# EDGAR Filing Document

**Accession Number:** 0001126087
**File Stem:** 0001752724-23-043997
**Filing Date:** 2023-2
**Character Count:** 85888
**Document Hash:** 452ecee2e30f31dc5c37f15058f1f7aa
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-043997.hdr.sgml**: 20230228

**ACCESSION NUMBER**: 0001752724-23-043997

**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 I
- **CENTRAL INDEX KEY:** 0001126087
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-10183
- **FILM NUMBER:** 23678662

**BUSINESS ADDRESS:**
- **STREET 1:** BRIGHTHOUSE INVESTMENT ADVISERS, LLC
- **STREET 2:** 125 HIGH STREET, SUITE 732
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02110
- **BUSINESS PHONE:** 9809495121

**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:** MET INVESTORS SERIES TRUST
- **DATE OF NAME CHANGE:** 20001010

## Series and Classes Contracts Data

### Brighthouse Small Cap Value Portfolio (Series ID: S000011105)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000030660 | Class A      |  |
| C000030661 | Class B      |  |

## 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 I

- **b. Investment Company Act file number:** 811-10183

- **c. CIK number of Registrant:** 0001126087

- **d. LEI of Registrant:** 549300LQX1AREJYGF247

- **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:** Brighthouse Small Cap Value Portfolio

- **b. EDGAR series identifier (if any):** S000011105

- **c. LEI of Series:** 54930054OC3Q44IGVC35

**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:** $1078399296.76

**Total Liabilities:** $161713113.99

**Net Assets:** $916686182.77

**Cash Not Reported:** $72212995.46

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000030660 | 12.35%               | 5.49%                | -5.56%               |
| Class ID C000030661 | 12.26%               | 5.50%                | -5.56%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $3709289.12              | $100760025.21                              |
| Month 2  | $693522.20               | $49463059.53                               |
| Month 3  | $7652190.28              | $-63461264.55                              |

