# EDGAR Filing Document

**Accession Number:** 0000710826
**File Stem:** 0001752724-23-044036
**Filing Date:** 2023-2
**Character Count:** 123284
**Document Hash:** 3321c5e35a35b4210cb8741df4efcf14
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-044036.hdr.sgml**: 20230228

**ACCESSION NUMBER**: 0001752724-23-044036

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230228

**DATE AS OF CHANGE**: 20230228

**PERIOD START**: 20221231

**FILER**: 

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-03618
- **FILM NUMBER:** 23678703

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

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

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

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

## Series and Classes Contracts Data

### T.Rowe Price Small Cap Growth Portfolio (Series ID: S000006529)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000017851 | Class A      |  |
| C000017852 | Class B      |  |
| C000017853 | Class E      |  |
| C000150813 | Class G      |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02110

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

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

- **a. Name of Series:** T.Rowe Price Small Cap Growth Portfolio

- **b. EDGAR series identifier (if any):** S000006529

- **c. LEI of Series:** 5493001UT31CDHICVF53

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $1241135798.08

**Total Liabilities:** $95773902.05

**Net Assets:** $1145361896.03

**Cash Not Reported:** $750000.32

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000017851 | 8.72%                | 4.48%                | -5.36%               |
| Class ID C000017852 | 8.67%                | 4.43%                | -5.35%               |
| Class ID C000150813 | 8.63%                | 4.41%                | -5.35%               |
| Class ID C000017853 | 8.71%                | 4.46%                | -5.38%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $3441083.93              | $91286354.12                               |
| Month 2  | $-1225808.04             | $52677775.30                               |
| Month 3  | $3105473.15              | $-68246143.09                              |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Ionis Pharmaceuticals Inc                    | Ionis Pharmaceuticals Inc                    | CUSIP: 462222100<br>LEI: 549300SI4ZGLG0BLUZ92 | Long             | EC               | CORP              | US        |    121447 | NS      | $4587053.19   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Generation Bio Co                            | Generation Bio Co                            | CUSIP: 37148K100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     68300 | NS      | $268419.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Nexstar Media Group Inc                      | Nexstar Media Group Inc                      | CUSIP: 65336K103<br>LEI: 52990083ZRR5UT591988 | Long             | EC               | CORP              | US        |     45889 | NS      | $8031951.67   | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| ModivCare Inc                                | ModivCare Inc                                | CUSIP: 60783X104<br>LEI: 549300EFZIFW7F7I0Q28 | Long             | EC               | CORP              | US        |     17057 | NS      | $1530524.61   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG LONDON                                | UBS AG LONDON                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   3000000 | PA      | $3000000.00   | 0.26%             | 2023-03-23      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| Charles River Laboratories International Inc | Charles River Laboratories International Inc | CUSIP: 159864107<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | EC               | CORP              | US        |     22747 | NS      | $4956571.30   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Pure Storage Inc                             | Pure Storage Inc                             | CUSIP: 74624M102<br>LEI: 549300NPDB0BZTK3WO90 | Long             | EC               | CORP              | US        |    276534 | NS      | $7400049.84   | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| A10 Networks Inc                             | A10 Networks Inc                             | CUSIP: 002121101<br>LEI: 549300UQD4IWUML81Q35 | Long             | EC               | CORP              | US        |    137411 | NS      | $2285144.93   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Capital                             | Barclays Capital                             | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Long             | RA               | CORP              | US        |   8210101 | PA      | $8210100.85   | 0.72%             |  |  |  | No            |                  2 | On Loan: No      |
| Zebra Technologies Corp                      | Zebra Technologies Corp                      | CUSIP: 989207105<br>LEI: PO0I32GKZ3HZMMDPZZ08 | Long             | EC               | CORP              | US        |     10681 | NS      | $2738715.21   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Inter Parfums Inc                            | Inter Parfums Inc                            | CUSIP: 458334109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     51200 | NS      | $4941824.00   | 0.43%             |  |  |  | No            |                  1 | On Loan: —       |
| PDC Energy Inc                               | PDC Energy Inc                               | CUSIP: 69327R101<br>LEI: 5493008W8H2T511J5Y59 | Long             | EC               | CORP              | US        |     31159 | NS      | $1977973.32   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Skyline Champion Corp                        | Skyline Champion Corp                        | CUSIP: 830830105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     59540 | NS      | $3066905.40   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| HB Fuller Co                                 | HB Fuller Co                                 | CUSIP: 359694106<br>LEI: JSMX3Z5FOYM8V0Q52357 | Long             | EC               | CORP              | US        |     56208 | NS      | $4025616.96   | 0.35%             |  |  |  | No            |                  1 | On Loan: —       |
| T. Rowe Price Government Reserve Fund        | T. Rowe Price Government Reserve Fund        | CUSIP: 76105Y109<br>LEI: 5493002Y0IYARJVQ5N24 | Long             | STIV             | RF                | US        |  12423875 | NS      | $12423875.39  | 1.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Amedisys Inc                                 | Amedisys Inc                                 | CUSIP: 023436108<br>LEI: 5299001RBS9GK9STN379 | Long             | EC               | CORP              | US        |     25685 | NS      | $2145724.90   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Evolent Health Inc                           | Evolent Health Inc                           | CUSIP: 30050B101<br>LEI: 549300CZOCFHQ2BBTR11 | Long             | EC               | CORP              | US        |    100300 | NS      | $2816424.00   | 0.25%             |  |  |  | No            |                  1 | On Loan: —       |
| DoubleVerify Holdings Inc                    | DoubleVerify Holdings Inc                    | CUSIP: 25862V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     41235 | NS      | $905520.60    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ServisFirst Bancshares Inc                   | ServisFirst Bancshares Inc                   | CUSIP: 81768T108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11700 | NS      | $806247.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| Kulicke & Soffa Industries Inc               | Kulicke & Soffa Industries Inc               | CUSIP: 501242101<br>LEI: 529900H6BEIRBF429744 | Long             | EC               | CORP              | US        |     73934 | NS      | $3272318.84   | 0.29%             |  |  |  | No            |                  1 | On Loan: —       |
| Societe Generale                             | Societe Generale                             | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | RA               | CORP              | US        |   2800000 | PA      | $2800000.00   | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Teledyne Technologies Inc                    | Teledyne Technologies Inc                    | CUSIP: 879360105<br>LEI: 549300VSMO9KYQWDND94 | Long             | EC               | CORP              | US        |     12733 | NS      | $5092054.03   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| AMN Healthcare Services Inc                  | AMN Healthcare Services Inc                  | CUSIP: 001744101<br>LEI: 529900W3ARRTCNFH2I39 | Long             | EC               | CORP              | US        |     78561 | NS      | $8077642.02   | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| Endeavor Group Holdings Inc                  | Endeavor Group Holdings Inc                  | CUSIP: 29260Y109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    214000 | NS      | $4823560.00   | 0.42%             |  |  |  | No            |                  1 | On Loan: —       |
| Pool Corp                                    | Pool Corp                                    | CUSIP: 73278L105<br>LEI: 5493005VZK1KMN6CO617 | Long             | EC               | CORP              | US        |     16122 | NS      | $4874164.26   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| CIBC NY                                      | CIBC NY                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   3001148 | PA      | $3001148.34   | 0.26%             | 2023-03-03      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| Cadre Holdings Inc                           | Cadre Holdings Inc                           | CUSIP: 12763L105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     39400 | NS      | $793516.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| Societe Generale                             | Societe Generale                             | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | RA               | CORP              | US        |    200000 | PA      | $200000.00    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Toro Co/The                                  | Toro Co/The                                  | CUSIP: 891092108<br>LEI: YJKE4YIT6BWQHVEW0D14 | Long             | EC               | CORP              | US        |     52013 | NS      | $5887871.60   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Omnicell Inc                                 | Omnicell Inc                                 | CUSIP: 68213N109<br>LEI: 5493008RH0GTKHHPZI77 | Long             | EC               | CORP              | US        |     59100 | NS      | $2979822.00   | 0.26%             |  |  |  | No            |                  1 | On Loan: —       |
| Workiva Inc                                  | Workiva Inc                                  | CUSIP: 98139A105<br>LEI: 529900RTOQ8GRWHY1O58 | Long             | EC               | CORP              | US        |     22948 | NS      | $1926943.56   | 0.17%             |  |  |  | No            |                  1 | On Loan: —       |
| RBC Bearings Inc                             | RBC Bearings Inc                             | CUSIP: 75524B104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     31202 | NS      | $6532138.70   | 0.57%             |  |  |  | No            |                  1 | On Loan: —       |
| SeaWorld Entertainment Inc                   | SeaWorld Entertainment Inc                   | CUSIP: 81282V100<br>LEI: 529900G0H4NV3IIK3269 | Long             | EC               | CORP              | US        |     49335 | NS      | $2639915.85   | 0.23%             |  |  |  | No            |                  1 | On Loan: —       |
