NPORT-P false 0000710826 XXXXXXXX S000006510 C000017801 C000017800 C000017799 Brighthouse Funds Trust II 811-03618 0000710826 549300NPPA08K2CWOV06 BRIGHTHOUSE INVESTMENT ADVISERS, LLC ONE FINANCIAL CENTER BOSTON 02111 980-949-5130 Loomis Sayles Small Cap Core Portfolio S000006510 549300WOFRTKHYY5PI50 2020-12-31 2020-06-30 N 449665719.50 98466142.14 351199577.36 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 N Goosehead Insurance Inc 549300WH5MBIWHJ9XY95 38267D109 28763.00000000 NS USD 2161827.08000000 0.615555148514 Long EC CORP US N 1 N N Belden Inc 68BKYO1JC791TTJHUE82 077454106 32819.00000000 NS USD 1068258.45000000 0.304174184385 Long EC CORP US N 1 N N Home BancShares Inc/AR N/A 436893200 129552.00000000 NS USD 1992509.76000000 0.567344008491 Long EC CORP US N 1 N N Arco Platform Ltd N/A 000000000 20114.00000000 NS USD 874556.72000000 0.249019866872 Long EC CORP KY N 1 N N Unisys Corp 549300T21W22FIJJOW08 909214306 105844.00000000 NS USD 1154758.04000000 0.328803937829 Long EC CORP US N 1 N N SpringWorks Therapeutics Inc N/A 85205L107 15868.00000000 NS USD 666456.00000000 0.189765604221 Long EC CORP US N 1 N N Globant SA 2221008DCMSPYS42DS88 000000000 12365.00000000 NS USD 1852895.25000000 0.527590398578 Long EC CORP LU N 1 N N N Generac Holdings Inc 529900S2H2AHJHSFFI84 368736104 15490.00000000 NS USD 1888695.70000000 0.537784160845 Long EC CORP US N 1 N N N Kornit Digital Ltd 5299006DPCQWP3VTFK34 000000000 30376.00000000 NS USD 1621470.88000000 0.461694997524 Long EC CORP IL N 1 N N FIDELITY INST GOVT LEX N/A 000000000 10000000.00000000 NS USD 10000000.00000000 2.847383836612 Long STIV RF US N 1 N N Alamo Group Inc 54930080C93RVZRSDV26 011311107 22650.00000000 NS USD 2324796.00000000 0.661958655382 Long EC CORP US N 1 N N Marriott Vacations Worldwide Corp 549300WA6BT5H4F7IO94 57164Y107 22272.00000000 NS USD 1830981.12000000 0.521350604623 Long EC CORP US N 1 N N N Arcosa Inc 549300WFHLTCZV7D6V29 039653100 66800.00000000 NS USD 2818960.00000000 0.802666114005 Long EC CORP US N 1 N N N MS GOVT US LEX N/A 000000000 5000000.00000000 NS USD 5000000.00000000 1.423691918306 Long STIV RF US N 1 N N DEUTSCHE BANK AG, LONDON BRANCH 7LTWFZYICNSX8D621K86 000000000 800000.00000000 PA USD 800000.00000000 0.227790706928 Long RA CORP US N 2 Repurchase Y 0.22000000 2020-07-01 759104.00000000 USD 807016.46000000 USD CDS 10832.00000000 USD 8987.62000000 USD N N Xencor Inc 549300V5IF65437JKG30 98401F105 23814.00000000 NS USD 771335.46000000 0.219628812141 Long EC CORP US N 1 N N KAR Auction Services Inc 5493004HKD20LBSG7D03 48238T109 62203.00000000 NS USD 855913.28000000 0.243711363901 Long EC CORP US N 1 N N Cracker Barrel Old Country Store Inc 8P4PHQIUWPIECBFBW745 22410J106 8442.00000000 NS USD 936302.22000000 0.266601180741 Long EC CORP US N 1 N N GCI Liberty Inc N/A 36164V305 53435.00000000 NS USD 3800297.20000000 1.082090482160 Long EC CORP US N 1 N N N TFDXX LEX BLACKROCK FED FUND N/A 000000000 10000000.00000000 NS USD 10000000.00000000 2.847383836612 Long STIV RF US N 1 N N Madison Square Garden Entertainment Corp N/A 55826T102 19923.00000000 NS USD 1494225.00000000 0.425463211326 Long EC CORP US N 1 N N MDU Resources Group Inc N/A 552690109 81083.00000000 NS USD 1798420.94000000 0.512079471598 Long EC CORP US N 1 N N N Nomad Foods Ltd 5493000ZZ1837DS2SI43 000000000 162805.00000000 NS USD 3492167.25000000 0.994354058239 Long EC CORP VG N 1 N N N Argenx SE 7245009C5FZE6G9ODQ71 04016X101 427.00000000 NS USD 96173.21000000 0.027384204366 Long EC CORP NL N 1 N N N EVERTEC Inc N/A 000000000 30844.00000000 NS USD 866716.40000000 0.246787426828 Long EC CORP PR N 1 N N N Herc Holdings Inc 549300TP80QLITMSBP82 42704L104 43751.00000000 NS USD 1344468.23000000 0.382821710694 Long EC CORP US N 1 N N N GW Pharmaceuticals PLC 213800ISBN5CNUZMHZ39 36197T103 7751.00000000 NS USD 951202.72000000 0.270843925026 Long EC CORP GB N 1 N N N ALLETE Inc 549300NNLSIMY6Z8OT86 018522300 43117.00000000 NS USD 2354619.37000000 0.670450513551 Long EC CORP US N 1 N N N Skyline Champion Corp N/A 830830105 49573.00000000 NS USD 1206606.82000000 0.343567275641 Long EC CORP US N 1 N N N Silicon Laboratories Inc 4PRDF8Q9TDHRVZKZSZ47 826919102 13530.00000000 NS USD 1356653.10000000 0.386291210883 Long EC CORP US N 1 N N N National Instruments Corp 549300TP4OOPCYWDUP86 636518102 25764.00000000 NS USD 997324.44000000 