# EDGAR Filing Document

**Accession Number:** 0000710826
**File Stem:** 0001752724-25-207190
**Filing Date:** 2025-8
**Character Count:** 145894
**Document Hash:** 78acfe49a672b249760bbfb642e0d5d8
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-207190.hdr.sgml**: 20250827

**ACCESSION NUMBER**: 0001752724-25-207190

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250630

**FILED AS OF DATE**: 20250827

**DATE AS OF CHANGE**: 20250827

**PERIOD START**: 20251231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Brighthouse Funds Trust II
- **CENTRAL INDEX KEY:** 0000710826

**ORGANIZATION NAME:**
- **EIN:** 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:** 251260902

**BUSINESS ADDRESS:**
- **STREET 1:** BRIGHTHOUSE INVESTMENT ADVISERS, LLC
- **STREET 2:** 11225 NORTH COMMUNITY HOUSE RD
- **CITY:** CHARLOTTE
- **STATE:** NC
- **ZIP:** 28277
- **BUSINESS PHONE:** 980-949-5121

**MAIL ADDRESS:**
- **STREET 1:** BRIGHTHOUSE INVESTMENT ADVISERS, LLC
- **STREET 2:** 11225 NORTH COMMUNITY HOUSE RD
- **CITY:** CHARLOTTE
- **STATE:** NC
- **ZIP:** 28277

