# EDGAR Filing Document

**Accession Number:** 0000710826
**File Stem:** 0001752724-23-044003
**Filing Date:** 2023-2
**Character Count:** 152729
**Document Hash:** 4fa6764cc60c136e0c342fe0a403e39a
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-044003.hdr.sgml**: 20230228

**ACCESSION NUMBER**: 0001752724-23-044003

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230228

**DATE AS OF CHANGE**: 20230228

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Brighthouse Funds Trust II
- **CENTRAL INDEX KEY:** 0000710826
- **IRS NUMBER:** 833164113
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-03618
- **FILM NUMBER:** 23678670

**BUSINESS ADDRESS:**
- **STREET 1:** BRIGHTHOUSE INVESTMENT ADVISERS, LLC
- **STREET 2:** 125 HIGH STREET, SUITE 732
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02110
- **BUSINESS PHONE:** 980-949-5121

**MAIL ADDRESS:**
- **STREET 1:** BRIGHTHOUSE INVESTMENT ADVISERS, LLC
- **STREET 2:** 125 HIGH STREET, SUITE 732
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02110

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** METROPOLITAN SERIES FUND
- **DATE OF NAME CHANGE:** 20120430

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** METROPOLITAN SERIES FUND INC
- **DATE OF NAME CHANGE:** 19920703

## Series and Classes Contracts Data

### MetLife Mid Cap Stock Index Portfolio (Series ID: S000006515)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000017811 | Class A      |  |
| C000017812 | Class B      |  |
| C000017813 | Class E      |  |
| C000075818 | Class G      |  |

## Form NPORT-P: Monthly Portfolio Investments Report

### NPORT-P: Part A: General Information

**Item A.1. Information about the Registrant.**

- **a. Name of Registrant:** Brighthouse Funds Trust II

- **b. Investment Company Act file number:** 811-03618

- **c. CIK number of Registrant:** 0000710826

- **d. LEI of Registrant:** 549300NPPA08K2CWOV06

- **e. Address and telephone number of Registrant.**

  - **Street Address 1:** Brighthouse Investment Advisers, LLC

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02110

  - **Telephone number:** 980-949-4301

**Item A.2. Information about the Series.**

- **a. Name of Series:** MetLife Mid Cap Stock Index Portfolio

- **b. EDGAR series identifier (if any):** S000006515

- **c. LEI of Series:** 549300J2UIY0PEHLL365

**Item A.3. Reporting period.**

- **a. Date of fiscal year-end:** 2022-12-31

- **b. Date as of which information is reported:** 2022-12-31

**Item A.4. Final filing**

Does the Fund anticipate that this will be its final filing on Form N-PORT? **No**

### Fund Information

**Total Assets:** $1116754162.51

**Total Liabilities:** $143977353.30

**Net Assets:** $972776809.21

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000017813 | 10.49%               | 6.13%                | -5.60%               |
| Class ID C000017812 | 10.45%               | 6.07%                | -5.54%               |
| Class ID C000017811 | 10.49%               | 6.05%                | -5.53%               |
| Class ID C000075818 | 10.53%               | 6.02%                | -5.55%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $5908301.31              | $86276739.15                               |
| Month 2  | $3475050.19              | $54134012.64                               |
| Month 3  | $16776109.60             | $-75273868.76                              |

