – |
| SUNRUN INC | COM | 9M | 789K | – |
| SUNSTONE HOTEL INVS INC NEW | COM | 2M | 232K | – |
| SUPER MICRO COMPUTER INC | COM | 15M | 18K | – |
| SUPERNUS PHARMACEUTICALS INC | COM | 575K | 21K | – |
| SURGERY PARTNERS INC | COM | 481K | 20K | – |
| SWEETGREEN INC | COM CL A | 7M | 227K | – |
| SYLVAMO CORP | COMMON STOCK | 53M | 766K | – |
| SYMBOTIC INC | CLASS A COM | 12M | 328K | – |
| SYNOPSYS INC | COM | 164M | 275K | – |
| SYNOVUS FINL CORP | COM NEW | 69M | 2M | – |
| TD SYNNEX CORPORATION | COM | 90K | 779 | Horizon Investments, LLC |
| TD SYNNEX CORPORATION | COM | 31M | 269K | – |
| SYNCHRONY FINANCIAL | COM | 320M | 7M | – |
| SYSCO CORP | COM | 432K | 6K | Horizon Investments, LLC |
| SYSCO CORP | COM | 11M | 151K | – |
| TFS FINL CORP | COM | 1M | 98K | – |
| TJX COS INC NEW | COM | 890K | 8K | Horizon Investments, LLC |
| TJX COS INC NEW | COM | 248M | 2M | – |
| TKO GROUP HOLDINGS INC | CL A | 753K | 7K | – |
| T-MOBILE US INC | COM | 2M | 10K | Horizon Investments, LLC |
| T-MOBILE US INC | COM | 105M | 597K | – |
| TPG INC | COM CL A | 12M | 299K | – |
| TRI POINTE HOMES INC | COM | 7M | 192K | – |
| TPI COMPOSITES INC | COM | 533K | 134K | – |
| TTM TECHNOLOGIES INC | COM | 2M | 88K | – |
| TAIWAN SEMICONDUCTOR MFG LTD | SPONSORED ADS | 486K | 3K | RiverFront Investment Group, LLC |
| TAIWAN SEMICONDUCTOR MFG LTD | SPONSORED ADS | 109M | 625K | – |
| TAKE-TWO INTERACTIVE SOFTWAR | COM | 25M | 162K | – |
| TALOS ENERGY INC | COM | 4M | 298K | – |
| TANDEM DIABETES CARE INC | COM NEW | 15M | 379K | – |
| TANGER INC | COM | 2M | 79K | – |
| TANGO THERAPEUTICS INC | COM | 427K | 50K | – |
| TAPESTRY INC | COM | 22M | 523K | – |
| TARGET CORP | COM | 37M | 251K | – |
| TARGA RES CORP | COM | 20M | 154K | – |
| TAYLOR MORRISON HOME CORP | COM | 8M | 149K | – |
| TC ENERGY CORP | COM | 5M | 136K | – |
| TECK RESOURCES LTD | CL B | 3M | 58K | – |
| TEGNA INC | COM | 8M | 609K | – |
| ABRDN HEALTHCARE OPPORTUNITI | SHS | 3M | 129K | – |
| ABRDN HEALTHCARE INVESTORS | SH BEN INT | 3M | 168K | – |
| ABRDN LIFE SCIENCES INVESTOR | SH BEN INT | 175K | 12K | – |
| TELADOC HEALTH INC | COM | 10M | 1M | – |
| TELEDYNE TECHNOLOGIES INC | COM | 24M | 61K | – |
| TELEFLEX INCORPORATED | COM | 17M | 79K | – |
| TELEFONICA BRASIL SA | NEW ADR | 2M | 259K | – |
| TELEFONICA S A | SPONSORED ADR | 3M | 708K | – |
| TELEPHONE & DATA SYS INC | COM NEW | 8M | 394K | – |
| TELUS CORPORATION | COM | 97M | 6M | – |
| TEMPUR SEALY INTL INC | COM | 11M | 233K | – |
| TENABLE HLDGS INC | COM | 102M | 2M | – |
| 10X GENOMICS INC | CL A COM | 196K | 10K | – |
| TENET HEALTHCARE CORP | COM NEW | 21M | 156K | – |
| TENNANT CO | COM | 86K | 878 | Horizon Investments, LLC |
| TENNANT CO | COM | 4M | 40K | – |
| TENCENT MUSIC ENTMT GROUP | SPON ADS | 2M | 149K | – |
| TERADYNE INC | COM | 58M | 388K | – |
| TEREX CORP NEW | COM | 52M | 957K | – |
| TERAWULF INC | COM | 3M | 670K | – |
| TERRENO RLTY CORP | COM | 2M | 26K | – |
| TESLA INC | COM | 163M | 821K | – |