**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:** Charlotte

  - **State:** NC

  - **Foreign country:** US

  - **Zip / Postal Code:** 28277

  - **Telephone number:** 980-949-5089

**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:** 2025-12-31

- **b. Date as of which information is reported:** 2025-06-30

**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:** $1252040616.59

**Total Liabilities:** $90403391.94

**Net Assets:** $1161637224.65

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000017813 | -2.29%               | 5.37%                | 3.52%                |
| Class ID C000017812 | -2.32%               | 5.39%                | 3.52%                |
| Class ID C000017811 | -2.32%               | 5.41%                | 3.52%                |
| Class ID C000075818 | -2.30%               | 5.34%                | 3.49%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-863703.25              | $-25636842.12                              |
| Month 2  | $498223.66               | $57352361.83                               |
| Month 3  | $20229680.91             | $17363556.41                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| WESCO International Inc                  | WESCO International Inc                  | CUSIP: 95082P105<br>LEI: 529900TXOGREY3WNJ434 | Long             | EC               | CORP              | US        |     17121 | NS      | $3170809.20   | 0.27%             |  |  |  | No            |                  1 | On Loan: —       |
| United Bankshares Inc/WV                 | United Bankshares Inc/WV                 | CUSIP: 909907107<br>LEI: 5299005O3BAMJ9Z92V62 | Long             | EC               | CORP              | US        |     54633 | NS      | $1990280.19   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Parsons Corp                             | Parsons Corp                             | CUSIP: 70202L102<br>LEI: 549300ZXH0VRBSEPX752 | Long             | EC               | CORP              | US        |     18128 | NS      | $1301046.56   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Nexstar Media Group Inc                  | Nexstar Media Group Inc                  | CUSIP: 65336K103<br>LEI: 52990083ZRR5UT591988 | Long             | EC               | CORP              | US        |     10925 | NS      | $1889478.75   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| ANZ NATIONAL (INTL) LTD                  | ANZ NATIONAL (INTL) LTD                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   1000010 | PA      | $1000010.00   | 0.09%             | 2025-08-20      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| Pure Storage Inc                         | Pure Storage Inc                         | CUSIP: 74624M102<br>LEI: 549300NPDB0BZTK3WO90 | Long             | EC               | CORP              | US        |    119808 | NS      | $6898544.64   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Independence Realty Trust Inc            | Independence Realty Trust Inc            | CUSIP: 45378A106<br>LEI: 549300Z3L8NU44NQEB29 | Long             | EC               |  | US        |     89971 | NS      | $1591586.99   | 0.14%             |  |  |  | No            |                  1 | On Loan: —       |
| Equitable Holdings Inc                   | Equitable Holdings Inc                   | CUSIP: 29452E101<br>LEI: 549300FIBAKMNHPZ4009 | Long             | EC               | CORP              | US        |    117152 | NS      | $6572227.20   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Carpenter Technology Corp                | Carpenter Technology Corp                | CUSIP: 144285103<br>LEI: DX6I6ZD3X5WNNCDJKP85 | Long             | EC               | CORP              | US        |     19190 | NS      | $5303732.20   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Dynatrace Inc                            | Dynatrace Inc                            | CUSIP: 268150109<br>LEI: 6488T0Z33CE9L61EX904 | Long             | EC               | CORP              | US        |    115578 | NS      | $6381061.38   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank OZK                                 | Bank OZK                                 | CUSIP: 06417N103<br>LEI: 549300VYK2WBD7SST478 | Long             | EC               | CORP              | US        |     40729 | NS      | $1916706.74   | 0.17%             |  |  |  | No            |                  1 | On Loan: —       |
| Omega Healthcare Investors Inc           | Omega Healthcare Investors Inc           | CUSIP: 681936100<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | EC               |  | US        |    111562 | NS      | $4088747.30   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Hyatt Hotels Corp                        | Hyatt Hotels Corp                        | CUSIP: 448579102<br>LEI: T27JQIMTYSH41TCD5186 | Long             | EC               | CORP              | US        |     16170 | NS      | $2258140.50   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| DENTSPLY SIRONA Inc                      | DENTSPLY SIRONA Inc                      | CUSIP: 24906P109<br>LEI: 9NHEHR1SOZCYXDO8HO28 | Long             | EC               | CORP              | US        |     76828 | NS      | $1220028.64   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| SPDR S&P MidCap 400 ETF Trust            | SPDR S&P MidCap 400 ETF Trust            | CUSIP: 78467Y107<br>LEI: 5493003TT35P3SIWJJ72 | Long             | EC               | RF                | US        |     37900 | NS      | $21469592.00  | 1.85%             |  |  |  | No            |                  1 | On Loan: —       |
| New Jersey Resources Corp                | New Jersey Resources Corp                | CUSIP: 646025106<br>LEI: 549300QKBSQBIX4DQ583 | Long             | EC               | CORP              | US        |     38693 | NS      | $1734220.26   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity National Financial Inc          | Fidelity National Financial Inc          | CUSIP: 31620R303<br>LEI: 549300CAZYIH39SYQ287 | Long             | EC               | CORP              | US        |    100580 | NS      | $5638514.80   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Stifel Financial Corp                    | Stifel Financial Corp                    | CUSIP: 860630102<br>LEI: 549300E5F07FE5GHJX84 | Long             | EC               | CORP              | US        |     39601 | NS      | $4109791.78   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Avis Budget Group Inc                    | Avis Budget Group Inc                    | CUSIP: 053774105<br>LEI: 529900E95812SYWMCE44 | Long             | EC               | CORP              | US        |      6512 | NS      | $1100853.60   | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| Amedisys Inc                             | Amedisys Inc                             | CUSIP: 023436108<br>LEI: 5299001RBS9GK9STN379 | Long             | EC               | CORP              | US        |     12625 | NS      | $1242173.75   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Comerica Inc                             | Comerica Inc                             | CUSIP: 200340107<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | EC               | CORP              | US        |     50660 | NS      | $3021869.00   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Cabot Corp                               | Cabot Corp                               | CUSIP: 127055101<br>LEI: K05C0SER542GQ6VLRO68 | Long             | EC               | CORP              | US        |     20710 | NS      | $1553250.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Lancaster Colony Corp                    | Lancaster Colony Corp                    | CUSIP: 513847103<br>LEI: 529900X4O13HED1ZAS58 | Long             | EC               | CORP              | US        |      7440 | NS      | $1285408.80   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Core & Main Inc                          | Core & Main Inc                          | CUSIP: 21874C102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     73016 | NS      | $4406515.60   | 0.38%             |  |  |  | No            |                  1 | On Loan: —       |
| EchoStar Corp                            | EchoStar Corp                            | CUSIP: 278768106<br>LEI: 549300EE20907QZ9GT38 | Long             | EC               | CORP              | US        |     51729 | NS      | $1432893.30   | 0.12%             |  |  |  | No            |                  1 | On Loan: —       |
| Evercore Inc                             | Evercore Inc                             | CUSIP: 29977A105<br>LEI: 529900P6KLPT95DW3W58 | Long             | EC               | CORP              | US        |     13860 | NS      | $3742477.20   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| OCBC NEW YORK                            | OCBC NEW YORK                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |    999983 | PA      | $999983.00    | 0.09%             | 2025-12-15      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| Amkor Technology Inc                     | Amkor Technology Inc                     | CUSIP: 031652100<br>LEI: 529900VHLRTKPWZJBM84 | Long             | EC               | CORP              | US        |     43810 | NS      | $919571.90    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Jones Lang LaSalle Inc                   | Jones Lang LaSalle Inc                   | CUSIP: 48020Q107<br>LEI: 6SYKCME112RT8TQUO411 | Long             | EC               | CORP              | US        |     18302 | NS      | $4681285.56   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Okta Inc                                 | Okta Inc                                 | CUSIP: 679295105<br>LEI: 549300N8J06I8MRHU620 | Long             | EC               | CORP              | US        |     64441 | NS      | $6442166.77   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Toro Co/The                              | Toro Co/The                              | CUSIP: 891092108<br>LEI: YJKE4YIT6BWQHVEW0D14 | Long             | EC               | CORP              | US        |     38480 | NS      | $2719766.40   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| EnerSys                                  | EnerSys                                  | CUSIP: 29275Y102<br>LEI: 7ZS3DE5PN30BYUJFWP05 | Long             | EC               | CORP              | US        |     15199 | NS      | $1303618.23   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Trex Co Inc                              | Trex Co Inc                              | CUSIP: 89531P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     41336 | NS      | $2247851.68   | 0.19%             |  |  |  | No            |                  1 | On Loan: —       |
| International Bancshares Corp            | International Bancshares Corp            | CUSIP: 459044103<br>LEI: 549300Y16R531AU8TX77 | Long             | EC               | CORP              | US        |     20602 | NS      | $1371269.12   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Sensata Technologies Holding PLC         | Sensata Technologies Holding PLC         | CUSIP: 000000000<br>LEI: 529900MS7KFYCY9MS037 | Long             | EC               | CORP              | GB        |     56395 | NS      | $1698053.45   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Old National Bancorp/IN                  | Old National Bancorp/IN                  | CUSIP: 680033107<br>LEI: 549300MMK90CL5KMVX16 | Long             | EC               | CORP              | US        |    125495 | NS      | $2678063.30   | 0.23%             |  |  |  | No            |                  1 | On Loan: —       |
| Avient Corp                              | Avient Corp                              | CUSIP: 05368V106<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | EC               | CORP              | US        |     35286 | NS      | $1140090.66   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Goodyear Tire & Rubber Co/The            | Goodyear Tire & Rubber Co/The            | CUSIP: 382550101<br>LEI: 5493002BI0S2ZQUY3437 | Long             | EC               | CORP              | US        |    110139 | NS      | $1142141.43   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| RBC Bearings Inc                         | RBC Bearings Inc                         | CUSIP: 75524B104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12084 | NS      | $4649923.20   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Synaptics Inc                            | Synaptics Inc                            | CUSIP: 87157D109<br>LEI: 549300AJ3LI4FWNRQX29 | Long             | EC               | CORP              | US        |     14859 | NS      | $963160.38    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Advanced Drainage Systems Inc            | Advanced Drainage Systems Inc            | CUSIP: 00790R104<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | EC               | CORP              | US        |     27217 | NS      | $3126144.62   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Repligen Corp                            | Repligen Corp                            | CUSIP: 759916109<br>LEI: 54930006QJ0T5AUO1E71 | Long             | EC               | CORP              | US        |     20143 | NS      | $2505386.34   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Coca-Cola Consolidated Inc               | Coca-Cola Consolidated Inc               | CUSIP: 191098102<br>LEI: 57VG5X0E00X0QJU7CQ58 | Long             | EC               | CORP              | US        |     22598 | NS      | $2523066.70   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Valvoline Inc                            | Valvoline Inc                            | CUSIP: 92047W101<br>LEI: 549300CMHPBEY6VPOT75 | Long             | EC               | CORP              | US        |     49002 | NS      | $1855705.74   | 0.16%             |  |  |  | No            |                  1 | On Loan: —       |
| Royal Gold Inc                           | Royal Gold Inc                           | CUSIP: 780287108<br>LEI: 5493001NGRU6SFL04184 | Long             | EC               | CORP              | US        |     25372 | NS      | $4512156.48   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| FirstCash Holdings Inc                   | FirstCash Holdings Inc                   | CUSIP: 33768G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14879 | NS      | $2010748.06   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Ashland Inc                              | Ashland Inc                              | CUSIP: 044186104<br>LEI: 529900E4L9R04SB8HB11 | Long             | EC               | CORP              | US        |     17615 | NS      | $885682.20    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Southwest Gas Holdings Inc               | Southwest Gas Holdings Inc               | CUSIP: 844895102<br>LEI: 254900LKF9EV0CUKNE09 | Long             | EC               | CORP              | US        |     23287 | NS      | $1732319.93   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| ManpowerGroup Inc                        | ManpowerGroup Inc                        | CUSIP: 56418H100<br>LEI: ERO1WSFOSR0JJ6CRQ987 | Long             | EC               | CORP              | US        |     17841 | NS      | $720776.40    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Hamilton Lane Inc                        | Hamilton Lane Inc                        | CUSIP: 407497106<br>LEI: 5493006OKN3V1NORM833 | Long             | EC               | CORP              | US        |     16707 | NS      | $2374398.84   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| WP Carey Inc                             | WP Carey Inc                             | CUSIP: 92936U109<br>LEI: 54930042CRNE713E3Q67 | Long             | EC               |  | US        |     84415 | NS      | $5265807.70   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Interactive Brokers Group Inc            | Interactive Brokers Group Inc            | CUSIP: 45841N107<br>LEI: 5493004DT6DCDUZNDM53 | Long             | EC               | CORP              | US        |    168016 | NS      | $9309766.56   | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| Reinsurance Group of America Inc         | Reinsurance Group of America Inc         | CUSIP: 759351604<br>LEI: LORM1GNEU1DKEW527V90 | Long             | EC               | CORP              | US        |     25477 | NS      | $5053617.72   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Terex Corp                               | Terex Corp                               | CUSIP: 880779103<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | EC               | CORP              | US        |     25288 | NS      | $1180696.72   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Flagstar Financial Inc                   | Flagstar Financial Inc                   | CUSIP: 649445400<br>LEI: 529900HVXOTLY61GL030 | Long             | EC               | CORP              | US        |    116810 | NS      | $1238186.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| nVent Electric PLC                       | nVent Electric PLC                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |     63467 | NS      | $4648957.75   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryan Specialty Holdings Inc              | Ryan Specialty Holdings Inc              | CUSIP: 78351F107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     41498 | NS      | $2821449.02   | 0.24%             |  |  |  | No            |                  1 | On Loan: —       |
