First Trust Direct Indexing L.P.

13F filer, CIK 1845469, Boston, MA

First Trust Direct Indexing L.P. reported $874,814,748 across 697 holdings for the quarter ended 2023-09-30, in a 13F-HR filed 2023-10-30. Its ten largest share positions make up 24.59% of the portfolio.

Filed 2023-10-30 (acceptance time not in the bulk data set), ingested 2026-10-07 18:30:40 UTC13F-HR 0001085146-23-003973

Period: 2023-09-30
Reported value: $875M
Holdings: 697
Top 10 weight: 24.59%
New: 37
Sold out: 50

Largest buys vs the previous quarter

Security	Shares change	Approx. value
NVOadded	+30,801	$2.8M
MSFTadded	+7,145	$2.26M
BRK-Badded	+4,889	$1.71M
GOOGLadded	+12,280	$1.61M
ABBVadded	+7,039	$1.05M

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
AAPLreduced	-20,228	-$3.46M
FITBreduced	-72,310	-$1.83M
PKXreduced	-15,157	-$1.55M
GOOGreduced	-9,960	-$1.31M
AMZNreduced	-7,454	-$948K

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 2023

Share positions as resolved from 13F-HR 0001085146-23-003973, largest first. % of portfolio is the value over $874,814,748, the sum of the share positions whose value is usable for ratios (method).

Security	Shares	Value	% of portfolio	Change	Timeline
AAPLAPPLE INC	285,425	$48.9M	5.59%	-20,228	Timeline
MSFTMICROSOFT CORP	140,787	$44.5M	5.08%	+7,145	Timeline
GOOGLALPHABET INC	175,325	$22.9M	2.62%	+12,280	Timeline
NVDANVIDIA CORPORATION	47,865	$20.8M	2.38%	+1,708	Timeline
AMZNAMAZON COM INC	158,780	$20.2M	2.31%	-7,454	Timeline
BRK-BBERKSHIRE HATHAWAY INC DEL	39,742	$13.9M	1.59%	+4,889	Timeline
METAMETA PLATFORMS INC	42,339	$12.7M	1.45%	+1,933	Timeline
TSLATESLA INC	48,585	$12.2M	1.39%	+3,071	Timeline
XOMEXXON MOBIL CORP	85,303	$10M	1.15%	-338	Timeline
JPMJPMORGAN CHASE & CO	62,444	$9.06M	1.04%	+2,099	Timeline
VVISA INC	31,172	$7.17M	0.82%	+1,692	Timeline
LLYELI LILLY & CO	12,941	$6.95M	0.79%	+35	Timeline
WMTWALMART INC	43,430	$6.95M	0.79%	+974	Timeline
JNJJOHNSON & JOHNSON	44,554	$6.94M	0.79%	+1,767	Timeline
HDHOME DEPOT INC	21,922	$6.62M	0.76%	-239	Timeline
AVGOBROADCOM INC	7,729	$6.42M	0.73%	+219	Timeline
COSTCOSTCO WHOLESALE CORPORATION	11,179	$6.32M	0.72%	-290	Timeline
PEPPEPSICO INC	35,380	$5.99M	0.69%	+1,675	Timeline
MAMASTERCARD INCORPORATED	15,135	$5.99M	0.68%	+542	Timeline
PGPROCTER & GAMBLE CO	38,801	$5.66M	0.65%	+2,562	Timeline
NVONOVO-NORDISK A S	61,140	$5.56M	0.64%	+30,801	Timeline
CVXCHEVRON CORPORATION	32,271	$5.44M	0.62%	+1,373	Timeline
TSMTAIWAN SEMICONDUCTOR MANUFAC	61,826	$5.37M	0.61%	+73	Timeline
CSCOCISCO SYS INC	98,057	$5.27M	0.6%	+4,940	Timeline
MCDMCDONALDS CORP	18,895	$4.98M	0.57%	+835	Timeline
GOOGALPHABET INC	35,396	$4.67M	0.53%	-9,960	Timeline
UNHUNITEDHEALTH GROUP INC	9,164	$4.62M	0.53%	+1,165	Timeline
ACNACCENTURE PLC IRELAND	14,534	$4.46M	0.51%	+719	Timeline
ORCLORACLE CORP	38,842	$4.11M	0.47%	+1,412	Timeline
KOCOCA COLA CO	72,277	$4.05M	0.46%	+4,086	Timeline
ADBEADOBE INC	7,805	$3.98M	0.45%	+870	Timeline
ABTABBOTT LABORATORIES	40,379	$3.91M	0.45%	-924	Timeline
CMCSACOMCAST CORP NEW	85,500	$3.79M	0.43%	+2,369	Timeline
CRMSALESFORCE INC	18,572	$3.77M	0.43%	+1,263	Timeline
ASMLASML HLDG NV	6,355	$3.74M	0.43%	-433	Timeline
LINLINDE PLC	9,733	$3.62M	0.41%	+636	Timeline
SHELSHELL PLC	55,383	$3.57M	0.41%	-970	Timeline
MRKMERCK & CO INC	34,531	$3.55M	0.41%	+61	Timeline
ABBVABBVIE INC	22,023	$3.28M	0.38%	+7,039	Timeline
BACBANK OF AMER CORP	119,023	$3.26M	0.37%	+2,683	Timeline
PKXPOSCO HOLDINGS INC	31,675	$3.25M	0.37%	-15,157	Timeline
NEENEXTERA ENERGY INC	56,390	$3.23M	0.37%	+89	Timeline
ADPAUTOMATIC DATA PROCESSING IN	13,356	$3.21M	0.37%	+161	Timeline
CATCATERPILLAR INC	11,525	$3.15M	0.36%	+170	Timeline
MUFGMITSUBISHI UFJ FINANCIAL GRO	365,056	$3.1M	0.35%	-18,533	Timeline
TXNTEXAS INSTRS INC	19,281	$3.07M	0.35%	-435	Timeline
AMDADVANCED MICRO DEVICES INC	29,328	$3.02M	0.34%	-712	Timeline
TMTOYOTA MOTOR CORP	16,476	$2.96M	0.34%	+725	Timeline