### Schedule of Portfolio Investments

| Name                                       | Title                                      | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| WESCO International Inc                    | WESCO International Inc                    | CUSIP: 95082P105<br>LEI: 529900TXOGREY3WNJ434 | Long             | EC               | CORP              | US        |     70200 | NS      | $8789040.00   | 0.96%             |  |  |  | No            |                  1 | On Loan: No      |
| Tupperware Brands Corp                     | Tupperware Brands Corp                     | CUSIP: 899896104<br>LEI: G8NWFN4YP7CR6FOP4886 | Long             | EC               | CORP              | US        |    126719 | NS      | $524616.66    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Parsons Corp                               | Parsons Corp                               | CUSIP: 70202L102<br>LEI: 549300ZXH0VRBSEPX752 | Long             | EC               | CORP              | US        |     66483 | NS      | $3074838.75   | 0.34%             |  |  |  | No            |                  1 | On Loan: —       |
| Nexstar Media Group Inc                    | Nexstar Media Group Inc                    | CUSIP: 65336K103<br>LEI: 52990083ZRR5UT591988 | Long             | EC               | CORP              | US        |     18400 | NS      | $3220552.00   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG LONDON                              | UBS AG LONDON                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   6000000 | PA      | $6000000.00   | 0.65%             | 2023-03-23      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| Independence Realty Trust Inc              | Independence Realty Trust Inc              | CUSIP: 45378A106<br>LEI: 549300Z3L8NU44NQEB29 | Long             | EC               |  | US        |    222180 | NS      | $3745954.80   | 0.41%             |  |  |  | No            |                  1 | On Loan: —       |
| Assurant Inc                               | Assurant Inc                               | CUSIP: 04621X108<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | EC               | CORP              | US        |     35300 | NS      | $4414618.00   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Callon Petroleum Co                        | Callon Petroleum Co                        | CUSIP: 13123X508<br>LEI: 549300EFOWPEB0WLZW21 | Long             | EC               | CORP              | US        |     46064 | NS      | $1708513.76   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| MidCap Financial Investment Corp           | MidCap Financial Investment Corp           | CUSIP: 03761U502<br>LEI: 5493005P14I7WFB3FW47 | Long             | EC               | CORP              | US        |    185536 | NS      | $2115110.40   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| First Interstate BancSystem Inc            | First Interstate BancSystem Inc            | CUSIP: 32055Y201<br>LEI: 549300WRWYTYX0RCNJ43 | Long             | EC               | CORP              | US        |    108487 | NS      | $4193022.55   | 0.46%             |  |  |  | No            |                  1 | On Loan: —       |
| Viavi Solutions Inc                        | Viavi Solutions Inc                        | CUSIP: 925550105<br>LEI: 5493006K3E3N1QOBF092 | Long             | EC               | CORP              | US        |    265000 | NS      | $2785150.00   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| TTM Technologies Inc                       | TTM Technologies Inc                       | CUSIP: 87305R109<br>LEI: 549300SC4BDOIS008048 | Long             | EC               | CORP              | US        |    309376 | NS      | $4665390.08   | 0.51%             |  |  |  | No            |                  1 | On Loan: —       |
| Hawaiian Electric Industries Inc           | Hawaiian Electric Industries Inc           | CUSIP: 419870100<br>LEI: JJ8FWOCWCV22X7GUPJ23 | Long             | EC               | CORP              | US        |     88932 | NS      | $3721804.20   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Viad Corp                                  | Viad Corp                                  | CUSIP: 92552R406<br>LEI: 549300PXU4ZW7LPO5Y40 | Long             | EC               | CORP              | US        |    102376 | NS      | $2496950.64   | 0.27%             |  |  |  | No            |                  1 | On Loan: —       |
| AST SpaceMobile Inc                        | AST SpaceMobile Inc                        | CUSIP: 00217D100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    114588 | NS      | $552314.16    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| HB Fuller Co                               | HB Fuller Co                               | CUSIP: 359694106<br>LEI: JSMX3Z5FOYM8V0Q52357 | Long             | EC               | CORP              | US        |     65800 | NS      | $4712596.00   | 0.51%             |  |  |  | No            |                  1 | On Loan: —       |
| Stifel Financial Corp                      | Stifel Financial Corp                      | CUSIP: 860630102<br>LEI: 549300E5F07FE5GHJX84 | Long             | EC               | CORP              | US        |    141150 | NS      | $8238925.50   | 0.90%             |  |  |  | No            |                  1 | On Loan: —       |
| NetScout Systems Inc                       | NetScout Systems Inc                       | CUSIP: 64115T104<br>LEI: 5493005HZXZ3SPNVCV76 | Long             | EC               | CORP              | US        |    112290 | NS      | $3650547.90   | 0.40%             |  |  |  | No            |                  1 | On Loan: —       |
| Meritage Homes Corp                        | Meritage Homes Corp                        | CUSIP: 59001A102<br>LEI: 52990044W9UMFJO2FB97 | Long             | EC               | CORP              | US        |     45500 | NS      | $4195100.00   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Societe Generale                           | Societe Generale                           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | RA               | CORP              | US        |   4200000 | PA      | $4200000.00   | 0.46%             |  |  |  | No            |                  2 | On Loan: No      |
| Janus International Group Inc              | Janus International Group Inc              | CUSIP: 47103N106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    246361 | NS      | $2345356.72   | 0.26%             |  |  |  | No            |                  1 | On Loan: —       |
| Delta Apparel Inc                          | Delta Apparel Inc                          | CUSIP: 247368103<br>LEI: 549300YCES15WEDS8Z04 | Long             | EC               | CORP              | US        |     61202 | NS      | $649353.22    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Barnes Group Inc                           | Barnes Group Inc                           | CUSIP: 067806109<br>LEI: G1MSYD2DQZX30V5DMX12 | Long             | EC               | CORP              | US        |    105400 | NS      | $4305590.00   | 0.47%             |  |  |  | No            |                  1 | On Loan: —       |
| CIBC NY                                    | CIBC NY                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   3001148 | PA      | $3001148.34   | 0.33%             | 2023-03-03      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| Central Garden & Pet Co                    | Central Garden & Pet Co                    | CUSIP: 153527205<br>LEI: 5493004DVZLD37DJ0H83 | Long             | EC               | CORP              | US        |    117711 | NS      | $4214053.80   | 0.46%             |  |  |  | No            |                  1 | On Loan: —       |
| Jackson Financial Inc                      | Jackson Financial Inc                      | CUSIP: 46817M107<br>LEI: 213800WXW2KG1N4CO374 | Long             | EC               | CORP              | US        |    122652 | NS      | $4267063.08   | 0.47%             |  |  |  | No            |                  1 | On Loan: —       |
| Altra Industrial Motion Corp               | Altra Industrial Motion Corp               | CUSIP: 02208R106<br>LEI: NQ0NIXPGW4YKG4MWM571 | Long             | EC               | CORP              | US        |    120800 | NS      | $7217800.00   | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| Avient Corp                                | Avient Corp                                | CUSIP: 05368V106<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | EC               | CORP              | US        |    396040 | NS      | $13370310.40  | 1.46%             |  |  |  | No            |                  1 | On Loan: —       |
| Prestige Consumer Healthcare Inc           | Prestige Consumer Healthcare Inc           | CUSIP: 74112D101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     67473 | NS      | $4223809.80   | 0.46%             |  |  |  | No            |                  1 | On Loan: —       |
| New York Mortgage Trust Inc                | New York Mortgage Trust Inc                | CUSIP: 649604501<br>LEI: 549300JFGR0M7ULHWG48 | Long             | EC               |  | US        |   1139597 | NS      | $2917368.32   | 0.32%             |  |  |  | No            |                  1 | On Loan: —       |
| Mayville Engineering Co Inc                | Mayville Engineering Co Inc                | CUSIP: 578605107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    151562 | NS      | $1918774.92   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Diversey Holdings Ltd                      | Diversey Holdings Ltd                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |    193311 | NS      | $823504.86    | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| Ashland Inc                                | Ashland Inc                                | CUSIP: 044186104<br>LEI: 529900E4L9R04SB8HB11 | Long             | EC               | CORP              | US        |     32000 | NS      | $3440960.00   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Southwest Gas Holdings Inc                 | Southwest Gas Holdings Inc                 | CUSIP: 844895102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     51900 | NS      | $3211572.00   | 0.35%             |  |  |  | No            |                  1 | On Loan: —       |