| Permian Resources Corp                   | Permian Resources Corp                   | CUSIP: 71424F105<br>LEI: 529900NXUJPOKU7OJ511 | Long             | EC               | CORP              | US        |    245852 | NS      | $3348504.24   | 0.29%             |  |  |  | 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        |     22942 | NS      | $3287359.18   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                   | U.S. Treasury Bills                      | CUSIP: 912797PU5<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   1175000 | PA      | $1175000.00   | 0.10%             | 2025-07-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Primerica Inc                            | Primerica Inc                            | CUSIP: 74164M108<br>LEI: 254900621R686KJR7022 | Long             | EC               | CORP              | US        |     12667 | NS      | $3466577.89   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| BANCO SANTANDER SA NY                    | BANCO SANTANDER SA NY                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   2000000 | PA      | $2000000.00   | 0.17%             | 2025-07-01      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| Sprouts Farmers Market Inc               | Sprouts Farmers Market Inc               | CUSIP: 85208M102<br>LEI: 529900P8F4G77Q52XE24 | Long             | EC               | CORP              | US        |     37725 | NS      | $6211044.00   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Cava Group Inc                           | Cava Group Inc                           | CUSIP: 148929102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     31657 | NS      | $2666469.11   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| ExlService Holdings Inc                  | ExlService Holdings Inc                  | CUSIP: 302081104<br>LEI: 81E3DTNF6OSH489ZOV15 | Long             | EC               | CORP              | US        |     62719 | NS      | $2746465.01   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Donaldson Co Inc                         | Donaldson Co Inc                         | CUSIP: 257651109<br>LEI: OZE6KXY9QQPR8EJ8WL20 | Long             | EC               | CORP              | US        |     46074 | NS      | $3195231.90   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Planet Fitness Inc                       | Planet Fitness Inc                       | CUSIP: 72703H101<br>LEI: 549300LLE5HUPF6H8G33 | Long             | EC               | CORP              | US        |     32325 | NS      | $3525041.25   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Columbia Banking System Inc              | Columbia Banking System Inc              | CUSIP: 197236102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     81033 | NS      | $1894551.54   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Union Co/The                     | Western Union Co/The                     | CUSIP: 959802109<br>LEI: 28ID94QU1140NC23S047 | Long             | EC               | CORP              | US        |    127418 | NS      | $1072859.56   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Ollie's Bargain Outlet Holdings Inc      | Ollie's Bargain Outlet Holdings Inc      | CUSIP: 681116109<br>LEI: 529900YO5DSQCPEFDZ05 | Long             | EC               | CORP              | US        |     23671 | NS      | $3119364.38   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| BioMarin Pharmaceutical Inc              | BioMarin Pharmaceutical Inc              | CUSIP: 09061G101<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | EC               | CORP              | US        |     73930 | NS      | $4063932.10   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Owens Corning                            | Owens Corning                            | CUSIP: 690742101<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | EC               | CORP              | US        |     32788 | NS      | $4509005.76   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Aramark                                  | Aramark                                  | CUSIP: 03852U106<br>LEI: 549300MR6PG2DWZUIL39 | Long             | EC               | CORP              | US        |    101029 | NS      | $4230084.23   | 0.36%             |  |  |  | No            |                  1 | On Loan: —       |
| KBR Inc                                  | KBR Inc                                  | CUSIP: 48242W106<br>LEI: 254900OFQDXZRKRCV808 | Long             | EC               | CORP              | US        |     50013 | NS      | $2397623.22   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| H&R Block Inc                            | H&R Block Inc                            | CUSIP: 093671105<br>LEI: 549300CE3KUCWLZBG404 | Long             | EC               | CORP              | US        |     51611 | NS      | $2832927.79   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Burlington Stores Inc                    | Burlington Stores Inc                    | CUSIP: 122017106<br>LEI: 5299003Z37DVGKKC1W09 | Long             | EC               | CORP              | US        |     24283 | NS      | $5649197.12   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| First American Financial Corp            | First American Financial Corp            | CUSIP: 31847R102<br>LEI: 549300B6VEZK3N0A1P55 | Long             | EC               | CORP              | US        |     39668 | NS      | $2435218.52   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| API Group Corp                           | API Group Corp                           | CUSIP: 00187Y100<br>LEI: 213800NZT1VX6PZ7BT53 | Long             | EC               | CORP              | US        |     93915 | NS      | $4794360.75   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Power Integrations Inc                   | Power Integrations Inc                   | CUSIP: 739276103<br>LEI: 54930085LGXSCIHD5W31 | Long             | EC               | CORP              | US        |     21699 | NS      | $1212974.10   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Olin Corp                                | Olin Corp                                | CUSIP: 680665205<br>LEI: 549300GKK294V7W57P06 | Long             | EC               | CORP              | US        |     44385 | NS      | $891694.65    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Belden Inc                               | Belden Inc                               | CUSIP: 077454106<br>LEI: 68BKYO1JC791TTJHUE82 | Long             | EC               | CORP              | US        |     15226 | NS      | $1763170.80   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Polaris Inc                              | Polaris Inc                              | CUSIP: 731068102<br>LEI: 549300QJSN8UVWN1EI78 | Long             | EC               | CORP              | US        |     20364 | NS      | $827796.60    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Affiliated Managers Group Inc            | Affiliated Managers Group Inc            | CUSIP: 008252108<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | EC               | CORP              | US        |     10960 | NS      | $2156599.20   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Associated Banc-Corp                     | Associated Banc-Corp                     | CUSIP: 045487105<br>LEI: 549300N3CIN473IW5094 | Long             | EC               | CORP              | US        |     62967 | NS      | $1535765.13   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Under Armour Inc                         | Under Armour Inc                         | CUSIP: 904311206<br>LEI: 549300D4549QKWETZ406 | Long             | EC               | CORP              | US        |     49376 | NS      | $320450.24    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Cirrus Logic Inc                         | Cirrus Logic Inc                         | CUSIP: 172755100<br>LEI: 549300NKSJEM5ZZSSV18 | Long             | EC               | CORP              | US        |     20487 | NS      | $2135872.19   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Capri Holdings Ltd                       | Capri Holdings Ltd                       | CUSIP: 000000000<br>LEI: 549300LPG8W0H1OX3A26 | Long             | EC               | CORP              | VG        |     45454 | NS      | $804535.80    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| US Foods Holding Corp                    | US Foods Holding Corp                    | CUSIP: 912008109<br>LEI: 549300UGOZSO64CFPR97 | Long             | EC               | CORP              | US        |     89186 | NS      | $6868213.86   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Coty Inc                                 | Coty Inc                                 | CUSIP: 222070203<br>LEI: 549300BO9IWPF3S48F93 | Long             | EC               | CORP              | US        |    141233 | NS      | $656733.45    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Prosperity Bancshares Inc                | Prosperity Bancshares Inc                | CUSIP: 743606105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     36731 | NS      | $2579985.44   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Lithia Motors Inc                        | Lithia Motors Inc                        | CUSIP: 536797103<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | EC               | CORP              | US        |     10035 | NS      | $3390023.70   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| First Horizon Corp                       | First Horizon Corp                       | CUSIP: 320517105<br>LEI: TF3RXI1ZB1TQ30H9JV10 | Long             | EC               | CORP              | US        |    195539 | NS      | $4145426.80   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Under Armour Inc                         | Under Armour Inc                         | CUSIP: 904311107<br>LEI: 549300D4549QKWETZ406 | Long             | EC               | CORP              | US        |     72791 | NS      | $497162.53    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Applied Industrial Technologies Inc      | Applied Industrial Technologies Inc      | CUSIP: 03820C105<br>LEI: 549300NU173IJRC6PO38 | Long             | EC               | CORP              | US        |     14682 | NS      | $3412830.90   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| AGCO Corp                                | AGCO Corp                                | CUSIP: 001084102<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | EC               | CORP              | US        |     23864 | NS      | $2461810.24   | 0.21%             |  |  |  | No            |                  1 | On Loan: —       |
| BILL Holdings Inc                        | BILL Holdings Inc                        | CUSIP: 090043100<br>LEI: 549300IBF9VZZIGOZW63 | Long             | EC               | CORP              | US        |     36539 | NS      | $1690294.14   | 0.15%             |  |  |  | No            |                  1 | On Loan: —       |
| Casey's General Stores Inc               | Casey's General Stores Inc               | CUSIP: 147528103<br>LEI: 549300CAFWSI86V66Q65 | Long             | EC               | CORP              | US        |     14310 | NS      | $7301963.70   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Dropbox Inc                              | Dropbox Inc                              | CUSIP: 26210C104<br>LEI: 549300JCDF7UAR6TJR51 | Long             | EC               | CORP              | US        |     75641 | NS      | $2163332.60   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| TD SYNNEX Corp                           | TD SYNNEX Corp                           | CUSIP: 87162W100<br>LEI: 5493004HI6PFLF46NS53 | Long             | EC               | CORP              | US        |     28793 | NS      | $3907210.10   | 0.34%             |  |  |  | No            |                  1 | On Loan: —       |
| Bruker Corp                              | Bruker Corp                              | CUSIP: 116794108<br>LEI: LEBZ6VLQ6I8XB1NHVY15 | Long             | EC               | CORP              | US        |     42643 | NS      | $1756891.60   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| CubeSmart                                | CubeSmart                                | CUSIP: 229663109<br>LEI: N/A                  | Long             | EC               |  | US        |     87876 | NS      | $3734730.00   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Lear Corp                                | Lear Corp                                | CUSIP: 521865204<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | EC               | CORP              | US        |     20610 | NS      | $1957537.80   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Tetra Tech Inc                           | Tetra Tech Inc                           | CUSIP: 88162G103<br>LEI: 549300UJ1LP7JGJC5P32 | Long             | EC               | CORP              | US        |    101581 | NS      | $3652852.76   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Graphic Packaging Holding Co             | Graphic Packaging Holding Co             | CUSIP: 388689101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    116327 | NS      | $2451009.89   | 0.21%             |  |  |  | No            |                  1 | On Loan: —       |
| Axalta Coating Systems Ltd               | Axalta Coating Systems Ltd               | CUSIP: 000000000<br>LEI: 529900AGLPA40GV6H619 | Long             | EC               | CORP              | BM        |     84255 | NS      | $2501530.95   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Exponent Inc                             | Exponent Inc                             | CUSIP: 30214U102<br>LEI: 529900NY3F5Q2NWPUZ42 | Long             | EC               | CORP              | US        |     19564 | NS      | $1461626.44   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Qualys Inc                               | Qualys Inc                               | CUSIP: 74758T303<br>LEI: 549300EMBXYOW9W1XA17 | Long             | EC               | CORP              | US        |     14004 | NS      | $2000751.48   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Vail Resorts Inc                         | Vail Resorts Inc                         | CUSIP: 91879Q109<br>LEI: 529900PSZHRNU9HKH870 | Long             | EC               | CORP              | US        |     14394 | NS      | $2261729.22   | 0.19%             |  |  |  | No            |                  1 | On Loan: —       |
| ZoomInfo Technologies Inc                | ZoomInfo Technologies Inc                | CUSIP: 98980F104<br>LEI: 2549008GSAHW4UWFEM58 | Long             | EC               | CORP              | US        |    100168 | NS      | $1013700.16   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| The Bank Of Nova Scotia, Toronto         | The Bank Of Nova Scotia, Toronto         | CUSIP: 000000000<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | RA               | CORP              | US        |   5000000 | PA      | $5000000.00   | 0.43%             |  |  |  | No            |                  2 | On Loan: No      |
| Churchill Downs Inc                      | Churchill Downs Inc                      | CUSIP: 171484108<br>LEI: 529900FODTBQC8MIS994 | Long             | EC               | CORP              | US        |     27845 | NS      | $2812345.00   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Brighthouse Financial Inc                | Brighthouse Financial Inc                | CUSIP: 10922N103<br>LEI: 5493003T8SZSHOGGAW52 | Long             | EC               | CORP              | US        |     22131 | NS      | $1189983.87   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Manhattan Associates Inc                 | Manhattan Associates Inc                 | CUSIP: 562750109<br>LEI: 529900Q1GJP7KD52SW51 | Long             | EC               | CORP              | US        |     23406 | NS      | $4621982.82   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Scotts Miracle-Gro Co/The                | Scotts Miracle-Gro Co/The                | CUSIP: 810186106<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | EC               | CORP              | US        |     16686 | NS      | $1100608.56   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| MGIC Investment Corp                     | MGIC Investment Corp                     | CUSIP: 552848103<br>LEI: 254900S8483WM4M98R28 | Long             | EC               | CORP              | US        |     91532 | NS      | $2548250.88   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Lincoln Electric Holdings Inc            | Lincoln Electric Holdings Inc            | CUSIP: 533900106<br>LEI: BIMGBY40SIN95O01BN93 | Long             | EC               | CORP              | US        |     21521 | NS      | $4461733.72   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Maximus Inc                              | Maximus Inc                              | CUSIP: 577933104<br>LEI: 549300DQCDS8HJ7QF202 | Long             | EC               | CORP              | US        |     21722 | NS      | $1524884.40   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Appfolio Inc                             | Appfolio Inc                             | CUSIP: 03783C100<br>LEI: 529900OOUUGT6JFC0S15 | Long             | EC               | CORP              | US        |      8885 | NS      | $2046037.80   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Synovus Financial Corp                   | Synovus Financial Corp                   | CUSIP: 87161C501<br>LEI: 549300EIUS8UN5JTLE54 | Long             | EC               | CORP              | US        |     53589 | NS      | $2773230.75   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Somnigroup International Inc             | Somnigroup International Inc             | CUSIP: 88023U101<br>LEI: 549300HFEKVR3US71V91 | Long             | EC               | CORP              | US        |     79606 | NS      | $5417188.30   | 0.47%             |  |  |  | No            |                  1 | On Loan: —       |
