Brandywine Global Investment Management, LLC

13F filer, CIK 829108, PHILADELPHIA, PA

Brandywine Global Investment Management, LLC reported $14,998,033,012 across 669 holdings for the quarter ended 2024-09-30, in a 13F-HR filed 2024-11-12. Its ten largest share positions make up 17.24% of the portfolio.

Filed 2024-11-12 (acceptance time not in the bulk data set), ingested 2026-10-07 18:26:56 UTC13F-HR 0000829108-24-000008

Period: 2024-09-30
Reported value: $15B
Holdings: 669
Top 10 weight: 17.24%
New: 60
Sold out: 77

Part of the filer group Franklin Resources

CLEARBRIDGE INVESTMENT MANAGEMENT LTD Clearbridge Investments, LLC +28 others

How groups are built

Stakes and trades reported after 2024-09-30

13D, 13G and Form 4 filings by this filer's group, dated after the 13F period, on securities the quarter does not hold as shares.

CLARION PARTNERS REAL ESTATE INCOME FUN…: 13D/A 93,329 shares, 66.6% of the class, 13D/A filed 2026-10-02, 0000038777-26-000256
Accepted 2026-10-02 15:05:46 UTC, ingested 2026-10-06 10:24:52 UTC
LUV SOUTHWEST AIRLS CO: 13G/A 49,730,439 shares, 10.2% of the class, 13G/A filed 2026-10-07, 0000038777-26-000259 Timeline
Accepted 2026-10-07 17:30:40 UTC, ingested 2026-10-07 17:31:30 UTC
FRANKLIN BSP PRIVATE CREDIT ADVISOR: 13D/A 6,597,084 shares, 60.3% of the class, 13D/A filed 2026-09-28, 0000038777-26-000255
Accepted 2026-09-28 17:26:59 UTC, ingested 2026-10-06 10:11:49 UTC

Largest buys vs the previous quarter

Security	Shares change	Approx. value
MRKadded	+721,229	$79.1M
NLYnew	+3,375,252	$66.7M
SIRInew	+2,067,273	$55.6M
DGadded	+693,087	$55.3M
DALadded	+761,545	$40.5M

Ranked by the share change valued at this quarter's implied price (value over shares in the 13F). A position sold out is valued at the previous quarter's price, its last report.

Largest sells vs the previous quarter

Security	Shares change	Approx. value
AMGNreduced	-281,990	-$91.5M
SOreduced	-550,674	-$49.5M
TERexited	-326,229	-$48.4M
OXYexited	-607,477	-$38.3M
LADreduced	-122,173	-$37.7M

Ranked by the share change valued at this quarter's implied price (value over shares in the 13F). A position sold out is valued at the previous quarter's price, its last report.

Holdings, Q3 2024

Share positions as resolved from 13F-HR 0000829108-24-000008, largest first. % of portfolio is the value over $14,998,033,012, the sum of the share positions whose value is usable for ratios (method).

