# EDGAR Filing Document

**Accession Number:** 0000710826
**File Stem:** 0001752724-23-043976
**Filing Date:** 2023-2
**Character Count:** 73966
**Document Hash:** 12a79e10202b06625a699ec5086ac96c
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-043976.hdr.sgml**: 20230228

**ACCESSION NUMBER**: 0001752724-23-043976

**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:** 23678643

**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

### Loomis Sayles Small Cap Core Portfolio (Series ID: S000006510)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000017799 | Class A      |  |
| C000017800 | Class B      |  |
| C000017801 | Class E      |  |

## 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:** Loomis Sayles Small Cap Core Portfolio

- **b. EDGAR series identifier (if any):** S000006510

- **c. LEI of Series:** 549300WOFRTKHYY5PI50

**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:** $363198573.08

**Total Liabilities:** $8842199.32

**Net Assets:** $354356373.76

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000017801 | 10.95%               | 4.67%                | -4.66%               |
| Class ID C000017799 | 10.96%               | 4.69%                | -4.65%               |
| Class ID C000017800 | 10.93%               | 4.67%                | -4.67%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $763035.67               | $35384451.79                               |
| Month 2  | $-46236.27               | $16442750.56                               |
| Month 3  | $2667642.66              | $-20315652.82                              |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Sovos Brands Inc                             | Sovos Brands Inc                             | CUSIP: 84612U107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     47449 | NS      | $681842.13    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| ModivCare Inc                                | ModivCare Inc                                | CUSIP: 60783X104<br>LEI: 549300EFZIFW7F7I0Q28 | Long             | EC               | CORP              | US        |      6252 | NS      | $560991.96    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Charles River Laboratories International Inc | Charles River Laboratories International Inc | CUSIP: 159864107<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | EC               | CORP              | US        |     11416 | NS      | $2487546.40   | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| Pure Storage Inc                             | Pure Storage Inc                             | CUSIP: 74624M102<br>LEI: 549300NPDB0BZTK3WO90 | Long             | EC               | CORP              | US        |     50611 | NS      | $1354350.36   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Capital                             | Barclays Capital                             | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Long             | RA               | CORP              | US        |   1500000 | PA      | $1500000.00   | 0.42%             |  |  |  | No            |                  2 | On Loan: No      |
| Liberty Media Corp-Liberty Braves            | Liberty Media Corp-Liberty Braves            | CUSIP: 531229888<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     56744 | NS      | $1828859.12   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Viavi Solutions Inc                          | Viavi Solutions Inc                          | CUSIP: 925550105<br>LEI: 5493006K3E3N1QOBF092 | Long             | EC               | CORP              | US        |    192881 | NS      | $2027179.31   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| TTM Technologies Inc                         | TTM Technologies Inc                         | CUSIP: 87305R109<br>LEI: 549300SC4BDOIS008048 | Long             | EC               | CORP              | US        |    167994 | NS      | $2533349.52   | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| Inter Parfums Inc                            | Inter Parfums Inc                            | CUSIP: 458334109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7727 | NS      | $745810.04    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Skyline Champion Corp                        | Skyline Champion Corp                        | CUSIP: 830830105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     48478 | NS      | $2497101.78   | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| LSB Industries Inc                           | LSB Industries Inc                           | CUSIP: 502160104<br>LEI: 5493001H215A0HG0MI71 | Long             | EC               | CORP              | US        |    177057 | NS      | $2354858.10   | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Stifel Financial Corp                        | Stifel Financial Corp                        | CUSIP: 860630102<br>LEI: 549300E5F07FE5GHJX84 | Long             | EC               | CORP              | US        |     34846 | NS      | $2033961.02   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Evolent Health Inc                           | Evolent Health Inc                           | CUSIP: 30050B101<br>LEI: 549300CZOCFHQ2BBTR11 | Long             | EC               | CORP              | US        |     33859 | NS      | $950760.72    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Cabot Corp                                   | Cabot Corp                                   | CUSIP: 127055101<br>LEI: K05C0SER542GQ6VLRO68 | Long             | EC               | CORP              | US        |     40908 | NS      | $2734290.72   | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| Rogers Corp                                  | Rogers Corp                                  | CUSIP: 775133101<br>LEI: PW0CN80KNFR7RUOOKJ84 | Long             | EC               | CORP              | US        |     12249 | NS      | $1461795.66   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Societe Generale                             | Societe Generale                             | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | RA               | CORP              | US        |    400000 | PA      | $400000.00    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Colliers International Group Inc             | Colliers International Group Inc             | CUSIP: 194693107<br>LEI: D3O8K13PHLEXXD1DT480 | Long             | EC               | CORP              | CA        |     20297 | NS      | $1868135.88   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| AMN Healthcare Services Inc                  | AMN Healthcare Services Inc                  | CUSIP: 001744101<br>LEI: 529900W3ARRTCNFH2I39 | Long             | EC               | CORP              | US        |     16202 | NS      | $1665889.64   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Janus International Group Inc                | Janus International Group Inc                | CUSIP: 47103N106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    146201 | NS      | $1391833.52   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| EXPRO GROUP HOLDINGS NV                      | Expro Group Holdings NV                      | CUSIP: 000000000<br>LEI: 724500LJYA8QIT73H017 | Long             | EC               | CORP              | NL        |    103236 | NS      | $1871668.68   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Altra Industrial Motion Corp                 | Altra Industrial Motion Corp                 | CUSIP: 02208R106<br>LEI: NQ0NIXPGW4YKG4MWM571 | Long             | EC               | CORP              | US        |     42341 | NS      | $2529874.75   | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| VSE Corp                                     | VSE Corp                                     | CUSIP: 918284100<br>LEI: 549300QWJYQDH4U5XI15 | Long             | EC               | CORP              | US        |     22816 | NS      | $1069614.08   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| RBC Bearings Inc                             | RBC Bearings Inc                             | CUSIP: 75524B104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6611 | NS      | $1384012.85   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Advanced Drainage Systems Inc                | Advanced Drainage Systems Inc                | CUSIP: 00790R104<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | EC               | CORP              | US        |     10819 | NS      | $886833.43    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| National Instruments Corp                    | National Instruments Corp                    | CUSIP: 636518102<br>LEI: 549300TP4OOPCYWDUP86 | Long             | EC               | CORP              | US        |     52697 | NS      | $1944519.30   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Valvoline Inc                                | Valvoline Inc                                | CUSIP: 92047W101<br>LEI: 549300CMHPBEY6VPOT75 | Long             | EC               | CORP              | US        |     86267 | NS      | $2816617.55   | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| Ashland Inc                                  | Ashland Inc                                  | CUSIP: 044186104<br>LEI: 529900E4L9R04SB8HB11 | Long             | EC               | CORP              | US        |     20758 | NS      | $2232107.74   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Hamilton Lane Inc                            | Hamilton Lane Inc                            | CUSIP: 407497106<br>LEI: 5493006OKN3V1NORM833 | Long             | EC               | CORP              | US        |     15874 | NS      | $1014031.12   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Pacira BioSciences Inc                       | Pacira BioSciences Inc                       | CUSIP: 695127100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     63495 | NS      | $2451541.95   | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| Fixed Income Clearing Corp                   | FIXED INC CLEARING CORP.REPO                 | CUSIP: 000000000<br>LEI: 549300H47WTHXPU08X20 | Long             | RA               | CORP              | US        |   9170690 | PA      | $9170690.29   | 2.59%             |  |  |  | No            |                  2 | On Loan: No      |
| Cutera Inc                                   | Cutera Inc                                   | CUSIP: 232109108<br>LEI: 529900NPKPEWJWR21Z42 | Long             | EC               | CORP              | US        |     15492 | NS      | $685056.24    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Cannae Holdings Inc                          | Cannae Holdings Inc                          | CUSIP: 13765N107<br>LEI: 549300OGRF1ICI7D2V77 | Long             | EC               | CORP              | US        |     77064 | NS      | $1591371.60   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| UFP Technologies Inc                         | UFP Technologies Inc                         | CUSIP: 902673102<br>LEI: 549300RJ8LY41HS70C91 | Long             | EC               | CORP              | US        |     21270 | NS      | $2507520.30   | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| AtriCure Inc                                 | AtriCure Inc                                 | CUSIP: 04963C209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22672 | NS      | $1006183.36   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Super Micro Computer Inc                     | Super Micro Computer Inc                     | CUSIP: 86800U104<br>LEI: 54930022CZO1N2UGVW07 | Long             | EC               | CORP              | US        |     28476 | NS      | $2337879.60   | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| SiteOne Landscape Supply Inc                 | SiteOne Landscape Supply Inc                 | CUSIP: 82982L103<br>LEI: 5299008LX7SBD4HIAU03 | Long             | EC               | CORP              | US        |      7092 | NS      | $832033.44    | 0.23%             |  |  |  | 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        |     22709 | NS      | $1430212.82   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| MaxLinear Inc                                | MaxLinear Inc                                | CUSIP: 57776J100<br>LEI: 549300EMOI0SM2IY4F64 | Long             | EC               | CORP              | US        |     23996 | NS      | $814664.20    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Custom Truck One Source Inc                  | Custom Truck One Source Inc                  | CUSIP: 23204X103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    148425 | NS      | $938046.00    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Nomad Foods Ltd                              | Nomad Foods Ltd                              | CUSIP: 000000000<br>LEI: 5493000ZZ1837DS2SI43 | Long             | EC               | CORP              | VG        |     69309 | NS      | $1194887.16   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| WSFS Financial Corp                          | WSFS Financial Corp                          | CUSIP: 929328102<br>LEI: 549300SU7VQHD6QRG886 | Long             | EC               | CORP              | US        |     53803 | NS      | $2439428.02   | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| Methode Electronics Inc                      | Methode Electronics Inc                      | CUSIP: 591520200<br>LEI: 529900VM413LGLUS3F07 | Long             | EC               | CORP              | US        |     54112 | NS      | $2400949.44   | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| OceanFirst Financial Corp                    | OceanFirst Financial Corp                    | CUSIP: 675234108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    148501 | NS      | $3155646.25   | 0.89%             |  |  |  | No            |                  1 | On Loan: No      |
| KBR Inc                                      | KBR Inc                                      | CUSIP: 48242W106<br>LEI: 254900OFQDXZRKRCV808 | Long             | EC               | CORP              | US        |     31841 | NS      | $1681204.80   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs & Co.                          | Goldman Sachs & Co.                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | Long             | RA               | CORP              | US        |   1017161 | PA      | $1017161.35   | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| Arconic Corp                                 | Arconic Corp                                 | CUSIP: 03966V107<br>LEI: 549300B4YFWH3U74B152 | Long             | EC               | CORP              | US        |     60241 | NS      | $1274699.56   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Merit Medical Systems Inc                    | Merit Medical Systems Inc                    | CUSIP: 589889104<br>LEI: 549300OYTY138SP2CE83 | Long             | EC               | CORP              | US        |     20922 | NS      | $1477511.64   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Axonics Inc                                  | Axonics Inc                                  | CUSIP: 05465P101<br>LEI: 549300LJY4X7N57VJL05 | Long             | EC               | CORP              | US        |     25142 | NS      | $1572129.26   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Model N Inc                                  | Model N Inc                                  | CUSIP: 607525102<br>LEI: 549300WCIL3W0EYSBN94 | Long             | EC               | CORP              | US        |     12641 | NS      | $512718.96    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Alignment Healthcare Inc                     | Alignment Healthcare Inc                     | CUSIP: 01625V104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     47619 | NS      | $559999.44    | 0.16%             |  |  |  | No            |                  1 | On Loan: —       |