| Synaptics Inc                                | Synaptics Inc                                | CUSIP: 87157D109<br>LEI: 549300AJ3LI4FWNRQX29 | Long             | EC               | CORP              | US        |     32249 | NS      | $3068814.84   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Prestige Consumer Healthcare Inc             | Prestige Consumer Healthcare Inc             | CUSIP: 74112D101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10800 | NS      | $676080.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Gibraltar Industries Inc                     | Gibraltar Industries Inc                     | CUSIP: 374689107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18223 | NS      | $836071.24    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Repligen Corp                                | Repligen Corp                                | CUSIP: 759916109<br>LEI: 54930006QJ0T5AUO1E71 | Long             | EC               | CORP              | US        |     34746 | NS      | $5882845.26   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Coca-Cola Consolidated Inc                   | Coca-Cola Consolidated Inc                   | CUSIP: 191098102<br>LEI: 57VG5X0E00X0QJU7CQ58 | Long             | EC               | CORP              | US        |     11901 | NS      | $6097596.36   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Royal Gold Inc                               | Royal Gold Inc                               | CUSIP: 780287108<br>LEI: 5493001NGRU6SFL04184 | Long             | EC               | CORP              | US        |     24500 | NS      | $2761640.00   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| RXO Inc                                      | RXO Inc                                      | CUSIP: 74982T103<br>LEI: 549300KL8CA6GP8XPM30 | Long             | EC               | CORP              | US        |     57579 | NS      | $990358.80    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Pacira BioSciences Inc                       | Pacira BioSciences Inc                       | CUSIP: 695127100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     42920 | NS      | $1657141.20   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| STANDARD CHARTERED NY                        | STANDARD CHARTERED NY                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   2003036 | PA      | $2003035.72   | 0.17%             | 2023-05-02      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| MarketAxess Holdings Inc                     | MarketAxess Holdings Inc                     | CUSIP: 57060D108<br>LEI: 5493002U1CA1XJOVID83 | Long             | EC               | CORP              | US        |     15701 | NS      | $4378851.89   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Arch Resources Inc                           | Arch Resources Inc                           | CUSIP: 03940R107<br>LEI: W47HVZ7Q6FXL86RELH91 | Long             | EC               | CORP              | US        |     10894 | NS      | $1555554.26   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Catalyst Pharmaceuticals Inc                 | Catalyst Pharmaceuticals Inc                 | CUSIP: 14888U101<br>LEI: 5299004O0R5XXLA5H544 | Long             | EC               | CORP              | US        |    119400 | NS      | $2220840.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| AtriCure Inc                                 | AtriCure Inc                                 | CUSIP: 04963C209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     52374 | NS      | $2324358.12   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryan Specialty Holdings Inc                  | Ryan Specialty Holdings Inc                  | CUSIP: 78351F107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    132758 | NS      | $5510784.58   | 0.48%             |  |  |  | No            |                  1 | On Loan: —       |
| SiteOne Landscape Supply Inc                 | SiteOne Landscape Supply Inc                 | CUSIP: 82982L103<br>LEI: 5299008LX7SBD4HIAU03 | Long             | EC               | CORP              | US        |     39936 | NS      | $4685291.52   | 0.41%             |  |  |  | No            |                  1 | On Loan: —       |
| Primerica Inc                                | Primerica Inc                                | CUSIP: 74164M108<br>LEI: 254900621R686KJR7022 | Long             | EC               | CORP              | US        |     34898 | NS      | $4949234.36   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| MaxLinear Inc                                | MaxLinear Inc                                | CUSIP: 57776J100<br>LEI: 549300EMOI0SM2IY4F64 | Long             | EC               | CORP              | US        |    114206 | NS      | $3877293.70   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| ExlService Holdings Inc                      | ExlService Holdings Inc                      | CUSIP: 302081104<br>LEI: 81E3DTNF6OSH489ZOV15 | Long             | EC               | CORP              | US        |     56545 | NS      | $9580419.35   | 0.84%             |  |  |  | No            |                  1 | On Loan: No      |
| Planet Fitness Inc                           | Planet Fitness Inc                           | CUSIP: 72703H101<br>LEI: 549300LLE5HUPF6H8G33 | Long             | EC               | CORP              | US        |     64368 | NS      | $5072198.40   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Enviva Inc                                   | Enviva Inc                                   | CUSIP: 29415B103<br>LEI: 549300WH5VXDEFM5KR81 | Long             | EC               | CORP              | US        |     24600 | NS      | $1303062.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| ING (US) Funding LLC                         | ING (US) Funding LLC                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   3004086 | PA      | $3004086.00   | 0.26%             | 2023-08-04      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| Burlington Stores Inc                        | Burlington Stores Inc                        | CUSIP: 122017106<br>LEI: 5299003Z37DVGKKC1W09 | Long             | EC               | CORP              | US        |      9789 | NS      | $1984817.64   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Power Integrations Inc                       | Power Integrations Inc                       | CUSIP: 739276103<br>LEI: 54930085LGXSCIHD5W31 | Long             | EC               | CORP              | US        |     84057 | NS      | $6028568.04   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Arconic Corp                                 | Arconic Corp                                 | CUSIP: 03966V107<br>LEI: 549300B4YFWH3U74B152 | Long             | EC               | CORP              | US        |     37022 | NS      | $783385.52    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Merit Medical Systems Inc                    | Merit Medical Systems Inc                    | CUSIP: 589889104<br>LEI: 549300OYTY138SP2CE83 | Long             | EC               | CORP              | US        |    105660 | NS      | $7461709.20   | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Olin Corp                                    | Olin Corp                                    | CUSIP: 680665205<br>LEI: 549300GKK294V7W57P06 | Long             | EC               | CORP              | US        |     34800 | NS      | $1842312.00   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Sage Therapeutics Inc                        | Sage Therapeutics Inc                        | CUSIP: 78667J108<br>LEI: 5493000JX4BJS9W6CN35 | Long             | EC               | CORP              | US        |     41892 | NS      | $1597760.88   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| iRhythm Technologies Inc                     | iRhythm Technologies Inc                     | CUSIP: 450056106<br>LEI: 549300FJI72RJGDQS384 | Long             | EC               | CORP              | US        |     31600 | NS      | $2959972.00   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Cirrus Logic Inc                             | Cirrus Logic Inc                             | CUSIP: 172755100<br>LEI: 549300NKSJEM5ZZSSV18 | Long             | EC               | CORP              | US        |     40702 | NS      | $3031484.96   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Tandem Diabetes Care Inc                     | Tandem Diabetes Care Inc                     | CUSIP: 875372203<br>LEI: 549300JEPFOD0K4D3I05 | Long             | EC               | CORP              | US        |     32851 | NS      | $1476652.45   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Capri Holdings Ltd                           | Capri Holdings Ltd                           | CUSIP: 000000000<br>LEI: 549300LPG8W0H1OX3A26 | Long             | EC               | CORP              | VG        |     97743 | NS      | $5602628.76   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Coty Inc                                     | Coty Inc                                     | CUSIP: 222070203<br>LEI: 549300BO9IWPF3S48F93 | Long             | EC               | CORP              | US        |    375102 | NS      | $3210873.12   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Red Rock Resorts Inc                         | Red Rock Resorts Inc                         | CUSIP: 75700L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     95637 | NS      | $3826436.37   | 0.33%             |  |  |  | No            |                  1 | On Loan: —       |
| Helen of Troy Ltd                            | Helen of Troy Ltd                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |      8351 | NS      | $926209.41    | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| Adaptive Biotechnologies Corp                | Adaptive Biotechnologies Corp                | CUSIP: 00650F109<br>LEI: 549300ZTF7OT1FW66Q96 | Long             | EC               | CORP              | US        |     65759 | NS      | $502398.76    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| National Bank Of Canada                      | National Bank Of Canada                      | CUSIP: 000000000<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | RA               | CORP              | US        |   3700000 | PA      | $3700000.00   | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| NextEra Energy Partners LP                   | NextEra Energy Partners LP                   | CUSIP: 65341B106<br>LEI: 5493008F4ZOQFNG3WN54 | Long             | EC               | CORP              | US        |     38219 | NS      | $2678769.71   | 0.23%             |  |  |  | No            |                  1 | On Loan: —       |
| Balchem Corp                                 | Balchem Corp                                 | CUSIP: 057665200<br>LEI: 549300VR70OPMHUI3557 | Long             | EC               | CORP              | US        |     42243 | NS      | $5158292.73   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| National Vision Holdings Inc                 | National Vision Holdings Inc                 | CUSIP: 63845R107<br>LEI: 549300JHURCBLI5ROA42 | Long             | EC               | CORP              | US        |     42651 | NS      | $1653152.76   | 0.14%             |  |  |  | No            |                  1 | On Loan: —       |
| MACQUARIE BANK LTD                           | MACQUARIE BANK LTD                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   4001080 | PA      | $4001080.00   | 0.35%             | 2023-02-03      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| Casey's General Stores Inc                   | Casey's General Stores Inc                   | CUSIP: 147528103<br>LEI: 549300CAFWSI86V66Q65 | Long             | EC               | CORP              | US        |     12974 | NS      | $2910716.90   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Bruker Corp                                  | Bruker Corp                                  | CUSIP: 116794108<br>LEI: LEBZ6VLQ6I8XB1NHVY15 | Long             | EC               | CORP              | US        |     34991 | NS      | $2391634.85   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Herc Holdings Inc                            | Herc Holdings Inc                            | CUSIP: 42704L104<br>LEI: 549300TP80QLITMSBP82 | Long             | EC               | CORP              | US        |     31575 | NS      | $4154322.75   | 0.36%             |  |  |  | No            |                  1 | On Loan: —       |
| Supernus Pharmaceuticals Inc                 | Supernus Pharmaceuticals Inc                 | CUSIP: 868459108<br>LEI: 549300GRM36VBKISYJ58 | Long             | EC               | CORP              | US        |     61085 | NS      | $2178901.95   | 0.19%             |  |  |  | No            |                  1 | On Loan: —       |
| Consensus Cloud Solutions Inc                | Consensus Cloud Solutions Inc                | CUSIP: 20848V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17766 | NS      | $955100.16    | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| Hostess Brands Inc                           | Hostess Brands Inc                           | CUSIP: 44109J106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    112600 | NS      | $2526744.00   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| CIBC NY                                      | CIBC NY                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   3000199 | PA      | $3000198.54   | 0.26%             | 2023-02-03      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| Graphic Packaging Holding Co                 | Graphic Packaging Holding Co                 | CUSIP: 388689101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    404825 | NS      | $9007356.25   | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| Horizon Therapeutics Plc                     | Horizon Therapeutics Plc                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |     65942 | NS      | $7504199.60   | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Axalta Coating Systems Ltd                   | Axalta Coating Systems Ltd                   | CUSIP: 000000000<br>LEI: 529900AGLPA40GV6H619 | Long             | EC               | CORP              | BM        |    167244 | NS      | $4259704.68   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Seagen Inc                                   | Seagen Inc                                   | CUSIP: 81181C104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16800 | NS      | $2158968.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Exponent Inc                                 | Exponent Inc                                 | CUSIP: 30214U102<br>LEI: 529900NY3F5Q2NWPUZ42 | Long             | EC               | CORP              | US        |     77347 | NS      | $7664314.23   | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| Qualys Inc                                   | Qualys Inc                                   | CUSIP: 74758T303<br>LEI: 549300EMBXYOW9W1XA17 | Long             | EC               | CORP              | US        |     47902 | NS      | $5376041.46   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Vail Resorts Inc                             | Vail Resorts Inc                             | CUSIP: 91879Q109<br>LEI: 529900PSZHRNU9HKH870 | Long             | EC               | CORP              | US        |     15674 | NS      | $3735897.90   | 0.33%             |  |  |  | No            |                  1 | On Loan: —       |