| Coherent Corp                            | Coherent Corp                            | CUSIP: 19247G107<br>LEI: 549300O5C25A0MMHHU33 | Long             | EC               | CORP              | US        |     59923 | NS      | $5345730.83   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| CNO Financial Group Inc                  | CNO Financial Group Inc                  | CUSIP: 12621E103<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | EC               | CORP              | US        |     38219 | NS      | $1474489.02   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| CNH Industrial NV                        | CNH Industrial NV                        | CUSIP: 000000000<br>LEI: 549300WGC2HZ5J67V817 | Long             | EC               | CORP              | NL        |    337161 | NS      | $4369606.56   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Kemper Corp                              | Kemper Corp                              | CUSIP: 488401100<br>LEI: 549300FNI1JKTRY2PV09 | Long             | EC               | CORP              | US        |     23190 | NS      | $1496682.60   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Crown Holdings Inc                       | Crown Holdings Inc                       | CUSIP: 228368106<br>LEI: NYLWZIOY8PUNIT4JOE22 | Long             | EC               | CORP              | US        |     44357 | NS      | $4567883.86   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Carlyle Group Inc/The                    | Carlyle Group Inc/The                    | CUSIP: 14316J108<br>LEI: 529900NGGVF94UK6PG95 | Long             | EC               | CORP              | US        |     82139 | NS      | $4221944.60   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Range Resources Corp                     | Range Resources Corp                     | CUSIP: 75281A109<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | EC               | CORP              | US        |     92125 | NS      | $3746723.75   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Wintrust Financial Corp                  | Wintrust Financial Corp                  | CUSIP: 97650W108<br>LEI: Q774KI4AW80FHFW33O61 | Long             | EC               | CORP              | US        |     25802 | NS      | $3198931.96   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| First Financial Bankshares Inc           | First Financial Bankshares Inc           | CUSIP: 32020R109<br>LEI: 549300XN3GTGOENGNV49 | Long             | EC               | CORP              | US        |     49631 | NS      | $1785723.38   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Civitas Resources Inc                    | Civitas Resources Inc                    | CUSIP: 17888H103<br>LEI: IIVIHPH28S64K95M2381 | Long             | EC               | CORP              | US        |     32834 | NS      | $903591.68    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| American Homes 4 Rent                    | American Homes 4 Rent                    | CUSIP: 02665T306<br>LEI: 549300ZJUO7A58PNUW40 | Long             | EC               |  | US        |    122509 | NS      | $4418899.63   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Halozyme Therapeutics Inc                | Halozyme Therapeutics Inc                | CUSIP: 40637H109<br>LEI: 529900242I3SV9AGM753 | Long             | EC               | CORP              | US        |     47502 | NS      | $2471054.04   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Westlake Corp                            | Westlake Corp                            | CUSIP: 960413102<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | EC               | CORP              | US        |     12853 | NS      | $975928.29    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| GXO Logistics Inc                        | GXO Logistics Inc                        | CUSIP: 36262G101<br>LEI: 5493007CNWMXN78JRN66 | Long             | EC               | CORP              | US        |     44108 | NS      | $2148059.60   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| The Bank Of Nova Scotia, Toronto         | The Bank Of Nova Scotia, Toronto         | CUSIP: 000000000<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | RA               | CORP              | US        |   6000000 | PA      | $6000000.00   | 0.52%             |  |  |  | No            |                  2 | On Loan: No      |
| Iridium Communications Inc               | Iridium Communications Inc               | CUSIP: 46269C102<br>LEI: 549300U620NVQ4J1CT96 | Long             | EC               | CORP              | US        |     41695 | NS      | $1257938.15   | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| Brink's Co/The                           | Brink's Co/The                           | CUSIP: 109696104<br>LEI: XFP140TFNOQMIVFTVQ13 | Long             | EC               | CORP              | US        |     16191 | NS      | $1445694.39   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Vontier Corp                             | Vontier Corp                             | CUSIP: 928881101<br>LEI: 549300VVSQLG4P5K4639 | Long             | EC               | CORP              | US        |     57015 | NS      | $2103853.50   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Knife River Corp                         | Knife River Corp                         | CUSIP: 498894104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21839 | NS      | $1782935.96   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Frontier Communications Parent Inc       | Frontier Communications Parent Inc       | CUSIP: 35909D109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     85859 | NS      | $3125267.60   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Gaming and Leisure Properties Inc        | Gaming and Leisure Properties Inc        | CUSIP: 36467J108<br>LEI: 5493006GWRDBCZYWTM57 | Long             | EC               |  | US        |    105948 | NS      | $4945652.64   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| MasTec Inc                               | MasTec Inc                               | CUSIP: 576323109<br>LEI: 549300TMDIT8WREDOF45 | Long             | EC               | CORP              | US        |     23634 | NS      | $4027942.62   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Rayonier Inc                             | Rayonier Inc                             | CUSIP: 754907103<br>LEI: HGV8VDVNL0W6SF2U9C50 | Long             | EC               |  | US        |     54047 | NS      | $1198762.46   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| DT Midstream Inc                         | DT Midstream Inc                         | CUSIP: 23345M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     39163 | NS      | $4304405.33   | 0.37%             |  |  |  | No            |                  1 | On Loan: —       |
| Toll Brothers Inc                        | Toll Brothers Inc                        | CUSIP: 889478103<br>LEI: 529900JB6IS9MSZGVR44 | Long             | EC               | CORP              | US        |     38333 | NS      | $4374945.29   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Woodward Inc                             | Woodward Inc                             | CUSIP: 980745103<br>LEI: YPYKXXTR8TFDH54ZMB45 | Long             | EC               | CORP              | US        |     22938 | NS      | $5621874.42   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Dolby Laboratories Inc                   | Dolby Laboratories Inc                   | CUSIP: 25659T107<br>LEI: 549300X04FB2QPCJ5J24 | Long             | EC               | CORP              | US        |     23672 | NS      | $1757882.72   | 0.15%             |  |  |  | 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        |     50906 | NS      | $5489193.98   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| United Therapeutics Corp                 | United Therapeutics Corp                 | CUSIP: 91307C102<br>LEI: 5299005C4HZL4UWROC14 | Long             | EC               | CORP              | US        |     17389 | NS      | $4996729.15   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Darling Ingredients Inc                  | Darling Ingredients Inc                  | CUSIP: 237266101<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | EC               | CORP              | US        |     60970 | NS      | $2313201.80   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| National Bank Of Canada                  | National Bank Of Canada                  | CUSIP: 000000000<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | RA               | CORP              | US        |   9000000 | PA      | $9000000.00   | 0.77%             |  |  |  | No            |                  2 | On Loan: No      |
| Ryder System Inc                         | Ryder System Inc                         | CUSIP: 783549108<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | EC               | CORP              | US        |     15937 | NS      | $2533983.00   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                   | U.S. Treasury Bills                      | CUSIP: 912797PF8<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  18000000 | PA      | $17952102.54  | 1.55%             | 2025-07-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Albertsons Cos Inc                       | Albertsons Cos Inc                       | CUSIP: 013091103<br>LEI: 549300YKWOC0AOR16R51 | Long             | EC               | CORP              | US        |    155367 | NS      | $3341944.17   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| ChampionX Corp                           | ChampionX Corp                           | CUSIP: 15872M104<br>LEI: 549300EP2909K6DYYP38 | Long             | EC               | CORP              | US        |     73799 | NS      | $1833167.16   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Alliance Bancorp                 | Western Alliance Bancorp                 | CUSIP: 957638109<br>LEI: 5493003VJXZ5JXT9S762 | Long             | EC               | CORP              | US        |     42021 | NS      | $3276797.58   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Pegasystems Inc                          | Pegasystems Inc                          | CUSIP: 705573103<br>LEI: 549300FMCOKPL06FYN26 | Long             | EC               | CORP              | US        |     34312 | NS      | $1857308.56   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| NOV Inc                                  | NOV Inc                                  | CUSIP: 62955J103<br>LEI: 549300EHF3IW1AR6U008 | Long             | EC               | CORP              | US        |    144848 | NS      | $1800460.64   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLIANCE BERNSTEIN GOVT FD               | ALLIANCE BERNSTEIN GOVT FD               | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | RF                | US        |    510000 | NS      | $510000.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| TD Prime Services LLC                    | TD Prime Services LLC                    | CUSIP: 000000000<br>LEI: 549300ZBQI1JB1844X09 | Long             | RA               | CORP              | US        |   2500000 | PA      | $2500000.00   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| SouthState Corp                          | SouthState Corp                          | CUSIP: 840441109<br>LEI: 549300JZUANXM0YQ4W53 | Long             | EC               | CORP              | US        |     37952 | NS      | $3492722.56   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Insperity Inc                            | Insperity Inc                            | CUSIP: 45778Q107<br>LEI: 5299000Q0KW7HY5DB751 | Long             | EC               | CORP              | US        |     13780 | NS      | $828453.60    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingredion Inc                            | Ingredion Inc                            | CUSIP: 457187102<br>LEI: PKSTQ48QDN0XSVS7YK88 | Long             | EC               | CORP              | US        |     24792 | NS      | $3362291.04   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Penumbra Inc                             | Penumbra Inc                             | CUSIP: 70975L107<br>LEI: 549300RGE06P3ECANU72 | Long             | EC               | CORP              | US        |     14929 | NS      | $3831229.27   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Comfort Systems USA Inc                  | Comfort Systems USA Inc                  | CUSIP: 199908104<br>LEI: 5299009DT1ZA5HTU6R38 | Long             | EC               | CORP              | US        |     13569 | NS      | $7275833.49   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Regal Rexnord Corp                       | Regal Rexnord Corp                       | CUSIP: 758750103<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | EC               | CORP              | US        |     25573 | NS      | $3707062.08   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Service Corp International/US            | Service Corp International/US            | CUSIP: 817565104<br>LEI: 549300RKVM2ME20JHZ15 | Long             | EC               | CORP              | US        |     54879 | NS      | $4467150.60   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Houlihan Lokey Inc                       | Houlihan Lokey Inc                       | CUSIP: 441593100<br>LEI: 549300S3CNGTQ1QZVY46 | Long             | EC               | CORP              | US        |     20736 | NS      | $3731443.20   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| UMB Financial Corp                       | UMB Financial Corp                       | CUSIP: 902788108<br>LEI: 549300MGEH3N3CUCV828 | Long             | EC               | CORP              | US        |     27511 | NS      | $2893056.76   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| CREDIT AGRICOLE CIB, NY                  | CREDIT AGRICOLE CIB, NY                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   2000000 | PA      | $2000000.00   | 0.17%             | 2025-07-01      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| Kite Realty Group Trust                  | Kite Realty Group Trust                  | CUSIP: 49803T300<br>LEI: N/A                  | Long             | EC               |  | US        |     84738 | NS      | $1919315.70   | 0.17%             |  |  |  | No            |                  1 | On Loan: —       |
| Watts Water Technologies Inc             | Watts Water Technologies Inc             | CUSIP: 942749102<br>LEI: 549300REJOO94ERQN318 | Long             | EC               | CORP              | US        |     10571 | NS      | $2599303.19   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilton Grand Vacations Inc               | Hilton Grand Vacations Inc               | CUSIP: 43283X105<br>LEI: 549300O9K6MFD8D07574 | Long             | EC               | CORP              | US        |     22262 | NS      | $924540.86    | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| Zions Bancorp NA                         | Zions Bancorp NA                         | CUSIP: 989701107<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | EC               | CORP              | US        |     56889 | NS      | $2954814.66   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| AECOM                                    | AECOM                                    | CUSIP: 00766T100<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | EC               | CORP              | US        |     51002 | NS      | $5756085.72   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Viper Energy Inc                         | Viper Energy Inc                         | CUSIP: 927959106<br>LEI: 5299009LINL232255G03 | Long             | EC               | CORP              | US        |     50533 | NS      | $1926823.29   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Wingstop Inc                             | Wingstop Inc                             | CUSIP: 974155103<br>LEI: 549300SSH3F8HPIM3Q47 | Long             | EC               | CORP              | US        |     10757 | NS      | $3622312.18   | 0.31%             |  |  |  | No            |                  1 | On Loan: —       |