| Hub Group Inc                                | Hub Group Inc                                | CUSIP: 443320106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8749 | NS      | $695458.01    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Gentherm Inc                                 | Gentherm Inc                                 | CUSIP: 37253A103<br>LEI: HKM6YX1U5JS60TCUB219 | Long             | EC               | CORP              | US        |     15767 | NS      | $1029427.43   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Prosperity Bancshares Inc                    | Prosperity Bancshares Inc                    | CUSIP: 743606105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     33202 | NS      | $2413121.36   | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Applied Industrial Technologies Inc          | Applied Industrial Technologies Inc          | CUSIP: 03820C105<br>LEI: 549300NU173IJRC6PO38 | Long             | EC               | CORP              | US        |      9180 | NS      | $1156955.40   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| NextEra Energy Partners LP                   | NextEra Energy Partners LP                   | CUSIP: 65341B106<br>LEI: 5493008F4ZOQFNG3WN54 | Long             | EC               | CORP              | US        |     27164 | NS      | $1903924.76   | 0.54%             |  |  |  | No            |                  1 | On Loan: —       |
| TD SYNNEX Corp                               | TD SYNNEX Corp                               | CUSIP: 87162W100<br>LEI: 5493004HI6PFLF46NS53 | Long             | EC               | CORP              | US        |     28526 | NS      | $2701697.46   | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| Herc Holdings Inc                            | Herc Holdings Inc                            | CUSIP: 42704L104<br>LEI: 549300TP80QLITMSBP82 | Long             | EC               | CORP              | US        |     40924 | NS      | $5384370.68   | 1.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Supernus Pharmaceuticals Inc                 | Supernus Pharmaceuticals Inc                 | CUSIP: 868459108<br>LEI: 549300GRM36VBKISYJ58 | Long             | EC               | CORP              | US        |    109331 | NS      | $3899836.77   | 1.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Hostess Brands Inc                           | Hostess Brands Inc                           | CUSIP: 44109J106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     27886 | NS      | $625761.84    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| California Resources Corp                    | California Resources Corp                    | CUSIP: 13057Q305<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | EC               | CORP              | US        |     56132 | NS      | $2442303.32   | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| Triumph Financial Inc                        | Triumph Financial Inc                        | CUSIP: 89679E300<br>LEI: 5493003RNRMEVYDZ1Q52 | Long             | EC               | CORP              | US        |     19623 | NS      | $958976.01    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Advanced Energy Industries Inc               | Advanced Energy Industries Inc               | CUSIP: 007973100<br>LEI: 549300756XI3QLFT2U27 | Long             | EC               | CORP              | US        |     11034 | NS      | $946496.52    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Churchill Downs Inc                          | Churchill Downs Inc                          | CUSIP: 171484108<br>LEI: 529900FODTBQC8MIS994 | Long             | EC               | CORP              | US        |     10903 | NS      | $2305221.29   | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| WillScot Mobile Mini Holdings Corp           | WillScot Mobile Mini Holdings Corp           | CUSIP: 971378104<br>LEI: 549300HJ4VIXF476Q166 | Long             | EC               | CORP              | US        |     41857 | NS      | $1890680.69   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Leonardo DRS Inc                             | Leonardo DRS Inc                             | CUSIP: 52661A108<br>LEI: 549300HMMEWVG3PPQU18 | Long             | EC               | CORP              | US        |    176387 | NS      | $2254225.86   | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameris Bancorp                               | Ameris Bancorp                               | CUSIP: 03076K108<br>LEI: PBJHNT51T5V6G5UQFV42 | Long             | EC               | CORP              | US        |     85019 | NS      | $4007795.66   | 1.13%             |  |  |  | No            |                  1 | On Loan: No      |
| NuVasive Inc                                 | NuVasive Inc                                 | CUSIP: 670704105<br>LEI: 549300C5ZB4NZ6TWM881 | Long             | EC               | CORP              | US        |     20131 | NS      | $830202.44    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Wintrust Financial Corp                      | Wintrust Financial Corp                      | CUSIP: 97650W108<br>LEI: Q774KI4AW80FHFW33O61 | Long             | EC               | CORP              | US        |     45830 | NS      | $3873551.60   | 1.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Halozyme Therapeutics Inc                    | Halozyme Therapeutics Inc                    | CUSIP: 40637H109<br>LEI: 529900242I3SV9AGM753 | Long             | EC               | CORP              | US        |     35345 | NS      | $2011130.50   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Papa John's International Inc                | Papa John's International Inc                | CUSIP: 698813102<br>LEI: HZYLD3DK5XOX0WBVNB56 | Long             | EC               | CORP              | US        |      9092 | NS      | $748362.52    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Oxford Industries Inc                        | Oxford Industries Inc                        | CUSIP: 691497309<br>LEI: IDZ20O0XD3GS4UOI2L88 | Long             | EC               | CORP              | US        |      8341 | NS      | $777214.38    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| TripAdvisor Inc                              | TripAdvisor Inc                              | CUSIP: 896945201<br>LEI: 549300XVG45PT5BART17 | Long             | EC               | CORP              | US        |     54378 | NS      | $977716.44    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| CONMED Corp                                  | CONMED Corp                                  | CUSIP: 207410101<br>LEI: Z6C0YCECH9DCU5ZIQW84 | Long             | EC               | CORP              | US        |     25043 | NS      | $2219811.52   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Wabash National Corp                         | Wabash National Corp                         | CUSIP: 929566107<br>LEI: 5299004ZAWHQZI5XO485 | Long             | EC               | CORP              | US        |     52848 | NS      | $1194364.80   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Vontier Corp                                 | Vontier Corp                                 | CUSIP: 928881101<br>LEI: 549300VVSQLG4P5K4639 | Long             | EC               | CORP              | US        |    137600 | NS      | $2659808.00   | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| Boot Barn Holdings Inc                       | Boot Barn Holdings Inc                       | CUSIP: 099406100<br>LEI: 529900QE1BFMYA3N4E71 | Long             | EC               | CORP              | US        |     37708 | NS      | $2357504.16   | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| Kadant Inc                                   | Kadant Inc                                   | CUSIP: 48282T104<br>LEI: 549300K06LNJYBMPYP15 | Long             | EC               | CORP              | US        |     18511 | NS      | $3288108.93   | 0.93%             |  |  |  | No            |                  1 | On Loan: No      |
