# EDGAR Filing Document

**Accession Number:** 0001126087
**File Stem:** 0001752724-23-043987
**Filing Date:** 2023-2
**Character Count:** 81877
**Document Hash:** 743a145f73a0d299895c8aabf5fc3a98
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-043987.hdr.sgml**: 20230228

**ACCESSION NUMBER**: 0001752724-23-043987

**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:** 23678654

**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/Wellington Large Cap Research Portfolio (Series ID: S000011125)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000030760 | Class A      |  |
| C000030761 | Class B      |  |
| C000030763 | Class E      |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Brighthouse Funds Trust 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/Wellington Large Cap Research Portfolio

- **b. EDGAR series identifier (if any):** S000011125

- **c. LEI of Series:** 549300X3GZ3TN03XV808

**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:** $2255902846.35

**Total Liabilities:** $209693542.59

**Net Assets:** $2046209303.76

**Cash Not Reported:** $2325298.32

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000030761 | 7.15%                | 5.69%                | -5.13%               |
| Class ID C000030760 | 7.25%                | 5.65%                | -5.11%               |
| Class ID C000030763 | 7.18%                | 5.65%                | -5.10%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-35294270.57            | $174237255.11                              |
| Month 2  | $-8263717.21             | $121127341.23                              |
| Month 3  | $13271836.38             | $-123622126.38                             |

### 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        |     35050 | NS      | $4388260.00   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Honeywell International Inc              | Honeywell International Inc              | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |     72309 | NS      | $15495818.70  | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| FMC Corp                                 | FMC Corp                                 | CUSIP: 302491303<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | EC               | CORP              | US        |     97709 | NS      | $12194083.20  | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG LONDON                            | UBS AG LONDON                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   5000000 | PA      | $5000000.00   | 0.24%             | 2023-03-23      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| Equitable Holdings Inc                   | Equitable Holdings Inc                   | CUSIP: 29452E101<br>LEI: 549300FIBAKMNHPZ4009 | Long             | EC               | CORP              | US        |    236816 | NS      | $6796619.20   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Shell PLC                                | Shell PLC                                | CUSIP: 780259305<br>LEI: 21380068P1DRHMJ8KU70 | Long             | EC               | CORP              | GB        |    492999 | NS      | $28076293.05  | 1.37%             |  |  |  | No            |                  1 | On Loan: —       |
| AZEK Co Inc/The                          | AZEK Co Inc/The                          | CUSIP: 05478C105<br>LEI: 5493002LDDDU1RX46815 | Long             | EC               | CORP              | US        |     90126 | NS      | $1831360.32   | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| Salesforce Inc                           | Salesforce Inc                           | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |     87680 | NS      | $11625491.20  | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Hyatt Hotels Corp                        | Hyatt Hotels Corp                        | CUSIP: 448579102<br>LEI: T27JQIMTYSH41TCD5186 | Long             | EC               | CORP              | US        |     78563 | NS      | $7106023.35   | 0.35%             |  |  |  | No            |                  1 | On Loan: —       |
| BlackRock Inc                            | BlackRock Inc                            | CUSIP: 09247X101<br>LEI: 549300LRIF3NWCU26A80 | Long             | EC               | CORP              | US        |     19448 | NS      | $13781436.24  | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| AMETEK Inc                               | AMETEK Inc                               | CUSIP: 031100100<br>LEI: 549300WZDEF9KKE40E98 | Long             | EC               | CORP              | US        |     33017 | NS      | $4613135.24   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Alnylam Pharmaceuticals Inc              | Alnylam Pharmaceuticals Inc              | CUSIP: 02043Q107<br>LEI: 529900S3ZI14OWRJII50 | Long             | EC               | CORP              | US        |      9451 | NS      | $2246030.15   | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| Cabot Corp                               | Cabot Corp                               | CUSIP: 127055101<br>LEI: K05C0SER542GQ6VLRO68 | Long             | EC               | CORP              | US        |    111173 | NS      | $7430803.32   | 0.36%             |  |  |  | No            |                  1 | On Loan: —       |
| Societe Generale                         | Societe Generale                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | RA               | CORP              | US        |   4700000 | PA      | $4700000.00   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Welltower Inc                            | Welltower Inc                            | CUSIP: 95040Q104<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | EC               |  | US        |    148962 | NS      | $9764459.10   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| MSCI Inc                                 | MSCI Inc                                 | CUSIP: 55354G100<br>LEI: 549300HTIN2PD78UB763 | Long             | EC               | CORP              | US        |     35335 | NS      | $16436781.95  | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| CIBC NY                                  | CIBC NY                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   5001914 | PA      | $5001913.90   | 0.24%             | 2023-03-03      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| Bumble Inc                               | Bumble Inc                               | CUSIP: 12047B105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    367267 | NS      | $7730970.35   | 0.38%             |  |  |  | No            |                  1 | On Loan: —       |
| Vertex Pharmaceuticals Inc               | Vertex Pharmaceuticals Inc               | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |     28103 | NS      | $8115584.34   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Okta Inc                                 | Okta Inc                                 | CUSIP: 679295105<br>LEI: 549300N8J06I8MRHU620 | Long             | EC               | CORP              | US        |     10720 | NS      | $732497.60    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Societe Generale                         | Societe Generale                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | RA               | CORP              | US        |    700000 | PA      | $700000.00    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                   | UnitedHealth Group Inc                   | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |     20287 | NS      | $10755761.66  | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Philip Morris International Inc          | Philip Morris International Inc          | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |    179269 | NS      | $18143815.49  | 0.89%             |  |  |  | No            |                  1 | On Loan: No      |