0.283976549031 Long EC CORP US N 1 N N AAON Inc N/A 000360206 28006.00000000 NS USD 1520445.74000000 0.432929262452 Long EC CORP US N 1 N N United Therapeutics Corp 5299005C4HZL4UWROC14 91307C102 19070.00000000 NS USD 2307470.00000000 0.657025278146 Long EC CORP US N 1 N N N frontdoor Inc 5493008RB0JZJI3QGZ06 35905A109 60203.00000000 NS USD 2668798.99000000 0.759909510729 Long EC CORP US N 1 N N Verint Systems Inc 549300KEQJS5FRVUCO94 92343X100 38164.00000000 NS USD 1724249.52000000 0.490960021353 Long EC CORP US N 1 N N N Viavi Solutions Inc 5493006K3E3N1QOBF092 925550105 119300.00000000 NS USD 1519882.00000000 0.432768744035 Long EC CORP US N 1 N N N Simply Good Foods Co/The N/A 82900L102 50102.00000000 NS USD 930895.16000000 0.265061583216 Long EC CORP US N 1 N N Itron Inc 24F6LSZD18II6ICG6S41 465741106 16458.00000000 NS USD 1090342.50000000 0.310462361087 Long EC CORP US N 1 N N N UFP Industries Inc 5493007KB485C9OV5572 90278Q108 58512.00000000 NS USD 2896929.12000000 0.824866915210 Long EC CORP US N 1 N N N TORONTO DOMINION NY N/A 000000000 1000174.95000000 PA USD 1000174.95000000 0.284788198641 Long STIV CORP US N 2 2020-09-08 Floating 0.45000000 N N N N N PJT Partners Inc 549300W3WBEQUBKYTN87 69343T107 21272.00000000 NS USD 1092104.48000000 0.310964064424 Long EC CORP US N 1 N N N Rexford Industrial Realty Inc 549300MSLO0DF0EMX355 76169C100 65662.00000000 NS USD 2720376.66000000 0.774595653118 Long EC US N 1 N N N Americold Realty Trust 549300R7N1V5YV8MWH02 03064D108 65646.00000000 NS USD 2382949.80000000 0.678517274397 Long EC US N 1 N N CHINA CONSTRUCTION BANK CORP NY N/A 000000000 999983.00000000 PA USD 999983.00000000 0.284733543108 Long STIV CORP US N 2 2020-08-18 Fixed 0.50000000 N N N N N DEUTSCHE BANK AG, LONDON BRANCH 7LTWFZYICNSX8D621K86 000000000 2400000.00000000 PA USD 2400000.00000000 0.683372120786 Long RA CORP US N 2 Repurchase Y 0.33000000 2020-07-01 3973.60000000 USD 4091.72000000 USD UST 61609.42000000 USD 2662797.10000000 USD EQT N N Palomar Holdings Inc 549300DOI1MUW11BLX74 69753M105 22475.00000000 NS USD 1927456.00000000 0.548820706018 Long EC CORP US N 1 N N CIBC NY N/A 000000000 2000642.00000000 PA USD 2000642.00000000 0.569659569364 Long STIV CORP US N 2 2020-08-06 Floating 0.43000000 N N N N N ASGN Inc LZBNYYCBUKY537072438 00191U102 25412.00000000 NS USD 1694472.16000000 0.482481263997 Long EC CORP US N 1 N N BioTelemetry Inc 549300E1RQ91KHELWN02 090672106 27174.00000000 NS USD 1227993.06000000 0.349656759051 Long EC CORP US N 1 N N N LHC Group Inc 5299009NPLWAMRQYZX73 50187A107 12645.00000000 NS USD 2204276.40000000 0.627642099278 Long EC CORP US N 1 N N Employers Holdings Inc N/A 292218104 65494.00000000 NS USD 1974644.10000000 0.562256969340 Long EC CORP US N 1 N N N Pinnacle Financial Partners Inc 54930098EZ8JMSAZGS24 72346Q104 42106.00000000 NS USD 1768030.94000000 0.503426272118 Long EC CORP US N 1 N N Mercury Systems Inc 549300P3B84SGK7HH679 589378108 24321.00000000 NS USD 1913089.86000000 0.544730114535 Long EC CORP US N 1 N N Strategic Education Inc 0PYXF82EO1UCNGL5I740 86272C103 6655.00000000 NS USD 1022540.75000000 0.291156600382 Long EC CORP US N 1 N N Natera Inc N/A 632307104 26470.00000000 NS USD 1319794.20000000 0.375796067273 Long EC CORP US N 1 N N N Popular Inc 5493008CARDZMVQ3LO89 000000000 57298.00000000 NS USD 2129766.66000000 0.606426316344 Long EC CORP PR N 1 N N N Rapid7 Inc 549300GNVG5D60KEYN14 753422104 29187.00000000 NS USD 1489120.74000000 0.424009832584 Long EC CORP US N 1 N N Stoneridge Inc PNBCIH9LE7WI83VJIF08 86183P102 31933.00000000 NS USD 659735.78000000 0.187852099640 Long EC CORP US N 1 N N N Perspecta Inc 549300XIT2GJKMZC0O65 715347100 82286.00000000 NS USD 1911503.78000000 0.544278496679 Long EC CORP US N 1 N N N Steven Madden Ltd 549300Z9GZ7GYJWSGF43 556269108 27068.00000000 NS USD 668308.92000000 0.190293201667 Long EC CORP US N 1 N N CryoPort Inc N/A 229050307 23313.00000000 NS USD 705218.25000000 0.200802704633 Long EC CORP US N 1 N N Kimball International Inc 549300RYF7HKL9SKYG25 494274103 90350.00000000 NS USD 1044446.00000000 0.297393865861 Long EC CORP US N 1 N N N Altra Industrial Motion Corp NQ0NIXPGW4YKG4MWM571 02208R106 57215.00000000 NS USD 1822869.90000000 0.519041028950 Long EC CORP US N 1 N N N Aaron's Inc 529900IVEJ72I7MQ3Z14 002535300 19485.00000000 NS USD 884619.00000000 0.251884984216 Long EC CORP US