TOTALENERGIES SE -SPON ADRTOTALENERGIES SE -SPON ADR	44,050	$2.9M	0.33%	+2,649
NFLXNETFLIX INC.	7,634	$2.88M	0.33%	-172	Timeline
INTUINTUIT	5,510	$2.82M	0.32%	+359	Timeline
VZVERIZON COMMUNICATIONS INC	85,295	$2.76M	0.32%	-1,719	Timeline
SYKSTRYKER CORPORATION	9,981	$2.73M	0.31%	+75	Timeline
SMFGSUMITOMO MITSUI FIN GRP INC	274,054	$2.7M	0.31%	+706	Timeline
ISRGINTUITIVE SURGICAL INC	9,201	$2.69M	0.31%	-233	Timeline
REGNREGENERON PHARMACEUTICALS	3,223	$2.65M	0.3%	+43	Timeline
IBMINTERNATIONAL BUSINESS MACHS	18,863	$2.65M	0.3%	-104	Timeline
CBCHUBB LIMITED	12,562	$2.62M	0.3%	+826	Timeline
INTCINTEL CORP	73,273	$2.6M	0.3%	+2,122	Timeline
IBNICICI BK LTD	112,344	$2.6M	0.3%	+4,097	Timeline
WFCWELLS FARGO & CO	63,202	$2.58M	0.3%	+1,552	Timeline
ELVELEVANCE HEALTH INC FORMERLY	5,846	$2.55M	0.29%	+254	Timeline
DISDISNEY WALT CO	31,180	$2.53M	0.29%	-254	Timeline
LOWLOWES COS INC	12,121	$2.52M	0.29%	+618	Timeline
UNILEVER PLCUNILEVER PLC	50,933	$2.52M	0.29%	+952
HONHONEYWELL INTL INC	13,602	$2.51M	0.29%	-496	Timeline
SAPSAP SE	19,404	$2.51M	0.29%	+1,342	Timeline
TJXTJX COS INC NEW	28,221	$2.51M	0.29%	-927	Timeline
UNPUNION PAC CORP	12,312	$2.51M	0.29%	+763	Timeline
CHTCHUNGHWA TELECOM CO LTD	68,268	$2.45M	0.28%	-1,792	Timeline
SLBSLB LIMITED	41,855	$2.44M	0.28%	-1,837	Timeline
MDLZMONDELEZ INTL INC	35,119	$2.44M	0.28%	-1,502	Timeline
ZTSZOETIS INC	13,854	$2.41M	0.28%	+1,199	Timeline
COPCONOCOPHILLIPS	19,654	$2.35M	0.27%	+105	Timeline
BKNGBOOKING HOLDINGS INC	759	$2.34M	0.27%	+19	Timeline
DHRDANAHER CORP DEL	9,275	$2.3M	0.26%	+1,105	Timeline
BLACKROCK INCBLACKROCK INC	3,534	$2.28M	0.26%	+53
MPCMARATHON PETE CORP	14,985	$2.27M	0.26%	-37	Timeline
SPGIS&P GLOBAL INC	6,180	$2.26M	0.26%	+355	Timeline
PGRPROGRESSIVE CORP	16,130	$2.25M	0.26%	+548	Timeline
GSGOLDMAN SACHS GROUP INC	6,895	$2.23M	0.26%	+309	Timeline
TAT&T INC	148,389	$2.23M	0.25%	-21,355	Timeline
PLDPROLOGIS INC.	19,205	$2.15M	0.25%	+543	Timeline
MDTMEDTRONIC PLC	27,170	$2.13M	0.24%	+896	Timeline
HSBCHSBC HLDGS PLC	53,890	$2.13M	0.24%	+1,365	Timeline
KBKB FINL GROUP INC	50,747	$2.09M	0.24%	+2,365	Timeline
SONYSONY GROUP CORP	25,012	$2.06M	0.24%	-1,626	Timeline
EQIXEQUINIX INC	2,783	$2.02M	0.23%	+15	Timeline
AMATAPPLIED MATLS INC	14,543	$2.01M	0.23%	+314	Timeline
NKENIKE INC	21,039	$2.01M	0.23%	-1,607	Timeline
ETNEATON CORP PLC	9,326	$1.99M	0.23%	-155	Timeline
MSMORGAN STANLEY	24,328	$1.99M	0.23%	+1,007	Timeline
AMGNAMGEN INC	7,371	$1.98M	0.23%	+790	Timeline
BHPBHP BILLITON LIMITED	34,771	$1.98M	0.23%	+1,425	Timeline
BABOEING CO	10,201	$1.96M	0.22%	-127	Timeline
NOWSERVICENOW INC	3,479	$1.94M	0.22%	+233	Timeline
CVSCVS HEALTH CORP	27,820	$1.94M	0.22%	+1,887	Timeline
ADIANALOG DEVICES INC	11,089	$1.94M	0.22%	-312	Timeline
UPSUNITED PARCEL SVCS INC	12,448	$1.94M	0.22%	-1,536	Timeline
CITHE CIGNA GROUP	6,758	$1.93M	0.22%	-961	Timeline
AZNASTRAZENECA PLC-SPONS ADR	28,539	$1.93M	0.22%	-7,803	Timeline
DEDEERE & CO	5,119	$1.93M	0.22%	+163	Timeline
QCOMQUALCOMM INC	17,370	$1.93M	0.22%	-96	Timeline
MCKMCKESSON CORP	4,370	$1.9M	0.22%	+437	Timeline
SBUXSTARBUCKS CORP	20,797	$1.9M	0.22%	+831	Timeline
NVSNOVARTIS AG	18,586	$1.89M	0.22%	+1,941	Timeline
SNPSSYNOPSYS INC	4,095	$1.88M	0.21%	-165	Timeline
INGING GROEP N.V.	141,935	$1.87M	0.21%	-410	Timeline
GILDGILEAD SCIENCES INC	24,509	$1.84M	0.21%	-1,679	Timeline
MRSHMARSH & MCLENNAN COS INC	9,650	$1.84M	0.21%	-13	Timeline
LPLLG DISPLAY CO LTD	376,232	$1.84M	0.21%	-14,068	Timeline
RTXRTX CORPORATION	25,469	$1.83M	0.21%	-443	Timeline
BPBP PLC	47,319	$1.83M	0.21%	+2,435	Timeline
BCHBANCO DE CHILE	87,731	$1.77M	0.2%	-6,692	Timeline
BSXBOSTON SCIENTIFIC CORP	32,837	$1.73M	0.2%	-710	Timeline
CLCOLGATE PALMOLIVE CO	24,185	$1.72M	0.2%	+1,859	Timeline
BBVABANCO BILBAO VIZCAYA ARGENTA	211,257	$1.7M	0.19%	-660	Timeline
TMUST-MOBILE US INC	12,118	$1.7M	0.19%	+665	Timeline
LAM RESEARCH CORPLAM RESEARCH CORP	2,583	$1.62M	0.19%	+110