| Alector Inc                                  | Alector Inc                                  | CUSIP: 014442107<br>LEI: 549300Z8RQOIY1JMHC25 | Long             | EC               | CORP              | US        |     49782 | NS      | $459487.86    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Advanced Energy Industries Inc               | Advanced Energy Industries Inc               | CUSIP: 007973100<br>LEI: 549300756XI3QLFT2U27 | Long             | EC               | CORP              | US        |     53457 | NS      | $4585541.46   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Agios Pharmaceuticals Inc                    | Agios Pharmaceuticals Inc                    | CUSIP: 00847X104<br>LEI: 529900ONJHY8EOGYT555 | Long             | EC               | CORP              | US        |     49759 | NS      | $1397232.72   | 0.12%             |  |  |  | No            |                  1 | On Loan: —       |
| Churchill Downs Inc                          | Churchill Downs Inc                          | CUSIP: 171484108<br>LEI: 529900FODTBQC8MIS994 | Long             | EC               | CORP              | US        |     38524 | NS      | $8145129.32   | 0.71%             |  |  |  | No            |                  1 | On Loan: —       |
| WillScot Mobile Mini Holdings Corp           | WillScot Mobile Mini Holdings Corp           | CUSIP: 971378104<br>LEI: 549300HJ4VIXF476Q166 | Long             | EC               | CORP              | US        |    133500 | NS      | $6030195.00   | 0.53%             |  |  |  | No            |                  1 | On Loan: —       |
| Inari Medical Inc                            | Inari Medical Inc                            | CUSIP: 45332Y109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     34905 | NS      | $2218561.80   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Aerojet Rocketdyne Holdings Inc              | Aerojet Rocketdyne Holdings Inc              | CUSIP: 007800105<br>LEI: 549300VULNLWHE8QWI76 | Long             | EC               | CORP              | US        |     77900 | NS      | $4356947.00   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Manhattan Associates Inc                     | Manhattan Associates Inc                     | CUSIP: 562750109<br>LEI: 529900Q1GJP7KD52SW51 | Long             | EC               | CORP              | US        |     82364 | NS      | $9998989.60   | 0.87%             |  |  |  | No            |                  1 | On Loan: No      |
| Lincoln Electric Holdings Inc                | Lincoln Electric Holdings Inc                | CUSIP: 533900106<br>LEI: BIMGBY40SIN95O01BN93 | Long             | EC               | CORP              | US        |     31969 | NS      | $4619200.81   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Monte Rosa Therapeutics Inc                  | Monte Rosa Therapeutics Inc                  | CUSIP: 61225M102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9800 | NS      | $74578.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| WESTPAC BKG CORP, NEW YORK                   | WESTPAC BKG CORP, NEW YORK                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   1999780 | PA      | $1999780.00   | 0.17%             | 2023-02-17      | Floating      | 4.53%                 | No            |                  2 | On Loan: No      |
| Tempur Sealy International Inc               | Tempur Sealy International Inc               | CUSIP: 88023U101<br>LEI: 549300HFEKVR3US71V91 | Long             | EC               | CORP              | US        |    140084 | NS      | $4809083.72   | 0.42%             |  |  |  | No            |                  1 | On Loan: —       |
| Evoqua Water Technologies Corp               | Evoqua Water Technologies Corp               | CUSIP: 30057T105<br>LEI: 529900YQAOMEZRGRRP43 | Long             | EC               | CORP              | US        |     71725 | NS      | $2840310.00   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Blue Owl Capital Inc                         | Blue Owl Capital Inc                         | CUSIP: 09581B103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    277600 | NS      | $2942560.00   | 0.26%             |  |  |  | No            |                  1 | On Loan: —       |
| Clearway Energy Inc                          | Clearway Energy Inc                          | CUSIP: 18539C204<br>LEI: 549300LHAZ9HA9G3XC48 | Long             | EC               | CORP              | US        |     81383 | NS      | $2593676.21   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Asbury Automotive Group Inc                  | Asbury Automotive Group Inc                  | CUSIP: 043436104<br>LEI: 549300JH4DTA7U42GL91 | Long             | EC               | CORP              | US        |      6556 | NS      | $1175163.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| Range Resources Corp                         | Range Resources Corp                         | CUSIP: 75281A109<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | EC               | CORP              | US        |    186025 | NS      | $4654345.50   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Intellia Therapeutics Inc                    | Intellia Therapeutics Inc                    | CUSIP: 45826J105<br>LEI: 5493002T5BCPE5DZC723 | Long             | EC               | CORP              | US        |     55887 | NS      | $1949897.43   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Halozyme Therapeutics Inc                    | Halozyme Therapeutics Inc                    | CUSIP: 40637H109<br>LEI: 529900242I3SV9AGM753 | Long             | EC               | CORP              | US        |    202154 | NS      | $11502562.60  | 1.00%             |  |  |  | No            |                  1 | On Loan: —       |
| T. Rowe Price Government Reserve Fund        | T. Rowe Price Government Reserve Fund        | CUSIP: 76105Y109<br>LEI: 5493002Y0IYARJVQ5N24 | Long             | STIV             | RF                | US        |     57499 | NS      | $57499.01     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Papa John's International Inc                | Papa John's International Inc                | CUSIP: 698813102<br>LEI: HZYLD3DK5XOX0WBVNB56 | Long             | EC               | CORP              | US        |     50942 | NS      | $4193036.02   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| CONMED Corp                                  | CONMED Corp                                  | CUSIP: 207410101<br>LEI: Z6C0YCECH9DCU5ZIQW84 | Long             | EC               | CORP              | US        |     33380 | NS      | $2958803.20   | 0.26%             |  |  |  | No            |                  1 | On Loan: —       |
| GXO Logistics Inc                            | GXO Logistics Inc                            | CUSIP: 36262G101<br>LEI: 5493007CNWMXN78JRN66 | Long             | EC               | CORP              | US        |     95714 | NS      | $4086030.66   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Iridium Communications Inc                   | Iridium Communications Inc                   | CUSIP: 46269C102<br>LEI: 549300U620NVQ4J1CT96 | Long             | EC               | CORP              | US        |    140557 | NS      | $7224629.80   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Apellis Pharmaceuticals Inc                  | Apellis Pharmaceuticals Inc                  | CUSIP: 03753U106<br>LEI: 254900HS0ZFRXXSB9D42 | Long             | EC               | CORP              | US        |     72797 | NS      | $3764332.87   | 0.33%             |  |  |  | No            |                  1 | On Loan: —       |
| Kadant Inc                                   | Kadant Inc                                   | CUSIP: 48282T104<br>LEI: 549300K06LNJYBMPYP15 | Long             | EC               | CORP              | US        |     32415 | NS      | $5757876.45   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Madrigal Pharmaceuticals Inc                 | Madrigal Pharmaceuticals Inc                 | CUSIP: 558868105<br>LEI: 549300CHIMT2EUSNJB60 | Long             | EC               | CORP              | US        |      7074 | NS      | $2053228.50   | 0.18%             |  |  |  | No            |                  1 | On Loan: —       |
| Dorman Products Inc                          | Dorman Products Inc                          | CUSIP: 258278100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     34043 | NS      | $2753057.41   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Inspire Medical Systems Inc                  | Inspire Medical Systems Inc                  | CUSIP: 457730109<br>LEI: 549300XQQCQ7HCJKTW25 | Long             | EC               | CORP              | US        |     32055 | NS      | $8074013.40   | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| Terreno Realty Corp                          | Terreno Realty Corp                          | CUSIP: 88146M101<br>LEI: N/A                  | Long             | EC               |  | US        |     36881 | NS      | $2097422.47   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| NATL BANK CANADA                             | NATL BANK CANADA                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   2000000 | PA      | $2000000.00   | 0.17%             | 2023-01-06      | Floating      | 4.37%                 | No            |                  2 | On Loan: No      |
| BJ's Wholesale Club Holdings Inc             | BJ's Wholesale Club Holdings Inc             | CUSIP: 05550J101<br>LEI: 549300UCIWH1C93V0J03 | Long             | EC               | CORP              | US        |     64558 | NS      | $4271157.28   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| CIC NY                                       | CIC NY                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   6000168 | PA      | $6000168.00   | 0.52%             | 2023-01-06      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| Darling Ingredients Inc                      | Darling Ingredients Inc                      | CUSIP: 237266101<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | EC               | CORP              | US        |     43513 | NS      | $2723478.67   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| ChampionX Corp                               | ChampionX Corp                               | CUSIP: 15872M104<br>LEI: 549300EP2909K6DYYP38 | Long             | EC               | CORP              | US        |     83136 | NS      | $2410112.64   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Alliance Bancorp                     | Western Alliance Bancorp                     | CUSIP: 957638109<br>LEI: 5493003VJXZ5JXT9S762 | Long             | EC               | CORP              | US        |     34558 | NS      | $2058274.48   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| ACADIA Pharmaceuticals Inc                   | ACADIA Pharmaceuticals Inc                   | CUSIP: 004225108<br>LEI: 529900O3044NO0PEA039 | Long             | EC               | CORP              | US        |    119864 | NS      | $1908234.88   | 0.17%             |  |  |  | No            |                  1 | On Loan: —       |
| Tyler Technologies Inc                       | Tyler Technologies Inc                       | CUSIP: 902252105<br>LEI: 25490040SMU4Z8LBCW70 | Long             | EC               | CORP              | US        |     13130 | NS      | $4233243.30   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| NV5 Global Inc                               | NV5 Global Inc                               | CUSIP: 62945V109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21939 | NS      | $2902968.48   | 0.25%             |  |  |  | No            |                  1 | On Loan: —       |