N 1 N N American Woodmark Corp N/A 030506109 16146.00000000 NS USD 1221444.90000000 0.347792246557 Long EC CORP US N 1 N N N Cannae Holdings Inc 549300OGRF1ICI7D2V77 13765N107 50201.00000000 NS USD 2063261.10000000 0.587489630685 Long EC CORP US N 1 N N Supernus Pharmaceuticals Inc 549300GRM36VBKISYJ58 868459108 62694.00000000 NS USD 1488982.50000000 0.423970470349 Long EC CORP US N 1 N N Advanced Drainage Systems Inc 6QQTOZ5MF5DHM7K92I60 00790R104 29020.00000000 NS USD 1433588.00000000 0.408197529956 Long EC CORP US N 1 N N N HealthEquity Inc 529900LRJU1RAFQHM467 42226A107 16701.00000000 NS USD 979847.67000000 0.279000241790 Long EC CORP US N 1 N N DEUTSCHE BANK SECURITIES INC. 9J6MBOOO7BECTDTUZW19 000000000 3076586.97000000 PA USD 3076586.97000000 0.876022401031 Long RA CORP US N 2 Repurchase Y 0.05000000 2020-07-01 3130949.38000000 USD 3138118.74000000 USD UST N N Proto Labs Inc 529900QHG5MGWT2WQQ09 743713109 11328.00000000 NS USD 1274060.16000000 0.362773830645 Long EC CORP US N 1 N N Triumph Bancorp Inc 5493003RNRMEVYDZ1Q52 89679E300 78995.00000000 NS USD 1917208.65000000 0.545902892142 Long EC CORP US N 1 N N Federal Agricultural Mortgage Corp 549300MS654K78GYF580 313148306 21842.00000000 NS USD 1398106.42000000 0.398094562217 Long EC USGSE US N 1 N N N BWX Technologies Inc 549300NP85N265KWMS58 05605H100 18009.00000000 NS USD 1020029.76000000 0.290441625148 Long EC CORP US N 1 N N N Y-mAbs Therapeutics Inc N/A 984241109 28725.00000000 NS USD 1240920.00000000 0.353337555052 Long EC CORP US N 1 N N Qurate Retail Inc 549300PSXEKU4PHLCR04 74915M100 103173.00000000 NS USD 980143.50000000 0.279084475946 Long EC CORP US N 1 N N N Casella Waste Systems Inc 8EU0XUFVJ48U37IIDH51 147448104 33704.00000000 NS USD 1756652.48000000 0.500186387809 Long EC CORP US N 1 N N N NATIONAL BANK OF CANADA 254900F2ES7T4LUTQL51 000000000 3300000.00000000 PA USD 3300000.00000000 0.939636666082 Long RA CORP US N 2 Repurchase Y 0.21000000 2020-07-01 31860.56000000 USD 3464205.24000000 USD EQT 151992.50000000 USD 185953.65000000 USD UST N N Post Holdings Inc JM1I5YUAURL6DC8N1468 737446104 19974.00000000 NS USD 1750121.88000000 0.498326875321 Long EC CORP US N 1 N N N Retail Opportunity Investments Corp N/A 76131N101 115530.00000000 NS USD 1308954.90000000 0.372709702511 Long EC US N 1 N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 000000000 2000000.00000000 PA USD 2000000.00000000 0.569476767322 Long RA CORP US N 2 Repurchase Y 0.21000000 2020-07-01 45541.00000000 USD 2220430.96000000 USD EQT 1965.71000000 USD 2004.34000000 USD UST N N ICF International Inc 5493003KYFDDC5B3WY64 44925C103 16977.00000000 NS USD 1100618.91000000 0.313388449460 Long EC CORP US N 1 N N N LCI Industries 549300E1B98YNJ1WIQ04 50189K103 14660.00000000 NS USD 1685606.80000000 0.479956955720 Long EC CORP US N 1 N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 000000000 1000000.00000000 PA USD 1000000.00000000 0.284738383661 Long RA CORP US N 2 Repurchase Y 0.43000000 2020-08-04 43626.88000000 USD 1050000.12000000 USD EQT 2072.11000000 USD 49999.95000000 USD ACMO N N John Bean Technologies Corp 5493007CT6ATBZ2L6826 477839104 13507.00000000 NS USD 1161872.14000000 0.330829595164 Long EC CORP US N 1 N N Valvoline Inc 549300CMHPBEY6VPOT75 92047W101 92006.00000000 NS USD 1778475.98000000 0.506400375925 Long EC CORP US N 1 N N N Dana Inc KVWHW7YLZPFJM8QYNJ51 235825205 116845.00000000 NS USD 1424340.55000000 0.405564425990 Long EC CORP US N 1 N N N Cogent Communications Holdings Inc N/A 19239V302 16377.00000000 NS USD 1266924.72000000 0.360742096993 Long EC CORP US N 1 N N RealPage Inc 5493001RSFZX4122A604 75606N109 23277.00000000 NS USD 1513237.77000000 0.430876876724 Long EC CORP US N 1 N N Insperity Inc 5299000Q0KW7HY5DB751 45778Q107 18814.00000000 NS USD 1217830.22000000 0.346763008416 Long EC CORP US N 1 N N ManTech International Corp/VA 5299007N03CAU4SWNR02 564563104 12205.00000000 NS USD 835920.45000000 0.238018637802 Long EC CORP US N 1 N N N Columbia Sportswear Co 549300OTMCIEUXAH5Z60 198516106 16050.00000000 NS USD 1293309.00000000 0.368254714234 Long EC CORP US N 1 N N Mobile Mini Inc 529900IYC4GQUZJ42W95 60740F105 30666.00000000 NS USD 904647.00000000 0.257587724563 Long EC CORP US N 1 N N N Harsco Corp KAO98FK89NPNNPQGUZ43 415864107 143733.00000000 NS USD 1941832.83000000 0.552914341354 Long EC CORP US N 1 N N