| TEVA PHARMACEUTICAL INDS LTD | SPONSORED ADS | 1M | 79K | – |
| TETRA TECHNOLOGIES INC DEL | COM | 1M | 332K | – |
| TETRA TECH INC NEW | COM | 98K | 481 | Horizon Investments, LLC |
| TETRA TECH INC NEW | COM | 85M | 415K | – |
| TEXAS CAP BANCSHARES INC | COM | 3M | 43K | – |
| TEXAS INSTRS INC | COM | 444M | 2M | – |
| TEXAS PACIFIC LAND CORPORATI | COM | 53M | 72K | – |
| TEXAS ROADHOUSE INC | COM | 99K | 579 | Horizon Investments, LLC |
| TEXAS ROADHOUSE INC | COM | 39M | 227K | – |
| TEXTRON INC | COM | 24M | 279K | – |
| TG THERAPEUTICS INC | COM | 3M | 157K | – |
| THE ODP CORP | COM | 3M | 64K | – |
| THE ONE GROUP HOSPITALITY IN | COM | 296K | 70K | – |
| THE TRADE DESK INC | COM CL A | 63M | 644K | – |
| THERMO FISHER SCIENTIFIC INC | COM | 14M | 25K | – |
| THERMON GROUP HLDGS INC | COM | 3M | 87K | – |
| THOMSON REUTERS CORP. | COM | 51M | 300K | – |
| THOR INDS INC | COM | 13M | 141K | – |
| 3-D SYS CORP DEL | COM NEW | 3M | 1M | – |
| 3M CO | COM | 54M | 527K | – |
| TIDEWATER INC NEW | COM | 8M | 82K | – |
| TIMBERLAND BANCORP INC | COM | 611K | 23K | – |
| TIMKEN CO | COM | 19M | 241K | – |
| TITAN MACHY INC | COM | 894K | 56K | – |
| TOAST INC | CL A | 58M | 2M | – |
| TOLL BROTHERS INC | COM | 81M | 705K | – |
| TOOTSIE ROLL INDS INC | COM | 48M | 2M | – |
| TOPBUILD CORP | COM | 32M | 82K | – |
| TORO CO | COM | 1M | 12K | – |
| TORONTO DOMINION BK ONT | COM NEW | 48M | 882K | – |
| TORTOISE PWR & ENERGY INFRAS | COM | 285K | 18K | – |
| TOWNEBANK PORTSMOUTH VA | COM | 5M | 183K | – |
| TOWNSQUARE MEDIA INC | CL A | 388K | 35K | – |
| TOYOTA MOTOR CORP | ADS | 47M | 231K | – |
| TRACTOR SUPPLY CO | COM | 62M | 229K | – |
| TRADEWEB MKTS INC | CL A | 7M | 63K | – |
| TRANSDIGM GROUP INC | COM | 48M | 38K | – |
| TRANSMEDICS GROUP INC | COM | 6M | 37K | – |
| TRANSUNION | COM | 5M | 71K | – |
| TRAVEL PLUS LEISURE CO | COM | 24M | 541K | – |
| TRAVELERS COMPANIES INC | COM | 66M | 323K | – |
| TRAVELZOO | COM NEW | 134K | 18K | – |
| TREEHOUSE FOODS INC | COM | 2M | 57K | – |
| TREX CO INC | COM | 15M | 201K | – |
| TRI CONTL CORP | COM | 2M | 55K | – |
| TRICO BANCSHARES | COM | 4M | 100K | – |
| TRIMAS CORP | COM NEW | 2M | 86K | – |
| TRIMBLE INC | COM | 2M | 31K | – |
| TRINET GROUP INC | COM | 5M | 45K | – |
| TRINITY INDS INC | COM | 4M | 140K | – |
| TRIP COM GROUP LTD | ADS | 2M | 45K | – |
| TRIUMPH FINANCIAL INC | COM | 668K | 8K | – |
| TRIUMPH GROUP INC NEW | COM | 3M | 206K | – |
| TRIPADVISOR INC | COM | 3M | 172K | – |
| TRUIST FINL CORP | COM | 84M | 2M | – |
| TRUSTMARK CORP | COM | 4M | 130K | – |
| TUTOR PERINI CORP | COM | 18M | 822K | – |
| TWILIO INC | CL A | 62M | 1M | – |
| TWIST BIOSCIENCE CORP | COM | 5M | 96K | – |
| TWO HBRS INVT CORP | COM | 1M | 106K | – |
| TYLER TECHNOLOGIES INC | COM | 1M | 3K | – |
| TYSON FOODS INC | CL A | 2M | 39K | – |
| UDR INC | COM | 1M | 33K | – |
| UFP TECHNOLOGIES INC | COM | 5M | 21K | – |
| UGI CORP NEW | COM | 9M | 384K | – |
| UDEMY INC | COM | 1M | 123K | – |