| Fixed Income Clearing Corp                 | FIXED INC CLEARING CORP.REPO               | CUSIP: 000000000<br>LEI: 549300H47WTHXPU08X20 | Long             | RA               | CORP              | US        |  28872688 | PA      | $28872687.50  | 3.15%             |  |  |  | No            |                  2 | On Loan: No      |
| AGNC Investment Corp                       | AGNC Investment Corp                       | CUSIP: 00123Q104<br>LEI: 5TRACI5HRMELWV32OF39 | Long             | EC               |  | US        |    399291 | NS      | $4132661.85   | 0.45%             |  |  |  | No            |                  1 | On Loan: —       |
| Ecovyst Inc                                | Ecovyst Inc                                | CUSIP: 27923Q109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    376745 | NS      | $3337960.70   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Ennis Inc                                  | Ennis Inc                                  | CUSIP: 293389102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    125225 | NS      | $2774986.00   | 0.30%             |  |  |  | No            |                  1 | On Loan: —       |
| HSBC Bank PLC                              | HSBC Bank PLC                              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | Long             | RA               | CORP              | US        |  20032501 | PA      | $20032501.47  | 2.19%             |  |  |  | No            |                  2 | On Loan: No      |
| MIZUHO BANK LIMITED NEW YORK               | MIZUHO BANK LIMITED NEW YORK               | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   2000601 | PA      | $2000600.70   | 0.22%             | 2023-01-26      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| Jack in the Box Inc                        | Jack in the Box Inc                        | CUSIP: 466367109<br>LEI: 5493002OJW26P0SUUP68 | Long             | EC               | CORP              | US        |     70091 | NS      | $4782308.93   | 0.52%             |  |  |  | No            |                  1 | On Loan: —       |
| Custom Truck One Source Inc                | Custom Truck One Source Inc                | CUSIP: 23204X103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    490378 | NS      | $3099188.96   | 0.34%             |  |  |  | No            |                  1 | On Loan: —       |
| Nomad Foods Ltd                            | Nomad Foods Ltd                            | CUSIP: 000000000<br>LEI: 5493000ZZ1837DS2SI43 | Long             | EC               | CORP              | VG        |    323819 | NS      | $5582639.56   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIXIS NY                                 | NATIXIS NY                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   5001973 | PA      | $5001972.65   | 0.55%             | 2023-02-13      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| Citigroup Global Markets Inc               | Citigroup Global Markets Inc               | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | Long             | RA               | CORP              | US        |   7000000 | PA      | $7000000.00   | 0.76%             |  |  |  | No            |                  2 | On Loan: No      |
| New Mountain Finance Corp                  | New Mountain Finance Corp                  | CUSIP: 647551100<br>LEI: 549300L1MPTT1H7SES77 | Long             | EC               | CORP              | US        |    255654 | NS      | $3162439.98   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| KBR Inc                                    | KBR Inc                                    | CUSIP: 48242W106<br>LEI: 254900OFQDXZRKRCV808 | Long             | EC               | CORP              | US        |     89860 | NS      | $4744608.00   | 0.52%             |  |  |  | No            |                  1 | On Loan: —       |
| API Group Corp                             | API Group Corp                             | CUSIP: 00187Y100<br>LEI: 213800NZT1VX6PZ7BT53 | Long             | EC               | CORP              | US        |    323283 | NS      | $6080953.23   | 0.66%             |  |  |  | No            |                  1 | On Loan: —       |
| Power Integrations Inc                     | Power Integrations Inc                     | CUSIP: 739276103<br>LEI: 54930085LGXSCIHD5W31 | Long             | EC               | CORP              | US        |     60800 | NS      | $4360576.00   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Arconic Corp                               | Arconic Corp                               | CUSIP: 03966V107<br>LEI: 549300B4YFWH3U74B152 | Long             | EC               | CORP              | US        |    143500 | NS      | $3036460.00   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Belden Inc                                 | Belden Inc                                 | CUSIP: 077454106<br>LEI: 68BKYO1JC791TTJHUE82 | Long             | EC               | CORP              | US        |    115513 | NS      | $8305384.70   | 0.91%             |  |  |  | No            |                  1 | On Loan: No      |
| Associated Banc-Corp                       | Associated Banc-Corp                       | CUSIP: 045487105<br>LEI: 549300N3CIN473IW5094 | Long             | EC               | CORP              | US        |    180039 | NS      | $4157100.51   | 0.45%             |  |  |  | No            |                  1 | On Loan: —       |
| Cirrus Logic Inc                           | Cirrus Logic Inc                           | CUSIP: 172755100<br>LEI: 549300NKSJEM5ZZSSV18 | Long             | EC               | CORP              | US        |     56200 | NS      | $4185776.00   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Tricon Residential Inc                     | Tricon Residential Inc                     | CUSIP: 89612W102<br>LEI: 984500EFFDE9C3A9G721 | Long             | EC               | CORP              | CA        |    298469 | NS      | $2301195.99   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Bread Financial Holdings Inc               | Bread Financial Holdings Inc               | CUSIP: 018581108<br>LEI: 549300G8S4PO686J7H97 | Long             | EC               | CORP              | US        |     68200 | NS      | $2568412.00   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Helen of Troy Ltd                          | Helen of Troy Ltd                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |     48973 | NS      | $5431595.43   | 0.59%             |  |  |  | No            |                  1 | On Loan: —       |
| Franklin Electric Co Inc                   | Franklin Electric Co Inc                   | CUSIP: 353514102<br>LEI: RR6AURIKMXUE4Q24G284 | Long             | EC               | CORP              | US        |    164031 | NS      | $13081472.25  | 1.43%             |  |  |  | No            |                  1 | On Loan: —       |
| National Bank Of Canada                    | National Bank Of Canada                    | CUSIP: 000000000<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | RA               | CORP              | US        |   5700000 | PA      | $5700000.00   | 0.62%             |  |  |  | No            |                  2 | On Loan: No      |
| Franchise Group Inc                        | Franchise Group Inc                        | CUSIP: 35180X105<br>LEI: 549300MWCHSL8BSOMV77 | Long             | EC               | CORP              | US        |     44678 | NS      | $1064229.96   | 0.12%             |  |  |  | No            |                  1 | On Loan: —       |
| Nordic American Tankers Ltd                | Nordic American Tankers Ltd                | CUSIP: 000000000<br>LEI: 213800W4T8AMPKIPIU94 | Long             | EC               | CORP              | BM        |    343855 | NS      | $1052196.30   | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| Tootsie Roll Industries Inc                | Tootsie Roll Industries Inc                | CUSIP: 890516107<br>LEI: 529900SBKOV9XX4M4Q35 | Long             | EC               | CORP              | US        |     54873 | NS      | $2335943.61   | 0.25%             |  |  |  | No            |                  1 | On Loan: —       |
| TD SYNNEX Corp                             | TD SYNNEX Corp                             | CUSIP: 87162W100<br>LEI: 5493004HI6PFLF46NS53 | Long             | EC               | CORP              | US        |     40300 | NS      | $3816813.00   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Air Lease Corp                             | Air Lease Corp                             | CUSIP: 00912X302<br>LEI: 5493004NW4M4P8TMMK63 | Long             | EC               | CORP              | US        |     94859 | NS      | $3644482.78   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Levi Strauss & Co                          | Levi Strauss & Co                          | CUSIP: 52736R102<br>LEI: MB0UERO0RDFKU8258G77 | Long             | EC               | CORP              | US        |     20708 | NS      | $321388.16    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| CIBC NY                                    | CIBC NY                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   3000199 | PA      | $3000198.54   | 0.33%             | 2023-02-03      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| Hope Bancorp Inc                           | Hope Bancorp Inc                           | CUSIP: 43940T109<br>LEI: 549300UTF4QGMBHIZ219 | Long             | EC               | CORP              | US        |    277040 | NS      | $3548882.40   | 0.39%             |  |  |  | No            |                  1 | On Loan: —       |