NGGNATIONAL GRID PLC	26,408	$1.6M	0.18%	+10,586	Timeline
FDXFEDEX CORP	6,042	$1.6M	0.18%	+130	Timeline
IXORIX CORP	17,001	$1.6M	0.18%	-270	Timeline
KMBKIMBERLY-CLARK CORP	13,006	$1.57M	0.18%	+327	Timeline
HMCHONDA MOTOR CO LTD	46,629	$1.57M	0.18%	+1,161	Timeline
LMTLOCKHEED MARTIN CORP	3,763	$1.54M	0.18%	-95	Timeline
KRKROGER CO	34,301	$1.53M	0.18%	-48	Timeline
SOSOUTHERN CO	23,593	$1.53M	0.17%	+358	Timeline
INCYINCYTE CORP	26,414	$1.53M	0.17%	+2,066	Timeline
APHAMPHENOL CORP	17,793	$1.49M	0.17%	-478	Timeline
SANBANCO SANTANDER SA	393,730	$1.48M	0.17%	+17,633	Timeline
CORCENCORA INC	8,211	$1.48M	0.17%	+390	Timeline
SHWSHERWIN WILLIAMS CO	5,691	$1.45M	0.17%	+171	Timeline
SNYSANOFI SA	26,932	$1.44M	0.17%	-205	Timeline
TMOTHERMO FISHER SCIENTIFIC INC	2,849	$1.44M	0.16%	+472	Timeline
SHGSHINHAN FINANCIAL GROUP CO L	54,245	$1.44M	0.16%	+2,699	Timeline
UBSUBS GROUP AG	58,236	$1.44M	0.16%	+3,461	Timeline
DUKDUKE ENERGY CORP NEW	16,165	$1.43M	0.16%	+2,636	Timeline
GDGENERAL DYNAMICS CORP	6,444	$1.42M	0.16%	+309	Timeline
HUMHUMANA INC	2,926	$1.42M	0.16%	+24	Timeline
RELXRELX PLC	42,166	$1.42M	0.16%	+4,399	Timeline
ICEINTERCONTINENTAL EXCHANGE IN	12,905	$1.42M	0.16%	+700	Timeline
INFYINFOSYS LTD	82,962	$1.42M	0.16%	+7,967	Timeline
VLOVALERO ENERGY CORP	10,000	$1.42M	0.16%	+81	Timeline
AFLAFLAC INC	18,445	$1.42M	0.16%	+1,636	Timeline
CMECME GROUP INC	7,007	$1.4M	0.16%	+633	Timeline
WMWASTE MGMT INC DEL	9,168	$1.4M	0.16%	+919	Timeline
IQVIQVIA HLDGS INC	7,047	$1.39M	0.16%	+852	Timeline
AONAON PLC	4,253	$1.38M	0.16%	+245	Timeline
PHPARKER-HANNIFIN CORP	3,510	$1.37M	0.16%	+523	Timeline
SCHWCHARLES SCHWAB CORP (THE)	24,839	$1.36M	0.16%	+1,823	Timeline
SKMSK TELECOM CO LTD	63,291	$1.36M	0.16%	+3,772	Timeline
APDAIR PRODUCTS AND CHEMICALS I	4,776	$1.35M	0.15%	+134	Timeline
PSXPHILLIPS 66	11,259	$1.35M	0.15%	+44	Timeline
MUMICRON TECHNOLOGY INC	19,821	$1.35M	0.15%	+1,405	Timeline
PAYXPAYCHEX INC	11,691	$1.35M	0.15%	-411	Timeline
AIGAMERICAN INTL GROUP INC	22,193	$1.34M	0.15%	+333	Timeline
EMREMERSON ELEC CO	13,834	$1.34M	0.15%	-3,887	Timeline
GISGENERAL MILLS INC	20,816	$1.33M	0.15%	-6,136	Timeline
SQMSOCIEDAD QUIMICA Y MINERA DE	22,170	$1.32M	0.15%	+40	Timeline
EDCONSOLIDATED EDISON INC	15,230	$1.3M	0.15%	-284	Timeline
FISVFISERV INC	11,517	$1.3M	0.15%	-499	Timeline
MFGMIZUHO FINANCIAL GROUP INC	378,770	$1.3M	0.15%	+21,287	Timeline
SPYMSPDR SERIES TRUST	24,939	$1.25M	0.14%	+377	Timeline
AXPAMERICAN EXPRESS CO	8,397	$1.25M	0.14%	+488	Timeline
PHGKONINKLIJKE PHILIPS N V	62,514	$1.25M	0.14%	-882	Timeline
TE CONNECTIVITY LTDTE CONNECTIVITY LTD	9,962	$1.23M	0.14%	-312
ORANYORANGE-SPON ADR	106,171	$1.22M	0.14%	-32,332	Timeline
WDSWOODSIDE ENERGY GROUP LTD	52,069	$1.21M	0.14%	-4,367	Timeline
DISCOVER FINL SVCSDISCOVER FINL SVCS	13,875	$1.2M	0.14%	+19
HALHALLIBURTON CO	29,259	$1.18M	0.14%	-1,333	Timeline
UMCUNITED MICROELECTRONICS CORP	165,839	$1.17M	0.13%	+10,099	Timeline
KLACKLA CORP	2,527	$1.16M	0.13%	+121	Timeline
TRVTRAVELERS COMPANIES INC	7,070	$1.15M	0.13%	+386	Timeline
TTTRANE TECHNOLOGIES PLC	5,690	$1.15M	0.13%	+139	Timeline
EWEDWARDS LIFESCIENCES CORP	16,503	$1.14M	0.13%	-61	Timeline
CCITIGROUP INC	27,474	$1.13M	0.13%	-7,622	Timeline
PRUPRUDENTIAL FINL INC	11,713	$1.11M	0.13%	+978	Timeline
TAKTAKEDA PHARMACEUTICAL CO LTD	71,058	$1.1M	0.13%	+12,943	Timeline
CDNSCADENCE DESIGN SYSTEM INC	4,658	$1.09M	0.12%	+47	Timeline
COFCAPITAL ONE FINL CORP	11,127	$1.08M	0.12%	+1	Timeline
FCXFREEPORT MCMORAN INC	28,926	$1.08M	0.12%	-144	Timeline
CHDCHURCH & DWIGHT CO INC	11,649	$1.07M	0.12%	+1,496	Timeline
EGEVEREST GROUP LTD	2,866	$1.07M	0.12%	+45	Timeline
ROPROPER TECHNOLOGIES INC	2,188	$1.06M	0.12%	+92	Timeline
ITWILLINOIS TOOL WKS INC	4,555	$1.05M	0.12%	+283	Timeline
BMYBRISTOL-MYERS SQUIBB CO	18,042	$1.05M	0.12%	-285	Timeline
WFWOORI FINL GROUP INC	38,028	$1.04M	0.12%	+4,599	Timeline
AMTAMERICAN TOWER CORP	6,309	$1.04M	0.12%	-726	Timeline