| United Rentals Inc                       | United Rentals Inc                       | CUSIP: 911363109<br>LEI: 5323X5O7RN0NKFCDRY08 | Long             | EC               | CORP              | US        |      3409 | NS      | $1211626.78   | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Marathon Petroleum Corp                  | Marathon Petroleum Corp                  | CUSIP: 56585A102<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | EC               | CORP              | US        |    100391 | NS      | $11684508.49  | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Fixed Income Clearing Corp               | FIXED INC CLEARING CORP.REPO             | CUSIP: 000000000<br>LEI: 549300H47WTHXPU08X20 | Long             | RA               | CORP              | US        |  56701725 | PA      | $56701725.02  | 2.77%             |  |  |  | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED NY                    | STANDARD CHARTERED NY                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   4006071 | PA      | $4006071.44   | 0.20%             | 2023-05-02      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| DR Horton Inc                            | DR Horton Inc                            | CUSIP: 23331A109<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | EC               | CORP              | US        |      9530 | NS      | $849504.20    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Genmab A/S                               | Genmab A/S                               | CUSIP: 372303206<br>LEI: 529900MTJPDPE4MHJ122 | Long             | EC               | CORP              | DK        |     38519 | NS      | $1632435.22   | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| JetBlue Airways Corp                     | JetBlue Airways Corp                     | CUSIP: 477143101<br>LEI: 54930070J9H97ZO93T57 | Long             | EC               | CORP              | US        |    729910 | NS      | $4729816.80   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Schlumberger Ltd                         | Schlumberger Ltd                         | CUSIP: 000000000<br>LEI: 213800ZUA17OK3QLGM62 | Long             | EC               | CORP              | CW        |    222607 | NS      | $11900570.22  | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank PLC                            | HSBC Bank PLC                            | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | Long             | RA               | CORP              | US        |  17066372 | PA      | $17066371.82  | 0.83%             |  |  |  | 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        |   4001201 | PA      | $4001201.40   | 0.20%             | 2023-01-26      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| agilon health Inc                        | agilon health Inc                        | CUSIP: 00857U107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    486704 | NS      | $7855402.56   | 0.38%             |  |  |  | No            |                  1 | On Loan: —       |
| Ball Corp                                | Ball Corp                                | CUSIP: 058498106<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | EC               | CORP              | US        |     53605 | NS      | $2741359.70   | 0.13%             |  |  |  | No            |                  1 | On Loan: —       |
| Tradeweb Markets Inc                     | Tradeweb Markets Inc                     | CUSIP: 892672106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    155748 | NS      | $10112717.64  | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Aclaris Therapeutics Inc                 | Aclaris Therapeutics Inc                 | CUSIP: 00461U105<br>LEI: 5493000B2LQ9QTW1DF52 | Long             | EC               | CORP              | US        |     36588 | NS      | $576261.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| NATIXIS NY                               | NATIXIS NY                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |  10003945 | PA      | $10003945.30  | 0.49%             | 2023-02-13      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| Teradyne Inc                             | Teradyne Inc                             | CUSIP: 880770102<br>LEI: C3X4YJ278QNZHRJULN75 | Long             | EC               | CORP              | US        |     69389 | NS      | $6061129.15   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| EOG Resources Inc                        | EOG Resources Inc                        | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |     56297 | NS      | $7291587.44   | 0.36%             |  |  |  | No            |                  1 | On Loan: —       |
| Arch Capital Group Ltd                   | Arch Capital Group Ltd                   | CUSIP: 000000000<br>LEI: 549300AYR4P8AFKDCE43 | Long             | EC               | CORP              | BM        |    122331 | NS      | $7679940.18   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| NIKE Inc                                 | NIKE Inc                                 | CUSIP: 654106103<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | EC               | CORP              | US        |    157149 | NS      | $18388004.49  | 0.90%             |  |  |  | No            |                  1 | On Loan: No      |
| Agilent Technologies Inc                 | Agilent Technologies Inc                 | CUSIP: 00846U101<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | EC               | CORP              | US        |     86619 | NS      | $12962533.35  | 0.63%             |  |  |  | No            |                  1 | On Loan: —       |
| HashiCorp Inc                            | HashiCorp Inc                            | CUSIP: 418100103<br>LEI: 549300XGOB9ZFQHMIP56 | Long             | EC               | CORP              | US        |     85895 | NS      | $2348369.30   | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| ING (US) Funding LLC                     | ING (US) Funding LLC                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   7009534 | PA      | $7009534.00   | 0.34%             | 2023-08-04      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| Micron Technology Inc                    | Micron Technology Inc                    | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |    174695 | NS      | $8731256.10   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| HubSpot Inc                              | HubSpot Inc                              | CUSIP: 443573100<br>LEI: 529900BLNVEW0MVKJB37 | Long             | EC               | CORP              | US        |      3785 | NS      | $1094357.05   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Linde PLC                                | Linde PLC                                | CUSIP: 000000000<br>LEI: 8945002PAZHZLBGKGF02 | Long             | EC               | CORP              | IE        |     53609 | NS      | $17486183.62  | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| Chubb Ltd                                | Chubb Ltd                                | CUSIP: 000000000<br>LEI: E0JAN6VLUDI1HITHT809 | Long             | EC               | CORP              | CH        |     59174 | NS      | $13053784.40  | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Omnicom Group Inc                        | Omnicom Group Inc                        | CUSIP: 681919106<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | EC               | CORP              | US        |    203436 | NS      | $16594274.52  | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| General Dynamics Corp                    | General Dynamics Corp                    | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | EC               | CORP              | US        |     46012 | NS      | $11416037.32  | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| National Bank Of Canada                  | National Bank Of Canada                  | CUSIP: 000000000<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | RA               | CORP              | US        |   8800000 | PA      | $8800000.00   | 0.43%             |  |  |  | No            |                  2 | On Loan: No      |