| Dorman Products Inc                          | Dorman Products Inc                          | CUSIP: 258278100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11995 | NS      | $970035.65    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Inspire Medical Systems Inc                  | Inspire Medical Systems Inc                  | CUSIP: 457730109<br>LEI: 549300XQQCQ7HCJKTW25 | Long             | EC               | CORP              | US        |      7256 | NS      | $1827641.28   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| United Therapeutics Corp                     | United Therapeutics Corp                     | CUSIP: 91307C102<br>LEI: 5299005C4HZL4UWROC14 | Long             | EC               | CORP              | US        |     12725 | NS      | $3538695.25   | 1.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ChampionX Corp                               | ChampionX Corp                               | CUSIP: 15872M104<br>LEI: 549300EP2909K6DYYP38 | Long             | EC               | CORP              | US        |     95421 | NS      | $2766254.79   | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| WNS Holdings Ltd                             | WNS Holdings Ltd                             | CUSIP: 92932M101<br>LEI: 529900RM7QHUD3W9DM42 | Long             | EC               | CORP              | JE        |     20235 | NS      | $1618597.65   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| SouthState Corp                              | SouthState Corp                              | CUSIP: 840441109<br>LEI: 549300JZUANXM0YQ4W53 | Long             | EC               | CORP              | US        |     28515 | NS      | $2177405.40   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Insperity Inc                                | Insperity Inc                                | CUSIP: 45778Q107<br>LEI: 5299000Q0KW7HY5DB751 | Long             | EC               | CORP              | US        |     22112 | NS      | $2511923.20   | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| Arcosa Inc                                   | Arcosa Inc                                   | CUSIP: 039653100<br>LEI: 549300WFHLTCZV7D6V29 | Long             | EC               | CORP              | US        |     55471 | NS      | $3014294.14   | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| Cactus Inc                                   | Cactus Inc                                   | CUSIP: 127203107<br>LEI: 549300J3T8C9F8QFKV08 | Long             | EC               | CORP              | US        |     29013 | NS      | $1458193.38   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Huron Consulting Group Inc                   | Huron Consulting Group Inc                   | CUSIP: 447462102<br>LEI: 549300NGVB9H6TKTLE36 | Long             | EC               | CORP              | US        |     11131 | NS      | $808110.60    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Cellular Corp                  | United States Cellular Corp                  | CUSIP: 911684108<br>LEI: 549300B164AZXESI6E03 | Long             | EC               | CORP              | US        |     70061 | NS      | $1460771.85   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| AECOM                                        | AECOM                                        | CUSIP: 00766T100<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | EC               | CORP              | US        |     37545 | NS      | $3188696.85   | 0.90%             |  |  |  | No            |                  1 | On Loan: No      |
| Grid Dynamics Holdings Inc                   | Grid Dynamics Holdings Inc                   | CUSIP: 39813G109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     38654 | NS      | $433697.88    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| STAAR Surgical Co                            | STAAR Surgical Co                            | CUSIP: 852312305<br>LEI: 5299006LRHI7OJ8BY308 | Long             | EC               | CORP              | US        |      8499 | NS      | $412541.46    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Lakeland Financial Corp                      | Lakeland Financial Corp                      | CUSIP: 511656100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13879 | NS      | $1012750.63   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Simply Good Foods Co/The                     | Simply Good Foods Co/The                     | CUSIP: 82900L102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     35100 | NS      | $1334853.00   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Black Hills Corp                             | Black Hills Corp                             | CUSIP: 092113109<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | EC               | CORP              | US        |     27720 | NS      | $1949824.80   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| ICF International Inc                        | ICF International Inc                        | CUSIP: 44925C103<br>LEI: 5493003KYFDDC5B3WY64 | Long             | EC               | CORP              | US        |      5894 | NS      | $583800.70    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Patrick Industries Inc                       | Patrick Industries Inc                       | CUSIP: 703343103<br>LEI: 549300FZ5ZTCCJ3Z5W14 | Long             | EC               | CORP              | US        |     12467 | NS      | $755500.20    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| John Wiley & Sons Inc                        | John Wiley & Sons Inc                        | CUSIP: 968223206<br>LEI: 5493003XM719UN7E8P64 | Long             | EC               | CORP              | US        |     31060 | NS      | $1244263.60   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| CSG Systems International Inc                | CSG Systems International Inc                | CUSIP: 126349109<br>LEI: 549300D7FJZUOHHXUA81 | Long             | EC               | CORP              | US        |     38705 | NS      | $2213926.00   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Bancorp Inc/The                              | Bancorp Inc/The                              | CUSIP: 05969A105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     38672 | NS      | $1097511.36   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| LivaNova PLC                                 | LivaNova PLC                                 | CUSIP: 000000000<br>LEI: 2138001K2FX6SHK2B339 | Long             | EC               | CORP              | GB        |      9065 | NS      | $503470.10    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Varonis Systems Inc                          | Varonis Systems Inc                          | CUSIP: 922280102<br>LEI: 549300SHIVNRRH7STS26 | Long             | EC               | CORP              | US        |     