Security	Shares	Value	% of portfolio	Change	Timeline
JPMJPMORGAN CHASE & CO	1,929,797	$427M	2.85%	-69,898	Timeline
BACBANK OF AMER CORP	6,749,225	$283M	1.89%	+936,099	Timeline
CCITIGROUP INC	4,121,307	$272M	1.81%	+88,752	Timeline
JNJJOHNSON & JOHNSON	1,674,006	$271M	1.8%	+85,526	Timeline
CVXCHEVRON CORPORATION	1,591,694	$242M	1.61%	+34,700	Timeline
TAT&T INC	11,249,505	$239M	1.59%	+1,213,419	Timeline
ABBVABBVIE INC	1,152,580	$226M	1.5%	+202,374	Timeline
GMGENERAL MTRS CO	4,374,235	$213M	1.42%	+118,761	Timeline
IBMINTERNATIONAL BUSINESS MACHS	891,741	$210M	1.4%	+58,701	Timeline
COPCONOCOPHILLIPS	1,868,151	$205M	1.36%	+62,856	Timeline
LMTLOCKHEED MARTIN CORP	326,327	$199M	1.33%	-19,311	Timeline
CMCSACOMCAST CORP NEW	4,713,380	$198M	1.32%	+123,198	Timeline
TMUST-MOBILE US INC	896,419	$194M	1.29%	-159,850	Timeline
WFCWELLS FARGO & CO	3,089,396	$192M	1.28%	+237,827	Timeline
CATCATERPILLAR INC	458,263	$181M	1.2%	+70,100	Timeline
KRKROGER CO	3,114,719	$172M	1.15%	+70,732	Timeline
DALDELTA AIR LINES INC	3,097,278	$165M	1.1%	+761,545	Timeline
CVSCVS HEALTH CORP	2,198,154	$148M	0.99%	+243,266	Timeline
AFLAFLAC INC	1,264,131	$144M	0.96%	-4,879	Timeline
CSXCSX CORP	4,025,915	$142M	0.95%	+133,722	Timeline
DEDEERE & CO	345,924	$141M	0.94%	+21,618	Timeline
LOWLOWES COS INC	495,210	$139M	0.93%	+21,107	Timeline
GPNGLOBAL PMTS INC	1,339,285	$137M	0.92%	+273,783	Timeline
MDTMEDTRONIC PLC	1,525,608	$137M	0.92%	+98,563	Timeline
CSCOCISCO SYS INC	2,516,589	$137M	0.91%	+28,564	Timeline
VZVERIZON COMMUNICATIONS INC	2,976,874	$129M	0.86%	+498,525	Timeline
PMPHILIP MORRIS INTL INC	1,014,266	$122M	0.81%	+98,046	Timeline
AERAERCAP HOLDINGS NV	1,246,148	$121M	0.81%	-204,118	Timeline
FDXFEDEX CORP	451,200	$121M	0.8%	+7,037	Timeline
DISDISNEY WALT CO	1,214,744	$115M	0.77%	+267,447	Timeline
AXPAMERICAN EXPRESS CO	406,038	$112M	0.75%	+17,063	Timeline
MSMORGAN STANLEY	933,595	$105M	0.7%	+39,959	Timeline
FMCFMC CORP	1,619,475	$102M	0.68%	-116,346	Timeline
MPCMARATHON PETE CORP	620,528	$101M	0.67%	+25,404	Timeline
RTXRTX CORPORATION	806,575	$101M	0.67%	+34,179	Timeline
EIXEDISON INTL	1,176,256	$99.4M	0.66%	+8,129	Timeline
WTWWILLIS TOWERS WATSON PLC LTD	336,043	$98.3M	0.66%	+8,180	Timeline
GSGOLDMAN SACHS GROUP INC	185,734	$97.1M	0.65%	+8,232	Timeline
NRGNRG ENERGY INC	1,070,442	$96.4M	0.64%	+225,100	Timeline
TGTTARGET CORP	604,297	$95.5M	0.64%	+36,841	Timeline
ALLALLSTATE CORP	476,955	$90.9M	0.61%	+11,706	Timeline
HCAHCA HEALTHCARE INC	225,270	$89.2M	0.59%	+9,521	Timeline
MRKMERCK & CO INC	804,265	$88.2M	0.59%	+721,229	Timeline
ONON SEMICONDUCTOR CORP	1,174,182	$85.5M	0.57%	+294,724	Timeline
ELVELEVANCE HEALTH INC FORMERLY	166,762	$84.9M	0.57%	+7,346	Timeline
XELXCEL ENERGY INC	1,279,421	$80.6M	0.54%	+301,006	Timeline
TSNTYSON FOODS INC	1,311,600	$78.5M	0.52%	+20,426	Timeline
BPBP PLC	2,351,195	$75.2M	0.5%	+15,070	Timeline
PYPLPAYPAL HLDGS INC	913,573	$73.7M	0.49%	+351,126	Timeline
HONHONEYWELL INTL INC	333,652	$72.6M	0.48%	-8,566	Timeline
CCKCROWN HLDGS INC	763,373	$71.3M	0.48%	+142,239	Timeline
CAGCONAGRA BRANDS INC	2,400,555	$70.7M	0.47%	+39,995	Timeline
SHELSHELL PLC	1,030,648	$70.5M	0.47%	+2,020	Timeline
FEFIRSTENERGY CORP	1,616,260	$69.8M	0.47%	+1,447	Timeline
CBCHUBB LIMITED	237,441	$68.6M	0.46%	+9,950	Timeline
NLYANNALY CAPITAL MANAGEMENT IN	3,375,252	$66.7M	0.44%	new	Timeline
DGDOLLAR GEN CORP	822,364	$65.6M	0.44%	+693,087	Timeline
CITHE CIGNA GROUP	185,956	$65.4M	0.44%	+12,004	Timeline
IWDISHARES TR	335,803	$64.7M	0.43%	+122,389	Timeline
CNQCANADIAN NAT RES LTD MED TER	1,673,411	$64M	0.43%	+93,295	Timeline
BMYBRISTOL-MYERS SQUIBB CO	1,212,236	$63.8M	0.43%	-17,513	Timeline
BLDRBUILDERS FIRSTSOURCE INC	321,598	$63.3M	0.42%	-2,080	Timeline
MGAMAGNA INTL INC	1,497,442	$63.1M	0.42%	+58,719	Timeline
GSKGSK PLC	1,604,496	$62.8M	0.42%	+4,645	Timeline
XRAYDENTSPLY SIRONA INC	2,477,186	$60.5M	0.4%	+452,240	Timeline
EOGEOG RES INC	450,184	$59.2M	0.39%	+14,914	Timeline
DUKDUKE ENERGY CORP NEW	503,891	$58M	0.39%	+48,786	Timeline
NUENUCOR CORP	378,673	$57.9M	0.39%	+98,917	Timeline
VLOVALERO ENERGY CORP	409,845	$57.9M	0.39%	+31,574	Timeline
TRVTRAVELERS COMPANIES INC	240,324	$57.7M	0.38%	+10,406	Timeline
LYBLYONDELLBASELL INDUSTRIES NV	612,363	$57.2M	0.38%	+10,612	Timeline
MOALTRIA GROUP INC	1,121,194	$55.9M	0.37%	+110,024	Timeline
MCKMCKESSON CORP	109,665	$55.9M	0.37%	+5,000	Timeline
SIRISIRIUSXM HOLDINGS INC	2,067,273	$55.6M	0.37%	new	Timeline
EXCEXELON CORP	1,375,741	$54.9M	0.37%	+2,294	Timeline
FISVFISERV INC	280,905	$54.3M	0.36%	+11,636	Timeline
BAXBAXTER INTL INC	1,457,192	$53.8M	0.36%	+41,529	Timeline
DVNDEVON ENERGY CORP NEW	1,241,064	$53.2M	0.35%	+143,887	Timeline
NSCNORFOLK SOUTHN CORP	208,930	$53M	0.35%	-5,198	Timeline
BRK-BBERKSHIRE HATHAWAY INC DEL	113,136	$52M	0.35%	+57	Timeline
PSXPHILLIPS 66	383,792	$52M	0.35%	+70,272	Timeline
VNTVONTIER CORPORATION	1,493,942	$51.3M	0.34%	+438,332	Timeline
RPRXROYALTY PHARMA PLC	1,816,126	$50.6M	0.34%	+178,931	Timeline
