Brighthouse Funds Trust II
MetLife Russell 2000 Index Portfolio
$818.18M
Avg Monthly Net Assets
$967.44M
Total Assets
$128.02M
Total Liabilities
$839.42M
Net Assets
MetLife Russell 2000 Index Portfolio is an Underlying fund in Brighthouse Funds Trust II
,
based in North Carolina,
United States of America.
The fund has four share classes
and monthly net assets of $818.18M.
On August 29th, 2024 it reported 1,758 holdings, the largest
being iShares Russell 2000 ETF (3.1%), United States Treasury (2.1%) and Super Micro Computer Inc (1.5%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Ticker | Monthly Returns (2 years) |
|---|---|---|---|
| Class A | C000017839 | ||
| Class B | C000017840 | ||
| Class E | C000017841 | ||
| Class G | C000075821 |
Holdings
From latest NPORT-P, filed August 29th, 2024 for period ending June 30th, 2024.
Historic holdings data available from Fincoded.
| Name | Profile | Category | Country | Value $USD | # Shares | % of Fund |
|---|---|---|---|---|---|---|
| 1-800-Flowers.com Inc | Long | Equity-common | US | $80K | 8K | 0.01 |
| 1st Source Corp | Long | Equity-common | US | $280K | 5K | 0.03 |
| 23andMe Holding Co | Long | Equity-common | US | $9K | 22K | 0.00 |
| 2seventy bio Inc | Long | Equity-common | US | $65K | 17K | 0.01 |
| 3D Systems Corp | Long | Equity-common | US | $101K | 33K | 0.01 |
| 4D Molecular Therapeutics Inc | Long | Equity-common | US | $282K | 13K | 0.03 |
| 89bio Inc | Long | Equity-common | US | $205K | 26K | 0.02 |
| 8x8 Inc | Long | Equity-common | US | $55K | 25K | 0.01 |
| 908 Devices Inc | Long | Equity-common | US | $40K | 8K | 0.00 |
| A-Mark Precious Metals Inc | Long | Equity-common | US | $215K | 7K | 0.03 |
| A10 Networks Inc | Long | Equity-common | US | $290K | 21K | 0.03 |
| AAON Inc | Long | Equity-common | US | $2M | 21K | 0.22 |
| AAR Corp | Long | Equity-common | US | $757K | 10K | 0.09 |
| Aaron's Co Inc/The | Long | Equity-common | US | $109K | 11K | 0.01 |
| Abercrombie & Fitch Co | Long | Equity-common | US | $3M | 15K | 0.32 |
| ABM Industries Inc | Long | Equity-common | US | $1M | 20K | 0.12 |
| Acacia Research Corp | Long | Equity-common | US | $24K | 5K | 0.00 |
| Academy Sports & Outdoors Inc | Long | Equity-common | US | $1M | 23K | 0.14 |
| ACADIA Pharmaceuticals Inc | Long | Equity-common | US | $658K | 40K | 0.08 |
| Acadia Realty Trust | Long | Equity-common | US | $539K | 30K | 0.06 |
| Accel Entertainment Inc | Long | Equity-common | US | $167K | 16K | 0.02 |
| ACCO Brands Corp | Long | Equity-common | US | $104K | 22K | 0.01 |
| Accolade Inc | Long | Equity-common | US | $59K | 16K | 0.01 |
| Accuray Inc | Long | Equity-common | US | $15K | 8K | 0.00 |
| ACELYRIN Inc | Long | Equity-common | US | $64K | 14K | 0.01 |
| ACI Worldwide Inc | Long | Equity-common | US | $1M | 34K | 0.16 |
| ACM Research Inc | Long | Equity-common | US | $374K | 16K | 0.04 |
| ACNB Corp | Long | Equity-common | US | $105K | 3K | 0.01 |
| Actinium Pharmaceuticals Inc | Long | Equity-common | US | $65K | 9K | 0.01 |
| Acushnet Holdings Corp | Long | Equity-common | US | $625K | 10K | 0.07 |
| ACV Auctions Inc | Long | Equity-common | US | $727K | 40K | 0.09 |
| AdaptHealth Corp | Long | Equity-common | US | $322K | 32K | 0.04 |
| Adaptive Biotechnologies Corp | Long | Equity-common | US | $97K | 27K | 0.01 |
| Addus HomeCare Corp | Long | Equity-common | US | $569K | 5K | 0.07 |
| Adeia Inc | Long | Equity-common | US | $356K | 32K | 0.04 |
| Adient PLC | Long | Equity-common | IE | $722K | 29K | 0.09 |
| ADMA Biologics Inc | Long | Equity-common | US | $770K | 69K | 0.09 |
| Adtalem Global Education Inc | Long | Equity-common | US | $846K | 12K | 0.10 |
| ADTRAN Holdings Inc | Long | Equity-common | US | $94K | 18K | 0.01 |
| Advanced Energy Industries Inc | Long | Equity-common | US | $1M | 12K | 0.15 |
| AdvanSix Inc | Long | Equity-common | US | $208K | 9K | 0.02 |
| Advantage Solutions Inc | Long | Equity-common | US | $56K | 17K | 0.01 |
| Aehr Test Systems | Long | Equity-common | US | $97K | 9K | 0.01 |
| Aerovate Therapeutics Inc | Long | Equity-common | US | $6K | 3K | 0.00 |
| AeroVironment Inc | Long | Equity-common | US | $2M | 8K | 0.18 |
| AerSale Corp | Long | Equity-common | US | $81K | 12K | 0.01 |
| AFC Gamma Inc | Long | Equity-common | US | $71K | 6K | 0.01 |
| Agenus Inc | Long | Equity-common | US | $106K | 6K | 0.01 |
| Agilysys Inc | Long | Equity-common | US | $653K | 6K | 0.08 |
| Agios Pharmaceuticals Inc | Long | Equity-common | US | $748K | 17K | 0.09 |
| Air Transport Services Group Inc | Long | Equity-common | US | $210K | 15K | 0.03 |
| Akero Therapeutics Inc | Long | Equity-common | US | $480K | 20K | 0.06 |
| Alamo Group Inc | Long | Equity-common | US | $535K | 3K | 0.06 |
| Alarm.com Holdings Inc | Long | Equity-common | US | $949K | 15K | 0.11 |
| Albany International Corp | Long | Equity-common | US | $817K | 10K | 0.10 |
| Aldeyra Therapeutics Inc | Long | Equity-common | US | $21K | 6K | 0.00 |
| Alector Inc | Long | Equity-common | US | $55K | 12K | 0.01 |
| Alerus Financial Corp | Long | Equity-common | US | $121K | 6K | 0.01 |
| Alexander & Baldwin Inc | Long | Equity-common | US | $405K | 24K | 0.05 |
| Alexander's Inc | Long | Equity-common | US | $171K | 759 | 0.02 |
| Alico Inc | Long | Equity-common | US | $56K | 2K | 0.01 |
| Alight Inc | Long | Equity-common | US | $988K | 134K | 0.12 |
| Alignment Healthcare Inc | Long | Equity-common | US | $213K | 27K | 0.03 |
| Alkami Technology Inc | Long | Equity-common | US | $388K | 14K | 0.05 |
| Alkermes PLC | Long | Equity-common | IE | $1M | 52K | 0.15 |
| Allegiant Travel Co | Long | Equity-common | US | $272K | 5K | 0.03 |
| ALLETE Inc | Long | Equity-common | US | $1M | 18K | 0.13 |
| Allient Inc | Long | Equity-common | US | $118K | 5K | 0.01 |
| Allogene Therapeutics Inc | Long | Equity-common | US | $34K | 14K | 0.00 |
| Alpha & Omega Semiconductor Ltd | Long | Equity-common | BM | $275K | 7K | 0.03 |
| Alpha Metallurgical Resources Inc | Long | Equity-common | US | $1M | 4K | 0.12 |
| Alphatec Holdings Inc | Long | Equity-common | US | $323K | 31K | 0.04 |
| Alpine Income Property Trust Inc | Long | Equity-common | US | $69K | 4K | 0.01 |
| Alta Equipment Group Inc | Long | Equity-common | US | $57K | 7K | 0.01 |
| Altair Engineering Inc | Long | Equity-common | US | $2M | 17K | 0.20 |
| Altimmune Inc | Long | Equity-common | US | $111K | 17K | 0.01 |
| Altus Power Inc | Long | Equity-common | US | $83K | 21K | 0.01 |
| ALX Oncology Holdings Inc | Long | Equity-common | US | $56K | 9K | 0.01 |
| Amalgamated Financial Corp | Long | Equity-common | US | $164K | 6K | 0.02 |
| Ambac Financial Group Inc | Long | Equity-common | US | $171K | 13K | 0.02 |
| Ambarella Inc | Long | Equity-common | KY | $676K | 13K | 0.08 |
| AMC Networks Inc | Long | Equity-common | US | $98K | 10K | 0.01 |
| Amerant Bancorp Inc | Long | Equity-common | US | $212K | 9K | 0.03 |
| Ameresco Inc | Long | Equity-common | US | $309K | 11K | 0.04 |
| America's Car-Mart Inc/TX | Long | Equity-common | US | $126K | 2K | 0.01 |
| American Assets Trust Inc | Long | Equity-common | US | $346K | 15K | 0.04 |
| American Axle & Manufacturing Holdings Inc | Long | Equity-common | US | $224K | 32K | 0.03 |
| American Coastal Insurance Corp | Long | Equity-common | US | $71K | 7K | 0.01 |
| American Eagle Outfitters Inc | Long | Equity-common | US | $1M | 57K | 0.14 |
| American Software Inc/GA | Long | Equity-common | US | $94K | 10K | 0.01 |
| American States Water Co | Long | Equity-common | US | $837K | 12K | 0.10 |
| American Vanguard Corp | Long | Equity-common | US | $63K | 7K | 0.01 |
| American Woodmark Corp | Long | Equity-common | US | $400K | 5K | 0.05 |
| Ameris Bancorp | Long | Equity-common | US | $1M | 21K | 0.12 |
| AMERISAFE Inc | Long | Equity-common | US | $271K | 6K | 0.03 |
| Ames National Corp | Long | Equity-common | US | $61K | 3K | 0.01 |
| Amicus Therapeutics Inc | Long | Equity-common | US | $906K | 91K | 0.11 |
| Amkor Technology Inc | Long | Equity-common | US | $1M | 35K | 0.17 |
| AMMO Inc | Long | Equity-common | US | $57K | 34K | 0.01 |
| AMN Healthcare Services Inc | Long | Equity-common | US | $615K | 12K | 0.07 |
| Amneal Pharmaceuticals Inc | Long | Equity-common | US | $244K | 38K | 0.03 |
| Amphastar Pharmaceuticals Inc | Long | Equity-common | US | $483K | 12K | 0.06 |
| Amplify Energy Corp | Long | Equity-common | US | $78K | 11K | 0.01 |
| Amplitude Inc | Long | Equity-common | US | $205K | 23K | 0.02 |
| AnaptysBio Inc | Long | Equity-common | US | $176K | 7K | 0.02 |
| Anavex Life Sciences Corp | Long | Equity-common | US | $98K | 23K | 0.01 |
| Andersons Inc/The | Long | Equity-common | US | $517K | 10K | 0.06 |
| Angel Oak Mortgage REIT Inc | Long | Equity-common | US | $55K | 4K | 0.01 |
| AngioDynamics Inc | Long | Equity-common | US | $75K | 12K | 0.01 |
| ANI Pharmaceuticals Inc | Long | Equity-common | US | $311K | 5K | 0.04 |
| Anika Therapeutics Inc | Long | Equity-common | US | $125K | 5K | 0.01 |
| Annexon Inc | Long | Equity-common | US | $79K | 16K | 0.01 |
| Anterix Inc | Long | Equity-common | US | $170K | 4K | 0.02 |
| Anywhere Real Estate Inc | Long | Equity-common | US | $112K | 34K | 0.01 |
| Apartment Investment and Management Co | Long | Equity-common | US | $328K | 40K | 0.04 |
| API Group Corp | Long | Equity-common | US | $2M | 65K | 0.29 |
| Apogee Enterprises Inc | Long | Equity-common | US | $431K | 7K | 0.05 |
| Apogee Therapeutics Inc | Long | Equity-common | US | $527K | 13K | 0.06 |
| Apollo Commercial Real Estate Finance Inc | Long | Equity-common | US | $418K | 43K | 0.05 |
| Appfolio Inc | Long | Equity-common | US | $1M | 6K | 0.17 |
| Appian Corp | Long | Equity-common | US | $430K | 14K | 0.05 |
| Apple Hospitality REIT Inc | Long | Equity-common | US | $977K | 67K | 0.12 |
| Applied Digital Corp | Long | Equity-common | US | $168K | 28K | 0.02 |
| Applied Industrial Technologies Inc | Long | Equity-common | US | $2M | 12K | 0.28 |
| Arbor Realty Trust Inc | Long | Equity-common | US | $823K | 57K | 0.10 |
| Arbutus Biopharma Corp | Long | Equity-common | CA | $94K | 31K | 0.01 |
| Arcadium Lithium PLC | Long | Equity-common | JE | $1M | 314K | 0.13 |
| ArcBest Corp | Long | Equity-common | US | $821K | 8K | 0.10 |
| Arcellx Inc | Long | Equity-common | US | $676K | 12K | 0.08 |
| Arch Resources Inc | Long | Equity-common | US | $853K | 6K | 0.10 |
| Archer Aviation Inc | Long | Equity-common | US | $113K | 32K | 0.01 |
| Archrock Inc | Long | Equity-common | US | $876K | 43K | 0.10 |
| Arcosa Inc | Long | Equity-common | US | $1M | 15K | 0.15 |
| Arcturus Therapeutics Holdings Inc | Long | Equity-common | US | $180K | 7K | 0.02 |
| Arcus Biosciences Inc | Long | Equity-common | US | $264K | 17K | 0.03 |
| Arcutis Biotherapeutics Inc | Long | Equity-common | US | $212K | 23K | 0.03 |
| Ardelyx Inc | Long | Equity-common | US | $493K | 67K | 0.06 |
| Ardmore Shipping Corp | Long | Equity-common | MH | $311K | 14K | 0.04 |
| Ares Commercial Real Estate Corp | Long | Equity-common | US | $75K | 11K | 0.01 |
| Argan Inc | Long | Equity-common | US | $289K | 4K | 0.03 |
| Aris Water Solutions Inc | Long | Equity-common | US | $164K | 10K | 0.02 |
| Arko Corp | Long | Equity-common | US | $195K | 31K | 0.02 |
| Arlo Technologies Inc | Long | Equity-common | US | $383K | 29K | 0.05 |
| Armada Hoffler Properties Inc | Long | Equity-common | US | $210K | 19K | 0.03 |
| ARMOUR Residential REIT Inc | Long | Equity-common | US | $318K | 16K | 0.04 |
| Array Technologies Inc | Long | Equity-common | US | $488K | 48K | 0.06 |
| ArriVent Biopharma Inc | Long | Equity-common | US | $64K | 3K | 0.01 |
| Arrow Financial Corp | Long | Equity-common | US | $132K | 5K | 0.02 |
| Arrowhead Pharmaceuticals Inc | Long | Equity-common | US | $980K | 38K | 0.12 |
| ARS Pharmaceuticals Inc | Long | Equity-common | US | $75K | 9K | 0.01 |
| Artesian Resources Corp | Long | Equity-common | US | $101K | 3K | 0.01 |
| Artisan Partners Asset Management Inc | Long | Equity-common | US | $797K | 19K | 0.09 |
| Artivion Inc | Long | Equity-common | US | $327K | 13K | 0.04 |
| Arvinas Inc | Long | Equity-common | US | $434K | 16K | 0.05 |
| Asana Inc | Long | Equity-common | US | $375K | 27K | 0.04 |
| Asbury Automotive Group Inc | Long | Equity-common | US | $1M | 6K | 0.18 |
| ASGN Inc | Long | Equity-common | US | $1M | 14K | 0.15 |
| Aspen Aerogels Inc | Long | Equity-common | US | $406K | 17K | 0.05 |
| AssetMark Financial Holdings Inc | Long | Equity-common | US | $252K | 7K | 0.03 |
| Associated Banc-Corp | Long | Equity-common | US | $1M | 49K | 0.12 |
| AST SpaceMobile Inc | Long | Equity-common | US | $450K | 39K | 0.05 |
| Astec Industries Inc | Long | Equity-common | US | $219K | 7K | 0.03 |
| Astrana Health Inc | Long | Equity-common | US | $583K | 14K | 0.07 |
| Astria Therapeutics Inc | Long | Equity-common | US | $107K | 12K | 0.01 |
| Astronics Corp | Long | Equity-common | US | $182K | 9K | 0.02 |
| Asure Software Inc | Long | Equity-common | US | $9K | 1K | 0.00 |
| Atea Pharmaceuticals Inc | Long | Equity-common | US | $44K | 13K | 0.01 |
| ATI Inc | Long | Equity-common | US | $2M | 40K | 0.27 |
| Atkore Inc | Long | Equity-common | US | $2M | 12K | 0.19 |
| Atlanta Braves Holdings Inc | Long | Equity-common | US | $562K | 14K | 0.07 |
| Atlanta Braves Holdings Inc | Long | Equity-common | US | $153K | 4K | 0.02 |
| Atlantic Union Bankshares Corp | Long | Equity-common | US | $911K | 28K | 0.11 |
| Atlas Energy Solutions Inc | Long | Equity-common | US | $113K | 6K | 0.01 |
| Atmus Filtration Technologies Inc | Long | Equity-common | US | $752K | 26K | 0.09 |
| ATN International Inc | Long | Equity-common | US | $77K | 3K | 0.01 |
| AtriCure Inc | Long | Equity-common | US | $355K | 16K | 0.04 |
| Atrion Corp | Long | Equity-common | US | $224K | 495 | 0.03 |
| Aura Biosciences Inc | Long | Equity-common | US | $72K | 10K | 0.01 |
| Aurinia Pharmaceuticals Inc | Long | Equity-common | CA | $263K | 46K | 0.03 |
| Aurora Innovation Inc | Long | Equity-common | US | $278K | 100K | 0.03 |
| AUSTRALIA AND NEW ZEALAND BK GRP LT | Long | Short-term investment vehicle | US | $3M | – | 0.36 |
| Avanos Medical Inc | Long | Equity-common | US | $317K | 16K | 0.04 |
| Aveanna Healthcare Holdings Inc | Long | Equity-common | US | $50K | 18K | 0.01 |
| AvePoint Inc | Long | Equity-common | US | $488K | 47K | 0.06 |
| Aviat Networks Inc | Long | Equity-common | US | $104K | 4K | 0.01 |
| Avid Bioservices Inc | Long | Equity-common | US | $142K | 20K | 0.02 |
| Avidity Biosciences Inc | Long | Equity-common | US | $1M | 27K | 0.13 |
| AvidXchange Holdings Inc | Long | Equity-common | US | $615K | 51K | 0.07 |
| Avient Corp | Long | Equity-common | US | $1M | 28K | 0.15 |
| Avista Corp | Long | Equity-common | US | $836K | 24K | 0.10 |
| Avita Medical Inc | Long | Equity-common | US | $69K | 9K | 0.01 |
| Axcelis Technologies Inc | Long | Equity-common | US | $1M | 10K | 0.17 |
| Axogen Inc | Long | Equity-common | US | $96K | 13K | 0.01 |
| Axonics Inc | Long | Equity-common | US | $1M | 16K | 0.12 |
| Axos Financial Inc | Long | Equity-common | US | $974K | 17K | 0.12 |
| Axsome Therapeutics Inc | Long | Equity-common | US | $896K | 11K | 0.11 |
| AZZ Inc | Long | Equity-common | US | $683K | 9K | 0.08 |
| B Riley Financial Inc | Long | Equity-common | US | $116K | 7K | 0.01 |
| B&G Foods Inc | Long | Equity-common | US | $190K | 24K | 0.02 |
| Badger Meter Inc | Long | Equity-common | US | $2M | 9K | 0.20 |
| Balchem Corp | Long | Equity-common | US | $2M | 10K | 0.18 |
| Baldwin Insurance Group Inc/The | Long | Equity-common | US | $678K | 19K | 0.08 |
| Bally's Corp | Long | Equity-common | US | $108K | 9K | 0.01 |
| Banc of California Inc | Long | Equity-common | US | $526K | 41K | 0.06 |
| BancFirst Corp | Long | Equity-common | US | $610K | 7K | 0.07 |
| Banco Latinoamericano de Comercio Exterior SA | Long | Equity-common | PA | $288K | 10K | 0.03 |
| Bancorp Inc/The | Long | Equity-common | US | $598K | 16K | 0.07 |
| Bandwidth Inc | Long | Equity-common | US | $137K | 8K | 0.02 |
| Bank First Corp | Long | Equity-common | US | $260K | 3K | 0.03 |
| BANK OF AMERICA NA | Long | Short-term investment vehicle | US | $2M | – | 0.24 |