23107 | NS      | $553181.58    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Box Inc                                      | Box Inc                                      | CUSIP: 10316T104<br>LEI: 549300KQUCPD8687YS68 | Long             | EC               | CORP              | US        |     32490 | NS      | $1011413.70   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Calix Inc                                    | Calix Inc                                    | CUSIP: 13100M509<br>LEI: 5299002RQRZ4SXSCSJ58 | Long             | EC               | CORP              | US        |     20815 | NS      | $1424370.45   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Marriott Vacations Worldwide Corp            | Marriott Vacations Worldwide Corp            | CUSIP: 57164Y107<br>LEI: 549300WA6BT5H4F7IO94 | Long             | EC               | CORP              | US        |     17598 | NS      | $2368514.82   | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| Columbus McKinnon Corp/NY                    | Columbus McKinnon Corp/NY                    | CUSIP: 199333105<br>LEI: 549300W3HQB0HO1F3G69 | Long             | EC               | CORP              | US        |     45830 | NS      | $1488100.10   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Scholastic Corp                              | Scholastic Corp                              | CUSIP: 807066105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     37706 | NS      | $1487878.76   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Pure Cycle Corp                              | Pure Cycle Corp                              | CUSIP: 746228303<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    101388 | NS      | $1062546.24   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Brunswick Corp/DE                            | Brunswick Corp/DE                            | CUSIP: 117043109<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | EC               | CORP              | US        |     32606 | NS      | $2350240.48   | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| PJT Partners Inc                             | PJT Partners Inc                             | CUSIP: 69343T107<br>LEI: 549300W3WBEQUBKYTN87 | Long             | EC               | CORP              | US        |     18180 | NS      | $1339684.20   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Thryv Holdings Inc                           | Thryv Holdings Inc                           | CUSIP: 886029206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     50029 | NS      | $950551.00    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Rambus Inc                                   | Rambus Inc                                   | CUSIP: 750917106<br>LEI: 2549000211GDCQSLV833 | Long             | EC               | CORP              | US        |    155765 | NS      | $5579502.30   | 1.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Roadhouse Inc                          | Texas Roadhouse Inc                          | CUSIP: 882681109<br>LEI: 5299002Y1CNRPDGXTQ75 | Long             | EC               | CORP              | US        |     11363 | NS      | $1033464.85   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Topgolf Callaway Brands Corp                 | Topgolf Callaway Brands Corp                 | CUSIP: 131193104<br>LEI: 5493005UB0KFRKBPCU72 | Long             | EC               | CORP              | US        |     53148 | NS      | $1049673.00   | 0.30%             |  |  |  | No            |                  1 | On Loan: —       |
| Home BancShares Inc/AR                       | Home BancShares Inc/AR                       | CUSIP: 436893200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    140402 | NS      | $3199761.58   | 0.90%             |  |  |  | No            |                  1 | On Loan: No      |
| Popular Inc                                  | Popular Inc                                  | CUSIP: 733174700<br>LEI: 5493008CARDZMVQ3LO89 | Long             | EC               | CORP              | PR        |     41850 | NS      | $2775492.00   | 0.78%             |  |  |  | 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        |    600000 | NS      | $600000.00    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| BRP Group Inc                                | BRP Group Inc                                | CUSIP: 05589G102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     37578 | NS      | $944710.92    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Medpace Holdings Inc                         | Medpace Holdings Inc                         | CUSIP: 58506Q109<br>LEI: 549300H8TYEUVTW14A54 | Long             | EC               | CORP              | US        |      4276 | NS      | $908265.16    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Griffon Corp                                 | Griffon Corp                                 | CUSIP: 398433102<br>LEI: 5493000C2SGNC7ZN3242 | Long             | EC               | CORP              | US        |     50320 | NS      | $1800952.80   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Crocs Inc                                    | Crocs Inc                                    | CUSIP: 227046109<br>LEI: 549300B0J6YCXD63OG72 | Long             | EC               | CORP              | US        |     33770 | NS      | $3661681.10   | 1.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Noble Corp PLC                               | Noble Corp PLC                               | CUSIP: 000000000<br>LEI: 549300I3HBUNXO0OG954 | Long             | EC               | CORP              | GB        |     73678 | NS      | $2778397.38   | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| Northern Oil and Gas Inc                     | Northern Oil and Gas Inc                     | CUSIP: 665531307<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | EC               | CORP              | US        |    123161 | NS      | $3795822.02   | 1.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Ensign Group Inc/The                         | Ensign Group Inc/The                         | CUSIP: 29358P101<br>LEI: 5493003K4HEEA8Q0BC72 | Long             | EC               | CORP              | US        |     13214 | NS      | $1250176.54   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Pinnacle Financial Partners Inc              | Pinnacle Financial Partners Inc              | CUSIP: 72346Q104<br>LEI: 54930098EZ8JMSAZGS24 | Long             | EC               | CORP              | US        |     37265 | NS      | $2735251.00   | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| National Bank of Canada                      | National Bank Of Canada                      | CUSIP: 000000000<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | RA               | CORP              | US        |   1000000 | PA      | $1000000.00   | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| Employers Holdings Inc                       | Employers Holdings Inc                       | CUSIP: 292218104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     58245 | NS      | $2512106.85   | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| Albany International Corp                    | Albany International Corp                    | CUSIP: 012348108<br>LEI: L73WCPNCZIRSQGZTW097 | Long             | EC               | CORP              | US        |     40320 | NS      | $3975148.80   | 1.