KHCKRAFT HEINZ CO	1,410,946	$49.9M	0.33%	+436,334	Timeline
PRUPRUDENTIAL FINL INC	398,157	$49.8M	0.33%	+70,125	Timeline
HHHHOWARD HUGHES HOLDINGS INC	633,632	$48.8M	0.33%	-1,126	Timeline
STLDSTEEL DYNAMICS INC	371,486	$48.4M	0.32%	+7,917	Timeline
VTRSVIATRIS INC	4,176,134	$47.6M	0.32%	+145,651	Timeline
GOOGLALPHABET INC	282,768	$46.6M	0.31%	+9,391	Timeline
DHID R HORTON INC	246,268	$46.1M	0.31%	+9,915	Timeline
GTLSCHART INDS INC	361,318	$46M	0.31%	+1,920	Timeline
PHMPULTE GROUP INC	322,747	$46M	0.31%	+52,624	Timeline
APOAPOLLO GLOBAL MGMT INC	320,275	$45.3M	0.3%	+13,695	Timeline
SNYSANOFI SA	786,596	$43.2M	0.29%	+121,352	Timeline
JAZZJAZZ PHARMACEUTICALS PLC	383,120	$42.5M	0.28%	-837	Timeline
PNCPNC FINL SVCS GROUP INC	223,396	$42.1M	0.28%	+9,294	Timeline
ABEVAMBEV SA	17,733,447	$41.5M	0.28%	+1,134,697	Timeline
METMETLIFE INC	473,968	$40.7M	0.27%	+20,320	Timeline
ADMARCHER DANIELS MIDLAND CO	684,834	$39.7M	0.26%	+2,629	Timeline
PCARPACCAR INC	344,562	$37.3M	0.25%	+35,261	Timeline
KMIKINDER MORGAN INC DEL	1,459,580	$36.3M	0.24%	+141,585	Timeline
PGRPROGRESSIVE CORP	142,997	$36M	0.24%	new	Timeline
BNYBANK OF NY MELLON CORP	468,780	$35.9M	0.24%	+19,577	Timeline
PFEPFIZER INC	1,216,199	$35.4M	0.24%	-794	Timeline
URIUNITED RENTALS INC	41,022	$34.4M	0.23%	+1,694	Timeline
GISGENERAL MILLS INC	478,702	$33.9M	0.23%	+145,763	Timeline
LENLENNAR CORP	185,114	$33.6M	0.22%	+7,668	Timeline
OCOWENS CORNING NEW	177,721	$33.3M	0.22%	+523	Timeline
SYYSYSCO CORP	441,675	$33.2M	0.22%	+147,506	Timeline
HPQHP INC	874,739	$32.8M	0.22%	+36,972	Timeline
RSRELIANCE INC	111,351	$32.7M	0.22%	+1,588	Timeline
DDOMINION ENERGY INC	550,651	$31.3M	0.21%	+53,078	Timeline
COFCAPITAL ONE FINL CORP	199,253	$31.2M	0.21%	+8,329	Timeline
PEGPUBLIC SVC ENTERPRISE GROUP	349,623	$31.2M	0.21%	+14,594	Timeline
CORCENCORA INC	138,251	$31.1M	0.21%	+6,249	Timeline
AZOAUTOZONE INC	9,775	$30.8M	0.21%	+538	Timeline
MUMICRON TECHNOLOGY INC	280,715	$30.4M	0.2%	+1,051	Timeline
KVUEKENVUE INC	1,405,809	$30.4M	0.2%	-135,337	Timeline
CMICUMMINS INC	89,395	$30.2M	0.2%	+8,725	Timeline
HIGHARTFORD INSURANCE GROUP INC	254,209	$30.1M	0.2%	+39,339	Timeline
WMTWALMART INC	372,024	$29.9M	0.2%	-9,164	Timeline
EBAYEBAY INC.	444,685	$29.7M	0.2%	+149,010	Timeline
AMPAMERIPRISE FINL INC	58,868	$29.7M	0.2%	+2,575	Timeline
LHXL3HARRIS TECHNOLOGIES INC	117,161	$29.1M	0.19%	+5,110	Timeline
FFORD MTR CO	2,649,524	$28.9M	0.19%	+122,119	Timeline
SOSOUTHERN CO	320,907	$28.8M	0.19%	-550,674	Timeline
SRESEMPRA	345,386	$28.7M	0.19%	+14,672	Timeline
LNGCHENIERE ENERGY INC	150,049	$28.3M	0.19%	+29,291	Timeline
KBHKB HOME	346,286	$28.1M	0.19%	-2,867	Timeline
SCISERVICE CORP INTL	365,449	$27.7M	0.18%	-909	Timeline
JCIJOHNSON CONTROLS INTERNATION	352,667	$27.4M	0.18%	+14,959	Timeline
OGNORGANON & CO	1,508,076	$27.3M	0.18%	-6,916	Timeline
MTGMGIC INVT CORP WIS	1,056,483	$27.3M	0.18%	-26,233	Timeline
KMBKIMBERLY-CLARK CORP	188,936	$27.1M	0.18%	+8,107	Timeline
MGMMGM RESORTS INTERNATIONAL	671,845	$27M	0.18%	+11,266	Timeline
CNXCNX RES CORP	757,610	$26.6M	0.18%	-49,816	Timeline
CFCF INDUSTRIES HOLD	303,921	$26.4M	0.18%	+38,197	Timeline
FCXFREEPORT MCMORAN INC	535,756	$26.2M	0.17%	+5,068	Timeline
ALKALASKA AIR GROUP INC	582,335	$26M	0.17%	-565,017	Timeline
EXPEEXPEDIA GROUP INC	166,971	$25.1M	0.17%	+59,327	Timeline
INTERPUBLIC GROUP COSINTERPUBLIC GROUP COS	792,905	$25M	0.17%	+15,247
CTSHCOGNIZANT TECHNOLOGY SOLUTIO	324,740	$24.9M	0.17%	+31,479	Timeline
DOWDOW HLDGS INC	461,297	$24.7M	0.16%	+44,260	Timeline
WMBWILLIAMS COS INC	481,220	$24.6M	0.16%	-286,636	Timeline
MARATHON OIL CORPMARATHON OIL CORP	883,848	$24.5M	0.16%	+31,648
NVRNVR INC	2,511	$24.4M	0.16%	+670	Timeline
BABAALIBABA GROUP HLDG LTD	226,478	$24.4M	0.16%	+7,760	Timeline
CSLCARLISLE COS INC	50,678	$24.4M	0.16%	-1,241	Timeline
EXPDEXPEDITORS INTL WASH INC	198,680	$24.3M	0.16%	-4,886	Timeline
AIGAMERICAN INTL GROUP INC	303,535	$23.6M	0.16%	-154,062	Timeline
ACGLARCH CAP GROUP LTD	210,591	$23.4M	0.16%	+8,416	Timeline
ANAUTONATION INC	139,754	$23.4M	0.16%	+447	Timeline
EDCONSOLIDATED EDISON INC	226,582	$23.3M	0.16%	+21,642	Timeline
DISCOVER FINL SVCSDISCOVER FINL SVCS	155,530	$22.9M	0.15%	+6,378
RRYDER SYS INC	147,328	$22.3M	0.15%	-3,937	Timeline
SIGSIGNET JEWELERS LTD	228,351	$22.3M	0.15%	+16,310	Timeline
BGBUNGE GLOBAL SA	231,315	$22.3M	0.15%	+15,905	Timeline
TPHTRI POINTE HOMES INC	494,786	$22.2M	0.15%	+55,673	Timeline
PGPROCTER & GAMBLE CO	128,043	$22.1M	0.15%	-3,189	Timeline
CNCCENTENE CORP DEL	301,487	$22M	0.15%	+13,263	Timeline
BCCBOISE CASCADE CO DEL	153,445	$21.9M	0.15%	+11,576	Timeline
SEESEALED AIR CORP NEW	609,017	$21.6M	0.14%	+439,028	Timeline
DRIDARDEN RESTAURANTS INC	132,069	$20.7M	0.14%	+61,918	Timeline
TXTTEXTRON INC	226,850	$20.1M	0.13%	+59,290	Timeline
ORIOLD REP INTL CORP	562,238	$20M	0.13%	+7,040	Timeline
JBLJABIL INC	158,583	$19.9M	0.13%	-87,325	Timeline
EQHEQUITABLE HLDGS INC	452,748	$19.9M	0.13%	+109,506	Timeline