| Bank of Hawaii Corp | Long | Equity-common | US | $718K | 13K | 0.09 |
| Bank of Marin Bancorp | Long | Equity-common | US | $84K | 5K | 0.01 |
| Bank Of Montreal, London | Long | Repurchase agreement | US | $3M | – | 0.36 |
| BANK OF MONTREAL, LONDON | Long | Short-term investment vehicle | US | $2M | – | 0.24 |
| BANK OF MONTREAL, LONDON | Long | Short-term investment vehicle | US | $2M | – | 0.24 |
| BANK OF NOVA SCOTIA HOUSTON | Long | Short-term investment vehicle | US | $2M | – | 0.24 |
| BANK OF NOVA SCOTIA HOUSTON | Long | Short-term investment vehicle | US | $2M | – | 0.24 |
| BANK OF NOVA SCOTIA HOUSTON | Long | Short-term investment vehicle | US | $1000K | – | 0.12 |
| Bank of NT Butterfield & Son Ltd/The | Long | Equity-common | BM | $521K | 15K | 0.06 |
| BankUnited Inc | Long | Equity-common | US | $678K | 23K | 0.08 |
| Bankwell Financial Group Inc | Long | Equity-common | US | $49K | 2K | 0.01 |
| Banner Corp | Long | Equity-common | US | $520K | 10K | 0.06 |
| Bar Harbor Bankshares | Long | Equity-common | US | $142K | 5K | 0.02 |
| BARK Inc | Long | Equity-common | US | $83K | 46K | 0.01 |
| Barnes Group Inc | Long | Equity-common | US | $633K | 15K | 0.08 |
| Barrett Business Services Inc | Long | Equity-common | US | $258K | 8K | 0.03 |
| BayCom Corp | Long | Equity-common | US | $90K | 4K | 0.01 |
| BCB Bancorp Inc | Long | Equity-common | US | $51K | 5K | 0.01 |
| Beacon Roofing Supply Inc | Long | Equity-common | US | $2M | 20K | 0.21 |
| Beam Therapeutics Inc | Long | Equity-common | US | $568K | 24K | 0.07 |
| Beauty Health Co/The | Long | Equity-common | US | $17K | 9K | 0.00 |
| Beazer Homes USA Inc | Long | Equity-common | US | $271K | 10K | 0.03 |
| Bel Fuse Inc | Long | Equity-common | US | $229K | 4K | 0.03 |
| Belden Inc | Long | Equity-common | US | $1M | 13K | 0.14 |
| BellRing Brands Inc | Long | Equity-common | US | $2M | 41K | 0.28 |
| Benchmark Electronics Inc | Long | Equity-common | US | $439K | 11K | 0.05 |
| Berkshire Hills Bancorp Inc | Long | Equity-common | US | $333K | 15K | 0.04 |
| Berry Corp | Long | Equity-common | US | $117K | 18K | 0.01 |
| Beyond Inc | Long | Equity-common | US | $166K | 13K | 0.02 |
| Beyond Meat Inc | Long | Equity-common | US | $93K | 14K | 0.01 |
| BGC Group Inc | Long | Equity-common | US | $905K | 109K | 0.11 |
| BigCommerce Holdings Inc | Long | Equity-common | US | $174K | 22K | 0.02 |
| Biglari Holdings Inc | Long | Equity-common | US | $50K | 257 | 0.01 |
| BioCryst Pharmaceuticals Inc | Long | Equity-common | US | $367K | 59K | 0.04 |
| Biohaven Ltd | Long | Equity-common | VG | $766K | 22K | 0.09 |
| BioLife Solutions Inc | Long | Equity-common | US | $246K | 11K | 0.03 |
| Biomea Fusion Inc | Long | Equity-common | US | $30K | 7K | 0.00 |
| Bit Digital Inc | Long | Equity-common | KY | $80K | 25K | 0.01 |
| BJ's Restaurants Inc | Long | Equity-common | US | $267K | 8K | 0.03 |
| Black Hills Corp | Long | Equity-common | US | $1M | 21K | 0.14 |
| Blackbaud Inc | Long | Equity-common | US | $1M | 14K | 0.12 |
| BlackLine Inc | Long | Equity-common | US | $886K | 18K | 0.11 |
| BlackSky Technology Inc | Long | Equity-common | US | $46K | 43K | 0.01 |
| Blackstone Mortgage Trust Inc | Long | Equity-common | US | $935K | 54K | 0.11 |
| Blade Air Mobility Inc | Long | Equity-common | US | $72K | 21K | 0.01 |
| Blink Charging Co | Long | Equity-common | US | $19K | 7K | 0.00 |
| Bloom Energy Corp | Long | Equity-common | US | $734K | 60K | 0.09 |
| Bloomin' Brands Inc | Long | Equity-common | US | $560K | 29K | 0.07 |
| Blue Bird Corp | Long | Equity-common | US | $455K | 8K | 0.05 |
| Blue Foundry Bancorp | Long | Equity-common | US | $69K | 8K | 0.01 |
| Bluebird Bio Inc | Long | Equity-common | US | $21K | 21K | 0.00 |
| BlueLinx Holdings Inc | Long | Equity-common | US | $271K | 3K | 0.03 |
| Blueprint Medicines Corp | Long | Equity-common | US | $2M | 19K | 0.24 |
| BNP PARIBAS, NY | Long | Short-term investment vehicle | US | $2M | – | 0.24 |
| Bofa Securities, Inc | Long | Repurchase agreement | US | $8M | – | 0.93 |
| Boise Cascade Co | Long | Equity-common | US | $1M | 12K | 0.18 |
| Boot Barn Holdings Inc | Long | Equity-common | US | $1M | 9K | 0.14 |
| Borr Drilling Ltd | Long | Equity-common | BM | $447K | 69K | 0.05 |
| Boston Omaha Corp | Long | Equity-common | US | $104K | 8K | 0.01 |
| Bowlero Corp | Long | Equity-common | US | $89K | 6K | 0.01 |
| Bowman Consulting Group Ltd | Long | Equity-common | US | $111K | 3K | 0.01 |
| Box Inc | Long | Equity-common | US | $1M | 44K | 0.14 |
| Braemar Hotels & Resorts Inc | Long | Equity-common | US | $53K | 21K | 0.01 |
| Brandywine Realty Trust | Long | Equity-common | US | $208K | 46K | 0.02 |
| Braze Inc | Long | Equity-common | US | $641K | 16K | 0.08 |
| BRC Inc | Long | Equity-common | US | $84K | 14K | 0.01 |
| Bread Financial Holdings Inc | Long | Equity-common | US | $702K | 16K | 0.08 |
| Bridgebio Pharma Inc | Long | Equity-common | US | $942K | 37K | 0.11 |
| Bridgewater Bancshares Inc | Long | Equity-common | US | $70K | 6K | 0.01 |
| Brightsphere Investment Group Inc | Long | Equity-common | US | $246K | 11K | 0.03 |
| BrightSpire Capital Inc | Long | Equity-common | US | $199K | 35K | 0.02 |
| BrightSpring Health Services Inc | Long | Equity-common | US | $205K | 18K | 0.02 |
| BrightView Holdings Inc | Long | Equity-common | US | $173K | 13K | 0.02 |
| Brink's Co/The | Long | Equity-common | US | $1M | 14K | 0.17 |
| Brinker International Inc | Long | Equity-common | US | $991K | 14K | 0.12 |
| Bristow Group Inc | Long | Equity-common | US | $239K | 7K | 0.03 |
| Broadstone Net Lease Inc | Long | Equity-common | US | $965K | 61K | 0.11 |
| Brookdale Senior Living Inc | Long | Equity-common | US | $383K | 56K | 0.05 |
| Brookfield Business Corp | Long | Equity-common | CA | $188K | 9K | 0.02 |
| Brookfield Infrastructure Corp | Long | Equity-common | CA | $1M | 37K | 0.15 |
| Brookline Bancorp Inc | Long | Equity-common | US | $182K | 22K | 0.02 |
| BRT Apartments Corp | Long | Equity-common | US | $70K | 4K | 0.01 |
| Buckle Inc/The | Long | Equity-common | US | $377K | 10K | 0.04 |
| Build-A-Bear Workshop Inc | Long | Equity-common | US | $125K | 5K | 0.01 |
| Bumble Inc | Long | Equity-common | US | $358K | 34K | 0.04 |
| Burke & Herbert Financial Services Corp | Long | Equity-common | US | $222K | 4K | 0.03 |
| Business First Bancshares Inc | Long | Equity-common | US | $174K | 8K | 0.02 |
| Butterfly Network Inc | Long | Equity-common | US | $8K | 9K | 0.00 |
| Byline Bancorp Inc | Long | Equity-common | US | $209K | 9K | 0.02 |
| C&F Financial Corp | Long | Equity-common | US | $54K | 1K | 0.01 |
| C3.ai Inc | Long | Equity-common | US | $749K | 26K | 0.09 |
| Cabaletta Bio Inc | Long | Equity-common | US | $87K | 12K | 0.01 |
| Cabot Corp | Long | Equity-common | US | $2M | 17K | 0.19 |
| Cactus Inc | Long | Equity-common | US | $1M | 21K | 0.13 |
| Cadence Bank | Long | Equity-common | US | $2M | 57K | 0.19 |
| Cadre Holdings Inc | Long | Equity-common | US | $208K | 6K | 0.02 |
| Cal-Maine Foods Inc | Long | Equity-common | US | $792K | 13K | 0.09 |
| Calavo Growers Inc | Long | Equity-common | US | $132K | 6K | 0.02 |
| Caledonia Mining Corp PLC | Long | Equity-common | JE | $16K | 2K | 0.00 |
| Caleres Inc | Long | Equity-common | US | $349K | 10K | 0.04 |
| California Resources Corp | Long | Equity-common | US | $1M | 22K | 0.14 |
| California Water Service Group | Long | Equity-common | US | $893K | 18K | 0.11 |
| Calix Inc | Long | Equity-common | US | $652K | 18K | 0.08 |
| Cambridge Bancorp | Long | Equity-common | US | $178K | 3K | 0.02 |
| Camden National Corp | Long | Equity-common | US | $149K | 5K | 0.02 |
| Camping World Holdings Inc | Long | Equity-common | US | $251K | 14K | 0.03 |
| Cannae Holdings Inc | Long | Equity-common | US | $387K | 21K | 0.05 |
| Cantaloupe Inc | Long | Equity-common | US | $86K | 13K | 0.01 |
| Capital Bancorp Inc | Long | Equity-common | US | $64K | 3K | 0.01 |
| Capital City Bank Group Inc | Long | Equity-common | US | $129K | 5K | 0.02 |
| Capitol Federal Financial Inc | Long | Equity-common | US | $180K | 33K | 0.02 |
| Cardlytics Inc | Long | Equity-common | US | $94K | 11K | 0.01 |
| CareDx Inc | Long | Equity-common | US | $274K | 18K | 0.03 |
| CareTrust REIT Inc | Long | Equity-common | US | $969K | 39K | 0.12 |
| Cargo Therapeutics Inc | Long | Equity-common | US | $117K | 7K | 0.01 |
| Cargurus Inc | Long | Equity-common | US | $810K | 31K | 0.10 |
| Caribou Biosciences Inc | Long | Equity-common | US | $11K | 7K | 0.00 |
| Carpenter Technology Corp | Long | Equity-common | US | $2M | 15K | 0.20 |
| Carriage Services Inc | Long | Equity-common | US | $110K | 4K | 0.01 |
| Cars.com Inc | Long | Equity-common | US | $428K | 22K | 0.05 |
| Carter Bankshares Inc | Long | Equity-common | US | $108K | 7K | 0.01 |
| Cartesian Therapeutics Inc | Long | Equity-common | US | $35K | 1K | 0.00 |
| CARTESIAN THERAPEUTICS INC | Long | Equity-common | US | $7K | 40K | 0.00 |
| Carvana Co | Long | Equity-common | US | $4M | 32K | 0.49 |
| Casella Waste Systems Inc | Long | Equity-common | US | $2M | 18K | 0.21 |
| Cass Information Systems Inc | Long | Equity-common | US | $182K | 5K | 0.02 |
| Cassava Sciences Inc | Long | Equity-common | US | $158K | 13K | 0.02 |
| Castle Biosciences Inc | Long | Equity-common | US | $170K | 8K | 0.02 |
| Catalyst Pharmaceuticals Inc | Long | Equity-common | US | $557K | 36K | 0.07 |
| Cathay General Bancorp | Long | Equity-common | US | $850K | 23K | 0.10 |
| Cavco Industries Inc | Long | Equity-common | US | $897K | 3K | 0.11 |
| CBIZ Inc | Long | Equity-common | US | $1M | 15K | 0.13 |
| CBL & Associates Properties Inc | Long | Equity-common | US | $220K | 9K | 0.03 |
| CECO Environmental Corp | Long | Equity-common | US | $288K | 10K | 0.03 |
| Celcuity Inc | Long | Equity-common | US | $96K | 6K | 0.01 |
| Celldex Therapeutics Inc | Long | Equity-common | US | $741K | 20K | 0.09 |
| Centerspace | Long | Equity-common | US | $311K | 5K | 0.04 |
| Central Garden & Pet Co | Long | Equity-common | US | $544K | 16K | 0.06 |
| Central Garden & Pet Co | Long | Equity-common | US | $130K | 3K | 0.02 |
| Central Pacific Financial Corp | Long | Equity-common | US | $173K | 8K | 0.02 |
| Centrus Energy Corp | Long | Equity-common | US | $177K | 4K | 0.02 |
| Century Aluminum Co | Long | Equity-common | US | $276K | 16K | 0.03 |
| Century Communities Inc | Long | Equity-common | US | $742K | 9K | 0.09 |
| Cerevel Therapeutics Holdings Inc | Long | Equity-common | US | $906K | 22K | 0.11 |
| Cerus Corp | Long | Equity-common | US | $65K | 37K | 0.01 |
| CEVA Inc | Long | Equity-common | US | $162K | 8K | 0.02 |
| CG oncology Inc | Long | Equity-common | US | $241K | 8K | 0.03 |
| ChampionX Corp | Long | Equity-common | US | $2M | 61K | 0.24 |
| Chart Industries Inc | Long | Equity-common | US | $2M | 13K | 0.23 |
| Chatham Lodging Trust | Long | Equity-common | US | $95K | 11K | 0.01 |
| Cheesecake Factory Inc/The | Long | Equity-common | US | $601K | 15K | 0.07 |
| Chefs' Warehouse Inc/The | Long | Equity-common | US | $451K | 12K | 0.05 |
| Chegg Inc | Long | Equity-common | US | $68K | 22K | 0.01 |
| Chemung Financial Corp | Long | Equity-common | US | $58K | 1K | 0.01 |
| Chesapeake Utilities Corp | Long | Equity-common | US | $727K | 7K | 0.09 |
| Chicago Atlantic Real Estate Finance Inc | Long | Equity-common | US | $88K | 6K | 0.01 |
| Children's Place Inc/The | Long | Equity-common | US | $32K | 4K | 0.00 |
| Chimera Investment Corp | Long | Equity-common | US | $303K | 24K | 0.04 |
| ChoiceOne Financial Services Inc | Long | Equity-common | US | $69K | 2K | 0.01 |
| Chord Energy Corp | Long | Equity-common | US | $3M | 19K | 0.39 |
| Chuy's Holdings Inc | Long | Equity-common | US | $158K | 6K | 0.02 |
| Cimpress PLC | Long | Equity-common | IE | $486K | 6K | 0.06 |
| Cinemark Holdings Inc | Long | Equity-common | US | $746K | 35K | 0.09 |
| Cipher Mining Inc | Long | Equity-common | US | $62K | 15K | 0.01 |
| Citigroup Global Markets Inc | Long | Repurchase agreement | US | $6M | – | 0.71 |
| Citigroup Global Markets Inc | Long | Repurchase agreement | US | $2M | – | 0.24 |
| Citizens & Northern Corp | Long | Equity-common | US | $75K | 4K | 0.01 |
| Citizens Financial Services Inc | Long | Equity-common | US | $68K | 2K | 0.01 |
| City Holding Co | Long | Equity-common | US | $503K | 5K | 0.06 |
| City Office REIT Inc | Long | Equity-common | US | $62K | 12K | 0.01 |
| Civista Bancshares Inc | Long | Equity-common | US | $37K | 2K | 0.00 |
| Civitas Resources Inc | Long | Equity-common | US | $2M | 25K | 0.21 |
| Claros Mortgage Trust Inc | Long | Equity-common | US | $214K | 27K | 0.03 |
| Clarus Corp | Long | Equity-common | US | $66K | 10K | 0.01 |
| Clean Energy Fuels Corp | Long | Equity-common | US | $112K | 42K | 0.01 |
| Cleanspark Inc | Long | Equity-common | US | $955K | 60K | 0.11 |
| Clear Channel Outdoor Holdings Inc | Long | Equity-common | US | $134K | 95K | 0.02 |
| Clear Secure Inc | Long | Equity-common | US | $526K | 28K | 0.06 |
| Clearfield Inc | Long | Equity-common | US | $170K | 4K | 0.02 |
| ClearPoint Neuro Inc | Long | Equity-common | US | $5K | 856 | 0.00 |
| Clearwater Paper Corp | Long | Equity-common | US | $261K | 5K | 0.03 |
| Climb Global Solutions Inc | Long | Equity-common | US | $88K | 1K | 0.01 |
| CNB Financial Corp/PA | Long | Equity-common | US | $138K | 7K | 0.02 |
| CNO Financial Group Inc | Long | Equity-common | US | $985K | 36K | 0.12 |
| CNX Resources Corp | Long | Equity-common | US | $1M | 49K | 0.14 |
| Coastal Financial Corp/WA | Long | Equity-common | US | $159K | 3K | 0.02 |
| Coca-Cola Consolidated Inc | Long | Equity-common | US | $2M | 1K | 0.19 |
| Codexis Inc | Long | Equity-common | US | $39K | 13K | 0.00 |
| Codorus Valley Bancorp Inc | Long | Equity-common | US | $79K | 3K | 0.01 |
| Coeur Mining Inc | Long | Equity-common | US | $609K | 108K | 0.07 |
| Cogent Biosciences Inc | Long | Equity-common | US | $228K | 27K | 0.03 |
| Cogent Communications Holdings Inc | Long | Equity-common | US | $780K | 14K | 0.09 |
| Cohen & Steers Inc | Long | Equity-common | US | $581K | 8K | 0.07 |
| Coherus Biosciences Inc | Long | Equity-common | US | $22K | 13K | 0.00 |
| Cohu Inc | Long | Equity-common | US | $483K | 15K | 0.06 |
| Collegium Pharmaceutical Inc | Long | Equity-common | US | $331K | 10K | 0.04 |
| Colony Bankcorp Inc | Long | Equity-common | US | $64K | 5K | 0.01 |
| Columbia Financial Inc | Long | Equity-common | US | $133K | 9K | 0.02 |
| Columbus McKinnon Corp/NY | Long | Equity-common | US | $315K | 9K | 0.04 |
| Comfort Systems USA Inc | Long | Equity-common | US | $3M | 11K | 0.40 |
| Commercial Metals Co | Long | Equity-common | US | $2M | 36K | 0.24 |
| Commercial Vehicle Group Inc | Long | Equity-common | US | $51K | 10K | 0.01 |
| CommScope Holding Co Inc | Long | Equity-common | US | $56K | 45K | 0.01 |
| Community Financial System Inc | Long | Equity-common | US | $805K | 17K | 0.10 |
| Community Health Systems Inc | Long | Equity-common | US | $134K | 40K | 0.02 |
| Community Healthcare Trust Inc | Long | Equity-common | US | $208K | 9K | 0.02 |
| Community Trust Bancorp Inc | Long | Equity-common | US | $222K | 5K | 0.03 |
| Community West Bancshares | Long | Equity-common | US | $98K | 5K | 0.01 |
| CommVault Systems Inc | Long | Equity-common | US | $2M | 14K | 0.20 |
| Compass Diversified Holdings | Long | Equity-common | US | $457K | 21K | 0.05 |
| Compass Inc | Long | Equity-common | US | $325K | 90K | 0.04 |
| Compass Minerals International Inc | Long | Equity-common | US | $92K | 9K | 0.01 |
| Comstock Resources Inc | Long | Equity-common | US | $298K | 29K | 0.04 |
| Concrete Pumping Holdings Inc | Long | Equity-common | US | $49K | 8K | 0.01 |
| Conduent Inc | Long | Equity-common | US | $146K | 45K | 0.02 |
| CONMED Corp | Long | Equity-common | US | $684K | 10K | 0.08 |
| ConnectOne Bancorp Inc | Long | Equity-common | US | $187K | 10K | 0.02 |
| Consensus Cloud Solutions Inc | Long | Equity-common | US | $111K | 6K | 0.01 |
| CONSOL Energy Inc | Long | Equity-common | US | $986K | 10K | 0.12 |
| Consolidated Communications Holdings Inc | Long | Equity-common | US | $67K | 15K | 0.01 |