| Addus HomeCare Corp                          | Addus HomeCare Corp                          | CUSIP: 006739106<br>LEI: 52990090ZT33AKPDBX62 | Long             | EC               | CORP              | US        |     48605 | NS      | $4835711.45   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Targa Resources Corp                         | Targa Resources Corp                         | CUSIP: 87612G101<br>LEI: 5493003QENHHS261UR94 | Long             | EC               | CORP              | US        |     28454 | NS      | $2091369.00   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Insperity Inc                                | Insperity Inc                                | CUSIP: 45778Q107<br>LEI: 5299000Q0KW7HY5DB751 | Long             | EC               | CORP              | US        |     54542 | NS      | $6195971.20   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Penumbra Inc                                 | Penumbra Inc                                 | CUSIP: 70975L107<br>LEI: 549300RGE06P3ECANU72 | Long             | EC               | CORP              | US        |     15589 | NS      | $3467928.94   | 0.30%             |  |  |  | No            |                  1 | On Loan: —       |
| REVOLUTION Medicines Inc                     | REVOLUTION Medicines Inc                     | CUSIP: 76155X100<br>LEI: 549300JU3X0LBCQ65892 | Long             | EC               | CORP              | US        |     63356 | NS      | $1509139.92   | 0.13%             |  |  |  | No            |                  1 | On Loan: —       |
| Comfort Systems USA Inc                      | Comfort Systems USA Inc                      | CUSIP: 199908104<br>LEI: 5299009DT1ZA5HTU6R38 | Long             | EC               | CORP              | US        |     67402 | NS      | $7756622.16   | 0.68%             |  |  |  | No            |                  1 | On Loan: —       |
| Cactus Inc                                   | Cactus Inc                                   | CUSIP: 127203107<br>LEI: 549300J3T8C9F8QFKV08 | Long             | EC               | CORP              | US        |     53894 | NS      | $2708712.44   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Watts Water Technologies Inc                 | Watts Water Technologies Inc                 | CUSIP: 942749102<br>LEI: 549300REJOO94ERQN318 | Long             | EC               | CORP              | US        |     41782 | NS      | $6109781.86   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Biohaven Ltd                                 | Biohaven Ltd                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | VG        |     46551 | NS      | $646127.88    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Iovance Biotherapeutics Inc                  | Iovance Biotherapeutics Inc                  | CUSIP: 462260100<br>LEI: 549300220Z2GHH33XL82 | Long             | EC               | CORP              | US        |     94444 | NS      | $603497.16    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Hilton Grand Vacations Inc                   | Hilton Grand Vacations Inc                   | CUSIP: 43283X105<br>LEI: 549300O9K6MFD8D07574 | Long             | EC               | CORP              | US        |     88364 | NS      | $3405548.56   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| TORONTO DOMINION NY                          | TORONTO DOMINION NY                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   2999869 | PA      | $2999868.60   | 0.26%             | 2023-02-09      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| Amphastar Pharmaceuticals Inc                | Amphastar Pharmaceuticals Inc                | CUSIP: 03209R103<br>LEI: 54930055TH0ZLSAQMJ38 | Long             | EC               | CORP              | US        |    103400 | NS      | $2897268.00   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Rentokil Initial PLC                         | Rentokil Initial PLC                         | CUSIP: 760125104<br>LEI: 549300VN4WV7Z6T14K68 | Long             | EC               | CORP              | GB        |    175184 | NS      | $5397419.04   | 0.47%             |  |  |  | No            |                  1 | On Loan: —       |
| Wendy's Co/The                               | Wendy's Co/The                               | CUSIP: 95058W100<br>LEI: 529900M0JIUCMWVKHG76 | Long             | EC               | CORP              | US        |    323674 | NS      | $7324742.62   | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryman Hospitality Properties Inc             | Ryman Hospitality Properties Inc             | CUSIP: 78377T107<br>LEI: 529900GCCWW9SRMPJR11 | Long             | EC               |  | US        |     21260 | NS      | $1738642.80   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Teradata Corp                                | Teradata Corp                                | CUSIP: 88076W103<br>LEI: 549300JU9SOUHV4U4R71 | Long             | EC               | CORP              | US        |     55682 | NS      | $1874256.12   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Saia Inc                                     | Saia Inc                                     | CUSIP: 78709Y105<br>LEI: 549300WNPG4N9GBOYB29 | Long             | EC               | CORP              | US        |     43547 | NS      | $9130934.96   | 0.80%             |  |  |  | No            |                  1 | On Loan: —       |
| Simply Good Foods Co/The                     | Simply Good Foods Co/The                     | CUSIP: 82900L102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    163543 | NS      | $6219540.29   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| First Bancorp/Southern Pines NC              | First Bancorp/Southern Pines NC              | CUSIP: 318910106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     37855 | NS      | $1621708.20   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Cavco Industries Inc                         | Cavco Industries Inc                         | CUSIP: 149568107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14530 | NS      | $3287412.50   | 0.29%             |  |  |  | No            |                  1 | On Loan: —       |
| Twist Bioscience Corp                        | Twist Bioscience Corp                        | CUSIP: 90184D100<br>LEI: 549300T23BL59LCOH584 | Long             | EC               | CORP              | US        |     38123 | NS      | $907708.63    | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| CRISPR Therapeutics AG                       | CRISPR Therapeutics AG                       | CUSIP: 000000000<br>LEI: 506700O6IRRIQLT3W370 | Long             | EC               | CORP              | CH        |     60182 | NS      | $2446398.30   | 0.21%             |  |  |  | No            |                  1 | On Loan: —       |
| Patrick Industries Inc                       | Patrick Industries Inc                       | CUSIP: 703343103<br>LEI: 549300FZ5ZTCCJ3Z5W14 | Long             | EC               | CORP              | US        |     13528 | NS      | $819796.80    | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| World Wrestling Entertainment Inc            | World Wrestling Entertainment Inc            | CUSIP: 98156Q108<br>LEI: 549300WZVLSCS3L4L698 | Long             | EC               | CORP              | US        |     74806 | NS      | $5125707.12   | 0.45%             |  |  |  | No            |                  1 | On Loan: —       |
| Denali Therapeutics Inc                      | Denali Therapeutics Inc                      | CUSIP: 24823R105<br>LEI: 549300ZTQ2HO18L3Q830 | Long             | EC               | CORP              | US        |     69287 | NS      | $1926871.47   | 0.17%             |  |  |  | No            |                  1 | On Loan: —       |
| EMCOR Group Inc                              | EMCOR Group Inc                              | CUSIP: 29084Q100<br>LEI: 529900X0SQJB2J7YDU43 | Long             | EC               | CORP              | US        |     57545 | NS      | $8522989.95   | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| Everi Holdings Inc                           | Everi Holdings Inc                           | CUSIP: 30034T103<br>LEI: 5299006DK5S7BG10K532 | Long             | EC               | CORP              | US        |    153100 | NS      | $2196985.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Dick's Sporting Goods Inc                    | Dick's Sporting Goods Inc                    | CUSIP: 253393102<br>LEI: 529900SSBV5I4LWSK313 | Long             | EC               | CORP              | US        |     35554 | NS      | $4276790.66   | 0.37%             |  |  |  | No            |                  1 | On Loan: —       |
| Gartner Inc                                  | Gartner Inc                                  | CUSIP: 366651107<br>LEI: PP55B5R38BFB8O8HH686 | Long             | EC               | CORP              | US        |      8923 | NS      | $2999377.22   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP PARIBAS, NY                              | BNP PARIBAS, NY                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   3001044 | PA      | $3001044.00   | 0.26%             | 2023-03-15      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| Bancorp Inc/The                              | Bancorp Inc/The                              | CUSIP: 05969A105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     82487 | NS      | $2340981.06   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Mirati Therapeutics Inc                      | Mirati Therapeutics Inc                      | CUSIP: 60468T105<br>LEI: 529900GYRW59IDQV6N54 | Long             | EC               | CORP              | US        |     29546 | NS      | $1338729.26   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Box Inc                                      | Box Inc                                      | CUSIP: 10316T104<br>LEI: 549300KQUCPD8687YS68 | Long             | EC               | CORP              | US        |    180809 | NS      | $5628584.17   | 0.49%             |  |  |  | No            |                  1 | On Loan: —       |
| Fortinet Inc                                 | Fortinet Inc                                 | CUSIP: 34959E109<br>LEI: 549300O0QJWDBAS0QX03 | Long             | EC               | CORP              | US        |     45580 | NS      | $2228406.20   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Perficient Inc                               | Perficient Inc                               | CUSIP: 71375U101<br>LEI: 549300HTBXKL2755T650 | Long             | EC               | CORP              | US        |     52331 | NS      | $3654273.73   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Paya Holdings Inc                            | Paya Holdings Inc                            | CUSIP: 70434P103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    231900 | NS      | $1825053.00   | 0.16%             |  |  |  | No            |                  1 | On Loan: —       |
| Akero Therapeutics Inc                       | Akero Therapeutics Inc                       | CUSIP: 00973Y108<br>LEI: 549300SI3KG74LBE2955 | Long             | EC               | CORP              | US        |     29600 | NS      | $1622080.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: —       |
| Cerevel Therapeutics Holdings Inc            | Cerevel Therapeutics Holdings Inc            | CUSIP: 15678U128<br>LEI: 254900RJNIRS9COSQR41 | Long             | EC               | CORP              | US        |     70166 | NS      | $2213035.64   | 0.19%             |  |  |  | No            |                  1 | On Loan: —       |