### Schedule of Portfolio Investments

| Name                                     | Title                                         | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| United Bankshares Inc/WV                 | United Bankshares Inc/WV                      | CUSIP: 909907107<br>LEI: 5299005O3BAMJ9Z92V62 | Long             | EC               | CORP              | US        |     60995 | NS      | $2469687.55   | 0.25%             |  |  |  | No            |                  1 | On Loan: —       |
| Nexstar Media Group Inc                  | Nexstar Media Group Inc                       | CUSIP: 65336K103<br>LEI: 52990083ZRR5UT591988 | Long             | EC               | CORP              | US        |     17081 | NS      | $2989687.43   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Independence Realty Trust Inc            | Independence Realty Trust Inc                 | CUSIP: 45378A106<br>LEI: 549300Z3L8NU44NQEB29 | Long             | EC               |  | US        |    101392 | NS      | $1709469.12   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Capital                         | Barclays Capital                              | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Long             | RA               | CORP              | US        |  10131209 | PA      | $10131209.26  | 1.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Victoria's Secret & Co                   | Victoria's Secret & Co                        | CUSIP: 926400102<br>LEI: 5493006T3O70U3UWVF17 | Long             | EC               | CORP              | US        |     36801 | NS      | $1316739.78   | 0.14%             |  |  |  | No            |                  1 | On Loan: —       |
| Jabil Inc                                | Jabil Inc                                     | CUSIP: 466313103<br>LEI: 5493000CGCQY2OQU7669 | Long             | EC               | CORP              | US        |     60987 | NS      | $4159313.40   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Sensient Technologies Corp               | Sensient Technologies Corp                    | CUSIP: 81725T100<br>LEI: CMMZHMFZQG86EI7WZU92 | Long             | EC               | CORP              | US        |     19042 | NS      | $1388542.64   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Penn Entertainment Inc                   | Penn Entertainment Inc                        | CUSIP: 707569109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     70263 | NS      | $2086811.10   | 0.21%             |  |  |  | No            |                  1 | On Loan: —       |
| Dynatrace Inc                            | Dynatrace Inc                                 | CUSIP: 268150109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     91271 | NS      | $3495679.30   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank OZK                                 | Bank OZK                                      | CUSIP: 06417N103<br>LEI: 549300VYK2WBD7SST478 | Long             | EC               | CORP              | US        |     50141 | NS      | $2008648.46   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Omega Healthcare Investors Inc           | Omega Healthcare Investors Inc                | CUSIP: 681936100<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | EC               |  | US        |    106076 | NS      | $2964824.20   | 0.30%             |  |  |  | No            |                  1 | On Loan: —       |
| Hawaiian Electric Industries Inc         | Hawaiian Electric Industries Inc              | CUSIP: 419870100<br>LEI: JJ8FWOCWCV22X7GUPJ23 | Long             | EC               | CORP              | US        |     49586 | NS      | $2075174.10   | 0.21%             |  |  |  | No            |                  1 | On Loan: —       |
| Neogen Corp                              | Neogen Corp                                   | CUSIP: 640491106<br>LEI: 549300HJT9FC36N4UW43 | Long             | EC               | CORP              | US        |     97889 | NS      | $1490849.47   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| PDC Energy Inc                           | PDC Energy Inc                                | CUSIP: 69327R101<br>LEI: 5493008W8H2T511J5Y59 | Long             | EC               | CORP              | US        |     41738 | NS      | $2649528.24   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Arrowhead Pharmaceuticals Inc            | Arrowhead Pharmaceuticals Inc                 | CUSIP: 04280A100<br>LEI: 549300O3CSB8T7OZ3D66 | Long             | EC               | CORP              | US        |     47945 | NS      | $1944649.20   | 0.20%             |  |  |  | No            |                  1 | On Loan: —       |
| SPDR S&P MidCap 400 ETF Trust            | SPDR S&P MidCap 400 ETF Trust                 | CUSIP: 78467Y107<br>LEI: 5493003TT35P3SIWJJ72 | Long             | EC               | RF                | US        |     64500 | NS      | $28559955.00  | 2.94%             |  |  |  | No            |                  1 | On Loan: —       |
| Viasat Inc                               | Viasat Inc                                    | CUSIP: 92552V100<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | EC               | CORP              | US        |     34238 | NS      | $1083632.70   | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| New Jersey Resources Corp                | New Jersey Resources Corp                     | CUSIP: 646025106<br>LEI: 549300QKBSQBIX4DQ583 | Long             | EC               | CORP              | US        |     43588 | NS      | $2162836.56   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Stifel Financial Corp                    | Stifel Financial Corp                         | CUSIP: 860630102<br>LEI: 549300E5F07FE5GHJX84 | Long             | EC               | CORP              | US        |     48141 | NS      | $2809990.17   | 0.29%             |  |  |  | No            |                  1 | On Loan: —       |
| Avis Budget Group Inc                    | Avis Budget Group Inc                         | CUSIP: 053774105<br>LEI: 529900E95812SYWMCE44 | Long             | EC               | CORP              | US        |     11270 | NS      | $1847491.10   | 0.19%             |  |  |  | No            |                  1 | On Loan: —       |
| Navient Corp                             | Navient Corp                                  | CUSIP: 63938C108<br>LEI: 54930067J0ZNOEBRW338 | Long             | EC               | CORP              | US        |     47914 | NS      | $788185.30    | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| Amedisys Inc                             | Amedisys Inc                                  | CUSIP: 023436108<br>LEI: 5299001RBS9GK9STN379 | Long             | EC               | CORP              | US        |     14718 | NS      | $1229541.72   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| STORE Capital Corp                       | STORE Capital Corp                            | CUSIP: 862121100<br>LEI: 5493004EA6C9IHDZ7N66 | Long             | EC               |  | US        |    120364 | NS      | $3858869.84   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Cabot Corp                               | Cabot Corp                                    | CUSIP: 127055101<br>LEI: K05C0SER542GQ6VLRO68 | Long             | EC               | CORP              | US        |     25479 | NS      | $1703016.36   | 0.18%             |  |  |  | No            |                  1 | On Loan: —       |
| Societe Generale                         | Societe Generale                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | RA               | CORP              | US        |   2500000 | PA      | $2500000.00   | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| FIRST ABU DHABI BANK USA NV              | FIRST ABU DHABI BANK USA NV                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   3000000 | PA      | $3000000.00   | 0.31%             | 2023-01-03      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| R1 RCM Inc                               | R1 RCM Inc                                    | CUSIP: 77634L105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     62259 | NS      | $681736.05    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Lancaster Colony Corp                    | Lancaster Colony Corp                         | CUSIP: 513847103<br>LEI: 529900X4O13HED1ZAS58 | Long             | EC               | CORP              | US        |      8986 | NS      | $1772937.80   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| CIBC NY                                  | CIBC NY                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   2000766 | PA      | $2000765.56   | 0.21%             | 2023-03-03      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| Evercore Inc                             | Evercore Inc                                  | CUSIP: 29977A105<br>LEI: 529900P6KLPT95DW3W58 | Long             | EC               | CORP              | US        |     16185 | NS      | $1765459.80   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Amkor Technology Inc                     | Amkor Technology Inc                          | CUSIP: 031652100<br>LEI: 529900VHLRTKPWZJBM84 | Long             | EC               | CORP              | US        |     45495 | NS      | $1090970.10   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Jones Lang LaSalle Inc                   | Jones Lang LaSalle Inc                        | CUSIP: 48020Q107<br>LEI: 6SYKCME112RT8TQUO411 | Long             | EC               | CORP              | US        |     21499 | NS      | $3426295.63   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Societe Generale                         | Societe Generale                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | RA               | CORP              | US        |   1100000 | PA      | $1100000.00   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Toro Co/The                              | Toro Co/The                                   | CUSIP: 891092108<br>LEI: YJKE4YIT6BWQHVEW0D14 | Long             | EC               | CORP              | US        |     47200 | NS      | $5343040.00   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| EnerSys                                  | EnerSys                                       | CUSIP: 29275Y102<br>LEI: 7ZS3DE5PN30BYUJFWP05 | Long             | EC               | CORP              | US        |     18494 | NS      | $1365596.96   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Trex Co Inc                              | Trex Co Inc                                   | CUSIP: 89531P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     49707 | NS      | $2104097.31   | 0.22%             |  |  |  | No            |                  1 | On Loan: —       |
| Highwoods Properties Inc                 | Highwoods Properties Inc                      | CUSIP: 431284108<br>LEI: ZIIGTYKL9T0X3HLTDX53 | Long             | EC               |  | US        |     47651 | NS      | $1333274.98   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| International Bancshares Corp            | International Bancshares Corp                 | CUSIP: 459044103<br>LEI: 549300Y16R531AU8TX77 | Long             | EC               | CORP              | US        |     23915 | NS      | $1094350.40   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Old National Bancorp/IN                  | Old National Bancorp/IN                       | CUSIP: 680033107<br>LEI: 549300MMK90CL5KMVX16 | Long             | EC               | CORP              | US        |    132669 | NS      | $2385388.62   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Omnicell Inc                             | Omnicell Inc                                  | CUSIP: 68213N109<br>LEI: 5493008RH0GTKHHPZI77 | Long             | EC               | CORP              | US        |     20224 | NS      | $1019694.08   | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| Avient Corp                              | Avient Corp                                   | CUSIP: 05368V106<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | EC               | CORP              | US        |     38722 | NS      | $1307254.72   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Goodyear Tire & Rubber Co/The            | Goodyear Tire & Rubber Co/The                 | CUSIP: 382550101<br>LEI: 5493002BI0S2ZQUY3437 | Long             | EC               | CORP              | US        |    128126 | NS      | $1300478.90   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Synaptics Inc                            | Synaptics Inc                                 | CUSIP: 87157D109<br>LEI: 549300AJ3LI4FWNRQX29 | Long             | EC               | CORP              | US        |     18060 | NS      | $1718589.60   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| National Instruments Corp                | National Instruments Corp                     | CUSIP: 636518102<br>LEI: 549300TP4OOPCYWDUP86 | Long             | EC               | CORP              | US        |     59143 | NS      | $2182376.70   | 0.22%             |  |  |  | No            |                  1 | On Loan: —       |
| Repligen Corp                            | Repligen Corp                                 | CUSIP: 759916109<br>LEI: 54930006QJ0T5AUO1E71 | Long             | EC               | CORP              | US        |     23390 | NS      | $3960160.90   | 0.41%             |  |  |  | No            |                  1 | On Loan: —       |
| Coca-Cola Consolidated Inc               | Coca-Cola Consolidated Inc                    | CUSIP: 191098102<br>LEI: 57VG5X0E00X0QJU7CQ58 | Long             | EC               | CORP              | US        |      2085 | NS      | $1068270.60   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Valvoline Inc                            | Valvoline Inc                                 | CUSIP: 92047W101<br>LEI: 549300CMHPBEY6VPOT75 | Long             | EC               | CORP              | US        |     80183 | NS      | $2617974.95   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Royal Gold Inc                           | Royal Gold Inc                                | CUSIP: 780287108<br>LEI: 5493001NGRU6SFL04184 | Long             | EC               | CORP              | US        |     29735 | NS      | $3351729.20   | 0.34%             |  |  |  | No            |                  1 | On Loan: —       |
| FirstCash Holdings Inc                   | FirstCash Holdings Inc                        | CUSIP: 33768G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16994 | NS      | $1476948.54   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Ashland Inc                              | Ashland Inc                                   | CUSIP: 044186104<br>LEI: 529900E4L9R04SB8HB11 | Long             | EC               | CORP              | US        |     22561 | NS      | $2425984.33   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Southwest Gas Holdings Inc               | Southwest Gas Holdings Inc                    | CUSIP: 844895102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     27949 | NS      | $1729484.12   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| ManpowerGroup Inc                        | ManpowerGroup Inc                             | CUSIP: 56418H100<br>LEI: ERO1WSFOSR0JJ6CRQ987 | Long             | EC               | CORP              | US        |     22901 | NS      | $1905592.21   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| RXO Inc                                  | RXO Inc                                       | CUSIP: 74982T103<br>LEI: 549300KL8CA6GP8XPM30 | Long             | EC               | CORP              | US        |     52142 | NS      | $896842.40    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Steel Corp                 | United States Steel Corp                      | CUSIP: 912909108<br>LEI: JNLUVFYJT1OZSIQ24U47 | Long             | EC               | CORP              | US        |    106115 | NS      | $2658180.75   | 0.27%             |  |  |  | No            |                  1 | On Loan: —       |
| Interactive Brokers Group Inc            | Interactive Brokers Group Inc                 | CUSIP: 45841N107<br>LEI: 5493004DT6DCDUZNDM53 | Long             | EC               | CORP              | US        |     46597 | NS      | $3371292.95   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Reinsurance Group of America Inc         | Reinsurance Group of America Inc              | CUSIP: 759351604<br>LEI: LORM1GNEU1DKEW527V90 | Long             | EC               | CORP              | US        |     30275 | NS      | $4301774.75   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| JetBlue Airways Corp                     | JetBlue Airways Corp                          | CUSIP: 477143101<br>LEI: 54930070J9H97ZO93T57 | Long             | EC               | CORP              | US        |    146705 | NS      | $950648.40    | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| Terex Corp                               | Terex Corp                                    | CUSIP: 880779103<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | EC               | CORP              | US        |     30575 | NS      | $1306164.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Super Micro Computer Inc                 | Super Micro Computer Inc                      | CUSIP: 86800U104<br>LEI: 54930022CZO1N2UGVW07 | Long             | EC               | CORP              | US        |     20856 | NS      | $1712277.60   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| nVent Electric PLC                       | nVent Electric PLC                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |     75458 | NS      | $2902869.26   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| MACOM Technology Solutions Holdings Inc  | MACOM Technology Solutions Holdings Inc       | CUSIP: 55405Y100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23145 | NS      | $1457672.10   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Vicor Corp                               | Vicor Corp                                    | CUSIP: 925815102<br>LEI: 5299005KMQOTR6B51F09 | Long             | EC               | CORP              | US        |     10096 | NS      | $542660.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Primerica Inc                            | Primerica Inc                                 | CUSIP: 74164M108<br>LEI: 254900621R686KJR7022 | Long             | EC               | CORP              | US        |     16714 | NS      | $2370379.48   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Sprouts Farmers Market Inc               | Sprouts Farmers Market Inc                    | CUSIP: 85208M102<br>LEI: 529900P8F4G77Q52XE24 | Long             | EC               | CORP              | US        |     47947 | NS      | $1552044.39   | 0.16%             |  |  |  | No            |                  1 | On Loan: —       |