| STATE STREET INST US GOVT FUND             | STATE STREET INST US GOVT FUND             | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   4499920 | NS      | $4499920.50   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| NN Inc                                     | NN Inc                                     | CUSIP: 629337106<br>LEI: 549300SU3TUM6VH84645 | Long             | EC               | CORP              | US        |     89815 | NS      | $134722.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Leonardo DRS Inc                           | Leonardo DRS Inc                           | CUSIP: 52661A108<br>LEI: 549300HMMEWVG3PPQU18 | Long             | EC               | CORP              | US        |     66134 | NS      | $845192.52    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Maximus Inc                                | Maximus Inc                                | CUSIP: 577933104<br>LEI: 549300DQCDS8HJ7QF202 | Long             | EC               | CORP              | US        |     55135 | NS      | $4043049.55   | 0.44%             |  |  |  | No            |                  1 | On Loan: —       |
| WESTPAC BKG CORP, NEW YORK                 | WESTPAC BKG CORP, NEW YORK                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   2999670 | PA      | $2999670.00   | 0.33%             | 2023-02-17      | Floating      | 4.53%                 | No            |                  2 | On Loan: No      |
| JELD-WEN Holding Inc                       | JELD-WEN Holding Inc                       | CUSIP: 47580P103<br>LEI: 529900AXX7CT9GZSCS30 | Long             | EC               | CORP              | US        |     66426 | NS      | $641010.90    | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| Synovus Financial Corp                     | Synovus Financial Corp                     | CUSIP: 87161C501<br>LEI: 549300EIUS8UN5JTLE54 | Long             | EC               | CORP              | US        |    155750 | NS      | $5848412.50   | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| CNO Financial Group Inc                    | CNO Financial Group Inc                    | CUSIP: 12621E103<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | EC               | CORP              | US        |     20702 | NS      | $473040.70    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| NuVasive Inc                               | NuVasive Inc                               | CUSIP: 670704105<br>LEI: 549300C5ZB4NZ6TWM881 | Long             | EC               | CORP              | US        |     62800 | NS      | $2589872.00   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Premier Inc                                | Premier Inc                                | CUSIP: 74051N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     66851 | NS      | $2338447.98   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Kemper Corp                                | Kemper Corp                                | CUSIP: 488401100<br>LEI: 549300FNI1JKTRY2PV09 | Long             | EC               | CORP              | US        |     10084 | NS      | $496132.80    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Group 1 Automotive Inc                     | Group 1 Automotive Inc                     | CUSIP: 398905109<br>LEI: 549300US8QAZJLWYAF63 | Long             | EC               | CORP              | US        |     24200 | NS      | $4364954.00   | 0.48%             |  |  |  | No            |                  1 | On Loan: —       |
| Holley Inc                                 | Holley Inc                                 | CUSIP: 43538H103<br>LEI: 254900EEM9JI9G1A4D88 | Long             | EC               | CORP              | US        |    561447 | NS      | $1190267.64   | 0.13%             |  |  |  | No            |                  1 | On Loan: —       |
| GXO Logistics Inc                          | GXO Logistics Inc                          | CUSIP: 36262G101<br>LEI: 5493007CNWMXN78JRN66 | Long             | EC               | CORP              | US        |     38160 | NS      | $1629050.40   | 0.18%             |  |  |  | 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        |   2000081 | PA      | $2000081.46   | 0.22%             | 2023-01-09      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| Kadant Inc                                 | Kadant Inc                                 | CUSIP: 48282T104<br>LEI: 549300K06LNJYBMPYP15 | Long             | EC               | CORP              | US        |     30281 | NS      | $5378814.03   | 0.59%             |  |  |  | No            |                  1 | On Loan: —       |
| First Financial Bancorp                    | First Financial Bancorp                    | CUSIP: 320209109<br>LEI: 549300D3F5B3EZMY7P77 | Long             | EC               | CORP              | US        |    195300 | NS      | $4732119.00   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| First Hawaiian Inc                         | First Hawaiian Inc                         | CUSIP: 32051X108<br>LEI: 5493002DJSH46F5OLV06 | Long             | EC               | CORP              | US        |     99107 | NS      | $2580746.28   | 0.28%             |  |  |  | No            |                  1 | On Loan: —       |
| Patterson-UTI Energy Inc                   | Patterson-UTI Energy Inc                   | CUSIP: 703481101<br>LEI: 254900XGFBKIXD6G0697 | Long             | EC               | CORP              | US        |    805853 | NS      | $13570564.52  | 1.48%             |  |  |  | No            |                  1 | On Loan: —       |
| MasTec Inc                                 | MasTec Inc                                 | CUSIP: 576323109<br>LEI: 549300TMDIT8WREDOF45 | Long             | EC               | CORP              | US        |    120545 | NS      | $10286104.85  | 1.12%             |  |  |  | No            |                  1 | On Loan: —       |
| NATL BANK CANADA                           | NATL BANK CANADA                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   5000000 | PA      | $5000000.00   | 0.55%             | 2023-01-06      | Floating      | 4.37%                 | No            |                  2 | On Loan: No      |
| Babcock & Wilcox Enterprises Inc           | Babcock & Wilcox Enterprises Inc           | CUSIP: 05614L209<br>LEI: 5493006H661OZN2C0T54 | Long             | EC               | CORP              | US        |    153747 | NS      | $887120.19    | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| Western Alliance Bancorp                   | Western Alliance Bancorp                   | CUSIP: 957638109<br>LEI: 5493003VJXZ5JXT9S762 | Long             | EC               | CORP              | US        |    101200 | NS      | $6027472.00   | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| SUMITOMO MITSUI TRUST BANK LTD,NY          | SUMITOMO MITSUI TRUST BANK LTD,NY          | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   2000156 | PA      | $2000156.00   | 0.22%             | 2023-01-10      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| SouthState Corp                            | SouthState Corp                            | CUSIP: 840441109<br>LEI: 549300JZUANXM0YQ4W53 | Long             | EC               | CORP              | US        |     63527 | NS      | $4850921.72   | 0.53%             |  |  |  | No            |                  1 | On Loan: —       |
| Regal Rexnord Corp                         | Regal Rexnord Corp                         | CUSIP: 758750103<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | EC               | CORP              | US        |     31806 | NS      | $3816083.88   | 0.42%             |  |  |  | No            |                  1 | On Loan: —       |
| Service Corp International/US              | Service Corp International/US              | CUSIP: 817565104<br>LEI: 549300RKVM2ME20JHZ15 | Long             | EC               | CORP              | US        |     45550 | NS      | $3149327.00   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| UMB Financial Corp                         | UMB Financial Corp                         | CUSIP: 902788108<br>LEI: 549300MGEH3N3CUCV828 | Long             | EC               | CORP              | US        |    140182 | NS      | $11708000.64  | 1.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Kite Realty Group Trust                    | Kite Realty Group Trust                    | CUSIP: 49803T300<br>LEI: N/A                  | Long             | EC               |  | US        |    179763 | NS      | $3784011.15   | 0.41%             |  |  |  | No            |                  1 | On Loan: —       |
| Enstar Group Ltd                           | Enstar Group Ltd                           | CUSIP: 000000000<br>LEI: 213800AMAL5QFXVUCN04 | Long             | EC               | CORP              | BM        |     30946 | NS      | $7149763.84   | 0.78%             |  |  |  | No            |                  1 | On Loan: —       |
| Harsco Corp                                | Harsco Corp                                | CUSIP: 415864107<br>LEI: KAO98FK89NPNNPQGUZ43 | Long             | EC               | CORP              | US        |    111787 | NS      | $703140.23    | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| Mativ Holdings Inc                         | Mativ Holdings Inc                         | CUSIP: 808541106<br>LEI: 549300Z1FU4IDULG1R21 | Long             | EC               | CORP              | US        |    311742 | NS      | $6515407.80   | 0.71%             |  |  |  | No            |                  1 | On Loan: —       |
| Avanos Medical Inc                         | Avanos Medical Inc                         | CUSIP: 05350V106<br>LEI: 549300YCXWOM7NEWMQ58 | Long             | EC               | CORP              | US        |     89300 | NS      | $2416458.00   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Saia Inc                                   | Saia Inc                                   | CUSIP: 78709Y105<br>LEI: 549300WNPG4N9GBOYB29 | Long             | EC               | CORP              | US        |      8300 | NS      | $1740344.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: —       |
| Black Hills Corp                           | Black Hills Corp                           | CUSIP: 092113109<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | EC               | CORP              | US        |     85140 | NS      | $5988747.60   | 0.65%             |  |  |  | No            |                  1 | On Loan: —       |
| Apollo Commercial Real Estate Finance Inc  | Apollo Commercial Real Estate Finance Inc  | CUSIP: 03762U105<br>LEI: 549300E0AN7M2AQHSY29 | Long             | EC               |  | US        |    236845 | NS      | $2548452.20   | 0.28%             |  |  |  | No            |                  1 | On Loan: —       |