MHOM/I HOMES INC	117,670	$19.7M	0.13%	+15,962	Timeline
AFGAMERICAN FINANCIAL GROUP INC	141,837	$19.5M	0.13%	+3,209	Timeline
ALAIR LEASE CORP	435,880	$19.4M	0.13%	-8,241	Timeline
FOXAFOX CORP	457,629	$19M	0.13%	+64,305	Timeline
BIDUBAIDU INC	187,762	$18.6M	0.12%	+5,310	Timeline
GPIGROUP 1 AUTOMOTIVE INC	52,010	$18.5M	0.12%	-1,402	Timeline
SRSPIRE INC	280,903	$18.3M	0.12%	-4,121	Timeline
HPEHEWLETT PACKARD ENTERPRISE C	881,025	$18.3M	0.12%	+36,439	Timeline
CAHCARDINAL HEALTH INC	158,338	$17.7M	0.12%	+15,117	Timeline
AVTAVNET INC	318,196	$17.6M	0.12%	-8,927	Timeline
STTSTATE STR CORP	191,591	$17.4M	0.12%	+7,904	Timeline
HOGHARLEY DAVIDSON INC	488,731	$17.3M	0.12%	-32,432	Timeline
SLMSLM CORP	748,350	$17.3M	0.12%	-147,857	Timeline
BKRBAKER HUGHES COMPANY	458,238	$17.2M	0.11%	+20,182	Timeline
BERRY GLOBAL GROUP INCBERRY GLOBAL GROUP INC	243,361	$16.9M	0.11%	-1,317
AMGNAMGEN INC	51,877	$16.8M	0.11%	-281,990	Timeline
ASOACADEMY SPORTS & OUTDOORS IN	304,458	$16.3M	0.11%	+43,708	Timeline
JHGJANUS HENDERSON GROUP PLC	404,288	$16.2M	0.11%	-11,221	Timeline
CPAYCORPAY INC	47,477	$16.1M	0.11%	+9,745	Timeline
ABGASBURY AUTOMOTIVE GROUP INC	70,989	$16M	0.11%	-2,089	Timeline
BKHBLACK HILLS CORP	261,940	$15.8M	0.11%	-6,590	Timeline
FCNCAFIRST CTZNS BANCSHARES INC D	7,763	$15.8M	0.11%	+489	Timeline
RDNRADIAN GROUP INC	446,459	$15.5M	0.1%	+35,560	Timeline
PPLPPL CORP	484,342	$15.5M	0.1%	+46,947	Timeline
RJFRAYMOND JAMES FINL INC	116,213	$15.1M	0.1%	+4,963	Timeline
OMCOMNICOM GROUP INC	145,610	$15M	0.1%	+6,529	Timeline
MASMASCO CORP	175,780	$14.9M	0.1%	+7,580	Timeline
LDOSLEIDOS HOLDINGS INC	87,884	$14.8M	0.1%	+16,684	Timeline
CADECADENCE BANK	448,754	$14.7M	0.1%	-12,434	Timeline
GILDGILEAD SCIENCES INC	171,778	$14.6M	0.1%	new	Timeline
HRIHERC HLDGS INC	85,178	$14.4M	0.1%	new	Timeline
MTBM & T BK CORP	77,028	$14.3M	0.1%	+3,240	Timeline
ZBHZIMMER BIOMET HOLDINGS INC	134,101	$14.1M	0.09%	new	Timeline
DOVDOVER CORP	71,814	$13.9M	0.09%	+3,067	Timeline
FITBFIFTH THIRD BANCORP	313,012	$13.9M	0.09%	+13,211	Timeline
LHLABCORP HOLDINGS INC	63,820	$13.8M	0.09%	+3,072	Timeline
DGXQUEST DIAGNOSTICS INC	92,585	$13.8M	0.09%	+4,036	Timeline
TROWPRICE T ROWE GROUP INC	125,317	$13.7M	0.09%	+5,440	Timeline
UALUNITED AIRLS HLDGS INC	216,135	$13.7M	0.09%	+21,720	Timeline
BBYBEST BUY INC	141,309	$13.7M	0.09%	+13,359	Timeline
PFSIPENNYMAC FINL SVCS INC NEW	126,454	$13.7M	0.09%	-3,600	Timeline
PPLIPEOPLE INC	256,637	$13.6M	0.09%	+2,396	Timeline
WMSADVANCED DRAIN SYS INC DEL	85,806	$13.3M	0.09%	-2,112	Timeline
NWENORTHWESTERN ENERGY GROUP IN	237,841	$13.2M	0.09%	-6,173	Timeline
CTRACOTERRA ENERGY INC	535,243	$13.1M	0.09%	-452,619	Timeline
SYFSYNCHRONY FINANCIAL	243,083	$13.1M	0.09%	+8,548	Timeline
WRBBERKLEY W R CORP	220,140	$13M	0.09%	+79,842	Timeline
PFGPRINCIPAL FINANCIAL GROUP IN	145,082	$13M	0.09%	+6,671	Timeline
NOGNORTHERN OIL & GAS INC	327,900	$13M	0.09%	-9,100	Timeline
GRBKGREEN BRICK PARTNERS INC	158,118	$12.9M	0.09%	-4,300	Timeline
HBANHUNTINGTON BANCSHARES INC	824,096	$12.8M	0.09%	+29,711	Timeline
GPCGENUINE PARTS CO	90,777	$12.7M	0.08%	+43,819	Timeline
CRBGCOREBRIDGE FINL INC	409,986	$12.6M	0.08%	+247,516	Timeline
AGOASSURED GUARANTY LTD	148,286	$12.5M	0.08%	-4,200	Timeline
FNBF N B CORP	873,104	$12.5M	0.08%	-24,465	Timeline
MGYMAGNOLIA OIL & GAS CORP	466,512	$12.5M	0.08%	-57,143	Timeline
PETIQ INCPETIQ INC	400,807	$12.4M	0.08%	-47,273
TSMTAIWAN SEMICONDUCTOR MANUFAC	64,392	$12.4M	0.08%	+8,400	Timeline
OZKBANK OZK LITTLE ROCK ARK	280,480	$12.3M	0.08%	-7,733	Timeline
RFREGIONS FINANCIAL CORP NEW	515,941	$12.3M	0.08%	+21,581	Timeline
CINFCINCINNATI FINL CORP	88,773	$12.2M	0.08%	+4,116	Timeline
WAFDWAFD INC	336,802	$12.1M	0.08%	-14,826	Timeline
TEXTEREX CORP NEW	218,506	$12.1M	0.08%	-6,000	Timeline
LBRTLIBERTY ENERGY INC	585,840	$12M	0.08%	-16,300	Timeline
HCCWARRIOR MET COAL INC	183,817	$11.9M	0.08%	-5,059	Timeline
SAICSCIENCE APPLICATIONS INTL CO	80,468	$11.8M	0.08%	+4,620	Timeline
LLOEWS CORP	143,387	$11.5M	0.08%	+7,193	Timeline
GENGEN DIGITAL INC	408,878	$11.5M	0.08%	+40,210	Timeline
TNLTRAVEL PLUS LEISURE CO	250,488	$11.4M	0.08%	-7,043	Timeline
CONSOL ENERGY INC NEWCONSOL ENERGY INC NEW	103,232	$11.4M	0.08%	-2,900
ARMKARAMARK	292,947	$11.3M	0.08%	+32,926	Timeline
ASBASSOCIATED BANC-CORP	509,247	$11.2M	0.08%	-120,170	Timeline
TCBITEXAS CAP BANCSHARES INC	145,323	$11.2M	0.07%	-1,813	Timeline
UHSUNIVERSAL HLTH SVCS INC	50,807	$11.2M	0.07%	+2,247	Timeline
CFGCITIZENS FINL GROUP INC	256,150	$11.1M	0.07%	+10,739	Timeline
SLVMSYLVAMO CORP	131,500	$11.1M	0.07%	-3,700	Timeline
CCSCENTURY COMMUNITIES INC	111,779	$11M	0.07%	-3,100	Timeline
RLRALPH LAUREN CORP	53,509	$11M	0.07%	+20,312	Timeline
BTUPEABODY ENGR CORP	409,864	$11M	0.07%	-11,400	Timeline
NWNNORTHWEST NAT HLDG CO	271,527	$10.9M	0.07%	+104,182	Timeline
NTRSNORTHERN TR CORP	115,140	$10.8M	0.07%	+4,700	Timeline
SEZLSEZZLE INC	57,593	$10.8M	0.07%	-10,301	Timeline
ABCBAMERIS BANCORP	168,069	$10.7M	0.07%	-4,700	Timeline