| UMB FINL CORP | COM | 8M | 102K | – |
| UFP INDUSTRIES INC | COM | 54M | 484K | – |
| USA COMPRESSION PARTNERS LP | COMUNIT LTDPAR | 4M | 183K | – |
| US BANCORP DEL | COM NEW | 115M | 3M | – |
| UMH PPTYS INC | COM | 1M | 68K | – |
| U S PHYSICAL THERAPY | COM | 694K | 8K | – |
| UBER TECHNOLOGIES INC | COM | 44M | 608K | – |
| UBIQUITI INC | COM | 11M | 77K | – |
| UIPATH INC | CL A | 13M | 1M | – |
| UL SOLUTIONS INC | CLASS A COM SHS | 2M | 56K | – |
| ULTA BEAUTY INC | COM | 10M | 25K | – |
| ULTRAGENYX PHARMACEUTICAL IN | COM | 12M | 281K | – |
| UNDER ARMOUR INC | CL A | 24M | 4M | – |
| UNIFIRST CORP MASS | COM | 97K | 568 | Horizon Investments, LLC |
| UNIFIRST CORP MASS | COM | 5M | 29K | – |
| UNILEVER PLC | SPON ADR NEW | 52M | 948K | – |
| UNION PAC CORP | COM | 221M | 977K | – |
| UNITED CMNTY BKS BLAIRSVLE G | COM | 3M | 126K | – |
| UNITED BANKSHARES INC WEST V | COM | 12M | 380K | – |
| UNITED AIRLS HLDGS INC | COM | 51M | 1M | – |
| UNITED MICROELECTRONICS CORP | SPON ADR NEW | 3M | 327K | – |
| UNITED PARCEL SERVICE INC | CL B | 216M | 2M | – |
| UNITED RENTALS INC | COM | 40M | 62K | – |
| UNITED STATES CELLULAR CORP | COM | 6M | 113K | – |
| UNITED STS LIME & MINERALS I | COM | 8M | 21K | – |
| US FOODS HLDG CORP | COM | 95K | 2K | Horizon Investments, LLC |
| US FOODS HLDG CORP | COM | 13M | 250K | – |
| UNITED THERAPEUTICS CORP DEL | COM | 123K | 386 | Horizon Investments, LLC |
| UNITED THERAPEUTICS CORP DEL | COM | 106M | 331K | – |
| UNITEDHEALTH GROUP INC | COM | 273M | 537K | – |
| UNITI GROUP INC | COM | 2M | 570K | – |
| UNIVERSAL CORP VA | COM | 57M | 1M | – |
| UNIVERSAL DISPLAY CORP | COM | 45M | 215K | – |
| UNIVERSAL HLTH SVCS INC | CL B | 30M | 161K | – |
| UNIVEST FINANCIAL CORPORATIO | COM | 2M | 93K | – |
| UNUM GROUP | COM | 68M | 1M | – |
| UPSTART HLDGS INC | COM | 9M | 371K | – |
| UPWORK INC | COM | 346K | 32K | – |
| URANIUM ENERGY CORP | COM | 1M | 216K | – |
| URBAN OUTFITTERS INC | COM | 5M | 120K | – |
| URBAN EDGE PPTYS | COM | 2M | 95K | – |
| UWM HOLDINGS CORPORATION | COM CL A | 7M | 1M | – |
| VSE CORP | COM | 4M | 45K | – |
| VAALCO ENERGY INC | COM NEW | 2M | 291K | – |
| VAIL RESORTS INC | COM | 102K | 567 | Horizon Investments, LLC |
| VAIL RESORTS INC | COM | 10M | 55K | – |
| VALE S A | SPONSORED ADS | 186K | 17K | RiverFront Investment Group, LLC |
| VALERO ENERGY CORP | COM | 67M | 430K | – |
| VALLEY NATL BANCORP | COM | 10M | 1M | – |
| VALMONT INDS INC | COM | 50M | 182K | – |
| VALVOLINE INC | COM | 93K | 2K | Horizon Investments, LLC |
| VALVOLINE INC | COM | 13M | 310K | – |
| VANECK ETF TRUST | INTRMDT MUNI ETF | 480K | 10K | – |
| VANGUARD INTL EQUITY INDEX F | FTSE EMR MKT ETF | 1M | 31K | – |
| VANGUARD INTL EQUITY INDEX F | FTSE PACIFIC ETF | 2M | 30K | – |
| VANGUARD INTL EQUITY INDEX F | FTSE EUROPE ETF | 2M | 27K | – |
| VANGUARD WORLD FD | ENERGY ETF | 2M | 12K | – |
| VANGUARD WORLD FD | HEALTH CAR ETF | 3M | 11K | – |
| VANGUARD SCOTTSDALE FDS | SHRT TRM CORP BD | 1M | 17K | – |