| Celanese Corp                            | Celanese Corp                            | CUSIP: 150870103<br>LEI: 549300FHJQTDPPN41627 | Long             | EC               | CORP              | US        |     57983 | NS      | $5928181.92   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| PPG Industries Inc                       | PPG Industries Inc                       | CUSIP: 693506107<br>LEI: 549300BKPEP01R3V6C59 | Long             | EC               | CORP              | US        |     76473 | NS      | $9615715.02   | 0.47%             |  |  |  | No            |                  1 | On Loan: —       |
| Aurora Innovation Inc                    | Aurora Innovation Inc                    | CUSIP: 051774107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    272633 | NS      | $329885.93    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| NATIXIS NY                               | NATIXIS NY                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   2000648 | PA      | $2000647.76   | 0.10%             | 2023-06-21      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| MACQUARIE BANK LTD                       | MACQUARIE BANK LTD                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   6001620 | PA      | $6001620.00   | 0.29%             | 2023-02-03      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| Sun Communities Inc                      | Sun Communities Inc                      | CUSIP: 866674104<br>LEI: 549300H5GEOJYN41ZG57 | Long             | EC               |  | US        |     51078 | NS      | $7304154.00   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Exelon Corp                              | Exelon Corp                              | CUSIP: 30161N101<br>LEI: 3SOUA6IRML7435B56G12 | Long             | EC               | CORP              | US        |    323707 | NS      | $13993853.61  | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| CIBC NY                                  | CIBC NY                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   3000199 | PA      | $3000198.54   | 0.15%             | 2023-02-03      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| Horizon Therapeutics Plc                 | Horizon Therapeutics Plc                 | CUSIP: 000000000<br>LEI: 529900P0GSQ79OOZEV53 | Long             | EC               | CORP              | IE        |      9406 | NS      | $1070402.80   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Seagen Inc                               | Seagen Inc                               | CUSIP: 81181C104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14433 | NS      | $1854784.83   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| FleetCor Technologies Inc                | FleetCor Technologies Inc                | CUSIP: 339041105<br>LEI: 549300DG6RR0NQSFLN74 | Long             | EC               | CORP              | US        |     21451 | NS      | $3940119.68   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Advanced Micro Devices Inc               | Advanced Micro Devices Inc               | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Long             | EC               | CORP              | US        |    168138 | NS      | $10890298.26  | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Instruments Inc                    | Texas Instruments Inc                    | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |    107212 | NS      | $17713566.64  | 0.87%             |  |  |  | No            |                  1 | On Loan: No      |
| PayPal Holdings Inc                      | PayPal Holdings Inc                      | CUSIP: 70450Y103<br>LEI: 5493005X2GO78EFZ3E94 | Long             | EC               | CORP              | US        |    127137 | NS      | $9054697.14   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Centene Corp                             | Centene Corp                             | CUSIP: 15135B101<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | EC               | CORP              | US        |    201811 | NS      | $16550520.11  | 0.81%             |  |  |  | No            |                  1 | On Loan: —       |
| Alphabet Inc                             | Alphabet Inc                             | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |    728228 | NS      | $64251556.44  | 3.14%             |  |  |  | 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        |   7999120 | PA      | $7999120.00   | 0.39%             | 2023-02-17      | Floating      | 4.53%                 | No            |                  2 | On Loan: No      |
| Visa Inc                                 | Visa Inc                                 | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |     60648 | NS      | $12600228.48  | 0.62%             |  |  |  | No            |                  1 | On Loan: —       |
| Ascendis Pharma A/S                      | Ascendis Pharma A/S                      | CUSIP: 04351P101<br>LEI: 549300B66JN3W3J8GH73 | Long             | EC               | CORP              | DK        |      7307 | NS      | $892403.91    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Zoetis Inc                               | Zoetis Inc                               | CUSIP: 98978V103<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | EC               | CORP              | US        |     61829 | NS      | $9061039.95   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Boston Scientific Corp                   | Boston Scientific Corp                   | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |    255654 | NS      | $11829110.58  | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Archer-Daniels-Midland Co                | Archer-Daniels-Midland Co                | CUSIP: 039483102<br>LEI: 549300LO13MQ9HYSTR83 | Long             | EC               | CORP              | US        |    132722 | NS      | $12323237.70  | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Elevance Health Inc                      | Elevance Health Inc                      | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |     26176 | NS      | $13427502.72  | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Lennar Corp                              | Lennar Corp                              | CUSIP: 526057104<br>LEI: 529900G61XVRLX5TJX09 | Long             | EC               | CORP              | US        |     30314 | NS      | $2743417.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: —       |
| Apellis Pharmaceuticals Inc              | Apellis Pharmaceuticals Inc              | CUSIP: 03753U106<br>LEI: 254900HS0ZFRXXSB9D42 | Long             | EC               | CORP              | US        |     11753 | NS      | $607747.63    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Biogen Inc                               | Biogen Inc                               | CUSIP: 09062X103<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | EC               | CORP              | US        |     15894 | NS      | $4401366.48   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Block Inc                                | Block Inc                                | CUSIP: 852234103<br>LEI: 549300OHIIUWSTIZME52 | Long             | EC               | CORP              | US        |    128998 | NS      | $8106234.32   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| GSK PLC                                  | GSK PLC                                  | CUSIP: 37733W204<br>LEI: 5493000HZTVUYLO1D793 | Long             | EC               | CORP              | GB        |    149652 | NS      | $5258771.28   | 0.26%             |  |  |  | No            |                  1 | On Loan: —       |
| Edison International                     | Edison International                     | CUSIP: 281020107<br>LEI: 549300I7ROF15MAEVP56 | Long             | EC               | CORP              | US        |    219412 | NS      | $13958991.44  | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| NATL BANK CANADA                         | NATL BANK CANADA                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |  10000000 | PA      | $10000000.00  | 0.49%             | 2023-01-06      | Floating      | 4.37%                 | No            |                  2 | On Loan: No      |