WSMWILLIAMS SONOMA INC	73,129	$10.7M	0.07%	+38,249	Timeline
AMCOR PLCAMCOR PLC	941,710	$10.7M	0.07%	+91,753
NORDSTROM INCNORDSTROM INC	464,363	$10.6M	0.07%	-13,100
LPLALPL FINL HLDGS INC	42,118	$10.5M	0.07%	-86,645	Timeline
RUNSUNRUN INC	670,254	$10.5M	0.07%	new	Timeline
AVAAVISTA CORP	274,948	$10.4M	0.07%	-7,594	Timeline
DVADAVITA INC	64,267	$10.4M	0.07%	+12,515	Timeline
UTHRUNITED THERAPEUTICS CORP DEL	29,083	$10.4M	0.07%	+3,111	Timeline
SNASNAP ON INC	34,340	$10.2M	0.07%	+3,298	Timeline
MKLMARKEL GROUP INC	6,430	$10.1M	0.07%	+406	Timeline
EVREVERCORE INC	36,982	$10M	0.07%	-939	Timeline
NXSTNEXSTAR MEDIA GROUP INC	58,910	$9.93M	0.07%	-1,484	Timeline
IBOCINTERNATIONAL BANCSHARES COR	157,321	$9.87M	0.07%	-4,300	Timeline
AXAXOS FINANCIAL INC	152,141	$9.87M	0.07%	-4,200	Timeline
CGCARLYLE GROUP INC	202,063	$9.82M	0.07%	+8,905	Timeline
VCTRVICTORY CAP HLDGS INC DEL	166,705	$9.77M	0.07%	-4,700	Timeline
KMPRKEMPER CORP	158,856	$9.74M	0.06%	-4,400	Timeline
GMS INCGMS INC	102,930	$9.71M	0.06%	-2,900
TGNATEGNA INC	600,036	$9.66M	0.06%	-10,518	Timeline
COLLCOLLEGIUM PHARMACEUTICAL INC	250,373	$9.51M	0.06%	+85,645	Timeline
WHWYNDHAM HOTELS & RESORTS INC	116,543	$9.48M	0.06%	-2,873	Timeline
FNFFIDELITY NATL FINL INC	154,211	$9.41M	0.06%	+6,356	Timeline
BANCBANC OF CALIFORNIA INC	634,607	$9.39M	0.06%	-67,402	Timeline
AMGAFFILIATED MANAGERS GROUP	49,338	$9.37M	0.06%	-943	Timeline
CPBTHE CAMPBELLS COMPANY	194,381	$9.35M	0.06%	+18,708	Timeline
ARCH RESOURCES INCARCH RESOURCES INC	63,742	$9.3M	0.06%	-1,800
REZIRESIDEO TECHNOLOGIES INC	438,910	$9.18M	0.06%	new	Timeline
EVRGEVERGY INC	151,296	$9.04M	0.06%	+14,945	Timeline
ALGTALLEGIANT TRAVEL CO	154,836	$8.92M	0.06%	-15,708	Timeline
SWKSSKYWORKS SOLUTIONS INC	89,350	$8.86M	0.06%	+4,056	Timeline
UHAL-BU HAUL HOLDING COMPANY	129,295	$8.79M	0.06%	+12,887	Timeline
IPINTERNATIONAL PAPER CO	181,417	$8.72M	0.06%	+8,314	Timeline
INSWINTERNATIONAL SEAWAYS INC	171,989	$8.72M	0.06%	-4,651	Timeline
OMFONEMAIN HLDGS INC	187,674	$8.7M	0.06%	-2,446	Timeline
WECWEC ENERGY GROUP INC	90,186	$8.68M	0.06%	new	Timeline
PPGPPG INDS INC	67,578	$8.68M	0.06%	+2,469	Timeline
GHCGRAHAM HLDGS CO	10,711	$8.67M	0.06%	-300	Timeline
NRDSNERDWALLET INC	720,512	$8.62M	0.06%	-2,126	Timeline
EMNEASTMAN CHEM CO	77,789	$8.59M	0.06%	-176,358	Timeline
THCTENET HEALTHCARE CORP	55,184	$8.57M	0.06%	+2,046	Timeline
NMIHNMI HLDGS INC	208,647	$8.55M	0.06%	-5,700	Timeline
SBHSALLY BEAUTY HLDGS INC	678,461	$8.51M	0.06%	-45,174	Timeline
GNWGENWORTH FINL INC	1,186,270	$8.48M	0.06%	-33,500	Timeline
BCBRUNSWICK CORP	101,513	$8.44M	0.06%	-133	Timeline
CNOCNO FINL GROUP INC	238,549	$8.44M	0.06%	-6,600	Timeline
FFIVF5 INC	38,468	$8.44M	0.06%	+3,999	Timeline
CECELANESE CORP DEL	61,411	$8.33M	0.06%	+2,354	Timeline
MUSAMURPHY USA INC	17,019	$8.33M	0.06%	+575	Timeline
COKECOCA COLA CONS INC	6,374	$8.3M	0.06%	+1,847	Timeline
TPRTAPESTRY INC	179,797	$8.2M	0.05%	+42,427	Timeline
FAFIRST ADVANTAGE CORP NEW	407,178	$8.14M	0.05%	-56,102	Timeline
JELDJELD-WEN HLDG INC	527,446	$8.14M	0.05%	-43,302	Timeline
AESIATLAS ENERGY SOLUTIONS INC	398,258	$8.12M	0.05%	-39,494	Timeline
ALLEALLEGION PLC	54,222	$8.1M	0.05%	+2,770	Timeline
CPRXCATALYST PHARMACEUTICALS INC	392,118	$8.09M	0.05%	-43,513	Timeline
GPKGRAPHIC PACKAGING HLDG CO	273,576	$8.08M	0.05%	+89,777	Timeline
CATYCATHAY GEN BANCORP	180,369	$8.05M	0.05%	-5,000	Timeline
KNKNOWLES CORP	445,232	$7.95M	0.05%	-48,593	Timeline
BHFBRIGHTHOUSE FINL INC	170,048	$7.92M	0.05%	-4,700	Timeline
AMANTERO MIDSTREAM CORP	505,680	$7.87M	0.05%	+105,747	Timeline
FOOT LOCKER INCFOOT LOCKER INC	328,409	$7.81M	0.05%	-8,971
RGAREINSURANCE GROUP AMER INC	35,596	$7.74M	0.05%	+1,564	Timeline
XHRXENIA HOTELS & RESORTS INC	520,015	$7.73M	0.05%	-54,715	Timeline
BKEBUCKLE INC	178,566	$7.69M	0.05%	-5,000	Timeline
EXPEAGLE MATLS INC	25,706	$7.64M	0.05%	+5,794	Timeline
WTMWHITE MTNS INS GROUP LTD	4,133	$7.64M	0.05%	-100	Timeline
PRIPRIMERICA INC	26,993	$7.48M	0.05%	-10,237	Timeline
KMXCARMAX INC	101,388	$7.41M	0.05%	+32,641	Timeline
AZTAAZENTA INC	161,986	$7.37M	0.05%	-4,400	Timeline
PIIPOLARIS INC	90,180	$7.33M	0.05%	+17,633	Timeline
AUBATLANTIC UN BANKSHARES CORP	188,218	$7.27M	0.05%	-5,100	Timeline
TFXTELEFLEX INCORPORATED	30,597	$7.26M	0.05%	+2,809	Timeline
FULTFULTON FINL CORP PA	399,941	$7.25M	0.05%	-11,400	Timeline
SKYWSKYWEST INC	77,781	$7.21M	0.05%	-2,100	Timeline
VSHVISHAY INTERTECHNOLOGY INC	389,750	$7.17M	0.05%	-11,000	Timeline
SHOSUNSTONE HOTEL INVS INC NEW	689,703	$7.14M	0.05%	+8,457	Timeline
CNOBCONNECTONE BANCORP INC	276,821	$7.14M	0.05%	-184,499	Timeline
JEFJEFFERIES FINANCIAL GROUP IN	109,462	$7.1M	0.05%	-2,962	Timeline
TRGPTARGA RES CORP	42,478	$7.08M	0.05%	-903	Timeline
EWBCEAST WEST BANCORP INC	78,405	$7M	0.05%	+3,355	Timeline
UNMUNUM GROUP	111,027	$6.99M	0.05%	-289,220	Timeline
MBCMASTERBRAND INC	380,974	$6.89M	0.05%	new	Timeline
PAGPENSKE AUTOMOTIVE GRP INC	44,474	$6.88M	0.05%	-107,549	Timeline