Essential Properties Realty Trust Inc N/A 29670E107 41188.00000000 NS USD 611229.92000000 0.174040619466 Long EC CORP US N 1 N N Core-Mark Holding Co Inc 529900CI5YANWVE54N57 218681104 59211.00000000 NS USD 1477610.51000000 0.420732428298 Long EC CORP US N 1 N N N Haynes International Inc 549300I9MS5UZLRFDO40 420877201 37282.00000000 NS USD 870907.52000000 0.247980799563 Long EC CORP US N 1 N N N J & J Snack Foods Corp N/A 466032109 10628.00000000 NS USD 1351137.64000000 0.384720747717 Long EC CORP US N 1 N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 000000000 1000000.00000000 PA USD 1000000.00000000 0.284738383661 Long RA CORP US N 2 Repurchase Y 0.24000000 2020-07-07 22770.46000000 USD 1110215.47000000 USD EQT 982.86000000 USD 1002.17000000 USD UST N N ChampionX Corp 549300EP2909K6DYYP38 15872M104 87407.00000000 NS USD 853092.32000000 0.242908128310 Long EC CORP US N 1 N N N Liberty Latin America Ltd 213800YWQHEAX7CAVO83 000000000 89852.00000000 NS USD 848202.88000000 0.241515917068 Long EC CORP BM N 1 N N N INVESCO GOVT AND AGCY LEX N/A 000000000 2000000.00000000 NS USD 2000000.00000000 0.569476767322 Long STIV RF US N 1 N N Gray Television Inc 529900TM5726KDN7UU35 389375106 107130.00000000 NS USD 1494463.50000000 0.425531121430 Long EC CORP US N 1 N N OceanFirst Financial Corp N/A 675234108 102200.00000000 NS USD 1801786.00000000 0.513037633343 Long EC CORP US N 1 N N HSBC US GOVT FUND LEX N/A 000000000 2000000.00000000 NS USD 2000000.00000000 0.569476767322 Long STIV RF US N 1 N N Ameris Bancorp PBJHNT51T5V6G5UQFV42 03076K108 68133.00000000 NS USD 1607257.47000000 0.457647894135 Long EC CORP US N 1 N N N Rambus Inc 2549000211GDCQSLV833 750917106 67720.00000000 NS USD 1029344.00000000 0.293093746791 Long EC CORP US N 1 N N N Kinsale Capital Group Inc 529900QTUQHNZ6HOA508 49714P108 16648.00000000 NS USD 2583936.08000000 0.735745782903 Long EC CORP US N 1 N N Pacira BioSciences Inc N/A 695127100 30677.00000000 NS USD 1609622.19000000 0.458321220685 Long EC CORP US N 1 N N CITIGROUP GLOBAL MARKETS LTD XKZZ2JZF41MRHTR1V493 000000000 3100000.00000000 PA USD 3100000.00000000 0.882688989349 Long RA CORP US N 2 Repurchase Y 0.10000000 2020-07-01 1747346.01000000 USD 1949898.45000000 USD UST 1144491.07000000 USD 1212102.19000000 USD N N BANK OF CHINA, HONG KONG BRANCH N/A 000000000 999363.00000000 PA USD 999363.00000000 0.284557005310 Long STIV CORP US N 2 2020-08-19 Fixed 0.55000000 N N N N N Freshpet Inc 549300S4ZK8ZQ6HNPN59 358039105 30579.00000000 NS USD 2558239.14000000 0.728428877742 Long EC CORP US N 1 N N N Patrick Industries Inc 549300FZ5ZTCCJ3Z5W14 703343103 11282.00000000 NS USD 691022.50000000 0.196760629723 Long EC CORP US N 1 N N Donnelley Financial Solutions Inc 549300O1NPY4J56QCU04 25787G100 156598.00000000 NS USD 1315423.20000000 0.374551475798 Long EC CORP US N 1 N N Aerie Pharmaceuticals Inc 529900SFXHDHUO324R09 00771V108 43903.00000000 NS USD 648008.28000000 0.184512830246 Long EC CORP US N 1 N N WELLS FARGO GOVT FD LEX N/A 000000000 4000000.00000000 NS USD 4000000.00000000 1.138953534644 Long STIV RF US N 1 N N Kratos Defense & Security Solutions Inc 5493000EKBN0UY1F3F88 50077B207 80128.00000000 NS USD 1252400.64000000 0.356606533929 Long EC CORP US N 1 N N GOLDMAN SACHS & CO. FOR8UP27PHTHYVLBNG30 000000000 10000000.00000000 PA USD 10000000.00000000 2.847383836612 Long RA CORP US N 2 Repurchase Y 0.07000000 2020-07-01 5969136.32000000 USD 1696272.91000000 USD AMBS 10757015.56000000 USD 8503727.09000000 USD ACMO N N AMN Healthcare Services Inc 529900W3ARRTCNFH2I39 001744101 19860.00000000 NS USD 898466.40000000 0.255827870509 Long EC CORP US N 1 N N Epizyme Inc 549300TNFWF88O4U4605 29428V104 51464.00000000 NS USD 826511.84000000 0.235339645398 Long EC CORP US N 1 N N Blueprint Medicines Corp 5299004CC60O9T5HVM83 09627Y109 11489.00000000 NS USD 896142.00000000 0.255166024610 Long EC CORP US N 1 N N N Meta Financial Group Inc 5493004X52BH1NBLW813 59100U108 68475.00000000 NS USD 1244190.75000000 0.354268863121 Long EC CORP US N 1 N N United States Cellular Corp N/A 911684108 55742.00000000 NS USD 1720755.54000000 0.489965151135 Long EC CORP US N 1 N N N National Retail Properties Inc 5493008JKH5SOTI0JS97 637417106 38990.00000000 NS USD 1383365.20000000 0.393897171061 Long EC US N 1 N N N Trex Co Inc N/A 89531P105 14930.00000000 NS USD 1941945.10000000 0.552946308932 