| ASGN Inc                                     | ASGN Inc                                     | CUSIP: 00191U102<br>LEI: LZBNYYCBUKY537072438 | Long             | EC               | CORP              | US        |     29811 | NS      | $2429000.28   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| SM Energy Co                                 | SM Energy Co                                 | CUSIP: 78454L100<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | EC               | CORP              | US        |    151861 | NS      | $5289318.63   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Eagle Materials Inc                          | Eagle Materials Inc                          | CUSIP: 26969P108<br>LEI: 529900KRXRGXL61SG039 | Long             | EC               | CORP              | US        |     32606 | NS      | $4331707.10   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Selective Insurance Group Inc                | Selective Insurance Group Inc                | CUSIP: 816300107<br>LEI: 549300R3WGJWLE40R258 | Long             | EC               | CORP              | US        |     57632 | NS      | $5106771.52   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Brunswick Corp/DE                            | Brunswick Corp/DE                            | CUSIP: 117043109<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | EC               | CORP              | US        |     14260 | NS      | $1027860.80   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ePlus Inc                                    | ePlus Inc                                    | CUSIP: 294268107<br>LEI: 529900FFY8AAFJ21NE91 | Long             | EC               | CORP              | US        |     17134 | NS      | $758693.52    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Intra-Cellular Therapies Inc                 | Intra-Cellular Therapies Inc                 | CUSIP: 46116X101<br>LEI: 5299002U2KGF193IJA20 | Long             | EC               | CORP              | US        |     62700 | NS      | $3318084.00   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Thryv Holdings Inc                           | Thryv Holdings Inc                           | CUSIP: 886029206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     62815 | NS      | $1193485.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| PBF Energy Inc                               | PBF Energy Inc                               | CUSIP: 69318G106<br>LEI: 2549003PBEDCSZMZIY02 | Long             | EC               | CORP              | US        |     12400 | NS      | $505672.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Post Holdings Inc                            | Post Holdings Inc                            | CUSIP: 737446104<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | EC               | CORP              | US        |     87218 | NS      | $7872296.68   | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Pacific Land Corp                      | Texas Pacific Land Corp                      | CUSIP: 88262P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       940 | NS      | $2203576.20   | 0.19%             |  |  |  | No            |                  1 | On Loan: —       |
| Globus Medical Inc                           | Globus Medical Inc                           | CUSIP: 379577208<br>LEI: 5299003M2P4CIK0RF205 | Long             | EC               | CORP              | US        |    107771 | NS      | $8004152.17   | 0.70%             |  |  |  | No            |                  1 | On Loan: —       |
| Texas Roadhouse Inc                          | Texas Roadhouse Inc                          | CUSIP: 882681109<br>LEI: 5299002Y1CNRPDGXTQ75 | Long             | EC               | CORP              | US        |     87189 | NS      | $7929839.55   | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| Life Storage Inc                             | Life Storage Inc                             | CUSIP: 53223X107<br>LEI: W9EE01AFDDF9DQCQZC68 | Long             | EC               |  | US        |     25140 | NS      | $2476290.00   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| SPX Technologies Inc                         | SPX Technologies Inc                         | CUSIP: 78473E103<br>LEI: P761FCI0CPOG24I8JE10 | Long             | EC               | CORP              | US        |     73114 | NS      | $4799934.10   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Diodes Inc                                   | Diodes Inc                                   | CUSIP: 254543101<br>LEI: 549300XP2X1ARVH3BX23 | Long             | EC               | CORP              | US        |     64965 | NS      | $4946435.10   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Fate Therapeutics Inc                        | Fate Therapeutics Inc                        | CUSIP: 31189P102<br>LEI: 549300L14Q4UHOODLA90 | Long             | EC               | CORP              | US        |     57610 | NS      | $581284.90    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| First Industrial Realty Trust Inc            | First Industrial Realty Trust Inc            | CUSIP: 32054K103<br>LEI: N/A                  | Long             | EC               |  | US        |     81430 | NS      | $3929811.80   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Axcelis Technologies Inc                     | Axcelis Technologies Inc                     | CUSIP: 054540208<br>LEI: 529900HF9B6NL1QG9F05 | Long             | EC               | CORP              | US        |     63596 | NS      | $5046978.56   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| MSA Safety Inc                               | MSA Safety Inc                               | CUSIP: 553498106<br>LEI: 529900DVA3258XK11O39 | Long             | EC               | CORP              | US        |     18006 | NS      | $2596285.14   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Booz Allen Hamilton Holding Corp             | Booz Allen Hamilton Holding Corp             | CUSIP: 099502106<br>LEI: 529900JPV47PIUWMA015 | Long             | EC               | CORP              | US        |     70437 | NS      | $7362075.24   | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Academy Sports & Outdoors Inc                | Academy Sports & Outdoors Inc                | CUSIP: 00402L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     69055 | NS      | $3628149.70   | 0.32%             |  |  |  | No            |                  1 | On Loan: —       |
| INVESCO GOVT AND AGCY LEX                    | INVESCO GOVT AND AGCY LEX                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   5000000 | NS      | $5000000.00   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Karuna Therapeutics Inc                      | Karuna Therapeutics Inc                      | CUSIP: 48576A100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22235 | NS      | $4369177.50   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Avidity Biosciences Inc                      | Avidity Biosciences Inc                      | CUSIP: 05370A108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     39028 | NS      | $866031.32    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Entegris Inc                                 | Entegris Inc                                 | CUSIP: 29362U104<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | EC               | CORP              | US        |     36235 | NS      | $2376653.65   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| BRP Group Inc                                | BRP Group Inc                                | CUSIP: 05589G102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     57682 | NS      | $1450125.48   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| SUMITOMO BK NY                               | SUMITOMO BK NY                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   2000220 | PA      | $2000220.00   | 0.17%             | 2023-03-06      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| Replimune Group Inc                          | Replimune Group Inc                          | CUSIP: 76029N106<br>LEI: 549300AY704NEIRC4K64 | Long             | EC               | CORP              | US        |     62509 | NS      | $1700244.80   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Medpace Holdings Inc                         | Medpace Holdings Inc                         | CUSIP: 58506Q109<br>LEI: 549300H8TYEUVTW14A54 | Long             | EC               | CORP              | US        |     41126 | NS      | $8735573.66   | 0.76%             |  |  |  | No            |                  1 | On Loan: —       |
| Crocs Inc                                    | Crocs Inc                                    | CUSIP: 227046109<br>LEI: 549300B0J6YCXD63OG72 | Long             | EC               | CORP              | US        |     72360 | NS      | $7845994.80   | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| SS&C Technologies Holdings Inc               | SS&C Technologies Holdings Inc               | CUSIP: 78467J100<br>LEI: 529900POY8H7NPPNKK71 | Long             | EC               | CORP              | US        |     47258 | NS      | $2460251.48   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Bright Horizons Family Solutions Inc         | Bright Horizons Family Solutions Inc         | CUSIP: 109194100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13663 | NS      | $862135.30    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| IGM Biosciences Inc                          | IGM Biosciences Inc                          | CUSIP: 449585108<br>LEI: 5493008XCQES2N0VY969 | Long             | EC               | CORP              | US        |     22768 | NS      | $387283.68    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Grand Canyon Education Inc                   | Grand Canyon Education Inc                   | CUSIP: 38526M106<br>LEI: 529900XFER799IYOSW74 | Long             | EC               | CORP              | US        |     30300 | NS      | $3201498.00   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| DICE Therapeutics Inc                        | DICE Therapeutics Inc                        | CUSIP: 23345J104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     33171 | NS      | $1034935.20   | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| CorVel Corp                                  | CorVel Corp                                  | CUSIP: 221006109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     35271 | NS      | $5125934.43   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Mattel Inc                                   | Mattel Inc                                   | CUSIP: 577081102<br>LEI: 549300VELLG24KHTJ564 | Long             | EC               | CORP              | US        |    355576 | NS      | $6343475.84   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF NOVA SCOTIA HOUSTON                  | BANK OF NOVA SCOTIA HOUSTON                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   3001261 | PA      | $3001260.75   | 0.26%             | 2023-03-15      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| Ensign Group Inc/The                         | Ensign Group Inc/The                         | CUSIP: 29358P101<br>LEI: 5493003K4HEEA8Q0BC72 | Long             | EC               | CORP              | US        |    110128 | NS      | $10419210.08  | 0.91%             |  |  |  | No            |                  1 | On Loan: No      |
| Lumentum Holdings Inc                        | Lumentum Holdings Inc                        | CUSIP: 55024U109<br>LEI: 549300JLWRRC38DWEF52 | Long             | EC               | CORP              | US        |     57845 | NS      | $3017773.65   | 0.26%             |  |  |  | No            |                  1 | On Loan: —       |
| Ziff Davis Inc                               | Ziff Davis Inc                               | CUSIP: 48123V102<br>LEI: 5493008OJYGLHD7MXA18 | Long             | EC               | CORP              | US        |     30310 | NS      | $2397521.00   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Cognex Corp                                  | Cognex Corp                                  | CUSIP: 192422103<br>LEI: 549300JQTYZCLC43S226 | Long             | EC               | CORP              | US        |     25935 | NS      | $1221797.85   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Paylocity Holding Corp                       | Paylocity Holding Corp                       | CUSIP: 70438V106<br>LEI: 549300VH75FTB4DIEE07 | Long             | EC               | CORP              | US        |     23950 | NS      | $4652527.00   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Albany International Corp                    | Albany International Corp                    | CUSIP: 012348108<br>LEI: L73WCPNCZIRSQGZTW097 | Long             | EC               | CORP              | US        |     38469 | NS      | $3792658.71   | 0.33%             |  |  |  | No            |                  1 | On Loan: —       |
| Littelfuse Inc                               | Littelfuse Inc                               | CUSIP: 537008104<br>LEI: 549300MY7HLQFYTPCX75 | Long             | EC               | CORP              | US        |     11121 | NS      | $2448844.20   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Domino's Pizza Inc                           | Domino's Pizza Inc                           | CUSIP: 25754A201<br>LEI: 25490005ZWM1IF9UXU57 | Long             | EC               | CORP              | US        |      8159 | NS      | $2826277.60   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Blueprint Medicines Corp                     | Blueprint Medicines Corp                     | CUSIP: 09627Y109<br>LEI: 5299004CC60O9T5HVM83 | Long             | EC               | CORP              | US        |     65925 | NS      | $2888174.25   | 0.25%             |  |  |  | No            |                  1 | On Loan: —       |