SNEXSTONEX GROUP INC	79,191	$6.85M	0.05%	-2,200	Timeline
SNXTD SYNNEX CORPORATION	57,133	$6.84M	0.05%	+4,925	Timeline
FBINFORTUNE BRANDS INNOVATIONS I	76,548	$6.82M	0.05%	+2,966	Timeline
TROXTRONOX HOLDINGS PLC	473,588	$6.81M	0.05%	new	Timeline
ARWARROW ELECTRS INC	50,348	$6.79M	0.05%	-87,403	Timeline
H&E EQUIPMENT SERVICES INCH&E EQUIPMENT SERVICES INC	128,445	$6.75M	0.04%	-3,571
MEIMETHODE ELECTRS INC	605,871	$6.74M	0.04%	-57,468	Timeline
VSXYVICTORIAS SECRET AND CO	254,128	$6.72M	0.04%	-7,200	Timeline
HIIHUNTINGTON INGALLS INDS INC	25,742	$6.71M	0.04%	+2,499	Timeline
ENVAENOVA INTL INC	78,141	$6.7M	0.04%	-2,100	Timeline
ECPGENCORE CAP GROUP INC	149,042	$6.67M	0.04%	-11,652	Timeline
MOHMOLINA HEALTHCARE INC	19,367	$6.59M	0.04%	+661	Timeline
TFSLTFS FINL CORP	501,521	$6.52M	0.04%	+6,052	Timeline
HASHASBRO INC	91,077	$6.52M	0.04%	new	Timeline
BFHBREAD FINANCIAL HOLDINGS INC	127,269	$6.46M	0.04%	-3,600	Timeline
ICHRICHOR HOLDINGS	213,774	$6.44M	0.04%	-21,934	Timeline
PNWPINNACLE WEST CAP CORP	74,121	$6.41M	0.04%	+11,936	Timeline
HOPEHOPE BANCORP INC	488,431	$6.33M	0.04%	-81,880	Timeline
TNETTRINET GROUP INC	64,187	$6.29M	0.04%	+2,445	Timeline
AYIACUITY INC	20,287	$6.27M	0.04%	+2,300	Timeline
WORWORTHINGTON ENTERPRISES INC	154,531	$6.24M	0.04%	-4,200	Timeline
TTMITTM TECHNOLOGIES INC	325,165	$6.23M	0.04%	-9,300	Timeline
RESRPC INC	887,412	$6.21M	0.04%	-103,946	Timeline
STZCONSTELLATION BRANDS INC	25,130	$6.17M	0.04%	new	Timeline
LDILOANDEPOT INC	2,243,998	$6.13M	0.04%	-733,763	Timeline
MTWMANITOWOC CO INC	616,830	$6.08M	0.04%	+90,709	Timeline
Vivid Seats IncVivid Seats Inc	1,562,511	$6.06M	0.04%	-169,532
HOODROBINHOOD MKTS INC	223,770	$6.04M	0.04%	+9,192	Timeline
COHUCOHU INC	226,679	$5.92M	0.04%	+11,279	Timeline
ANIPANI PHARMACEUTICALS INC	100,899	$5.9M	0.04%	-6,411	Timeline
HSICSCHEIN HENRY INC	83,006	$5.89M	0.04%	+14,963	Timeline
WHDCACTUS INC	93,467	$5.88M	0.04%	+1,267	Timeline
FFBC1ST FINL BANCORP	231,388	$5.88M	0.04%	-6,400	Timeline
WCCWESCO INTL INC	33,450	$5.87M	0.04%	+3,372	Timeline
ALSNALLISON TRANSMISSION HLDGS I	58,322	$5.82M	0.04%	+31,697	Timeline
INGRINGREDION INC	43,202	$5.81M	0.04%	-96,263	Timeline
TWOTWO HARBORS INVENTMENT CORPO	449,116	$5.77M	0.04%	-46,304	Timeline
GEOGEO GROUP INC	389,386	$5.74M	0.04%	-11,000	Timeline
SFSTIFEL FINL CORP	58,242	$5.73M	0.04%	+2,442	Timeline
SPNTSIRIUSPOINT LTD	416,755	$5.71M	0.04%	-11,900	Timeline
HTHHILLTOP HLDGS INC	179,532	$5.67M	0.04%	-4,900	Timeline
HOSHORNBECK OFFSHORE SERVICES I	535,758	$5.66M	0.04%	-15,000	Timeline
AIZASSURANT INC	29,294	$5.65M	0.04%	+1,443	Timeline
ALLYALLY FINL INC	157,549	$5.64M	0.04%	+6,579	Timeline
SKXSKECHERS U S A INC	86,135	$5.61M	0.04%	+15,081	Timeline
UFPIUFP INDUSTRIES INC	40,436	$5.6M	0.04%	+6,902	Timeline
CPACOPA HOLDINGS SA	57,310	$5.58M	0.04%	+10,980	Timeline
CROXCROCS INC	39,909	$5.56M	0.04%	+13,143	Timeline
HRBBLOCK H & R INC	91,649	$5.56M	0.04%	+9,280	Timeline
RHIROBERT HALF INC.	80,937	$5.48M	0.04%	-54,970	Timeline
NMFCNEW MTN FIN CORP	470,297	$5.48M	0.04%	-48,574	Timeline
FBKFB FINL CORP	113,822	$5.43M	0.04%	-3,200	Timeline
WKCWORLD KINECT CORPORATION	177,281	$5.43M	0.04%	new	Timeline
KEYKEYCORP	310,903	$5.41M	0.04%	+12,589	Timeline
SMSM ENERGY COMPANY	120,972	$5.4M	0.04%	+91,889	Timeline
DKSDICKS SPORTING GOODS INC	26,285	$5.39M	0.04%	+7,581	Timeline
HALHALLIBURTON CO	176,045	$5.38M	0.04%	new	Timeline
UBSIUNITED BANKSHARES INC WEST V	142,677	$5.35M	0.04%	+36,869	Timeline
UPWKUPWORK INC	510,643	$5.32M	0.04%	-54,855	Timeline
OFGOFG BANCORP	119,637	$5.31M	0.04%	-3,300	Timeline
IVZINVESCO LTD	299,579	$5.31M	0.04%	+100,525	Timeline
OGEOGE ENERGY CORP	131,357	$5.27M	0.04%	+12,561	Timeline
NNINELNET INC	46,479	$5.24M	0.03%	-1,300	Timeline
BIOBIO RAD LABS INC	15,309	$5.22M	0.03%	new	Timeline
GBXGREENBRIER COS INC	99,410	$5.22M	0.03%	+651	Timeline
SEICSEI INVTS CO	73,220	$5.21M	0.03%	+2,668	Timeline
HWCHANCOCK WHITNEY CORPORATION	97,872	$5.19M	0.03%	-2,800	Timeline
NAVINAVIENT CORPORATION	335,086	$5.19M	0.03%	-9,600	Timeline
TOLTOLL BROTHERS INC	32,990	$5.07M	0.03%	+1,283	Timeline
BHEBENCHMARK ELECTRS INC	114,367	$5.07M	0.03%	-3,200	Timeline
ADAMADAMAS TRUST INC.	915,546	$5.06M	0.03%	-98,513	Timeline
WSFSWSFS FINL CORP	98,063	$5.03M	0.03%	-2,600	Timeline
MDUMDU RES GROUP INC	172,964	$4.99M	0.03%	+33,747	Timeline
GEFGREIF INC	78,744	$4.99M	0.03%	-2,200	Timeline
PRDOPERDOCEO ED CORP	230,646	$4.94M	0.03%	-6,340	Timeline
CXWCORECIVIC INC	359,468	$4.93M	0.03%	-10,204	Timeline
MHKMOHAWK INDS INC	30,799	$4.87M	0.03%	-6,617	Timeline
GIIIG III APPAREL GROUP LTD	158,181	$4.83M	0.03%	-4,300	Timeline
WBSWEBSTER FINL CORP	97,683	$4.7M	0.03%	+4,109	Timeline
CASHPATHWARD FINANCIAL INC	63,662	$4.69M	0.03%	-1,800	Timeline
SFNCSIMMONS FIRST NATL CORP	204,276	$4.63M	0.03%	-5,800	Timeline
ACVAACV AUCTIONS INC	246,970	$4.63M	0.03%	+3,300	Timeline
MRCYMERCURY SYS INC	128,411	$4.6M	0.03%	-59,117	Timeline
CNPCENTERPOINT ENERGY INC	153,429	$4.57M	0.03%	-66,301	Timeline