| Integra LifeSciences Holdings Corp         | Integra LifeSciences Holdings Corp         | CUSIP: 457985208<br>LEI: WB7IJCYY8YFTENS4O147 | Long             | EC               | CORP              | US        |     94300 | NS      | $5287401.00   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| GlassBridge Enterprises Inc                | GlassBridge Enterprises Inc                | CUSIP: 377185202<br>LEI: 549300GQRYQQ0IW6S632 | Long             | EC               | CORP              | US        |       572 | NS      | $17732.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TORONTO DOMINION NY                        | TORONTO DOMINION NY                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   4000000 | PA      | $4000000.00   | 0.44%             | 2023-03-21      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| Denny's Corp                               | Denny's Corp                               | CUSIP: 24869P104<br>LEI: 54930037V56XOULXM917 | Long             | EC               | CORP              | US        |    439677 | NS      | $4049425.17   | 0.44%             |  |  |  | No            |                  1 | On Loan: —       |
| Zurn Elkay Water Solutions Corp            | Zurn Elkay Water Solutions Corp            | CUSIP: 98983L108<br>LEI: 549300AM3633XDFU1Q85 | Long             | EC               | CORP              | US        |    178300 | NS      | $3771045.00   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Westwood Holdings Group Inc                | Westwood Holdings Group Inc                | CUSIP: 961765104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     62205 | NS      | $692571.81    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| STANDARD CHARTERED NY                      | STANDARD CHARTERED NY                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   2000246 | PA      | $2000246.00   | 0.22%             | 2023-01-17      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| Two Harbors Investment Corp                | Two Harbors Investment Corp                | CUSIP: 90187B804<br>LEI: 549300ZUIBT6KH4HU823 | Long             | EC               |  | US        |    319969 | NS      | $5045911.13   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Huntsman Corp                              | Huntsman Corp                              | CUSIP: 447011107<br>LEI: 5299000V56320A7RIQ67 | Long             | EC               | CORP              | US        |    165200 | NS      | $4539696.00   | 0.50%             |  |  |  | No            |                  1 | On Loan: —       |
| Simpson Manufacturing Co Inc               | Simpson Manufacturing Co Inc               | CUSIP: 829073105<br>LEI: 529900EJUNNL15LZ8056 | Long             | EC               | CORP              | US        |     64439 | NS      | $5713161.74   | 0.62%             |  |  |  | No            |                  1 | On Loan: —       |
| Columbus McKinnon Corp/NY                  | Columbus McKinnon Corp/NY                  | CUSIP: 199333105<br>LEI: 549300W3HQB0HO1F3G69 | Long             | EC               | CORP              | US        |     96337 | NS      | $3128062.39   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Axis Capital Holdings Ltd                  | Axis Capital Holdings Ltd                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |     36754 | NS      | $1990964.18   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Eagle Materials Inc                        | Eagle Materials Inc                        | CUSIP: 26969P108<br>LEI: 529900KRXRGXL61SG039 | Long             | EC               | CORP              | US        |    100737 | NS      | $13382910.45  | 1.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Selective Insurance Group Inc              | Selective Insurance Group Inc              | CUSIP: 816300107<br>LEI: 549300R3WGJWLE40R258 | Long             | EC               | CORP              | US        |     49590 | NS      | $4394169.90   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| E2open Parent Holdings Inc                 | E2open Parent Holdings Inc                 | CUSIP: 29788T103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    309575 | NS      | $1817205.25   | 0.20%             |  |  |  | No            |                  1 | On Loan: —       |
| Thryv Holdings Inc                         | Thryv Holdings Inc                         | CUSIP: 886029206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     91260 | NS      | $1733940.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: —       |
| Perrigo Co PLC                             | Perrigo Co PLC                             | CUSIP: 000000000<br>LEI: 549300IFOQS6R1QLY196 | Long             | EC               | CORP              | IE        |     51533 | NS      | $1756759.97   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Elme Communities                           | Elme Communities                           | CUSIP: 939653101<br>LEI: 549300DI34BGS8LVKW95 | Long             | EC               |  | US        |    141483 | NS      | $2518397.40   | 0.27%             |  |  |  | No            |                  1 | On Loan: —       |
| NewMarket Corp                             | NewMarket Corp                             | CUSIP: 651587107<br>LEI: 54930082CG88ERDREQ47 | Long             | EC               | CORP              | US        |     23712 | NS      | $7377040.32   | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| SVENSKA NY                                 | SVENSKA NY                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   3002037 | PA      | $3002037.00   | 0.33%             | 2023-04-12      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| Kirby Corp                                 | Kirby Corp                                 | CUSIP: 497266106<br>LEI: I7NO6FZO5GUCG585T325 | Long             | EC               | CORP              | US        |     46900 | NS      | $3018015.00   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Vishay Intertechnology Inc                 | Vishay Intertechnology Inc                 | CUSIP: 928298108<br>LEI: 5493009O8F3QQJTCQR75 | Long             | EC               | CORP              | US        |    119900 | NS      | $2586243.00   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Roadhouse Inc                        | Texas Roadhouse Inc                        | CUSIP: 882681109<br>LEI: 5299002Y1CNRPDGXTQ75 | Long             | EC               | CORP              | US        |     41900 | NS      | $3810805.00   | 0.42%             |  |  |  | No            |                  1 | On Loan: —       |
| Life Storage Inc                           | Life Storage Inc                           | CUSIP: 53223X107<br>LEI: W9EE01AFDDF9DQCQZC68 | Long             | EC               |  | US        |     37650 | NS      | $3708525.00   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| National Western Life Group Inc            | National Western Life Group Inc            | CUSIP: 638517102<br>LEI: 549300HPXNVHFT1BJ192 | Long             | EC               | CORP              | US        |      6768 | NS      | $1901808.00   | 0.21%             |  |  |  | No            |                  1 | On Loan: —       |
| Diodes Inc                                 | Diodes Inc                                 | CUSIP: 254543101<br>LEI: 549300XP2X1ARVH3BX23 | Long             | EC               | CORP              | US        |     54100 | NS      | $4119174.00   | 0.45%             |  |  |  | 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        |   3001005 | PA      | $3001005.00   | 0.33%             | 2023-02-21      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| Cracker Barrel Old Country Store Inc       | Cracker Barrel Old Country Store Inc       | CUSIP: 22410J106<br>LEI: 8P4PHQIUWPIECBFBW745 | Long             | EC               | CORP              | US        |     28300 | NS      | $2681142.00   | 0.29%             |  |  |  | No            |                  1 | On Loan: —       |
| OGE Energy Corp                            | OGE Energy Corp                            | CUSIP: 670837103<br>LEI: CE5OG6JPOZMDSA0LAQ19 | Long             | EC               | CORP              | US        |     97000 | NS      | $3836350.00   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Essent Group Ltd                           | Essent Group Ltd                           | CUSIP: 000000000<br>LEI: 254900QUO860OUT6ZF83 | Long             | EC               | CORP              | BM        |     92300 | NS      | $3588624.00   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Douglas Dynamics Inc                       | Douglas Dynamics Inc                       | CUSIP: 25960R105<br>LEI: 529900CDFLKNQ0QT6580 | Long             | EC               | CORP              | US        |    183944 | NS      | $6651415.04   | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| National Health Investors Inc              | National Health Investors Inc              | CUSIP: 63633D104<br>LEI: 549300ZPKZIG6DKDEC02 | Long             | EC               |  | US        |     61250 | NS      | $3198475.00   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| WESTPAC BKG CORP, NEW YORK                 | WESTPAC BKG CORP, NEW YORK                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   2000682 | PA      | $2000682.00   | 0.22%             | 2023-02-22      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| Kyndryl Holdings Inc                       | Kyndryl Holdings Inc                       | CUSIP: 50155Q100<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | EC               | CORP              | US        |    277766 | NS      | $3088757.92   | 0.34%             |  |  |  | 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   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Synchronoss Technologies Inc               | Synchronoss Technologies Inc               | CUSIP: 87157B103<br>LEI: 5493007Z5J8Z2TA76376 | Long             | EC               | CORP              | US        |    439304 | NS      | $271533.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Spirit Realty Capital Inc                  | Spirit Realty Capital Inc                  | CUSIP: 84860W300<br>LEI: 549300LTU6LVPZSHMJ25 | Long             | EC               |  | US        |    103550 | NS      | $4134751.50   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Griffon Corp                               | Griffon Corp                               | CUSIP: 398433102<br>LEI: 5493000C2SGNC7ZN3242 | Long             | EC               | CORP              | US        |    140577 | NS      | $5031250.83   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Innospec Inc                               | Innospec Inc                               | CUSIP: 45768S105<br>LEI: 213800SQBACNY5IWJO68 | Long             | EC               | CORP              | US        |    162062 | NS      | $16669697.32  | 1.82%             |  |  |  | No            |                  1 | On Loan: —       |