| Consolidated Water Co Ltd | Long | Equity-common | KY | $134K | 5K | 0.02 |
| Constellium SE | Long | Equity-common | FR | $757K | 40K | 0.09 |
| Construction Partners Inc | Long | Equity-common | US | $762K | 14K | 0.09 |
| Contango ORE Inc | Long | Equity-common | US | $54K | 3K | 0.01 |
| CONTRA CHINOOK THERAPE | Derivative-equity | US | $8K | 19K | 0.00 | |
| CONTRA ICOSAVAX INC | Derivative-equity | US | $3K | 10K | 0.00 | |
| Cooper-Standard Holdings Inc | Long | Equity-common | US | $71K | 6K | 0.01 |
| COPT Defense Properties | Long | Equity-common | US | $897K | 36K | 0.11 |
| Corcept Therapeutics Inc | Long | Equity-common | US | $826K | 25K | 0.10 |
| Core Laboratories Inc | Long | Equity-common | US | $319K | 16K | 0.04 |
| CoreCivic Inc | Long | Equity-common | US | $452K | 35K | 0.05 |
| CorMedix Inc | Long | Equity-common | US | $46K | 11K | 0.01 |
| Corsair Gaming Inc | Long | Equity-common | US | $151K | 14K | 0.02 |
| CorVel Corp | Long | Equity-common | US | $707K | 3K | 0.08 |
| Costamare Inc | Long | Equity-common | MH | $234K | 14K | 0.03 |
| Couchbase Inc | Long | Equity-common | US | $213K | 12K | 0.03 |
| Coursera Inc | Long | Equity-common | US | $275K | 38K | 0.03 |
| Covenant Logistics Group Inc | Long | Equity-common | US | $155K | 3K | 0.02 |
| CRA International Inc | Long | Equity-common | US | $366K | 2K | 0.04 |
| Cracker Barrel Old Country Store Inc | Long | Equity-common | US | $282K | 7K | 0.03 |
| Crawford & Co | Long | Equity-common | US | $40K | 5K | 0.00 |
| CREDIT AGRICOLE CIB, NY | Long | Short-term investment vehicle | US | $2M | – | 0.24 |
| CREDIT INDUSRIAL ET COMM, LONDON | Long | Short-term investment vehicle | US | $979K | – | 0.12 |
| Credo Technology Group Holding Ltd | Long | Equity-common | KY | $1M | 39K | 0.15 |
| Crescent Energy Co | Long | Equity-common | US | $310K | 26K | 0.04 |
| Cricut Inc | Long | Equity-common | US | $94K | 16K | 0.01 |
| Crinetics Pharmaceuticals Inc | Long | Equity-common | US | $922K | 21K | 0.11 |
| Cross Country Healthcare Inc | Long | Equity-common | US | $152K | 11K | 0.02 |
| CrossFirst Bankshares Inc | Long | Equity-common | US | $232K | 17K | 0.03 |
| CryoPort Inc | Long | Equity-common | US | $73K | 11K | 0.01 |
| CS Disco Inc | Long | Equity-common | US | $7K | 1K | 0.00 |
| CSG Systems International Inc | Long | Equity-common | US | $394K | 10K | 0.05 |
| CSW Industrials Inc | Long | Equity-common | US | $1M | 5K | 0.15 |
| CTO Realty Growth Inc | Long | Equity-common | US | $140K | 8K | 0.02 |
| CTS Corp | Long | Equity-common | US | $484K | 10K | 0.06 |
| Cullinan Therapeutics Inc | Long | Equity-common | US | $135K | 8K | 0.02 |
| Cushman & Wakefield PLC | Long | Equity-common | GB | $625K | 60K | 0.07 |
| Custom Truck One Source Inc | Long | Equity-common | US | $42K | 10K | 0.01 |
| Customers Bancorp Inc | Long | Equity-common | US | $455K | 9K | 0.05 |
| CVB Financial Corp | Long | Equity-common | US | $733K | 43K | 0.09 |
| CVR Energy Inc | Long | Equity-common | US | $270K | 10K | 0.03 |
| Cytek Biosciences Inc | Long | Equity-common | US | $181K | 32K | 0.02 |
| Cytokinetics Inc | Long | Equity-common | US | $2M | 33K | 0.21 |
| Daily Journal Corp | Long | Equity-common | US | $163K | 413 | 0.02 |
| Dakota Gold Corp | Long | Equity-common | US | $21K | 8K | 0.00 |
| Daktronics Inc | Long | Equity-common | US | $168K | 12K | 0.02 |
| Dana Inc | Long | Equity-common | US | $485K | 40K | 0.06 |
| Dave & Buster's Entertainment Inc | Long | Equity-common | US | $435K | 11K | 0.05 |
| Day One Biopharmaceuticals Inc | Long | Equity-common | US | $293K | 21K | 0.03 |
| Definitive Healthcare Corp | Long | Equity-common | US | $44K | 8K | 0.01 |
| Delek US Holdings Inc | Long | Equity-common | US | $507K | 20K | 0.06 |
| Deluxe Corp | Long | Equity-common | US | $283K | 13K | 0.03 |
| Denali Therapeutics Inc | Long | Equity-common | US | $866K | 37K | 0.10 |
| Denny's Corp | Long | Equity-common | US | $102K | 14K | 0.01 |
| Design Therapeutics Inc | Long | Equity-common | US | $39K | 12K | 0.00 |
| Designer Brands Inc | Long | Equity-common | US | $85K | 12K | 0.01 |
| Desktop Metal Inc | Long | Equity-common | US | $13K | 3K | 0.00 |
| Destination XL Group Inc | Long | Equity-common | US | $30K | 8K | 0.00 |
| DHT Holdings Inc | Long | Equity-common | MH | $490K | 42K | 0.06 |
| Diamond Hill Investment Group Inc | Long | Equity-common | US | $115K | 815 | 0.01 |
| Diamond Offshore Drilling Inc | Long | Equity-common | US | $497K | 32K | 0.06 |
| DiamondRock Hospitality Co | Long | Equity-common | US | $520K | 62K | 0.06 |
| Digi International Inc | Long | Equity-common | US | $261K | 11K | 0.03 |
| Digimarc Corp | Long | Equity-common | US | $132K | 4K | 0.02 |
| Digital Turbine Inc | Long | Equity-common | US | $14K | 8K | 0.00 |
| DigitalBridge Group Inc | Long | Equity-common | US | $691K | 50K | 0.08 |
| DigitalOcean Holdings Inc | Long | Equity-common | US | $689K | 20K | 0.08 |
| Dillard's Inc | Long | Equity-common | US | $487K | 1K | 0.06 |
| Dime Community Bancshares Inc | Long | Equity-common | US | $231K | 11K | 0.03 |
| Dine Brands Global Inc | Long | Equity-common | US | $190K | 5K | 0.02 |
| Diodes Inc | Long | Equity-common | US | $1M | 14K | 0.12 |
| Disc Medicine Inc | Long | Equity-common | US | $137K | 3K | 0.02 |
| Distribution Solutions Group Inc | Long | Equity-common | US | $102K | 3K | 0.01 |
| Diversified Healthcare Trust | Long | Equity-common | US | $195K | 64K | 0.02 |
| DMC Global Inc | Long | Equity-common | US | $98K | 7K | 0.01 |
| DNOW Inc | Long | Equity-common | US | $464K | 34K | 0.06 |
| DocGo Inc | Long | Equity-common | US | $41K | 13K | 0.00 |
| Dole PLC | Long | Equity-common | IE | $297K | 24K | 0.04 |
| Domo Inc | Long | Equity-common | US | $29K | 4K | 0.00 |
| Donegal Group Inc | Long | Equity-common | US | $67K | 5K | 0.01 |
| Donnelley Financial Solutions Inc | Long | Equity-common | US | $468K | 8K | 0.06 |
| Dorian LPG Ltd | Long | Equity-common | MH | $465K | 11K | 0.06 |
| Dorman Products Inc | Long | Equity-common | US | $740K | 8K | 0.09 |
| Douglas Dynamics Inc | Long | Equity-common | US | $179K | 8K | 0.02 |
| Douglas Emmett Inc | Long | Equity-common | US | $669K | 50K | 0.08 |
| Dream Finders Homes Inc | Long | Equity-common | US | $210K | 8K | 0.03 |
| Dril-Quip Inc | Long | Equity-common | US | $219K | 12K | 0.03 |
| Duckhorn Portfolio Inc/The | Long | Equity-common | US | $126K | 18K | 0.02 |
| Ducommun Inc | Long | Equity-common | US | $254K | 4K | 0.03 |
| Duolingo Inc | Long | Equity-common | US | $2M | 9K | 0.23 |
| DXP Enterprises Inc/TX | Long | Equity-common | US | $182K | 4K | 0.02 |
| Dycom Industries Inc | Long | Equity-common | US | $2M | 9K | 0.18 |
| Dynavax Technologies Corp | Long | Equity-common | US | $488K | 43K | 0.06 |
| Dyne Therapeutics Inc | Long | Equity-common | US | $778K | 22K | 0.09 |
| Dynex Capital Inc | Long | Equity-common | US | $175K | 15K | 0.02 |
| DZ BANK AG NEW YORK | Long | Short-term investment vehicle | US | $2M | – | 0.24 |
| E-MINI RUSS 2000 SEP24 (Chicago Mercantile Exchange) | Derivative-equity | US | $-159K | – | -0.02 | |
| E2open Parent Holdings Inc | Long | Equity-common | US | $246K | 55K | 0.03 |
| Eagle Bancorp Inc | Long | Equity-common | US | $189K | 10K | 0.02 |
| Easterly Government Properties Inc | Long | Equity-common | US | $339K | 27K | 0.04 |
| Eastern Bankshares Inc | Long | Equity-common | US | $708K | 51K | 0.08 |
| Eastman Kodak Co | Long | Equity-common | US | $65K | 12K | 0.01 |
| EchoStar Corp | Long | Equity-common | US | $676K | 38K | 0.08 |
| Ecovyst Inc | Long | Equity-common | US | $246K | 27K | 0.03 |
| Edgewell Personal Care Co | Long | Equity-common | US | $612K | 15K | 0.07 |
| Edgewise Therapeutics Inc | Long | Equity-common | US | $340K | 19K | 0.04 |
| Editas Medicine Inc | Long | Equity-common | US | $73K | 16K | 0.01 |
| eHealth Inc | Long | Equity-common | US | $41K | 9K | 0.00 |
| El Pollo Loco Holdings Inc | Long | Equity-common | US | $101K | 9K | 0.01 |
| elf Beauty Inc | Long | Equity-common | US | $4M | 17K | 0.42 |
| Ellington Financial Inc | Long | Equity-common | US | $263K | 22K | 0.03 |
| Elme Communities | Long | Equity-common | US | $437K | 27K | 0.05 |
| Embecta Corp | Long | Equity-common | US | $246K | 20K | 0.03 |
| Emergent BioSolutions Inc | Long | Equity-common | US | $114K | 17K | 0.01 |
| Empire State Realty Trust Inc | Long | Equity-common | US | $383K | 41K | 0.05 |
| Employers Holdings Inc | Long | Equity-common | US | $366K | 9K | 0.04 |
| Enact Holdings Inc | Long | Equity-common | US | $286K | 9K | 0.03 |
| Enanta Pharmaceuticals Inc | Long | Equity-common | US | $88K | 7K | 0.01 |
| Encore Capital Group Inc | Long | Equity-common | US | $319K | 8K | 0.04 |
| Encore Energy Corp | Long | Equity-common | CA | $193K | 49K | 0.02 |
| Encore Wire Corp | Long | Equity-common | US | $1M | 5K | 0.16 |
| Energizer Holdings Inc | Long | Equity-common | US | $659K | 22K | 0.08 |
| Energy Fuels Inc/Canada | Long | Equity-common | CA | $273K | 45K | 0.03 |
| Energy Recovery Inc | Long | Equity-common | US | $209K | 16K | 0.02 |
| Enerpac Tool Group Corp | Long | Equity-common | US | $665K | 17K | 0.08 |
| EnerSys | Long | Equity-common | US | $1M | 13K | 0.16 |
| Enfusion Inc | Long | Equity-common | US | $113K | 13K | 0.01 |
| Enhabit Inc | Long | Equity-common | US | $154K | 17K | 0.02 |
| Enliven Therapeutics Inc | Long | Equity-common | US | $184K | 8K | 0.02 |
| Ennis Inc | Long | Equity-common | US | $175K | 8K | 0.02 |
| Enova International Inc | Long | Equity-common | US | $578K | 9K | 0.07 |
| Enovix Corp | Long | Equity-common | US | $714K | 46K | 0.09 |
| Enpro Inc | Long | Equity-common | US | $946K | 6K | 0.11 |
| Ensign Group Inc/The | Long | Equity-common | US | $2M | 17K | 0.25 |
| Enstar Group Ltd | Long | Equity-common | BM | $1M | 4K | 0.14 |
| Enterprise Bancorp Inc/MA | Long | Equity-common | US | $83K | 3K | 0.01 |
| Enterprise Financial Services Corp | Long | Equity-common | US | $456K | 11K | 0.05 |
| Entrada Therapeutics Inc | Long | Equity-common | US | $106K | 7K | 0.01 |
| Envestnet Inc | Long | Equity-common | US | $1M | 16K | 0.12 |
| Enviri Corp | Long | Equity-common | US | $213K | 25K | 0.03 |
| ePlus Inc | Long | Equity-common | US | $622K | 8K | 0.07 |
| Equitrans Midstream Corp | Long | Equity-common | US | $2M | 136K | 0.21 |
| Equity Bancshares Inc | Long | Equity-common | US | $163K | 5K | 0.02 |
| Equity Commonwealth | Long | Equity-common | US | $644K | 33K | 0.08 |
| Erasca Inc | Long | Equity-common | US | $32K | 13K | 0.00 |
| Escalade Inc | Long | Equity-common | US | $47K | 3K | 0.01 |
| ESCO Technologies Inc | Long | Equity-common | US | $838K | 8K | 0.10 |
| Esquire Financial Holdings Inc | Long | Equity-common | US | $114K | 2K | 0.01 |
| ESSA Bancorp Inc | Long | Equity-common | US | $53K | 3K | 0.01 |
| Essent Group Ltd | Long | Equity-common | BM | $2M | 33K | 0.22 |
| Essential Properties Realty Trust Inc | Long | Equity-common | US | $1M | 49K | 0.16 |
| Ethan Allen Interiors Inc | Long | Equity-common | US | $213K | 8K | 0.03 |
| European Wax Center Inc | Long | Equity-common | US | $116K | 12K | 0.01 |
| Evans Bancorp Inc | Long | Equity-common | US | $51K | 2K | 0.01 |
| Eventbrite Inc | Long | Equity-common | US | $67K | 14K | 0.01 |
| Everbridge Inc | Long | Equity-common | US | $467K | 13K | 0.06 |
| EverCommerce Inc | Long | Equity-common | US | $90K | 8K | 0.01 |
| Everi Holdings Inc | Long | Equity-common | US | $203K | 24K | 0.02 |
| EverQuote Inc | Long | Equity-common | US | $143K | 7K | 0.02 |
| EVERTEC Inc | Long | Equity-common | PR | $697K | 21K | 0.08 |
| EVgo Inc | Long | Equity-common | US | $42K | 17K | 0.00 |
| Evolent Health Inc | Long | Equity-common | US | $680K | 36K | 0.08 |
| Evolus Inc | Long | Equity-common | US | $137K | 13K | 0.02 |
| Evolution Petroleum Corp | Long | Equity-common | US | $15K | 3K | 0.00 |
| Evolv Technologies Holdings Inc | Long | Equity-common | US | $96K | 38K | 0.01 |
| EW Scripps Co/The | Long | Equity-common | US | $62K | 20K | 0.01 |
| Excelerate Energy Inc | Long | Equity-common | US | $125K | 7K | 0.01 |
| ExlService Holdings Inc | Long | Equity-common | US | $2M | 50K | 0.19 |
| eXp World Holdings Inc | Long | Equity-common | US | $222K | 20K | 0.03 |
| Exponent Inc | Long | Equity-common | US | $1M | 16K | 0.18 |
| Expro Group Holdings NV | Long | Equity-common | NL | $669K | 29K | 0.08 |
| Extreme Networks Inc | Long | Equity-common | US | $530K | 39K | 0.06 |
| EyePoint Pharmaceuticals Inc | Long | Equity-common | US | $105K | 12K | 0.01 |
| F&G Annuities & Life Inc | Long | Equity-common | US | $246K | 6K | 0.03 |
| Fabrinet | Long | Equity-common | KY | $3M | 11K | 0.33 |
| Farmers & Merchants Bancorp Inc/Archbold OH | Long | Equity-common | US | $96K | 4K | 0.01 |
| Farmers National Banc Corp | Long | Equity-common | US | $137K | 11K | 0.02 |
| Farmland Partners Inc | Long | Equity-common | US | $162K | 14K | 0.02 |
| FARO Technologies Inc | Long | Equity-common | US | $106K | 7K | 0.01 |
| Fastly Inc | Long | Equity-common | US | $255K | 35K | 0.03 |
| Fate Therapeutics Inc | Long | Equity-common | US | $39K | 12K | 0.00 |
| FB Financial Corp | Long | Equity-common | US | $430K | 11K | 0.05 |
| Federal Agricultural Mortgage Corp | Long | Equity-common | US | $525K | 3K | 0.06 |
| Federal Signal Corp | Long | Equity-common | US | $2M | 19K | 0.19 |
| Fidelis Insurance Holdings Ltd | Long | Equity-common | BM | $323K | 20K | 0.04 |
| Fidelity D&D Bancorp Inc | Long | Equity-common | US | $70K | 2K | 0.01 |
| Figs Inc | Long | Equity-common | US | $218K | 41K | 0.03 |
| Financial Institutions Inc | Long | Equity-common | US | $93K | 5K | 0.01 |
| First Advantage Corp | Long | Equity-common | US | $287K | 18K | 0.03 |
| First Bancorp Inc/The | Long | Equity-common | US | $93K | 4K | 0.01 |
| First BanCorp/Puerto Rico | Long | Equity-common | PR | $951K | 52K | 0.11 |
| First Bancorp/Southern Pines NC | Long | Equity-common | US | $413K | 13K | 0.05 |
| First Bancshares Inc/The | Long | Equity-common | US | $266K | 10K | 0.03 |
| First Bank/Hamilton NJ | Long | Equity-common | US | $71K | 6K | 0.01 |
| First Busey Corp | Long | Equity-common | US | $404K | 17K | 0.05 |
| First Business Financial Services Inc | Long | Equity-common | US | $102K | 3K | 0.01 |
| First Commonwealth Financial Corp | Long | Equity-common | US | $435K | 31K | 0.05 |
| First Community Bankshares Inc | Long | Equity-common | US | $208K | 6K | 0.02 |
| First Financial Bancorp | Long | Equity-common | US | $653K | 29K | 0.08 |
| First Financial Bankshares Inc | Long | Equity-common | US | $1M | 41K | 0.14 |
| First Financial Corp/IN | Long | Equity-common | US | $147K | 4K | 0.02 |
| First Foundation Inc | Long | Equity-common | US | $106K | 16K | 0.01 |
| First Interstate BancSystem Inc | Long | Equity-common | US | $725K | 26K | 0.09 |
| First Merchants Corp | Long | Equity-common | US | $614K | 18K | 0.07 |
| First Mid Bancshares Inc | Long | Equity-common | US | $245K | 7K | 0.03 |
| First of Long Island Corp/The | Long | Equity-common | US | $29K | 3K | 0.00 |
| First Watch Restaurant Group Inc | Long | Equity-common | US | $135K | 8K | 0.02 |
| First Western Financial Inc | Long | Equity-common | US | $44K | 3K | 0.01 |
| FirstCash Holdings Inc | Long | Equity-common | US | $1M | 12K | 0.15 |
| Five Star Bancorp | Long | Equity-common | US | $126K | 5K | 0.02 |
| FLEX LNG Ltd | Long | Equity-common | BM | $271K | 10K | 0.03 |
| Fluence Energy Inc | Long | Equity-common | US | $335K | 19K | 0.04 |
| Fluor Corp | Long | Equity-common | US | $2M | 44K | 0.23 |
| Flushing Financial Corp | Long | Equity-common | US | $104K | 8K | 0.01 |
| Flywire Corp | Long | Equity-common | US | $558K | 34K | 0.07 |
| Foot Locker Inc | Long | Equity-common | US | $638K | 26K | 0.08 |
| Forestar Group Inc | Long | Equity-common | US | $178K | 6K | 0.02 |
| Forge Global Holdings Inc | Long | Equity-common | US | $19K | 13K | 0.00 |
| FormFactor Inc | Long | Equity-common | US | $1M | 24K | 0.17 |
| Forrester Research Inc | Long | Equity-common | US | $57K | 3K | 0.01 |
| Forum Energy Technologies Inc | Long | Equity-common | US | $56K | 3K | 0.01 |
| Forward Air Corp | Long | Equity-common | US | $163K | 9K | 0.02 |