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Littelfuse Inc                               | Littelfuse Inc                               | CUSIP: 537008104<br>LEI: 549300MY7HLQFYTPCX75 | Long             | EC               | CORP              | US        |      6391 | NS      | $1407298.20   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Primo Water Corp                             | Primo Water Corp                             | CUSIP: 74167P108<br>LEI: 5493005TMUI9D3MY9I37 | Long             | EC               | CORP              | CA        |     55321 | NS      | $859688.34    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Korn Ferry                                   | Korn Ferry                                   | CUSIP: 500643200<br>LEI: 549300FOD20OM0GT5G40 | Long             | EC               | CORP              | US        |     34238 | NS      | $1733127.56   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Xenon Pharmaceuticals Inc                    | Xenon Pharmaceuticals Inc                    | CUSIP: 98420N105<br>LEI: 549300XV44Q9Z1MIPQ03 | Long             | EC               | CORP              | CA        |     17032 | NS      | $671571.76    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Genco Shipping & Trading Ltd                 | Genco Shipping & Trading Ltd                 | CUSIP: 000000000<br>LEI: 5493003MBZ5GU8QHXZ58 | Long             | EC               | CORP              | MH        |    146709 | NS      | $2253450.24   | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| IAA Inc                                      | IAA Inc                                      | CUSIP: 449253103<br>LEI: 549300PZCOPC5178W747 | Long             | EC               | CORP              | US        |     46005 | NS      | $1840200.00   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Marten Transport Ltd                         | Marten Transport Ltd                         | CUSIP: 573075108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     34450 | NS      | $681421.00    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Spectrum Brands Holdings Inc                 | Spectrum Brands Holdings Inc                 | CUSIP: 84790A105<br>LEI: 549300JM0MJETDD30O20 | Long             | EC               | CORP              | US        |     17056 | NS      | $1039051.52   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlantic Union Bankshares Corp               | Atlantic Union Bankshares Corp               | CUSIP: 04911A107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     75173 | NS      | $2641579.22   | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| Helios Technologies Inc                      | Helios Technologies Inc                      | CUSIP: 42328H109<br>LEI: 5493000BCJSMIDRNTI78 | Long             | EC               | CORP              | US        |     14820 | NS      | $806800.80    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimball Electronics Inc                      | Kimball Electronics Inc                      | CUSIP: 49428J109<br>LEI: 549300COBYN2GZCBIU87 | Long             | EC               | CORP              | US        |     73011 | NS      | $1649318.49   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Jazz Pharmaceuticals PLC                     | Jazz Pharmaceuticals PLC                     | CUSIP: 000000000<br>LEI: 635400GAUMJCLEZRRV50 | Long             | EC               | CORP              | IE        |      8147 | NS      | $1297898.57   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Columbia Sportswear Co                       | Columbia Sportswear Co                       | CUSIP: 198516106<br>LEI: 549300OTMCIEUXAH5Z60 | Long             | EC               | CORP              | US        |      9703 | NS      | $849788.74    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Denbury Inc                                  | Denbury Inc                                  | CUSIP: 24790A101<br>LEI: 549300KCWA5W52MS5559 | Long             | EC               | CORP              | US        |      7138 | NS      | $621148.76    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| UFP Industries Inc                           | UFP Industries Inc                           | CUSIP: 90278Q108<br>LEI: 5493007KB485C9OV5572 | Long             | EC               | CORP              | US        |     34713 | NS      | $2751005.25   | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| LCI Industries                               | LCI Industries                               | CUSIP: 50189K103<br>LEI: 549300E1B98YNJ1WIQ04 | Long             | EC               | CORP              | US        |     10801 | NS      | $998552.45    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Allscripts Healthcare Solutions Inc          | Allscripts Healthcare Solutions Inc          | CUSIP: 01988P108<br>LEI: Y68YJHVB1GU4TAU3C223 | Long             | EC               | CORP              | US        |    180180 | NS      | $3178375.20   | 0.90%             |  |  |  | No            |                  1 | On Loan: No      |
| Novanta Inc                                  | Novanta Inc                                  | CUSIP: 67000B104<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      8888 | NS      | $1207612.56   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Malibu Boats Inc                             | Malibu Boats Inc                             | CUSIP: 56117J100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14556 | NS      | $775834.80    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Option Care Health Inc                       | Option Care Health Inc                       | CUSIP: 68404L201<br>LEI: 549300DI3Q5ACSYJRI17 | Long             | EC               | CORP              | US        |    139875 | NS      | $4208838.75   | 1.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Embecta Corp                                 | Embecta Corp                                 | CUSIP: 29082K105<br>LEI: 549300RPG8GXVDHNXZ62 | Long             | EC               | CORP              | US        |     28028 | NS      | $708828.12    | 0.20%             |  |  |  | No            |                  1 | On Loan: —       |
| Alta Equipment Group Inc                     | Alta Equipment Group Inc                     | CUSIP: 02128L106<br>LEI: 549300DGOB28CLGS1X27 | Long             | EC               | CORP              | US        |    105054 | NS      | $1385662.26   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Magnolia Oil & Gas Corp                      | Magnolia Oil & Gas Corp                      | CUSIP: 559663109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     36723 | NS      | $861154.35    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Itron Inc                                    | Itron Inc                                    | CUSIP: 465741106<br>LEI: 24F6LSZD18II6ICG6S41 | Long             | EC               | CORP              | US        |     10738 | NS      | $543879.70    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Concentrix Corp                              | Concentrix Corp                              | CUSIP: 20602D101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22364 | NS      | $2977990.24   | 0.84%             |  |  |  | No            |                  1 | On Loan: No      |
| Delek US Holdings Inc                        | Delek US Holdings Inc                        | CUSIP: 24665A103<br>LEI: 5493003O53JMENV1N385 | Long             | EC               | CORP              | US        |     56331 | NS      | $1520937.00   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| J & J Snack Foods Corp                       | J & J Snack Foods Corp                       | CUSIP: 466032109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8603 | NS      | $1287955.13   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Euronet Worldwide Inc                        | Euronet Worldwide Inc                        | CUSIP: 298736109<br>LEI: YG3575C4DSHJPA5KET68 | Long             | EC               | CORP              | US        |     25039 | NS      | $2363180.82   | 0.67%             |  |  |  | No            |                  1 | On Loan: —       |