| VARONIS SYS INC | COM | 117M | 2M | – |
| VECTOR GROUP LTD | COM | 2M | 152K | – |
| VEECO INSTRS INC DEL | COM | 4M | 82K | – |
| V2X INC | COM | 565K | 12K | – |
| VAXCYTE INC | COM | 6M | 79K | – |
| VEEVA SYS INC | CL A COM | 154M | 842K | – |
| VENTAS INC | COM | 11M | 212K | – |
| VANGUARD MUN BD FDS | TAX EXEMPT BD | 203K | 4K | – |
| VERACYTE INC | COM | 404K | 19K | – |
| VERALTO CORP | COM SHS | 83M | 867K | – |
| VEREN INC | COM NEW | 10M | 1M | – |
| VERISIGN INC | COM | 2M | 9K | Horizon Investments, LLC |
| VERISIGN INC | COM | 9M | 49K | – |
| VERIZON COMMUNICATIONS INC | COM | 460M | 11M | – |
| VERINT SYS INC | COM | 601K | 19K | – |
| VERITEX HLDGS INC | COM | 4M | 210K | – |
| VERISK ANALYTICS INC | COM | 31M | 113K | – |
| VERICEL CORP | COM | 4M | 92K | – |
| VERMILION ENERGY INC | COM | 4M | 364K | – |
| VERRA MOBILITY CORP | CL A COM STK | 103K | 4K | Horizon Investments, LLC |
| VERRA MOBILITY CORP | CL A COM STK | 5M | 167K | – |
| VERTEX PHARMACEUTICALS INC | COM | 95M | 203K | – |
| VERTIV HOLDINGS CO | COM CL A | 64M | 738K | – |
| VERTEX INC | CL A | 11M | 296K | – |
| VIAD CORP | COM | 2M | 59K | – |
| VIATRIS INC | COM | 40M | 4M | – |
| VICI PPTYS INC | COM | 13M | 471K | – |
| VICOR CORP | COM | 5M | 153K | – |
| VICTORIAS SECRET AND CO | COMMON STOCK | 10M | 579K | – |
| VICTORY CAP HLDGS INC | COM CL A | 3M | 62K | – |
| VIPER ENERGY INC | CL A | 7M | 191K | – |
| VIRTU FINL INC | CL A | 10M | 432K | – |
| VISA INC | COM CL A | 2M | 7K | Horizon Investments, LLC |
| VISA INC | COM CL A | 410M | 2M | – |
| VIRTUS INVT PARTNERS INC | COM | 2M | 9K | – |
| VISHAY INTERTECHNOLOGY INC | COM | 73M | 3M | – |
| VISHAY PRECISION GROUP INC | COM | 1M | 35K | – |
| VISTA ENERGY S.A.B. DE C.V. | SPONSORED ADS | 6M | 139K | – |
| VIRTUS CONVERTIBLE & INC 202 | COM | 239K | 27K | – |
| VIRTUS ARTIFICIAL INTELLIGEN | COM | 869K | 40K | – |
| VISTEON CORP | COM NEW | 2M | 14K | – |
| VISTRA CORP | COM | 41M | 475K | – |
| VITA COCO CO INC | COM | 2M | 87K | – |
| VITESSE ENERGY INC | COMMON STOCK | 3M | 141K | – |
| VIVID SEATS INC | COM CL A | 998K | 174K | – |
| VODAFONE GROUP PLC NEW | SPONSORED ADR | 26M | 3M | – |
| VONTIER CORPORATION | COM | 85K | 2K | Horizon Investments, LLC |
| VONTIER CORPORATION | COM | 28M | 727K | – |
| VORNADO RLTY TR | SH BEN INT | 2M | 94K | – |
| VOYA FINANCIAL INC | COM | 95K | 1K | Horizon Investments, LLC |
| VOYA FINANCIAL INC | COM | 56M | 783K | – |
| VOYAGER THERAPEUTICS INC | COM | 955K | 121K | – |
| VULCAN MATLS CO | COM | 32M | 127K | – |
| W & T OFFSHORE INC | COM | 3M | 1M | – |
| WD 40 CO | COM | 49M | 223K | – |
| WSFS FINL CORP | COM | 5M | 108K | – |
| WP CAREY INC | COM | 91K | 2K | Horizon Investments, LLC |
| WP CAREY INC | COM | 16M | 284K | – |
| WEC ENERGY GROUP INC | COM | 92M | 1M | – |
| WK KELLOGG CO | COM SHS | 1M | 90K | – |
| WABASH NATL CORP | COM | 28M | 1M | – |
| WABTEC | COM | 38M | 241K | – |
| WALMART INC | COM | 1M | 20K | Horizon Investments, LLC |