| MUFG Bank Ltd, New York Branch           | MUFG Bank Ltd, New York Branch           | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   4001016 | PA      | $4001016.00   | 0.20%             | 2023-02-17      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                     | Lockheed Martin Corp                     | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               | CORP              | US        |     25242 | NS      | $12279980.58  | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| United Therapeutics Corp                 | United Therapeutics Corp                 | CUSIP: 91307C102<br>LEI: 5299005C4HZL4UWROC14 | Long             | EC               | CORP              | US        |      4844 | NS      | $1347067.96   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Workday Inc                              | Workday Inc                              | CUSIP: 98138H101<br>LEI: 549300J0DYC0N31V7G13 | Long             | EC               | CORP              | US        |     24070 | NS      | $4027633.10   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| SKANDANAVISKA ENSKILDA BANKEN            | SKANDANAVISKA ENSKILDA BANKEN            | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   2001976 | PA      | $2001976.00   | 0.10%             | 2023-05-03      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                           | Microsoft Corp                           | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |    523889 | NS      | $125639059.98 | 6.14%             |  |  |  | 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        |   3000234 | PA      | $3000234.00   | 0.15%             | 2023-01-10      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| Insulet Corp                             | Insulet Corp                             | CUSIP: 45784P101<br>LEI: 549300TZTYD2PYN92D43 | Long             | EC               | CORP              | US        |     16518 | NS      | $4862734.02   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Syneos Health Inc                        | Syneos Health Inc                        | CUSIP: 87166B102<br>LEI: 549300F1ZGKDS8P6GU13 | Long             | EC               | CORP              | US        |    234628 | NS      | $8606155.04   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| REVOLUTION Medicines Inc                 | REVOLUTION Medicines Inc                 | CUSIP: 76155X100<br>LEI: 549300JU3X0LBCQ65892 | Long             | EC               | CORP              | US        |     18281 | NS      | $435453.42    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Moderna Inc                              | Moderna Inc                              | CUSIP: 60770K107<br>LEI: 549300EI6OKH5K5Q2G38 | Long             | EC               | CORP              | US        |     14238 | NS      | $2557429.56   | 0.12%             |  |  |  | No            |                  1 | On Loan: —       |
| Kellogg Co                               | Kellogg Co                               | CUSIP: 487836108<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | EC               | CORP              | US        |    111139 | NS      | $7917542.36   | 0.39%             |  |  |  | No            |                  1 | On Loan: —       |
| Stryker Corp                             | Stryker Corp                             | CUSIP: 863667101<br>LEI: 5493002F0SC4JTBU5137 | Long             | EC               | CORP              | US        |     47056 | NS      | $11504721.44  | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| ROYAL BANK OF CANADA NY                  | ROYAL BANK OF CANADA NY                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   2001152 | PA      | $2001152.00   | 0.10%             | 2023-04-10      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| TORONTO DOMINION NY                      | TORONTO DOMINION NY                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   2999869 | PA      | $2999868.60   | 0.15%             | 2023-02-09      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| Constellation Brands Inc                 | Constellation Brands Inc                 | CUSIP: 21036P108<br>LEI: 5493005GKEG8QCVY7037 | Long             | EC               | CORP              | US        |    123706 | NS      | $28668865.50  | 1.40%             |  |  |  | No            |                  1 | On Loan: No      |
| NVIDIA Corp                              | NVIDIA Corp                              | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |     37003 | NS      | $5407618.42   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson Controls International plc       | Johnson Controls International plc       | CUSIP: 000000000<br>LEI: 549300XQ6S1GYKGBL205 | Long             | EC               | CORP              | IE        |     68707 | NS      | $4397248.00   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Adobe Inc                                | Adobe Inc                                | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |     14023 | NS      | $4719160.19   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryman Hospitality Properties Inc         | Ryman Hospitality Properties Inc         | CUSIP: 78377T107<br>LEI: 529900GCCWW9SRMPJR11 | Long             | EC               |  | US        |    108172 | NS      | $8846306.16   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Celldex Therapeutics Inc                 | Celldex Therapeutics Inc                 | CUSIP: 15117B202<br>LEI: 529900F018DMYWH38923 | Long             | EC               | CORP              | US        |     20298 | NS      | $904681.86    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Fluor Corp                               | Fluor Corp                               | CUSIP: 343412102<br>LEI: CQ7WZ4NOFWT7FAE6Q943 | Long             | EC               | CORP              | US        |    229344 | NS      | $7949063.04   | 0.39%             |  |  |  | No            |                  1 | On Loan: —       |
| AstraZeneca PLC                          | AstraZeneca PLC                          | CUSIP: 046353108<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | EC               | CORP              | GB        |    226106 | NS      | $15329986.80  | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| Kennametal Inc                           | Kennametal Inc                           | CUSIP: 489170100<br>LEI: 549300GZDSG25XUV0Y08 | Long             | EC               | CORP              | US        |     90076 | NS      | $2167228.56   | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| Ceridian HCM Holding Inc                 | Ceridian HCM Holding Inc                 | CUSIP: 15677J108<br>LEI: 549300T64GVCHFJ8L449 | Long             | EC               | CORP              | US        |    127811 | NS      | $8199075.65   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Illumina Inc                             | Illumina Inc                             | CUSIP: 452327109<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | EC               | CORP              | US        |     31095 | NS      | $6287409.00   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Walt Disney Co/The                       | Walt Disney Co/The                       | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |    189076 | NS      | $16426922.88  | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| Marsh & McLennan Cos Inc                 | Marsh & McLennan Cos Inc                 | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |     84930 | NS      | $14054216.40  | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| GoDaddy Inc                              | GoDaddy Inc                              | CUSIP: 380237107<br>LEI: 549300J8H1TB0I2CB447 | Long             | EC               | CORP              | US        |    111669 | NS      | $8355074.58   | 0.41%             |  |  |  | No            |                  1 | On Loan: —       |
| COMMONWEALTH BANK AUS, NEW YORK          | COMMONWEALTH BANK AUS, NEW YORK          | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   2000148 | PA      | $2000148.00   | 0.10%             | 2023-03-30      | Floating      | 4.68%                 | No            |                  2 | On Loan: No      |