HDBHDFC BANK LTD	17,579	$1.04M	0.12%	+5,186	Timeline
CTRACOTERRA ENERGY INC	38,049	$1.03M	0.12%	-682	Timeline
OXYOCCIDENTAL PETE CORP	15,833	$1.03M	0.12%	+1,127	Timeline
SYYSYSCO CORP	15,488	$1.02M	0.12%	+625	Timeline
RYROYAL BK CDA	11,579	$1.01M	0.12%	+63	Timeline
NOCNORTHROP GRUMMAN CORP	2,298	$1.01M	0.12%	-435	Timeline
PFEPFIZER INC	30,406	$1.01M	0.12%	-5,873	Timeline
KTKT CORP	78,517	$1.01M	0.12%	+12,446	Timeline
ACGLARCH CAP GROUP LTD	12,603	$1M	0.11%	-2,079	Timeline
ONON SEMICONDUCTOR CORP	10,777	$1M	0.11%	+75	Timeline
PNCPNC FINL SVCS GROUP INC	8,143	$1000K	0.11%	-359	Timeline
ADSKAUTODESK INC	4,819	$997K	0.11%	+315	Timeline
WMBWILLIAMS COS INC	29,477	$993K	0.11%	+128	Timeline
BABAALIBABA GROUP HLDG LTD	11,428	$991K	0.11%	+2,006	Timeline
HSYHERSHEY CO	4,949	$990K	0.11%	-934	Timeline
MMM3M CO	10,532	$986K	0.11%	-235	Timeline
YUMYUM BRANDS INC	7,869	$983K	0.11%	-659	Timeline
EOGEOG RES INC	7,723	$979K	0.11%	+514	Timeline
CSXCSX CORP	31,711	$975K	0.11%	+2,113	Timeline
CMICUMMINS INC	4,261	$973K	0.11%	-148	Timeline
GEGE AEROSPACE	8,774	$970K	0.11%	+906	Timeline
RSGREPUBLIC SVCS INC	6,683	$952K	0.11%	+423	Timeline
ASXASE TECHNOLOGY HLDG CO LTD	126,432	$951K	0.11%	+5,080	Timeline
PCARPACCAR INC	11,134	$947K	0.11%	+760	Timeline
NXPINXP SEMICONDUCTORS N V	4,733	$946K	0.11%	+170	Timeline
PYPLPAYPAL HLDGS INC	16,153	$944K	0.11%	+1,892	Timeline
TTDTHE TRADE DESK INC	12,059	$942K	0.11%	-9	Timeline
WSTWEST PHARMACEUTICAL SVSC INC	2,511	$942K	0.11%	+386	Timeline
ROKROCKWELL AUTOMATION INC	3,286	$939K	0.11%	-108	Timeline
AEPAMERICAN ELEC PWR CO INC	12,477	$939K	0.11%	-174	Timeline
TGTTARGET CORP	8,436	$933K	0.11%	+194	Timeline
ADMARCHER DANIELS MIDLAND CO	12,355	$932K	0.11%	+316	Timeline
DHID R HORTON INC	8,631	$928K	0.11%	+81	Timeline
METMETLIFE INC	14,723	$926K	0.11%	+1,947	Timeline
AJGGALLAGHER ARTHUR J & CO	4,011	$914K	0.1%	+422	Timeline
ZBHZIMMER BIOMET HOLDINGS INC	8,064	$905K	0.1%	-361	Timeline
PIONEER NATURAL RESOURCES COPIONEER NATURAL RESOURCES CO	3,926	$901K	0.1%	-7
MNSTMONSTER BEVERAGE CORP NEW	16,994	$900K	0.1%	+874	Timeline
NMRNOMURA HLDGS INC	222,552	$895K	0.1%	+18	Timeline
KEPKOREA ELEC PWR CORP	138,564	$892K	0.1%	-8,944	Timeline
IHGINTERCONTINENTAL HOTELS GROU	11,917	$891K	0.1%	+93	Timeline
TELFYTELEFONICA SA-SPON ADR	217,827	$887K	0.1%	-6,571	Timeline
DVNDEVON ENERGY CORP NEW	18,541	$884K	0.1%	-539	Timeline
WELLWELLTOWER INC	10,763	$882K	0.1%	+572	Timeline
AMPAMERIPRISE FINL INC	2,672	$881K	0.1%	+193	Timeline
CNICANADIAN NATL RY CO	8,075	$875K	0.1%	+350	Timeline
FFORD MTR CO	70,176	$872K	0.1%	+4,032	Timeline
PEGPUBLIC SVC ENTERPRISE GROUP	15,306	$871K	0.1%	+5,121	Timeline
CAHCARDINAL HEALTH INC	9,990	$867K	0.1%	-27	Timeline
VRSKVERISK ANALYTICS INC	3,669	$867K	0.1%	+42	Timeline
URIUNITED RENTALS INC	1,928	$857K	0.1%	+108	Timeline
ROSTROSS STORES INC	7,550	$853K	0.1%	-294	Timeline
DLRDIGITAL RLTY TR INC	7,011	$849K	0.1%	+324	Timeline
EENI SPA	26,549	$847K	0.1%	+675	Timeline
PMPHILIP MORRIS INTL INC	9,144	$847K	0.1%	+249	Timeline
BSACBANCO SANTANDER CHILE NEW	46,071	$845K	0.1%	-785	Timeline
UBERUBER TECHNOLOGIES INC	18,366	$845K	0.1%	+1,360	Timeline
RIORIO TINTO PLC	13,256	$844K	0.1%	+528	Timeline
HRLHORMEL FOODS CORP	22,080	$840K	0.1%	-2,196	Timeline
WITWIPRO LTD	172,403	$834K	0.1%	+48,067	Timeline
LABORATORY CRP OF AMER HLDGSLABORATORY CRP OF AMER HLDGS	4,149	$834K	0.1%	+31
CARRCARRIER GLOBAL CORPORATION	15,060	$831K	0.1%	+852	Timeline
CNQCANADIAN NAT RES LTD MED TER	12,829	$830K	0.09%	-850	Timeline
VALEVALE S A	61,844	$829K	0.09%	-13,611	Timeline
MCHPMICROCHIP TECHNOLOGY INC.	10,606	$828K	0.09%	-322	Timeline
CTSHCOGNIZANT TECHNOLOGY SOLUTIO	12,149	$823K	0.09%	+652	Timeline
PANWPALO ALTO NETWORKS INC	3,501	$821K	0.09%	+1,246	Timeline
DOWDOW HLDGS INC	15,883	$819K	0.09%	+996	Timeline
DDOMINION ENERGY INC	18,315	$818K	0.09%	+3,675	Timeline
TLKTELEKOMUNIKASI IND	33,919	$817K	0.09%	+17,083	Timeline