| Insmed Inc                                   | Insmed Inc                                   | CUSIP: 457669307<br>LEI: 529900Q55QAG41CCAC11 | Long             | EC               | CORP              | US        |     31324 | NS      | $625853.52    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Andersons Inc/The                            | Andersons Inc/The                            | CUSIP: 034164103<br>LEI: L38MWB8MVRFV7HVJPU11 | Long             | EC               | CORP              | US        |     55634 | NS      | $1946633.66   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Science Applications International Corp      | Science Applications International Corp      | CUSIP: 808625107<br>LEI: 549300LZPNZIXQGZPZ48 | Long             | EC               | CORP              | US        |     11334 | NS      | $1257280.62   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Acadia Healthcare Co Inc                     | Acadia Healthcare Co Inc                     | CUSIP: 00404A109<br>LEI: 5493005CW985Y9D0NC11 | Long             | EC               | CORP              | US        |     15560 | NS      | $1280899.20   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| MDU Resources Group Inc                      | MDU Resources Group Inc                      | CUSIP: 552690109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    109120 | NS      | $3310700.80   | 0.93%             |  |  |  | No            |                  1 | On Loan: No      |
| Envestnet Inc                                | Envestnet Inc                                | CUSIP: 29404K106<br>LEI: 549300HLWZ5OKIDM8737 | Long             | EC               | CORP              | US        |     16107 | NS      | $993801.90    | 0.28%             |  |  |  | No            |                  1 | On Loan: —       |
| Vericel Corp                                 | Vericel Corp                                 | CUSIP: 92346J108<br>LEI: 54930076YM3PLTDR4B91 | Long             | EC               | CORP              | US        |     25092 | NS      | $660923.28    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Driven Brands Holdings Inc                   | Driven Brands Holdings Inc                   | CUSIP: 26210V102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     30718 | NS      | $838908.58    | 0.24%             |  |  |  | No            |                  1 | On Loan: —       |
| Casella Waste Systems Inc                    | Casella Waste Systems Inc                    | CUSIP: 147448104<br>LEI: 8EU0XUFVJ48U37IIDH51 | Long             | EC               | CORP              | US        |     23337 | NS      | $1850857.47   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Tenet Healthcare Corp                        | Tenet Healthcare Corp                        | CUSIP: 88033G407<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | EC               | CORP              | US        |     52552 | NS      | $2564012.08   | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| Shutterstock Inc                             | Shutterstock Inc                             | CUSIP: 825690100<br>LEI: 529900G2TDIS56V0LO22 | Long             | EC               | CORP              | US        |     14183 | NS      | $747727.76    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLETE Inc                                   | ALLETE Inc                                   | CUSIP: 018522300<br>LEI: 549300NNLSIMY6Z8OT86 | Long             | EC               | CORP              | US        |     33428 | NS      | $2156440.28   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Silicon Laboratories Inc                     | Silicon Laboratories Inc                     | CUSIP: 826919102<br>LEI: 4PRDF8Q9TDHRVZKZSZ47 | Long             | EC               | CORP              | US        |      9061 | NS      | $1229305.87   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Weatherford International PLC                | Weatherford International PLC                | CUSIP: 000000000<br>LEI: 529900LPBDSCQDJKHQ39 | Long             | EC               | CORP              | IE        |    105017 | NS      | $5347465.64   | 1.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Cadence Bank                                 | Cadence Bank                                 | CUSIP: 12740C103<br>LEI: Q7C315HKI8VX0SSKBS64 | Long             | EC               | CORP              | US        |    102092 | NS      | $2517588.72   | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinsale Capital Group Inc                    | Kinsale Capital Group Inc                    | CUSIP: 49714P108<br>LEI: 529900QTUQHNZ6HOA508 | Long             | EC               | CORP              | US        |      3663 | NS      | $957947.76    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Gray Television Inc                          | Gray Television Inc                          | CUSIP: 389375106<br>LEI: 529900TM5726KDN7UU35 | Long             | EC               | CORP              | US        |    107130 | NS      | $1198784.70   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Antero Resources Corp                        | Antero Resources Corp                        | CUSIP: 03674X106<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | EC               | CORP              | US        |     80414 | NS      | $2492029.86   | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| Agree Realty Corp                            | Agree Realty Corp                            | CUSIP: 008492100<br>LEI: N/A                  | Long             | EC               |  | US        |     34862 | NS      | $2472761.66   | 0.70%             |  |  |  | No            |                  1 | On Loan: —       |
| Quanex Building Products Corp                | Quanex Building Products Corp                | CUSIP: 747619104<br>LEI: 5493000TL30VL5WOAW87 | Long             | EC               | CORP              | US        |     92117 | NS      | $2181330.56   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| International Money Express Inc              | International Money Express Inc              | CUSIP: 46005L101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     86763 | NS      | $2114414.31   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Life Time Group Holdings Inc                 | Life Time Group Holdings Inc                 | CUSIP: 53190C102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     51843 | NS      | $620042.28    | 0.17%             |  |  |  | No            |                  1 | On Loan: —       |
| Lantheus Holdings Inc                        | Lantheus Holdings Inc                        | CUSIP: 516544103<br>LEI: 5299005HUB5IOJGO7S39 | Long             | EC               | CORP              | US        |     48565 | NS      | $2474872.40   | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| EVERTEC Inc                                  | EVERTEC Inc                                  | CUSIP: 30040P103<br>LEI: N/A                  | Long             | EC               | CORP              | PR        |     31921 | NS      | $1033601.98   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| DREYFUS TREASURY & AGENCY LEX                | DREYFUS TREASURY & AGENCY LEX                | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | RF                | US        |    500000 | NS      | $500000.00    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Agricultural Mortgage Corp           | Federal Agricultural Mortgage Corp           | CUSIP: 313148306<br>LEI: 549300MS654K78GYF580 | Long             | EC               | USGSE             | US        |     22831 | NS      | $2573282.01   | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| Inhibrx Inc                                  | Inhibrx Inc                                  | CUSIP: 45720L107<br>LEI: 549300VBKG2LTV1TLY22 | Long             | EC               | CORP              | US        |     25548 | NS      | $629502.72    | 0.18%             |  |  |  | No            |                  1 | On Loan: —       |