| Northwestern Energy Group Inc            | Northwestern Energy Group Inc            | CUSIP: 668074305<br>LEI: 254900N1WG46G1VMDM34 | Long             | EC               | CORP              | US        |     23662 | NS      | $1213860.60   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Wendy's Co/The                           | Wendy's Co/The                           | CUSIP: 95058W100<br>LEI: 529900M0JIUCMWVKHG76 | Long             | EC               | CORP              | US        |     62182 | NS      | $710118.44    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| FIRST ABU DHABI BANK USA NV              | FIRST ABU DHABI BANK USA NV              | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   2000000 | PA      | $2000000.00   | 0.17%             | 2025-07-01      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| Spire Inc                                | Spire Inc                                | CUSIP: 84857L101<br>LEI: 549300NXSY15DRY2R511 | Long             | EC               | CORP              | US        |     22751 | NS      | $1660595.49   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Duolingo Inc                             | Duolingo Inc                             | CUSIP: 26603R106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15136 | NS      | $6206062.72   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Saia Inc                                 | Saia Inc                                 | CUSIP: 78709Y105<br>LEI: 549300WNPG4N9GBOYB29 | Long             | EC               | CORP              | US        |     10268 | NS      | $2813329.32   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Black Hills Corp                         | Black Hills Corp                         | CUSIP: 092113109<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | EC               | CORP              | US        |     27952 | NS      | $1568107.20   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Fluor Corp                               | Fluor Corp                               | CUSIP: 343412102<br>LEI: CQ7WZ4NOFWT7FAE6Q943 | Long             | EC               | CORP              | US        |     63478 | NS      | $3254517.06   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Lamar Advertising Co                     | Lamar Advertising Co                     | CUSIP: 512816109<br>LEI: 529900Y8WW4MKVPTB543 | Long             | EC               |  | US        |     33913 | NS      | $4115681.68   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Brixmor Property Group Inc               | Brixmor Property Group Inc               | CUSIP: 11120U105<br>LEI: 5299007UXW6Y0W2EGZ95 | Long             | EC               |  | US        |    117987 | NS      | $3072381.48   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| EMCOR Group Inc                          | EMCOR Group Inc                          | CUSIP: 29084Q100<br>LEI: 529900X0SQJB2J7YDU43 | Long             | EC               | CORP              | US        |     17255 | NS      | $9229526.95   | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| Illumina Inc                             | Illumina Inc                             | CUSIP: 452327109<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | EC               | CORP              | US        |     61025 | NS      | $5822395.25   | 0.50%             |  |  |  | No            |                  1 | On Loan: —       |
| Doximity Inc                             | Doximity Inc                             | CUSIP: 26622P107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     51465 | NS      | $3156863.10   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Greif Inc                                | Greif Inc                                | CUSIP: 397624107<br>LEI: 54930070FVGKR0Z1FI24 | Long             | EC               | CORP              | US        |     10063 | NS      | $653994.37    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Dick's Sporting Goods Inc                | Dick's Sporting Goods Inc                | CUSIP: 253393102<br>LEI: 529900SSBV5I4LWSK313 | Long             | EC               | CORP              | US        |     21775 | NS      | $4307312.75   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Pilgrim's Pride Corp                     | Pilgrim's Pride Corp                     | CUSIP: 72147K108<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | EC               | CORP              | US        |     15539 | NS      | $698944.22    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| LivaNova PLC                             | LivaNova PLC                             | CUSIP: 000000000<br>LEI: 2138001K2FX6SHK2B339 | Long             | EC               | CORP              | GB        |     21019 | NS      | $946275.38    | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| Universal Display Corp                   | Universal Display Corp                   | CUSIP: 91347P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17039 | NS      | $2631843.94   | 0.23%             |  |  |  | No            |                  1 | On Loan: —       |
| American Airlines Group Inc              | American Airlines Group Inc              | CUSIP: 02376R102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    254243 | NS      | $2852606.46   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| COPT Defense Properties                  | COPT Defense Properties                  | CUSIP: 22002T108<br>LEI: YY1J47X6LF9TYY8JY420 | Long             | EC               |  | US        |     43425 | NS      | $1197661.50   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Marriott Vacations Worldwide Corp        | Marriott Vacations Worldwide Corp        | CUSIP: 57164Y107<br>LEI: 549300WA6BT5H4F7IO94 | Long             | EC               | CORP              | US        |     12248 | NS      | $885652.88    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Simpson Manufacturing Co Inc             | Simpson Manufacturing Co Inc             | CUSIP: 829073105<br>LEI: 529900EJUNNL15LZ8056 | Long             | EC               | CORP              | US        |     16125 | NS      | $2504373.75   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank Securities Inc.            | Deutsche Bank Securities Inc.            | CUSIP: 000000000<br>LEI: 9J6MBOOO7BECTDTUZW19 | Long             | RA               | CORP              | US        |   6817459 | PA      | $6817459.18   | 0.59%             |  |  |  | No            |                  2 | On Loan: No      |
| Guidewire Software Inc                   | Guidewire Software Inc                   | CUSIP: 40171V100<br>LEI: 549300WXSG0J8IXZCK32 | Long             | EC               | CORP              | US        |     32337 | NS      | $7613746.65   | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| ASGN Inc                                 | ASGN Inc                                 | CUSIP: 00191U102<br>LEI: LZBNYYCBUKY537072438 | Long             | EC               | CORP              | US        |     16885 | NS      | $843068.05    | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| Flowserve Corp                           | Flowserve Corp                           | CUSIP: 34354P105<br>LEI: 6Y0GK87T6V7NJKZJVM41 | Long             | EC               | CORP              | US        |     50396 | NS      | $2638230.60   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Eagle Materials Inc                      | Eagle Materials Inc                      | CUSIP: 26969P108<br>LEI: 529900KRXRGXL61SG039 | Long             | EC               | CORP              | US        |     12833 | NS      | $2593677.63   | 0.22%             |  |  |  | No            |                  1 | On Loan: —       |
| Selective Insurance Group Inc            | Selective Insurance Group Inc            | CUSIP: 816300107<br>LEI: 549300R3WGJWLE40R258 | Long             | EC               | CORP              | US        |     23428 | NS      | $2030036.20   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Brunswick Corp/DE                        | Brunswick Corp/DE                        | CUSIP: 117043109<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | EC               | CORP              | US        |     25320 | NS      | $1398676.80   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Alaska Air Group Inc                     | Alaska Air Group Inc                     | CUSIP: 011659109<br>LEI: 529900G48RT4KWLC6C27 | Long             | EC               | CORP              | US        |     46797 | NS      | $2315515.56   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| American Financial Group Inc/OH          | American Financial Group Inc/OH          | CUSIP: 025932104<br>LEI: 549300AFOM7IVKIU1G39 | Long             | EC               | CORP              | US        |     27689 | NS      | $3494628.69   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Crane NXT Co                             | Crane NXT Co                             | CUSIP: 224441105<br>LEI: 549300EXNPSXEWUD3N21 | Long             | EC               | CORP              | US        |     19018 | NS      | $1025070.20   | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| Portland General Electric Co             | Portland General Electric Co             | CUSIP: 736508847<br>LEI: GJOUP9M7C39GLSK9R870 | Long             | EC               | CORP              | US        |     42217 | NS      | $1715276.71   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| EPR Properties                           | EPR Properties                           | CUSIP: 26884U109<br>LEI: 549300YSSXFHMPOWZ492 | Long             | EC               |  | US        |     29324 | NS      | $1708416.24   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Shift4 Payments Inc                      | Shift4 Payments Inc                      | CUSIP: 82452J109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     26010 | NS      | $2577851.10   | 0.22%             |  |  |  | No            |                  1 | On Loan: —       |
| PBF Energy Inc                           | PBF Energy Inc                           | CUSIP: 69318G106<br>LEI: 2549003PBEDCSZMZIY02 | Long             | EC               | CORP              | US        |     37894 | NS      | $821162.98    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Post Holdings Inc                        | Post Holdings Inc                        | CUSIP: 737446104<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | EC               | CORP              | US        |     17399 | NS      | $1897012.97   | 0.16%             |  |  |  | No            |                  1 | On Loan: —       |
| Rambus Inc                               | Rambus Inc                               | CUSIP: 750917106<br>LEI: 2549000211GDCQSLV833 | Long             | EC               | CORP              | US        |     41407 | NS      | $2650876.14   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| ATI Inc                                  | ATI Inc                                  | CUSIP: 01741R102<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | EC               | CORP              | US        |     54382 | NS      | $4695341.88   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Carlisle Cos Inc                         | Carlisle Cos Inc                         | CUSIP: 142339100<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | EC               | CORP              | US        |     16636 | NS      | $6211882.40   | 0.53%             |  |  |  | No            |                  1 | On Loan: —       |
| Perrigo Co PLC                           | Perrigo Co PLC                           | CUSIP: 000000000<br>LEI: 549300IFOQS6R1QLY196 | Long             | EC               | CORP              | IE        |     52997 | NS      | $1416079.84   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| GATX Corp                                | GATX Corp                                | CUSIP: 361448103<br>LEI: 549300IHYHCQP2PIR591 | Long             | EC               | CORP              | US        |     13763 | NS      | $2113446.28   | 0.18%             |  |  |  | No            |                  1 | On Loan: —       |
| RLI Corp                                 | RLI Corp                                 | CUSIP: 749607107<br>LEI: 529900AMTJE5ECN9PS55 | Long             | EC               | CORP              | US        |     32194 | NS      | $2325050.68   | 0.20%             |  |  |  | No            |                  1 | On Loan: —       |
| NewMarket Corp                           | NewMarket Corp                           | CUSIP: 651587107<br>LEI: 54930082CG88ERDREQ47 | Long             | EC               | CORP              | US        |      2910 | NS      | $2010402.60   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Kirby Corp                               | Kirby Corp                               | CUSIP: 497266106<br>LEI: I7NO6FZO5GUCG585T325 | Long             | EC               | CORP              | US        |     21627 | NS      | $2452718.07   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| BWX Technologies Inc                     | BWX Technologies Inc                     | CUSIP: 05605H100<br>LEI: 549300NP85N265KWMS58 | Long             | EC               | CORP              | US        |     35220 | NS      | $5073793.20   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Globus Medical Inc                       | Globus Medical Inc                       | CUSIP: 379577208<br>LEI: 5299003M2P4CIK0RF205 | Long             | EC               | CORP              | US        |     43542 | NS      | $2569848.84   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Roadhouse Inc                      | Texas Roadhouse Inc                      | CUSIP: 882681109<br>LEI: 5299002Y1CNRPDGXTQ75 | Long             | EC               | CORP              | US        |     25575 | NS      | $4793010.75   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Skechers USA Inc                         | Skechers USA Inc                         | CUSIP: 830566105<br>LEI: 529900D2R54KZPA4XR56 | Long             | EC               | CORP              | US        |     50226 | NS      | $3169260.60   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Janus Henderson Group PLC                | Janus Henderson Group PLC                | CUSIP: 000000000<br>LEI: 2138009WPYMWJN3RVF44 | Long             | EC               | CORP              | JE        |     48591 | NS      | $1887274.44   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Sabra Health Care REIT Inc               | Sabra Health Care REIT Inc               | CUSIP: 78573L106<br>LEI: 549300E3BC7GU7TAZ621 | Long             | EC               |  | US        |     91725 | NS      | $1691409.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: —       |
| Starwood Property Trust Inc              | Starwood Property Trust Inc              | CUSIP: 85571B105<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | EC               |  | US        |    124317 | NS      | $2495042.19   | 0.21%             |  |  |  | No            |                  1 | On Loan: —       |
| OGE Energy Corp                          | OGE Energy Corp                          | CUSIP: 670837103<br>LEI: CE5OG6JPOZMDSA0LAQ19 | Long             | EC               | CORP              | US        |     77613 | NS      | $3444464.94   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Hims & Hers Health Inc                   | Hims & Hers Health Inc                   | CUSIP: 433000106<br>LEI: 254900V041EIVTSB6D58 | Long             | EC               | CORP              | US        |     75582 | NS      | $3767762.70   | 0.32%             |  |  |  | No            |                  1 | On Loan: —       |
| Essent Group Ltd                         | Essent Group Ltd                         | CUSIP: 000000000<br>LEI: 254900QUO860OUT6ZF83 | Long             | EC               | CORP              | BM        |     39090 | NS      | $2373935.70   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| First Industrial Realty Trust Inc        | First Industrial Realty Trust Inc        | CUSIP: 32054K103<br>LEI: N/A                  | Long             | EC               |  | US        |     51039 | NS      | $2456507.07   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| MSA Safety Inc                           | MSA Safety Inc                           | CUSIP: 553498106<br>LEI: 529900DVA3258XK11O39 | Long             | EC               | CORP              | US        |     15153 | NS      | $2538582.09   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Home BancShares Inc/AR                   | Home BancShares Inc/AR                   | CUSIP: 436893200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     70794 | NS      | $2014797.24   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Kyndryl Holdings Inc                     | Kyndryl Holdings Inc                     | CUSIP: 50155Q100<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | EC               | CORP              | US        |     89704 | NS      | $3763979.84   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| IPG Photonics Corp                       | IPG Photonics Corp                       | CUSIP: 44980X109<br>LEI: 5493002KZ51CADQ94G15 | Long             | EC               | CORP              | US        |     10166 | NS      | $697895.90    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Unum Group                               | Unum Group                               | CUSIP: 91529Y106<br>LEI: 549300E32YFDO6TZ8R31 | Long             | EC               | CORP              | US        |     61839 | NS      | $4994117.64   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| INVESCO GOVT AND AGCY LEX                | INVESCO GOVT AND AGCY LEX                | CUSIP: 825252885<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   2992937 | NS      | $2992936.92   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Entegris Inc                             | Entegris Inc                             | CUSIP: 29362U104<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | EC               | CORP              | US        |     58365 | NS      | $4707137.25   | 0.41%             |  |  |  | No            |                  1 | On Loan: —       |
| Medpace Holdings Inc                     | Medpace Holdings Inc                     | CUSIP: 58506Q109<br>LEI: 549300H8TYEUVTW14A54 | Long             | EC               | CORP              | US        |      9086 | NS      | $2851731.96   | 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        |     62470 | NS      | $2763048.10   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Crocs Inc                                | Crocs Inc                                | CUSIP: 227046109<br>LEI: 549300B0J6YCXD63OG72 | Long             | EC               | CORP              | US        |     21617 | NS      | $2189369.76   | 0.19%             |  |  |  | No            |                  1 | On Loan: —       |