| ExlService Holdings Inc                  | ExlService Holdings Inc                       | CUSIP: 302081104<br>LEI: 81E3DTNF6OSH489ZOV15 | Long             | EC               | CORP              | US        |     14978 | NS      | $2537722.54   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Donaldson Co Inc                         | Donaldson Co Inc                              | CUSIP: 257651109<br>LEI: OZE6KXY9QQPR8EJ8WL20 | Long             | EC               | CORP              | US        |     55470 | NS      | $3265518.90   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Union Co/The                     | Western Union Co/The                          | CUSIP: 959802109<br>LEI: 28ID94QU1140NC23S047 | Long             | EC               | CORP              | US        |    174922 | NS      | $2408675.94   | 0.25%             |  |  |  | No            |                  1 | On Loan: —       |
| Ollie's Bargain Outlet Holdings Inc      | Ollie's Bargain Outlet Holdings Inc           | CUSIP: 681116109<br>LEI: 529900YO5DSQCPEFDZ05 | Long             | EC               | CORP              | US        |     26366 | NS      | $1234983.44   | 0.13%             |  |  |  | No            |                  1 | On Loan: —       |
| Owens Corning                            | Owens Corning                                 | CUSIP: 690742101<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | EC               | CORP              | US        |     42332 | NS      | $3610919.60   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| KBR Inc                                  | KBR Inc                                       | CUSIP: 48242W106<br>LEI: 254900OFQDXZRKRCV808 | Long             | EC               | CORP              | US        |     62145 | NS      | $3281256.00   | 0.34%             |  |  |  | No            |                  1 | On Loan: —       |
| H&R Block Inc                            | H&R Block Inc                                 | CUSIP: 093671105<br>LEI: 549300CE3KUCWLZBG404 | Long             | EC               | CORP              | US        |     70421 | NS      | $2571070.71   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| First American Financial Corp            | First American Financial Corp                 | CUSIP: 31847R102<br>LEI: 549300B6VEZK3N0A1P55 | Long             | EC               | CORP              | US        |     46901 | NS      | $2454798.34   | 0.25%             |  |  |  | No            |                  1 | On Loan: —       |
| Power Integrations Inc                   | Power Integrations Inc                        | CUSIP: 739276103<br>LEI: 54930085LGXSCIHD5W31 | Long             | EC               | CORP              | US        |     25909 | NS      | $1858193.48   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Olin Corp                                | Olin Corp                                     | CUSIP: 680665205<br>LEI: 549300GKK294V7W57P06 | Long             | EC               | CORP              | US        |     57696 | NS      | $3054426.24   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Belden Inc                               | Belden Inc                                    | CUSIP: 077454106<br>LEI: 68BKYO1JC791TTJHUE82 | Long             | EC               | CORP              | US        |     19390 | NS      | $1394141.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| New York Community Bancorp Inc           | New York Community Bancorp Inc                | CUSIP: 649445103<br>LEI: 529900HVXOTLY61GL030 | Long             | EC               | CORP              | US        |    308147 | NS      | $2650064.20   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Polaris Inc                              | Polaris Inc                                   | CUSIP: 731068102<br>LEI: 549300QJSN8UVWN1EI78 | Long             | EC               | CORP              | US        |     24678 | NS      | $2492478.00   | 0.26%             |  |  |  | No            |                  1 | On Loan: —       |
| Affiliated Managers Group Inc            | Affiliated Managers Group Inc                 | CUSIP: 008252108<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | EC               | CORP              | US        |     17063 | NS      | $2703291.09   | 0.28%             |  |  |  | No            |                  1 | On Loan: —       |
| Associated Banc-Corp                     | Associated Banc-Corp                          | CUSIP: 045487105<br>LEI: 549300N3CIN473IW5094 | Long             | EC               | CORP              | US        |     68107 | NS      | $1572590.63   | 0.16%             |  |  |  | No            |                  1 | On Loan: —       |
| Under Armour Inc                         | Under Armour Inc                              | CUSIP: 904311206<br>LEI: 549300D4549QKWETZ406 | Long             | EC               | CORP              | US        |     89245 | NS      | $796065.40    | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| Cirrus Logic Inc                         | Cirrus Logic Inc                              | CUSIP: 172755100<br>LEI: 549300NKSJEM5ZZSSV18 | Long             | EC               | CORP              | US        |     24941 | NS      | $1857605.68   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Tandem Diabetes Care Inc                 | Tandem Diabetes Care Inc                      | CUSIP: 875372203<br>LEI: 549300JEPFOD0K4D3I05 | Long             | EC               | CORP              | US        |     29125 | NS      | $1309168.75   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Capri Holdings Ltd                       | Capri Holdings Ltd                            | CUSIP: 000000000<br>LEI: 549300LPG8W0H1OX3A26 | Long             | EC               | CORP              | VG        |     58339 | NS      | $3343991.48   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Coty Inc                                 | Coty Inc                                      | CUSIP: 222070203<br>LEI: 549300BO9IWPF3S48F93 | Long             | EC               | CORP              | US        |    165580 | NS      | $1417364.80   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Prosperity Bancshares Inc                | Prosperity Bancshares Inc                     | CUSIP: 743606105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     41360 | NS      | $3006044.80   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Lithia Motors Inc                        | Lithia Motors Inc                             | CUSIP: 536797103<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | EC               | CORP              | US        |     12383 | NS      | $2535295.42   | 0.26%             |  |  |  | No            |                  1 | On Loan: —       |
| Helen of Troy Ltd                        | Helen of Troy Ltd                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |     10867 | NS      | $1205258.97   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| National Bank Of Canada                  | National Bank Of Canada                       | CUSIP: 000000000<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | RA               | CORP              | US        |   4700000 | PA      | $4700000.00   | 0.48%             |  |  |  | No            |                  2 | On Loan: No      |
| First Horizon Corp                       | First Horizon Corp                            | CUSIP: 320517105<br>LEI: TF3RXI1ZB1TQ30H9JV10 | Long             | EC               | CORP              | US        |    243065 | NS      | $5955092.50   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Under Armour Inc                         | Under Armour Inc                              | CUSIP: 904311107<br>LEI: 549300D4549QKWETZ406 | Long             | EC               | CORP              | US        |     85469 | NS      | $868365.04    | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| MACQUARIE BANK LTD                       | MACQUARIE BANK LTD                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   3000810 | PA      | $3000810.00   | 0.31%             | 2023-02-03      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| Worthington Industries Inc               | Worthington Industries Inc                    | CUSIP: 981811102<br>LEI: 1WRCIANKYOIK6KYE5E82 | Long             | EC               | CORP              | US        |     13735 | NS      | $682766.85    | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| AGCO Corp                                | AGCO Corp                                     | CUSIP: 001084102<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | EC               | CORP              | US        |     28046 | NS      | $3889699.74   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Casey's General Stores Inc               | Casey's General Stores Inc                    | CUSIP: 147528103<br>LEI: 549300CAFWSI86V66Q65 | Long             | EC               | CORP              | US        |     16876 | NS      | $3786130.60   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| TD SYNNEX Corp                           | TD SYNNEX Corp                                | CUSIP: 87162W100<br>LEI: 5493004HI6PFLF46NS53 | Long             | EC               | CORP              | US        |     19044 | NS      | $1803657.24   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Bruker Corp                              | Bruker Corp                                   | CUSIP: 116794108<br>LEI: LEBZ6VLQ6I8XB1NHVY15 | Long             | EC               | CORP              | US        |     45304 | NS      | $3096528.40   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| CubeSmart                                | CubeSmart                                     | CUSIP: 229663109<br>LEI: N/A                  | Long             | EC               |  | US        |    101724 | NS      | $4094391.00   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Lear Corp                                | Lear Corp                                     | CUSIP: 521865204<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | EC               | CORP              | US        |     26773 | NS      | $3320387.46   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Tetra Tech Inc                           | Tetra Tech Inc                                | CUSIP: 88162G103<br>LEI: 549300UJ1LP7JGJC5P32 | Long             | EC               | CORP              | US        |     23999 | NS      | $3484414.81   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| CIBC NY                                  | CIBC NY                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   3000199 | PA      | $3000198.54   | 0.31%             | 2023-02-03      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| Qualys Inc                               | Qualys Inc                                    | CUSIP: 74758T303<br>LEI: 549300EMBXYOW9W1XA17 | Long             | EC               | CORP              | US        |     15659 | NS      | $1757409.57   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| STATE STREET INST US GOVT FUND           | STATE STREET INST US GOVT FUND                | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   5000000 | NS      | $5000000.00   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Hanesbrands Inc                          | Hanesbrands Inc                               | CUSIP: 410345102<br>LEI: GX5LWVWZLL5S4W1L2F20 | Long             | EC               | CORP              | US        |    158061 | NS      | $1005267.96   | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| Churchill Downs Inc                      | Churchill Downs Inc                           | CUSIP: 171484108<br>LEI: 529900FODTBQC8MIS994 | Long             | EC               | CORP              | US        |     14909 | NS      | $3152209.87   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Inari Medical Inc                        | Inari Medical Inc                             | CUSIP: 45332Y109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21872 | NS      | $1390184.32   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Brighthouse Financial Inc                | Brighthouse Financial Inc                     | CUSIP: 10922N103<br>LEI: 5493003T8SZSHOGGAW52 | Long             | EC               | CORP              | US        |     31313 | NS      | $1605417.51   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Manhattan Associates Inc                 | Manhattan Associates Inc                      | CUSIP: 562750109<br>LEI: 529900Q1GJP7KD52SW51 | Long             | EC               | CORP              | US        |     28264 | NS      | $3431249.60   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Energizer Holdings Inc                   | Energizer Holdings Inc                        | CUSIP: 29272W109<br>LEI: 5493000D6NN0V57UME20 | Long             | EC               | CORP              | US        |     30016 | NS      | $1007036.80   | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| Scotts Miracle-Gro Co/The                | Scotts Miracle-Gro Co/The                     | CUSIP: 810186106<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | EC               | CORP              | US        |     18320 | NS      | $890168.80    | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| MGIC Investment Corp                     | MGIC Investment Corp                          | CUSIP: 552848103<br>LEI: 254900S8483WM4M98R28 | Long             | EC               | CORP              | US        |    134542 | NS      | $1749046.00   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Lincoln Electric Holdings Inc            | Lincoln Electric Holdings Inc                 | CUSIP: 533900106<br>LEI: BIMGBY40SIN95O01BN93 | Long             | EC               | CORP              | US        |     26154 | NS      | $3778991.46   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Maximus Inc                              | Maximus Inc                                   | CUSIP: 577933104<br>LEI: 549300DQCDS8HJ7QF202 | Long             | EC               | CORP              | US        |     27427 | NS      | $2011221.91   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| WESTPAC BKG CORP, NEW YORK               | WESTPAC BKG CORP, NEW YORK                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   1999780 | PA      | $1999780.00   | 0.21%             | 2023-02-17      | Floating      | 4.53%                 | No            |                  2 | On Loan: No      |
| Fox Factory Holding Corp                 | Fox Factory Holding Corp                      | CUSIP: 35138V102<br>LEI: 529900GE1HSV0617R721 | Long             | EC               | CORP              | US        |     19146 | NS      | $1746689.58   | 0.18%             |  |  |  | No            |                  1 | On Loan: —       |
| Synovus Financial Corp                   | Synovus Financial Corp                        | CUSIP: 87161C501<br>LEI: 549300EIUS8UN5JTLE54 | Long             | EC               | CORP              | US        |     65887 | NS      | $2474056.85   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Tempur Sealy International Inc           | Tempur Sealy International Inc                | CUSIP: 88023U101<br>LEI: 549300HFEKVR3US71V91 | Long             | EC               | CORP              | US        |     77449 | NS      | $2658824.17   | 0.27%             |  |  |  | No            |                  1 | On Loan: —       |
| Coherent Corp                            | Coherent Corp                                 | CUSIP: 19247G107<br>LEI: 549300O5C25A0MMHHU33 | Long             | EC               | CORP              | US        |     62821 | NS      | $2205017.10   | 0.23%             |  |  |  | No            |                  1 | On Loan: —       |
| CNO Financial Group Inc                  | CNO Financial Group Inc                       | CUSIP: 12621E103<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | EC               | CORP              | US        |     51820 | NS      | $1184087.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Kemper Corp                              | Kemper Corp                                   | CUSIP: 488401100<br>LEI: 549300FNI1JKTRY2PV09 | Long             | EC               | CORP              | US        |     28937 | NS      | $1423700.40   | 0.15%             |  |  |  | No            |                  1 | On Loan: —       |
| Range Resources Corp                     | Range Resources Corp                          | CUSIP: 75281A109<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | EC               | CORP              | US        |    109452 | NS      | $2738489.04   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Wintrust Financial Corp                  | Wintrust Financial Corp                       | CUSIP: 97650W108<br>LEI: Q774KI4AW80FHFW33O61 | Long             | EC               | CORP              | US        |     27524 | NS      | $2326328.48   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| First Financial Bankshares Inc           | First Financial Bankshares Inc                | CUSIP: 32020R109<br>LEI: 549300XN3GTGOENGNV49 | Long             | EC               | CORP              | US        |     58796 | NS      | $2022582.40   | 0.21%             |  |  |  | No            |                  1 | On Loan: —       |
| Halozyme Therapeutics Inc                | Halozyme Therapeutics Inc                     | CUSIP: 40637H109<br>LEI: 529900242I3SV9AGM753 | Long             | EC               | CORP              | US        |     61247 | NS      | $3484954.30   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Papa John's International Inc            | Papa John's International Inc                 | CUSIP: 698813102<br>LEI: HZYLD3DK5XOX0WBVNB56 | Long             | EC               | CORP              | US        |     14562 | NS      | $1198598.22   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Westlake Corp                            | Westlake Corp                                 | CUSIP: 960413102<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | EC               | CORP              | US        |     15598 | NS      | $1599418.92   | 0.16%             |  |  |  | No            |                  1 | On Loan: —       |