| Four Corners Property Trust Inc | Long | Equity-common | US | $696K | 28K | 0.08 |
| Fox Factory Holding Corp | Long | Equity-common | US | $642K | 13K | 0.08 |
| Franklin BSP Realty Trust Inc | Long | Equity-common | US | $367K | 29K | 0.04 |
| Franklin Covey Co | Long | Equity-common | US | $146K | 4K | 0.02 |
| Franklin Electric Co Inc | Long | Equity-common | US | $1M | 14K | 0.17 |
| Fresh Del Monte Produce Inc | Long | Equity-common | KY | $250K | 11K | 0.03 |
| Freshworks Inc | Long | Equity-common | US | $670K | 53K | 0.08 |
| Frontdoor Inc | Long | Equity-common | US | $855K | 25K | 0.10 |
| Frontier Group Holdings Inc | Long | Equity-common | US | $37K | 7K | 0.00 |
| FRP Holdings Inc | Long | Equity-common | US | $130K | 5K | 0.02 |
| FS Bancorp Inc | Long | Equity-common | US | $83K | 2K | 0.01 |
| FTAI Aviation Ltd | Long | Equity-common | KY | $3M | 31K | 0.38 |
| FTAI Infrastructure Inc | Long | Equity-common | US | $296K | 34K | 0.04 |
| fuboTV Inc | Long | Equity-common | US | $120K | 97K | 0.01 |
| FuelCell Energy Inc | Long | Equity-common | US | $68K | 107K | 0.01 |
| Fulgent Genetics Inc | Long | Equity-common | US | $146K | 7K | 0.02 |
| Full House Resorts Inc | Long | Equity-common | US | $17K | 3K | 0.00 |
| Fulton Financial Corp | Long | Equity-common | US | $865K | 51K | 0.10 |
| Funko Inc | Long | Equity-common | US | $116K | 12K | 0.01 |
| FVCBankcorp Inc | Long | Equity-common | US | $56K | 5K | 0.01 |
| G-III Apparel Group Ltd | Long | Equity-common | US | $373K | 14K | 0.04 |
| Gannett Co Inc | Long | Equity-common | US | $178K | 39K | 0.02 |
| GATX Corp | Long | Equity-common | US | $1M | 11K | 0.17 |
| GCM Grosvenor Inc | Long | Equity-common | US | $154K | 16K | 0.02 |
| Genco Shipping & Trading Ltd | Long | Equity-common | MH | $301K | 14K | 0.04 |
| Gencor Industries Inc | Long | Equity-common | US | $69K | 4K | 0.01 |
| Generation Bio Co | Long | Equity-common | US | $9K | 3K | 0.00 |
| Genesco Inc | Long | Equity-common | US | $102K | 4K | 0.01 |
| Genie Energy Ltd | Long | Equity-common | US | $97K | 7K | 0.01 |
| Gentherm Inc | Long | Equity-common | US | $497K | 10K | 0.06 |
| Genworth Financial Inc | Long | Equity-common | US | $828K | 137K | 0.10 |
| GEO Group Inc/The | Long | Equity-common | US | $518K | 36K | 0.06 |
| German American Bancorp Inc | Long | Equity-common | US | $331K | 9K | 0.04 |
| Geron Corp | Long | Equity-common | US | $661K | 156K | 0.08 |
| Getty Realty Corp | Long | Equity-common | US | $424K | 16K | 0.05 |
| Gevo Inc | Long | Equity-common | US | $10K | 18K | 0.00 |
| Gibraltar Industries Inc | Long | Equity-common | US | $674K | 10K | 0.08 |
| Glacier Bancorp Inc | Long | Equity-common | US | $1M | 35K | 0.15 |
| Gladstone Commercial Corp | Long | Equity-common | US | $189K | 13K | 0.02 |
| Gladstone Land Corp | Long | Equity-common | US | $148K | 11K | 0.02 |
| Glaukos Corp | Long | Equity-common | US | $2M | 15K | 0.21 |
| Global Business Travel Group I | Long | Equity-common | US | $33K | 5K | 0.00 |
| Global Industrial Co | Long | Equity-common | US | $125K | 4K | 0.01 |
| Global Medical REIT Inc | Long | Equity-common | US | $141K | 15K | 0.02 |
| Global Net Lease Inc | Long | Equity-common | US | $403K | 55K | 0.05 |
| Global Water Resources Inc | Long | Equity-common | US | $44K | 4K | 0.01 |
| Globalstar Inc | Long | Equity-common | US | $221K | 197K | 0.03 |
| GMS Inc | Long | Equity-common | US | $1M | 12K | 0.12 |
| Gogo Inc | Long | Equity-common | US | $199K | 21K | 0.02 |
| Golar LNG Ltd | Long | Equity-common | BM | $967K | 31K | 0.12 |
| Golden Entertainment Inc | Long | Equity-common | US | $221K | 7K | 0.03 |
| Golden Ocean Group Ltd | Long | Equity-common | BM | $508K | 37K | 0.06 |
| Goodyear Tire & Rubber Co/The | Long | Equity-common | US | $976K | 86K | 0.12 |
| Goosehead Insurance Inc | Long | Equity-common | US | $385K | 7K | 0.05 |
| GoPro Inc | Long | Equity-common | US | $21K | 15K | 0.00 |
| Gorman-Rupp Co/The | Long | Equity-common | US | $268K | 7K | 0.03 |
| GrafTech International Ltd | Long | Equity-common | US | $33K | 34K | 0.00 |
| Graham Holdings Co | Long | Equity-common | US | $760K | 1K | 0.09 |
| Granite Construction Inc | Long | Equity-common | US | $867K | 14K | 0.10 |
| Granite Point Mortgage Trust Inc | Long | Equity-common | US | $12K | 4K | 0.00 |
| Granite Ridge Resources Inc | Long | Equity-common | US | $59K | 9K | 0.01 |
| Gray Television Inc | Long | Equity-common | US | $109K | 21K | 0.01 |
| Great Lakes Dredge & Dock Corp | Long | Equity-common | US | $147K | 17K | 0.02 |
| Great Southern Bancorp Inc | Long | Equity-common | US | $151K | 3K | 0.02 |
| Green Brick Partners Inc | Long | Equity-common | US | $465K | 8K | 0.06 |
| Green Dot Corp | Long | Equity-common | US | $104K | 11K | 0.01 |
| Green Plains Inc | Long | Equity-common | US | $310K | 20K | 0.04 |
| Greenbrier Cos Inc/The | Long | Equity-common | US | $481K | 10K | 0.06 |
| Greene County Bancorp Inc | Long | Equity-common | US | $82K | 2K | 0.01 |
| Greenlight Capital Re Ltd | Long | Equity-common | KY | $107K | 8K | 0.01 |
| Greif Inc | Long | Equity-common | US | $429K | 7K | 0.05 |
| Greif Inc | Long | Equity-common | US | $118K | 2K | 0.01 |
| Grid Dynamics Holdings Inc | Long | Equity-common | US | $146K | 14K | 0.02 |
| Griffon Corp | Long | Equity-common | US | $809K | 13K | 0.10 |
| Grindr Inc | Long | Equity-common | US | $177K | 14K | 0.02 |
| Group 1 Automotive Inc | Long | Equity-common | US | $1M | 4K | 0.15 |
| GrowGeneration Corp | Long | Equity-common | US | $40K | 19K | 0.00 |
| Guaranty Bancshares Inc/TX | Long | Equity-common | US | $92K | 3K | 0.01 |
| Guardant Health Inc | Long | Equity-common | US | $1M | 35K | 0.12 |
| Guess? Inc | Long | Equity-common | US | $197K | 10K | 0.02 |
| Gulfport Energy Corp | Long | Equity-common | US | $519K | 3K | 0.06 |
| H&E Equipment Services Inc | Long | Equity-common | US | $462K | 10K | 0.05 |
| Hackett Group Inc/The | Long | Equity-common | US | $182K | 8K | 0.02 |
| Haemonetics Corp | Long | Equity-common | US | $1M | 16K | 0.15 |
| Hain Celestial Group Inc/The | Long | Equity-common | US | $164K | 24K | 0.02 |
| Hallador Energy Co | Long | Equity-common | US | $56K | 7K | 0.01 |
| Halozyme Therapeutics Inc | Long | Equity-common | US | $2M | 40K | 0.25 |
| Hamilton Insurance Group Ltd | Long | Equity-common | BM | $97K | 6K | 0.01 |
| Hamilton Lane Inc | Long | Equity-common | US | $1M | 11K | 0.17 |
| Hancock Whitney Corp | Long | Equity-common | US | $1M | 27K | 0.15 |
| Hanesbrands Inc | Long | Equity-common | US | $524K | 106K | 0.06 |
| Hanmi Financial Corp | Long | Equity-common | US | $122K | 7K | 0.01 |
| Hannon Armstrong Sustainable Infrastructure Capital Inc | Long | Equity-common | US | $1M | 35K | 0.12 |
| HarborOne Bancorp Inc | Long | Equity-common | US | $140K | 13K | 0.02 |
| Harmonic Inc | Long | Equity-common | US | $397K | 34K | 0.05 |
| Harmony Biosciences Holdings Inc | Long | Equity-common | US | $337K | 11K | 0.04 |
| Harrow Inc | Long | Equity-common | US | $183K | 9K | 0.02 |
| Haverty Furniture Cos Inc | Long | Equity-common | US | $125K | 5K | 0.01 |
| Hawaiian Holdings Inc | Long | Equity-common | US | $198K | 16K | 0.02 |
| Hawkins Inc | Long | Equity-common | US | $546K | 6K | 0.07 |
| Haynes International Inc | Long | Equity-common | US | $247K | 4K | 0.03 |
| HB Fuller Co | Long | Equity-common | US | $1M | 17K | 0.15 |
| HBT Financial Inc | Long | Equity-common | US | $94K | 5K | 0.01 |
| HCI Group Inc | Long | Equity-common | US | $217K | 2K | 0.03 |
| Health Catalyst Inc | Long | Equity-common | US | $112K | 17K | 0.01 |
| Healthcare Services Group Inc | Long | Equity-common | US | $258K | 24K | 0.03 |
| HealthEquity Inc | Long | Equity-common | US | $2M | 26K | 0.27 |
| HealthStream Inc | Long | Equity-common | US | $213K | 8K | 0.03 |
| Heartland Express Inc | Long | Equity-common | US | $181K | 15K | 0.02 |
| Heartland Financial USA Inc | Long | Equity-common | US | $574K | 13K | 0.07 |
| Hecla Mining Co | Long | Equity-common | US | $919K | 189K | 0.11 |
| Heidrick & Struggles International Inc | Long | Equity-common | US | $198K | 6K | 0.02 |
| Helen of Troy Ltd | Long | Equity-common | BM | $676K | 7K | 0.08 |
| Helios Technologies Inc | Long | Equity-common | US | $494K | 10K | 0.06 |
| Helix Energy Solutions Group Inc | Long | Equity-common | US | $534K | 45K | 0.06 |
| Helmerich & Payne Inc | Long | Equity-common | US | $1M | 30K | 0.13 |
| Herbalife Ltd | Long | Equity-common | KY | $320K | 31K | 0.04 |
| Herc Holdings Inc | Long | Equity-common | US | $1M | 9K | 0.14 |
| Heritage Commerce Corp | Long | Equity-common | US | $124K | 14K | 0.01 |
| Heritage Financial Corp/WA | Long | Equity-common | US | $222K | 12K | 0.03 |
| Heron Therapeutics Inc | Long | Equity-common | US | $116K | 33K | 0.01 |
| HF Foods Group Inc | Long | Equity-common | US | $6K | 2K | 0.00 |
| Hibbett Inc | Long | Equity-common | US | $312K | 4K | 0.04 |
| HighPeak Energy Inc | Long | Equity-common | US | $61K | 4K | 0.01 |
| Hillenbrand Inc | Long | Equity-common | US | $867K | 22K | 0.10 |
| HilleVax Inc | Long | Equity-common | US | $132K | 9K | 0.02 |
| Hillman Solutions Corp | Long | Equity-common | US | $582K | 66K | 0.07 |
| Hilltop Holdings Inc | Long | Equity-common | US | $450K | 14K | 0.05 |
| Hilton Grand Vacations Inc | Long | Equity-common | US | $988K | 24K | 0.12 |
| Himalaya Shipping Ltd | Long | Equity-common | BM | $96K | 10K | 0.01 |
| Hims & Hers Health Inc | Long | Equity-common | US | $812K | 40K | 0.10 |
| Hingham Institution For Savings The | Long | Equity-common | US | $85K | 473 | 0.01 |
| Hippo Holdings Inc | Long | Equity-common | US | $65K | 4K | 0.01 |
| HNI Corp | Long | Equity-common | US | $647K | 14K | 0.08 |
| Holley Inc | Long | Equity-common | US | $65K | 18K | 0.01 |
| Home Bancorp Inc | Long | Equity-common | US | $111K | 3K | 0.01 |
| Home BancShares Inc/AR | Long | Equity-common | US | $1M | 59K | 0.17 |
| HomeStreet Inc | Long | Equity-common | US | $19K | 2K | 0.00 |
| HomeTrust Bancshares Inc | Long | Equity-common | US | $163K | 5K | 0.02 |
| Hooker Furnishings Corp | Long | Equity-common | US | $54K | 4K | 0.01 |
| Hope Bancorp Inc | Long | Equity-common | US | $343K | 32K | 0.04 |
| Horace Mann Educators Corp | Long | Equity-common | US | $448K | 14K | 0.05 |
| Horizon Bancorp Inc/IN | Long | Equity-common | US | $181K | 15K | 0.02 |
| Hovnanian Enterprises Inc | Long | Equity-common | US | $216K | 2K | 0.03 |
| Hub Group Inc | Long | Equity-common | US | $843K | 20K | 0.10 |
| Hudson Pacific Properties Inc | Long | Equity-common | US | $161K | 33K | 0.02 |
| Hudson Technologies Inc | Long | Equity-common | US | $121K | 14K | 0.01 |
| Humacyte Inc | Long | Equity-common | US | $103K | 22K | 0.01 |
| Huron Consulting Group Inc | Long | Equity-common | US | $595K | 6K | 0.07 |
| Hyliion Holdings Corp | Long | Equity-common | US | $82K | 50K | 0.01 |
| Hyster-Yale Inc | Long | Equity-common | US | $263K | 4K | 0.03 |
| i-80 Gold Corp | Long | Equity-common | CA | $33K | 31K | 0.00 |
| I3 Verticals Inc | Long | Equity-common | US | $156K | 7K | 0.02 |
| IBEX Holdings Ltd | Long | Equity-common | BM | $49K | 3K | 0.01 |
| ICF International Inc | Long | Equity-common | US | $858K | 6K | 0.10 |
| Ichor Holdings Ltd | Long | Equity-common | KY | $349K | 9K | 0.04 |
| Ideaya Biosciences Inc | Long | Equity-common | US | $744K | 21K | 0.09 |
| IDT Corp | Long | Equity-common | US | $180K | 5K | 0.02 |
| IES Holdings Inc | Long | Equity-common | US | $343K | 2K | 0.04 |
| IMAX Corp | Long | Equity-common | CA | $226K | 13K | 0.03 |
| Immersion Corp | Long | Equity-common | US | $92K | 10K | 0.01 |
| ImmunityBio Inc | Long | Equity-common | US | $232K | 37K | 0.03 |
| Immunovant Inc | Long | Equity-common | US | $478K | 18K | 0.06 |
| Impinj Inc | Long | Equity-common | US | $1M | 7K | 0.14 |
| Inari Medical Inc | Long | Equity-common | US | $804K | 17K | 0.10 |
| Independence Realty Trust Inc | Long | Equity-common | US | $1M | 73K | 0.16 |
| Independent Bank Corp | Long | Equity-common | US | $690K | 14K | 0.08 |
| Independent Bank Corp/MI | Long | Equity-common | US | $199K | 7K | 0.02 |
| Independent Bank Group Inc | Long | Equity-common | US | $505K | 11K | 0.06 |
| indie Semiconductor Inc | Long | Equity-common | US | $314K | 51K | 0.04 |
| Infinera Corp | Long | Equity-common | US | $380K | 62K | 0.05 |
| ING (US) Funding LLC | Long | Short-term investment vehicle | US | $3M | – | 0.36 |
| ING (US) Funding LLC | Long | Short-term investment vehicle | US | $2M | – | 0.18 |
| Ingevity Corp | Long | Equity-common | US | $520K | 12K | 0.06 |
| Ingles Markets Inc | Long | Equity-common | US | $305K | 4K | 0.04 |
| Inhibrx Biosciences Inc | Long | Equity-common | US | $39K | 3K | 0.00 |
| Inmode Ltd | Long | Equity-common | IL | $475K | 26K | 0.06 |
| Innodata Inc | Long | Equity-common | US | $123K | 8K | 0.01 |
| Innospec Inc | Long | Equity-common | US | $961K | 8K | 0.11 |
| Innovative Industrial Properties Inc | Long | Equity-common | US | $933K | 9K | 0.11 |
| Innoviva Inc | Long | Equity-common | US | $301K | 18K | 0.04 |
| Inogen Inc | Long | Equity-common | US | $62K | 8K | 0.01 |
| Inozyme Pharma Inc | Long | Equity-common | US | $69K | 16K | 0.01 |
| Insight Enterprises Inc | Long | Equity-common | US | $2M | 9K | 0.21 |
| Insmed Inc | Long | Equity-common | US | $3M | 47K | 0.37 |
| Insperity Inc | Long | Equity-common | US | $1M | 11K | 0.12 |
| Inspired Entertainment Inc | Long | Equity-common | US | $65K | 7K | 0.01 |
| Installed Building Products Inc | Long | Equity-common | US | $2M | 7K | 0.18 |
| Insteel Industries Inc | Long | Equity-common | US | $183K | 6K | 0.02 |
| Instructure Holdings Inc | Long | Equity-common | US | $143K | 6K | 0.02 |
| Intapp Inc | Long | Equity-common | US | $476K | 13K | 0.06 |
| Integer Holdings Corp | Long | Equity-common | US | $1M | 10K | 0.14 |
| Integral Ad Science Holding Corp | Long | Equity-common | US | $216K | 22K | 0.03 |
| Intellia Therapeutics Inc | Long | Equity-common | US | $623K | 28K | 0.07 |
| Inter Parfums Inc | Long | Equity-common | US | $687K | 6K | 0.08 |
| InterDigital Inc | Long | Equity-common | US | $926K | 8K | 0.11 |
| Interface Inc | Long | Equity-common | US | $245K | 17K | 0.03 |
| International Bancshares Corp | Long | Equity-common | US | $950K | 17K | 0.11 |
| International Game Technology PLC | Long | Equity-common | GB | $714K | 35K | 0.09 |
| International Money Express Inc | Long | Equity-common | US | $239K | 11K | 0.03 |
| International Seaways Inc | Long | Equity-common | MH | $760K | 13K | 0.09 |
| Intra-Cellular Therapies Inc | Long | Equity-common | US | $2M | 31K | 0.26 |
| Intrepid Potash Inc | Long | Equity-common | US | $84K | 4K | 0.01 |
| InvenTrust Properties Corp | Long | Equity-common | US | $530K | 21K | 0.06 |
| INVESCO GOVT AND AGCY LEX | Long | Short-term investment vehicle | US | $5M | 5M | 0.60 |
| Invesco Mortgage Capital Inc | Long | Equity-common | US | $133K | 14K | 0.02 |
| Investors Title Co | Long | Equity-common | US | $80K | 444 | 0.01 |
| IonQ Inc | Long | Equity-common | US | $382K | 54K | 0.05 |
| Iovance Biotherapeutics Inc | Long | Equity-common | US | $618K | 77K | 0.07 |
| iRadimed Corp | Long | Equity-common | US | $109K | 2K | 0.01 |
| iRhythm Technologies Inc | Long | Equity-common | US | $1M | 10K | 0.13 |
| iRobot Corp | Long | Equity-common | US | $81K | 9K | 0.01 |
| Ironwood Pharmaceuticals Inc | Long | Equity-common | US | $252K | 39K | 0.03 |
| iShares Russell 2000 ETF | Long | Equity-common | US | $26M | 128K | 3.10 |
| iTeos Therapeutics Inc | Long | Equity-common | US | $119K | 8K | 0.01 |
| Iteris Inc | Long | Equity-common | US | $23K | 5K | 0.00 |
| Itron Inc | Long | Equity-common | US | $1M | 14K | 0.17 |
| Ivanhoe Electric Inc / US | Long | Equity-common | US | $203K | 22K | 0.02 |
| J & J Snack Foods Corp | Long | Equity-common | US | $763K | 5K | 0.09 |
| J Jill Inc | Long | Equity-common | US | $53K | 2K | 0.01 |
| J M Smucker Co/The | Long | Equity-common | US | $109.04 | 1 | 0.00 |
| Jack in the Box Inc | Long | Equity-common | US | $338K | 7K | 0.04 |
| Jackson Financial Inc | Long | Equity-common | US | $2M | 25K | 0.22 |
| JAKKS Pacific Inc | Long | Equity-common | US | $44K | 2K | 0.01 |