| Silgan Holdings Inc                      | Silgan Holdings Inc                      | CUSIP: 827048109<br>LEI: KAF673KJXD92C8KSLU49 | Long             | EC               | CORP              | US        |     31347 | NS      | $1698380.46   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Grand Canyon Education Inc               | Grand Canyon Education Inc               | CUSIP: 38526M106<br>LEI: 529900XFER799IYOSW74 | Long             | EC               | CORP              | US        |     10783 | NS      | $2037987.00   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Valaris Ltd                              | Valaris Ltd                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |     25205 | NS      | $1061382.55   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| National Bank Of Canada                  | National Bank Of Canada                  | CUSIP: 000000000<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | RA               | CORP              | US        |   3000000 | PA      | $3000000.00   | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale                         | Societe Generale                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | RA               | CORP              | US        |   2875000 | PA      | $2875000.00   | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Fortune Brands Innovations Inc           | Fortune Brands Innovations Inc           | CUSIP: 34964C106<br>LEI: 54930032LHW54PQUJD44 | Long             | EC               | CORP              | US        |     46360 | NS      | $2386612.80   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Vornado Realty Trust                     | Vornado Realty Trust                     | CUSIP: 929042109<br>LEI: N/A                  | Long             | EC               |  | US        |     64377 | NS      | $2461776.48   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| RB Global Inc                            | RB Global Inc                            | CUSIP: 74935Q107<br>LEI: 5493002H8U24DJXQ4886 | Long             | EC               | CORP              | CA        |     71392 | NS      | $7581116.48   | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Mattel Inc                               | Mattel Inc                               | CUSIP: 577081102<br>LEI: 549300VELLG24KHTJ564 | Long             | EC               | CORP              | US        |    124478 | NS      | $2454706.16   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| AptarGroup Inc                           | AptarGroup Inc                           | CUSIP: 038336103<br>LEI: VNPEQDQFAA7IY1T2PX43 | Long             | EC               | CORP              | US        |     25459 | NS      | $3982551.37   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| AutoNation Inc                           | AutoNation Inc                           | CUSIP: 05329W102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9592 | NS      | $1905450.80   | 0.16%             |  |  |  | No            |                  1 | On Loan: —       |
| ING Financial Markets LLC                | ING Financial Markets LLC                | CUSIP: 000000000<br>LEI: KBVRJ5K57JZ3E2AVWX40 | Long             | RA               | CORP              | US        |   1000000 | PA      | $1000000.00   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Ensign Group Inc/The                     | Ensign Group Inc/The                     | CUSIP: 29358P101<br>LEI: 5493003K4HEEA8Q0BC72 | Long             | EC               | CORP              | US        |     22001 | NS      | $3393874.26   | 0.29%             |  |  |  | No            |                  1 | On Loan: —       |
| East West Bancorp Inc                    | East West Bancorp Inc                    | CUSIP: 27579R104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     53132 | NS      | $5365269.36   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Pinnacle Financial Partners Inc          | Pinnacle Financial Partners Inc          | CUSIP: 72346Q104<br>LEI: 54930098EZ8JMSAZGS24 | Long             | EC               | CORP              | US        |     29635 | NS      | $3272000.35   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| OCBC NEW YORK                            | OCBC NEW YORK                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   2000012 | PA      | $2000012.00   | 0.17%             | 2025-11-21      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| Lumentum Holdings Inc                    | Lumentum Holdings Inc                    | CUSIP: 55024U109<br>LEI: 549300JLWRRC38DWEF52 | Long             | EC               | CORP              | US        |     26754 | NS      | $2543235.24   | 0.22%             |  |  |  | No            |                  1 | On Loan: —       |
| Autoliv Inc                              | Autoliv Inc                              | CUSIP: 052800109<br>LEI: A23RUXWKASG834LTMK28 | Long             | EC               | CORP              | US        |     27417 | NS      | $3067962.30   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| TXNM Energy Inc                          | TXNM Energy Inc                          | CUSIP: 69349H107<br>LEI: 5493003JOBJGLZSDDQ28 | Long             | EC               | CORP              | US        |     35720 | NS      | $2011750.40   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Murphy Oil Corp                          | Murphy Oil Corp                          | CUSIP: 626717102<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | EC               | CORP              | US        |     51716 | NS      | $1163610.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| Cognex Corp                              | Cognex Corp                              | CUSIP: 192422103<br>LEI: 549300JQTYZCLC43S226 | Long             | EC               | CORP              | US        |     64712 | NS      | $2052664.64   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Paylocity Holding Corp                   | Paylocity Holding Corp                   | CUSIP: 70438V106<br>LEI: 549300VH75FTB4DIEE07 | Long             | EC               | CORP              | US        |     16607 | NS      | $3009022.33   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Crane Co                                 | Crane Co                                 | CUSIP: 224408104<br>LEI: 5493000CQRQOTHUODL75 | Long             | EC               | CORP              | US        |     18841 | NS      | $3577717.49   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Littelfuse Inc                           | Littelfuse Inc                           | CUSIP: 537008104<br>LEI: 549300MY7HLQFYTPCX75 | Long             | EC               | CORP              | US        |      9528 | NS      | $2160283.44   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| NATL BANK CANADA                         | NATL BANK CANADA                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   1000000 | PA      | $1000000.00   | 0.09%             | 2025-07-07      | Floating      | 4.40%                 | No            |                  2 | On Loan: No      |
| Antero Midstream Corp                    | Antero Midstream Corp                    | CUSIP: 03676B102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    129318 | NS      | $2450576.10   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| SLM Corp                                 | SLM Corp                                 | CUSIP: 78442P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     80900 | NS      | $2652711.00   | 0.23%             |  |  |  | No            |                  1 | On Loan: —       |
| Flex Ltd                                 | Flex Ltd                                 | CUSIP: 000000000<br>LEI: 549300EAQH74YHD07T53 | Long             | EC               | CORP              | SG        |    147687 | NS      | $7372535.04   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Envista Holdings Corp                    | Envista Holdings Corp                    | CUSIP: 29415F104<br>LEI: 549300BX623VURJZ5269 | Long             | EC               | CORP              | US        |     65337 | NS      | $1276684.98   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Ciena Corp                               | Ciena Corp                               | CUSIP: 171779309<br>LEI: W0CZ7N0GH8UIGXDM1H41 | Long             | EC               | CORP              | US        |     54797 | NS      | $4456640.01   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Acuity Inc                               | Acuity Inc                               | CUSIP: 00508Y102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11799 | NS      | $3520113.66   | 0.30%             |  |  |  | No            |                  1 | On Loan: —       |
| Essential Utilities Inc                  | Essential Utilities Inc                  | CUSIP: 29670G102<br>LEI: 549300ILTEOF3E3QY357 | Long             | EC               | CORP              | US        |     99425 | NS      | $3692644.50   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Macy's Inc                               | Macy's Inc                               | CUSIP: 55616P104<br>LEI: 529900NZQ81TIOW3CW52 | Long             | EC               | CORP              | US        |    107391 | NS      | $1252179.06   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Curtiss-Wright Corp                      | Curtiss-Wright Corp                      | CUSIP: 231561101<br>LEI: TEL51ETZWP7D0ZM4X325 | Long             | EC               | CORP              | US        |     14530 | NS      | $7098631.50   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank Of Nova Scotia NY Agency            | Bank Of Nova Scotia NY Agency            | CUSIP: 000000000<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | RA               | CORP              | US        |  10000000 | PA      | $10000000.00  | 0.86%             |  |  |  | No            |                  2 | On Loan: No      |
| PotlatchDeltic Corp                      | PotlatchDeltic Corp                      | CUSIP: 737630103<br>LEI: 54930084YA8UJOTXDM59 | Long             | EC               |  | US        |     27572 | NS      | $1057937.64   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Watsco Inc                               | Watsco Inc                               | CUSIP: 942622200<br>LEI: 549300F1Y3LN5BX5WN75 | Long             | EC               | CORP              | US        |     13449 | NS      | $5939347.38   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Middleby Corp/The                        | Middleby Corp/The                        | CUSIP: 596278101<br>LEI: JDFO86U9VQRBKW5KYA35 | Long             | EC               | CORP              | US        |     20617 | NS      | $2968848.00   | 0.26%             |  |  |  | No            |                  1 | On Loan: —       |
| CF Secured LLC                           | CF Secured LLC                           | CUSIP: 000000000<br>LEI: 254900OXTV81I73FAT50 | Long             | RA               | CORP              | US        |   4000000 | PA      | $4000000.00   | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| Fabrinet                                 | Fabrinet                                 | CUSIP: 000000000<br>LEI: 5493004TETZ6IYF7CV44 | Long             | EC               | CORP              | KY        |     13813 | NS      | $4070414.84   | 0.35%             |  |  |  | No            |                  1 | On Loan: —       |
| Louisiana-Pacific Corp                   | Louisiana-Pacific Corp                   | CUSIP: 546347105<br>LEI: 549300C7E2UAO5BVRR75 | Long             | EC               | CORP              | US        |     23876 | NS      | $2053097.24   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| YETI Holdings Inc                        | YETI Holdings Inc                        | CUSIP: 98585X104<br>LEI: 549300DSQICIGNT5GO63 | Long             | EC               | CORP              | US        |     31925 | NS      | $1006276.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| HF Sinclair Corp                         | HF Sinclair Corp                         | CUSIP: 403949100<br>LEI: 2549009G116AM01XHN24 | Long             | EC               | CORP              | US        |     61737 | NS      | $2536155.96   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Chord Energy Corp                        | Chord Energy Corp                        | CUSIP: 674215207<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | EC               | CORP              | US        |     22265 | NS      | $2156365.25   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Taylor Morrison Home Corp                | Taylor Morrison Home Corp                | CUSIP: 87724P106<br>LEI: 5299009UDLLGLKOOJE30 | Long             | EC               | CORP              | US        |     38692 | NS      | $2376462.64   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Graham Holdings Co                       | Graham Holdings Co                       | CUSIP: 384637104<br>LEI: 529900BOSCEEEMAFQJ29 | Long             | EC               | CORP              | US        |      1310 | NS      | $1239482.70   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Nomura Securities International Inc      | Nomura Securities International Inc      | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | Long             | RA               | CORP              | US        |   4000000 | PA      | $4000000.00   | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| ITT Inc                                  | ITT Inc                                  | CUSIP: 45073V108<br>LEI: 549300KDSERHTJOXUS80 | Long             | EC               | CORP              | US        |     30339 | NS      | $4758065.37   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Jazz Pharmaceuticals PLC                 | Jazz Pharmaceuticals PLC                 | CUSIP: 000000000<br>LEI: 635400GAUMJCLEZRRV50 | Long             | EC               | CORP              | IE        |     23760 | NS      | $2521411.20   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Avnet Inc                                | Avnet Inc                                | CUSIP: 053807103<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | EC               | CORP              | US        |     32327 | NS      | $1715917.16   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Chemed Corp                              | Chemed Corp                              | CUSIP: 16359R103<br>LEI: 54930020031IDJT2IM79 | Long             | EC               | CORP              | US        |      5640 | NS      | $2746285.20   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| ONE Gas Inc                              | ONE Gas Inc                              | CUSIP: 68235P108<br>LEI: 549300HXDWI0LATTX840 | Long             | EC               | CORP              | US        |     23103 | NS      | $1660181.58   | 0.14%             |  |  |  | No            |                  1 | On Loan: —       |
| Sarepta Therapeutics Inc                 | Sarepta Therapeutics Inc                 | CUSIP: 803607100<br>LEI: 549300IKDPIED8J8IG21 | Long             | EC               | CORP              | US        |     37886 | NS      | $647850.60    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Cullen/Frost Bankers Inc                 | Cullen/Frost Bankers Inc                 | CUSIP: 229899109<br>LEI: 529900V2E9G9AY665O34 | Long             | EC               | CORP              | US        |     24783 | NS      | $3185606.82   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Bath & Body Works Inc                    | Bath & Body Works Inc                    | CUSIP: 070830104<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | EC               | CORP              | US        |     82114 | NS      | $2460135.44   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Voya Financial Inc                       | Voya Financial Inc                       | CUSIP: 929089100<br>LEI: 549300T065Z4KJ686G75 | Long             | EC               | CORP              | US        |     37121 | NS      | $2635591.00   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Columbia Sportswear Co                   | Columbia Sportswear Co                   | CUSIP: 198516106<br>LEI: 549300OTMCIEUXAH5Z60 | Long             | EC               | CORP              | US        |     11818 | NS      | $721843.44    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| National Storage Affiliates Trust        | National Storage Affiliates Trust        | CUSIP: 637870106<br>LEI: 529900FS06O8GOYNR108 | Long             | EC               |  | US        |     27121 | NS      | $867600.79    | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| UFP Industries Inc                       | UFP Industries Inc                       | CUSIP: 90278Q108<br>LEI: 5493007KB485C9OV5572 | Long             | EC               | CORP              | US        |     23282 | NS      | $2313299.52   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Hancock Whitney Corp                     | Hancock Whitney Corp                     | CUSIP: 410120109<br>LEI: 549300GRNBWY8HIICT41 | Long             | EC               | CORP              | US        |     33015 | NS      | $1895061.00   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Esab Corp                                | Esab Corp                                | CUSIP: 29605J106<br>LEI: 549300ZNV0SWBXEIWT04 | Long             | EC               | CORP              | US        |     21968 | NS      | $2648242.40   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Flowers Foods Inc                        | Flowers Foods Inc                        | CUSIP: 343498101<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | EC               | CORP              | US        |     75696 | NS      | $1209622.08   | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| WEX Inc                                  | WEX Inc                                  | CUSIP: 96208T104<br>LEI: T9M5IGROL1TL1G5OV478 | Long             | EC               | CORP              | US        |     13202 | NS      | $1939241.78   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Landstar System Inc                      | Landstar System Inc                      | CUSIP: 515098101<br>LEI: 254900CUQXQRL09MEI52 | Long             | EC               | CORP              | US        |     13472 | NS      | $1872877.44   | 0.16%             |  |  |  | No            |                  1 | On Loan: —       |