| SLM Corp                                     | SLM Corp                                     | CUSIP: 78442P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    112026 | NS      | $1859631.60   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Morphic Holding Inc                          | Morphic Holding Inc                          | CUSIP: 61775R105<br>LEI: 549300RWWOUFLHTY1224 | Long             | EC               | CORP              | US        |     16800 | NS      | $449400.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CareDx Inc                                   | CareDx Inc                                   | CUSIP: 14167L103<br>LEI: 549300NQOFKL9NON0U06 | Long             | EC               | CORP              | US        |     38087 | NS      | $434572.67    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Prothena Corp PLC                            | Prothena Corp PLC                            | CUSIP: 000000000<br>LEI: 5299009ZXQ8NIIJ8OL30 | Long             | EC               | CORP              | IE        |     51805 | NS      | $3121251.25   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| FormFactor Inc                               | FormFactor Inc                               | CUSIP: 346375108<br>LEI: 549300YCEEO6SZD1ZR61 | Long             | EC               | CORP              | US        |    121568 | NS      | $2702456.64   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| TechnipFMC PLC                               | TechnipFMC PLC                               | CUSIP: 000000000<br>LEI: 549300D5I93QWCJTCK36 | Long             | EC               | CORP              | GB        |    498498 | NS      | $6076690.62   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Kymera Therapeutics Inc                      | Kymera Therapeutics Inc                      | CUSIP: 501575104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     45795 | NS      | $1143043.20   | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| IAA Inc                                      | IAA Inc                                      | CUSIP: 449253103<br>LEI: 549300PZCOPC5178W747 | Long             | EC               | CORP              | US        |    100589 | NS      | $4023560.00   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Curtiss-Wright Corp                          | Curtiss-Wright Corp                          | CUSIP: 231561101<br>LEI: TEL51ETZWP7D0ZM4X325 | Long             | EC               | CORP              | US        |     49796 | NS      | $8315434.04   | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF NOVA SCOTIA HOUSTON                  | BANK OF NOVA SCOTIA HOUSTON                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   2002338 | PA      | $2002338.00   | 0.17%             | 2023-08-16      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| FactSet Research Systems Inc                 | FactSet Research Systems Inc                 | CUSIP: 303075105<br>LEI: 549300ZSJE7NBK6K9P30 | Long             | EC               | CORP              | US        |     11669 | NS      | $4681719.49   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Watsco Inc                                   | Watsco Inc                                   | CUSIP: 942622200<br>LEI: 549300F1Y3LN5BX5WN75 | Long             | EC               | CORP              | US        |     12591 | NS      | $3140195.40   | 0.27%             |  |  |  | No            |                  1 | On Loan: —       |
| Fabrinet                                     | Fabrinet                                     | CUSIP: 000000000<br>LEI: 5493004TETZ6IYF7CV44 | Long             | EC               | CORP              | KY        |     60902 | NS      | $7808854.44   | 0.68%             |  |  |  | No            |                  1 | On Loan: —       |
| Louisiana-Pacific Corp                       | Louisiana-Pacific Corp                       | CUSIP: 546347105<br>LEI: 549300C7E2UAO5BVRR75 | Long             | EC               | CORP              | US        |     90952 | NS      | $5384358.40   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| APA Corp                                     | APA Corp                                     | CUSIP: 03743Q108<br>LEI: 549300VCIWLRHYVSHC79 | Long             | EC               | CORP              | US        |     40109 | NS      | $1872288.12   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Centrus Energy Corp                          | Centrus Energy Corp                          | CUSIP: 15643U104<br>LEI: 549300G6VDK9G8276661 | Long             | EC               | CORP              | US        |     21700 | NS      | $704816.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| BANK OF MONTREAL CHICAGO                     | BANK OF MONTREAL CHICAGO                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   3000000 | PA      | $3000000.00   | 0.26%             | 2023-03-02      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| IVERIC bio Inc                               | IVERIC bio Inc                               | CUSIP: 46583P102<br>LEI: 549300GZXI59U71XPM70 | Long             | EC               | CORP              | US        |     71149 | NS      | $1523300.09   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| PowerSchool Holdings Inc                     | PowerSchool Holdings Inc                     | CUSIP: 73939C106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     95100 | NS      | $2194908.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Shockwave Medical Inc                        | Shockwave Medical Inc                        | CUSIP: 82489T104<br>LEI: 549300LDXO56IC5Y1538 | Long             | EC               | CORP              | US        |     14213 | NS      | $2922334.93   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Chemed Corp                                  | Chemed Corp                                  | CUSIP: 16359R103<br>LEI: 54930020031IDJT2IM79 | Long             | EC               | CORP              | US        |      4070 | NS      | $2077450.10   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Molina Healthcare Inc                        | Molina Healthcare Inc                        | CUSIP: 60855R100<br>LEI: 549300NQQCEQ46YHZ591 | Long             | EC               | CORP              | US        |     26981 | NS      | $8909665.82   | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| Sarepta Therapeutics Inc                     | Sarepta Therapeutics Inc                     | CUSIP: 803607100<br>LEI: 549300IKDPIED8J8IG21 | Long             | EC               | CORP              | US        |     27123 | NS      | $3514598.34   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| UFP Industries Inc                           | UFP Industries Inc                           | CUSIP: 90278Q108<br>LEI: 5493007KB485C9OV5572 | Long             | EC               | CORP              | US        |     91560 | NS      | $7256130.00   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| LCI Industries                               | LCI Industries                               | CUSIP: 50189K103<br>LEI: 549300E1B98YNJ1WIQ04 | Long             | EC               | CORP              | US        |      6984 | NS      | $645670.80    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Bloomin' Brands Inc                          | Bloomin' Brands Inc                          | CUSIP: 094235108<br>LEI: E1UJ2GO305B5FXGV7N04 | Long             | EC               | CORP              | US        |     96305 | NS      | $1937656.60   | 0.17%             |  |  |  | No            |                  1 | On Loan: —       |
| FibroGen Inc                                 | FibroGen Inc                                 | CUSIP: 31572Q808<br>LEI: 549300Q914ULWWY95822 | Long             | EC               | CORP              | US        |     46600 | NS      | $746532.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Ubiquiti Inc                                 | Ubiquiti Inc                                 | CUSIP: 90353W103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3502 | NS      | $957902.06    | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| Landstar System Inc                          | Landstar System Inc                          | CUSIP: 515098101<br>LEI: 254900CUQXQRL09MEI52 | Long             | EC               | CORP              | US        |     28267 | NS      | $4604694.30   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Novanta Inc                                  | Novanta Inc                                  | CUSIP: 67000B104<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     56139 | NS      | $7627605.93   | 0.67%             |  |  |  | No            |                  1 | On Loan: —       |
| Palomar Holdings Inc                         | Palomar Holdings Inc                         | CUSIP: 69753M105<br>LEI: 549300DOI1MUW11BLX74 | Long             | EC               | CORP              | US        |     60857 | NS      | $2748302.12   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Boyd Gaming Corp                             | Boyd Gaming Corp                             | CUSIP: 103304101<br>LEI: 254900787YGRYS2A1Z35 | Long             | EC               | CORP              | US        |    120919 | NS      | $6593713.07   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Penske Automotive Group Inc                  | Penske Automotive Group Inc                  | CUSIP: 70959W103<br>LEI: 549300W7UTQ0M4C7LB15 | Long             | EC               | CORP              | US        |     13135 | NS      | $1509605.55   | 0.13%             |  |  |  | No            |                  1 | On Loan: —       |
| Option Care Health Inc                       | Option Care Health Inc                       | CUSIP: 68404L201<br>LEI: 549300DI3Q5ACSYJRI17 | Long             | EC               | CORP              | US        |    202409 | NS      | $6090486.81   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| LPL Financial Holdings Inc                   | LPL Financial Holdings Inc                   | CUSIP: 50212V100<br>LEI: 549300XROQ4Y8G2L7682 | Long             | EC               | CORP              | US        |     30633 | NS      | $6621935.61   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Embecta Corp                                 | Embecta Corp                                 | CUSIP: 29082K105<br>LEI: 549300RPG8GXVDHNXZ62 | Long             | EC               | CORP              | US        |     34200 | NS      | $864918.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| NeoGenomics Inc                              | NeoGenomics Inc                              | CUSIP: 64049M209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     33273 | NS      | $307442.52    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Magnolia Oil & Gas Corp                      | Magnolia Oil & Gas Corp                      | CUSIP: 559663109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    256502 | NS      | $6014971.90   | 0.53%             |  |  |  | No            |                  1 | On Loan: —       |
| Travel + Leisure Co                          | Travel + Leisure Co                          | CUSIP: 894164102<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | EC               | CORP              | US        |     56286 | NS      | $2048810.40   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| MKS Instruments Inc                          | MKS Instruments Inc                          | CUSIP: 55306N104<br>LEI: 549300KEQATBHAGVF505 | Long             | EC               | CORP              | US        |     24663 | NS      | $2089695.99   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Concentrix Corp                              | Concentrix Corp                              | CUSIP: 20602D101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     37600 | NS      | $5006816.00   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| ACI Worldwide Inc                            | ACI Worldwide Inc                            | CUSIP: 004498101<br>LEI: 5493003BPVMZUJ6F5C02 | Long             | EC               | CORP              | US        |     76487 | NS      | $1759201.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Ultragenyx Pharmaceutical Inc                | Ultragenyx Pharmaceutical Inc                | CUSIP: 90400D108<br>LEI: 529900EV44GVDN1DCX77 | Long             | EC               | CORP              | US        |     60251 | NS      | $2791428.83   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Euronet Worldwide Inc                        | Euronet Worldwide Inc                        | CUSIP: 298736109<br>LEI: YG3575C4DSHJPA5KET68 | Long             | EC               | CORP              | US        |     32099 | NS      | $3029503.62   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Ventyx Biosciences Inc                       | Ventyx Biosciences Inc                       | CUSIP: 92332V107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23300 | NS      | $764007.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Insmed Inc                                   | Insmed Inc                                   | CUSIP: 457669307<br>LEI: 529900Q55QAG41CCAC11 | Long             | EC               | CORP              | US        |    190077 | NS      | $3797738.46   | 0.33%             |  |  |  | No            |                  1 | On Loan: —       |