| Ares Management Corp                     | Ares Management Corp                     | CUSIP: 03990B101<br>LEI: 529900JUV61FH7B8VW38 | Long             | EC               | CORP              | US        |    353533 | NS      | $24195798.52  | 1.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Airbnb Inc                               | Airbnb Inc                               | CUSIP: 009066101<br>LEI: 549300HMUDNO0RY56D37 | Long             | EC               | CORP              | US        |    237261 | NS      | $20285815.50  | 0.99%             |  |  |  | No            |                  1 | On Loan: No      |
| PACCAR Inc                               | PACCAR Inc                               | CUSIP: 693718108<br>LEI: KDTEY8BWE486IKZ3CC07 | Long             | EC               | CORP              | US        |     21734 | NS      | $2151013.98   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Guidewire Software Inc                   | Guidewire Software Inc                   | CUSIP: 40171V100<br>LEI: 549300WXSG0J8IXZCK32 | Long             | EC               | CORP              | US        |     28777 | NS      | $1800289.12   | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| Etsy Inc                                 | Etsy Inc                                 | CUSIP: 29786A106<br>LEI: 54930089Q7XT501AEA40 | Long             | EC               | CORP              | US        |    168960 | NS      | $20238028.80  | 0.99%             |  |  |  | No            |                  1 | On Loan: —       |
| Flowserve Corp                           | Flowserve Corp                           | CUSIP: 34354P105<br>LEI: 6Y0GK87T6V7NJKZJVM41 | Long             | EC               | CORP              | US        |    147824 | NS      | $4535240.32   | 0.22%             |  |  |  | No            |                  1 | On Loan: —       |
| Assured Guaranty Ltd                     | Assured Guaranty Ltd                     | CUSIP: 000000000<br>LEI: 549300BBOQUJEPH87M14 | Long             | EC               | CORP              | BM        |    100491 | NS      | $6256569.66   | 0.31%             |  |  |  | No            |                  1 | On Loan: —       |
| Marvell Technology Inc                   | Marvell Technology Inc                   | CUSIP: 573874104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    142659 | NS      | $5284089.36   | 0.26%             |  |  |  | No            |                  1 | On Loan: —       |
| Intra-Cellular Therapies Inc             | Intra-Cellular Therapies Inc             | CUSIP: 46116X101<br>LEI: 5299002U2KGF193IJA20 | Long             | EC               | CORP              | US        |     36625 | NS      | $1938195.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| TJX Cos Inc/The                          | TJX Cos Inc/The                          | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |    336877 | NS      | $26815409.20  | 1.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Incyte Corp                              | Incyte Corp                              | CUSIP: 45337C102<br>LEI: 549300Z4WN6JVZ3T4680 | Long             | EC               | CORP              | US        |     14918 | NS      | $1198213.76   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Monster Beverage Corp                    | Monster Beverage Corp                    | CUSIP: 61174X109<br>LEI: 52990090AP0E7HCB6F33 | Long             | EC               | CORP              | US        |    149929 | NS      | $15222291.37  | 0.74%             |  |  |  | No            |                  1 | On Loan: —       |
| SVENSKA NY                               | SVENSKA NY                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   3002037 | PA      | $3002037.00   | 0.15%             | 2023-04-12      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| Hershey Co/The                           | Hershey Co/The                           | CUSIP: 427866108<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | EC               | CORP              | US        |     89636 | NS      | $20757008.52  | 1.01%             |  |  |  | No            |                  1 | On Loan: No      |
| STATE STREET BANK AND TRUST              | STATE STREET BANK AND TRUST              | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   2002354 | PA      | $2002354.00   | 0.10%             | 2023-07-14      | Floating      | 4.98%                 | 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        |   3001005 | PA      | $3001005.00   | 0.15%             | 2023-02-21      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| Kimco Realty Corp                        | Kimco Realty Corp                        | CUSIP: 49446R109<br>LEI: 549300EA7I6T15IBYS12 | Long             | EC               |  | US        |    398741 | NS      | $8445334.38   | 0.41%             |  |  |  | No            |                  1 | On Loan: —       |
| AT&T Inc                                 | AT&T Inc                                 | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |    744160 | NS      | $13699985.60  | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| Cargurus Inc                             | Cargurus Inc                             | CUSIP: 141788109<br>LEI: 54930027BKQN6B7X7G78 | Long             | EC               | CORP              | US        |    496636 | NS      | $6957870.36   | 0.34%             |  |  |  | No            |                  1 | On Loan: —       |
| Southwest Airlines Co                    | Southwest Airlines Co                    | CUSIP: 844741108<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | EC               | CORP              | US        |     39540 | NS      | $1331311.80   | 0.07%             |  |  |  | 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   | 0.10%             | 2023-02-22      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| ICON PLC                                 | ICON PLC                                 | CUSIP: 000000000<br>LEI: 6354008SRQGEMC4XFI67 | Long             | EC               | CORP              | IE        |     17993 | NS      | $3495140.25   | 0.17%             |  |  |  | No            |                  1 | On Loan: —       |
| Tesla Inc                                | Tesla Inc                                | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |     17737 | NS      | $2184843.66   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Karuna Therapeutics Inc                  | Karuna Therapeutics Inc                  | CUSIP: 48576A100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14721 | NS      | $2892676.50   | 0.14%             |  |  |  | No            |                  1 | On Loan: —       |
| SUMITOMO BK NY                           | SUMITOMO BK NY                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   2000220 | PA      | $2000220.00   | 0.10%             | 2023-03-06      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| Intel Corp                               | Intel Corp                               | CUSIP: 458140100<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | EC               | CORP              | US        |    177455 | NS      | $4690135.65   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Knight-Swift Transportation Holdings Inc | Knight-Swift Transportation Holdings Inc | CUSIP: 499049104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    140496 | NS      | $7363395.36   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortune Brands Innovations Inc           | Fortune Brands Innovations Inc           | CUSIP: 34964C106<br>LEI: 54930032LHW54PQUJD44 | Long             | EC               | CORP              | US        |     70727 | NS      | $4039218.97   | 0.20%             |  |  |  | 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   | 0.29%             | 2023-03-15      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| Arista Networks Inc                      | Arista Networks Inc                      | CUSIP: 040413106<br>LEI: 635400H1WKBLOQERUU95 | Long             | EC               | CORP              | US        |     17967 | NS      | $2180295.45   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Abbott Laboratories                      | Abbott Laboratories                      | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |     75851 | NS      | $8327681.29   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| FedEx Corp                               | FedEx Corp                               | CUSIP: 31428X106<br>LEI: 549300E707U7WNPZN687 | Long             | EC               | CORP              | US        |      9404 | NS      | $1628772.80   | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| Ford Motor Co                            | Ford Motor Co                            | CUSIP: 345370860<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | EC               | CORP              | US        |    263504 | NS      | $3064551.52   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| National Bank of Canada                  | National Bank Of Canada                  | CUSIP: 000000000<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | RA               | CORP              | US        |  24100000 | PA      | $24100000.00  | 1.