PPGPPG INDS INC	6,288	$816K	0.09%	+178	Timeline
CRHCRH PLC	14,852	$813K	0.09%	new	Timeline
IDXXIDEXX LABS INC	1,850	$809K	0.09%	-148	Timeline
EQNREQUINOR ASA	24,548	$805K	0.09%	+355	Timeline
KDPKEURIG DR PEPPER INC	25,476	$804K	0.09%	+3,266	Timeline
AZOAUTOZONE INC	316	$803K	0.09%	+14	Timeline
ORLYOREILLY AUTOMOTIVE INC	879	$799K	0.09%	+128	Timeline
MSIMOTOROLA SOLUTIONS INC	2,933	$799K	0.09%	-218	Timeline
DGXQUEST DIAGNOSTICS INC	6,547	$798K	0.09%	-78	Timeline
CEGCONSTELLATION ENERGY CORP	7,302	$797K	0.09%	-241	Timeline
DXCMDEXCOM INC	8,502	$793K	0.09%	-887	Timeline
FNFABRINET	4,745	$791K	0.09%	-374	Timeline
VRTXVERTEX PHARMACEUTICALS INC	2,266	$788K	0.09%	+216	Timeline
ACTVISION BLIZZARD INCACTVISION BLIZZARD INC	8,386	$785K	0.09%	+135
ENICENEL CHILE SA	261,531	$774K	0.09%	-3,759	Timeline
SRESEMPRA	11,319	$770K	0.09%	+6,582	Timeline
DDDUPONT DE NEMOURS INC	10,280	$767K	0.09%	+851	Timeline
RACEFERRARI N V	2,592	$766K	0.09%	+76	Timeline
STMSTMICROELECTRONICS N V	17,728	$765K	0.09%	+513	Timeline
FTNTFORTINET INC	12,743	$748K	0.09%	+197	Timeline
USBUS BANCORP	22,604	$747K	0.09%	+1,588	Timeline
GRMNGARMIN LTD	7,093	$746K	0.09%	+17	Timeline
MTDMETTLER TOLEDO INTERNATIONAL	670	$742K	0.08%	+50	Timeline
STLASTELLANTIS N.V	38,586	$738K	0.08%	+6,334	Timeline
WATWATERS CORP	2,691	$738K	0.08%	+773	Timeline
LENLENNAR CORP	6,572	$738K	0.08%	+363	Timeline
WECWEC ENERGY GROUP INC	9,135	$736K	0.08%	-3,624	Timeline
MCOMOODYS CORP	2,310	$730K	0.08%	+187	Timeline
ODFLOLD DOMINION FREIGHT LINE IN	1,782	$729K	0.08%	+176	Timeline
TEAMATLASSIAN CORPORATION	3,611	$728K	0.08%	+288	Timeline
ALLALLSTATE CORP	6,517	$726K	0.08%	-124	Timeline
NSCNORFOLK SOUTHN CORP	3,677	$724K	0.08%	-153	Timeline
BKRBAKER HUGHES COMPANY	20,355	$719K	0.08%	-905	Timeline
CIENCIENA CORP	15,197	$718K	0.08%	+82	Timeline
KKELLANOVA	11,999	$714K	0.08%	+2,547	Timeline
SPOTSPOTIFY TECHNOLOGY S A	4,616	$714K	0.08%	-1,275	Timeline
SEAGEN INCSEAGEN INC	3,350	$711K	0.08%	-172
TSTENARIS S A	22,403	$708K	0.08%	-1,858	Timeline
EXPDEXPEDITORS INTL WASH INC	6,166	$707K	0.08%	+23	Timeline
BNYBANK OF NY MELLON CORP	16,531	$705K	0.08%	+1,061	Timeline
ANSYS INCANSYS INC	2,361	$703K	0.08%	+53
MARMARRIOTT INTL INC NEW	3,557	$699K	0.08%	+325	Timeline
CMGCHIPOTLE MEXICAN GRILL INC	380	$696K	0.08%	-9	Timeline
RCLROYAL CARIBBEAN GROUP	7,554	$696K	0.08%	-3,251	Timeline
HCAHCA HEALTHCARE INC	2,807	$691K	0.08%	-23	Timeline
ENBENBRIDGE INC	20,790	$690K	0.08%	+2,100	Timeline
BXBLACKSTONE INC	6,434	$689K	0.08%	+829	Timeline
HORIZON THERAPEUTICS PLCHORIZON THERAPEUTICS PLC	5,854	$677K	0.08%	-1,460
CHTRCHARTER COMMUNICATIONS INC	1,534	$675K	0.08%	+184	Timeline
OREALTY INCOME CORP	13,336	$666K	0.08%	+2,079	Timeline
KHCKRAFT HEINZ CO	19,794	$666K	0.08%	+1,594	Timeline
MKCMCCORMICK & CO INC	8,769	$663K	0.08%	-1,657	Timeline
LYBLYONDELLBASELL INDUSTRIES NV	6,951	$658K	0.08%	+134	Timeline
ESLTELBIT SYS LTD	3,316	$657K	0.08%	+299	Timeline
TKCTURKCELL ILETISIM	137,366	$650K	0.07%	+1,812	Timeline
OKEONEOK INC NEW	10,184	$646K	0.07%	+1,222	Timeline
JKHYHENRY JACK & ASSOC INC	4,258	$644K	0.07%	-178	Timeline
CTASCINTAS CORP	1,336	$643K	0.07%	+139	Timeline
CCICROWN CASTLE INC	6,980	$642K	0.07%	-468	Timeline
CLXCLOROX CO DEL	4,896	$642K	0.07%	-1,091	Timeline
DTEDTE ENERGY CO	6,454	$641K	0.07%	+4,052	Timeline
ALCALCON AG	8,308	$640K	0.07%	+322	Timeline
BDXBECTON DICKINSON & CO	2,466	$637K	0.07%	+209	Timeline
MOHMOLINA HEALTHCARE INC	1,935	$634K	0.07%	+312	Timeline
LYGLLOYDS BANKING GROUP PLC	297,445	$634K	0.07%	-90,435	Timeline
LNGCHENIERE ENERGY INC	3,807	$632K	0.07%	+59	Timeline
VOOVANGUARD INDEX FDS	1,600	$628K	0.07%	+634	Timeline
HESS CORPHESS CORP	4,104	$628K	0.07%	+68
SPGSIMON PPTY GROUP INC NEW	5,813	$628K	0.07%	+619	Timeline
CPCANADIAN PACIFIC KANSAS CITY	8,395	$625K	0.07%	+521	Timeline
TDTORONTO DOMINION BK ONT	10,340	$623K	0.07%	+318	Timeline
STESTERIS PLC	2,837	$623K	0.07%	+158	Timeline