| TripAdvisor Inc                          | TripAdvisor Inc                               | CUSIP: 896945201<br>LEI: 549300XVG45PT5BART17 | Long             | EC               | CORP              | US        |     47463 | NS      | $853384.74    | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| GXO Logistics Inc                        | GXO Logistics Inc                             | CUSIP: 36262G101<br>LEI: 5493007CNWMXN78JRN66 | Long             | EC               | CORP              | US        |     53739 | NS      | $2294117.91   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Iridium Communications Inc               | Iridium Communications Inc                    | CUSIP: 46269C102<br>LEI: 549300U620NVQ4J1CT96 | Long             | EC               | CORP              | US        |     56912 | NS      | $2925276.80   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Brink's Co/The                           | Brink's Co/The                                | CUSIP: 109696104<br>LEI: XFP140TFNOQMIVFTVQ13 | Long             | EC               | CORP              | US        |     21040 | NS      | $1130058.40   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Vontier Corp                             | Vontier Corp                                  | CUSIP: 928881101<br>LEI: 549300VVSQLG4P5K4639 | Long             | EC               | CORP              | US        |     71565 | NS      | $1383351.45   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Frontier Communications Parent Inc       | Frontier Communications Parent Inc            | CUSIP: 35909D109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    100990 | NS      | $2573225.20   | 0.26%             |  |  |  | No            |                  1 | On Loan: —       |
| MasTec Inc                               | MasTec Inc                                    | CUSIP: 576323109<br>LEI: 549300TMDIT8WREDOF45 | Long             | EC               | CORP              | US        |     26708 | NS      | $2278993.64   | 0.23%             |  |  |  | No            |                  1 | On Loan: —       |
| Rayonier Inc                             | Rayonier Inc                                  | CUSIP: 754907103<br>LEI: HGV8VDVNL0W6SF2U9C50 | Long             | EC               |  | US        |     66325 | NS      | $2186072.00   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| DT Midstream Inc                         | DT Midstream Inc                              | CUSIP: 23345M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     43825 | NS      | $2421769.50   | 0.25%             |  |  |  | No            |                  1 | On Loan: —       |
| Toll Brothers Inc                        | Toll Brothers Inc                             | CUSIP: 889478103<br>LEI: 529900JB6IS9MSZGVR44 | Long             | EC               | CORP              | US        |     47741 | NS      | $2383230.72   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Woodward Inc                             | Woodward Inc                                  | CUSIP: 980745103<br>LEI: YPYKXXTR8TFDH54ZMB45 | Long             | EC               | CORP              | US        |     27252 | NS      | $2632815.72   | 0.27%             |  |  |  | No            |                  1 | On Loan: —       |
| Chemours Co/The                          | Chemours Co/The                               | CUSIP: 163851108<br>LEI: 549300M1BOLNXL8DOV14 | Long             | EC               | CORP              | US        |     68360 | NS      | $2093183.20   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| BJ's Wholesale Club Holdings Inc         | BJ's Wholesale Club Holdings Inc              | CUSIP: 05550J101<br>LEI: 549300UCIWH1C93V0J03 | Long             | EC               | CORP              | US        |     61181 | NS      | $4047734.96   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| United Therapeutics Corp                 | United Therapeutics Corp                      | CUSIP: 91307C102<br>LEI: 5299005C4HZL4UWROC14 | Long             | EC               | CORP              | US        |     20645 | NS      | $5741168.05   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Darling Ingredients Inc                  | Darling Ingredients Inc                       | CUSIP: 237266101<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | EC               | CORP              | US        |     72597 | NS      | $4543846.23   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Sunrun Inc                               | Sunrun Inc                                    | CUSIP: 86771W105<br>LEI: 54930007SJ77CI66U531 | Long             | EC               | CORP              | US        |     96528 | NS      | $2318602.56   | 0.24%             |  |  |  | No            |                  1 | On Loan: —       |
| Ryder System Inc                         | Ryder System Inc                              | CUSIP: 783549108<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | EC               | CORP              | US        |     22762 | NS      | $1902220.34   | 0.20%             |  |  |  | No            |                  1 | On Loan: —       |
| ChampionX Corp                           | ChampionX Corp                                | CUSIP: 15872M104<br>LEI: 549300EP2909K6DYYP38 | Long             | EC               | CORP              | US        |     90303 | NS      | $2617883.97   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| NOV Inc                                  | NOV Inc                                       | CUSIP: 62955J103<br>LEI: 549300EHF3IW1AR6U008 | Long             | EC               | CORP              | US        |    177927 | NS      | $3716895.03   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Physicians Realty Trust                  | Physicians Realty Trust                       | CUSIP: 71943U104<br>LEI: 549300ITOVH0OY7PZC34 | Long             | EC               |  | US        |    103394 | NS      | $1496111.18   | 0.15%             |  |  |  | No            |                  1 | On Loan: —       |
| Insperity Inc                            | Insperity Inc                                 | CUSIP: 45778Q107<br>LEI: 5299000Q0KW7HY5DB751 | Long             | EC               | CORP              | US        |     16152 | NS      | $1834867.20   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingredion Inc                            | Ingredion Inc                                 | CUSIP: 457187102<br>LEI: PKSTQ48QDN0XSVS7YK88 | Long             | EC               | CORP              | US        |     29694 | NS      | $2907933.42   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Penumbra Inc                             | Penumbra Inc                                  | CUSIP: 70975L107<br>LEI: 549300RGE06P3ECANU72 | Long             | EC               | CORP              | US        |     17203 | NS      | $3826979.38   | 0.39%             |  |  |  | No            |                  1 | On Loan: —       |
| Syneos Health Inc                        | Syneos Health Inc                             | CUSIP: 87166B102<br>LEI: 549300F1ZGKDS8P6GU13 | Long             | EC               | CORP              | US        |     46611 | NS      | $1709691.48   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Kohl's Corp                              | Kohl's Corp                                   | CUSIP: 500255104<br>LEI: 549300JF6LPRTRJ0FH50 | Long             | EC               | CORP              | US        |     52832 | NS      | $1334008.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: —       |
| Regal Rexnord Corp                       | Regal Rexnord Corp                            | CUSIP: 758750103<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | EC               | CORP              | US        |     29964 | NS      | $3595080.72   | 0.37%             |  |  |  | No            |                  1 | On Loan: —       |
| Service Corp International/US            | Service Corp International/US                 | CUSIP: 817565104<br>LEI: 549300RKVM2ME20JHZ15 | Long             | EC               | CORP              | US        |     69669 | NS      | $4816914.66   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Axon Enterprise Inc                      | Axon Enterprise Inc                           | CUSIP: 05464C101<br>LEI: 549300QP2IEEGFE16681 | Long             | EC               | CORP              | US        |     30624 | NS      | $5081440.32   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| UMB Financial Corp                       | UMB Financial Corp                            | CUSIP: 902788108<br>LEI: 549300MGEH3N3CUCV828 | Long             | EC               | CORP              | US        |     19695 | NS      | $1644926.40   | 0.17%             |  |  |  | No            |                  1 | On Loan: —       |
| Kite Realty Group Trust                  | Kite Realty Group Trust                       | CUSIP: 49803T300<br>LEI: N/A                  | Long             | EC               |  | US        |     99244 | NS      | $2089086.20   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Societe Generale                         | Societe Generale                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | RA               | CORP              | US        |   2000000 | PA      | $2000000.00   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Watts Water Technologies Inc             | Watts Water Technologies Inc                  | CUSIP: 942749102<br>LEI: 549300REJOO94ERQN318 | Long             | EC               | CORP              | US        |     12359 | NS      | $1807256.57   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| AECOM                                    | AECOM                                         | CUSIP: 00766T100<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | EC               | CORP              | US        |     63257 | NS      | $5372417.01   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Wingstop Inc                             | Wingstop Inc                                  | CUSIP: 974155103<br>LEI: 549300SSH3F8HPIM3Q47 | Long             | EC               | CORP              | US        |     13551 | NS      | $1864888.62   | 0.19%             |  |  |  | No            |                  1 | On Loan: —       |
| Williams-Sonoma Inc                      | Williams-Sonoma Inc                           | CUSIP: 969904101<br>LEI: 549300IARG6YWVTZ1I92 | Long             | EC               | CORP              | US        |     30218 | NS      | $3472652.56   | 0.36%             |  |  |  | No            |                  1 | On Loan: —       |
| NorthWestern Corp                        | NorthWestern Corp                             | CUSIP: 668074305<br>LEI: 3BPWMBHR1R9SHUN7J795 | Long             | EC               | CORP              | US        |     26172 | NS      | $1553046.48   | 0.16%             |  |  |  | No            |                  1 | On Loan: —       |
| Wendy's Co/The                           | Wendy's Co/The                                | CUSIP: 95058W100<br>LEI: 529900M0JIUCMWVKHG76 | Long             | EC               | CORP              | US        |     77195 | NS      | $1746922.85   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| STAAR Surgical Co                        | STAAR Surgical Co                             | CUSIP: 852312305<br>LEI: 5299006LRHI7OJ8BY308 | Long             | EC               | CORP              | US        |     21835 | NS      | $1059870.90   | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| Spire Inc                                | Spire Inc                                     | CUSIP: 84857L101<br>LEI: 549300NXSY15DRY2R511 | Long             | EC               | CORP              | US        |     23777 | NS      | $1637284.22   | 0.17%             |  |  |  | No            |                  1 | On Loan: —       |
| TD Prime Svcs                            | TD Prime Svcs                                 | CUSIP: 000000000<br>LEI: 549300ZBQI1JB1844X09 | Long             | RA               | CORP              | US        |    500000 | PA      | $500000.00    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Teradata Corp                            | Teradata Corp                                 | CUSIP: 88076W103<br>LEI: 549300JU9SOUHV4U4R71 | Long             | EC               | CORP              | US        |     46111 | NS      | $1552096.26   | 0.16%             |  |  |  | No            |                  1 | On Loan: —       |
| Saia Inc                                 | Saia Inc                                      | CUSIP: 78709Y105<br>LEI: 549300WNPG4N9GBOYB29 | Long             | EC               | CORP              | US        |     11987 | NS      | $2513434.16   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Hubbell Inc                              | Hubbell Inc                                   | CUSIP: 443510607<br>LEI: 54930088VDQ6840Y6597 | Long             | EC               | CORP              | US        |     24327 | NS      | $5709060.36   | 0.59%             |  |  |  | No            |                  1 | On Loan: —       |
| Black Hills Corp                         | Black Hills Corp                              | CUSIP: 092113109<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | EC               | CORP              | US        |     29478 | NS      | $2073482.52   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| JBG SMITH Properties                     | JBG SMITH Properties                          | CUSIP: 46590V100<br>LEI: N/A                  | Long             | EC               |  | US        |     44841 | NS      | $851082.18    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Fluor Corp                               | Fluor Corp                                    | CUSIP: 343412102<br>LEI: CQ7WZ4NOFWT7FAE6Q943 | Long             | EC               | CORP              | US        |     64360 | NS      | $2230717.60   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Societe Generale                         | Societe Generale                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | RA               | CORP              | US        |   3000000 | PA      | $3000000.00   | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| Kennametal Inc                           | Kennametal Inc                                | CUSIP: 489170100<br>LEI: 549300GZDSG25XUV0Y08 | Long             | EC               | CORP              | US        |     36498 | NS      | $878141.88    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Integra LifeSciences Holdings Corp       | Integra LifeSciences Holdings Corp            | CUSIP: 457985208<br>LEI: WB7IJCYY8YFTENS4O147 | Long             | EC               | CORP              | US        |     32912 | NS      | $1845375.84   | 0.19%             |  |  |  | No            |                  1 | On Loan: —       |
| Lamar Advertising Co                     | Lamar Advertising Co                          | CUSIP: 512816109<br>LEI: 529900Y8WW4MKVPTB543 | Long             | EC               |  | US        |     39527 | NS      | $3731348.80   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| World Wrestling Entertainment Inc        | World Wrestling Entertainment Inc             | CUSIP: 98156Q108<br>LEI: 549300WZVLSCS3L4L698 | Long             | EC               | CORP              | US        |     19613 | NS      | $1343882.76   | 0.14%             |  |  |  | No            |                  1 | On Loan: —       |
| Brixmor Property Group Inc               | Brixmor Property Group Inc                    | CUSIP: 11120U105<br>LEI: 5299007UXW6Y0W2EGZ95 | Long             | EC               |  | US        |    135850 | NS      | $3079719.50   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| EMCOR Group Inc                          | EMCOR Group Inc                               | CUSIP: 29084Q100<br>LEI: 529900X0SQJB2J7YDU43 | Long             | EC               | CORP              | US        |     21586 | NS      | $3197102.46   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| STANDARD CHARTERED NY                    | STANDARD CHARTERED NY                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   1000123 | PA      | $1000123.00   | 0.10%             | 2023-01-17      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| John Wiley & Sons Inc                    | John Wiley & Sons Inc                         | CUSIP: 968223206<br>LEI: 5493003XM719UN7E8P64 | Long             | EC               | CORP              | US        |     19449 | NS      | $779126.94    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Greif Inc                                | Greif Inc                                     | CUSIP: 397624107<br>LEI: 54930070FVGKR0Z1FI24 | Long             | EC               | CORP              | US        |     11598 | NS      | $777761.88    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Dick's Sporting Goods Inc                | Dick's Sporting Goods Inc                     | CUSIP: 253393102<br>LEI: 529900SSBV5I4LWSK313 | Long             | EC               | CORP              | US        |     25186 | NS      | $3029623.94   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP PARIBAS, NY                          | BNP PARIBAS, NY                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   3001044 | PA      | $3001044.00   | 0.31%             | 2023-03-15      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| Pilgrim's Pride Corp                     | Pilgrim's Pride Corp                          | CUSIP: 72147K108<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | EC               | CORP              | US        |     20351 | NS      | $482929.23    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| LivaNova PLC                             | LivaNova PLC                                  | CUSIP: 000000000<br>LEI: 2138001K2FX6SHK2B339 | Long             | EC               | CORP              | GB        |     24244 | NS      | $1346511.76   | 0.14%             |  |  |  | No            |                  1 | On Loan: —       |
| United States Treasury                   | United States Treasury Bill                   | CUSIP: 912796ZK8<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   5225000 | PA      | $5217524.95   | 0.54%             | 2023-01-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Universal Display Corp                   | Universal Display Corp                        | CUSIP: 91347P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19685 | NS      | $2126767.40   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Calix Inc                                | Calix Inc                                     | CUSIP: 13100M509<br>LEI: 5299002RQRZ4SXSCSJ58 | Long             | EC               | CORP              | US        |     25789 | NS      | $1764741.27   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Corporate Office Properties Trust        | Corporate Office Properties Trust             | CUSIP: 22002T108<br>LEI: YY1J47X6LF9TYY8JY420 | Long             | EC               |  | US        |     50923 | NS      | $1320942.62   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Marriott Vacations Worldwide Corp        | Marriott Vacations Worldwide Corp             | CUSIP: 57164Y107<br>LEI: 549300WA6BT5H4F7IO94 | Long             | EC               | CORP              | US        |     17358 | NS      | $2336213.22   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Simpson Manufacturing Co Inc             | Simpson Manufacturing Co Inc                  | CUSIP: 829073105<br>LEI: 529900EJUNNL15LZ8056 | Long             | EC               | CORP              | US        |     19295 | NS      | $1710694.70   | 0.18%             |  |  |  | No            |                  1 | On Loan: —       |