| WALMART INC | COM | 245M | 4M | – |
| WALGREENS BOOTS ALLIANCE INC | COM | 18M | 1M | – |
| WALKER & DUNLOP INC | COM | 2M | 22K | – |
| WARBY PARKER INC | CL A COM | 2M | 100K | – |
| WARNER BROS DISCOVERY INC | COM SER A | 51M | 7M | – |
| WARNER MUSIC GROUP CORP | COM CL A | 610K | 20K | – |
| WARRIOR MET COAL INC | COM | 5M | 85K | – |
| WAFD INC | COM | 4M | 143K | – |
| ELME COMMUNITIES | SH BEN INT | 836K | 52K | – |
| WASTE CONNECTIONS INC | COM | 2M | 14K | – |
| WASTE MGMT INC DEL | COM | 2M | 9K | Horizon Investments, LLC |
| WASTE MGMT INC DEL | COM | 60M | 281K | – |
| WATERS CORP | COM | 88M | 305K | – |
| WATSCO INC | COM | 64M | 138K | – |
| WATTS WATER TECHNOLOGIES INC | CL A | 85K | 461 | Horizon Investments, LLC |
| WATTS WATER TECHNOLOGIES INC | CL A | 51M | 280K | – |
| WAYFAIR INC | CL A | 10M | 195K | – |
| CLIMB GLOBAL SOLUTIONS INC | COM | 682K | 11K | – |
| WEBSTER FINL CORP | COM | 15M | 345K | – |
| WEIS MKTS INC | COM | 4M | 65K | – |
| WELLS FARGO CO NEW | COM | 34M | 568K | – |
| WELLS FARGO CO NEW | PERP PFD CNV A | 182M | 153K | STONEBRIDGE ADVISORS LLC |
| WELLTOWER INC | COM | 511K | 5K | Horizon Investments, LLC |
| WELLTOWER INC | COM | 9M | 86K | – |
| WENDYS CO | COM | 78K | 5K | Horizon Investments, LLC |
| WENDYS CO | COM | 8M | 464K | – |
| WERNER ENTERPRISES INC | COM | 96K | 3K | Horizon Investments, LLC |
| WERNER ENTERPRISES INC | COM | 52M | 1M | – |
| WESBANCO INC | COM | 4M | 140K | – |
| WESCO INTL INC | COM | 29M | 184K | – |
| WEST FRASER TIMBER CO LTD | COM | 2M | 22K | – |
| WEST FRASER TIMBER CO LTD | COM | 338K | 4K | RiverFront Investment Group, LLC |
| WESTAMERICA BANCORPORATION | COM | 3M | 54K | – |
| WESTERN ALLIANCE BANCORP | COM | 13M | 211K | – |
| WESTERN ASSET HIGH INCOME OP | COM | 925K | 243K | – |
| WESTERN ASSET MANAGED MUNS F | COM | 202K | 20K | – |
| WESTERN AST INFL LKD OPP & I | COM | 339K | 40K | – |
| WESTERN ASSET DIVERSIFIED IN | COM SHS BEN INT | 2M | 105K | – |
| WESTERN DIGITAL CORP. | COM | 762K | 10K | – |
| WESTERN MIDSTREAM PARTNERS L | COM UNIT LP INT | 24M | 608K | – |
| WESTERN UN CO | COM | 98K | 8K | Horizon Investments, LLC |
| WESTERN UN CO | COM | 35M | 3M | – |
| WESTLAKE CORPORATION | COM | 64M | 444K | – |
| WEX INC | COM | 16M | 89K | – |
| WEYERHAEUSER CO MTN BE | COM NEW | 11M | 405K | – |
| WHEATON PRECIOUS METALS CORP | COM | 516K | 10K | – |
| WHIRLPOOL CORP | COM | 22M | 215K | – |
| WHITESTONE REIT | COM | 2M | 139K | – |
| WILLDAN GROUP INC | COM | 1M | 43K | – |
| WILLIAMS COS INC | COM | 702K | 17K | Horizon Investments, LLC |
| WILLIAMS COS INC | COM | 34M | 811K | – |
| WILLIAMS SONOMA INC | COM | 264M | 935K | – |
| WILLSCOT MOBIL MINI HLDNG CO | COM CL A | 6M | 171K | – |
| WINGSTOP INC | COM | 30M | 70K | – |
| WINNEBAGO INDS INC | COM | 49M | 901K | – |
| WINTRUST FINL CORP | COM | 72M | 734K | – |
| WIPRO LTD | SPON ADR 1 SH | 7M | 1M | – |
| WISDOMTREE INC | COM | 4M | 442K | – |
| WOLFSPEED INC | COM | 10M | 454K | – |