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Masterbrand Inc                          | Masterbrand Inc                          | CUSIP: 57638P104<br>LEI: 549300E0Y4BR5Z9RDZ64 | Long             | EC               | CORP              | US        |     70727 | NS      | $533988.85    | 0.03%             |  |  |  | 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        |   2000342 | PA      | $2000342.00   | 0.10%             | 2023-02-13      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| Match Group Inc                          | Match Group Inc                          | CUSIP: 57667L107<br>LEI: 15OMOPB0A8K0EFUVD031 | Long             | EC               | CORP              | US        |    114892 | NS      | $4766869.08   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Blueprint Medicines Corp                 | Blueprint Medicines Corp                 | CUSIP: 09627Y109<br>LEI: 5299004CC60O9T5HVM83 | Long             | EC               | CORP              | US        |      6245 | NS      | $273593.45    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Goldman Sachs Group Inc/The              | Goldman Sachs Group Inc/The              | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |     59624 | NS      | $20473689.12  | 1.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ServiceNow Inc                           | ServiceNow Inc                           | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |     21268 | NS      | $8257726.36   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Sysco Corp                               | Sysco Corp                               | CUSIP: 871829107<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | EC               | CORP              | US        |    223686 | NS      | $17100794.70  | 0.84%             |  |  |  | No            |                  1 | On Loan: No      |
| Middleby Corp/The                        | Middleby Corp/The                        | CUSIP: 596278101<br>LEI: JDFO86U9VQRBKW5KYA35 | Long             | EC               | CORP              | US        |     32915 | NS      | $4407318.50   | 0.22%             |  |  |  | No            |                  1 | On Loan: —       |
| SentinelOne Inc                          | SentinelOne Inc                          | CUSIP: 81730H109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     39682 | NS      | $578960.38    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Dexcom Inc                               | Dexcom Inc                               | CUSIP: 252131107<br>LEI: 549300YSK3QDSFR5EU59 | Long             | EC               | CORP              | US        |     56817 | NS      | $6433957.08   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| FirstEnergy Corp                         | FirstEnergy Corp                         | CUSIP: 337932107<br>LEI: 549300SVYJS666PQJH88 | Long             | EC               | CORP              | US        |    371266 | NS      | $15570896.04  | 0.76%             |  |  |  | No            |                  1 | On Loan: —       |
| BANK OF MONTREAL CHICAGO                 | BANK OF MONTREAL CHICAGO                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   6000000 | PA      | $6000000.00   | 0.29%             | 2023-03-02      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp/The                  | Charles Schwab Corp/The                  | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |    492662 | NS      | $41019038.12  | 2.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Qualtrics International Inc              | Qualtrics International Inc              | CUSIP: 747601201<br>LEI: 549300NW34K5PVZGTN68 | Long             | EC               | CORP              | US        |     97185 | NS      | $1008780.30   | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Duke Energy Corp                         | Duke Energy Corp                         | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |    189715 | NS      | $19538747.85  | 0.95%             |  |  |  | No            |                  1 | On Loan: —       |
| Snowflake Inc                            | Snowflake Inc                            | CUSIP: 833445109<br>LEI: 254900CJNSY1K7T53Z16 | Long             | EC               | CORP              | US        |      5508 | NS      | $790618.32    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Meta Platforms Inc                       | Meta Platforms Inc                       | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |    213627 | NS      | $25707873.18  | 1.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Pfizer Inc                               | Pfizer Inc                               | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |    524455 | NS      | $26873074.20  | 1.31%             |  |  |  | No            |                  1 | On Loan: No      |
| VeriSign Inc                             | VeriSign Inc                             | CUSIP: 92343E102<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | EC               | CORP              | US        |    105503 | NS      | $21674536.32  | 1.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Waste Connections Inc                    | Waste Connections Inc                    | CUSIP: 94106B101<br>LEI: 549300HDLRTPBQU69P29 | Long             | EC               | CORP              | CA        |     39218 | NS      | $5198738.08   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Molina Healthcare Inc                    | Molina Healthcare Inc                    | CUSIP: 60855R100<br>LEI: 549300NQQCEQ46YHZ591 | Long             | EC               | CORP              | US        |     12378 | NS      | $4087463.16   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Sarepta Therapeutics Inc                 | Sarepta Therapeutics Inc                 | CUSIP: 803607100<br>LEI: 549300IKDPIED8J8IG21 | Long             | EC               | CORP              | US        |      7145 | NS      | $925849.10    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Raytheon Technologies Corp               | Raytheon Technologies Corp               | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |    177353 | NS      | $17898464.76  | 0.87%             |  |  |  | No            |                  1 | On Loan: No      |
| Edwards Lifesciences Corp                | Edwards Lifesciences Corp                | CUSIP: 28176E108<br>LEI: YA13X31F3V31L8TMPR58 | Long             | EC               | CORP              | US        |    121741 | NS      | $9083096.01   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Boeing Co/The                            | Boeing Co/The                            | CUSIP: 097023105<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EC               | CORP              | US        |     48139 | NS      | $9169998.11   | 0.45%             |  |  |  | No            |                  1 | On Loan: —       |