BMOBANK OF MONTREAL	7,358	$621K	0.07%	+23	Timeline
MELIMERCADOLIBRE INC	489	$620K	0.07%	-6	Timeline
EXCEXELON CORP	16,340	$617K	0.07%	+468	Timeline
AMEAMETEK INC	4,174	$617K	0.07%	+585	Timeline
SPDWSPDR INDEX SHS FDS	19,840	$615K	0.07%	0	Timeline
RDYDR REDDYS LABS LTD	9,157	$612K	0.07%	+914	Timeline
KMIKINDER MORGAN INC DEL	36,875	$611K	0.07%	-2,085	Timeline
JCIJOHNSON CONTROLS INTERNATION	11,472	$610K	0.07%	-165	Timeline
SHOPSHOPIFY INC	11,041	$603K	0.07%	+102	Timeline
EBAYEBAY INC.	13,661	$602K	0.07%	+927	Timeline
ECLECOLAB INC	3,526	$597K	0.07%	+108	Timeline
MFCMANULIFE FINL CORP	32,558	$595K	0.07%	+4,105	Timeline
AKO-BEMBOTELLADORA ANDINA S A	45,635	$591K	0.07%	+2,296	Timeline
FASTFASTENAL CO	10,747	$587K	0.07%	-397	Timeline
MEOHMETHANEX CORP	13,014	$586K	0.07%	0	Timeline
TDGTRANSDIGM GROUP INC	694	$585K	0.07%	+70	Timeline
NUENUCOR CORP	3,730	$583K	0.07%	+56	Timeline
ONCBEONE MEDICINES LTD	3,241	$583K	0.07%	-330	Timeline
DEODIAGEO PLC	3,870	$577K	0.07%	-478	Timeline
NICENICE LTD	3,384	$575K	0.07%	-222	Timeline
ARGXARGENX SE	1,170	$575K	0.07%	+216	Timeline
James Hardie Industries PLCJames Hardie Industries PLC	21,851	$573K	0.07%	-323
BARRICK GOLD CORPBARRICK GOLD CORP	39,183	$570K	0.07%	-20,457
CCEPCOCA-COLA EUROPACIFIC PARTNE	9,102	$569K	0.07%	-90	Timeline
RNRRENAISSANCERE HLDGS LTD	2,873	$569K	0.06%	-92	Timeline
LHXL3HARRIS TECHNOLOGIES INC	3,261	$568K	0.06%	-586	Timeline
BUDANHEUSER BUSCH INBEV SA NV	10,203	$564K	0.06%	+259	Timeline
CTVACORTEVA INC	10,998	$563K	0.06%	-183	Timeline
MOALTRIA GROUP INC	13,316	$560K	0.06%	-105	Timeline
PHMPULTE GROUP INC	7,531	$558K	0.06%	-1	Timeline
GMABGENMAB A/S	15,754	$556K	0.06%	-1,232	Timeline
ELLAUDER ESTEE COS INC	3,830	$554K	0.06%	-423	Timeline
NTESNETEASE COM INC	5,518	$553K	0.06%	+405	Timeline
YUMCYUM CHINA HLDGS INC	9,912	$552K	0.06%	-252	Timeline
SGISOMNIGROUP INTERNATIONAL INC	12,740	$552K	0.06%	+126	Timeline
CHKPCHECK POINT SOFTWARE TECH LT	4,134	$551K	0.06%	-211	Timeline
ARISTA NETWORKS INCARISTA NETWORKS INC	2,984	$549K	0.06%	+327
HPQHP INC	21,323	$548K	0.06%	+4,810	Timeline
VRSNVERISIGN INC	2,703	$547K	0.06%	-215	Timeline
PUKPRUDENTIAL PLC	24,934	$547K	0.06%	-8,177	Timeline
EFXEQUIFAX INC	2,963	$543K	0.06%	-22	Timeline
KEYSKEYSIGHT TECHNOLOGIES INC	4,093	$542K	0.06%	-1,285	Timeline
AWKAMERICAN WTR WKS CO INC NEW	4,359	$540K	0.06%	-800	Timeline
VMCVULCAN MATLS CO	2,667	$539K	0.06%	+103	Timeline
BAXBAXTER INTL INC	14,198	$536K	0.06%	-13,049	Timeline
ITGARTNER INC	1,550	$533K	0.06%	+44	Timeline
FISFIDELITY NATL INFORMATION SV	9,599	$531K	0.06%	+1,055	Timeline
MDBMONGODB INC	1,528	$528K	0.06%	+42	Timeline
WPMWHEATON PRECIOUS METALS CORP	12,976	$526K	0.06%	+140	Timeline
BCSBARCLAYS PLC	67,229	$524K	0.06%	-10,025	Timeline
EAELECTRONIC ARTS INC	4,331	$521K	0.06%	+36	Timeline
FANGDIAMONDBACK ENERGY INC	3,365	$521K	0.06%	-111	Timeline
CXCEMEX SAB DE CV	80,049	$520K	0.06%	-81	Timeline
ITAU CORPBANCAITAU CORPBANCA	164,347	$519K	0.06%	0
FTVFORTIVE CORP	7,001	$519K	0.06%	+696	Timeline
CPRTCOPART INC	12,007	$517K	0.06%	+6,747	Timeline
FMSFRESENIUS MEDICAL CARE AG	23,888	$515K	0.06%	+1,482	Timeline
TSCOTRACTOR SUPPLY CO	2,529	$514K	0.06%	-27	Timeline
BRBROADRIDGE FINL SOLUTIONS IN	2,865	$513K	0.06%	+100	Timeline
GMGENERAL MTRS CO	15,549	$513K	0.06%	+1,805	Timeline
OTISOTIS WORLDWIDE CORP	6,337	$509K	0.06%	-332	Timeline
PSAPUBLIC STORAGE	1,930	$509K	0.06%	-80	Timeline
BIDUBAIDU INC	3,777	$507K	0.06%	+78	Timeline
PBAPEMBINA PIPELINE CORP	16,879	$507K	0.06%	+743	Timeline
PHIPLDT INC	24,523	$507K	0.06%	-1,447	Timeline
TRGPTARGA RES CORP	5,895	$505K	0.06%	+14	Timeline
DBDEUTSCHE BK AG	45,819	$504K	0.06%	+487	Timeline
CSGPCOSTAR GROUP INC	6,507	$500K	0.06%	+618	Timeline
ABNBAIRBNB INC	3,646	$500K	0.06%	+956	Timeline
GEHCGE HEALTHCARE TECHNOLOGIES I	7,321	$498K	0.06%	-7,888	Timeline
TRITHOMSON REUTERS CORP	4,071	$498K	0.06%	+442	Timeline
GRFSGRIFOLS S A	54,457	$498K	0.06%	-2,749	Timeline