Long EC CORP US N 1 N N IND AND COM BK OF CHINA LTD, NY BR N/A 000000000 999974.00000000 PA USD 999974.00000000 0.284730980463 Long STIV CORP US N 2 2020-09-15 Fixed 0.55000000 N N N N N Littelfuse Inc 549300MY7HLQFYTPCX75 537008104 18772.00000000 NS USD 3203066.36000000 0.912035938106 Long EC CORP US N 1 N N Inovalon Holdings Inc 5493007H9QSF4NHIHL56 45781D101 85242.00000000 NS USD 1641760.92000000 0.467472350719 Long EC CORP US N 1 N N Cooper Tire & Rubber Co DE46ECQ8KH195MRIQN56 216831107 60863.00000000 NS USD 1680427.43000000 0.478482190278 Long EC CORP US N 1 N N Columbus McKinnon Corp/NY 549300W3HQB0HO1F3G69 199333105 60543.00000000 NS USD 2025163.35000000 0.576641738928 Long EC CORP US N 1 N N N ChemoCentryx Inc 529900YTTXUSFQTAKY40 16383L106 10860.00000000 NS USD 624884.40000000 0.177928574031 Long EC CORP US N 1 N N LogMeIn Inc 549300D12V5KRBV00592 54142L109 8545.00000000 NS USD 724359.65000000 0.206252995930 Long EC CORP US N 1 N N N First American Financial Corp 549300B6VEZK3N0A1P55 31847R102 48823.00000000 NS USD 2344480.46000000 0.667563576705 Long EC CORP US N 1 N N N Wingstop Inc 549300SSH3F8HPIM3Q47 974155103 14703.00000000 NS USD 2043275.91000000 0.581799079987 Long EC CORP US N 1 N N Repligen Corp 54930006QJ0T5AUO1E71 759916109 12448.00000000 NS USD 1538697.28000000 0.438126176451 Long EC CORP US N 1 N N N Cathay General Bancorp 549300K1SLJ8C97H5L68 149150104 61945.00000000 NS USD 1629153.50000000 0.463882534326 Long EC CORP US N 1 N N N Atlantic Union Bankshares Corp N/A 04911A107 74940.00000000 NS USD 1735610.40000000 0.494194899961 Long EC CORP US N 1 N N N National Westminster Bank PLC N/A 000000000 999980.00000000 PA USD 999980.00000000 0.284732688893 Long STIV CORP US N 2 2020-09-04 Fixed 0.31000000 N N N N N Primoris Services Corp 549300UF3OLBJ8D5K349 74164F103 3331.00000000 NS USD 59158.56000000 0.016844712754 Long EC CORP US N 1 N N N STAAR Surgical Co 5299006LRHI7OJ8BY308 852312305 22919.00000000 NS USD 1410435.26000000 0.401605056191 Long EC CORP US N 1 N N CubeSmart N/A 229663109 63463.00000000 NS USD 1712866.37000000 0.487718801621 Long EC US N 1 N N N Churchill Downs Inc 529900FODTBQC8MIS994 171484108 19637.00000000 NS USD 2614666.55000000 0.744495927260 Long EC CORP US N 1 N N American Campus Communities Inc 529900MR3ZXRO3W6UX26 024835100 26496.00000000 NS USD 926300.16000000 0.263753210343 Long EC US N 1 N N Assetmark Financial Holdings Inc 5493001K4EDHT2T6W812 04546L106 44097.00000000 NS USD 1203407.13000000 0.342656201082 Long EC CORP US N 1 N N NeoGenomics Inc N/A 64049M209 45607.00000000 NS USD 1412904.86000000 0.402308246103 Long EC CORP US N 1 N N PacWest Bancorp 549300YI8VMFO7G36V04 695263103 75100.00000000 NS USD 1480221.00000000 0.421475735001 Long EC CORP US N 1 N N N Primo Water Corp 5493005TMUI9D3MY9I37 74167P108 165569.00000000 NS USD 2276573.75000000 0.648227929860 Long EC CORP CA N 1 N N N Tenable Holdings Inc 5493004S5OMPESF0EF83 88025T102 29075.00000000 NS USD 866725.75000000 0.246790089132 Long EC CORP US N 1 N N N Liberty Media Corp-Liberty Braves N/A 531229888 57036.00000000 NS USD 1125890.64000000 0.320584281012 Long EC CORP US N 1 N N N Vertiv Holdings Co 549300KTTIRAOGXCRV69 92537N108 142478.00000000 NS USD 1932001.68000000 0.550115035594 Long EC CORP US N 1 N N N Dicerna Pharmaceuticals Inc 549300CTZMJMPH28WN39 253031108 25169.00000000 NS USD 639292.60000000 0.182031141610 Long EC CORP US N 1 N N N Kadant Inc 549300K06LNJYBMPYP15 48282T104 24343.00000000 NS USD 2426023.38000000 0.690781975945 Long EC CORP US N 1 N N Inspire Medical Systems Inc 549300XQQCQ7HCJKTW25 457730109 14409.00000000 NS USD 1253871.18000000 0.357025253112 Long EC CORP US N 1 N N Fox Factory Holding Corp 529900GE1HSV0617R721 35138V102 31082.00000000 NS USD 2567684.02000000 0.731118197607 Long EC CORP US N 1 N N STATE STREET INST US GOVT FUND N/A 000000000 1000000.00000000 NS USD 1000000.00000000 0.284738383661 Long STIV RF US N 1 N N iRhythm Technologies Inc 549300FJI72RJGDQS384 450056106 7288.00000000 NS USD 844606.32000000 0.240491838386 Long EC CORP US N 1 N N Cabot Corp K05C0SER542GQ6VLRO68 127055101 40908.00000000 NS USD 1515641.40000000 0.431561282446 Long EC CORP US N 1 N N N CryoLife Inc 549300YTKV8DMSMG6K81 228903100 41642.00000000 NS USD 798277.14000000 0.227300142557 Long EC CORP US N 1 N N Brunswick Corp/DE YM4O38W15AX4YLLQKU27 117043109 33286.00000000 