| National Bank Financial Inc              | National Bank Financial Inc              | CUSIP: 000000000<br>LEI: 254900XZG349Z8CSZB72 | Long             | RA               | CORP              | US        |  10000000 | PA      | $10000000.00  | 0.49%             |  |  |  | No            |                  2 | On Loan: No      |
| WEX Inc                                  | WEX Inc                                  | CUSIP: 96208T104<br>LEI: T9M5IGROL1TL1G5OV478 | Long             | EC               | CORP              | US        |     42701 | NS      | $6988018.65   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Altria Group Inc                         | Altria Group Inc                         | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |    107203 | NS      | $4900249.13   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Palo Alto Networks Inc                   | Palo Alto Networks Inc                   | CUSIP: 697435105<br>LEI: 549300QXR2YVZV231H43 | Long             | EC               | CORP              | US        |     18617 | NS      | $2597816.18   | 0.13%             |  |  |  | No            |                  1 | On Loan: —       |
| Starbucks Corp                           | Starbucks Corp                           | CUSIP: 855244109<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | EC               | CORP              | US        |    104426 | NS      | $10359059.20  | 0.51%             |  |  |  | No            |                  1 | On Loan: —       |
| RABOBANK LONDON                          | RABOBANK LONDON                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   5000000 | PA      | $5000000.00   | 0.24%             | 2023-03-20      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| Emerson Electric Co                      | Emerson Electric Co                      | CUSIP: 291011104<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | EC               | CORP              | US        |     16330 | NS      | $1568659.80   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Royal Bank of Canada                     | Royal Bank of Canada                     | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | RA               | CORP              | US        |   3000000 | PA      | $3000000.00   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Science Applications International Corp  | Science Applications International Corp  | CUSIP: 808625107<br>LEI: 549300LZPNZIXQGZPZ48 | Long             | EC               | CORP              | US        |     37855 | NS      | $4199255.15   | 0.21%             |  |  |  | No            |                  1 | On Loan: —       |
| Laboratory Corp of America Holdings      | Laboratory Corp of America Holdings      | CUSIP: 50540R409<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | EC               | CORP              | US        |      4830 | NS      | $1137368.40   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                           | Morgan Stanley                           | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |    121088 | NS      | $10294901.76  | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingersoll Rand Inc                       | Ingersoll Rand Inc                       | CUSIP: 45687V106<br>LEI: 5299004C02FMZCUOIR50 | Long             | EC               | CORP              | US        |     80402 | NS      | $4201004.50   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Caterpillar Inc                          | Caterpillar Inc                          | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |     23868 | NS      | $5717818.08   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| ON Semiconductor Corp                    | ON Semiconductor Corp                    | CUSIP: 682189105<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | EC               | CORP              | US        |    141779 | NS      | $8842756.23   | 0.43%             |  |  |  | No            |                  1 | On Loan: —       |
| HCA Healthcare Inc                       | HCA Healthcare Inc                       | CUSIP: 40412C101<br>LEI: 529900PH4ZGUH2MNEU89 | Long             | EC               | CORP              | US        |     58932 | NS      | $14141322.72  | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| KLA Corp                                 | KLA Corp                                 | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Long             | EC               | CORP              | US        |     23623 | NS      | $8906579.69   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| AES Corp/The                             | AES Corp/The                             | CUSIP: 00130H105<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | EC               | CORP              | US        |    419472 | NS      | $12064014.72  | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Diamondback Energy Inc                   | Diamondback Energy Inc                   | CUSIP: 25278X109<br>LEI: 549300R22LSX6OHWEN64 | Long             | EC               | CORP              | US        |     26051 | NS      | $3563255.78   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Electronic Arts Inc                      | Electronic Arts Inc                      | CUSIP: 285512109<br>LEI: 549300O7A67PUEYKDL45 | Long             | EC               | CORP              | US        |     29339 | NS      | $3584639.02   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| McKesson Corp                            | McKesson Corp                            | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |     18432 | NS      | $6914211.84   | 0.34%             |  |  |  | No            |                  1 | On Loan: —       |
| Humana Inc                               | Humana Inc                               | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               | CORP              | US        |     26523 | NS      | $13584815.37  | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange              | S+P500 EMINI FUT MAR23                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |       138 | NC      | $-936970.92   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| Fortive Corp                             | Fortive Corp                             | CUSIP: 34959J108<br>LEI: 549300MU9YQJYHDQEF63 | Long             | EC               | CORP              | US        |     56319 | NS      | $3618495.75   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Rapid7 Inc                               | Rapid7 Inc                               | CUSIP: 753422104<br>LEI: 549300GNVG5D60KEYN14 | Long             | EC               | CORP              | US        |     13379 | NS      | $454618.42    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Apple Inc                                | Apple Inc                                | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |    412289 | NS      | $53568709.77  | 2.62%             |  |  |  | No            |                  1 | On Loan: No      |
| BP PLC                                   | BP PLC                                   | CUSIP: 055622104<br>LEI: 213800LH1BZH3DI6G760 | Long             | EC               | CORP              | GB        |    883617 | NS      | $30864741.81  | 1.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Danaher Corp                             | Danaher Corp                             | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |     84748 | NS      | $22493814.16  | 1.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Regeneron Pharmaceuticals Inc            | Regeneron Pharmaceuticals Inc            | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |      9614 | NS      | $6936404.86   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Builders FirstSource Inc                 | Builders FirstSource Inc                 | CUSIP: 12008R107<br>LEI: 549300W0SKP6L3H7DP63 | Long             | EC               | CORP              | US        |     94915 | NS      | $6158085.20   | 0.30%             |  |  |  | No            |                  1 | On Loan: —       |