WRBBERKLEY W R CORP	7,805	$496K	0.06%	+335	Timeline
SJMSMUCKER J M CO	4,031	$495K	0.06%	-1,269	Timeline
PACGRUPO AEROPORTUNARIO DEL PAC	3,003	$494K	0.06%	-31	Timeline
HUBSHUBSPOT INC	1,001	$493K	0.06%	-20	Timeline
GPNGLOBAL PMTS INC	4,250	$490K	0.06%	+200	Timeline
PDDPDD HOLDINGS INC	4,962	$487K	0.06%	+181	Timeline
ITUBITAU UNIBANCO HLDG S A	90,112	$484K	0.06%	+298	Timeline
AVBAVALONBAY CMNTYS INC	2,815	$483K	0.06%	+163	Timeline
VMRKVIVMARK RESIDENTIAL	8,196	$481K	0.06%	+356	Timeline
GSKGSK PLC	13,246	$480K	0.05%	+387	Timeline
VIVTELEFONICA BRASIL SA	55,574	$475K	0.05%	-1,233	Timeline
ATOATMOS ENERGY CORP	4,466	$473K	0.05%	+68	Timeline
TFCTRUIST FINL CORP	16,496	$472K	0.05%	+1,518	Timeline
VICIVICI PPTYS INC	16,173	$471K	0.05%	-2,279	Timeline
HPEHEWLETT PACKARD ENTERPRISE C	27,076	$470K	0.05%	+8,798	Timeline
STZCONSTELLATION BRANDS INC	1,825	$459K	0.05%	+97	Timeline
HOLXHOLOGIC INC	6,586	$457K	0.05%	-1	Timeline
FMXFOMENTO ECONOMICO MEXICANO S	4,158	$454K	0.05%	+2,258	Timeline
ALNYALNYLAM PHARMACEUTICALS INC	2,558	$453K	0.05%	+187	Timeline
RMDRESMED INC	3,047	$451K	0.05%	-299	Timeline
BLDRBUILDERS FIRSTSOURCE INC	3,597	$448K	0.05%	+119	Timeline
TTWOTAKE-TWO INTERACTIVE SOFTWAR	3,170	$445K	0.05%	+253	Timeline
MSCIMSCI INC	863	$443K	0.05%	+7	Timeline
AEGON N VAEGON N V	91,943	$441K	0.05%	-4,231
PCGPG&E CORP	27,142	$438K	0.05%	+3,299	Timeline
MPWRMONOLITHIC PWR SYS INC	947	$438K	0.05%	+13	Timeline
MZTIMARZETTI COMPANY	2,644	$436K	0.05%	-87	Timeline
RPRXROYALTY PHARMA PLC	16,044	$435K	0.05%	new	Timeline
BIIBBIOGEN INC	1,674	$430K	0.05%	-250	Timeline
LUCID GROUP INCLUCID GROUP INC	76,840	$430K	0.05%	+66,054
ALGNALIGN TECHNOLOGY INC	1,401	$428K	0.05%	+25	Timeline
ZIONZIONS BANCORPORATION NATL AS	12,247	$427K	0.05%	-550	Timeline
TROWPRICE T ROWE GROUP INC	4,037	$423K	0.05%	+294	Timeline
CNHCNH INDL N V	34,961	$423K	0.05%	-738	Timeline
HLTHILTON WORLDWIDE HLDGS INC	2,816	$423K	0.05%	+218	Timeline
TYLTYLER TECHNOLOGIES INC	1,095	$423K	0.05%	+29	Timeline
GFIGOLD FIELDS LTD	38,784	$421K	0.05%	-2,638	Timeline
EIXEDISON INTL	6,604	$418K	0.05%	+162	Timeline
MGMMGM RESORTS INTERNATIONAL	11,360	$418K	0.05%	-272	Timeline
ASRGRUPO AEROPORTUARIO DEL SURE	1,682	$413K	0.05%	+5	Timeline
LULULULULEMON ATHLETICA INC	1,067	$411K	0.05%	+105	Timeline
BTIBRITISH AMERN TOB PLC	13,058	$410K	0.05%	+2,034	Timeline
XYLXYLEM INC	4,502	$410K	0.05%	-506	Timeline
HSICSCHEIN HENRY INC	5,509	$409K	0.05%	-21	Timeline
AMXAMERICA MOVIL SAB DE CV	23,610	$409K	0.05%	-2,545	Timeline
MARATHON OIL CORPMARATHON OIL CORP	15,116	$404K	0.05%	+1,326
DGDOLLAR GEN CORP	3,790	$401K	0.05%	-866	Timeline
GIBCGI INC	4,059	$400K	0.05%	+146	Timeline
SSLSASOL LTD	29,024	$397K	0.05%	+3,424	Timeline
WDAYWORKDAY INC	1,833	$394K	0.05%	+65	Timeline
RTORENTOKIL INITIAL PLC	10,620	$393K	0.04%	-580	Timeline
KRGKITE REALTY GROUP TRUST	18,261	$391K	0.04%	-17	Timeline
TSNTYSON FOODS INC	7,684	$388K	0.04%	+1,027	Timeline
APTIV PLCAPTIV PLC	3,897	$384K	0.04%	-211
MTBM & T BK CORP	3,024	$382K	0.04%	+64	Timeline
FNVFRANCO NEV CORP	2,863	$382K	0.04%	-273	Timeline
WCNWASTE CONNECTIONS INC	2,839	$381K	0.04%	+413	Timeline
TWLOTWILIO INC	6,499	$380K	0.04%	-73	Timeline
RGLDROYAL GOLD INC	3,564	$379K	0.04%	-8	Timeline
PWRQUANTA SVCS INC	2,024	$379K	0.04%	+253	Timeline
NEMNEWMONT CORP	10,219	$378K	0.04%	-5,421	Timeline
FSVFIRSTSERVICE CORP NEW	2,544	$370K	0.04%	+396	Timeline
MLMMARTIN MARIETTA MATLS INC	899	$369K	0.04%	+105	Timeline
FLEXFLEX LTD	13,591	$367K	0.04%	-228	Timeline
DLTRDOLLAR TREE INC	3,443	$367K	0.04%	+25	Timeline
WALGREENS BOOTS ALLIANCE INCWALGREENS BOOTS ALLIANCE INC	16,404	$365K	0.04%	-2,423
THE COOPER COMPANIESTHE COOPER COMPANIES	1,143	$363K	0.04%	-83
CAGCONAGRA BRANDS INC	13,173	$361K	0.04%	-3,092	Timeline
GPCGENUINE PARTS CO	2,488	$359K	0.04%	+310	Timeline
XELXCEL ENERGY INC	6,269	$359K	0.04%	-1,957	Timeline
AGOASSURED GUARANTY LTD	5,904	$357K	0.04%	-65	Timeline