| James River Group Holdings Ltd | Long | Equity-common | BM | $90K | 12K | 0.01 |
| Jamf Holding Corp | Long | Equity-common | US | $387K | 23K | 0.05 |
| Janus International Group Inc | Long | Equity-common | US | $362K | 29K | 0.04 |
| Janux Therapeutics Inc | Long | Equity-common | US | $239K | 6K | 0.03 |
| JBG SMITH Properties | Long | Equity-common | US | $461K | 30K | 0.05 |
| JELD-WEN Holding Inc | Long | Equity-common | US | $349K | 26K | 0.04 |
| JetBlue Airways Corp | Long | Equity-common | US | $614K | 101K | 0.07 |
| Joby Aviation Inc | Long | Equity-common | US | $439K | 86K | 0.05 |
| John B Sanfilippo & Son Inc | Long | Equity-common | US | $293K | 3K | 0.03 |
| John Bean Technologies Corp | Long | Equity-common | US | $942K | 10K | 0.11 |
| John Marshall Bancorp Inc | Long | Equity-common | US | $75K | 4K | 0.01 |
| John Wiley & Sons Inc | Long | Equity-common | US | $450K | 11K | 0.05 |
| Johnson Outdoors Inc | Long | Equity-common | US | $60K | 2K | 0.01 |
| Joint Corp/The | Long | Equity-common | US | $72K | 5K | 0.01 |
| Kadant Inc | Long | Equity-common | US | $1M | 4K | 0.13 |
| Kaiser Aluminum Corp | Long | Equity-common | US | $466K | 5K | 0.06 |
| KalVista Pharmaceuticals Inc | Long | Equity-common | US | $126K | 11K | 0.01 |
| Karat Packaging Inc | Long | Equity-common | US | $64K | 2K | 0.01 |
| KB Home | Long | Equity-common | US | $1M | 21K | 0.18 |
| Kearny Financial Corp/MD | Long | Equity-common | US | $45K | 7K | 0.01 |
| Kelly Services Inc | Long | Equity-common | US | $198K | 9K | 0.02 |
| Kennametal Inc | Long | Equity-common | US | $598K | 25K | 0.07 |
| Kennedy-Wilson Holdings Inc | Long | Equity-common | US | $363K | 37K | 0.04 |
| Keros Therapeutics Inc | Long | Equity-common | US | $379K | 8K | 0.05 |
| Kforce Inc | Long | Equity-common | US | $370K | 6K | 0.04 |
| Kimball Electronics Inc | Long | Equity-common | US | $172K | 8K | 0.02 |
| Kinetik Holdings Inc | Long | Equity-common | US | $488K | 12K | 0.06 |
| Kiniksa Pharmaceuticals International Plc | Long | Equity-common | GB | $207K | 11K | 0.02 |
| Kite Realty Group Trust | Long | Equity-common | US | $2M | 68K | 0.18 |
| KKR Real Estate Finance Trust Inc | Long | Equity-common | US | $140K | 15K | 0.02 |
| Knife River Corp | Long | Equity-common | US | $1M | 18K | 0.15 |
| Knowles Corp | Long | Equity-common | US | $479K | 28K | 0.06 |
| Kodiak Gas Services Inc | Long | Equity-common | US | $148K | 5K | 0.02 |
| Kontoor Brands Inc | Long | Equity-common | US | $1M | 17K | 0.14 |
| Koppers Holdings Inc | Long | Equity-common | US | $254K | 7K | 0.03 |
| Korn Ferry | Long | Equity-common | US | $1M | 16K | 0.13 |
| Kosmos Energy Ltd | Long | Equity-common | US | $766K | 138K | 0.09 |
| Kratos Defense & Security Solutions Inc | Long | Equity-common | US | $911K | 46K | 0.11 |
| Krispy Kreme Inc | Long | Equity-common | US | $319K | 30K | 0.04 |
| Kronos Worldwide Inc | Long | Equity-common | US | $88K | 7K | 0.01 |
| Krystal Biotech Inc | Long | Equity-common | US | $1M | 7K | 0.15 |
| Kulicke & Soffa Industries Inc | Long | Equity-common | US | $852K | 17K | 0.10 |
| Kura Oncology Inc | Long | Equity-common | US | $488K | 24K | 0.06 |
| Kura Sushi USA Inc | Long | Equity-common | US | $124K | 2K | 0.01 |
| Kymera Therapeutics Inc | Long | Equity-common | US | $388K | 13K | 0.05 |
| La-Z-Boy Inc | Long | Equity-common | US | $499K | 13K | 0.06 |
| Ladder Capital Corp | Long | Equity-common | US | $401K | 36K | 0.05 |
| Lakeland Financial Corp | Long | Equity-common | US | $473K | 8K | 0.06 |
| Lancaster Colony Corp | Long | Equity-common | US | $1M | 6K | 0.14 |
| Lands' End Inc | Long | Equity-common | US | $65K | 5K | 0.01 |
| Landsea Homes Corp | Long | Equity-common | US | $67K | 7K | 0.01 |
| Lantheus Holdings Inc | Long | Equity-common | US | $2M | 21K | 0.20 |
| Larimar Therapeutics Inc | Long | Equity-common | US | $64K | 9K | 0.01 |
| Latham Group Inc | Long | Equity-common | US | $41K | 14K | 0.00 |
| Laureate Education Inc | Long | Equity-common | US | $612K | 41K | 0.07 |
| LCI Industries | Long | Equity-common | US | $815K | 8K | 0.10 |
| LCNB Corp | Long | Equity-common | US | $51K | 4K | 0.01 |
| Legacy Housing Corp | Long | Equity-common | US | $70K | 3K | 0.01 |
| Legalzoom.com Inc | Long | Equity-common | US | $364K | 43K | 0.04 |
| LeMaitre Vascular Inc | Long | Equity-common | US | $504K | 6K | 0.06 |
| Lemonade Inc | Long | Equity-common | US | $282K | 17K | 0.03 |
| LendingClub Corp | Long | Equity-common | US | $287K | 34K | 0.03 |
| LendingTree Inc | Long | Equity-common | US | $144K | 3K | 0.02 |
| Leonardo DRS Inc | Long | Equity-common | US | $551K | 22K | 0.07 |
| Leslie's Inc | Long | Equity-common | US | $221K | 53K | 0.03 |
| Lexeo Therapeutics Inc | Long | Equity-common | US | $59K | 4K | 0.01 |
| Lexicon Pharmaceuticals Inc | Long | Equity-common | US | $51K | 31K | 0.01 |
| LGI Homes Inc | Long | Equity-common | US | $586K | 7K | 0.07 |
| Liberty Energy Inc | Long | Equity-common | US | $1M | 51K | 0.13 |
| Liberty Latin America Ltd | Long | Equity-common | BM | $402K | 42K | 0.05 |
| Liberty Latin America Ltd | Long | Equity-common | BM | $69K | 7K | 0.01 |
| Life Time Group Holdings Inc | Long | Equity-common | US | $285K | 15K | 0.03 |
| LifeStance Health Group Inc | Long | Equity-common | US | $143K | 29K | 0.02 |
| Ligand Pharmaceuticals Inc | Long | Equity-common | US | $471K | 6K | 0.06 |
| Light & Wonder Inc | Long | Equity-common | US | $3M | 28K | 0.35 |
| Lightwave Logic Inc | Long | Equity-common | US | $117K | 39K | 0.01 |
| Limbach Holdings Inc | Long | Equity-common | US | $177K | 3K | 0.02 |
| Limoneira Co | Long | Equity-common | US | $123K | 6K | 0.01 |
| Lincoln Educational Services Corp | Long | Equity-common | US | $91K | 8K | 0.01 |
| Lindblad Expeditions Holdings Inc | Long | Equity-common | US | $106K | 11K | 0.01 |
| Lindsay Corp | Long | Equity-common | US | $451K | 4K | 0.05 |
| Lineage Cell Therapeutics Inc | Long | Equity-common | US | $45K | 45K | 0.01 |
| Lions Gate Entertainment Corp | Long | Equity-common | CA | $325K | 38K | 0.04 |
| Lions Gate Entertainment Corp | Long | Equity-common | CA | $152K | 16K | 0.02 |
| Liquidia Corp | Long | Equity-common | US | $199K | 17K | 0.02 |
| Liquidity Services Inc | Long | Equity-common | US | $157K | 8K | 0.02 |
| LivaNova PLC | Long | Equity-common | GB | $928K | 17K | 0.11 |
| Live Oak Bancshares Inc | Long | Equity-common | US | $395K | 11K | 0.05 |
| LiveRamp Holdings Inc | Long | Equity-common | US | $643K | 21K | 0.08 |
| Livewire Group Inc | Long | Equity-common | US | $53K | 7K | 0.01 |
| Longboard Pharmaceuticals Inc | Long | Equity-common | US | $225K | 8K | 0.03 |
| Lovesac Co/The | Long | Equity-common | US | $102K | 5K | 0.01 |
| LSB Industries Inc | Long | Equity-common | US | $138K | 17K | 0.02 |
| LSI Industries Inc | Long | Equity-common | US | $128K | 9K | 0.02 |
| LTC Properties Inc | Long | Equity-common | US | $436K | 13K | 0.05 |
| Lumen Technologies Inc | Long | Equity-common | US | $357K | 324K | 0.04 |
| Luminar Technologies Inc | Long | Equity-common | US | $137K | 92K | 0.02 |
| Luxfer Holdings PLC | Long | Equity-common | GB | $100K | 9K | 0.01 |
| LXP Industrial Trust | Long | Equity-common | US | $806K | 88K | 0.10 |
| Lyell Immunopharma Inc | Long | Equity-common | US | $63K | 43K | 0.01 |
| M/I Homes Inc | Long | Equity-common | US | $1M | 8K | 0.12 |
| Macatawa Bank Corp | Long | Equity-common | US | $121K | 8K | 0.01 |
| Macerich Co/The | Long | Equity-common | US | $1M | 66K | 0.12 |
| MACOM Technology Solutions Holdings Inc | Long | Equity-common | US | $2M | 17K | 0.23 |
| MacroGenics Inc | Long | Equity-common | US | $56K | 13K | 0.01 |
| Madison Square Garden Entertainment Corp | Long | Equity-common | US | $447K | 13K | 0.05 |
| Madrigal Pharmaceuticals Inc | Long | Equity-common | US | $1M | 5K | 0.15 |
| Magnite Inc | Long | Equity-common | US | $549K | 41K | 0.07 |
| Magnolia Oil & Gas Corp | Long | Equity-common | US | $1M | 55K | 0.17 |
| Maiden Holdings Ltd | Long | Equity-common | BM | $59K | 29K | 0.01 |
| Malibu Boats Inc | Long | Equity-common | US | $236K | 7K | 0.03 |
| Manitowoc Co Inc/The | Long | Equity-common | US | $96K | 8K | 0.01 |
| MannKind Corp | Long | Equity-common | US | $396K | 76K | 0.05 |
| Marathon Digital Holdings Inc | Long | Equity-common | US | $1M | 70K | 0.16 |
| Marcus & Millichap Inc | Long | Equity-common | US | $236K | 7K | 0.03 |
| Marcus Corp/The | Long | Equity-common | US | $49K | 4K | 0.01 |
| MarineMax Inc | Long | Equity-common | US | $238K | 7K | 0.03 |
| Marqeta Inc | Long | Equity-common | US | $779K | 142K | 0.09 |
| Marten Transport Ltd | Long | Equity-common | US | $310K | 17K | 0.04 |
| Masterbrand Inc | Long | Equity-common | US | $609K | 41K | 0.07 |
| MasterCraft Boat Holdings Inc | Long | Equity-common | US | $113K | 6K | 0.01 |
| Matador Resources Co | Long | Equity-common | US | $2M | 35K | 0.25 |
| Materion Corp | Long | Equity-common | US | $707K | 7K | 0.08 |
| Mativ Holdings Inc | Long | Equity-common | US | $275K | 16K | 0.03 |
| Matson Inc | Long | Equity-common | US | $1M | 11K | 0.17 |
| Matterport Inc | Long | Equity-common | US | $345K | 77K | 0.04 |
| Matthews International Corp | Long | Equity-common | US | $250K | 10K | 0.03 |
| Maui Land & Pineapple Co Inc | Long | Equity-common | US | $55K | 3K | 0.01 |
| MaxCyte Inc | Long | Equity-common | US | $74K | 19K | 0.01 |
| Maximus Inc | Long | Equity-common | US | $2M | 19K | 0.19 |
| MaxLinear Inc | Long | Equity-common | US | $511K | 25K | 0.06 |
| Mayville Engineering Co Inc | Long | Equity-common | US | $62K | 4K | 0.01 |
| MBIA Inc | Long | Equity-common | US | $42K | 8K | 0.01 |
| McGrath RentCorp | Long | Equity-common | US | $809K | 8K | 0.10 |
| MediaAlpha Inc | Long | Equity-common | US | $101K | 8K | 0.01 |
| Medifast Inc | Long | Equity-common | US | $79K | 4K | 0.01 |
| MeiraGTx Holdings plc | Long | Equity-common | KY | $46K | 11K | 0.01 |
| Mercantile Bank Corp | Long | Equity-common | US | $217K | 5K | 0.03 |
| Merchants Bancorp/IN | Long | Equity-common | US | $200K | 5K | 0.02 |
| Mercury General Corp | Long | Equity-common | US | $441K | 8K | 0.05 |
| MeridianLink Inc | Long | Equity-common | US | $192K | 9K | 0.02 |
| Merit Medical Systems Inc | Long | Equity-common | US | $2M | 18K | 0.18 |
| Meritage Homes Corp | Long | Equity-common | US | $2M | 11K | 0.22 |
| Mersana Therapeutics Inc | Long | Equity-common | US | $23K | 11K | 0.00 |
| Mesa Laboratories Inc | Long | Equity-common | US | $150K | 2K | 0.02 |
| Metallus Inc | Long | Equity-common | US | $287K | 14K | 0.03 |
| Methode Electronics Inc | Long | Equity-common | US | $87K | 8K | 0.01 |
| Metrocity Bankshares Inc | Long | Equity-common | US | $149K | 6K | 0.02 |
| Metropolitan Bank Holding Corp | Long | Equity-common | US | $137K | 3K | 0.02 |
| MFA Financial Inc | Long | Equity-common | US | $340K | 32K | 0.04 |
| MGE Energy Inc | Long | Equity-common | US | $858K | 11K | 0.10 |
| MGP Ingredients Inc | Long | Equity-common | US | $356K | 5K | 0.04 |
| MicroStrategy Inc | Long | Equity-common | US | $6M | 5K | 0.76 |
| MicroVision Inc | Long | Equity-common | US | $27K | 26K | 0.00 |
| Mid Penn Bancorp Inc | Long | Equity-common | US | $112K | 5K | 0.01 |
| Middlefield Banc Corp | Long | Equity-common | US | $65K | 3K | 0.01 |
| Middlesex Water Co | Long | Equity-common | US | $274K | 5K | 0.03 |
| Midland States Bancorp Inc | Long | Equity-common | US | $155K | 7K | 0.02 |
| MidWestOne Financial Group Inc | Long | Equity-common | US | $108K | 5K | 0.01 |
| Miller Industries Inc/TN | Long | Equity-common | US | $182K | 3K | 0.02 |
| MillerKnoll Inc | Long | Equity-common | US | $606K | 23K | 0.07 |
| MiMedx Group Inc | Long | Equity-common | US | $252K | 36K | 0.03 |
| Minerals Technologies Inc | Long | Equity-common | US | $836K | 10K | 0.10 |
| Mineralys Therapeutics Inc | Long | Equity-common | US | $85K | 7K | 0.01 |
| Mirion Technologies Inc | Long | Equity-common | US | $676K | 63K | 0.08 |
| Mirum Pharmaceuticals Inc | Long | Equity-common | US | $307K | 9K | 0.04 |
| Mission Produce Inc | Long | Equity-common | US | $149K | 15K | 0.02 |
| Mistras Group Inc | Long | Equity-common | US | $55K | 7K | 0.01 |
| Mitek Systems Inc | Long | Equity-common | US | $153K | 14K | 0.02 |
| Mitsubishi UFJ Trust & Bank Co | Long | Short-term investment vehicle | US | $989K | – | 0.12 |
| MIZUHO BANK LIMITED NEW YORK | Long | Short-term investment vehicle | US | $2M | – | 0.24 |
| MIZUHO BANK LIMITED NEW YORK | Long | Short-term investment vehicle | US | $1M | – | 0.12 |
| Modine Manufacturing Co | Long | Equity-common | US | $2M | 16K | 0.19 |
| ModivCare Inc | Long | Equity-common | US | $111K | 4K | 0.01 |
| Moelis & Co | Long | Equity-common | US | $1M | 21K | 0.14 |
| Monarch Casino & Resort Inc | Long | Equity-common | US | $299K | 4K | 0.04 |
| Monro Inc | Long | Equity-common | US | $247K | 10K | 0.03 |
| Montauk Renewables Inc | Long | Equity-common | US | $125K | 22K | 0.01 |
| Montrose Environmental Group Inc | Long | Equity-common | US | $403K | 9K | 0.05 |
| Moog Inc | Long | Equity-common | US | $2M | 9K | 0.18 |
| Morphic Holding Inc | Long | Equity-common | US | $421K | 12K | 0.05 |
| Movado Group Inc | Long | Equity-common | US | $117K | 5K | 0.01 |
| Mr Cooper Group Inc | Long | Equity-common | US | $2M | 20K | 0.19 |
| MRC Global Inc | Long | Equity-common | US | $367K | 28K | 0.04 |
| Mueller Industries Inc | Long | Equity-common | US | $2M | 35K | 0.24 |
| Mueller Water Products Inc | Long | Equity-common | US | $893K | 50K | 0.11 |
| Mullen Automotive Inc | Long | Equity-common | US | $2.4 | 1 | 0.00 |
| Multiplan Corp | Long | Equity-common | US | $52K | 133K | 0.01 |
| Murphy Oil Corp | Long | Equity-common | US | $2M | 45K | 0.22 |
| MVB Financial Corp | Long | Equity-common | US | $71K | 4K | 0.01 |
| Myers Industries Inc | Long | Equity-common | US | $157K | 12K | 0.02 |
| MYR Group Inc | Long | Equity-common | US | $712K | 5K | 0.08 |
| Myriad Genetics Inc | Long | Equity-common | US | $671K | 27K | 0.08 |
| N-able Inc/US | Long | Equity-common | US | $367K | 24K | 0.04 |
| Nabors Industries Ltd | Long | Equity-common | BM | $218K | 3K | 0.03 |
| Nabors Industries Ltd | Derivative-equity | BM | $6K | 882 | 0.00 | |
| NACCO Industries Inc | Long | Equity-common | US | $37K | 1K | 0.00 |
| Nano-X Imaging Ltd | Long | Equity-common | IL | $111K | 15K | 0.01 |
| Napco Security Technologies Inc | Long | Equity-common | US | $550K | 11K | 0.07 |
| Nathan's Famous Inc | Long | Equity-common | US | $65K | 956 | 0.01 |
| National Bank Holdings Corp | Long | Equity-common | US | $441K | 11K | 0.05 |
| National Bank Of Canada | Long | Repurchase agreement | US | $11M | – | 1.26 |
| National Bank Of Canada | Long | Repurchase agreement | US | $3M | – | 0.36 |
| National Bankshares Inc | Long | Equity-common | US | $56K | 2K | 0.01 |
| National Beverage Corp | Long | Equity-common | US | $378K | 7K | 0.04 |
| National Health Investors Inc | Long | Equity-common | US | $904K | 13K | 0.11 |
| National HealthCare Corp | Long | Equity-common | US | $414K | 4K | 0.05 |
| National Presto Industries Inc | Long | Equity-common | US | $132K | 2K | 0.02 |
| National Research Corp | Long | Equity-common | US | $106K | 5K | 0.01 |
| National Vision Holdings Inc | Long | Equity-common | US | $343K | 26K | 0.04 |
| National Western Life Group Inc | Long | Equity-common | US | $360K | 725 | 0.04 |
| NATL BANK CANADA | Long | Short-term investment vehicle | US | $5M | – | 0.60 |
| Natural Grocers by Vitamin Cottage Inc | Long | Equity-common | US | $66K | 3K | 0.01 |
| Nature's Sunshine Products Inc | Long | Equity-common | US | $69K | 5K | 0.01 |
| Nautilus Biotechnology Inc | Long | Equity-common | US | $42K | 18K | 0.01 |
| Navient Corp | Long | Equity-common | US | $384K | 26K | 0.05 |
| Navitas Semiconductor Corp | Long | Equity-common | US | $144K | 37K | 0.02 |
| NBC Global Finance Limited | Long | Repurchase agreement | US | $10M | – | 1.19 |
| NBT Bancorp Inc | Long | Equity-common | US | $549K | 14K | 0.07 |
| Nelnet Inc | Long | Equity-common | US | $394K | 4K | 0.05 |
| Neogen Corp | Long | Equity-common | US | $1M | 70K | 0.13 |