| United States Treasury                   | United States Treasury Bill - WI Post Auction | CUSIP: 912796ZL6<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   8975000 | PA      | $8954892.07   | 0.92%             | 2023-01-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ASGN Inc                                 | ASGN Inc                                      | CUSIP: 00191U102<br>LEI: LZBNYYCBUKY537072438 | Long             | EC               | CORP              | US        |     22603 | NS      | $1841692.44   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Flowserve Corp                           | Flowserve Corp                                | CUSIP: 34354P105<br>LEI: 6Y0GK87T6V7NJKZJVM41 | Long             | EC               | CORP              | US        |     59200 | NS      | $1816256.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Eagle Materials Inc                      | Eagle Materials Inc                           | CUSIP: 26969P108<br>LEI: 529900KRXRGXL61SG039 | Long             | EC               | CORP              | US        |     16690 | NS      | $2217266.50   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Grocery Outlet Holding Corp              | Grocery Outlet Holding Corp                   | CUSIP: 39874R101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     40098 | NS      | $1170460.62   | 0.12%             |  |  |  | No            |                  1 | On Loan: —       |
| Selective Insurance Group Inc            | Selective Insurance Group Inc                 | CUSIP: 816300107<br>LEI: 549300R3WGJWLE40R258 | Long             | EC               | CORP              | US        |     27302 | NS      | $2419230.22   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Brunswick Corp/DE                        | Brunswick Corp/DE                             | CUSIP: 117043109<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | EC               | CORP              | US        |     32843 | NS      | $2367323.44   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| American Financial Group Inc/OH          | American Financial Group Inc/OH               | CUSIP: 025932104<br>LEI: 549300AFOM7IVKIU1G39 | Long             | EC               | CORP              | US        |     31625 | NS      | $4341480.00   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Crane Holdings Co                        | Crane Holdings Co                             | CUSIP: 224441105<br>LEI: 549300EXNPSXEWUD3N21 | Long             | EC               | CORP              | US        |     21617 | NS      | $2171427.65   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Portland General Electric Co             | Portland General Electric Co                  | CUSIP: 736508847<br>LEI: GJOUP9M7C39GLSK9R870 | Long             | EC               | CORP              | US        |     40437 | NS      | $1981413.00   | 0.20%             |  |  |  | No            |                  1 | On Loan: —       |
| EPR Properties                           | EPR Properties                                | CUSIP: 26884U109<br>LEI: 549300YSSXFHMPOWZ492 | Long             | EC               |  | US        |     33981 | NS      | $1281763.32   | 0.13%             |  |  |  | No            |                  1 | On Loan: —       |
| Douglas Emmett Inc                       | Douglas Emmett Inc                            | CUSIP: 25960P109<br>LEI: N/A                  | Long             | EC               |  | US        |     79626 | NS      | $1248535.68   | 0.13%             |  |  |  | No            |                  1 | On Loan: —       |
| Stericycle Inc                           | Stericycle Inc                                | CUSIP: 858912108<br>LEI: B8PTJH2P0AXSWSMP2136 | Long             | EC               | CORP              | US        |     41756 | NS      | $2083206.84   | 0.21%             |  |  |  | No            |                  1 | On Loan: —       |
| PBF Energy Inc                           | PBF Energy Inc                                | CUSIP: 69318G106<br>LEI: 2549003PBEDCSZMZIY02 | Long             | EC               | CORP              | US        |     51771 | NS      | $2111221.38   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Post Holdings Inc                        | Post Holdings Inc                             | CUSIP: 737446104<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | EC               | CORP              | US        |     24632 | NS      | $2223284.32   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Societe Generale                         | Societe Generale                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | RA               | CORP              | US        |   1400000 | PA      | $1400000.00   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Carlisle Cos Inc                         | Carlisle Cos Inc                              | CUSIP: 142339100<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | EC               | CORP              | US        |     23426 | NS      | $5520336.90   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Perrigo Co PLC                           | Perrigo Co PLC                                | CUSIP: 000000000<br>LEI: 549300IFOQS6R1QLY196 | Long             | EC               | CORP              | IE        |     60987 | NS      | $2079046.83   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| GATX Corp                                | GATX Corp                                     | CUSIP: 361448103<br>LEI: 549300IHYHCQP2PIR591 | Long             | EC               | CORP              | US        |     15944 | NS      | $1695484.96   | 0.17%             |  |  |  | No            |                  1 | On Loan: —       |
| RLI Corp                                 | RLI Corp                                      | CUSIP: 749607107<br>LEI: 529900AMTJE5ECN9PS55 | Long             | EC               | CORP              | US        |     18294 | NS      | $2401453.38   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| NewMarket Corp                           | NewMarket Corp                                | CUSIP: 651587107<br>LEI: 54930082CG88ERDREQ47 | Long             | EC               | CORP              | US        |      3085 | NS      | $959774.35    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Kirby Corp                               | Kirby Corp                                    | CUSIP: 497266106<br>LEI: I7NO6FZO5GUCG585T325 | Long             | EC               | CORP              | US        |     27131 | NS      | $1745879.85   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Vishay Intertechnology Inc               | Vishay Intertechnology Inc                    | CUSIP: 928298108<br>LEI: 5493009O8F3QQJTCQR75 | Long             | EC               | CORP              | US        |     58689 | NS      | $1265921.73   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Globus Medical Inc                       | Globus Medical Inc                            | CUSIP: 379577208<br>LEI: 5299003M2P4CIK0RF205 | Long             | EC               | CORP              | US        |     35065 | NS      | $2604277.55   | 0.27%             |  |  |  | No            |                  1 | On Loan: —       |
| Texas Roadhouse Inc                      | Texas Roadhouse Inc                           | CUSIP: 882681109<br>LEI: 5299002Y1CNRPDGXTQ75 | Long             | EC               | CORP              | US        |     30310 | NS      | $2756694.50   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Skechers USA Inc                         | Skechers USA Inc                              | CUSIP: 830566105<br>LEI: 529900D2R54KZPA4XR56 | Long             | EC               | CORP              | US        |     60793 | NS      | $2550266.35   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Life Storage Inc                         | Life Storage Inc                              | CUSIP: 53223X107<br>LEI: W9EE01AFDDF9DQCQZC68 | Long             | EC               |  | US        |     38501 | NS      | $3792348.50   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| SUMITOMO MITSUI TRUST BANK LTD,NY        | SUMITOMO MITSUI TRUST BANK LTD,NY             | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   3000984 | PA      | $3000984.00   | 0.31%             | 2023-02-24      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| Janus Henderson Group PLC                | Janus Henderson Group PLC                     | CUSIP: 000000000<br>LEI: 2138009WPYMWJN3RVF44 | Long             | EC               | CORP              | JE        |     60029 | NS      | $1411882.08   | 0.15%             |  |  |  | No            |                  1 | On Loan: —       |
| Sabra Health Care REIT Inc               | Sabra Health Care REIT Inc                    | CUSIP: 78573L106<br>LEI: 549300E3BC7GU7TAZ621 | Long             | EC               |  | US        |    104624 | NS      | $1300476.32   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Topgolf Callaway Brands Corp             | Topgolf Callaway Brands Corp                  | CUSIP: 131193104<br>LEI: 5493005UB0KFRKBPCU72 | Long             | EC               | CORP              | US        |     62797 | NS      | $1240240.75   | 0.13%             |  |  |  | No            |                  1 | On Loan: —       |
| Pebblebrook Hotel Trust                  | Pebblebrook Hotel Trust                       | CUSIP: 70509V100<br>LEI: 5493004Q1NNH6JXCSI52 | Long             | EC               |  | US        |     59552 | NS      | $797401.28    | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| Cracker Barrel Old Country Store Inc     | Cracker Barrel Old Country Store Inc          | CUSIP: 22410J106<br>LEI: 8P4PHQIUWPIECBFBW745 | Long             | EC               | CORP              | US        |     10041 | NS      | $951284.34    | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| OGE Energy Corp                          | OGE Energy Corp                               | CUSIP: 670837103<br>LEI: CE5OG6JPOZMDSA0LAQ19 | Long             | EC               | CORP              | US        |     90685 | NS      | $3586591.75   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Dycom Industries Inc                     | Dycom Industries Inc                          | CUSIP: 267475101<br>LEI: 549300F56EKTHQI3WT60 | Long             | EC               | CORP              | US        |     13343 | NS      | $1248904.80   | 0.13%             |  |  |  | No            |                  1 | On Loan: —       |
| Essent Group Ltd                         | Essent Group Ltd                              | CUSIP: 000000000<br>LEI: 254900QUO860OUT6ZF83 | Long             | EC               | CORP              | BM        |     48787 | NS      | $1896838.56   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| First Industrial Realty Trust Inc        | First Industrial Realty Trust Inc             | CUSIP: 32054K103<br>LEI: N/A                  | Long             | EC               |  | US        |     59852 | NS      | $2888457.52   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| MSA Safety Inc                           | MSA Safety Inc                                | CUSIP: 553498106<br>LEI: 529900DVA3258XK11O39 | Long             | EC               | CORP              | US        |     16690 | NS      | $2406531.10   | 0.25%             |  |  |  | No            |                  1 | On Loan: —       |
| Home BancShares Inc/AR                   | Home BancShares Inc/AR                        | CUSIP: 436893200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     85924 | NS      | $1958207.96   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Kyndryl Holdings Inc                     | Kyndryl Holdings Inc                          | CUSIP: 50155Q100<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | EC               | CORP              | US        |     92455 | NS      | $1028099.60   | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| IPG Photonics Corp                       | IPG Photonics Corp                            | CUSIP: 44980X109<br>LEI: 5493002KZ51CADQ94G15 | Long             | EC               | CORP              | US        |     14563 | NS      | $1378679.21   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Unum Group                               | Unum Group                                    | CUSIP: 91529Y106<br>LEI: 549300E32YFDO6TZ8R31 | Long             | EC               | CORP              | US        |     84706 | NS      | $3475487.18   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| INVESCO GOVT AND AGCY LEX                | INVESCO GOVT AND AGCY LEX                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   5000000 | NS      | $5000000.00   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Spirit Realty Capital Inc                | Spirit Realty Capital Inc                     | CUSIP: 84860W300<br>LEI: 549300LTU6LVPZSHMJ25 | Long             | EC               |  | US        |     63261 | NS      | $2526011.73   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| SUMITOMO BK NY                           | SUMITOMO BK NY                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   2000220 | PA      | $2000220.00   | 0.21%             | 2023-03-06      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| Medpace Holdings Inc                     | Medpace Holdings Inc                          | CUSIP: 58506Q109<br>LEI: 549300H8TYEUVTW14A54 | Long             | EC               | CORP              | US        |     11411 | NS      | $2423810.51   | 0.25%             |  |  |  | No            |                  1 | On Loan: —       |
| Knight-Swift Transportation Holdings Inc | Knight-Swift Transportation Holdings Inc      | CUSIP: 499049104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     72789 | NS      | $3814871.49   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Crocs Inc                                | Crocs Inc                                     | CUSIP: 227046109<br>LEI: 549300B0J6YCXD63OG72 | Long             | EC               | CORP              | US        |     27968 | NS      | $3032570.24   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Silgan Holdings Inc                      | Silgan Holdings Inc                           | CUSIP: 827048109<br>LEI: KAF673KJXD92C8KSLU49 | Long             | EC               | CORP              | US        |     37895 | NS      | $1964476.80   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Grand Canyon Education Inc               | Grand Canyon Education Inc                    | CUSIP: 38526M106<br>LEI: 529900XFER799IYOSW74 | Long             | EC               | CORP              | US        |     13893 | NS      | $1467934.38   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortune Brands Innovations Inc           | Fortune Brands Innovations Inc                | CUSIP: 34964C106<br>LEI: 54930032LHW54PQUJD44 | Long             | EC               | CORP              | US        |     58089 | NS      | $3317462.79   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Mattel Inc                               | Mattel Inc                                    | CUSIP: 577081102<br>LEI: 549300VELLG24KHTJ564 | Long             | EC               | CORP              | US        |    160531 | NS      | $2863873.04   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| AptarGroup Inc                           | AptarGroup Inc                                | CUSIP: 038336103<br>LEI: VNPEQDQFAA7IY1T2PX43 | Long             | EC               | CORP              | US        |     29571 | NS      | $3252218.58   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| AutoNation Inc                           | AutoNation Inc                                | CUSIP: 05329W102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15494 | NS      | $1662506.20   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF NOVA SCOTIA HOUSTON              | BANK OF NOVA SCOTIA HOUSTON                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   5002101 | PA      | $5002101.25   | 0.51%             | 2023-03-15      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| East West Bancorp Inc                    | East West Bancorp Inc                         | CUSIP: 27579R104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     63844 | NS      | $4207319.60   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Pinnacle Financial Partners Inc          | Pinnacle Financial Partners Inc               | CUSIP: 72346Q104<br>LEI: 54930098EZ8JMSAZGS24 | Long             | EC               | CORP              | US        |     34631 | NS      | $2541915.40   | 0.26%             |  |  |  | No            |                  1 | On Loan: —       |
| Equitrans Midstream Corp                 | Equitrans Midstream Corp                      | CUSIP: 294600101<br>LEI: 549300RH0NLJNZ5SXU64 | Long             | EC               | CORP              | US        |    196034 | NS      | $1313427.80   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Xerox Holdings Corp                      | Xerox Holdings Corp                           | CUSIP: 98421M106<br>LEI: 5493000Y33XDVO2CXC18 | Long             | EC               | CORP              | US        |     50747 | NS      | $740906.20    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Lumentum Holdings Inc                    | Lumentum Holdings Inc                         | CUSIP: 55024U109<br>LEI: 549300JLWRRC38DWEF52 | Long             | EC               | CORP              | US        |     30892 | NS      | $1611635.64   | 0.17%             |  |  |  | No            |                  1 | On Loan: —       |