| Allegro MicroSystems Inc                 | Allegro MicroSystems Inc                 | CUSIP: 01749D105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     50396 | NS      | $1723039.24   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Novanta Inc                              | Novanta Inc                              | CUSIP: 67000B104<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     13867 | NS      | $1787872.31   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Mueller Industries Inc                   | Mueller Industries Inc                   | CUSIP: 624756102<br>LEI: 5493005IZFE4VJLLYG84 | Long             | EC               | CORP              | US        |     42655 | NS      | $3389792.85   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Boyd Gaming Corp                         | Boyd Gaming Corp                         | CUSIP: 103304101<br>LEI: 254900787YGRYS2A1Z35 | Long             | EC               | CORP              | US        |     23535 | NS      | $1841143.05   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Warner Music Group Corp                  | Warner Music Group Corp                  | CUSIP: 934550203<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     56239 | NS      | $1531950.36   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Kilroy Realty Corp                       | Kilroy Realty Corp                       | CUSIP: 49427F108<br>LEI: 549300CXXI18B214UN80 | Long             | EC               |  | US        |     41037 | NS      | $1407979.47   | 0.12%             |  |  |  | No            |                  1 | On Loan: —       |
| Penske Automotive Group Inc              | Penske Automotive Group Inc              | CUSIP: 70959W103<br>LEI: 549300W7UTQ0M4C7LB15 | Long             | EC               | CORP              | US        |      7142 | NS      | $1227067.02   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Federated Hermes Inc                     | Federated Hermes Inc                     | CUSIP: 314211103<br>LEI: R05X5UQ874RGFF7HHD84 | Long             | EC               | CORP              | US        |     29088 | NS      | $1289180.16   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Option Care Health Inc                   | Option Care Health Inc                   | CUSIP: 68404L201<br>LEI: 549300DI3Q5ACSYJRI17 | Long             | EC               | CORP              | US        |     63124 | NS      | $2050267.52   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Cleveland-Cliffs Inc                     | Cleveland-Cliffs Inc                     | CUSIP: 185899101<br>LEI: 549300TM2WLI2BJMDD86 | Long             | EC               | CORP              | US        |    186877 | NS      | $1420265.20   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Travel + Leisure Co                      | Travel + Leisure Co                      | CUSIP: 894164102<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | EC               | CORP              | US        |     25603 | NS      | $1321370.83   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| MKS Inc                                  | MKS Inc                                  | CUSIP: 55306N104<br>LEI: 549300KEQATBHAGVF505 | Long             | EC               | CORP              | US        |     25856 | NS      | $2569052.16   | 0.22%             |  |  |  | No            |                  1 | On Loan: —       |
| Societe Generale                         | Societe Generale                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | RA               | CORP              | US        |  11000000 | PA      | $11000000.00  | 0.95%             |  |  |  | No            |                  2 | On Loan: No      |
| Concentrix Corp                          | Concentrix Corp                          | CUSIP: 20602D101<br>LEI: 5493000EAJN1KMPVA737 | Long             | EC               | CORP              | US        |     17731 | NS      | $937172.01    | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| Euronet Worldwide Inc                    | Euronet Worldwide Inc                    | CUSIP: 298736109<br>LEI: YG3575C4DSHJPA5KET68 | Long             | EC               | CORP              | US        |     15671 | NS      | $1588725.98   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Science Applications International Corp  | Science Applications International Corp  | CUSIP: 808625107<br>LEI: 549300LZPNZIXQGZPZ48 | Long             | EC               | CORP              | US        |     18183 | NS      | $2047587.63   | 0.18%             |  |  |  | No            |                  1 | On Loan: —       |
| Maplebear Inc                            | Maplebear Inc                            | CUSIP: 565394103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     63323 | NS      | $2864732.52   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Docusign Inc                             | Docusign Inc                             | CUSIP: 256163106<br>LEI: 549300Q7PVDWRZ39JG09 | Long             | EC               | CORP              | US        |     78065 | NS      | $6080482.85   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Acadia Healthcare Co Inc                 | Acadia Healthcare Co Inc                 | CUSIP: 00404A109<br>LEI: 5493005CW985Y9D0NC11 | Long             | EC               | CORP              | US        |     35513 | NS      | $805789.97    | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| Abercrombie & Fitch Co                   | Abercrombie & Fitch Co                   | CUSIP: 002896207<br>LEI: 5493000J7LL72TOGT983 | Long             | EC               | CORP              | US        |     18365 | NS      | $1521540.25   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Capital Bancshares Inc             | Texas Capital Bancshares Inc             | CUSIP: 88224Q107<br>LEI: 549300466Q2SXRX0YM48 | Long             | EC               | CORP              | US        |     17695 | NS      | $1404983.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| RH                                       | RH                                       | CUSIP: 74967X103<br>LEI: 5493008MTS3OGGMHGK69 | Long             | EC               | CORP              | US        |      5848 | NS      | $1105330.48   | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| Tenet Healthcare Corp                    | Tenet Healthcare Corp                    | CUSIP: 88033G407<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | EC               | CORP              | US        |     35808 | NS      | $6302208.00   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| IDACORP Inc                              | IDACORP Inc                              | CUSIP: 451107106<br>LEI: N134NUJDWN8UEFA8B673 | Long             | EC               | CORP              | US        |     20825 | NS      | $2404246.25   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Gentex Corp                              | Gentex Corp                              | CUSIP: 371901109<br>LEI: 549300S3UD8XV1MN0287 | Long             | EC               | CORP              | US        |     86662 | NS      | $1905697.38   | 0.16%             |  |  |  | No            |                  1 | On Loan: —       |
| ALLETE Inc                               | ALLETE Inc                               | CUSIP: 018522300<br>LEI: 549300NNLSIMY6Z8OT86 | Long             | EC               | CORP              | US        |     22321 | NS      | $1430106.47   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Neurocrine Biosciences Inc               | Neurocrine Biosciences Inc               | CUSIP: 64125C109<br>LEI: 549300FECER0XBN49756 | Long             | EC               | CORP              | US        |     38152 | NS      | $4795324.88   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| UGI Corp                                 | UGI Corp                                 | CUSIP: 902681105<br>LEI: DX6GCWD4Q1JO9CRE5I40 | Long             | EC               | CORP              | US        |     82667 | NS      | $3010732.14   | 0.26%             |  |  |  | No            |                  1 | On Loan: —       |
| Ally Financial Inc                       | Ally Financial Inc                       | CUSIP: 02005N100<br>LEI: 549300JBN1OSM8YNAI90 | Long             | EC               | CORP              | US        |    106575 | NS      | $4151096.25   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXTracker Inc                           | NEXTracker Inc                           | CUSIP: 65290E101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     55400 | NS      | $3012098.00   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Exelixis Inc                             | Exelixis Inc                             | CUSIP: 30161Q104<br>LEI: 254900PJQB59O2O95R37 | Long             | EC               | CORP              | US        |    105129 | NS      | $4633560.68   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Webster Financial Corp                   | Webster Financial Corp                   | CUSIP: 947890109<br>LEI: KMRURHT0VWKYS6Z5KU67 | Long             | EC               | CORP              | US        |     64852 | NS      | $3540919.20   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonoco Products Co                       | Sonoco Products Co                       | CUSIP: 835495102<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | EC               | CORP              | US        |     38021 | NS      | $1656194.76   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| HealthEquity Inc                         | HealthEquity Inc                         | CUSIP: 42226A107<br>LEI: 529900LRJU1RAFQHM467 | Long             | EC               | CORP              | US        |     33396 | NS      | $3498564.96   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Five Below Inc                           | Five Below Inc                           | CUSIP: 33829M101<br>LEI: 529900AAXP5Z6BGI7418 | Long             | EC               | CORP              | US        |     21224 | NS      | $2784164.32   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Masimo Corp                              | Masimo Corp                              | CUSIP: 574795100<br>LEI: 549300Q4A8JK0PIYCU29 | Long             | EC               | CORP              | US        |     17348 | NS      | $2918280.56   | 0.25%             |  |  |  | No            |                  1 | On Loan: —       |
| Silicon Laboratories Inc                 | Silicon Laboratories Inc                 | CUSIP: 826919102<br>LEI: 4PRDF8Q9TDHRVZKZSZ47 | Long             | EC               | CORP              | US        |     12557 | NS      | $1850399.52   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| XPO Inc                                  | XPO Inc                                  | CUSIP: 983793100<br>LEI: 54930096DB9LCLPN7H13 | Long             | EC               | CORP              | US        |     45415 | NS      | $5735460.35   | 0.49%             |  |  |  | No            |                  1 | On Loan: —       |
| Weatherford International PLC            | Weatherford International PLC            | CUSIP: 000000000<br>LEI: 529900LPBDSCQDJKHQ39 | Long             | EC               | CORP              | IE        |     27970 | NS      | $1407170.70   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Bio-Rad Laboratories Inc                 | Bio-Rad Laboratories Inc                 | CUSIP: 090572207<br>LEI: 549300ZC1GPV35XYDK53 | Long             | EC               | CORP              | US        |      7170 | NS      | $1730264.40   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Cadence Bank                             | Cadence Bank                             | CUSIP: 12740C103<br>LEI: Q7C315HKI8VX0SSKBS64 | Long             | EC               | CORP              | US        |     71849 | NS      | $2297731.02   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Avantor Inc                              | Avantor Inc                              | CUSIP: 05352A100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    262693 | NS      | $3535847.78   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| TRUIST BANK                              | TRUIST BANK                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   1000001 | PA      | $1000001.00   | 0.09%             | 2025-07-01      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| MSC Industrial Direct Co Inc             | MSC Industrial Direct Co Inc             | CUSIP: 553530106<br>LEI: 0XVKH0LN6YGOWO2EGO17 | Long             | EC               | CORP              | US        |     17184 | NS      | $1460983.68   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinsale Capital Group Inc                | Kinsale Capital Group Inc                | CUSIP: 49714P108<br>LEI: 529900QTUQHNZ6HOA508 | Long             | EC               | CORP              | US        |      8537 | NS      | $4131054.30   | 0.36%             |  |  |  | No            |                  1 | On Loan: —       |
| Chicago Mercantile Exchange              | S+P MID 400 EMINI SEP25                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |        60 | NC      | $283962.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CACI International Inc                   | CACI International Inc                   | CUSIP: 127190304<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | EC               | CORP              | US        |      8478 | NS      | $4041462.60   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Antero Resources Corp                    | Antero Resources Corp                    | CUSIP: 03674X106<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | EC               | CORP              | US        |    112526 | NS      | $4532547.28   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Agree Realty Corp                        | Agree Realty Corp                        | CUSIP: 008492100<br>LEI: N/A                  | Long             | EC               |  | US        |     42331 | NS      | $3092702.86   | 0.27%             |  |  |  | No            |                  1 | On Loan: —       |
| PVH Corp                                 | PVH Corp                                 | CUSIP: 693656100<br>LEI: 123WALMHY1GZXG2YDL90 | Long             | EC               | CORP              | US        |     18501 | NS      | $1269168.60   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| NNN REIT Inc                             | NNN REIT Inc                             | CUSIP: 637417106<br>LEI: 5493008JKH5SOTI0JS97 | Long             | EC               |  | US        |     72455 | NS      | $3128606.90   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Matador Resources Co                     | Matador Resources Co                     | CUSIP: 576485205<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | EC               | CORP              | US        |     44887 | NS      | $2142007.64   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Commercial Metals Co                     | Commercial Metals Co                     | CUSIP: 201723103<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | EC               | CORP              | US        |     43562 | NS      | $2130617.42   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| RPM International Inc                    | RPM International Inc                    | CUSIP: 749685103<br>LEI: 549300TJCKW4BRXPJ474 | Long             | EC               | CORP              | US        |     49507 | NS      | $5437848.88   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Choice Hotels International Inc          | Choice Hotels International Inc          | CUSIP: 169905106<br>LEI: 5493003CYRY5RFGTIR97 | Long             | EC               | CORP              | US        |      8523 | NS      | $1081398.24   | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| Ovintiv Inc                              | Ovintiv Inc                              | CUSIP: 69047Q102<br>LEI: 2549003MEX7YMKLGI239 | Long             | EC               | CORP              | US        |    100159 | NS      | $3811049.95   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Lantheus Holdings Inc                    | Lantheus Holdings Inc                    | CUSIP: 516544103<br>LEI: 5299005HUB5IOJGO7S39 | Long             | EC               | CORP              | US        |     26671 | NS      | $2183288.06   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| EastGroup Properties Inc                 | EastGroup Properties Inc                 | CUSIP: 277276101<br>LEI: 31TIGQQZC4P6JMHKSW85 | Long             | EC               |  | US        |     20216 | NS      | $3378497.92   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Cytokinetics Inc                         | Cytokinetics Inc                         | CUSIP: 23282W605<br>LEI: 549300BE5DY1HW7IHA64 | Long             | EC               | CORP              | US        |     46039 | NS      | $1521128.56   | 0.13%             |  |  |  | No            |                  1 | On Loan: —       |