| NeoGenomics Inc | Long | Equity-common | US | $553K | 40K | 0.07 |
| NerdWallet Inc | Long | Equity-common | US | $173K | 12K | 0.02 |
| NETGEAR Inc | Long | Equity-common | US | $112K | 7K | 0.01 |
| NetScout Systems Inc | Long | Equity-common | US | $371K | 20K | 0.04 |
| NETSTREIT Corp | Long | Equity-common | US | $364K | 23K | 0.04 |
| Neumora Therapeutics Inc | Long | Equity-common | US | $53K | 5K | 0.01 |
| Nevro Corp | Long | Equity-common | US | $65K | 8K | 0.01 |
| New Jersey Resources Corp | Long | Equity-common | US | $1M | 30K | 0.15 |
| New York Mortgage Trust Inc | Long | Equity-common | US | $167K | 29K | 0.02 |
| Newmark Group Inc | Long | Equity-common | US | $414K | 40K | 0.05 |
| Newpark Resources Inc | Long | Equity-common | US | $189K | 23K | 0.02 |
| NewtekOne Inc | Long | Equity-common | US | $101K | 8K | 0.01 |
| NexPoint Diversified Real Estate Trust | Long | Equity-common | US | $62K | 11K | 0.01 |
| NexPoint Residential Trust Inc | Long | Equity-common | US | $283K | 7K | 0.03 |
| NextDecade Corp | Long | Equity-common | US | $162K | 20K | 0.02 |
| Nextdoor Holdings Inc | Long | Equity-common | US | $97K | 35K | 0.01 |
| NextNav Inc | Long | Equity-common | US | $147K | 18K | 0.02 |
| NEXTracker Inc | Long | Equity-common | US | $2M | 39K | 0.22 |
| Nicolet Bankshares Inc | Long | Equity-common | US | $360K | 4K | 0.04 |
| Nikola Corp | Long | Equity-common | US | $47K | 6K | 0.01 |
| Nkarta Inc | Long | Equity-common | US | $26K | 4K | 0.00 |
| nLight Inc | Long | Equity-common | US | $162K | 15K | 0.02 |
| NMI Holdings Inc | Long | Equity-common | US | $845K | 25K | 0.10 |
| Noble Corp PLC | Long | Equity-common | GB | $2M | 35K | 0.19 |
| NORDEA BANK ABP, NEW YORK BRANCH | Long | Short-term investment vehicle | US | $2M | – | 0.24 |
| Nordic American Tankers Ltd | Long | Equity-common | BM | $225K | 56K | 0.03 |
| Northeast Bank | Long | Equity-common | US | $141K | 2K | 0.02 |
| Northeast Community Bancorp Inc | Long | Equity-common | US | $82K | 5K | 0.01 |
| Northern Oil & Gas Inc | Long | Equity-common | US | $1M | 28K | 0.12 |
| Northfield Bancorp Inc | Long | Equity-common | US | $69K | 7K | 0.01 |
| Northrim BanCorp Inc | Long | Equity-common | US | $109K | 2K | 0.01 |
| Northwest Bancshares Inc | Long | Equity-common | US | $415K | 36K | 0.05 |
| Northwest Natural Holding Co | Long | Equity-common | US | $435K | 12K | 0.05 |
| Northwest Pipe Co | Long | Equity-common | US | $119K | 3K | 0.01 |
| Northwestern Energy Group Inc | Long | Equity-common | US | $961K | 19K | 0.11 |
| Norwood Financial Corp | Long | Equity-common | US | $64K | 3K | 0.01 |
| Novagold Resources Inc | Long | Equity-common | CA | $235K | 68K | 0.03 |
| Novanta Inc | Long | Equity-common | CA | $2M | 11K | 0.22 |
| Novavax Inc | Long | Equity-common | US | $467K | 37K | 0.06 |
| Nu Skin Enterprises Inc | Long | Equity-common | US | $143K | 14K | 0.02 |
| Nurix Therapeutics Inc | Long | Equity-common | US | $314K | 15K | 0.04 |
| NuScale Power Corp | Long | Equity-common | US | $220K | 19K | 0.03 |
| Nuvalent Inc | Long | Equity-common | US | $633K | 8K | 0.08 |
| Nuvation Bio Inc | Long | Equity-common | US | $103K | 35K | 0.01 |
| NV5 Global Inc | Long | Equity-common | US | $431K | 5K | 0.05 |
| NVE Corp | Long | Equity-common | US | $120K | 2K | 0.01 |
| O-I Glass Inc | Long | Equity-common | US | $540K | 49K | 0.06 |
| Oak Valley Bancorp | Long | Equity-common | US | $58K | 2K | 0.01 |
| OCBC NEW YORK | Long | Short-term investment vehicle | US | $2M | – | 0.24 |
| OCBC NEW YORK | Long | Short-term investment vehicle | US | $1M | – | 0.12 |
| OCBC NEW YORK | Long | Short-term investment vehicle | US | $1000K | – | 0.12 |
| Oceaneering International Inc | Long | Equity-common | US | $741K | 31K | 0.09 |
| OceanFirst Financial Corp | Long | Equity-common | US | $290K | 18K | 0.03 |
| Ocular Therapeutix Inc | Long | Equity-common | US | $206K | 30K | 0.02 |
| ODP Corp/The | Long | Equity-common | US | $420K | 11K | 0.05 |
| OFG Bancorp | Long | Equity-common | PR | $538K | 14K | 0.06 |
| Oil States International Inc | Long | Equity-common | US | $88K | 20K | 0.01 |
| Oil-Dri Corp of America | Long | Equity-common | US | $106K | 2K | 0.01 |
| Old National Bancorp/IN | Long | Equity-common | US | $2M | 98K | 0.20 |
| Old Second Bancorp Inc | Long | Equity-common | US | $201K | 14K | 0.02 |
| Olema Pharmaceuticals Inc | Long | Equity-common | US | $103K | 9K | 0.01 |
| Olo Inc | Long | Equity-common | US | $148K | 33K | 0.02 |
| Olympic Steel Inc | Long | Equity-common | US | $145K | 3K | 0.02 |
| Omega Flex Inc | Long | Equity-common | US | $57K | 1K | 0.01 |
| Omeros Corp | Long | Equity-common | US | $80K | 20K | 0.01 |
| OmniAb Inc | Long | Equity-common | US | $120K | 32K | 0.01 |
| OMNIAB INC | Long | Equity-common | US | $0 | 2K | – |
| OMNIAB INC | Long | Equity-common | US | $0 | 2K | – |
| Omnicell Inc | Long | Equity-common | US | $404K | 15K | 0.05 |
| ON24 Inc | Long | Equity-common | US | $19K | 3K | 0.00 |
| ONE Gas Inc | Long | Equity-common | US | $1M | 17K | 0.13 |
| One Liberty Properties Inc | Long | Equity-common | US | $128K | 5K | 0.02 |
| OneSpan Inc | Long | Equity-common | US | $167K | 13K | 0.02 |
| OneSpaWorld Holdings Ltd | Long | Equity-common | BS | $391K | 25K | 0.05 |
| OneWater Marine Inc | Long | Equity-common | US | $100K | 4K | 0.01 |
| Onity Group Inc | Long | Equity-common | US | $53K | 2K | 0.01 |
| Onto Innovation Inc | Long | Equity-common | US | $3M | 15K | 0.40 |
| Ooma Inc | Long | Equity-common | US | $77K | 8K | 0.01 |
| Open Lending Corp | Long | Equity-common | US | $188K | 34K | 0.02 |
| Opendoor Technologies Inc | Long | Equity-common | US | $328K | 178K | 0.04 |
| OPENLANE Inc | Long | Equity-common | US | $554K | 33K | 0.07 |
| OPKO Health Inc | Long | Equity-common | US | $130K | 104K | 0.02 |
| OptimizeRx Corp | Long | Equity-common | US | $58K | 6K | 0.01 |
| Option Care Health Inc | Long | Equity-common | US | $1M | 52K | 0.17 |
| Orange County Bancorp Inc | Long | Equity-common | US | $97K | 2K | 0.01 |
| OraSure Technologies Inc | Long | Equity-common | US | $87K | 20K | 0.01 |
| Orchid Island Capital Inc | Long | Equity-common | US | $101K | 12K | 0.01 |
| Organogenesis Holdings Inc | Long | Equity-common | US | $23K | 8K | 0.00 |
| ORIC Pharmaceuticals Inc | Long | Equity-common | US | $93K | 13K | 0.01 |
| Origin Bancorp Inc | Long | Equity-common | US | $312K | 10K | 0.04 |
| Orion Office REIT Inc | Long | Equity-common | US | $69K | 19K | 0.01 |
| Orion SA | Long | Equity-common | LU | $413K | 19K | 0.05 |
| Ormat Technologies Inc | Long | Equity-common | US | $1M | 17K | 0.14 |
| Orrstown Financial Services Inc | Long | Equity-common | US | $109K | 4K | 0.01 |
| Orthofix Medical Inc | Long | Equity-common | US | $160K | 12K | 0.02 |
| OrthoPediatrics Corp | Long | Equity-common | US | $162K | 6K | 0.02 |
| Oscar Health Inc | Long | Equity-common | US | $795K | 50K | 0.09 |
| OSI Systems Inc | Long | Equity-common | US | $689K | 5K | 0.08 |
| Otter Tail Corp | Long | Equity-common | US | $1M | 13K | 0.14 |
| Ouster Inc | Long | Equity-common | US | $9.83 | 1 | 0.00 |
| Outbrain Inc | Long | Equity-common | US | $29K | 6K | 0.00 |
| Outfront Media Inc | Long | Equity-common | US | $658K | 46K | 0.08 |
| Outset Medical Inc | Long | Equity-common | US | $66K | 17K | 0.01 |
| Overseas Shipholding Group Inc | Long | Equity-common | US | $155K | 18K | 0.02 |
| Ovid therapeutics Inc | Long | Equity-common | US | $15K | 20K | 0.00 |
| Owens & Minor Inc | Long | Equity-common | US | $328K | 24K | 0.04 |
| Oxford Industries Inc | Long | Equity-common | US | $462K | 5K | 0.06 |
| P10 Inc | Long | Equity-common | US | $125K | 15K | 0.01 |
| Pacific Biosciences of California Inc | Long | Equity-common | US | $73K | 53K | 0.01 |
| Pacific Premier Bancorp Inc | Long | Equity-common | US | $679K | 30K | 0.08 |
| Pacira BioSciences Inc | Long | Equity-common | US | $436K | 15K | 0.05 |
| Pactiv Evergreen Inc | Long | Equity-common | US | $157K | 14K | 0.02 |
| PagerDuty Inc | Long | Equity-common | US | $680K | 30K | 0.08 |
| Pagseguro Digital Ltd | Long | Equity-common | KY | $728K | 62K | 0.09 |
| Palomar Holdings Inc | Long | Equity-common | US | $609K | 8K | 0.07 |
| Pangaea Logistics Solutions Ltd | Long | Equity-common | BM | $90K | 12K | 0.01 |
| Papa John's International Inc | Long | Equity-common | US | $489K | 10K | 0.06 |
| Par Pacific Holdings Inc | Long | Equity-common | US | $468K | 19K | 0.06 |
| PAR Technology Corp | Long | Equity-common | US | $420K | 9K | 0.05 |
| Paragon 28 Inc | Long | Equity-common | US | $74K | 11K | 0.01 |
| Paramount Group Inc | Long | Equity-common | US | $237K | 51K | 0.03 |
| Park Aerospace Corp | Long | Equity-common | US | $83K | 6K | 0.01 |
| Park National Corp | Long | Equity-common | US | $648K | 5K | 0.08 |
| Park-Ohio Holdings Corp | Long | Equity-common | US | $74K | 3K | 0.01 |
| Parke Bancorp Inc | Long | Equity-common | US | $61K | 3K | 0.01 |
| Parsons Corp | Long | Equity-common | US | $1M | 13K | 0.13 |
| Pathward Financial Inc | Long | Equity-common | US | $453K | 8K | 0.05 |
| Patria Investments Ltd | Long | Equity-common | KY | $223K | 18K | 0.03 |
| Patrick Industries Inc | Long | Equity-common | US | $710K | 7K | 0.08 |
| Patterson Cos Inc | Long | Equity-common | US | $630K | 26K | 0.08 |
| Patterson-UTI Energy Inc | Long | Equity-common | US | $1M | 110K | 0.14 |
| Payoneer Global Inc | Long | Equity-common | US | $444K | 80K | 0.05 |
| Paysafe Ltd | Long | Equity-common | BM | $175K | 10K | 0.02 |
| Paysign Inc | Long | Equity-common | US | $45K | 10K | 0.01 |
| PBF Energy Inc | Long | Equity-common | US | $2M | 34K | 0.19 |
| PC Connection Inc | Long | Equity-common | US | $228K | 4K | 0.03 |
| PCB Bancorp | Long | Equity-common | US | $66K | 4K | 0.01 |
| PDF Solutions Inc | Long | Equity-common | US | $365K | 10K | 0.04 |
| Peabody Energy Corp | Long | Equity-common | US | $805K | 36K | 0.10 |
| Peakstone Realty Trust | Long | Equity-common | US | $131K | 12K | 0.02 |
| Peapack-Gladstone Financial Corp | Long | Equity-common | US | $138K | 6K | 0.02 |
| Pebblebrook Hotel Trust | Long | Equity-common | US | $518K | 38K | 0.06 |
| Pediatrix Medical Group Inc | Long | Equity-common | US | $219K | 29K | 0.03 |
| Pennant Group Inc/The | Long | Equity-common | US | $212K | 9K | 0.03 |
| Penns Woods Bancorp Inc | Long | Equity-common | US | $48K | 2K | 0.01 |
| PennyMac Financial Services Inc | Long | Equity-common | US | $755K | 8K | 0.09 |
| PennyMac Mortgage Investment Trust | Long | Equity-common | US | $410K | 30K | 0.05 |
| Peoples Bancorp Inc/OH | Long | Equity-common | US | $338K | 11K | 0.04 |
| Peoples Financial Services Corp | Long | Equity-common | US | $115K | 3K | 0.01 |
| PepGen Inc | Long | Equity-common | US | $58K | 4K | 0.01 |
| Perdoceo Education Corp | Long | Equity-common | US | $457K | 21K | 0.05 |
| Perella Weinberg Partners | Long | Equity-common | US | $214K | 13K | 0.03 |
| Perficient Inc | Long | Equity-common | US | $811K | 11K | 0.10 |
| Performant Financial Corp | Long | Equity-common | US | $26K | 9K | 0.00 |
| Perimeter Solutions SA | Long | Equity-common | LU | $374K | 48K | 0.04 |
| Permian Resources Corp | Long | Equity-common | US | $3M | 158K | 0.30 |
| Perpetua Resources Corp | Long | Equity-common | CA | $71K | 14K | 0.01 |
| PetIQ Inc | Long | Equity-common | US | $209K | 9K | 0.02 |
| Phathom Pharmaceuticals Inc | Long | Equity-common | US | $108K | 10K | 0.01 |
| Phibro Animal Health Corp | Long | Equity-common | US | $113K | 7K | 0.01 |
| Phillips Edison & Co Inc | Long | Equity-common | US | $1M | 38K | 0.15 |
| Photronics Inc | Long | Equity-common | US | $487K | 20K | 0.06 |
| Phreesia Inc | Long | Equity-common | US | $361K | 17K | 0.04 |
| Piedmont Lithium Inc | Long | Equity-common | US | $61K | 6K | 0.01 |
| Piedmont Office Realty Trust Inc | Long | Equity-common | US | $250K | 34K | 0.03 |
| Piper Sandler Cos | Long | Equity-common | US | $1M | 5K | 0.15 |
| Pitney Bowes Inc | Long | Equity-common | US | $250K | 49K | 0.03 |
| PJT Partners Inc | Long | Equity-common | US | $807K | 7K | 0.10 |
| Planet Labs PBC | Long | Equity-common | US | $107K | 58K | 0.01 |
| PlayAGS Inc | Long | Equity-common | US | $138K | 12K | 0.02 |
| Playstudios Inc | Long | Equity-common | US | $28K | 14K | 0.00 |
| Plexus Corp | Long | Equity-common | US | $909K | 9K | 0.11 |
| Pliant Therapeutics Inc | Long | Equity-common | US | $204K | 19K | 0.02 |
| Plumas Bancorp | Long | Equity-common | US | $67K | 2K | 0.01 |
| Plymouth Industrial REIT Inc | Long | Equity-common | US | $309K | 14K | 0.04 |
| PNM Resources Inc | Long | Equity-common | US | $1M | 27K | 0.12 |
| Ponce Financial Group Inc | Long | Equity-common | US | $19K | 2K | 0.00 |
| Portillo's Inc | Long | Equity-common | US | $140K | 14K | 0.02 |
| Portland General Electric Co | Long | Equity-common | US | $1M | 32K | 0.16 |
| Poseida Therapeutics Inc | Long | Equity-common | US | $65K | 22K | 0.01 |
| Postal Realty Trust Inc | Long | Equity-common | US | $78K | 6K | 0.01 |
| Potbelly Corp | Long | Equity-common | US | $33K | 4K | 0.00 |
| PotlatchDeltic Corp | Long | Equity-common | US | $986K | 25K | 0.12 |
| Powell Industries Inc | Long | Equity-common | US | $428K | 3K | 0.05 |
| Power Integrations Inc | Long | Equity-common | US | $1M | 18K | 0.15 |
| PowerSchool Holdings Inc | Long | Equity-common | US | $425K | 19K | 0.05 |
| PRA Group Inc | Long | Equity-common | US | $252K | 13K | 0.03 |
| Precigen Inc | Long | Equity-common | US | $33K | 21K | 0.00 |
| Preferred Bank/Los Angeles CA | Long | Equity-common | US | $316K | 4K | 0.04 |
| Preformed Line Products Co | Long | Equity-common | US | $109K | 876 | 0.01 |
| Premier Financial Corp | Long | Equity-common | US | $202K | 10K | 0.02 |
| Prestige Consumer Healthcare Inc | Long | Equity-common | US | $1M | 16K | 0.13 |
| PriceSmart Inc | Long | Equity-common | US | $658K | 8K | 0.08 |
| Prime Medicine Inc | Long | Equity-common | US | $70K | 14K | 0.01 |
| Primis Financial Corp | Long | Equity-common | US | $80K | 8K | 0.01 |
| Primo Water Corp | Long | Equity-common | CA | $1M | 49K | 0.13 |
| Primoris Services Corp | Long | Equity-common | US | $819K | 16K | 0.10 |
| Princeton Bancorp Inc | Long | Equity-common | US | $58K | 2K | 0.01 |
| Privia Health Group Inc | Long | Equity-common | US | $646K | 37K | 0.08 |
| ProAssurance Corp | Long | Equity-common | US | $197K | 16K | 0.02 |
| PROCEPT BioRobotics Corp | Long | Equity-common | US | $777K | 13K | 0.09 |
| ProFrac Holding Corp | Long | Equity-common | US | $61K | 8K | 0.01 |
| PROG Holdings Inc | Long | Equity-common | US | $493K | 14K | 0.06 |
| Progress Software Corp | Long | Equity-common | US | $747K | 14K | 0.09 |
| Progyny Inc | Long | Equity-common | US | $711K | 25K | 0.08 |
| ProKidney Corp | Long | Equity-common | KY | $38K | 16K | 0.00 |
| ProPetro Holding Corp | Long | Equity-common | US | $240K | 28K | 0.03 |
| PROS Holdings Inc | Long | Equity-common | US | $430K | 15K | 0.05 |
| Protagonist Therapeutics Inc | Long | Equity-common | US | $630K | 18K | 0.08 |
| Prothena Corp PLC | Long | Equity-common | IE | $287K | 14K | 0.03 |
| Proto Labs Inc | Long | Equity-common | US | $277K | 9K | 0.03 |
| Provident Financial Services Inc | Long | Equity-common | US | $561K | 39K | 0.07 |
| PTC Therapeutics Inc | Long | Equity-common | US | $688K | 22K | 0.08 |
| PubMatic Inc | Long | Equity-common | US | $298K | 15K | 0.04 |
| Pulmonx Corp | Long | Equity-common | US | $78K | 12K | 0.01 |
| Pulse Biosciences Inc | Long | Equity-common | US | $65K | 6K | 0.01 |
| Pure Cycle Corp | Long | Equity-common | US | $24K | 3K | 0.00 |
| PureCycle Technologies Inc | Long | Equity-common | US | $233K | 39K | 0.03 |
| Q2 Holdings Inc | Long | Equity-common | US | $1M | 18K | 0.13 |
| QCR Holdings Inc | Long | Equity-common | US | $334K | 6K | 0.04 |
| Quad/Graphics Inc | Long | Equity-common | US | $11K | 2K | 0.00 |
| Quaker Chemical Corp | Long | Equity-common | US | $735K | 4K | 0.09 |
| Qualys Inc | Long | Equity-common | US | $2M | 12K | 0.20 |
| Quanex Building Products Corp | Long | Equity-common | US | $303K | 11K | 0.04 |
| Quanterix Corp | Long | Equity-common | US | $148K | 11K | 0.02 |
| Quantum-Si Inc | Long | Equity-common | US | $11K | 11K | 0.00 |