| Ziff Davis Inc                           | Ziff Davis Inc                                | CUSIP: 48123V102<br>LEI: 5493008OJYGLHD7MXA18 | Long             | EC               | CORP              | US        |     21376 | NS      | $1690841.60   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| PNM Resources Inc                        | PNM Resources Inc                             | CUSIP: 69349H107<br>LEI: 5493003JOBJGLZSDDQ28 | Long             | EC               | CORP              | US        |     38880 | NS      | $1896955.20   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Murphy Oil Corp                          | Murphy Oil Corp                               | CUSIP: 626717102<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | EC               | CORP              | US        |     66190 | NS      | $2846831.90   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| National Bank of Canada                  | National Bank Of Canada                       | CUSIP: 000000000<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | RA               | CORP              | US        |  11100000 | PA      | $11100000.00  | 1.14%             |  |  |  | No            |                  2 | On Loan: No      |
| MP Materials Corp                        | MP Materials Corp                             | CUSIP: 553368101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     41818 | NS      | $1015341.04   | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| Macerich Co/The                          | Macerich Co/The                               | CUSIP: 554382101<br>LEI: 529900PSWCB5KI0JYU46 | Long             | EC               |  | US        |     97290 | NS      | $1095485.40   | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| Cognex Corp                              | Cognex Corp                                   | CUSIP: 192422103<br>LEI: 549300JQTYZCLC43S226 | Long             | EC               | CORP              | US        |     78331 | NS      | $3690173.41   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Paylocity Holding Corp                   | Paylocity Holding Corp                        | CUSIP: 70438V106<br>LEI: 549300VH75FTB4DIEE07 | Long             | EC               | CORP              | US        |     18662 | NS      | $3625280.12   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Littelfuse Inc                           | Littelfuse Inc                                | CUSIP: 537008104<br>LEI: 549300MY7HLQFYTPCX75 | Long             | EC               | CORP              | US        |     11214 | NS      | $2469322.80   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Werner Enterprises Inc                   | Werner Enterprises Inc                        | CUSIP: 950755108<br>LEI: 549300P6XRGOCHHJST37 | Long             | EC               | CORP              | US        |     26624 | NS      | $1071882.24   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Antero Midstream Corp                    | Antero Midstream Corp                         | CUSIP: 03676B102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    151716 | NS      | $1637015.64   | 0.17%             |  |  |  | No            |                  1 | On Loan: —       |
| SLM Corp                                 | SLM Corp                                      | CUSIP: 78442P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    113330 | NS      | $1881278.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Patterson Cos Inc                        | Patterson Cos Inc                             | CUSIP: 703395103<br>LEI: YM48Q2087CUE26GWEK09 | Long             | EC               | CORP              | US        |     39239 | NS      | $1099869.17   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Envista Holdings Corp                    | Envista Holdings Corp                         | CUSIP: 29415F104<br>LEI: 549300BX623VURJZ5269 | Long             | EC               | CORP              | US        |     73853 | NS      | $2486630.51   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Ciena Corp                               | Ciena Corp                                    | CUSIP: 171779309<br>LEI: W0CZ7N0GH8UIGXDM1H41 | Long             | EC               | CORP              | US        |     67103 | NS      | $3420910.94   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Cable One Inc                            | Cable One Inc                                 | CUSIP: 12685J105<br>LEI: 549300648QS85T0XSH18 | Long             | EC               | CORP              | US        |      2184 | NS      | $1554702.24   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Acuity Brands Inc                        | Acuity Brands Inc                             | CUSIP: 00508Y102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14567 | NS      | $2412440.87   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| IAA Inc                                  | IAA Inc                                       | CUSIP: 449253103<br>LEI: 549300PZCOPC5178W747 | Long             | EC               | CORP              | US        |     60590 | NS      | $2423600.00   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Essential Utilities Inc                  | Essential Utilities Inc                       | CUSIP: 29670G102<br>LEI: 549300ILTEOF3E3QY357 | Long             | EC               | CORP              | US        |    108116 | NS      | $5160376.68   | 0.53%             |  |  |  | No            |                  1 | On Loan: —       |
| Macy's Inc                               | Macy's Inc                                    | CUSIP: 55616P104<br>LEI: 529900NZQ81TIOW3CW52 | Long             | EC               | CORP              | US        |    122749 | NS      | $2534766.85   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Curtiss-Wright Corp                      | Curtiss-Wright Corp                           | CUSIP: 231561101<br>LEI: TEL51ETZWP7D0ZM4X325 | Long             | EC               | CORP              | US        |     17352 | NS      | $2897610.48   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF NOVA SCOTIA HOUSTON              | BANK OF NOVA SCOTIA HOUSTON                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   1001169 | PA      | $1001168.99   | 0.10%             | 2023-08-16      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| PotlatchDeltic Corp                      | PotlatchDeltic Corp                           | CUSIP: 737630103<br>LEI: 54930084YA8UJOTXDM59 | Long             | EC               |  | US        |     36589 | NS      | $1609550.11   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Cathay General Bancorp                   | Cathay General Bancorp                        | CUSIP: 149150104<br>LEI: 549300K1SLJ8C97H5L68 | Long             | EC               | CORP              | US        |     33706 | NS      | $1374867.74   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Watsco Inc                               | Watsco Inc                                    | CUSIP: 942622200<br>LEI: 549300F1Y3LN5BX5WN75 | Long             | EC               | CORP              | US        |     15067 | NS      | $3757709.80   | 0.39%             |  |  |  | No            |                  1 | On Loan: —       |
| Middleby Corp/The                        | Middleby Corp/The                             | CUSIP: 596278101<br>LEI: JDFO86U9VQRBKW5KYA35 | Long             | EC               | CORP              | US        |     24408 | NS      | $3268231.20   | 0.34%             |  |  |  | No            |                  1 | On Loan: —       |
| Foot Locker Inc                          | Foot Locker Inc                               | CUSIP: 344849104<br>LEI: 549300X383CBNP6MTV94 | Long             | EC               | CORP              | US        |     35923 | NS      | $1357530.17   | 0.14%             |  |  |  | No            |                  1 | On Loan: —       |
| Louisiana-Pacific Corp                   | Louisiana-Pacific Corp                        | CUSIP: 546347105<br>LEI: 549300C7E2UAO5BVRR75 | Long             | EC               | CORP              | US        |     32475 | NS      | $1922520.00   | 0.20%             |  |  |  | No            |                  1 | On Loan: —       |
| YETI Holdings Inc                        | YETI Holdings Inc                             | CUSIP: 98585X104<br>LEI: 549300DSQICIGNT5GO63 | Long             | EC               | CORP              | US        |     39067 | NS      | $1613857.77   | 0.17%             |  |  |  | No            |                  1 | On Loan: —       |
| HF Sinclair Corp                         | HF Sinclair Corp                              | CUSIP: 403949100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     60919 | NS      | $3161086.91   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Nordstrom Inc                            | Nordstrom Inc                                 | CUSIP: 655664100<br>LEI: 549300S3IZB5P35KNV16 | Long             | EC               | CORP              | US        |     50456 | NS      | $814359.84    | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| BANK OF MONTREAL CHICAGO                 | BANK OF MONTREAL CHICAGO                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   3000000 | PA      | $3000000.00   | 0.31%             | 2023-03-02      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| Taylor Morrison Home Corp                | Taylor Morrison Home Corp                     | CUSIP: 87724P106<br>LEI: 5299009UDLLGLKOOJE30 | Long             | EC               | CORP              | US        |     49077 | NS      | $1489486.95   | 0.15%             |  |  |  | No            |                  1 | On Loan: —       |
| Graham Holdings Co                       | Graham Holdings Co                            | CUSIP: 384637104<br>LEI: 529900BOSCEEEMAFQJ29 | Long             | EC               | CORP              | US        |      1739 | NS      | $1050721.19   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ITT Inc                                  | ITT Inc                                       | CUSIP: 45073V108<br>LEI: 549300KDSERHTJOXUS80 | Long             | EC               | CORP              | US        |     37460 | NS      | $3038006.00   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Shockwave Medical Inc                    | Shockwave Medical Inc                         | CUSIP: 82489T104<br>LEI: 549300LDXO56IC5Y1538 | Long             | EC               | CORP              | US        |     16371 | NS      | $3366041.31   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Jazz Pharmaceuticals PLC                 | Jazz Pharmaceuticals PLC                      | CUSIP: 000000000<br>LEI: 635400GAUMJCLEZRRV50 | Long             | EC               | CORP              | IE        |     28522 | NS      | $4543839.82   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Avnet Inc                                | Avnet Inc                                     | CUSIP: 053807103<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | EC               | CORP              | US        |     41454 | NS      | $1723657.32   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Chemed Corp                              | Chemed Corp                                   | CUSIP: 16359R103<br>LEI: 54930020031IDJT2IM79 | Long             | EC               | CORP              | US        |      6736 | NS      | $3438256.48   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| ONE Gas Inc                              | ONE Gas Inc                                   | CUSIP: 68235P108<br>LEI: 549300HXDWI0LATTX840 | Long             | EC               | CORP              | US        |     24524 | NS      | $1856957.28   | 0.19%             |  |  |  | No            |                  1 | On Loan: —       |
| Cullen/Frost Bankers Inc                 | Cullen/Frost Bankers Inc                      | CUSIP: 229899109<br>LEI: 529900V2E9G9AY665O34 | Long             | EC               | CORP              | US        |     29125 | NS      | $3894012.50   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Umpqua Holdings Corp                     | Umpqua Holdings Corp                          | CUSIP: 904214103<br>LEI: 5299002ENJ7CY215BW86 | Long             | EC               | CORP              | US        |     98317 | NS      | $1754958.45   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Carter's Inc                             | Carter's Inc                                  | CUSIP: 146229109<br>LEI: 5299003WAQK4R3L3ZU36 | Long             | EC               | CORP              | US        |     17286 | NS      | $1289708.46   | 0.13%             |  |  |  | No            |                  1 | On Loan: —       |
| Voya Financial Inc                       | Voya Financial Inc                            | CUSIP: 929089100<br>LEI: 549300T065Z4KJ686G75 | Long             | EC               | CORP              | US        |     44016 | NS      | $2706543.84   | 0.28%             |  |  |  | No            |                  1 | On Loan: —       |
| Columbia Sportswear Co                   | Columbia Sportswear Co                        | CUSIP: 198516106<br>LEI: 549300OTMCIEUXAH5Z60 | Long             | EC               | CORP              | US        |     16037 | NS      | $1404520.46   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| National Storage Affiliates Trust        | National Storage Affiliates Trust             | CUSIP: 637870106<br>LEI: N/A                  | Long             | EC               |  | US        |     38277 | NS      | $1382565.24   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Washington Federal Inc                   | Washington Federal Inc                        | CUSIP: 938824109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     29592 | NS      | $992811.60    | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| National Bank Financial Inc              | National Bank Financial Inc                   | CUSIP: 000000000<br>LEI: 254900XZG349Z8CSZB72 | Long             | RA               | CORP              | US        |  12600000 | PA      | $12600000.00  | 1.30%             |  |  |  | No            |                  2 | On Loan: No      |
| Hancock Whitney Corp                     | Hancock Whitney Corp                          | CUSIP: 410120109<br>LEI: 549300GRNBWY8HIICT41 | Long             | EC               | CORP              | US        |     38816 | NS      | $1878306.24   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Esab Corp                                | Esab Corp                                     | CUSIP: 29605J106<br>LEI: 549300ZNV0SWBXEIWT04 | Long             | EC               | CORP              | US        |     23403 | NS      | $1098068.76   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Flowers Foods Inc                        | Flowers Foods Inc                             | CUSIP: 343498101<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | EC               | CORP              | US        |     87028 | NS      | $2501184.72   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| WEX Inc                                  | WEX Inc                                       | CUSIP: 96208T104<br>LEI: T9M5IGROL1TL1G5OV478 | Long             | EC               | CORP              | US        |     19746 | NS      | $3231432.90   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Landstar System Inc                      | Landstar System Inc                           | CUSIP: 515098101<br>LEI: 254900CUQXQRL09MEI52 | Long             | EC               | CORP              | US        |     16273 | NS      | $2650871.70   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Allegro MicroSystems Inc                 | Allegro MicroSystems Inc                      | CUSIP: 01749D105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     29463 | NS      | $884479.26    | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| Novanta Inc                              | Novanta Inc                                   | CUSIP: 67000B104<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     16167 | NS      | $2196610.29   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Progyny Inc                              | Progyny Inc                                   | CUSIP: 74340E103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     34078 | NS      | $1061529.70   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Boyd Gaming Corp                         | Boyd Gaming Corp                              | CUSIP: 103304101<br>LEI: 254900787YGRYS2A1Z35 | Long             | EC               | CORP              | US        |     35931 | NS      | $1959317.43   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Kilroy Realty Corp                       | Kilroy Realty Corp                            | CUSIP: 49427F108<br>LEI: 549300CXXI18B214UN80 | Long             | EC               |  | US        |     47647 | NS      | $1842509.49   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Federated Hermes Inc                     | Federated Hermes Inc                          | CUSIP: 314211103<br>LEI: R05X5UQ874RGFF7HHD84 | Long             | EC               | CORP              | US        |     38292 | NS      | $1390382.52   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Option Care Health Inc                   | Option Care Health Inc                        | CUSIP: 68404L201<br>LEI: 549300DI3Q5ACSYJRI17 | Long             | EC               | CORP              | US        |     70035 | NS      | $2107353.15   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Cleveland-Cliffs Inc                     | Cleveland-Cliffs Inc                          | CUSIP: 185899101<br>LEI: 549300TM2WLI2BJMDD86 | Long             | EC               | CORP              | US        |    233414 | NS      | $3760299.54   | 0.39%             |  |  |  | No            |                  1 | On Loan: —       |
| Travel + Leisure Co                      | Travel + Leisure Co                           | CUSIP: 894164102<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | EC               | CORP              | US        |     36817 | NS      | $1340138.80   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| MKS Instruments Inc                      | MKS Instruments Inc                           | CUSIP: 55306N104<br>LEI: 549300KEQATBHAGVF505 | Long             | EC               | CORP              | US        |     25908 | NS      | $2195184.84   | 0.23%             |  |  |  | No            |                  1 | On Loan: —       |
| Concentrix Corp                          | Concentrix Corp                               | CUSIP: 20602D101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19192 | NS      | $2555606.72   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| LHC Group Inc                            | LHC Group Inc                                 | CUSIP: 50187A107<br>LEI: 5299009NPLWAMRQYZX73 | Long             | EC               | CORP              | US        |     14055 | NS      | $2272552.95   | 0.23%             |  |  |  | No            |                  1 | On Loan: —       |