| Carriage Services Inc                        | Carriage Services Inc                        | CUSIP: 143905107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     29400 | NS      | $809676.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Acadia Healthcare Co Inc                     | Acadia Healthcare Co Inc                     | CUSIP: 00404A109<br>LEI: 5493005CW985Y9D0NC11 | Long             | EC               | CORP              | US        |     17000 | NS      | $1399440.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| TechTarget Inc                               | TechTarget Inc                               | CUSIP: 87874R100<br>LEI: 529900YQA5JL2H2VMB84 | Long             | EC               | CORP              | US        |     16605 | NS      | $731616.30    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| NCR Corp                                     | NCR Corp                                     | CUSIP: 62886E108<br>LEI: 549300YKTY8JX1DV2R67 | Long             | EC               | CORP              | US        |    104007 | NS      | $2434803.87   | 0.21%             |  |  |  | No            |                  1 | On Loan: —       |
| Envestnet Inc                                | Envestnet Inc                                | CUSIP: 29404K106<br>LEI: 549300HLWZ5OKIDM8737 | Long             | EC               | CORP              | US        |     59432 | NS      | $3666954.40   | 0.32%             |  |  |  | No            |                  1 | On Loan: —       |
| PTC Inc                                      | PTC Inc                                      | CUSIP: 69370C100<br>LEI: 54930050SSMU8SKDJ030 | Long             | EC               | CORP              | US        |     38440 | NS      | $4614337.60   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Moog Inc                                     | Moog Inc                                     | CUSIP: 615394202<br>LEI: 549300WM2I4U7OBAHG07 | Long             | EC               | CORP              | US        |     24439 | NS      | $2144766.64   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Arvinas Inc                                  | Arvinas Inc                                  | CUSIP: 04335A105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     41891 | NS      | $1433091.11   | 0.13%             |  |  |  | No            |                  1 | On Loan: —       |
| Casella Waste Systems Inc                    | Casella Waste Systems Inc                    | CUSIP: 147448104<br>LEI: 8EU0XUFVJ48U37IIDH51 | Long             | EC               | CORP              | US        |    143282 | NS      | $11363695.42  | 0.99%             |  |  |  | No            |                  1 | On Loan: No      |
| Descartes Systems Group Inc/The              | Descartes Systems Group Inc/The              | CUSIP: 249906108<br>LEI: 875500NEPA7JI5EOMN45 | Long             | EC               | CORP              | CA        |    109245 | NS      | $7608914.25   | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Azenta Inc                                   | Azenta Inc                                   | CUSIP: 114340102<br>LEI: 35ZN6X1ANPH25YN32Y17 | Long             | EC               | CORP              | US        |     10261 | NS      | $597395.42    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Monolithic Power Systems Inc                 | Monolithic Power Systems Inc                 | CUSIP: 609839105<br>LEI: 529900TB7O85LSZ1XU31 | Long             | EC               | CORP              | US        |      7001 | NS      | $2475623.61   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Natera Inc                                   | Natera Inc                                   | CUSIP: 632307104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     60579 | NS      | $2433458.43   | 0.21%             |  |  |  | No            |                  1 | On Loan: —       |
| CBIZ Inc                                     | CBIZ Inc                                     | CUSIP: 124805102<br>LEI: 529900D5X8CFM8O1N813 | Long             | EC               | CORP              | US        |     81936 | NS      | $3838701.60   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Neurocrine Biosciences Inc                   | Neurocrine Biosciences Inc                   | CUSIP: 64125C109<br>LEI: 549300FECER0XBN49756 | Long             | EC               | CORP              | US        |     32797 | NS      | $3917273.68   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Exelixis Inc                                 | Exelixis Inc                                 | CUSIP: 30161Q104<br>LEI: 254900PJQB59O2O95R37 | Long             | EC               | CORP              | US        |    172499 | NS      | $2766883.96   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| XPO Inc                                      | XPO Inc                                      | CUSIP: 983793100<br>LEI: 54930096DB9LCLPN7H13 | Long             | EC               | CORP              | US        |     99437 | NS      | $3310257.73   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Weatherford International PLC                | Weatherford International PLC                | CUSIP: 000000000<br>LEI: 529900LPBDSCQDJKHQ39 | Long             | EC               | CORP              | IE        |     77872 | NS      | $3965242.24   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| CACI International Inc                       | CACI International Inc                       | CUSIP: 127190304<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | EC               | CORP              | US        |     30132 | NS      | $9057377.88   | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| Matador Resources Co                         | Matador Resources Co                         | CUSIP: 576485205<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | EC               | CORP              | US        |    109742 | NS      | $6281632.08   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Choice Hotels International Inc              | Choice Hotels International Inc              | CUSIP: 169905106<br>LEI: 5493003CYRY5RFGTIR97 | Long             | EC               | CORP              | US        |     65004 | NS      | $7322050.56   | 0.64%             |  |  |  | No            |                  1 | On Loan: —       |
| Rapid7 Inc                                   | Rapid7 Inc                                   | CUSIP: 753422104<br>LEI: 549300GNVG5D60KEYN14 | Long             | EC               | CORP              | US        |     47949 | NS      | $1629307.02   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Lantheus Holdings Inc                        | Lantheus Holdings Inc                        | CUSIP: 516544103<br>LEI: 5299005HUB5IOJGO7S39 | Long             | EC               | CORP              | US        |     98052 | NS      | $4996729.92   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Cogent Communications Holdings Inc           | Cogent Communications Holdings Inc           | CUSIP: 19239V302<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17025 | NS      | $971787.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| EVERTEC Inc                                  | EVERTEC Inc                                  | CUSIP: 30040P103<br>LEI: N/A                  | Long             | EC               | CORP              | PR        |     62147 | NS      | $2012319.86   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Cytokinetics Inc                             | Cytokinetics Inc                             | CUSIP: 23282W605<br>LEI: 549300BE5DY1HW7IHA64 | Long             | EC               | CORP              | US        |     66802 | NS      | $3060867.64   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Berry Global Group Inc                       | Berry Global Group Inc                       | CUSIP: 08579W103<br>LEI: 549300G6KKUMMXM8NH73 | Long             | EC               | CORP              | US        |     35174 | NS      | $2125564.82   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Haemonetics Corp                             | Haemonetics Corp                             | CUSIP: 405024100<br>LEI: 549300ZEL6TXZS6F5F95 | Long             | EC               | CORP              | US        |     56747 | NS      | $4463151.55   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| NORDEA BANK ABP, NEW YORK BRANCH             | NORDEA BANK ABP, NEW YORK BRANCH             | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   3000831 | PA      | $3000831.00   | 0.26%             | 2023-02-27      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| Builders FirstSource Inc                     | Builders FirstSource Inc                     | CUSIP: 12008R107<br>LEI: 549300W0SKP6L3H7DP63 | Long             | EC               | CORP              | US        |     88730 | NS      | $5756802.40   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| ICU Medical Inc                              | ICU Medical Inc                              | CUSIP: 44930G107<br>LEI: 5493003NRW7LS2QZRH60 | Long             | EC               | CORP              | US        |     26865 | NS      | $4230700.20   | 0.37%             |  |  |  | No            |                  1 | On Loan: —       |
| Nurix Therapeutics Inc                       | Nurix Therapeutics Inc                       | CUSIP: 67080M103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23600 | NS      | $259128.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MIT UFJ TR NY                                | MIT UFJ TR NY                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   4001200 | PA      | $4001200.00   | 0.35%             | 2023-02-14      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| John Bean Technologies Corp                  | John Bean Technologies Corp                  | CUSIP: 477839104<br>LEI: 5493007CT6ATBZ2L6826 | Long             | EC               | CORP              | US        |     46458 | NS      | $4243009.14   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Nabors Industries Ltd                        | Nabors Industries Ltd                        | CUSIP: 000000000<br>LEI: 5493008TXYN3II3PU369 | Long             | EC               | CORP              | BM        |     12800 | NS      | $1982336.00   | 0.17%             |  |  |  | No            |                  1 | On Loan: —       |
| Murphy USA Inc                               | Murphy USA Inc                               | CUSIP: 626755102<br>LEI: 549300Y081F8XIKQIO72 | Long             | EC               | CORP              | US        |     28386 | NS      | $7935022.44   | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Signal Corp                          | Federal Signal Corp                          | CUSIP: 313855108<br>LEI: 549300RTXZRPTNP6G884 | Long             | EC               | CORP              | US        |     58879 | NS      | $2736107.13   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Clean Harbors Inc                            | Clean Harbors Inc                            | CUSIP: 184496107<br>LEI: 5493000SJVZVZJKHJF48 | Long             | EC               | CORP              | US        |     58423 | NS      | $6667232.76   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Boston Beer Co Inc/The                       | Boston Beer Co Inc/The                       | CUSIP: 100557107<br>LEI: 529900Q02MQ0DCQNRM58 | Long             | EC               | CORP              | US        |      4815 | NS      | $1586638.80   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| WESTERN ASST GOV FD                          | WESTERN ASST GOV FD                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   2000000 | NS      | $2000000.00   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Rocket Pharmaceuticals Inc                   | Rocket Pharmaceuticals Inc                   | CUSIP: 77313F106<br>LEI: 549300R7VV82YUIN4Y93 | Long             | EC               | CORP              | US        |     49031 | NS      | $959536.67    | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| Hexcel Corp                                  | Hexcel Corp                                  | CUSIP: 428291108<br>LEI: S6Q7LW43WUBUHXY2QP69 | Long             | EC               | CORP              | US        |     59951 | NS      | $3528116.35   | 0.31%             |  |  |  | No            |                  1 | On Loan: —       |
| Informatica Inc                              | Informatica Inc                              | CUSIP: 45674M101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    104800 | NS      | $1707192.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: —       |
| Livent Corp                                  | Livent Corp                                  | CUSIP: 53814L108<br>LEI: 254900OOLQ2VNMZTJL47 | Long             | EC               | CORP              | US        |    199105 | NS      | $3956216.35   | 0.35%             |  |  |  | No            |                  1 | On Loan: —       |