| Stewart Information Services Corp          | Stewart Information Services Corp          | CUSIP: 860372101<br>LEI: 529900TV1XI0PLKENU10 | Long             | EC               | CORP              | US        |    195364 | NS      | $8347903.72   | 0.91%             |  |  |  | No            |                  1 | On Loan: No      |
| Northern Oil and Gas Inc                   | Northern Oil and Gas Inc                   | CUSIP: 665531307<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | EC               | CORP              | US        |     87939 | NS      | $2710279.98   | 0.30%             |  |  |  | No            |                  1 | On Loan: —       |
| Silgan Holdings Inc                        | Silgan Holdings Inc                        | CUSIP: 827048109<br>LEI: KAF673KJXD92C8KSLU49 | Long             | EC               | CORP              | US        |    143021 | NS      | $7414208.64   | 0.81%             |  |  |  | No            |                  1 | On Loan: —       |
| Central Garden & Pet Co                    | Central Garden & Pet Co                    | CUSIP: 153527106<br>LEI: 5493004DVZLD37DJ0H83 | Long             | EC               | CORP              | US        |     90711 | NS      | $3397126.95   | 0.37%             |  |  |  | No            |                  1 | On Loan: —       |
| BANK OF NOVA SCOTIA HOUSTON                | BANK OF NOVA SCOTIA HOUSTON                | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   6002522 | PA      | $6002521.50   | 0.65%             | 2023-03-15      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| East West Bancorp Inc                      | East West Bancorp Inc                      | CUSIP: 27579R104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    139200 | NS      | $9173280.00   | 1.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Murphy Oil Corp                            | Murphy Oil Corp                            | CUSIP: 626717102<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | EC               | CORP              | US        |    120400 | NS      | $5178404.00   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| National Bank of Canada                    | National Bank Of Canada                    | CUSIP: 000000000<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | RA               | CORP              | US        |  15000000 | PA      | $15000000.00  | 1.64%             |  |  |  | No            |                  2 | 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        |   2000342 | PA      | $2000342.00   | 0.22%             | 2023-02-13      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| Werner Enterprises Inc                     | Werner Enterprises Inc                     | CUSIP: 950755108<br>LEI: 549300P6XRGOCHHJST37 | Long             | EC               | CORP              | US        |    215187 | NS      | $8663428.62   | 0.95%             |  |  |  | No            |                  1 | On Loan: No      |
| Forum Energy Technologies Inc              | Forum Energy Technologies Inc              | CUSIP: 34984V209<br>LEI: 549300SF93HLCR1REE27 | Long             | EC               | CORP              | US        |     18776 | NS      | $553892.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Primo Water Corp                           | Primo Water Corp                           | CUSIP: 74167P108<br>LEI: 5493005TMUI9D3MY9I37 | Long             | EC               | CORP              | CA        |    308867 | NS      | $4799793.18   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Hillenbrand Inc                            | Hillenbrand Inc                            | CUSIP: 431571108<br>LEI: U246OE781574J2BUD366 | Long             | EC               | CORP              | US        |     64401 | NS      | $2747990.67   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Summit Hotel Properties Inc                | Summit Hotel Properties Inc                | CUSIP: 866082100<br>LEI: 254900OBQWJK6X20LS71 | Long             | EC               |  | US        |    274800 | NS      | $1984056.00   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Flex Ltd                                   | Flex Ltd                                   | CUSIP: 000000000<br>LEI: 549300EAQH74YHD07T53 | Long             | EC               | CORP              | SG        |    306837 | NS      | $6584722.02   | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| Patterson Cos Inc                          | Patterson Cos Inc                          | CUSIP: 703395103<br>LEI: YM48Q2087CUE26GWEK09 | Long             | EC               | CORP              | US        |    115859 | NS      | $3247527.77   | 0.35%             |  |  |  | No            |                  1 | On Loan: —       |
| Korn Ferry                                 | Korn Ferry                                 | CUSIP: 500643200<br>LEI: 549300FOD20OM0GT5G40 | Long             | EC               | CORP              | US        |    102569 | NS      | $5192042.78   | 0.57%             |  |  |  | No            |                  1 | On Loan: —       |
| Spectrum Brands Holdings Inc               | Spectrum Brands Holdings Inc               | CUSIP: 84790A105<br>LEI: 549300JM0MJETDD30O20 | Long             | EC               | CORP              | US        |    150512 | NS      | $9169191.04   | 1.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Louisiana-Pacific Corp                     | Louisiana-Pacific Corp                     | CUSIP: 546347105<br>LEI: 549300C7E2UAO5BVRR75 | Long             | EC               | CORP              | US        |    103150 | NS      | $6106480.00   | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| RPT Realty                                 | RPT Realty                                 | CUSIP: 74971D101<br>LEI: 549300T03GDH1L37S188 | Long             | EC               |  | US        |    205900 | NS      | $2067236.00   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF MONTREAL CHICAGO                   | BANK OF MONTREAL CHICAGO                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   6000000 | PA      | $6000000.00   | 0.65%             | 2023-03-02      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| TriMas Corp                                | TriMas Corp                                | CUSIP: 896215209<br>LEI: 75G1WUQ8QK4P5MZOYD78 | Long             | EC               | CORP              | US        |    203096 | NS      | $5633883.04   | 0.61%             |  |  |  | No            |                  1 | On Loan: —       |
| Chord Energy Corp                          | Chord Energy Corp                          | CUSIP: 674215207<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | EC               | CORP              | US        |     35477 | NS      | $4853608.37   | 0.53%             |  |  |  | No            |                  1 | On Loan: —       |
| Sandy Spring Bancorp Inc                   | Sandy Spring Bancorp Inc                   | CUSIP: 800363103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     66800 | NS      | $2353364.00   | 0.26%             |  |  |  | No            |                  1 | On Loan: —       |
| ITT Inc                                    | ITT Inc                                    | CUSIP: 45073V108<br>LEI: 549300KDSERHTJOXUS80 | Long             | EC               | CORP              | US        |     83830 | NS      | $6798613.00   | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| Outfront Media Inc                         | Outfront Media Inc                         | CUSIP: 69007J106<br>LEI: 549300RZWDYU5722I639 | Long             | EC               |  | US        |    230750 | NS      | $3825835.00   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Umpqua Holdings Corp                       | Umpqua Holdings Corp                       | CUSIP: 904214103<br>LEI: 5299002ENJ7CY215BW86 | Long             | EC               | CORP              | US        |    402450 | NS      | $7183732.50   | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| Doma Holdings Inc                          | Doma Holdings Inc                          | CUSIP: 25703A104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     88446 | NS      | $40057.19     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Columbia Sportswear Co                     | Columbia Sportswear Co                     | CUSIP: 198516106<br>LEI: 549300OTMCIEUXAH5Z60 | Long             | EC               | CORP              | US        |     47300 | NS      | $4142534.00   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| UFP Industries Inc                         | UFP Industries Inc                         | CUSIP: 90278Q108<br>LEI: 5493007KB485C9OV5572 | Long             | EC               | CORP              | US        |     57227 | NS      | $4535239.75   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Hancock Whitney Corp                       | Hancock Whitney Corp                       | CUSIP: 410120109<br>LEI: 549300GRNBWY8HIICT41 | Long             | EC               | CORP              | US        |    319317 | NS      | $15451749.63  | 1.69%             |  |  |  | No            |                  1 | On Loan: —       |