| ACI Worldwide Inc                        | ACI Worldwide Inc                             | CUSIP: 004498101<br>LEI: 5493003BPVMZUJ6F5C02 | Long             | EC               | CORP              | US        |     50901 | NS      | $1170723.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Euronet Worldwide Inc                    | Euronet Worldwide Inc                         | CUSIP: 298736109<br>LEI: YG3575C4DSHJPA5KET68 | Long             | EC               | CORP              | US        |     21341 | NS      | $2014163.58   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Science Applications International Corp  | Science Applications International Corp       | CUSIP: 808625107<br>LEI: 549300LZPNZIXQGZPZ48 | Long             | EC               | CORP              | US        |     24971 | NS      | $2770033.03   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| TD Prime Svcs                            | TD Prime Svcs                                 | CUSIP: 000000000<br>LEI: 549300ZBQI1JB1844X09 | Long             | RA               | CORP              | US        |   1000000 | PA      | $1000000.00   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Wolfspeed Inc                            | Wolfspeed Inc                                 | CUSIP: 977852102<br>LEI: 549300OGU88P3AW3TO93 | Long             | EC               | CORP              | US        |     56264 | NS      | $3884466.56   | 0.40%             |  |  |  | No            |                  1 | On Loan: —       |
| Acadia Healthcare Co Inc                 | Acadia Healthcare Co Inc                      | CUSIP: 00404A109<br>LEI: 5493005CW985Y9D0NC11 | Long             | EC               | CORP              | US        |     41209 | NS      | $3392324.88   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| MDU Resources Group Inc                  | MDU Resources Group Inc                       | CUSIP: 552690109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     92110 | NS      | $2794617.40   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| NCR Corp                                 | NCR Corp                                      | CUSIP: 62886E108<br>LEI: 549300YKTY8JX1DV2R67 | Long             | EC               | CORP              | US        |     62237 | NS      | $1456968.17   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Envestnet Inc                            | Envestnet Inc                                 | CUSIP: 29404K106<br>LEI: 549300HLWZ5OKIDM8737 | Long             | EC               | CORP              | US        |     25061 | NS      | $1546263.70   | 0.16%             |  |  |  | No            |                  1 | On Loan: —       |
| Texas Capital Bancshares Inc             | Texas Capital Bancshares Inc                  | CUSIP: 88224Q107<br>LEI: 549300466Q2SXRX0YM48 | Long             | EC               | CORP              | US        |     22602 | NS      | $1363126.62   | 0.14%             |  |  |  | No            |                  1 | On Loan: —       |
| RH                                       | RH                                            | CUSIP: 74967X103<br>LEI: 5493008MTS3OGGMHGK69 | Long             | EC               | CORP              | US        |      8705 | NS      | $2325888.95   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Fulton Financial Corp                    | Fulton Financial Corp                         | CUSIP: 360271100<br>LEI: 5493005QLZ6O1BNC0C11 | Long             | EC               | CORP              | US        |     75868 | NS      | $1276858.44   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Tenet Healthcare Corp                    | Tenet Healthcare Corp                         | CUSIP: 88033G407<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | EC               | CORP              | US        |     48975 | NS      | $2389490.25   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Azenta Inc                               | Azenta Inc                                    | CUSIP: 114340102<br>LEI: 35ZN6X1ANPH25YN32Y17 | Long             | EC               | CORP              | US        |     33981 | NS      | $1978373.82   | 0.20%             |  |  |  | No            |                  1 | On Loan: —       |
| IDACORP Inc                              | IDACORP Inc                                   | CUSIP: 451107106<br>LEI: N134NUJDWN8UEFA8B673 | Long             | EC               | CORP              | US        |     22903 | NS      | $2470088.55   | 0.25%             |  |  |  | No            |                  1 | On Loan: —       |
| Gentex Corp                              | Gentex Corp                                   | CUSIP: 371901109<br>LEI: 549300S3UD8XV1MN0287 | Long             | EC               | CORP              | US        |    106257 | NS      | $2897628.39   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLETE Inc                               | ALLETE Inc                                    | CUSIP: 018522300<br>LEI: 549300NNLSIMY6Z8OT86 | Long             | EC               | CORP              | US        |     25892 | NS      | $1670292.92   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Neurocrine Biosciences Inc               | Neurocrine Biosciences Inc                    | CUSIP: 64125C109<br>LEI: 549300FECER0XBN49756 | Long             | EC               | CORP              | US        |     43545 | NS      | $5201014.80   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| UGI Corp                                 | UGI Corp                                      | CUSIP: 902681105<br>LEI: DX6GCWD4Q1JO9CRE5I40 | Long             | EC               | CORP              | US        |     94842 | NS      | $3515792.94   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Exelixis Inc                             | Exelixis Inc                                  | CUSIP: 30161Q104<br>LEI: 254900PJQB59O2O95R37 | Long             | EC               | CORP              | US        |    146108 | NS      | $2343572.32   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Webster Financial Corp                   | Webster Financial Corp                        | CUSIP: 947890109<br>LEI: KMRURHT0VWKYS6Z5KU67 | Long             | EC               | CORP              | US        |     78820 | NS      | $3731338.80   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonoco Products Co                       | Sonoco Products Co                            | CUSIP: 835495102<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | EC               | CORP              | US        |     44169 | NS      | $2681499.99   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| HealthEquity Inc                         | HealthEquity Inc                              | CUSIP: 42226A107<br>LEI: 529900LRJU1RAFQHM467 | Long             | EC               | CORP              | US        |     38289 | NS      | $2360133.96   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Five Below Inc                           | Five Below Inc                                | CUSIP: 33829M101<br>LEI: 529900AAXP5Z6BGI7418 | Long             | EC               | CORP              | US        |     25143 | NS      | $4447042.41   | 0.46%             |  |  |  | No            |                  1 | On Loan: —       |
| Masimo Corp                              | Masimo Corp                                   | CUSIP: 574795100<br>LEI: 549300Q4A8JK0PIYCU29 | Long             | EC               | CORP              | US        |     21906 | NS      | $3240992.70   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Silicon Laboratories Inc                 | Silicon Laboratories Inc                      | CUSIP: 826919102<br>LEI: 4PRDF8Q9TDHRVZKZSZ47 | Long             | EC               | CORP              | US        |     15076 | NS      | $2045360.92   | 0.21%             |  |  |  | No            |                  1 | On Loan: —       |
| XPO Inc                                  | XPO Inc                                       | CUSIP: 983793100<br>LEI: 54930096DB9LCLPN7H13 | Long             | EC               | CORP              | US        |     52164 | NS      | $1736539.56   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Cadence Bank                             | Cadence Bank                                  | CUSIP: 12740C103<br>LEI: Q7C315HKI8VX0SSKBS64 | Long             | EC               | CORP              | US        |     82641 | NS      | $2037927.06   | 0.21%             |  |  |  | No            |                  1 | On Loan: —       |
| MSC Industrial Direct Co Inc             | MSC Industrial Direct Co Inc                  | CUSIP: 553530106<br>LEI: 0XVKH0LN6YGOWO2EGO17 | Long             | EC               | CORP              | US        |     21389 | NS      | $1747481.30   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinsale Capital Group Inc                | Kinsale Capital Group Inc                     | CUSIP: 49714P108<br>LEI: 529900QTUQHNZ6HOA508 | Long             | EC               | CORP              | US        |      9762 | NS      | $2552958.24   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| SiTime Corp                              | SiTime Corp                                   | CUSIP: 82982T106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7283 | NS      | $740098.46    | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| Leggett & Platt Inc                      | Leggett & Platt Inc                           | CUSIP: 524660107<br>LEI: DKOVQUCDW4ZLYCUD4T55 | Long             | EC               | CORP              | US        |     60052 | NS      | $1935475.96   | 0.20%             |  |  |  | No            |                  1 | On Loan: —       |
| CACI International Inc                   | CACI International Inc                        | CUSIP: 127190304<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | EC               | CORP              | US        |     10644 | NS      | $3199479.96   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Antero Resources Corp                    | Antero Resources Corp                         | CUSIP: 03674X106<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | EC               | CORP              | US        |    125075 | NS      | $3876074.25   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| PVH Corp                                 | PVH Corp                                      | CUSIP: 693656100<br>LEI: 123WALMHY1GZXG2YDL90 | Long             | EC               | CORP              | US        |     29543 | NS      | $2085440.37   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| National Retail Properties Inc           | National Retail Properties Inc                | CUSIP: 637417106<br>LEI: 5493008JKH5SOTI0JS97 | Long             | EC               |  | US        |     80959 | NS      | $3704683.84   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Matador Resources Co                     | Matador Resources Co                          | CUSIP: 576485205<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | EC               | CORP              | US        |     50847 | NS      | $2910482.28   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Commercial Metals Co                     | Commercial Metals Co                          | CUSIP: 201723103<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | EC               | CORP              | US        |     53152 | NS      | $2567241.60   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| RPM International Inc                    | RPM International Inc                         | CUSIP: 749685103<br>LEI: 549300TJCKW4BRXPJ474 | Long             | EC               | CORP              | US        |     58477 | NS      | $5698583.65   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Choice Hotels International Inc          | Choice Hotels International Inc               | CUSIP: 169905106<br>LEI: 5493003CYRY5RFGTIR97 | Long             | EC               | CORP              | US        |     12554 | NS      | $1414082.56   | 0.15%             |  |  |  | No            |                  1 | On Loan: —       |
| Lantheus Holdings Inc                    | Lantheus Holdings Inc                         | CUSIP: 516544103<br>LEI: 5299005HUB5IOJGO7S39 | Long             | EC               | CORP              | US        |     31178 | NS      | $1588830.88   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| EastGroup Properties Inc                 | EastGroup Properties Inc                      | CUSIP: 277276101<br>LEI: 31TIGQQZC4P6JMHKSW85 | Long             | EC               |  | US        |     19738 | NS      | $2922408.28   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| DREYFUS TREASURY & AGENCY LEX            | DREYFUS TREASURY & AGENCY LEX                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   5000000 | NS      | $5000000.00   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Haemonetics Corp                         | Haemonetics Corp                              | CUSIP: 405024100<br>LEI: 549300ZEL6TXZS6F5F95 | Long             | EC               | CORP              | US        |     22924 | NS      | $1802972.60   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| TEGNA Inc                                | TEGNA Inc                                     | CUSIP: 87901J105<br>LEI: 549300YC5EDBGX85AO10 | Long             | EC               | CORP              | US        |    101061 | NS      | $2141482.59   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Commerce Bancshares Inc/MO               | Commerce Bancshares Inc/MO                    | CUSIP: 200525103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     51656 | NS      | $3516223.92   | 0.36%             |  |  |  | No            |                  1 | On Loan: —       |
| Apartment Income REIT Corp               | Apartment Income REIT Corp                    | CUSIP: 03750L109<br>LEI: N/A                  | Long             | EC               |  | US        |     67912 | NS      | $2330060.72   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| GameStop Corp                            | GameStop Corp                                 | CUSIP: 36467W109<br>LEI: 549300505KLOET039L77 | Long             | EC               | CORP              | US        |    114491 | NS      | $2113503.86   | 0.22%             |  |  |  | No            |                  1 | On Loan: —       |
| Lennox International Inc                 | Lennox International Inc                      | CUSIP: 526107107<br>LEI: S7DWAC87RDMPBF77GJ92 | Long             | EC               | CORP              | US        |     14608 | NS      | $3494671.84   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| NORDEA BANK ABP, NEW YORK BRANCH         | NORDEA BANK ABP, NEW YORK BRANCH              | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   2000554 | PA      | $2000554.00   | 0.21%             | 2023-02-27      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange              | S+P MID 400 EMINI MAR23                       | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |        57 | NC      | $-305630.00   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Builders FirstSource Inc                 | Builders FirstSource Inc                      | CUSIP: 12008R107<br>LEI: 549300W0SKP6L3H7DP63 | Long             | EC               | CORP              | US        |     66665 | NS      | $4325225.20   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Jefferies Financial Group Inc            | Jefferies Financial Group Inc                 | CUSIP: 47233W109<br>LEI: 549300HOF34RGOJ5YL07 | Long             | EC               | CORP              | US        |     82979 | NS      | $2844520.12   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| ICU Medical Inc                          | ICU Medical Inc                               | CUSIP: 44930G107<br>LEI: 5493003NRW7LS2QZRH60 | Long             | EC               | CORP              | US        |      9125 | NS      | $1437005.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: —       |
| Royal Bank Canada Toronto                | Royal Bank Canada Toronto                     | CUSIP: 000000000<br>LEI: 549300HXQQQCCUBS2Z23 | Long             | RA               | CORP              | US        |   3000000 | PA      | $3000000.00   | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| Medical Properties Trust Inc             | Medical Properties Trust Inc                  | CUSIP: 58463J304<br>LEI: 254900U6E39J1MQCCY14 | Long             | EC               |  | US        |    270873 | NS      | $3017525.22   | 0.31%             |  |  |  | No            |                  1 | On Loan: —       |
| Enovis Corp                              | Enovis Corp                                   | CUSIP: 194014502<br>LEI: 635400OP2DYYYMOIYL17 | Long             | EC               | CORP              | US        |     21584 | NS      | $1155175.68   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| MIT UFJ TR NY                            | MIT UFJ TR NY                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   4001200 | PA      | $4001200.00   | 0.41%             | 2023-02-14      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| Southwestern Energy Co                   | Southwestern Energy Co                        | CUSIP: 845467109<br>LEI: EFWMP121W54QV9MGOP87 | Long             | EC               | CORP              | US        |    499883 | NS      | $2924315.55   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| New York Times Co/The                    | New York Times Co/The                         | CUSIP: 650111107<br>LEI: 529900J1WEMMIW7BOH57 | Long             | EC               | CORP              | US        |     74574 | NS      | $2420672.04   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Alcoa Corp                               | Alcoa Corp                                    | CUSIP: 013872106<br>LEI: 549300T12EZ1F6PWWU29 | Long             | EC               | CORP              | US        |     80146 | NS      | $3644238.62   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Univar Solutions Inc                     | Univar Solutions Inc                          | CUSIP: 91336L107<br>LEI: 549300VSXHFQVR770L55 | Long             | EC               | CORP              | US        |     73909 | NS      | $2350306.20   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Murphy USA Inc                           | Murphy USA Inc                                | CUSIP: 626755102<br>LEI: 549300Y081F8XIKQIO72 | Long             | EC               | CORP              | US        |      9416 | NS      | $2632148.64   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| CommVault Systems Inc                    | CommVault Systems Inc                         | CUSIP: 204166102<br>LEI: 65T5VRP62VXG39YFML83 | Long             | EC               | CORP              | US        |     20171 | NS      | $1267545.64   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Clean Harbors Inc                        | Clean Harbors Inc                             | CUSIP: 184496107<br>LEI: 5493000SJVZVZJKHJF48 | Long             | EC               | CORP              | US        |     22779 | NS      | $2599539.48   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Boston Beer Co Inc/The                   | Boston Beer Co Inc/The                        | CUSIP: 100557107<br>LEI: 529900Q02MQ0DCQNRM58 | Long             | EC               | CORP              | US        |      4270 | NS      | $1407050.40   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| WESTERN ASST GOV FD                      | WESTERN ASST GOV FD                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   2000000 | NS      | $2000000.00   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Glacier Bancorp Inc                      | Glacier Bancorp Inc                           | CUSIP: 37637Q105<br>LEI: 549300SMJAUKZB5D7V74 | Long             | EC               | CORP              | US        |     50173 | NS      | $2479549.66   | 0.25%             |  |  |  | No            |                  1 | On Loan: —       |