NS USD 2130636.86000000 0.606674095685 Long EC CORP US N 1 N N N Penumbra Inc 549300RGE06P3ECANU72 70975L107 6325.00000000 NS USD 1131036.50000000 0.322049504871 Long EC CORP US N 1 N N Bryn Mawr Bank Corp 4NOIGQXI7NPP6IUQF087 117665109 59197.00000000 NS USD 1637389.02000000 0.466227502979 Long EC CORP US N 1 N N N Momenta Pharmaceuticals Inc 529900BB2VMRCT4YQ588 60877T100 28845.00000000 NS USD 959673.15000000 0.273255781574 Long EC CORP US N 1 N N N Wintrust Financial Corp Q774KI4AW80FHFW33O61 97650W108 46397.00000000 NS USD 2023837.14000000 0.576264116037 Long EC CORP US N 1 N N N Reata Pharmaceuticals Inc 5299005F094GH9QDDD80 75615P103 5448.00000000 NS USD 849996.96000000 0.242026760507 Long EC CORP US N 1 N N FIXED INC CLEARING CORP.REPO 549300H47WTHXPU08X20 000000000 9433602.70000000 PA USD 9433602.70000000 2.686108784900 Long RA CORP US N 2 Repurchase N 0.00000000 2020-07-01 8522900.00000000 USD 9622354.10000000 USD UST N N N Hamilton Lane Inc 5493006OKN3V1NORM833 407497106 17888.00000000 NS USD 1205114.56000000 0.343142371941 Long EC CORP US N 1 N N N SiteOne Landscape Supply Inc 5299008LX7SBD4HIAU03 82982L103 21856.00000000 NS USD 2490928.32000000 0.709262903652 Long EC CORP US N 1 N N Albany International Corp L73WCPNCZIRSQGZTW097 012348108 22914.00000000 NS USD 1345280.94000000 0.383053120425 Long EC CORP US N 1 N N N WNS Holdings Ltd 529900RM7QHUD3W9DM42 92932M101 32623.00000000 NS USD 1793612.54000000 0.510710335554 Long EC CORP JE N 1 N N N DREYFUS TREASURY & AGENCY LEX N/A 000000000 7000000.00000000 NS USD 7000000.00000000 1.993168685628 Long STIV RF US N 1 N N NBC GLOBAL FINANCE LIMITED 549300KWU8YQOYSK5Y64 000000000 2000000.00000000 PA USD 2000000.00000000 0.569476767322 Long RA CORP US N 2 Repurchase Y 0.23000000 2020-07-01 28923.30000000 USD 2222586.80000000 USD EQT N N CSG Systems International Inc 549300D7FJZUOHHXUA81 126349109 39060.00000000 NS USD 1616693.40000000 0.460334665591 Long EC CORP US N 1 N N FormFactor Inc 549300YCEEO6SZD1ZR61 346375108 41194.00000000 NS USD 1208220.02000000 0.344026615601 Long EC CORP US N 1 N N N ACI Worldwide Inc 5493003BPVMZUJ6F5C02 004498101 45312.00000000 NS USD 1222970.88000000 0.348226751635 Long EC CORP US N 1 N N Phreesia Inc 5493000HHF8NU4QOCG53 71944F106 31850.00000000 NS USD 900718.00000000 0.256468987454 Long EC CORP US N 1 N N N Advanced Energy Industries Inc 549300756XI3QLFT2U27 007973100 50778.00000000 NS USD 3442240.62000000 0.980138030311 Long EC CORP US N 1 N N NATIONAL BANK OF CANADA 254900F2ES7T4LUTQL51 000000000 1800000.00000000 PA USD 1800000.00000000 0.512529090590 Long RA CORP US N 2 Repurchase Y 0.21000000 2020-07-01 17378.52000000 USD 1889566.49000000 USD EQT 82905.00000000 USD 101429.25000000 USD UST N N Euronet Worldwide Inc YG3575C4DSHJPA5KET68 298736109 19030.00000000 NS USD 1823454.60000000 0.519207515483 Long EC CORP US N 1 N N N Kimball Electronics Inc 549300COBYN2GZCBIU87 49428J109 49862.00000000 NS USD 675131.48000000 0.192235846374 Long EC CORP US N 1 N N N MyoKardia Inc 549300OLNNNZ1NI9UY54 62857M105 9795.00000000 NS USD 946392.90000000 0.269474384654 Long EC CORP US N 1 N N N Prosperity Bancshares Inc N/A 743606105 42944.00000000 NS USD 2550014.72000000 0.726087069685 Long EC CORP US N 1 N N Delek US Holdings Inc 5493003O53JMENV1N385 24665A103 35324.00000000 NS USD 614990.84000000 0.175111497748 Long EC CORP US N 1 N N Stifel Financial Corp 549300E5F07FE5GHJX84 860630102 46489.00000000 NS USD 2204973.27000000 0.627840524916 Long EC CORP US N 1 N N N Halozyme Therapeutics Inc 529900242I3SV9AGM753 40637H109 52660.00000000 NS USD 1411814.60000000 0.401997807233 Long EC CORP US N 1 N N N Helen of Troy Ltd N/A 000000000 11949.00000000 NS USD 2253103.44000000 0.641545031727 Long EC CORP BM N 1 N N N CyrusOne Inc 5493006S177ZK2ZNBU43 23283R100 26162.00000000 NS USD 1903285.50000000 0.541938436915 Long EC US N 1 N N N NRG Energy Inc 5E2UPK5SW04M13XY7I38 629377508 70417.00000000 NS USD 2292777.52000000 0.652841765139 Long EC CORP US N 1 N N N NuVasive Inc 549300C5ZB4NZ6TWM881 670704105 15459.00000000 NS USD 860447.94000000 0.245002555660 Long EC CORP US N 1 N N N Kirby Corp I7NO6FZO5GUCG585T325 497266106 27494.00000000 NS USD 1472578.64000000 0.419299661767 Long EC CORP US N 1 N N Huron Consulting Group Inc 549300NGVB9H6TKTLE36 447462102 22668.00000000 NS USD 1003059.00000000 0.285609398376 Long EC