| QuinStreet Inc | Long | Equity-common | US | $301K | 18K | 0.04 |
| Quipt Home Medical Corp | Long | Equity-common | CA | $46K | 14K | 0.01 |
| Rackspace Technology Inc | Long | Equity-common | US | $62K | 21K | 0.01 |
| Radian Group Inc | Long | Equity-common | US | $1M | 48K | 0.18 |
| Radiant Logistics Inc | Long | Equity-common | US | $23K | 4K | 0.00 |
| Radius Recycling Inc | Long | Equity-common | US | $134K | 9K | 0.02 |
| RadNet Inc | Long | Equity-common | US | $1M | 19K | 0.13 |
| Ramaco Resources Inc | Long | Equity-common | US | $96K | 8K | 0.01 |
| Rambus Inc | Long | Equity-common | US | $2M | 34K | 0.23 |
| Ranger Energy Services Inc | Long | Equity-common | US | $55K | 5K | 0.01 |
| Ranpak Holdings Corp | Long | Equity-common | US | $48K | 7K | 0.01 |
| Rapid7 Inc | Long | Equity-common | US | $815K | 19K | 0.10 |
| Rayonier Advanced Materials Inc | Long | Equity-common | US | $74K | 14K | 0.01 |
| RBB Bancorp | Long | Equity-common | US | $88K | 5K | 0.01 |
| RCI Hospitality Holdings Inc | Long | Equity-common | US | $127K | 3K | 0.02 |
| RE/MAX Holdings Inc | Long | Equity-common | US | $45K | 6K | 0.01 |
| Ready Capital Corp | Long | Equity-common | US | $368K | 45K | 0.04 |
| Recursion Pharmaceuticals Inc | Long | Equity-common | US | $350K | 47K | 0.04 |
| Red River Bancshares Inc | Long | Equity-common | US | $78K | 2K | 0.01 |
| Red Robin Gourmet Burgers Inc | Long | Equity-common | US | $39K | 5K | 0.00 |
| Red Rock Resorts Inc | Long | Equity-common | US | $832K | 15K | 0.10 |
| Red Violet Inc | Long | Equity-common | US | $85K | 3K | 0.01 |
| Redfin Corp | Long | Equity-common | US | $181K | 30K | 0.02 |
| Redwood Trust Inc | Long | Equity-common | US | $237K | 36K | 0.03 |
| REGENXBIO Inc | Long | Equity-common | US | $153K | 13K | 0.02 |
| Regional Management Corp | Long | Equity-common | US | $92K | 3K | 0.01 |
| Relay Therapeutics Inc | Long | Equity-common | US | $187K | 29K | 0.02 |
| Remitly Global Inc | Long | Equity-common | US | $531K | 44K | 0.06 |
| Renasant Corp | Long | Equity-common | US | $546K | 18K | 0.07 |
| Repay Holdings Corp | Long | Equity-common | US | $241K | 23K | 0.03 |
| Replimune Group Inc | Long | Equity-common | US | $88K | 10K | 0.01 |
| Republic Bancorp Inc/KY | Long | Equity-common | US | $165K | 3K | 0.02 |
| Reservoir Media Inc | Long | Equity-common | US | $60K | 8K | 0.01 |
| Resideo Technologies Inc | Long | Equity-common | US | $918K | 47K | 0.11 |
| Resources Connection Inc | Long | Equity-common | US | $113K | 10K | 0.01 |
| Retail Opportunity Investments Corp | Long | Equity-common | US | $477K | 38K | 0.06 |
| REV Group Inc | Long | Equity-common | US | $253K | 10K | 0.03 |
| Revance Therapeutics Inc | Long | Equity-common | US | $73K | 28K | 0.01 |
| REVOLUTION Medicines Inc | Long | Equity-common | US | $2M | 43K | 0.20 |
| Revolve Group Inc | Long | Equity-common | US | $230K | 14K | 0.03 |
| REX American Resources Corp | Long | Equity-common | US | $240K | 5K | 0.03 |
| RGC Resources Inc | Long | Equity-common | US | $55K | 3K | 0.01 |
| Rhythm Pharmaceuticals Inc | Long | Equity-common | US | $708K | 17K | 0.08 |
| Ribbon Communications Inc | Long | Equity-common | US | $53K | 16K | 0.01 |
| Richardson Electronics Ltd/United States | Long | Equity-common | US | $47K | 4K | 0.01 |
| Rigel Pharmaceuticals Inc | Long | Equity-common | US | $47K | 6K | 0.01 |
| Riley Exploration Permian Inc | Long | Equity-common | US | $87K | 3K | 0.01 |
| Rimini Street Inc | Long | Equity-common | US | $5K | 2K | 0.00 |
| Ring Energy Inc | Long | Equity-common | US | $27K | 16K | 0.00 |
| Riot Platforms Inc | Long | Equity-common | US | $545K | 60K | 0.06 |
| RLJ Lodging Trust | Long | Equity-common | US | $437K | 45K | 0.05 |
| RMR Group Inc/The | Long | Equity-common | US | $106K | 5K | 0.01 |
| Rocket Lab USA Inc | Long | Equity-common | US | $429K | 89K | 0.05 |
| Rocket Pharmaceuticals Inc | Long | Equity-common | US | $452K | 21K | 0.05 |
| Rocky Brands Inc | Long | Equity-common | US | $88K | 2K | 0.01 |
| Rogers Corp | Long | Equity-common | US | $659K | 5K | 0.08 |
| Royal Bank Canada Toronto | Long | Repurchase agreement | US | $3M | – | 0.36 |
| RPC Inc | Long | Equity-common | US | $166K | 27K | 0.02 |
| Rush Enterprises Inc | Long | Equity-common | US | $792K | 19K | 0.09 |
| Rush Enterprises Inc | Long | Equity-common | US | $106K | 3K | 0.01 |
| Rush Street Interactive Inc | Long | Equity-common | US | $210K | 22K | 0.03 |
| RXO Inc | Long | Equity-common | US | $953K | 36K | 0.11 |
| RxSight Inc | Long | Equity-common | US | $556K | 9K | 0.07 |
| Ryerson Holding Corp | Long | Equity-common | US | $183K | 9K | 0.02 |
| Ryman Hospitality Properties Inc | Long | Equity-common | US | $2M | 18K | 0.22 |
| S&T Bancorp Inc | Long | Equity-common | US | $409K | 12K | 0.05 |
| Sabra Health Care REIT Inc | Long | Equity-common | US | $1M | 71K | 0.13 |
| Sabre Corp | Long | Equity-common | US | $277K | 104K | 0.03 |
| Safe Bulkers Inc | Long | Equity-common | MH | $88K | 15K | 0.01 |
| Safehold Inc | Long | Equity-common | US | $273K | 14K | 0.03 |
| Safety Insurance Group Inc | Long | Equity-common | US | $361K | 5K | 0.04 |
| Sage Therapeutics Inc | Long | Equity-common | US | $190K | 18K | 0.02 |
| Sally Beauty Holdings Inc | Long | Equity-common | US | $388K | 36K | 0.05 |
| Sana Biotechnology Inc | Long | Equity-common | US | $168K | 31K | 0.02 |
| SandRidge Energy Inc | Long | Equity-common | US | $139K | 11K | 0.02 |
| Sandy Spring Bancorp Inc | Long | Equity-common | US | $333K | 14K | 0.04 |
| Sanmina Corp | Long | Equity-common | US | $1M | 17K | 0.14 |
| Sapiens International Corp NV | Long | Equity-common | KY | $333K | 10K | 0.04 |
| Saul Centers Inc | Long | Equity-common | US | $143K | 4K | 0.02 |
| Savara Inc | Long | Equity-common | US | $117K | 29K | 0.01 |
| Savers Value Village Inc | Long | Equity-common | US | $109K | 9K | 0.01 |
| ScanSource Inc | Long | Equity-common | US | $359K | 8K | 0.04 |
| Scholar Rock Holding Corp | Long | Equity-common | US | $155K | 19K | 0.02 |
| Scholastic Corp | Long | Equity-common | US | $290K | 8K | 0.03 |
| Schrodinger Inc/United States | Long | Equity-common | US | $351K | 18K | 0.04 |
| Scilex Holding Co | Long | Equity-common | US | $42K | 22K | 0.01 |
| Scorpio Tankers Inc | Long | Equity-common | MH | $1M | 15K | 0.15 |
| Seacoast Banking Corp of Florida | Long | Equity-common | US | $628K | 27K | 0.07 |
| SEACOR Marine Holdings Inc | Long | Equity-common | US | $110K | 8K | 0.01 |
| Seadrill Ltd | Long | Equity-common | BM | $782K | 15K | 0.09 |
| Select Medical Holdings Corp | Long | Equity-common | US | $1M | 32K | 0.14 |
| Select Water Solutions Inc | Long | Equity-common | US | $277K | 26K | 0.03 |
| Selective Insurance Group Inc | Long | Equity-common | US | $2M | 19K | 0.21 |
| Selectquote Inc | Long | Equity-common | US | $91K | 33K | 0.01 |
| Semler Scientific Inc | Long | Equity-common | US | $63K | 2K | 0.01 |
| SEMrush Holdings Inc | Long | Equity-common | US | $147K | 11K | 0.02 |
| Semtech Corp | Long | Equity-common | US | $596K | 20K | 0.07 |
| Seneca Foods Corp | Long | Equity-common | US | $99K | 2K | 0.01 |
| Sensient Technologies Corp | Long | Equity-common | US | $986K | 13K | 0.12 |
| Service Properties Trust | Long | Equity-common | US | $219K | 43K | 0.03 |
| ServisFirst Bancshares Inc | Long | Equity-common | US | $1M | 16K | 0.12 |
| SES AI Corp | Long | Equity-common | US | $16K | 13K | 0.00 |
| SFL Corp Ltd | Long | Equity-common | BM | $504K | 36K | 0.06 |
| Shake Shack Inc | Long | Equity-common | US | $1M | 12K | 0.13 |
| Sharecare Inc | Long | Equity-common | US | $76K | 56K | 0.01 |
| Shenandoah Telecommunications Co | Long | Equity-common | US | $241K | 15K | 0.03 |
| Shoals Technologies Group Inc | Long | Equity-common | US | $325K | 52K | 0.04 |
| Shoe Carnival Inc | Long | Equity-common | US | $226K | 6K | 0.03 |
| Shore Bancshares Inc | Long | Equity-common | US | $75K | 7K | 0.01 |
| Shutterstock Inc | Long | Equity-common | US | $309K | 8K | 0.04 |
| Shyft Group Inc/The | Long | Equity-common | US | $128K | 11K | 0.02 |
| SI-BONE Inc | Long | Equity-common | US | $174K | 13K | 0.02 |
| Sierra Bancorp | Long | Equity-common | US | $86K | 4K | 0.01 |
| SIGA Technologies Inc | Long | Equity-common | US | $115K | 15K | 0.01 |
| Sight Sciences Inc | Long | Equity-common | US | $50K | 8K | 0.01 |
| Signet Jewelers Ltd | Long | Equity-common | BM | $1M | 14K | 0.15 |
| Silicon Laboratories Inc | Long | Equity-common | US | $1M | 10K | 0.13 |
| Silk Road Medical Inc | Long | Equity-common | US | $342K | 13K | 0.04 |
| SilverBow Resources Inc | Long | Equity-common | US | $266K | 7K | 0.03 |
| Silvercrest Asset Management Group Inc | Long | Equity-common | US | $52K | 3K | 0.01 |
| Simmons First National Corp | Long | Equity-common | US | $666K | 38K | 0.08 |
| Simply Good Foods Co/The | Long | Equity-common | US | $1M | 28K | 0.12 |
| Simpson Manufacturing Co Inc | Long | Equity-common | US | $2M | 13K | 0.27 |
| Simulations Plus Inc | Long | Equity-common | US | $265K | 5K | 0.03 |
| Sinclair Inc | Long | Equity-common | US | $131K | 10K | 0.02 |
| SiriusPoint Ltd | Long | Equity-common | BM | $247K | 20K | 0.03 |
| SITE Centers Corp | Long | Equity-common | US | $851K | 59K | 0.10 |
| SiTime Corp | Long | Equity-common | US | $717K | 6K | 0.09 |
| Sitio Royalties Corp | Long | Equity-common | US | $639K | 27K | 0.08 |
| Six Flags Entertainment Corp | Long | Equity-common | US | $753K | 23K | 0.09 |
| SJW Group | Long | Equity-common | US | $563K | 10K | 0.07 |
| Skyline Champion Corp | Long | Equity-common | US | $1M | 17K | 0.14 |
| Skyward Specialty Insurance Group Inc | Long | Equity-common | US | $352K | 10K | 0.04 |
| SkyWater Technology Inc | Long | Equity-common | US | $53K | 7K | 0.01 |
| SkyWest Inc | Long | Equity-common | US | $1M | 13K | 0.13 |
| SL Green Realty Corp | Long | Equity-common | US | $1M | 20K | 0.14 |
| Sleep Number Corp | Long | Equity-common | US | $48K | 5K | 0.01 |
| SM Energy Co | Long | Equity-common | US | $2M | 36K | 0.19 |
| SMART Global Holdings Inc | Long | Equity-common | KY | $382K | 17K | 0.05 |
| SmartFinancial Inc | Long | Equity-common | US | $129K | 5K | 0.02 |
| SmartRent Inc | Long | Equity-common | US | $109K | 46K | 0.01 |
| Smith & Wesson Brands Inc | Long | Equity-common | US | $186K | 13K | 0.02 |
| Societe Generale | Long | Repurchase agreement | US | $2M | – | 0.24 |
| Societe Generale | Long | Repurchase agreement | US | $2M | – | 0.24 |
| Solaris Oilfield Infrastructure Inc | Long | Equity-common | US | $79K | 9K | 0.01 |
| SolarWinds Corp | Long | Equity-common | US | $197K | 16K | 0.02 |
| Solid Power Inc | Long | Equity-common | US | $51K | 31K | 0.01 |
| Sonic Automotive Inc | Long | Equity-common | US | $246K | 5K | 0.03 |
| Sonos Inc | Long | Equity-common | US | $572K | 39K | 0.07 |
| SoundHound AI Inc | Long | Equity-common | US | $146K | 37K | 0.02 |
| SoundThinking Inc | Long | Equity-common | US | $38K | 3K | 0.00 |
| South Plains Financial Inc | Long | Equity-common | US | $105K | 4K | 0.01 |
| Southern First Bancshares Inc | Long | Equity-common | US | $75K | 3K | 0.01 |
| Southern Missouri Bancorp Inc | Long | Equity-common | US | $136K | 3K | 0.02 |
| Southern States Bancshares Inc | Long | Equity-common | US | $73K | 3K | 0.01 |
| Southside Bancshares Inc | Long | Equity-common | US | $256K | 9K | 0.03 |
| SouthState Corp | Long | Equity-common | US | $2M | 24K | 0.22 |
| Southwest Gas Holdings Inc | Long | Equity-common | US | $1M | 19K | 0.16 |
| SpartanNash Co | Long | Equity-common | US | $201K | 11K | 0.02 |
| Sphere Entertainment Co | Long | Equity-common | US | $319K | 9K | 0.04 |
| Spire Inc | Long | Equity-common | US | $1M | 17K | 0.12 |
| Spirit Airlines Inc | Long | Equity-common | US | $93K | 25K | 0.01 |
| Spok Holdings Inc | Long | Equity-common | US | $88K | 6K | 0.01 |
| SpringWorks Therapeutics Inc | Long | Equity-common | US | $830K | 22K | 0.10 |
| Sprinklr Inc | Long | Equity-common | US | $335K | 35K | 0.04 |
| Sprout Social Inc | Long | Equity-common | US | $559K | 16K | 0.07 |
| Sprouts Farmers Market Inc | Long | Equity-common | US | $3M | 32K | 0.32 |
| SPS Commerce Inc | Long | Equity-common | US | $2M | 11K | 0.26 |
| SPX Technologies Inc | Long | Equity-common | US | $2M | 14K | 0.23 |
| Squarespace Inc | Long | Equity-common | US | $764K | 18K | 0.09 |
| St Joe Co/The | Long | Equity-common | US | $596K | 11K | 0.07 |
| STAAR Surgical Co | Long | Equity-common | US | $731K | 15K | 0.09 |
| Stagwell Inc | Long | Equity-common | US | $146K | 21K | 0.02 |
| Standard Motor Products Inc | Long | Equity-common | US | $192K | 7K | 0.02 |
| Standex International Corp | Long | Equity-common | US | $605K | 4K | 0.07 |
| Star Holdings | Long | Equity-common | US | $52K | 4K | 0.01 |
| Steelcase Inc | Long | Equity-common | US | $340K | 26K | 0.04 |
| Stellar Bancorp Inc | Long | Equity-common | US | $360K | 16K | 0.04 |
| Stem Inc | Long | Equity-common | US | $19K | 17K | 0.00 |
| Stepan Co | Long | Equity-common | US | $570K | 7K | 0.07 |
| StepStone Group Inc | Long | Equity-common | US | $790K | 17K | 0.09 |
| Sterling Check Corp | Long | Equity-common | US | $161K | 11K | 0.02 |
| Sterling Infrastructure Inc | Long | Equity-common | US | $1M | 9K | 0.13 |
| Steven Madden Ltd | Long | Equity-common | US | $975K | 23K | 0.12 |
| Stewart Information Services Corp | Long | Equity-common | US | $532K | 9K | 0.06 |
| Stitch Fix Inc | Long | Equity-common | US | $78K | 19K | 0.01 |
| Stock Yards Bancorp Inc | Long | Equity-common | US | $435K | 9K | 0.05 |
| Stoke Therapeutics Inc | Long | Equity-common | US | $120K | 9K | 0.01 |
| StoneCo Ltd | Long | Equity-common | KY | $1M | 91K | 0.13 |
| Stoneridge Inc | Long | Equity-common | US | $107K | 7K | 0.01 |
| StoneX Group Inc | Long | Equity-common | US | $655K | 9K | 0.08 |
| Strategic Education Inc | Long | Equity-common | US | $771K | 7K | 0.09 |
| Stratus Properties Inc | Long | Equity-common | US | $46K | 2K | 0.01 |
| Stride Inc | Long | Equity-common | US | $953K | 14K | 0.11 |
| Sturm Ruger & Co Inc | Long | Equity-common | US | $219K | 5K | 0.03 |
| Summit Hotel Properties Inc | Long | Equity-common | US | $164K | 27K | 0.02 |
| Summit Materials Inc | Long | Equity-common | US | $1M | 37K | 0.16 |
| Summit Therapeutics Inc | Long | Equity-common | US | $314K | 40K | 0.04 |
| Sun Country Airlines Holdings Inc | Long | Equity-common | US | $178K | 14K | 0.02 |
| SunCoke Energy Inc | Long | Equity-common | US | $248K | 25K | 0.03 |
| Sunnova Energy International Inc | Long | Equity-common | US | $185K | 33K | 0.02 |
| SunOpta Inc | Long | Equity-common | CA | $185K | 34K | 0.02 |
| SunPower Corp | Long | Equity-common | US | $49K | 17K | 0.01 |
| Sunstone Hotel Investors Inc | Long | Equity-common | US | $655K | 63K | 0.08 |
| Super Group SGHC Ltd | Long | Equity-common | GG | $112K | 35K | 0.01 |
| Super Micro Computer Inc | Long | Equity-common | US | $13M | 16K | 1.54 |
| Supernus Pharmaceuticals Inc | Long | Equity-common | US | $447K | 17K | 0.05 |
| Surgery Partners Inc | Long | Equity-common | US | $562K | 24K | 0.07 |
| Surmodics Inc | Long | Equity-common | US | $200K | 5K | 0.02 |
| Sutro Biopharma Inc | Long | Equity-common | US | $30K | 10K | 0.00 |
| Sweetgreen Inc | Long | Equity-common | US | $922K | 31K | 0.11 |
| Sylvamo Corp | Long | Equity-common | US | $796K | 12K | 0.09 |
| Synaptics Inc | Long | Equity-common | US | $1M | 13K | 0.13 |
| Syndax Pharmaceuticals Inc | Long | Equity-common | US | $522K | 25K | 0.06 |
| Tactile Systems Technology Inc | Long | Equity-common | US | $93K | 8K | 0.01 |
| Talos Energy Inc | Long | Equity-common | US | $523K | 43K | 0.06 |
| Tanger Inc | Long | Equity-common | US | $904K | 33K | 0.11 |
| Tango Therapeutics Inc | Long | Equity-common | US | $142K | 17K | 0.02 |
| Target Hospitality Corp | Long | Equity-common | US | $86K | 10K | 0.01 |
| Tarsus Pharmaceuticals Inc | Long | Equity-common | US | $269K | 10K | 0.03 |
| Taylor Morrison Home Corp | Long | Equity-common | US | $2M | 32K | 0.21 |
| TD Prime Services LLC | Long | Repurchase agreement | US | $12M | – | 1.37 |
| TD Prime Services LLC | Long | Repurchase agreement | US | $10M | – | 1.19 |