OSKOSHKOSH CORP	43,281	$4.53M	0.03%	+4,149	Timeline
WGOWINNEBAGO INDS INC	76,640	$4.48M	0.03%	-2,100	Timeline
FBPFIRST BANCORP CORPORATION	211,138	$4.47M	0.03%	-5,900	Timeline
ROGROGERS CORP	42,093	$4.42M	0.03%	+8,224	Timeline
FCFFIRST COMWLTH FINL CORP PA	259,307	$4.42M	0.03%	-7,500	Timeline
AMKRAMKOR TECHNOLOGY INC	137,942	$4.36M	0.03%	+5,736	Timeline
CBSHCOMMERCE BANCSHARES INC	72,306	$4.36M	0.03%	+2,667	Timeline
RUSHARUSH ENTERPRISES INC	83,001	$4.34M	0.03%	-2,300	Timeline
UVVUNIVERSAL CORP VA MTNS BK EN	86,414	$4.32M	0.03%	-2,400	Timeline
TPCTUTOR PERINI CORP	160,459	$4.28M	0.03%	-4,500	Timeline
DMCDEL MONTE CORP	146,071	$4.24M	0.03%	-4,000	Timeline
SAHSONIC AUTOMOTIVE INC	76,834	$4.22M	0.03%	-2,082	Timeline
GNTXGENTEX CORP	142,183	$4.2M	0.03%	+6,235	Timeline
CACICACI INTL INC	8,332	$4.13M	0.03%	+495	Timeline
ROOKLINE BANCORP INC DELROOKLINE BANCORP INC DEL	398,839	$4.12M	0.03%	new
EFSCENTERPRISE FINL SVCS CORP	80,240	$4.11M	0.03%	-2,300	Timeline
ADEAADEIA INC	342,864	$4.07M	0.03%	-9,700	Timeline
TRSTTRUSTCO BK CORP N Y	121,035	$4.03M	0.03%	-35,105	Timeline
CALCALERES INC	123,437	$4.02M	0.03%	-3,472	Timeline
DFHDREAM FINDERS HOMES INC	121,323	$4.01M	0.03%	-3,373	Timeline
LNCLINCOLN NATL CORP IND	120,985	$3.98M	0.03%	+51,652	Timeline
SPHRSPHERE ENTERTAINMENT CO	85,498	$3.93M	0.03%	new	Timeline
FIVEFIVE BELOW INC	43,339	$3.92M	0.03%	new	Timeline
MIDDMIDDLEBY CORP	28,373	$3.91M	0.03%	+1,388	Timeline
OVVOVINTIV INC	91,500	$3.89M	0.03%	+25,156	Timeline
SCSCSCANSOURCE INC	80,370	$3.89M	0.03%	-2,300	Timeline
STBAS & T BANCORP INC	93,071	$3.83M	0.03%	-2,500	Timeline
CUBICUSTOMERS BANCORP INC	79,396	$3.82M	0.03%	-2,200	Timeline
EBCEASTERN BANKSHARES INC	226,404	$3.82M	0.03%	+89,701	Timeline
OXMOXFORD INDS INC	49,810	$3.81M	0.03%	-1,400	Timeline
UGIUGI CORP NEW	153,302	$3.8M	0.03%	new	Timeline
FANGDIAMONDBACK ENERGY INC	19,784	$3.77M	0.03%	-477	Timeline
AMPHAMPHASTAR PHARMACEUTICALS IN	75,053	$3.7M	0.02%	+938	Timeline
WTTRSELECT WATER SOLUTIONS INC	320,707	$3.68M	0.02%	-9,200	Timeline
GUESS? INCGUESS? INC	188,124	$3.64M	0.02%	-5,300
UCBUNITED CMNTY BKS BLAIRSVLE G	125,187	$3.63M	0.02%	+77,014	Timeline
ADTADT INC DEL	527,034	$3.62M	0.02%	+22,910	Timeline
BZHBEAZER HOMES USA INC	110,892	$3.58M	0.02%	-3,059	Timeline
CFRCULLEN FROST BANKERS INC	29,371	$3.52M	0.02%	+975	Timeline
BLDTOPBUILD COR	8,690	$3.49M	0.02%	new	Timeline
EXEEXPAND ENERGY CORPORATION	40,176	$3.48M	0.02%	-1,003	Timeline
ASTEASTEC INDS INC	107,380	$3.46M	0.02%	+54,460	Timeline
DINOHF SINCLAIR CORP	75,923	$3.43M	0.02%	-2,832	Timeline
WWAYFAIR INC	62,125	$3.43M	0.02%	new	Timeline
NWBINORTHWEST BANCSHARES INC	255,881	$3.43M	0.02%	-7,300	Timeline
BJBJS WHSL CLUB HLDGS INC	40,102	$3.42M	0.02%	+1,783	Timeline
BUSEFIRST BUSEY CORP	137,055	$3.41M	0.02%	-3,800	Timeline
VLYVALLEY NATL BANCORP	360,856	$3.32M	0.02%	new	Timeline
HYHYSTER-YALE INC	49,262	$3.32M	0.02%	-1,389	Timeline
QCRHQCR HLDGS INC	42,274	$3.31M	0.02%	-1,200	Timeline
PFSPROVIDENT FINL SVCS INC	173,027	$3.3M	0.02%	-5,400	Timeline
MRC GLOBAL INCMRC GLOBAL INC	259,958	$3.29M	0.02%	-7,266
VRTSVIRTUS INVT PARTNERS INC	15,299	$3.26M	0.02%	-400	Timeline
WABCWESTAMERICA BANCORPORATION	65,310	$3.25M	0.02%	-1,800	Timeline
LOBLIVE OAK BANCSHARES INC	67,029	$3.24M	0.02%	new	Timeline
NEUNEWMARKET CORP	6,129	$3.23M	0.02%	+3,771	Timeline
EIGEMPLOYERS HLDGS INC	66,611	$3.23M	0.02%	-1,900	Timeline
CPFCENTRAL PAC FINL CORP	109,084	$3.18M	0.02%	-39,202	Timeline
PFBCPREFERRED BK LOS ANGELES CA	37,896	$3.13M	0.02%	-1,000	Timeline
BXCBLUELINX HLDGS INC	28,187	$3.1M	0.02%	-800	Timeline
VTOLBRISTOW GROUP INC	90,421	$3.1M	0.02%	-2,339	Timeline
WUWESTERN UN CO	257,475	$3.05M	0.02%	-461	Timeline
MBINMERCHANTS BANCORP IND	66,152	$2.98M	0.02%	-1,900	Timeline
PAHCPHIBRO ANIMAL HEALTH CORP	121,400	$2.95M	0.02%	-51,600	Timeline
FHBFIRST HAWAIIAN INC	122,434	$2.89M	0.02%	-3,800	Timeline
BYBYLINE BANCORP INC	110,755	$2.89M	0.02%	-3,100	Timeline
IMKTAINGLES MKTS INC	46,520	$2.89M	0.02%	-1,300	Timeline
CUSHMAN & WAKEFIELD UK HOLDCCUSHMAN & WAKEFIELD UK HOLDC	230,254	$2.88M	0.02%	new
BELFBBEL FUSE INC	33,808	$2.87M	0.02%	-1,000	Timeline
EZPWEZCORP INC	253,703	$2.86M	0.02%	-55,909	Timeline
ODDODDITY TECH LTD	70,580	$2.83M	0.02%	+1,100	Timeline
AEOAMERICAN EAGLE OUTFITTERS IN	136,450	$2.83M	0.02%	new	Timeline
MTCHMATCH GROUP INC NEW	73,428	$2.78M	0.02%	new	Timeline
PEBOPEOPLES BANCORP INC	89,727	$2.76M	0.02%	-2,409	Timeline
DXPEDXP ENTERPRISES INC	49,790	$2.73M	0.02%	-1,400	Timeline
PVHPVH CORPORATION	28,003	$2.73M	0.02%	+9,986	Timeline
GENIGENIUS SPORTS LIMITED	345,300	$2.71M	0.02%	-147,100	Timeline
DBIDESIGNER BRANDS INC	466,913	$2.69M	0.02%	-50,963	Timeline
LANDSEA HOMES CORPLANDSEA HOMES CORP	234,900	$2.67M	0.02%	+185,102
DLXDELUXE CORP MEDIUM TERM NTS	139,427	$2.66M	0.02%	-4,200	Timeline
GNKGENCO SHIPPING & TRADING LTD	150,743	$2.6M	0.02%	-4,300	Timeline
HZOMARINEMAX INC	78,411	$2.6M	0.02%	-2,105	Timeline
LADLITHIA MTRS INC	8,367	$2.58M	0.02%	-122,173	Timeline