CORP US N 1 N N N CVB Financial Corp N/A 126600105 92035.00000000 NS USD 1724735.90000000 0.491098512408 Long EC CORP US N 1 N N ProAssurance Corp 54930015E5J57R675E89 74267C106 47449.00000000 NS USD 686587.03000000 0.195497681164 Long EC CORP US N 1 N N N Veracyte Inc 529900ESWZRHXOW27Z37 92337F107 34765.00000000 NS USD 900413.50000000 0.256382284616 Long EC CORP US N 1 N N Envestnet Inc 549300HLWZ5OKIDM8737 29404K106 22898.00000000 NS USD 1683918.92000000 0.479476351497 Long EC CORP US N 1 N N Mitsubishi UFJ Trust & Bank Co N/A 000000000 1998720.00000000 PA USD 1998720.00000000 0.569112302191 Long STIV CORP US N 2 2020-09-09 Fixed 0.00000000 N N N N N MACOM Technology Solutions Holdings Inc N/A 55405Y100 39976.00000000 NS USD 1373175.60000000 0.390995800827 Long EC CORP US N 1 N N TTM Technologies Inc 549300SC4BDOIS008048 87305R109 129930.00000000 NS USD 1540969.80000000 0.438773250122 Long EC CORP US N 1 N N N Air Transport Services Group Inc 5493000F3MSFGIXTQE27 00922R105 44079.00000000 NS USD 981639.33000000 0.279510396162 Long EC CORP US N 1 N N N Korn Ferry 549300FOD20OM0GT5G40 500643200 32116.00000000 NS USD 986924.68000000 0.281015338178 Long EC CORP US N 1 N N N BNP PARIBAS, NY N/A 000000000 1000509.00000000 PA USD 1000509.00000000 0.284883315498 Long STIV CORP US N 2 2020-10-09 Floating 0.52000000 N N N N N Texas Roadhouse Inc 5299002Y1CNRPDGXTQ75 882681109 12582.00000000 NS USD 661435.74000000 0.188336143503 Long EC CORP US N 1 N N N Ingevity Corp 5493009UTFC4B5IMGF87 45688C107 19153.00000000 NS USD 1006873.21000000 0.286695450367 Long EC CORP US N 1 N N N Genpact Ltd 529900OSEC6Q0L4L5B35 000000000 82491.00000000 NS USD 3012571.32000000 0.857794688321 Long EC CORP BM N 1 N N N Clarivate PLC 549300WDHIIODXFO0R55 000000000 88513.00000000 NS USD 1976495.29000000 0.562784074188 Long EC CORP JE N 1 N N N TCF Financial Corp 549300UK6KFVK4A0D603 872307103 85128.00000000 NS USD 2504465.76000000 0.713117532437 Long EC CORP US N 1 N N Urban Outfitters Inc 549300N3DUFR5U6NRN38 917047102 68424.00000000 NS USD 1041413.28000000 0.296530334070 Long EC CORP US N 1 N N AGRIC BK OF CHINA LTD - NY BRANCH N/A 000000000 1000101.00000000 PA USD 1000101.00000000 0.284767142237 Long STIV CORP US N 2 2020-09-01 Fixed 0.52000000 N N N N N National Vision Holdings Inc 549300JHURCBLI5ROA42 63845R107 44009.00000000 NS USD 1343154.68000000 0.382447692590 Long EC CORP US N 1 N N Insight Enterprises Inc 529900S8991TYW6YP792 45765U103 10397.00000000 NS USD 511532.40000000 0.145652908766 Long EC CORP US N 1 N N Aerojet Rocketdyne Holdings Inc 549300VULNLWHE8QWI76 007800105 59215.00000000 NS USD 2347282.60000000 0.668361453520 Long EC CORP US N 1 N N McGrath RentCorp N/A 580589109 45952.00000000 NS USD 2481867.52000000 0.706682946106 Long EC CORP US N 1 N N N Q2 Holdings Inc 549300M9RKR9DZXWS696 74736L109 22006.00000000 NS USD 1887894.74000000 0.537556096790 Long EC CORP US N 1 N N BancorpSouth Bank Q7C315HKI8VX0SSKBS64 05971J102 82440.00000000 NS USD 1874685.60000000 0.533794947617 Long EC CORP US N 1 N N Armstrong World Industries Inc KXMRXXOJ88Q45Y45MG74 04247X102 22958.00000000 NS USD 1789805.68000000 0.509626376390 Long EC CORP US N 1 N N N W R Grace & Co 5493003X5Z6TVAXIPW56 38388F108 35726.00000000 NS USD 1815238.06000000 0.516867951164 Long EC CORP US N 1 N N N PTC Therapeutics Inc 549300UJLWOIWFDGB318 69366J200 17843.00000000 NS USD 905353.82000000 0.257788983348 Long EC CORP US N 1 N N Darling Ingredients Inc L1N0SPPKS7EXZYUMZ898 237266101 84921.00000000 NS USD 2090755.02000000 0.595318205026 Long EC CORP US N 1 N N DMC Global Inc 549300CBDXD1Z5MRNG02 23291C103 41535.00000000 NS USD 1146366.00000000 0.326414401924 Long EC CORP US N 1 N N John Wiley & Sons Inc 5493003XM719UN7E8P64 968223206 31060.00000000 NS USD 1211340.00000000 0.344914993664 Long EC CORP US N 1 N N N Goldman Sachs Fin Square Govt Fd N/A 000000000 10000000.00000000 NS USD 10000000.00000000 2.847383836612 Long STIV RF US N 1 N N Varex Imaging Corp 549300CWYWPVCT8E9W67 92214X106 68337.00000000 NS USD 1035305.55000000 0.294791228902 Long EC CORP US N 1 N N WEX Inc T9M5IGROL1TL1G5OV478 96208T104 14178.00000000 NS USD 2339511.78000000 0.666148802793 Long EC CORP US N 1 N N NIC Inc 529900B18T4Q37BZ0F35 62914B100 56005.00000000 NS USD 1285874.80000000 0.366137912142 Long EC CORP US N 1 N N N NBC GLOBAL FINANCE LIMITED 549300KWU8YQOYSK5Y64 