| Hillman Solutions Corp                     | Hillman Solutions Corp                     | CUSIP: 431636109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     67766 | NS      | $488592.86    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Flowers Foods Inc                          | Flowers Foods Inc                          | CUSIP: 343498101<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | EC               | CORP              | US        |    115600 | NS      | $3322344.00   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Alto Ingredients Inc                       | Alto Ingredients Inc                       | CUSIP: 021513106<br>LEI: 549300TI77MKE21DLE34 | Long             | EC               | CORP              | US        |    195254 | NS      | $562331.52    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Mueller Industries Inc                     | Mueller Industries Inc                     | CUSIP: 624756102<br>LEI: 5493005IZFE4VJLLYG84 | Long             | EC               | CORP              | US        |    271671 | NS      | $16028589.00  | 1.75%             |  |  |  | No            |                  1 | On Loan: —       |
| American Equity Investment Life Holding Co | American Equity Investment Life Holding Co | CUSIP: 025676206<br>LEI: 549300RK5RZQ740FPL83 | Long             | EC               | CORP              | US        |    127800 | NS      | $5830236.00   | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Renasant Corp                              | Renasant Corp                              | CUSIP: 75970E107<br>LEI: 549300OVE6OZHW2UUH81 | Long             | EC               | CORP              | US        |    108893 | NS      | $4093287.87   | 0.45%             |  |  |  | No            |                  1 | On Loan: —       |
| Magnolia Oil & Gas Corp                    | Magnolia Oil & Gas Corp                    | CUSIP: 559663109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    553662 | NS      | $12983373.90  | 1.42%             |  |  |  | No            |                  1 | On Loan: —       |
| Alamo Group Inc                            | Alamo Group Inc                            | CUSIP: 011311107<br>LEI: 54930080C93RVZRSDV26 | Long             | EC               | CORP              | US        |     20556 | NS      | $2910729.60   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| RABOBANK LONDON                            | RABOBANK LONDON                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   5000000 | PA      | $5000000.00   | 0.55%             | 2023-03-20      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| Concentrix Corp                            | Concentrix Corp                            | CUSIP: 20602D101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     41374 | NS      | $5509361.84   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Delek US Holdings Inc                      | Delek US Holdings Inc                      | CUSIP: 24665A103<br>LEI: 5493003O53JMENV1N385 | Long             | EC               | CORP              | US        |     77700 | NS      | $2097900.00   | 0.23%             |  |  |  | No            |                  1 | On Loan: —       |
| J & J Snack Foods Corp                     | J & J Snack Foods Corp                     | CUSIP: 466032109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    132631 | NS      | $19856187.01  | 2.17%             |  |  |  | No            |                  1 | On Loan: —       |
| Euronet Worldwide Inc                      | Euronet Worldwide Inc                      | CUSIP: 298736109<br>LEI: YG3575C4DSHJPA5KET68 | Long             | EC               | CORP              | US        |     13941 | NS      | $1315751.58   | 0.14%             |  |  |  | No            |                  1 | On Loan: —       |
| Owens & Minor Inc                          | Owens & Minor Inc                          | CUSIP: 690732102<br>LEI: 549300LMT5KQQXCEZ733 | Long             | EC               | CORP              | US        |    114657 | NS      | $2239251.21   | 0.24%             |  |  |  | No            |                  1 | On Loan: —       |
| NCR Corp                                   | NCR Corp                                   | CUSIP: 62886E108<br>LEI: 549300YKTY8JX1DV2R67 | Long             | EC               | CORP              | US        |     85284 | NS      | $1996498.44   | 0.22%             |  |  |  | No            |                  1 | On Loan: —       |
| DallasNews Corp                            | DallasNews Corp                            | CUSIP: 235050101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     43318 | NS      | $166341.12    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Azenta Inc                                 | Azenta Inc                                 | CUSIP: 114340102<br>LEI: 35ZN6X1ANPH25YN32Y17 | Long             | EC               | CORP              | US        |     71494 | NS      | $4162380.68   | 0.45%             |  |  |  | No            |                  1 | On Loan: —       |
| LXP Industrial Trust                       | LXP Industrial Trust                       | CUSIP: 529043101<br>LEI: 549300S4MH2ICXDBFV43 | Long             | EC               |  | US        |    371100 | NS      | $3718422.00   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLETE Inc                                 | ALLETE Inc                                 | CUSIP: 018522300<br>LEI: 549300NNLSIMY6Z8OT86 | Long             | EC               | CORP              | US        |     69200 | NS      | $4464092.00   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| CBIZ Inc                                   | CBIZ Inc                                   | CUSIP: 124805102<br>LEI: 529900D5X8CFM8O1N813 | Long             | EC               | CORP              | US        |    113732 | NS      | $5328344.20   | 0.58%             |  |  |  | No            |                  1 | On Loan: —       |
| Dine Brands Global Inc                     | Dine Brands Global Inc                     | CUSIP: 254423106<br>LEI: 529900HKM8OWSHLKJY75 | Long             | EC               | CORP              | US        |     89042 | NS      | $5752113.20   | 0.63%             |  |  |  | No            |                  1 | On Loan: —       |
| Webster Financial Corp                     | Webster Financial Corp                     | CUSIP: 947890109<br>LEI: KMRURHT0VWKYS6Z5KU67 | Long             | EC               | CORP              | US        |    207602 | NS      | $9827878.68   | 1.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CACI International Inc                     | CACI International Inc                     | CUSIP: 127190304<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | EC               | CORP              | US        |     16000 | NS      | $4809440.00   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Berry Corp                                 | Berry Corp                                 | CUSIP: 08579X101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    210231 | NS      | $1681848.00   | 0.18%             |  |  |  | No            |                  1 | On Loan: —       |
| Quanex Building Products Corp              | Quanex Building Products Corp              | CUSIP: 747619104<br>LEI: 5493000TL30VL5WOAW87 | Long             | EC               | CORP              | US        |    266275 | NS      | $6305392.00   | 0.69%             |  |  |  | No            |                  1 | On Loan: —       |
| Matador Resources Co                       | Matador Resources Co                       | CUSIP: 576485205<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | EC               | CORP              | US        |     72680 | NS      | $4160203.20   | 0.45%             |  |  |  | No            |                  1 | On Loan: —       |
| Choice Hotels International Inc            | Choice Hotels International Inc            | CUSIP: 169905106<br>LEI: 5493003CYRY5RFGTIR97 | Long             | EC               | CORP              | US        |     27100 | NS      | $3052544.00   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| DREYFUS TREASURY & AGENCY LEX              | DREYFUS TREASURY & AGENCY LEX              | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   2000000 | NS      | $2000000.00   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Berry Global Group Inc                     | Berry Global Group Inc                     | CUSIP: 08579W103<br>LEI: 549300G6KKUMMXM8NH73 | Long             | EC               | CORP              | US        |    120003 | NS      | $7251781.29   | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| Minerals Technologies Inc                  | Minerals Technologies Inc                  | CUSIP: 603158106<br>LEI: 549300D3I1QU67GP6403 | Long             | EC               | CORP              | US        |     22942 | NS      | $1393038.24   | 0.15%             |  |  |  | No            |                  1 | On Loan: —       |
| UniFirst Corp/MA                           | UniFirst Corp/MA                           | CUSIP: 904708104<br>LEI: 5493003XBTNWBC8UK019 | Long             | EC               | CORP              | US        |     26500 | NS      | $5114235.00   | 0.56%             |  |  |  | No            |                  1 | On Loan: —       |
| Summit Materials Inc                       | Summit Materials Inc                       | CUSIP: 86614U100<br>LEI: 549300XNOLX5GIOSO108 | Long             | EC               | CORP              | US        |    108754 | NS      | $3087524.24   | 0.34%             |  |  |  | No            |                  1 | On Loan: —       |
| 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   | 0.33%             | 2023-02-27      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| Royal Bank Canada Toronto                  | Royal Bank Canada Toronto                  | CUSIP: 000000000<br>LEI: 549300HXQQQCCUBS2Z23 | Long             | RA               | CORP              | US        |   3000000 | PA      | $3000000.00   | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| Integer Holdings Corp                      | Integer Holdings Corp                      | CUSIP: 45826H109<br>LEI: 549300SUD2ED5XG6X569 | Long             | EC               | CORP              | US        |     53500 | NS      | $3662610.00   | 0.40%             |  |  |  | No            |                  1 | On Loan: —       |