| Harley-Davidson Inc                      | Harley-Davidson Inc                           | CUSIP: 412822108<br>LEI: ZDNAWZWXIKMWI51R2A08 | Long             | EC               | CORP              | US        |     60256 | NS      | $2506649.60   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Visteon Corp                             | Visteon Corp                                  | CUSIP: 92839U206<br>LEI: 549300MOVLYHRW4GGW78 | Long             | EC               | CORP              | US        |     12748 | NS      | $1667820.84   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Hexcel Corp                              | Hexcel Corp                                   | CUSIP: 428291108<br>LEI: S6Q7LW43WUBUHXY2QP69 | Long             | EC               | CORP              | US        |     38126 | NS      | $2243715.10   | 0.23%             |  |  |  | No            |                  1 | On Loan: —       |
| Gap Inc/The                              | Gap Inc/The                                   | CUSIP: 364760108<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | EC               | CORP              | US        |     95550 | NS      | $1077804.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| QuidelOrtho Corp                         | QuidelOrtho Corp                              | CUSIP: 219798105<br>LEI: 549300YU8CMO9HF53113 | Long             | EC               | CORP              | US        |     24232 | NS      | $2075955.44   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Securities,Inc.                     | HSBC Securities,Inc.                          | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | Long             | RA               | CORP              | US        |   2000000 | PA      | $2000000.00   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Deckers Outdoor Corp                     | Deckers Outdoor Corp                          | CUSIP: 243537107<br>LEI: 5493008LG4W3I6K8J118 | Long             | EC               | CORP              | US        |     11989 | NS      | $4785529.24   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Encompass Health Corp                    | Encompass Health Corp                         | CUSIP: 29261A100<br>LEI: 549300FVRPM9DRQZRG64 | Long             | EC               | CORP              | US        |     45200 | NS      | $2703412.00   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Fin Square Govt Fd         | Goldman Sachs Fin Square Govt Fd              | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | RF                | US        |  10000000 | NS      | $10000000.00  | 1.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Global Markets Inc             | Citigroup Global Markets Inc                  | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | Long             | RA               | CORP              | US        |   3000000 | PA      | $3000000.00   | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| Rexford Industrial Realty Inc            | Rexford Industrial Realty Inc                 | CUSIP: 76169C100<br>LEI: 549300MSLO0DF0EMX355 | Long             | EC               |  | US        |     83116 | NS      | $4541458.24   | 0.47%             |  |  |  | No            |                  1 | On Loan: —       |
| SL Green Realty Corp                     | SL Green Realty Corp                          | CUSIP: 78440X887<br>LEI: 549300VQZPJU97H3GT17 | Long             | EC               |  | US        |     29132 | NS      | $982331.04    | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| CNX Resources Corp                       | CNX Resources Corp                            | CUSIP: 12653C108<br>LEI: 549300JK3KH8PWM3B226 | Long             | EC               | CORP              | US        |     81749 | NS      | $1376653.16   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Wyndham Hotels & Resorts Inc             | Wyndham Hotels & Resorts Inc                  | CUSIP: 98311A105<br>LEI: 549300FE3MQ4RVXXC673 | Long             | EC               | CORP              | US        |     40008 | NS      | $2852970.48   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Adient PLC                               | Adient PLC                                    | CUSIP: 000000000<br>LEI: 5493002QLDY8O75RTR78 | Long             | EC               | CORP              | IE        |     42947 | NS      | $1489831.43   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Performance Food Group Co                | Performance Food Group Co                     | CUSIP: 71377A103<br>LEI: 549300EUK8GR9IT1YK57 | Long             | EC               | CORP              | US        |     70514 | NS      | $4117312.46   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Thor Industries Inc                      | Thor Industries Inc                           | CUSIP: 885160101<br>LEI: 254900XZO1228PDSG060 | Long             | EC               | CORP              | US        |     24316 | NS      | $1835614.84   | 0.19%             |  |  |  | No            |                  1 | On Loan: —       |
| Valmont Industries Inc                   | Valmont Industries Inc                        | CUSIP: 920253101<br>LEI: 5493009ZGZJJ8F77JN08 | Long             | EC               | CORP              | US        |      9663 | NS      | $3195264.21   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Celsius Holdings Inc                     | Celsius Holdings Inc                          | CUSIP: 15118V207<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18300 | NS      | $1903932.00   | 0.20%             |  |  |  | No            |                  1 | On Loan: —       |
| Mercury Systems Inc                      | Mercury Systems Inc                           | CUSIP: 589378108<br>LEI: 549300P3B84SGK7HH679 | Long             | EC               | CORP              | US        |     26263 | NS      | $1175006.62   | 0.12%             |  |  |  | No            |                  1 | On Loan: —       |
| Healthcare Realty Trust Inc              | Healthcare Realty Trust Inc                   | CUSIP: 42226K105<br>LEI: 549300L0I14L7I0VLX84 | Long             | EC               |  | US        |    172385 | NS      | $3321858.95   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Chart Industries Inc                     | Chart Industries Inc                          | CUSIP: 16115Q308<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | EC               | CORP              | US        |     18933 | NS      | $2181649.59   | 0.22%             |  |  |  | No            |                  1 | On Loan: —       |
| Sotera Health Co                         | Sotera Health Co                              | CUSIP: 83601L102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     44725 | NS      | $372559.25    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of Hawaii Corp                      | Bank of Hawaii Corp                           | CUSIP: 062540109<br>LEI: 5493006Q8BQ8AD8M2U33 | Long             | EC               | CORP              | US        |     18124 | NS      | $1405697.44   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Valley National Bancorp                  | Valley National Bancorp                       | CUSIP: 919794107<br>LEI: 549300ET52S1UBIB9762 | Long             | EC               | CORP              | US        |    190370 | NS      | $2153084.70   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Cousins Properties Inc                   | Cousins Properties Inc                        | CUSIP: 222795502<br>LEI: 5493007XPYD5EJABN062 | Long             | EC               |  | US        |     68594 | NS      | $1734742.26   | 0.18%             |  |  |  | No            |                  1 | On Loan: —       |
| Lattice Semiconductor Corp               | Lattice Semiconductor Corp                    | CUSIP: 518415104<br>LEI: 549300LRBBPZDQ2II567 | Long             | EC               | CORP              | US        |     62083 | NS      | $4027945.04   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Oshkosh Corp                             | Oshkosh Corp                                  | CUSIP: 688239201<br>LEI: 549300FEKNPCFSA2B506 | Long             | EC               | CORP              | US        |     29621 | NS      | $2612275.99   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Ormat Technologies Inc                   | Ormat Technologies Inc                        | CUSIP: 686688102<br>LEI: 5493000TSHHWY24VHM09 | Long             | EC               | CORP              | US        |     22087 | NS      | $1910083.76   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| RABOBANK LONDON                          | RABOBANK LONDON                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   2000000 | PA      | $2000000.00   | 0.21%             | 2023-05-16      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| Light & Wonder Inc                       | Light & Wonder Inc                            | CUSIP: 80874P109<br>LEI: 529900JXALYBOHXKFM62 | Long             | EC               | CORP              | US        |     42431 | NS      | $2486456.60   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF NOVA SCOTIA HOUSTON              | BANK OF NOVA SCOTIA HOUSTON                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   3000054 | PA      | $3000053.52   | 0.31%             | 2023-01-06      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| CITIBANK NY                              | CITIBANK NY                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   3000213 | PA      | $3000213.00   | 0.31%             | 2023-03-27      | Floating      | 4.68%                 | No            |                  2 | On Loan: No      |
| Bofa Securities, Inc                     | Bofa Securities, Inc                          | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Long             | RA               | CORP              | US        |  11000000 | PA      | $11000000.00  | 1.13%             |  |  |  | No            |                  2 | On Loan: No      |
| FNB Corp/PA                              | FNB Corp/PA                                   | CUSIP: 302520101<br>LEI: PCYSKIGYNYFDTBLVZU83 | Long             | EC               | CORP              | US        |    158893 | NS      | $2073553.65   | 0.21%             |  |  |  | No            |                  1 | On Loan: —       |
| Dana Inc                                 | Dana Inc                                      | CUSIP: 235825205<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | EC               | CORP              | US        |     57791 | NS      | $874377.83    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| TopBuild Corp                            | TopBuild Corp                                 | CUSIP: 89055F103<br>LEI: 5493007YSKHOL4RWII46 | Long             | EC               | CORP              | US        |     14482 | NS      | $2266288.18   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackbaud Inc                            | Blackbaud Inc                                 | CUSIP: 09227Q100<br>LEI: 54930056X3HKFMNG3754 | Long             | EC               | CORP              | US        |     20203 | NS      | $1189148.58   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Fair Isaac Corp                          | Fair Isaac Corp                               | CUSIP: 303250104<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | EC               | CORP              | US        |     11314 | NS      | $6772334.12   | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| Graco Inc                                | Graco Inc                                     | CUSIP: 384109104<br>LEI: 4T5VJ4S81BRT6Q7GGT78 | Long             | EC               | CORP              | US        |     76338 | NS      | $5134493.88   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Reliance Steel & Aluminum Co             | Reliance Steel & Aluminum Co                  | CUSIP: 759509102<br>LEI: 549300E287ZOFT3C5Z56 | Long             | EC               | CORP              | US        |     26585 | NS      | $5381867.40   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Old Republic International Corp          | Old Republic International Corp               | CUSIP: 680223104<br>LEI: 549300IV6O2YY2A1KH37 | Long             | EC               | CORP              | US        |    128190 | NS      | $3095788.50   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Park Hotels & Resorts Inc                | Park Hotels & Resorts Inc                     | CUSIP: 700517105<br>LEI: 5493005UZ5TQN0H6HS73 | Long             | EC               |  | US        |    101846 | NS      | $1200764.34   | 0.12%             |  |  |  | No            |                  1 | On Loan: —       |
| FTI Consulting Inc                       | FTI Consulting Inc                            | CUSIP: 302941109<br>LEI: 549300K17GM8EQD0FQ48 | Long             | EC               | CORP              | US        |     15593 | NS      | $2476168.40   | 0.25%             |  |  |  | No            |                  1 | On Loan: —       |
| KB Home                                  | KB Home                                       | CUSIP: 48666K109<br>LEI: 549300LGUCWQURMWLG09 | Long             | EC               | CORP              | US        |     37623 | NS      | $1198292.55   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| PacWest Bancorp                          | PacWest Bancorp                               | CUSIP: 695263103<br>LEI: 549300YI8VMFO7G36V04 | Long             | EC               | CORP              | US        |     53362 | NS      | $1224657.90   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Genpact Ltd                              | Genpact Ltd                                   | CUSIP: 000000000<br>LEI: 529900OSEC6Q0L4L5B35 | Long             | EC               | CORP              | BM        |     76368 | NS      | $3537365.76   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingevity Corp                            | Ingevity Corp                                 | CUSIP: 45688C107<br>LEI: 5493009UTFC4B5IMGF87 | Long             | EC               | CORP              | US        |     15912 | NS      | $1120841.28   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Hanover Insurance Group Inc/The          | Hanover Insurance Group Inc/The               | CUSIP: 410867105<br>LEI: JJYR6MFKFF6CF8DBZ078 | Long             | EC               | CORP              | US        |     16109 | NS      | $2176809.17   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Aspen Technology Inc                     | Aspen Technology Inc                          | CUSIP: 29109X106<br>LEI: 254900545H80W6GA2J08 | Long             | EC               | CORP              | US        |     13156 | NS      | $2702242.40   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| RenaissanceRe Holdings Ltd               | RenaissanceRe Holdings Ltd                    | CUSIP: 000000000<br>LEI: EK6GB9U3U58PDI411C94 | Long             | EC               | CORP              | BM        |     19796 | NS      | $3647017.08   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF MONTREAL CHICAGO                 | BANK OF MONTREAL CHICAGO                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   2002702 | PA      | $2002701.60   | 0.21%             | 2023-11-08      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| National Fuel Gas Co                     | National Fuel Gas Co                          | CUSIP: 636180101<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | EC               | CORP              | US        |     41436 | NS      | $2622898.80   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Arrow Electronics Inc                    | Arrow Electronics Inc                         | CUSIP: 042735100<br>LEI: 549300YNNLBXT8N8R512 | Long             | EC               | CORP              | US        |     27861 | NS      | $2913424.77   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| BellRing Brands Inc                      | BellRing Brands Inc                           | CUSIP: 07831C103<br>LEI: 549300S3BOK5CMTS8054 | Long             | EC               | CORP              | US        |     61351 | NS      | $1573039.64   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Annaly Capital Management Inc            | Annaly Capital Management Inc                 | CUSIP: 000000000<br>LEI: 2DTL0G3FPRYUT58TI025 | Long             | EC               |  | US        |    211927 | NS      | $4467421.16   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| SEI Investments Co                       | SEI Investments Co                            | CUSIP: 784117103<br>LEI: 5LJTIFADGZ6XH1RVOC11 | Long             | EC               | CORP              | US        |     46415 | NS      | $2705994.50   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| SunPower Corp                            | SunPower Corp                                 | CUSIP: 867652406<br>LEI: 549300TXO070764WUH65 | Long             | EC               | CORP              | US        |     38660 | NS      | $697039.80    | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| Timken Co/The                            | Timken Co/The                                 | CUSIP: 887389104<br>LEI: B0I35MLPFXZSE70ASS73 | Long             | EC               | CORP              | US        |     29985 | NS      | $2119039.95   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2023-02-27

**Name of Applicant:** Brighthouse Funds Trust II

**Signature:** Alan Otis

**Name of Signer:** Alan Otis

**Title:** Treasurer