| TechTarget Inc | Long | Equity-common | US | $283K | 9K | 0.03 |
| Teekay Corp | Long | Equity-common | MH | $169K | 19K | 0.02 |
| Teekay Tankers Ltd | Long | Equity-common | MH | $513K | 7K | 0.06 |
| TEGNA Inc | Long | Equity-common | US | $850K | 61K | 0.10 |
| Tejon Ranch Co | Long | Equity-common | US | $87K | 5K | 0.01 |
| Telephone and Data Systems Inc | Long | Equity-common | US | $629K | 30K | 0.07 |
| Tellurian Inc | Long | Equity-common | US | $89K | 129K | 0.01 |
| Tenable Holdings Inc | Long | Equity-common | US | $2M | 37K | 0.19 |
| Tenaya Therapeutics Inc | Long | Equity-common | US | $17K | 6K | 0.00 |
| Tennant Co | Long | Equity-common | US | $589K | 6K | 0.07 |
| Terawulf Inc | Long | Equity-common | US | $159K | 36K | 0.02 |
| Terex Corp | Long | Equity-common | US | $1M | 21K | 0.14 |
| Terns Pharmaceuticals Inc | Long | Equity-common | US | $100K | 15K | 0.01 |
| Terreno Realty Corp | Long | Equity-common | US | $2M | 28K | 0.20 |
| TETRA Technologies Inc | Long | Equity-common | US | $101K | 29K | 0.01 |
| Texas Capital Bancshares Inc | Long | Equity-common | US | $908K | 15K | 0.11 |
| TFDXX LEX BLACKROCK FED FUND | Long | Short-term investment vehicle | US | $5M | 5M | 0.60 |
| TG Therapeutics Inc | Long | Equity-common | US | $771K | 43K | 0.09 |
| The Bank Of Nova Scotia, Toronto | Long | Repurchase agreement | US | $2M | – | 0.24 |
| The Bank Of Nova Scotia, Toronto | Long | Repurchase agreement | US | $1M | – | 0.12 |
| Theravance Biopharma Inc | Long | Equity-common | KY | $131K | 15K | 0.02 |
| Thermon Group Holdings Inc | Long | Equity-common | US | $316K | 10K | 0.04 |
| Third Coast Bancshares Inc | Long | Equity-common | US | $102K | 5K | 0.01 |
| Third Harmonic Bio Inc | Long | Equity-common | US | $96K | 7K | 0.01 |
| Thoughtworks Holding Inc | Long | Equity-common | US | $50K | 18K | 0.01 |
| ThredUp Inc | Long | Equity-common | US | $10K | 6K | 0.00 |
| Thryv Holdings Inc | Long | Equity-common | US | $188K | 11K | 0.02 |
| Tidewater Inc | Long | Equity-common | US | $1M | 14K | 0.16 |
| Tile Shop Holdings Inc | Long | Equity-common | US | $65K | 9K | 0.01 |
| Timberland Bancorp Inc/WA | Long | Equity-common | US | $70K | 3K | 0.01 |
| Tiptree Inc | Long | Equity-common | US | $100K | 6K | 0.01 |
| Titan International Inc | Long | Equity-common | US | $77K | 10K | 0.01 |
| Titan Machinery Inc | Long | Equity-common | US | $109K | 7K | 0.01 |
| Tobira Therapeutics Inc | Derivative-equity | US | $37K | 5K | 0.00 | |
| Tompkins Financial Corp | Long | Equity-common | US | $224K | 5K | 0.03 |
| Topgolf Callaway Brands Corp | Long | Equity-common | US | $693K | 45K | 0.08 |
| TORONTO DOMINION NY | Long | Short-term investment vehicle | US | $1M | – | 0.12 |
| Towne Bank/Portsmouth VA | Long | Equity-common | US | $594K | 22K | 0.07 |
| TPG RE Finance Trust Inc | Long | Equity-common | US | $180K | 21K | 0.02 |
| TPI Composites Inc | Long | Equity-common | US | $52K | 13K | 0.01 |
| Transcat Inc | Long | Equity-common | US | $327K | 3K | 0.04 |
| TransMedics Group Inc | Long | Equity-common | US | $1M | 10K | 0.18 |
| Travere Therapeutics Inc | Long | Equity-common | US | $190K | 23K | 0.02 |
| Treace Medical Concepts Inc | Long | Equity-common | US | $58K | 9K | 0.01 |
| Tredegar Corp | Long | Equity-common | US | $42K | 9K | 0.00 |
| TreeHouse Foods Inc | Long | Equity-common | US | $586K | 16K | 0.07 |
| Tri Pointe Homes Inc | Long | Equity-common | US | $1M | 30K | 0.13 |
| TriCo Bancshares | Long | Equity-common | US | $380K | 10K | 0.05 |
| TriMas Corp | Long | Equity-common | US | $318K | 12K | 0.04 |
| TriNet Group Inc | Long | Equity-common | US | $993K | 10K | 0.12 |
| Trinity Industries Inc | Long | Equity-common | US | $770K | 26K | 0.09 |
| Triumph Financial Inc | Long | Equity-common | US | $570K | 7K | 0.07 |
| Triumph Group Inc | Long | Equity-common | US | $306K | 20K | 0.04 |
| Tronox Holdings PLC | Long | Equity-common | GB | $588K | 37K | 0.07 |
| TruBridge Inc | Long | Equity-common | US | $45K | 5K | 0.01 |
| TrueBlue Inc | Long | Equity-common | US | $83K | 8K | 0.01 |
| TrueCar Inc | Long | Equity-common | US | $49K | 16K | 0.01 |
| Trupanion Inc | Long | Equity-common | US | $387K | 13K | 0.05 |
| TrustCo Bank Corp NY | Long | Equity-common | US | $168K | 6K | 0.02 |
| Trustmark Corp | Long | Equity-common | US | $570K | 19K | 0.07 |
| TTM Technologies Inc | Long | Equity-common | US | $615K | 32K | 0.07 |
| Tucows Inc | Long | Equity-common | US | $65K | 3K | 0.01 |
| Turning Point Brands Inc | Long | Equity-common | US | $180K | 6K | 0.02 |
| Turtle Beach Corp | Long | Equity-common | US | $77K | 5K | 0.01 |
| Tutor Perini Corp | Long | Equity-common | US | $289K | 13K | 0.03 |
| Twist Bioscience Corp | Long | Equity-common | US | $889K | 18K | 0.11 |
| Two Harbors Investment Corp | Long | Equity-common | US | $432K | 33K | 0.05 |
| Tyra Biosciences Inc | Long | Equity-common | US | $79K | 5K | 0.01 |
| U.S. Treasury Bills (United States Treasury) | Long | Short-term investment vehicle | US | $17M | – | 2.08 |
| Udemy Inc | Long | Equity-common | US | $252K | 29K | 0.03 |
| UFP Industries Inc | Long | Equity-common | US | $2M | 19K | 0.25 |
| UFP Technologies Inc | Long | Equity-common | US | $584K | 2K | 0.07 |
| Ultra Clean Holdings Inc | Long | Equity-common | US | $668K | 14K | 0.08 |
| UMB Financial Corp | Long | Equity-common | US | $1M | 14K | 0.14 |
| UMH Properties Inc | Long | Equity-common | US | $277K | 17K | 0.03 |
| UniFirst Corp/MA | Long | Equity-common | US | $821K | 5K | 0.10 |
| Unisys Corp | Long | Equity-common | US | $90K | 22K | 0.01 |
| United Bankshares Inc/WV | Long | Equity-common | US | $1M | 41K | 0.16 |
| United Community Banks Inc/GA | Long | Equity-common | US | $951K | 37K | 0.11 |
| United Fire Group Inc | Long | Equity-common | US | $120K | 6K | 0.01 |
| United Natural Foods Inc | Long | Equity-common | US | $212K | 16K | 0.03 |
| United Parks & Resorts Inc | Long | Equity-common | US | $618K | 11K | 0.07 |
| United States Lime & Minerals Inc | Long | Equity-common | US | $220K | 603 | 0.03 |
| Uniti Group Inc | Long | Equity-common | US | $187K | 64K | 0.02 |
| Unitil Corp | Long | Equity-common | US | $262K | 5K | 0.03 |
| Unity Bancorp Inc | Long | Equity-common | US | $71K | 2K | 0.01 |
| Universal Corp/VA | Long | Equity-common | US | $388K | 8K | 0.05 |
| Universal Health Realty Income Trust | Long | Equity-common | US | $167K | 4K | 0.02 |
| Universal Insurance Holdings Inc | Long | Equity-common | US | $148K | 8K | 0.02 |
| Universal Logistics Holdings Inc | Long | Equity-common | US | $102K | 3K | 0.01 |
| Universal Technical Institute Inc | Long | Equity-common | US | $204K | 13K | 0.02 |
| Univest Financial Corp | Long | Equity-common | US | $215K | 9K | 0.03 |
| Upbound Group Inc | Long | Equity-common | US | $514K | 17K | 0.06 |
| Upstart Holdings Inc | Long | Equity-common | US | $573K | 24K | 0.07 |
| Upwork Inc | Long | Equity-common | US | $404K | 38K | 0.05 |
| Uranium Energy Corp | Long | Equity-common | US | $666K | 111K | 0.08 |
| Urban Edge Properties | Long | Equity-common | US | $692K | 37K | 0.08 |
| Urban Outfitters Inc | Long | Equity-common | US | $843K | 21K | 0.10 |
| UroGen Pharma Ltd | Long | Equity-common | IL | $156K | 9K | 0.02 |
| US Physical Therapy Inc | Long | Equity-common | US | $453K | 5K | 0.05 |
| US Silica Holdings Inc | Long | Equity-common | US | $364K | 24K | 0.04 |
| USANA Health Sciences Inc | Long | Equity-common | US | $167K | 4K | 0.02 |
| Utah Medical Products Inc | Long | Equity-common | US | $86K | 1K | 0.01 |
| Utz Brands Inc | Long | Equity-common | US | $406K | 24K | 0.05 |
| V2X Inc | Long | Equity-common | US | $188K | 4K | 0.02 |
| VAALCO Energy Inc | Long | Equity-common | US | $173K | 28K | 0.02 |
| Valaris Ltd | Long | Equity-common | BM | $1M | 19K | 0.16 |
| Valley National Bancorp | Long | Equity-common | US | $898K | 129K | 0.11 |
| Vanda Pharmaceuticals Inc | Long | Equity-common | US | $61K | 11K | 0.01 |
| Varex Imaging Corp | Long | Equity-common | US | $182K | 12K | 0.02 |
| Varonis Systems Inc | Long | Equity-common | US | $2M | 34K | 0.19 |
| Vaxcyte Inc | Long | Equity-common | US | $2M | 33K | 0.30 |
| Vector Group Ltd | Long | Equity-common | US | $476K | 45K | 0.06 |
| Veeco Instruments Inc | Long | Equity-common | US | $735K | 16K | 0.09 |
| Velocity Financial Inc | Long | Equity-common | US | $53K | 3K | 0.01 |
| Ventyx Biosciences Inc | Long | Equity-common | US | $19K | 8K | 0.00 |
| Vera Bradley Inc | Long | Equity-common | US | $54K | 9K | 0.01 |
| Vera Therapeutics Inc | Long | Equity-common | US | $471K | 13K | 0.06 |
| Veracyte Inc | Long | Equity-common | US | $532K | 25K | 0.06 |
| Vericel Corp | Long | Equity-common | US | $711K | 16K | 0.08 |
| Verint Systems Inc | Long | Equity-common | US | $615K | 19K | 0.07 |
| Veris Residential Inc | Long | Equity-common | US | $345K | 23K | 0.04 |
| Veritex Holdings Inc | Long | Equity-common | US | $373K | 18K | 0.04 |
| Verra Mobility Corp | Long | Equity-common | US | $1M | 44K | 0.14 |
| Verrica Pharmaceuticals Inc | Long | Equity-common | US | $50K | 7K | 0.01 |
| Verve Therapeutics Inc | Long | Equity-common | US | $69K | 14K | 0.01 |
| Viad Corp | Long | Equity-common | US | $225K | 7K | 0.03 |
| Viant Technology Inc | Long | Equity-common | US | $54K | 5K | 0.01 |
| Viavi Solutions Inc | Long | Equity-common | US | $443K | 64K | 0.05 |
| Vicor Corp | Long | Equity-common | US | $240K | 7K | 0.03 |
| Victory Capital Holdings Inc | Long | Equity-common | US | $400K | 8K | 0.05 |
| Viemed Healthcare Inc | Long | Equity-common | CA | $41K | 6K | 0.00 |
| Viking Therapeutics Inc | Long | Equity-common | US | $2M | 32K | 0.20 |
| Village Super Market Inc | Long | Equity-common | US | $77K | 3K | 0.01 |
| Vimeo Inc | Long | Equity-common | US | $147K | 39K | 0.02 |
| Vir Biotechnology Inc | Long | Equity-common | US | $250K | 28K | 0.03 |
| Virgin Galactic Holdings Inc | Long | Equity-common | US | $29K | 3K | 0.00 |
| Virginia National Bankshares Corp | Long | Equity-common | US | $56K | 2K | 0.01 |
| Viridian Therapeutics Inc | Long | Equity-common | US | $210K | 16K | 0.02 |
| Virtus Investment Partners Inc | Long | Equity-common | US | $478K | 2K | 0.06 |
| Vishay Intertechnology Inc | Long | Equity-common | US | $885K | 40K | 0.11 |
| Vishay Precision Group Inc | Long | Equity-common | US | $128K | 4K | 0.02 |
| Vista Outdoor Inc | Long | Equity-common | US | $680K | 18K | 0.08 |
| Visteon Corp | Long | Equity-common | US | $934K | 9K | 0.11 |
| Vita Coco Co Inc/The | Long | Equity-common | US | $344K | 12K | 0.04 |
| Vital Energy Inc | Long | Equity-common | US | $349K | 8K | 0.04 |
| Vital Farms Inc | Long | Equity-common | US | $447K | 10K | 0.05 |
| Vitesse Energy Inc | Long | Equity-common | US | $203K | 9K | 0.02 |
| Vivid Seats Inc | Long | Equity-common | US | $99K | 17K | 0.01 |
| Vizio Holding Corp | Long | Equity-common | US | $261K | 24K | 0.03 |
| Voyager Therapeutics Inc | Long | Equity-common | US | $85K | 11K | 0.01 |
| VSE Corp | Long | Equity-common | US | $378K | 4K | 0.05 |
| W&T Offshore Inc | Long | Equity-common | US | $29K | 14K | 0.00 |
| Wabash National Corp | Long | Equity-common | US | $300K | 14K | 0.04 |
| WaFd Inc | Long | Equity-common | US | $626K | 22K | 0.07 |
| Walker & Dunlop Inc | Long | Equity-common | US | $967K | 10K | 0.12 |
| Warby Parker Inc | Long | Equity-common | US | $464K | 29K | 0.06 |
| Warrior Met Coal Inc | Long | Equity-common | US | $1M | 16K | 0.12 |
| Washington Trust Bancorp Inc | Long | Equity-common | US | $152K | 6K | 0.02 |
| Waterstone Financial Inc | Long | Equity-common | US | $75K | 6K | 0.01 |
| Watts Water Technologies Inc | Long | Equity-common | US | $2M | 9K | 0.19 |
| WaVe Life Sciences Ltd | Long | Equity-common | SG | $88K | 18K | 0.01 |
| WD-40 Co | Long | Equity-common | US | $916K | 4K | 0.11 |
| Weatherford International PLC | Long | Equity-common | IE | $3M | 22K | 0.32 |
| Weave Communications Inc | Long | Equity-common | US | $111K | 12K | 0.01 |
| Weis Markets Inc | Long | Equity-common | US | $317K | 5K | 0.04 |
| Werner Enterprises Inc | Long | Equity-common | US | $707K | 20K | 0.08 |
| WesBanco Inc | Long | Equity-common | US | $497K | 18K | 0.06 |
| West BanCorp Inc | Long | Equity-common | US | $55K | 3K | 0.01 |
| Westamerica BanCorp | Long | Equity-common | US | $384K | 8K | 0.05 |
| WESTPAC BKG CORP, NEW YORK | Long | Short-term investment vehicle | US | $2M | – | 0.24 |
| Westrock Coffee Co | Long | Equity-common | US | $101K | 10K | 0.01 |
| Weyco Group Inc | Long | Equity-common | US | $62K | 2K | 0.01 |
| Whitestone REIT | Long | Equity-common | US | $211K | 16K | 0.03 |
| WideOpenWest Inc | Long | Equity-common | US | $48K | 9K | 0.01 |
| Willdan Group Inc | Long | Equity-common | US | $132K | 5K | 0.02 |
| Willis Lease Finance Corp | Long | Equity-common | US | $67K | 960 | 0.01 |
| Winmark Corp | Long | Equity-common | US | $312K | 884 | 0.04 |
| Winnebago Industries Inc | Long | Equity-common | US | $479K | 9K | 0.06 |
| WisdomTree Inc | Long | Equity-common | US | $402K | 41K | 0.05 |
| Wolverine World Wide Inc | Long | Equity-common | US | $302K | 22K | 0.04 |
| Workiva Inc | Long | Equity-common | US | $1M | 16K | 0.14 |
| World Acceptance Corp | Long | Equity-common | US | $151K | 1K | 0.02 |
| World Kinect Corp | Long | Equity-common | US | $477K | 18K | 0.06 |
| Worthington Enterprises Inc | Long | Equity-common | US | $476K | 10K | 0.06 |
| Worthington Steel Inc | Long | Equity-common | US | $335K | 10K | 0.04 |
| WSFS Financial Corp | Long | Equity-common | US | $884K | 19K | 0.11 |
| X4 Pharmaceuticals Inc | Long | Equity-common | US | $24K | 42K | 0.00 |
| Xencor Inc | Long | Equity-common | US | $375K | 20K | 0.04 |
| Xenia Hotels & Resorts Inc | Long | Equity-common | US | $499K | 35K | 0.06 |
| Xeris Biopharma Holdings Inc | Long | Equity-common | US | $62K | 27K | 0.01 |
| Xerox Holdings Corp | Long | Equity-common | US | $418K | 36K | 0.05 |
| XOMA Corp | Long | Equity-common | US | $60K | 3K | 0.01 |
| Xometry Inc | Long | Equity-common | US | $135K | 12K | 0.02 |
| XPEL Inc | Long | Equity-common | US | $270K | 8K | 0.03 |
| Xperi Inc | Long | Equity-common | US | $115K | 14K | 0.01 |
| Xponential Fitness Inc | Long | Equity-common | US | $132K | 8K | 0.02 |
| Y-mAbs Therapeutics Inc | Long | Equity-common | US | $155K | 13K | 0.02 |
| Yelp Inc | Long | Equity-common | US | $793K | 21K | 0.09 |
| Yext Inc | Long | Equity-common | US | $181K | 34K | 0.02 |
| York Water Co/The | Long | Equity-common | US | $190K | 5K | 0.02 |
| Zentalis Pharmaceuticals Inc | Long | Equity-common | US | $80K | 20K | 0.01 |
| Zeta Global Holdings Corp | Long | Equity-common | US | $802K | 45K | 0.10 |
| Zevra Therapeutics Inc | Long | Equity-common | US | $59K | 12K | 0.01 |
| Ziff Davis Inc | Long | Equity-common | US | $786K | 14K | 0.09 |
| Zimvie Inc | Long | Equity-common | US | $140K | 8K | 0.02 |
| ZipRecruiter Inc | Long | Equity-common | US | $201K | 22K | 0.02 |
| Zumiez Inc | Long | Equity-common | US | $100K | 5K | 0.01 |
| Zuora Inc | Long | Equity-common | US | $421K | 42K | 0.05 |
| Zurn Elkay Water Solutions Corp | Long | Equity-common | US | $1M | 46K | 0.16 |
| Zymeworks Inc | Long | Equity-common | US | $156K | 18K | 0.02 |
| Zynex Inc | Long | Equity-common | US | $72K | 8K | 0.01 |
Address
Brighthouse Funds Trust II
Brighthouse Investment Advisers, LLC
11225 North Community House Road
Charlotte
North Carolina
28277
United States of America
Websites
Directors
Dawn M. Vroegop
Robert J. Boulware
Nancy Hawthorne
John Rosenthal
Susan C. Gause
Stephen M. Alderman
Transfer Agents
Brighthouse Life Insurance Company
Pricing Services
Statpro Group Limited
PricingDirect Inc.
S&P Global Inc.
Bloomberg L.P.
ICE Data Services, Inc.
Virtu ITG LLC
London Stock Exchange Group PLC
Custodians
State Street Bank and Trust Company
Shareholder Servicing Agents
Brighthouse Financial, Inc.
Admins
State Street Bank and Trust Company
Brokers
Robert W. Baird & Co. Incorporated
RBC Capital Markets, LLC
BNY Mellon Capital Markets, LLC
BofA Securities, Inc.
Morgan Stanley & Co. LLC
J.P. Morgan Securities LLC
Jefferies LLC
Sanford C. Bernstein & Co., LLC
Virtu Americas LLC
Barclays Capital Inc.