| WOODSIDE ENERGY GROUP LTD | SPONSORED ADR | 11M | 607K | – |
| WOODWARD INC | COM | 19M | 110K | – |
| WORKDAY INC | CL A | 344M | 2M | – |
| WORKIVA INC | COM CL A | 60M | 819K | – |
| WORLD KINECT CORPORATION | COM | 2M | 97K | – |
| WORTHINGTON ENTERPRISES INC | COM | 2M | 41K | – |
| WYNDHAM HOTELS & RESORTS INC | COM | 92K | 1K | Horizon Investments, LLC |
| WYNDHAM HOTELS & RESORTS INC | COM | 458K | 6K | – |
| WYNN RESORTS LTD | COM | 7M | 78K | – |
| XPO INC | COM | 6M | 56K | – |
| XPEL INC | COM | 260K | 7K | – |
| XCEL ENERGY INC | COM | 126M | 2M | – |
| XENIA HOTELS & RESORTS INC | COM | 2M | 161K | – |
| XYLEM INC | COM | 98M | 723K | – |
| XEROX HOLDINGS CORP | COM NEW | 6M | 510K | – |
| XPENG INC | ADS | 156K | 21K | – |
| XOMETRY INC | CLASS A COM | 928K | 80K | – |
| YELP INC | CL A | 2M | 61K | – |
| YUM BRANDS INC | COM | 1M | 8K | Horizon Investments, LLC |
| YUM BRANDS INC | COM | 46M | 346K | – |
| ZEBRA TECHNOLOGIES CORPORATI | CL A | 5M | 16K | – |
| ZETA GLOBAL HOLDINGS CORP | CL A | 5M | 300K | – |
| ZIMMER BIOMET HOLDINGS INC | COM | 25M | 231K | – |
| ZIONS BANCORPORATION N A | COM | 73M | 2M | – |
| ZOETIS INC | CL A | 22M | 124K | – |
| ZOOMINFO TECHNOLOGIES INC | COMMON STOCK | 15M | 1M | – |
| ZSCALER INC | COM | 467M | 2M | – |
| ZOOM VIDEO COMMUNICATIONS IN | CL A | 102M | 2M | – |
| ZURN ELKAY WATER SOLNS CORP | COM | 35M | 1M | – |
| ZUORA INC | COM CL A | 21M | 2M | – |
| DEUTSCHE BANK A G | NAMEN AKT | 1M | 64K | RiverFront Investment Group, LLC |
| DEUTSCHE BANK A G | NAMEN AKT | 7M | 407K | – |
| ADIENT PLC | ORD SHS | 3M | 121K | – |
| ALKERMES PLC | SHS | 37M | 2M | – |
| ALLEGION PLC | ORD SHS | 12M | 101K | – |
| AMCOR PLC | ORD | 10M | 1M | – |
| AMDOCS LTD | SHS | 77M | 974K | – |
| ANGLOGOLD ASHANTI PLC | COM SHS | 280K | 11K | – |
| AMBARELLA INC | SHS | 9M | 162K | – |
| AON PLC | SHS CL A | 4M | 12K | – |
| ARCH CAP GROUP LTD | ORD | 37M | 362K | – |
| ARCADIUM LITHIUM PLC | COM SHS | 13M | 4M | – |
| ASSURED GUARANTY LTD | COM | 91K | 1K | Horizon Investments, LLC |
| ASSURED GUARANTY LTD | COM | 20M | 254K | – |
| AXIS CAP HLDGS LTD | SHS | 11M | 158K | – |
| AXALTA COATING SYS LTD | COM | 13M | 392K | – |
| ATLANTICA SUSTAINABLE INFR P | SHS | 9M | 413K | – |
| BITDEER TECHNOLOGIES GROUP | CL A ORD SHS | 2M | 173K | – |
| ACCENTURE PLC IRELAND | SHS CLASS A | 264M | 869K | – |
| BROOKFIELD RENEWABLE PARTNER | PARTNERSHIP UNIT | 25M | 1M | – |
| CAMBIUM NETWORKS CORP | SHS | 96K | 34K | – |
| CIMPRESS PLC | SHS EURO | 5M | 54K | – |
| CONSOLIDATED WATER CO INC | ORD | 1M | 50K | – |
| CREDICORP LTD | COM | 394K | 2K | – |
| CREDO TECHNOLOGY GROUP HOLDI | ORDINARY SHARES | 9M | 277K | – |
| CRH PLC | ORD | 6M | 76K | – |
| COCA-COLA EUROPACIFIC PARTNE | SHS | 253K | 3K | Horizon Investments, LLC |
| COCA-COLA EUROPACIFIC PARTNE | SHS | 30M | 408K | – |
| EATON CORP PLC | SHS | 159M | 507K | – |
| AVADEL PHARMACEUTICALS PLC | COM SHS | 146K | 10K | – |