MTARCELORMITTAL SA LUXEMBOURG	14,232	$356K	0.04%	-486	Timeline
GGBGERDAU SA	74,556	$356K	0.04%	-780	Timeline
CZRCAESARS ENTERTAINMENT INC NE	7,631	$354K	0.04%	+295	Timeline
HTHTH WORLD GROUP LTD	8,902	$351K	0.04%	-131	Timeline
NINISOURCE INC	14,126	$349K	0.04%	+2,829	Timeline
VODVODAFONE GROUP PLC	36,754	$348K	0.04%	+8,179	Timeline
ENPHENPHASE ENERGY INC	2,877	$346K	0.04%	-740	Timeline
CMSCMS ENERGY CORP	6,507	$346K	0.04%	-4,580	Timeline
DPZDOMINOS PIZZA INC	910	$345K	0.04%	-390	Timeline
CBRECBRE GROUP INC	4,655	$344K	0.04%	+328	Timeline
SLFSUN LIFE FINANCIAL INC.	7,036	$343K	0.04%	+1,632	Timeline
NDAQNASDAQ INC	7,022	$341K	0.04%	-507	Timeline
FICOFAIR ISAAC CORP	392	$340K	0.04%	+35	Timeline
BYDBOYD GAMING CORP	5,562	$338K	0.04%	+62	Timeline
GRVYGRAVITY CO LTD	4,864	$336K	0.04%	new	Timeline
DALDELTA AIR LINES INC	9,043	$335K	0.04%	+145	Timeline
SYFSYNCHRONY FINANCIAL	10,784	$330K	0.04%	+278	Timeline
SFMSPROUTS FMRS MKT INC	7,659	$328K	0.04%	+256	Timeline
TCOMTRIP COM GROUP LTD	9,361	$327K	0.04%	-159	Timeline
STLDSTEEL DYNAMICS INC	3,045	$326K	0.04%	-93	Timeline
WYWEYERHAEUSER CO	10,645	$326K	0.04%	+813	Timeline
GLGLOBE LIFE INC	2,985	$325K	0.04%	+195	Timeline
CBOECBOE GLOBAL MKTS INC	2,067	$323K	0.04%	-78	Timeline
NLYANNALY CAPITAL MANAGEMENT IN	17,100	$322K	0.04%	-1,392	Timeline
RMBSRAMBUS INC DEL	5,738	$320K	0.04%	+92	Timeline
STTSTATE STR CORP	4,774	$320K	0.04%	+124	Timeline
EQTEQT CORP	7,865	$319K	0.04%	-932	Timeline

Sold out in Q3 2023

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

Security	Shares before	Value before	Type
CRH PLC ADSCRH PLC ADS	15,102	$842K	shares
BMRNBIOMARIN PHARMACEUTICAL INC	4,984	$432K	shares
XYZBLOCK INC	6,448	$429K	shares
HALOHALOZYME THERAPEUTICS INC	11,371	$410K	shares
Anglogold Ashanti PlcAnglogold Ashanti Plc	17,224	$363K	shares
PNWPINNACLE WEST CAP CORP	4,263	$347K	shares
TRTOOTSIE ROLL INDS INC	9,706	$344K	shares
BCEBCE INC	7,325	$334K	shares
ESEVERSOURCE ENERGY	4,509	$320K	shares
MRNAMODERNA INC	2,527	$307K	shares
LNTALLIANT ENERGY CORP	5,664	$297K	shares
PODDINSULET CORP	1,025	$296K	shares
EMNEASTMAN CHEM CO	3,263	$273K	shares
FUTUFUTU HLDGS LTD	6,664	$265K	shares
FEFIRSTENERGY CORP	6,763	$263K	shares
AMPHAMPHASTAR PHARMACEUTICALS IN	4,527	$260K	shares
CROXCROCS INC	2,282	$257K	shares
INTERPUBLIC GROUP COSINTERPUBLIC GROUP COS	6,614	$255K	shares
MKC-VMCCORMICK & CO INC	2,821	$244K	shares
AESAES CORP	11,784	$244K	shares
JDJD.COM INC	7,131	$243K	shares
CINFCINCINNATI FINL CORP	2,457	$239K	shares
BXPBXP INC	4,033	$232K	shares
ULTAULTA BEAUTY INC	491	$231K	shares
ENTGENTEGRIS INC	1,957	$217K	shares
LPXLOUISIANA PAC CORP	2,884	$216K	shares
QSRRESTAURANT BRANDS INTL INC	2,777	$215K	shares
BRKRBRUKER CORP	2,889	$214K	shares
PRGOPERRIGO CO PLC	6,280	$213K	shares
KBHKB HOME	4,104	$212K	shares
VFCV F CORP	11,094	$212K	shares
WBDWARNER BROS DISCOVERY INC	16,758	$210K	shares
PAYCPAYCOM SOFTWARE INC	649	$208K	shares
EPREPR PPTYS	4,434	$208K	shares
DXCDXC TECHNOLOGY CO	7,715	$206K	shares
RFREGIONS FINANCIAL CORP NEW	11,563	$206K	shares
ACLSAXCELIS TECHNOLOGIES INC	1,114	$204K	shares
CNMDCONMED CORP	1,498	$204K	shares
BEKEKE HLDGS INC	11,565	$172K	shares
MPTMEDICAL PROPERTIES TRUST INC	17,989	$167K	shares
ENERPLUS CORPENERPLUS CORP	10,369	$150K	shares
PBRPETROLEO BRASILEIRO S A	10,054	$139K	shares
WUWESTERN UN CO	11,391	$134K	shares
SVCSERVICE PPTYS TR	11,108	$96.5K	shares
NEXTIER OILFIELD SOLUTIONS …NEXTIER OILFIELD SOLUTIONS INC	10,457	$93.5K	shares
NEXANEXA RES S A	16,428	$79.8K	shares
KOSKOSMOS ENERGY LTD	11,683	$70K	shares
HANESBRANDS INCHANESBRANDS INC	12,756	$57.9K	shares
LUFAX HOLDING LTDLUFAX HOLDING LTD	32,437	$46.4K	shares
SONDER HOLDINGS INCSONDER HOLDINGS INC	10,486	$5.56K	shares

How Q3 2023 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 0001085146-23-003973	base		2023-10-30	acceptance time not in the bulk data set	2026-10-07 18:30:40 UTC