| Haemonetics Corp                         | Haemonetics Corp                         | CUSIP: 405024100<br>LEI: 549300ZEL6TXZS6F5F95 | Long             | EC               | CORP              | US        |     19366 | NS      | $1444897.26   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| CREDIT AGRICOLE CIB, NY                  | CREDIT AGRICOLE CIB, NY                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |    999697 | PA      | $999697.00    | 0.09%             | 2025-12-03      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| Commerce Bancshares Inc/MO               | Commerce Bancshares Inc/MO               | CUSIP: 200525103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     46807 | NS      | $2909991.19   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| GameStop Corp                            | GameStop Corp                            | CUSIP: 36467W109<br>LEI: 549300505KLOET039L77 | Long             | EC               | CORP              | US        |    156916 | NS      | $3827181.24   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Jefferies Financial Group Inc            | Jefferies Financial Group Inc            | CUSIP: 47233W109<br>LEI: 549300HOF34RGOJ5YL07 | Long             | EC               | CORP              | US        |     62814 | NS      | $3435297.66   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Chewy Inc                                | Chewy Inc                                | CUSIP: 16679L109<br>LEI: 254900NPQSTG9I422879 | Long             | EC               | CORP              | US        |     84603 | NS      | $3605779.86   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| National Bank Financial Inc              | National Bank Financial Inc              | CUSIP: 000000000<br>LEI: 549300D83GR71RNG0O65 | Long             | RA               | CORP              | US        |   4875000 | PA      | $4875000.00   | 0.42%             |  |  |  | No            |                  2 | On Loan: No      |
| New York Times Co/The                    | New York Times Co/The                    | CUSIP: 650111107<br>LEI: 529900J1WEMMIW7BOH57 | Long             | EC               | CORP              | US        |     62555 | NS      | $3501828.90   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Alcoa Corp                               | Alcoa Corp                               | CUSIP: 013872106<br>LEI: 549300T12EZ1F6PWWU29 | Long             | EC               | CORP              | US        |     99800 | NS      | $2945098.00   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| STAG Industrial Inc                      | STAG Industrial Inc                      | CUSIP: 85254J102<br>LEI: 549300QWYX2W6FASVQ07 | Long             | EC               |  | US        |     71941 | NS      | $2610019.48   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Murphy USA Inc                           | Murphy USA Inc                           | CUSIP: 626755102<br>LEI: 549300Y081F8XIKQIO72 | Long             | EC               | CORP              | US        |      6933 | NS      | $2820344.40   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Commvault Systems Inc                    | Commvault Systems Inc                    | CUSIP: 204166102<br>LEI: 65T5VRP62VXG39YFML83 | Long             | EC               | CORP              | US        |     17010 | NS      | $2965353.30   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Clean Harbors Inc                        | Clean Harbors Inc                        | CUSIP: 184496107<br>LEI: 5493000SJVZVZJKHJF48 | Long             | EC               | CORP              | US        |     19416 | NS      | $4488590.88   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Boston Beer Co Inc/The                   | Boston Beer Co Inc/The                   | CUSIP: 100557107<br>LEI: 529900Q02MQ0DCQNRM58 | Long             | EC               | CORP              | US        |      3174 | NS      | $605630.94    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Glacier Bancorp Inc                      | Glacier Bancorp Inc                      | CUSIP: 37637Q105<br>LEI: 549300SMJAUKZB5D7V74 | Long             | EC               | CORP              | US        |     45635 | NS      | $1965955.80   | 0.17%             |  |  |  | No            |                  1 | On Loan: —       |
| Harley-Davidson Inc                      | Harley-Davidson Inc                      | CUSIP: 412822108<br>LEI: ZDNAWZWXIKMWI51R2A08 | Long             | EC               | CORP              | US        |     42150 | NS      | $994740.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| Visteon Corp                             | Visteon Corp                             | CUSIP: 92839U206<br>LEI: 549300MOVLYHRW4GGW78 | Long             | EC               | CORP              | US        |     10508 | NS      | $980396.40    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| elf Beauty Inc                           | elf Beauty Inc                           | CUSIP: 26856L103<br>LEI: 549300U2K9TCON25C029 | Long             | EC               | CORP              | US        |     21742 | NS      | $2705574.48   | 0.23%             |  |  |  | No            |                  1 | On Loan: —       |
| Hexcel Corp                              | Hexcel Corp                              | CUSIP: 428291108<br>LEI: S6Q7LW43WUBUHXY2QP69 | Long             | EC               | CORP              | US        |     30998 | NS      | $1751077.02   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Gap Inc/The                              | Gap Inc/The                              | CUSIP: 364760108<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | EC               | CORP              | US        |     85657 | NS      | $1868179.17   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Encompass Health Corp                    | Encompass Health Corp                    | CUSIP: 29261A100<br>LEI: 549300FVRPM9DRQZRG64 | Long             | EC               | CORP              | US        |     38857 | NS      | $4765033.91   | 0.41%             |  |  |  | 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   | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Rexford Industrial Realty Inc            | Rexford Industrial Realty Inc            | CUSIP: 76169C100<br>LEI: 549300MSLO0DF0EMX355 | Long             | EC               |  | US        |     91026 | NS      | $3237794.82   | 0.28%             |  |  |  | No            |                  1 | On Loan: —       |
| CNX Resources Corp                       | CNX Resources Corp                       | CUSIP: 12653C108<br>LEI: 549300JK3KH8PWM3B226 | Long             | EC               | CORP              | US        |     55791 | NS      | $1879040.88   | 0.16%             |  |  |  | No            |                  1 | On Loan: —       |
| Wyndham Hotels & Resorts Inc             | Wyndham Hotels & Resorts Inc             | CUSIP: 98311A105<br>LEI: 549300FE3MQ4RVXXC673 | Long             | EC               | CORP              | US        |     29683 | NS      | $2410556.43   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Performance Food Group Co                | Performance Food Group Co                | CUSIP: 71377A103<br>LEI: 549300EUK8GR9IT1YK57 | Long             | EC               | CORP              | US        |     60173 | NS      | $5263332.31   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Thor Industries Inc                      | Thor Industries Inc                      | CUSIP: 885160101<br>LEI: 254900XZO1228PDSG060 | Long             | EC               | CORP              | US        |     20510 | NS      | $1821493.10   | 0.16%             |  |  |  | No            |                  1 | On Loan: —       |
| Valmont Industries Inc                   | Valmont Industries Inc                   | CUSIP: 920253101<br>LEI: 5493009ZGZJJ8F77JN08 | Long             | EC               | CORP              | US        |      7738 | NS      | $2526998.66   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Celsius Holdings Inc                     | Celsius Holdings Inc                     | CUSIP: 15118V207<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     60609 | NS      | $2811651.51   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Healthcare Realty Trust Inc              | Healthcare Realty Trust Inc              | CUSIP: 42226K105<br>LEI: 549300L0I14L7I0VLX84 | Long             | EC               |  | US        |    135474 | NS      | $2148617.64   | 0.18%             |  |  |  | No            |                  1 | On Loan: —       |
| Chart Industries Inc                     | Chart Industries Inc                     | CUSIP: 16115Q308<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | EC               | CORP              | US        |     17323 | NS      | $2852231.95   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Sotera Health Co                         | Sotera Health Co                         | CUSIP: 83601L102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     59090 | NS      | $657080.80    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Valley National Bancorp                  | Valley National Bancorp                  | CUSIP: 919794107<br>LEI: 549300ET52S1UBIB9762 | Long             | EC               | CORP              | US        |    183611 | NS      | $1639646.23   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Cousins Properties Inc                   | Cousins Properties Inc                   | CUSIP: 222795502<br>LEI: 5493007XPYD5EJABN062 | Long             | EC               |  | US        |     64730 | NS      | $1943841.90   | 0.17%             |  |  |  | No            |                  1 | On Loan: —       |
| VF Corp                                  | VF Corp                                  | CUSIP: 918204108<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | EC               | CORP              | US        |    127654 | NS      | $1499934.50   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Lattice Semiconductor Corp               | Lattice Semiconductor Corp               | CUSIP: 518415104<br>LEI: 549300LRBBPZDQ2II567 | Long             | EC               | CORP              | US        |     53009 | NS      | $2596910.91   | 0.22%             |  |  |  | No            |                  1 | On Loan: —       |
| Equity LifeStyle Properties Inc          | Equity LifeStyle Properties Inc          | CUSIP: 29472R108<br>LEI: 529900PEQG66LENB6798 | Long             | EC               |  | US        |     73704 | NS      | $4545325.68   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Oshkosh Corp                             | Oshkosh Corp                             | CUSIP: 688239201<br>LEI: 549300FEKNPCFSA2B506 | Long             | EC               | CORP              | US        |     24816 | NS      | $2817608.64   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Morningstar Inc                          | Morningstar Inc                          | CUSIP: 617700109<br>LEI: 529900YGNQPOVAXQ7F29 | Long             | EC               | CORP              | US        |     10261 | NS      | $3221235.73   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Ormat Technologies Inc                   | Ormat Technologies Inc                   | CUSIP: 686688102<br>LEI: 5493000TSHHWY24VHM09 | Long             | EC               | CORP              | US        |     22216 | NS      | $1860812.16   | 0.16%             |  |  |  | No            |                  1 | On Loan: —       |
| Whirlpool Corp                           | Whirlpool Corp                           | CUSIP: 963320106<br>LEI: WHENKOULSSK7WUM60H03 | Long             | EC               | CORP              | US        |     21438 | NS      | $2174241.96   | 0.19%             |  |  |  | No            |                  1 | On Loan: —       |
| Light & Wonder Inc                       | Light & Wonder Inc                       | CUSIP: 80874P109<br>LEI: 529900JXALYBOHXKFM62 | Long             | EC               | CORP              | US        |     32528 | NS      | $3131145.28   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| FNB Corp/PA                              | FNB Corp/PA                              | CUSIP: 302520101<br>LEI: PCYSKIGYNYFDTBLVZU83 | Long             | EC               | CORP              | US        |    138706 | NS      | $2022333.48   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| TopBuild Corp                            | TopBuild Corp                            | CUSIP: 89055F103<br>LEI: 5493007YSKHOL4RWII46 | Long             | EC               | CORP              | US        |     10955 | NS      | $3546571.70   | 0.31%             |  |  |  | No            |                  1 | On Loan: —       |
| Roivant Sciences Ltd                     | Roivant Sciences Ltd                     | CUSIP: 000000000<br>LEI: 549300DL466NY5J6U724 | Long             | EC               | CORP              | BM        |    162294 | NS      | $1829053.38   | 0.16%             |  |  |  | No            |                  1 | On Loan: —       |
| Blackbaud Inc                            | Blackbaud Inc                            | CUSIP: 09227Q100<br>LEI: 54930056X3HKFMNG3754 | Long             | EC               | CORP              | US        |     14527 | NS      | $932778.67    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| AAON Inc                                 | AAON Inc                                 | CUSIP: 000360206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     26034 | NS      | $1920007.50   | 0.17%             |  |  |  | No            |                  1 | On Loan: —       |
| Graco Inc                                | Graco Inc                                | CUSIP: 384109104<br>LEI: 4T5VJ4S81BRT6Q7GGT78 | Long             | EC               | CORP              | US        |     64430 | NS      | $5539047.10   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Reliance Inc                             | Reliance Inc                             | CUSIP: 759509102<br>LEI: 549300E287ZOFT3C5Z56 | Long             | EC               | CORP              | US        |     20273 | NS      | $6363694.70   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Old Republic International Corp          | Old Republic International Corp          | CUSIP: 680223104<br>LEI: 549300IV6O2YY2A1KH37 | Long             | EC               | CORP              | US        |     87659 | NS      | $3369611.96   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Floor & Decor Holdings Inc               | Floor & Decor Holdings Inc               | CUSIP: 339750101<br>LEI: 549300M5FR3N688XGQ36 | Long             | EC               | CORP              | US        |     41482 | NS      | $3150972.72   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Park Hotels & Resorts Inc                | Park Hotels & Resorts Inc                | CUSIP: 700517105<br>LEI: 5493005UZ5TQN0H6HS73 | Long             | EC               |  | US        |     77058 | NS      | $788303.34    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| FTI Consulting Inc                       | FTI Consulting Inc                       | CUSIP: 302941109<br>LEI: 549300K17GM8EQD0FQ48 | Long             | EC               | CORP              | US        |     12982 | NS      | $2096593.00   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| KB Home                                  | KB Home                                  | CUSIP: 48666K109<br>LEI: 549300LGUCWQURMWLG09 | Long             | EC               | CORP              | US        |     27653 | NS      | $1464779.41   | 0.13%             |  |  |  | No            |                  1 | On Loan: —       |
| Genpact Ltd                              | Genpact Ltd                              | CUSIP: 000000000<br>LEI: 529900OSEC6Q0L4L5B35 | Long             | EC               | CORP              | BM        |     62021 | NS      | $2729544.21   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Onto Innovation Inc                      | Onto Innovation Inc                      | CUSIP: 683344105<br>LEI: 254900RXZVN73CHOO062 | Long             | EC               | CORP              | US        |     18841 | NS      | $1901622.13   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Hanover Insurance Group Inc/The          | Hanover Insurance Group Inc/The          | CUSIP: 410867105<br>LEI: JJYR6MFKFF6CF8DBZ078 | Long             | EC               | CORP              | US        |     13846 | NS      | $2352020.02   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| RenaissanceRe Holdings Ltd               | RenaissanceRe Holdings Ltd               | CUSIP: 000000000<br>LEI: EK6GB9U3U58PDI411C94 | Long             | EC               | CORP              | BM        |     18755 | NS      | $4555589.50   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| National Fuel Gas Co                     | National Fuel Gas Co                     | CUSIP: 636180101<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | EC               | CORP              | US        |     34831 | NS      | $2950534.01   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Arrow Electronics Inc                    | Arrow Electronics Inc                    | CUSIP: 042735100<br>LEI: 549300YNNLBXT8N8R512 | Long             | EC               | CORP              | US        |     19998 | NS      | $2548345.14   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| BellRing Brands Inc                      | BellRing Brands Inc                      | CUSIP: 07831C103<br>LEI: 549300S3BOK5CMTS8054 | Long             | EC               | CORP              | US        |     48957 | NS      | $2836079.01   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Annaly Capital Management Inc            | Annaly Capital Management Inc            | CUSIP: 035710839<br>LEI: 2DTL0G3FPRYUT58TI025 | Long             | EC               |  | US        |    233263 | NS      | $4390009.66   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| SEI Investments Co                       | SEI Investments Co                       | CUSIP: 784117103<br>LEI: 5LJTIFADGZ6XH1RVOC11 | Long             | EC               | CORP              | US        |     36472 | NS      | $3277373.92   | 0.28%             |  |  |  | No            |                  1 | On Loan: —       |
| Timken Co/The                            | Timken Co/The                            | CUSIP: 887389104<br>LEI: B0I35MLPFXZSE70ASS73 | Long             | EC               | CORP              | US        |     24543 | NS      | $1780594.65   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2025-07-15

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

**Signature:** Alan Otis

**Name of Signer:** Alan Otis

**Title:** Treasurer