| ENSTAR GROUP LIMITED | SHS | 7M | 21K | – |
| ESSENT GROUP LTD | COM | 96K | 2K | Horizon Investments, LLC |
| ESSENT GROUP LTD | COM | 56M | 991K | – |
| EVEREST GROUP LTD | COM | 94M | 247K | – |
| FABRINET | SHS | 299K | 1K | – |
| FERGUSON PLC NEW | SHS | 80M | 413K | – |
| FLUTTER ENTMT PLC | SHS | 1M | 7K | – |
| FRESH DEL MONTE PRODUCE INC | ORD | 1M | 57K | – |
| FTAI AVIATION LTD | SHS | 12M | 117K | – |
| GEOPARK LTD | USD SHS | 586K | 53K | – |
| GATES INDL CORP PLC | ORD SHS | 18M | 1M | – |
| GENPACT LIMITED | SHS | 95K | 3K | Horizon Investments, LLC |
| GENPACT LIMITED | SHS | 127M | 4M | – |
| GLOBALFOUNDRIES INC | ORDINARY SHARES | 142M | 3M | – |
| GOLDEN OCEAN GROUP LTD | SHS NEW | 670K | 49K | – |
| GREENLIGHT CAPITAL RE LTD | CLASS A | 1M | 76K | – |
| GRAB HOLDINGS LIMITED | CLASS A ORD | 158K | 45K | – |
| HAFNIA LTD | ORD SHS | 139K | 17K | – |
| HELEN OF TROY LTD | COM | 3M | 30K | – |
| HERBALIFE LTD | COM SHS | 2M | 191K | – |
| JANUS HENDERSON GROUP PLC | ORD SHS | 98K | 3K | Horizon Investments, LLC |
| JANUS HENDERSON GROUP PLC | ORD SHS | 25M | 731K | – |
| ICON PLC | SHS | 27M | 87K | – |
| INTERNATIONAL GAME TECHNOLOG | SHS USD | 931K | 46K | – |
| WEATHERFORD INTL PLC | ORD SHS | 11M | 93K | – |
| INVESCO LTD | SHS | 1M | 81K | – |
| INTER & CO INC | CLASS A COM | 2M | 398K | – |
| JAZZ PHARMACEUTICALS PLC | SHS USD | 76K | 711 | Horizon Investments, LLC |
| JAZZ PHARMACEUTICALS PLC | SHS USD | 25M | 234K | – |
| JOHNSON CTLS INTL PLC | SHS | 204M | 3M | – |
| LINDE PLC | SHS | 796K | 2K | Horizon Investments, LLC |
| LINDE PLC | SHS | 209M | 477K | – |
| MEDTRONIC PLC | SHS | 556K | 7K | Horizon Investments, LLC |
| MEDTRONIC PLC | SHS | 73M | 932K | – |
| APTIV PLC | SHS | 99M | 1M | – |
| NORWEGIAN CRUISE LINE HLDG L | SHS | 22M | 1M | – |
| NU HLDGS LTD | ORD SHS CL A | 28M | 2M | – |
| NVENT ELECTRIC PLC | SHS | 98K | 1K | Horizon Investments, LLC |
| NVENT ELECTRIC PLC | SHS | 61M | 797K | – |
| PAGSEGURO DIGITAL LTD | COM CL A | 2M | 195K | – |
| PANGAEA LOGISTICS SOLUTION L | SHS | 763K | 97K | – |
| RENAISSANCERE HLDGS LTD | COM | 86K | 384 | Horizon Investments, LLC |
| RENAISSANCERE HLDGS LTD | COM | 22M | 99K | – |
| RENEW ENERGY GLOBAL PLC | CL A SHS | 7M | 1M | – |
| ROIVANT SCIENCES LTD | SHS | 32M | 3M | – |
| ROYALTY PHARMA PLC | SHS CLASS A | 24M | 904K | – |
| SEAGATE TECHNOLOGY HLDNGS PL | ORD SHS | 39M | 376K | – |
| PENTAIR PLC | SHS | 71M | 920K | – |
| SHARKNINJA INC | COM SHS | 3M | 39K | – |
| SIGNET JEWELERS LIMITED | SHS | 8M | 87K | – |
| SIRIUSPOINT LTD | COM | 5M | 406K | – |
| STERIS PLC | SHS USD | 14M | 64K | – |
| STONECO LTD | COM CL A | 267K | 22K | – |
| TECHNIPFMC PLC | COM | 8M | 297K | – |
| TECNOGLASS INC | ORD SHS | 4M | 75K | – |
| TORM PLC | SHS CL A | 1M | 31K | – |
| TRANE TECHNOLOGIES PLC | SHS | 58M | 177K | – |
| LIBERTY LATIN AMERICA LTD | COM CL C | 5M | 473K | – |
| VIKING HOLDINGS LTD | ORD SHS | 234K | 7K | – |
| VALARIS LTD | CL A | 6M | 87K | – |