| HSBC Securities,Inc.                         | HSBC Securities,Inc.                         | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | Long             | RA               | CORP              | US        |   2000000 | PA      | $2000000.00   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Deckers Outdoor Corp                         | Deckers Outdoor Corp                         | CUSIP: 243537107<br>LEI: 5493008LG4W3I6K8J118 | Long             | EC               | CORP              | US        |     13324 | NS      | $5318407.84   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Global Markets Inc                 | Citigroup Global Markets Inc                 | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | Long             | RA               | CORP              | US        |   4000000 | PA      | $4000000.00   | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| Rexford Industrial Realty Inc                | Rexford Industrial Realty Inc                | CUSIP: 76169C100<br>LEI: 549300MSLO0DF0EMX355 | Long             | EC               |  | US        |     52507 | NS      | $2868982.48   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Shoals Technologies Group Inc                | Shoals Technologies Group Inc                | CUSIP: 82489W107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     88800 | NS      | $2190696.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Alpha Metallurgical Resources Inc            | Alpha Metallurgical Resources Inc            | CUSIP: 020764106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16400 | NS      | $2400796.00   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Alkermes PLC                                 | Alkermes PLC                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |    176015 | NS      | $4599271.95   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Performance Food Group Co                    | Performance Food Group Co                    | CUSIP: 71377A103<br>LEI: 549300EUK8GR9IT1YK57 | Long             | EC               | CORP              | US        |    147749 | NS      | $8627064.11   | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| Sapiens International Corp NV                | Sapiens International Corp NV                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |    128062 | NS      | $2366585.76   | 0.21%             |  |  |  | No            |                  1 | On Loan: —       |
| McGrath RentCorp                             | McGrath RentCorp                             | CUSIP: 580589109<br>LEI: 254900EUH6IPWFQ83445 | Long             | EC               | CORP              | US        |     23554 | NS      | $2325721.96   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Mercury Systems Inc                          | Mercury Systems Inc                          | CUSIP: 589378108<br>LEI: 549300P3B84SGK7HH679 | Long             | EC               | CORP              | US        |     35269 | NS      | $1577935.06   | 0.14%             |  |  |  | No            |                  1 | On Loan: —       |
| Amicus Therapeutics Inc                      | Amicus Therapeutics Inc                      | CUSIP: 03152W109<br>LEI: 549300MRD1SMUTNBPQ53 | Long             | EC               | CORP              | US        |    167196 | NS      | $2041463.16   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| PROCEPT BioRobotics Corp                     | PROCEPT BioRobotics Corp                     | CUSIP: 74276L105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     39200 | NS      | $1628368.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: —       |
| Broadridge Financial Solutions Inc           | Broadridge Financial Solutions Inc           | CUSIP: 11133T103<br>LEI: 549300KZDJZQ2YIHRC28 | Long             | EC               | CORP              | US        |     22193 | NS      | $2976747.09   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| STERIS PLC                                   | STERIS PLC                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |     25004 | NS      | $4617988.76   | 0.40%             |  |  |  | No            |                  1 | On Loan: —       |
| Lattice Semiconductor Corp                   | Lattice Semiconductor Corp                   | CUSIP: 518415104<br>LEI: 549300LRBBPZDQ2II567 | Long             | EC               | CORP              | US        |    162569 | NS      | $10547476.72  | 0.92%             |  |  |  | No            |                  1 | On Loan: No      |
| Equity LifeStyle Properties Inc              | Equity LifeStyle Properties Inc              | CUSIP: 29472R108<br>LEI: 529900PEQG66LENB6798 | Long             | EC               |  | US        |     38214 | NS      | $2468624.40   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| C4 Therapeutics Inc                          | C4 Therapeutics Inc                          | CUSIP: 12529R107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12500 | NS      | $73750.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Scholar Rock Holding Corp                    | Scholar Rock Holding Corp                    | CUSIP: 80706P103<br>LEI: 549300Z1FLPGL4OWJ459 | Long             | EC               | CORP              | US        |     54777 | NS      | $495731.85    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| West Pharmaceutical Services Inc             | West Pharmaceutical Services Inc             | CUSIP: 955306105<br>LEI: 5493007NKRGM1RJQ1P16 | Long             | EC               | CORP              | US        |     17143 | NS      | $4034605.05   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| PTC Therapeutics Inc                         | PTC Therapeutics Inc                         | CUSIP: 69366J200<br>LEI: 549300UJLWOIWFDGB318 | Long             | EC               | CORP              | US        |     77121 | NS      | $2943708.57   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Ormat Technologies Inc                       | Ormat Technologies Inc                       | CUSIP: 686688102<br>LEI: 5493000TSHHWY24VHM09 | Long             | EC               | CORP              | US        |     21873 | NS      | $1891577.04   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Digital Turbine Inc                          | Digital Turbine Inc                          | CUSIP: 25400W102<br>LEI: 549300D0WZR1VI2QGB24 | Long             | EC               | CORP              | US        |     89045 | NS      | $1357045.80   | 0.12%             |  |  |  | No            |                  1 | On Loan: —       |
| Atkore Inc                                   | Atkore Inc                                   | CUSIP: 047649108<br>LEI: 52990002TI38AM4RPV48 | Long             | EC               | CORP              | US        |     73310 | NS      | $8314820.20   | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF NOVA SCOTIA HOUSTON                  | BANK OF NOVA SCOTIA HOUSTON                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   5000089 | PA      | $5000089.20   | 0.44%             | 2023-01-06      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| CITIBANK NY                                  | CITIBANK NY                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   3000213 | PA      | $3000213.00   | 0.26%             | 2023-03-27      | Floating      | 4.68%                 | No            |                  2 | On Loan: No      |
| TopBuild Corp                                | TopBuild Corp                                | CUSIP: 89055F103<br>LEI: 5493007YSKHOL4RWII46 | Long             | EC               | CORP              | US        |     23376 | NS      | $3658110.24   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS NEW YORK                            | BARCLAYS NEW YORK                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   4999990 | PA      | $4999990.00   | 0.44%             | 2023-03-21      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| Catalent Inc                                 | Catalent Inc                                 | CUSIP: 148806102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     55049 | NS      | $2477755.49   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| AAON Inc                                     | AAON Inc                                     | CUSIP: 000360206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     41300 | NS      | $3110716.00   | 0.27%             |  |  |  | No            |                  1 | On Loan: —       |
| Fair Isaac Corp                              | Fair Isaac Corp                              | CUSIP: 303250104<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | EC               | CORP              | US        |     13119 | NS      | $7852771.02   | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| Alarm.com Holdings Inc                       | Alarm.com Holdings Inc                       | CUSIP: 011642105<br>LEI: 549300HIH92U1EKIHZ32 | Long             | EC               | CORP              | US        |     14388 | NS      | $711918.24    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Graco Inc                                    | Graco Inc                                    | CUSIP: 384109104<br>LEI: 4T5VJ4S81BRT6Q7GGT78 | Long             | EC               | CORP              | US        |     18001 | NS      | $1210747.26   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Floor & Decor Holdings Inc                   | Floor & Decor Holdings Inc                   | CUSIP: 339750101<br>LEI: 549300M5FR3N688XGQ36 | Long             | EC               | CORP              | US        |      6643 | NS      | $462552.09    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Tenable Holdings Inc                         | Tenable Holdings Inc                         | CUSIP: 88025T102<br>LEI: 5493004S5OMPESF0EF83 | Long             | EC               | CORP              | US        |     88859 | NS      | $3389970.85   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Xencor Inc                                   | Xencor Inc                                   | CUSIP: 98401F105<br>LEI: 549300V5IF65437JKG30 | Long             | EC               | CORP              | US        |     77624 | NS      | $2021328.96   | 0.18%             |  |  |  | No            |                  1 | On Loan: —       |
| Onto Innovation Inc                          | Onto Innovation Inc                          | CUSIP: 683344105<br>LEI: 254900RXZVN73CHOO062 | Long             | EC               | CORP              | US        |     61741 | NS      | $4203944.69   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingevity Corp                                | Ingevity Corp                                | CUSIP: 45688C107<br>LEI: 5493009UTFC4B5IMGF87 | Long             | EC               | CORP              | US        |     47008 | NS      | $3311243.52   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Element Solutions Inc                        | Element Solutions Inc                        | CUSIP: 28618M106<br>LEI: 549300FLGN6P5CU20J91 | Long             | EC               | CORP              | US        |    239559 | NS      | $4357578.21   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Aspen Technology Inc                         | Aspen Technology Inc                         | CUSIP: 29109X106<br>LEI: 254900545H80W6GA2J08 | Long             | EC               | CORP              | US        |     12004 | NS      | $2465621.60   | 0.22%             |  |  |  | No            |                  1 | On Loan: —       |
| Maravai LifeSciences Holdings Inc            | Maravai LifeSciences Holdings Inc            | CUSIP: 56600D107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    118125 | NS      | $1690368.75   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF MONTREAL CHICAGO                     | BANK OF MONTREAL CHICAGO                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   2002702 | PA      | $2002701.60   | 0.17%             | 2023-11-08      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| Allogene Therapeutics Inc                    | Allogene Therapeutics Inc                    | CUSIP: 019770106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     61692 | NS      | $388042.68    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| BellRing Brands Inc                          | BellRing Brands Inc                          | CUSIP: 07831C103<br>LEI: 549300S3BOK5CMTS8054 | Long             | EC               | CORP              | US        |    107059 | NS      | $2744992.76   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| CSW Industrials Inc                          | CSW Industrials Inc                          | CUSIP: 126402106<br>LEI: 549300SYOEO3RVQ7FB83 | Long             | EC               | CORP              | US        |     25590 | NS      | $2966648.70   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Zentalis Pharmaceuticals Inc                 | Zentalis Pharmaceuticals Inc                 | CUSIP: 98943L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     24973 | NS      | $502956.22    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| SPS Commerce Inc                             | SPS Commerce Inc                             | CUSIP: 78463M107<br>LEI: 2549006XVF9GCCETDQ72 | Long             | EC               | CORP              | US        |     58331 | NS      | $7491450.33   | 0.65%             |  |  |  | No            |                  1 | On Loan: —       |

### Signature

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

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

**Signature:** Alan Otis

**Name of Signer:** Alan Otis

**Title:** Treasurer