| Enovis Corp                                | Enovis Corp                                | CUSIP: 194014502<br>LEI: 635400OP2DYYYMOIYL17 | Long             | EC               | CORP              | US        |     35024 | NS      | $1874484.48   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| MIT UFJ TR NY                              | MIT UFJ TR NY                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   3000900 | PA      | $3000900.00   | 0.33%             | 2023-02-14      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| Southwestern Energy Co                     | Southwestern Energy Co                     | CUSIP: 845467109<br>LEI: EFWMP121W54QV9MGOP87 | Long             | EC               | CORP              | US        |    950416 | NS      | $5559933.60   | 0.61%             |  |  |  | No            |                  1 | On Loan: —       |
| ROYAL BANK OF CANADA                       | ROYAL BANK OF CANADA                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   5999904 | PA      | $5999904.00   | 0.65%             | 2023-01-11      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| Metropolitan Bank Holding Corp             | Metropolitan Bank Holding Corp             | CUSIP: 591774104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     41493 | NS      | $2434394.31   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| WESTERN ASST GOV FD                        | WESTERN ASST GOV FD                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   3000000 | NS      | $3000000.00   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Matthews International Corp                | Matthews International Corp                | CUSIP: 577128101<br>LEI: 549300ZVC5O0ATML6U61 | Long             | EC               | CORP              | US        |     23128 | NS      | $704016.32    | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| Urban Outfitters Inc                       | Urban Outfitters Inc                       | CUSIP: 917047102<br>LEI: 549300N3DUFR5U6NRN38 | Long             | EC               | CORP              | US        |      9711 | NS      | $231607.35    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Tower Semiconductor Ltd                    | Tower Semiconductor Ltd                    | CUSIP: 000000000<br>LEI: 54930086ZSNXZOUX0C54 | Long             | EC               | CORP              | IL        |     14259 | NS      | $615988.80    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Energy Inc                         | Liberty Energy Inc                         | CUSIP: 53115L104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    155006 | NS      | $2481646.06   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| CNX Resources Corp                         | CNX Resources Corp                         | CUSIP: 12653C108<br>LEI: 549300JK3KH8PWM3B226 | Long             | EC               | CORP              | US        |    345650 | NS      | $5820746.00   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| DEN NORSKE BANK OSLO                       | DEN NORSKE BANK OSLO                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   4001012 | PA      | $4001012.00   | 0.44%             | 2023-06-02      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| Adient PLC                                 | Adient PLC                                 | CUSIP: 000000000<br>LEI: 5493002QLDY8O75RTR78 | Long             | EC               | CORP              | IE        |    122900 | NS      | $4263401.00   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Performance Food Group Co                  | Performance Food Group Co                  | CUSIP: 71377A103<br>LEI: 549300EUK8GR9IT1YK57 | Long             | EC               | CORP              | US        |     75681 | NS      | $4419013.59   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Acushnet Holdings Corp                     | Acushnet Holdings Corp                     | CUSIP: 005098108<br>LEI: 529900W5FI106H543E43 | Long             | EC               | CORP              | US        |     75500 | NS      | $3205730.00   | 0.35%             |  |  |  | No            |                  1 | On Loan: —       |
| Steven Madden Ltd                          | Steven Madden Ltd                          | CUSIP: 556269108<br>LEI: 549300Z9GZ7GYJWSGF43 | Long             | EC               | CORP              | US        |    174857 | NS      | $5588429.72   | 0.61%             |  |  |  | No            |                  1 | On Loan: —       |
| Valley National Bancorp                    | Valley National Bancorp                    | CUSIP: 919794107<br>LEI: 549300ET52S1UBIB9762 | Long             | EC               | CORP              | US        |    586000 | NS      | $6627660.00   | 0.72%             |  |  |  | No            |                  1 | On Loan: —       |
| Varex Imaging Corp                         | Varex Imaging Corp                         | CUSIP: 92214X106<br>LEI: 549300CWYWPVCT8E9W67 | Long             | EC               | CORP              | US        |    165684 | NS      | $3363385.20   | 0.37%             |  |  |  | No            |                  1 | On Loan: —       |
| Myers Industries Inc                       | Myers Industries Inc                       | CUSIP: 628464109<br>LEI: 549300I2H9XMVTCW4Q51 | Long             | EC               | CORP              | US        |    165161 | NS      | $3671529.03   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| RABOBANK LONDON                            | RABOBANK LONDON                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   2000000 | PA      | $2000000.00   | 0.22%             | 2023-05-16      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| ProAssurance Corp                          | ProAssurance Corp                          | CUSIP: 74267C106<br>LEI: 54930015E5J57R675E89 | Long             | EC               | CORP              | US        |    123766 | NS      | $2162192.02   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Atkore Inc                                 | Atkore Inc                                 | CUSIP: 047649108<br>LEI: 52990002TI38AM4RPV48 | Long             | EC               | CORP              | US        |    112807 | NS      | $12794569.94  | 1.40%             |  |  |  | No            |                  1 | On Loan: —       |
| ACCO Brands Corp                           | ACCO Brands Corp                           | CUSIP: 00081T108<br>LEI: JCT8P4Y190IH4I1NX328 | Long             | EC               | CORP              | US        |    375817 | NS      | $2100817.03   | 0.23%             |  |  |  | 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        |   6000107 | PA      | $6000107.04   | 0.65%             | 2023-01-06      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| H&E Equipment Services Inc                 | H&E Equipment Services Inc                 | CUSIP: 404030108<br>LEI: 254900KVLRCDMQRYY541 | Long             | EC               | CORP              | US        |     82000 | NS      | $3722800.00   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| FNB Corp/PA                                | FNB Corp/PA                                | CUSIP: 302520101<br>LEI: PCYSKIGYNYFDTBLVZU83 | Long             | EC               | CORP              | US        |    698100 | NS      | $9110205.00   | 0.99%             |  |  |  | No            |                  1 | On Loan: No      |
| FIGXX FID INST GOVT LEX                    | FIGXX FID INST GOVT LEX                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   2000000 | NS      | $2000000.00   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of NT Butterfield & Son Ltd/The       | Bank of NT Butterfield & Son Ltd/The       | CUSIP: 000000000<br>LEI: 549300V8RVM0EMTDPF28 | Long             | EC               | CORP              | BM        |     86500 | NS      | $2578565.00   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| KB Home                                    | KB Home                                    | CUSIP: 48666K109<br>LEI: 549300LGUCWQURMWLG09 | Long             | EC               | CORP              | US        |     99500 | NS      | $3169075.00   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| HILLMAN GROUP PIPE                         | HILLMAN GROUP PIPE                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    502200 | NS      | $3620862.00   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Element Solutions Inc                      | Element Solutions Inc                      | CUSIP: 28618M106<br>LEI: 549300FLGN6P5CU20J91 | Long             | EC               | CORP              | US        |     49392 | NS      | $898440.48    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ESC PERSHING SQUARE TO                     | ESC PERSHING SQUARE TO                     | CUSIP: 715ESC018<br>LEI: 549300ZDVEYEVCF35B08 | Long             | EC               | CORP              | US        |    140969 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Hanover Insurance Group Inc/The            | Hanover Insurance Group Inc/The            | CUSIP: 410867105<br>LEI: JJYR6MFKFF6CF8DBZ078 | Long             | EC               | CORP              | US        |     83934 | NS      | $11342001.42  | 1.24%             |  |  |  | No            |                  1 | On Loan: —       |
| HSBC US GOVT FUND LEX                      | HSBC US GOVT FUND LEX                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   1000000 | NS      | $1000000.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| CVB Financial Corp                         | CVB Financial Corp                         | CUSIP: 126600105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     52358 | NS      | $1348218.50   | 0.15%             |  |  |  | No            |                  1 | On Loan: —       |
| CSW Industrials Inc                        | CSW Industrials Inc                        | CUSIP: 126402106<br>LEI: 549300SYOEO3RVQ7FB83 | Long             | EC               | CORP              | US        |     84184 | NS      | $9759451.12   | 1.06%             |  |  |  | No            |                  1 | On Loan: —       |

### Signature

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

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

**Signature:** Alan Otis

**Name of Signer:** Alan Otis

**Title:** Treasurer