| GOGORO INC | ORDINARY SHARES | 1M | 875K | – |
| WHITE MTNS INS GROUP LTD | COM | 21M | 12K | – |
| WILLIS TOWERS WATSON PLC LTD | SHS | 51M | 195K | – |
| PERRIGO CO PLC | SHS | 24M | 924K | – |
| XP INC | CL A | 2M | 124K | – |
| ALCON AG | ORD SHS | 106K | 1K | Horizon Investments, LLC |
| ALCON AG | ORD SHS | 178K | 2K | – |
| BUNGE GLOBAL SA | COM SHS | 54M | 502K | – |
| CHUBB LIMITED | COM | 450M | 2M | – |
| GARMIN LTD | SHS | 331M | 2M | – |
| UBS GROUP AG | SHS | 5M | 173K | – |
| LOGITECH INTL S A | SHS | 10M | 105K | – |
| ON HLDG AG | NAMEN AKT A | 2M | 48K | – |
| TE CONNECTIVITY LTD | SHS | 2M | 14K | Horizon Investments, LLC |
| TE CONNECTIVITY LTD | SHS | 99M | 656K | – |
| ADECOAGRO S A | COM | 424K | 44K | – |
| ORION S.A. | COM | 3M | 131K | – |
| SPOTIFY TECHNOLOGY S A | SHS | 53M | 170K | – |
| BIRKENSTOCK HOLDING PLC | COM SHS | 2M | 28K | – |
| CAMTEK LTD | ORD | 713K | 6K | – |
| CHECK POINT SOFTWARE TECH LT | ORD | 225K | 1K | Horizon Investments, LLC |
| CHECK POINT SOFTWARE TECH LT | ORD | 297M | 2M | – |
| CYBERARK SOFTWARE LTD | SHS | 262M | 958K | – |
| ENLIGHT RENEWABLE ENERGY LTD | SHS | 1M | 67K | – |
| ICL GROUP LTD | SHS | 5M | 1M | – |
| ICL GROUP LTD | SHS | 454K | 105K | RiverFront Investment Group, LLC |
| INMODE LTD | SHS | 915K | 50K | – |
| JFROG LTD | ORD SHS | 604K | 16K | – |
| NOVA LTD | COM | 513K | 2K | – |
| MONDAY COM LTD | SHS | 6M | 26K | – |
| RADWARE LTD | ORD | 15M | 839K | – |
| WIX COM LTD | SHS | 43M | 268K | – |
| AERCAP HOLDINGS NV | SHS | 409K | 4K | – |
| ASML HOLDING N V | N Y REGISTRY SHS | 121M | 118K | – |
| ELASTIC N V | ORD SHS | 31M | 269K | – |
| CNH INDL N V | SHS | 32M | 3M | – |
| EXPRO GROUP HOLDINGS NV | COM | 632K | 28K | – |
| FERRARI N V | COM | 862K | 2K | RiverFront Investment Group, LLC |
| FERRARI N V | COM | 3M | 7K | – |
| LYONDELLBASELL INDUSTRIES N | SHS - A - | 531K | 6K | Horizon Investments, LLC |
| LYONDELLBASELL INDUSTRIES N | SHS - A - | 75M | 781K | – |
| MERUS N V | COM | 5M | 77K | – |
| NXP SEMICONDUCTORS N V | COM | 244M | 907K | – |
| QIAGEN NV | SHS NEW | 182K | 4K | Horizon Investments, LLC |
| QIAGEN NV | SHS NEW | 15M | 363K | – |
| STELLANTIS N.V | SHS | 11M | 538K | – |
| WALLBOX NV | SHS CL A | 879K | 671K | – |
| YANDEX N V | SHS CLASS A | 0 | 31K | – |
| ONESPAWORLD HOLDINGS LIMITED | COM | 3M | 173K | – |
| IRIS ENERGY LTD | ORDINARY SHARES | 3M | 242K | – |
| MAKEMYTRIP LIMITED MAURITIUS | SHS | 280K | 3K | – |
| ROYAL CARIBBEAN GROUP | COM | 46M | 290K | – |
| DHT HOLDINGS INC | SHS NEW | 2M | 197K | – |
| DORIAN LPG LTD | SHS USD | 5M | 121K | – |
| FLEX LTD | ORD | 457K | 16K | – |
| GENCO SHIPPING & TRADING LTD | SHS | 3M | 122K | – |
| INTERNATIONAL SEAWAYS INC | COM | 10M | 174K | – |
| MAXEON SOLAR TECHNOLOGIES LT | SHS | 167K | 195K | – |
| NAVIOS MARITIME PARTNERS L P | COM UNIT LPI | 247K | 5K | – |
| SCORPIO TANKERS INC | SHS | 6M | 77K | – |
| STAR BULK CARRIERS CORP. | SHS PAR | 2M | 90K | – |
| TEEKAY TANKERS LTD | CL A | 778K | 11K | – |