| Postal Realty Trust Inc                      | Postal Realty Trust Inc                      | CUSIP: 73757R102<br>LEI: 5493007B7ZZSIJRGWC41 | Long             | EC               | CORP              | US        |     66005 | NS      | $959052.65    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Southwestern Energy Co                       | Southwestern Energy Co                       | CUSIP: 845467109<br>LEI: EFWMP121W54QV9MGOP87 | Long             | EC               | CORP              | US        |    204472 | NS      | $1196161.20   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Inmode Ltd                                   | Inmode Ltd                                   | CUSIP: 000000000<br>LEI: 984500DD95A35E9BD358 | Long             | EC               | CORP              | IL        |     71591 | NS      | $2555798.70   | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| STAG Industrial Inc                          | STAG Industrial Inc                          | CUSIP: 85254J102<br>LEI: 549300QWYX2W6FASVQ07 | Long             | EC               |  | US        |     79648 | NS      | $2573426.88   | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| Clean Harbors Inc                            | Clean Harbors Inc                            | CUSIP: 184496107<br>LEI: 5493000SJVZVZJKHJF48 | Long             | EC               | CORP              | US        |     28913 | NS      | $3299551.56   | 0.93%             |  |  |  | No            |                  1 | On Loan: No      |
| elf Beauty Inc                               | elf Beauty Inc                               | CUSIP: 26856L103<br>LEI: 549300U2K9TCON25C029 | Long             | EC               | CORP              | US        |     17770 | NS      | $982681.00    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Focus Financial Partners Inc                 | Focus Financial Partners Inc                 | CUSIP: 34417P100<br>LEI: 5493006FFJCGLZ246V12 | Long             | EC               | CORP              | US        |     21616 | NS      | $805628.32    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Hexcel Corp                                  | Hexcel Corp                                  | CUSIP: 428291108<br>LEI: S6Q7LW43WUBUHXY2QP69 | Long             | EC               | CORP              | US        |     15522 | NS      | $913469.70    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Urban Outfitters Inc                         | Urban Outfitters Inc                         | CUSIP: 917047102<br>LEI: 549300N3DUFR5U6NRN38 | Long             | EC               | CORP              | US        |     54187 | NS      | $1292359.95   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Installed Building Products Inc              | Installed Building Products Inc              | CUSIP: 45780R101<br>LEI: 549300I95Y9P9YM5FI86 | Long             | EC               | CORP              | US        |      8043 | NS      | $688480.80    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Tower Semiconductor Ltd                      | Tower Semiconductor Ltd                      | CUSIP: 000000000<br>LEI: 54930086ZSNXZOUX0C54 | Long             | EC               | CORP              | IL        |     32584 | NS      | $1407628.80   | 0.40%             |  |  |  | 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        |    600000 | NS      | $600000.00    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| McGrath RentCorp                             | McGrath RentCorp                             | CUSIP: 580589109<br>LEI: 254900EUH6IPWFQ83445 | Long             | EC               | CORP              | US        |     38331 | NS      | $3784802.94   | 1.07%             |  |  |  | No            |                  1 | On Loan: No      |
| PROCEPT BioRobotics Corp                     | PROCEPT BioRobotics Corp                     | CUSIP: 74276L105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14903 | NS      | $619070.62    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| PTC Therapeutics Inc                         | PTC Therapeutics Inc                         | CUSIP: 69366J200<br>LEI: 549300UJLWOIWFDGB318 | Long             | EC               | CORP              | US        |     17745 | NS      | $677326.65    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Atkore Inc                                   | Atkore Inc                                   | CUSIP: 047649108<br>LEI: 52990002TI38AM4RPV48 | Long             | EC               | CORP              | US        |     15299 | NS      | $1735212.58   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Bofa Securities, Inc                         | Bofa Securities, Inc                         | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Long             | RA               | CORP              | US        |   1700000 | PA      | $1700000.00   | 0.48%             |  |  |  | No            |                  2 | On Loan: No      |
| MRC Global Inc                               | MRC Global Inc                               | CUSIP: 55345K103<br>LEI: 529900TSBPOLCLI2L582 | Long             | EC               | CORP              | US        |    171565 | NS      | $1986722.70   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| FTI Consulting Inc                           | FTI Consulting Inc                           | CUSIP: 302941109<br>LEI: 549300K17GM8EQD0FQ48 | Long             | EC               | CORP              | US        |      6062 | NS      | $962645.60    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| KB Home                                      | KB Home                                      | CUSIP: 48666K109<br>LEI: 549300LGUCWQURMWLG09 | Long             | EC               | CORP              | US        |     62670 | NS      | $1996039.50   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Tenable Holdings Inc                         | Tenable Holdings Inc                         | CUSIP: 88025T102<br>LEI: 5493004S5OMPESF0EF83 | Long             | EC               | CORP              | US        |     23506 | NS      | $896753.90    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Xencor Inc                                   | Xencor Inc                                   | CUSIP: 98401F105<br>LEI: 549300V5IF65437JKG30 | Long             | EC               | CORP              | US        |     26863 | NS      | $699512.52    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC US GOVT FUND LEX                        | HSBC US GOVT FUND LEX                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   1000000 | NS      | $1000000.00   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| CVB Financial Corp                           | CVB Financial Corp                           | CUSIP: 126600105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    106316 | NS      | $2737637.00   | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| BellRing Brands Inc                          | BellRing Brands Inc                          | CUSIP: 07831C103<br>LEI: 549300S3BOK5CMTS8054 | Long             | EC               | CORP              | US        |    125099 | NS      | $3207538.36   | 0.91%             |  |  |  | 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