000000000 900000.00000000 PA USD 900000.00000000 0.256264545295 Long RA CORP US N 2 Repurchase Y 0.26000000 2020-07-07 9061.78000000 USD 1000201.27000000 USD EQT N N Clean Harbors Inc 5493000SJVZVZJKHJF48 184496107 24878.00000000 NS USD 1492182.44000000 0.424881616093 Long EC CORP US N 1 N N N Emergent BioSolutions Inc 549300YW6TUOX8BE5103 29089Q105 33862.00000000 NS USD 2677806.96000000 0.762474425547 Long EC CORP US N 1 N N IAA Inc 549300PZCOPC5178W747 449253103 62203.00000000 NS USD 2399169.71000000 0.683135705354 Long EC CORP US N 1 N N Novanta Inc N/A 67000B104 17057.00000000 NS USD 1821175.89000000 0.518558679281 Long EC CORP CA N 1 N N N FERROGLOBE REP + WRNTY INS TRU NON TRANSFERABLE BENE INT UNIT N/A 000000000 141548.00000000 NS USD 0.00000000 0.000000 Long EC CORP US N 3 N N N AtriCure Inc N/A 04963C209 26629.00000000 NS USD 1196973.55000000 0.340824313912 Long EC CORP US N 1 N N N NorthWestern Corp 3BPWMBHR1R9SHUN7J795 668074305 36721.00000000 NS USD 2002028.92000000 0.570054478723 Long EC CORP US N 1 N N N WESTERN ASST GOV FD N/A 000000000 2000000.00000000 NS USD 2000000.00000000 0.569476767322 Long STIV RF US N 1 N N Catalent Inc N/A 148806102 29885.00000000 NS USD 2190570.50000000 0.623739503466 Long EC CORP US N 1 N N N Varonis Systems Inc 549300SHIVNRRH7STS26 922280102 13205.00000000 NS USD 1168378.40000000 0.332682177120 Long EC CORP US N 1 N N N Tower Semiconductor Ltd 54930086ZSNXZOUX0C54 000000000 83843.00000000 NS USD 1600562.87000000 0.455741684552 Long EC CORP IL N 1 N N N Rocket Pharmaceuticals Inc 549300R7VV82YUIN4Y93 77313F106 35746.00000000 NS USD 748163.78000000 0.213030945431 Long EC CORP US N 1 N N Miller Industries Inc/TN 549300F1O74SPUJ7UU94 600551204 46894.00000000 NS USD 1396034.38000000 0.397504572896 Long EC CORP US N 1 N N N Blackline Inc 529900P9N7PK9LV5EK56 09239B109 12062.00000000 NS USD 1000060.42000000 0.284755587554 Long EC CORP US N 1 N N STAG Industrial Inc 549300QWYX2W6FASVQ07 85254J102 50215.00000000 NS USD 1472303.80000000 0.419221404270 Long EC US N 1 N N Ashland Global Holdings Inc 529900E4L9R04SB8HB11 044186104 22086.00000000 NS USD 1526142.60000000 0.434551377160 Long EC CORP US N 1 N N AVANOS MEDICAL INC 549300YCXWOM7NEWMQ58 05350V106 45994.00000000 NS USD 1351763.66000000 0.384898999640 Long EC CORP US N 1 N N Five9 Inc 254900MXP6EWY0SFFR59 338307101 24068.00000000 NS USD 2663605.56000000 0.758430741865 Long EC CORP US N 1 N N N NextEra Energy Partners LP 5493008F4ZOQFNG3WN54 65341B106 55051.00000000 NS USD 2823015.28000000 0.803820807878 Long EC CORP US N 1 N N Silicon Motion Technology Corp 5299005RBVBZQJTYFC89 82706C108 23559.00000000 NS USD 1148972.43000000 0.327156552589 Long EC CORP KY N 1 N N N Amedisys Inc 5299001RBS9GK9STN379 023436108 9073.00000000 NS USD 1801353.42000000 0.512914461213 Long EC CORP US N 1 N N N RBC Bearings Inc N/A 75524B104 10613.00000000 NS USD 1422566.52000000 0.405059291555 Long EC CORP US N 1 N N N Vistra Energy Corp 549300KP43CPCUJOOG15 92840M102 69141.00000000 NS USD 1287405.42000000 0.366573738407 Long EC CORP US N 1 N N N CITIGROUP GLOBAL MARKETS LTD XKZZ2JZF41MRHTR1V493 000000000 1800000.00000000 PA USD 1800000.00000000 0.512529090590 Long RA CORP US N 2 Repurchase Y 0.10000000 2020-07-01 1386016.20000000 USD 1836001.55000000 USD UST N N AECOM 0EEB8GF0W0NPCIHZX097 00766T100 48905.00000000 NS USD 1837849.90000000 0.523306409937 Long EC CORP US N 1 N N N Rogers Corp PW0CN80KNFR7RUOOKJ84 775133101 5872.00000000 NS USD 731651.20000000 0.208329180091 Long EC CORP US N 1 N N PRA Health Sciences Inc 549300R1HR1VWWHIAK47 69354M108 18282.00000000 NS USD 1778655.78000000 0.506451571886 Long EC CORP US N 1 N N South State Corp 549300JZUANXM0YQ4W53 840441109 32837.00000000 NS USD 1565011.42000000 0.445618822142 Long EC CORP US N 1 N N Methode Electronics Inc 529900VM413LGLUS3F07 591520200 57982.00000000 NS USD 1812517.32000000 0.516093252054 Long EC CORP US N 1 N N N Mimecast Ltd 254900ELSYFSTT9X2740 000000000 31630.00000000 NS USD 1317705.80000000 0.375201419633 Long EC CORP JE N 1 N N N Quidel Corp 549300X2FQ6S98OQLQ46 74838J101 21516.00000000 NS USD 4813989.84000000 1.370727686003 Long EC CORP US N 1 N N Raven Industries Inc ZN4TZXB8X0VUOSZJ5442 754212108 51214.00000000 NS USD 1101613.14000000 0.313671544903 Long EC CORP US N 1 N N N 2020-07-15 Brighthouse Funds Trust II Alan Otis Alan Otis Treasurer