Principal amounts

Notes and convertibles filed as a face amount (PRN). A face amount is never added to a share count (H6).

Security	Type	Amount	Value	Change
DISH NETWORK CORPORATIONDISH NETWORK CORPORATION NOTE 3.375% 8/1	principal	74,065,000	$61.7M	-95,000
CABLE ONE INCCABLE ONE INC NOTE	principal	51,609,000	$41M	0
AIR TRANS SVCS GROUP INCAIR TRANS SVCS GROUP INC BOND	principal	31,420,000	$29.7M	new
AIRBNB INC CLASS AAIRBNB INC CLASS A CLASS A	principal	6,500,000	$6.06M	+2,500,000
LUMENTUM HLDGS INCLUMENTUM HLDGS INC NOTE 0.500% 6/1	principal	3,350,000	$2.89M	+350,000
BLOCK INCBLOCK INC NOTE 0.250%11/0	principal	2,000,000	$1.73M	new

Sold out in Q3 2024

Positions in the previous quarter's report that this quarter's report no longer lists.

Security	Shares before	Value before	Type
TERTERADYNE INC	326,229	$48.4M	shares
OXYOCCIDENTAL PETE CORP	607,477	$38.3M	shares
EXELEXELIXIS INC	1,467,748	$33M	shares
NTAPNETAPP INC	192,610	$24.8M	shares
SCHWCHARLES SCHWAB CORP (THE)	334,553	$24.7M	shares
MCHPMICROCHIP TECHNOLOGY INC.	237,099	$21.7M	shares
PKGPACKAGING CORP AMER	110,212	$20.1M	shares
GLWCORNING INC	446,073	$17.3M	shares
JXNJACKSON FINANCIAL INC	233,236	$17.3M	shares
AXSAXIS CAP HLDGS LTD	217,669	$15.4M	shares
DLTRDOLLAR TREE INC	126,448	$13.5M	shares
AMRALPHA METALLURGICAL RESOUR I	47,103	$13.2M	shares
OLNOLIN CORP	267,095	$12.6M	shares
ENSTAR GROUP LIMITEDENSTAR GROUP LIMITED	38,149	$11.7M	shares
KKELLANOVA	201,043	$11.6M	shares
ULTAULTA BEAUTY INC	28,098	$10.8M	shares
GTGOODYEAR TIRE & RUBR CO	950,250	$10.8M	shares
XOMEXXON MOBIL CORP	87,976	$10.1M	shares
ACIALBERTSONS COMPANIES INC	509,536	$9.99M	shares
DDSDILLARDS INC	21,903	$9.65M	shares
KSSKOHLS CORP	401,839	$9.24M	shares
BYDBOYD GAMING CORP	141,685	$7.81M	shares
BTSGBRIGHTSPRING HEALTH SVCS INC	160,000	$7.53M	shares
JBLUJETBLUE AIRWAYS CORP	1,211,565	$7.38M	shares
PNRPENTAIR PLC	85,999	$6.59M	shares
PATKPATRICK INDS INC	57,408	$6.23M	shares
VECTOR GROUP LTDVECTOR GROUP LTD	568,888	$6.01M	shares
WYNNWYNN RESORTS LTD	65,998	$5.91M	shares
HAYWHAYWARD HLDGS INC	434,850	$5.35M	shares
TWLOTWILIO INC	93,269	$5.19M	shares
BBWIBATH & BODY WORKS INC	131,527	$5.14M	shares
MSMMSC INDL DIRECT INC	62,270	$4.94M	shares
XRXXEROX HOLDINGS CORP	410,118	$4.77M	shares
ODPTHE ODP CORP	118,757	$4.66M	shares
UNITED STATES STL CORP NEWUNITED STATES STL CORP NEW	121,793	$4.6M	shares
RRCRANGE RES CORP	120,938	$4.06M	shares
AARONS CO INCAARONS CO INC	399,866	$3.99M	shares
CLFCLEVELAND-CLIFFS INC NEW	259,277	$3.99M	shares
CHHCHOICE HOTELS INTL INC	31,940	$3.8M	shares
AGCOAGCO CORP	38,478	$3.77M	shares
SAMBOSTON BEER INC	11,694	$3.57M	shares
WNCWABASH NATL CORP	150,201	$3.28M	shares
SCHLSCHOLASTIC CORP	89,636	$3.18M	shares
EQCEQUITY COMMONWEALTH	160,770	$3.12M	shares
PUMPPROPETRO HLDG CORP	357,302	$3.1M	shares
RRXREGAL REXNORD CORPORATION	21,387	$2.89M	shares
JLLJONES LANG LASALLE INC	13,890	$2.85M	shares
GMEDGLOBUS MED INC	40,241	$2.76M	shares
NOVNOV INC	129,507	$2.46M	shares
TKRTIMKEN CO	30,398	$2.44M	shares
DAKTDAKTRONICS INC	151,451	$2.11M	shares
PRLBPROTO LABS INC	67,783	$2.09M	shares
MTUSMETALLUS INC	102,435	$2.08M	shares
DRIL-QUIP INCDRIL-QUIP INC	106,922	$1.99M	shares
KEKIMBALL ELECTRONICS INC	78,831	$1.73M	shares
CHRDCHORD ENERGY CORPORATION	10,138	$1.7M	shares
EEEXCELERATE ENERGY INC	91,146	$1.68M	shares
ZEUSOLYMPIC STEEL INC	37,247	$1.67M	shares
OSGOCTAVE SPECIALTY GROUP INC	115,760	$1.48M	shares
FIRST FINANCIAL NORTHWEST INFIRST FINANCIAL NORTHWEST IN	69,208	$1.46M	shares
NVTSNAVITAS SEMICONDUCTOR CORP	367,700	$1.45M	shares
WHOLE EARTH BRANDS INCWHOLE EARTH BRANDS INC	289,800	$1.41M	shares
PBFPBF ENERGY INC	29,726	$1.37M	shares
MOVMOVADO GROUP INC	52,324	$1.3M	shares
GNEGENIE ENERGY LTD	85,885	$1.26M	shares
TERRITORAL BANCORP INCTERRITORAL BANCORP INC	128,266	$1.04M	shares
AMCXAMC GLOBAL MEDIA INC	105,125	$1.02M	shares
CRKCOMSTOCK RES INC	89,235	$926K	shares
IWBISHARES TR	2,240	$666K	shares
ACTENACT HLDGS INC	19,319	$592K	shares
LEVILEVI STRAUSS & CO NEW	23,115	$446K	shares
IWNISHARES TR	2,060	$314K	shares
ZUMZZUMIEZ INC	11,490	$224K	shares
JILLJ JILL INC	6,377	$223K	shares
VRAVERA BRADLEY INC	18,770	$118K	shares
PBYIPUMA BIOTECHNOLOGY INC	32,210	$105K	shares
MAIDEN HOLDINGS LTDMAIDEN HOLDINGS LTD	45,821	$94.4K	shares

How Q3 2024 was built

Available 13F filings of this filer for the quarter and their roles: the base report is the latest original or restatement, NEW HOLDINGS amendments filed after it are added (method).

Filing	Role	Amendment	Filed	Accepted	Ingested
13F-HR 0000829108-24-000008	base		2024-11-12	acceptance time not in the bulk data set	2026-10-07 18:26:56 UTC