| TriNet Group Inc                         | TriNet Group Inc                         | CUSIP: 896288107<br>LEI: 5299003FJVBETSFKE990 | Long             | EC               | CORP              | US        |     47713 | NS      | $3234941.40   | 0.16%             |  |  |  | No            |                  1 | On Loan: —       |
| MIT UFJ TR NY                            | MIT UFJ TR NY                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   3000900 | PA      | $3000900.00   | 0.15%             | 2023-02-14      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| Syndax Pharmaceuticals Inc               | Syndax Pharmaceuticals Inc               | CUSIP: 87164F105<br>LEI: 529900OF94TRHKZVBS87 | Long             | EC               | CORP              | US        |     18410 | NS      | $468534.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| New York Times Co/The                    | New York Times Co/The                    | CUSIP: 650111107<br>LEI: 529900J1WEMMIW7BOH57 | Long             | EC               | CORP              | US        |    151800 | NS      | $4927428.00   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| ROYAL BANK OF CANADA                     | ROYAL BANK OF CANADA                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   6999888 | PA      | $6999888.00   | 0.34%             | 2023-01-11      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| Clean Harbors Inc                        | Clean Harbors Inc                        | CUSIP: 184496107<br>LEI: 5493000SJVZVZJKHJF48 | Long             | EC               | CORP              | US        |     33230 | NS      | $3792207.60   | 0.19%             |  |  |  | No            |                  1 | On Loan: —       |
| Trupanion Inc                            | Trupanion Inc                            | CUSIP: 898202106<br>LEI: 549300J86GFKIDGMQP18 | Long             | EC               | CORP              | US        |    112703 | NS      | $5356773.59   | 0.26%             |  |  |  | No            |                  1 | On Loan: —       |
| T-Mobile US Inc                          | T-Mobile US Inc                          | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Long             | EC               | CORP              | US        |    131803 | NS      | $18452420.00  | 0.90%             |  |  |  | No            |                  1 | On Loan: No      |
| Livent Corp                              | Livent Corp                              | CUSIP: 53814L108<br>LEI: 254900OOLQ2VNMZTJL47 | Long             | EC               | CORP              | US        |     98064 | NS      | $1948531.68   | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| Charter Communications Inc               | Charter Communications Inc               | CUSIP: 16119P108<br>LEI: 0J0XRGZE3PBRFEZ7MV65 | Long             | EC               | CORP              | US        |      8583 | NS      | $2910495.30   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Global Markets Inc             | Citigroup Global Markets Inc             | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | Long             | RA               | CORP              | US        |  10000000 | PA      | $10000000.00  | 0.49%             |  |  |  | No            |                  2 | On Loan: No      |
| Rexford Industrial Realty Inc            | Rexford Industrial Realty Inc            | CUSIP: 76169C100<br>LEI: 549300MSLO0DF0EMX355 | Long             | EC               |  | US        |     90706 | NS      | $4956175.84   | 0.24%             |  |  |  | No            |                  1 | On Loan: —       |
| DEN NORSKE BANK OSLO                     | DEN NORSKE BANK OSLO                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   5001265 | PA      | $5001265.00   | 0.24%             | 2023-06-02      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| Alkermes PLC                             | Alkermes PLC                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |     52040 | NS      | $1359805.20   | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| Performance Food Group Co                | Performance Food Group Co                | CUSIP: 71377A103<br>LEI: 549300EUK8GR9IT1YK57 | Long             | EC               | CORP              | US        |    899654 | NS      | $52530797.06  | 2.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Elanco Animal Health Inc                 | Elanco Animal Health Inc                 | CUSIP: 28414H103<br>LEI: 549300SHPNDCE059M934 | Long             | EC               | CORP              | US        |    203685 | NS      | $2489030.70   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Novartis AG                              | Novartis AG                              | CUSIP: 66987V109<br>LEI: 5493007HIVTX6SY6XD66 | Long             | EC               | CORP              | CH        |     85643 | NS      | $7769532.96   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Merck & Co Inc                           | Merck & Co Inc                           | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |    238853 | NS      | $26500740.35  | 1.30%             |  |  |  | No            |                  1 | On Loan: No      |
| PTC Therapeutics Inc                     | PTC Therapeutics Inc                     | CUSIP: 69366J200<br>LEI: 549300UJLWOIWFDGB318 | Long             | EC               | CORP              | US        |     16593 | NS      | $633354.81    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Eli Lilly & Co                           | Eli Lilly & Co                           | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |    103971 | NS      | $38036750.64  | 1.86%             |  |  |  | No            |                  1 | On Loan: No      |
| Global Payments Inc                      | Global Payments Inc                      | CUSIP: 37940X102<br>LEI: 549300NOMHGVQBX6S778 | Long             | EC               | CORP              | US        |    109631 | NS      | $10888550.92  | 0.53%             |  |  |  | No            |                  1 | On Loan: —       |
| JPMorgan Chase & Co                      | JPMorgan Chase & Co                      | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |     54096 | NS      | $7254273.60   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Amazon.com Inc                           | Amazon.com Inc                           | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |    795631 | NS      | $66833004.00  | 3.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Westinghouse Air Brake Technologies Corp | Westinghouse Air Brake Technologies Corp | CUSIP: 929740108<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | EC               | CORP              | US        |    113343 | NS      | $11312764.83  | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF NOVA SCOTIA HOUSTON              | BANK OF NOVA SCOTIA HOUSTON              | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   4000071 | PA      | $4000071.36   | 0.20%             | 2023-01-06      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| Royalty Pharma PLC                       | Royalty Pharma PLC                       | CUSIP: 000000000<br>LEI: 549300FGFN7VOK8BZR03 | Long             | EC               | CORP              | GB        |     10123 | NS      | $400060.96    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Baxter International Inc                 | Baxter International Inc                 | CUSIP: 071813109<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | EC               | CORP              | US        |    109787 | NS      | $5595843.39   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Bristol-Myers Squibb Co                  | Bristol-Myers Squibb Co                  | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |     62474 | NS      | $4495004.30   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Genpact Ltd                              | Genpact Ltd                              | CUSIP: 000000000<br>LEI: 529900OSEC6Q0L4L5B35 | Long             | EC               | CORP              | BM        |     85709 | NS      | $3970040.88   | 0.19%             |  |  |  | No            |                  1 | On Loan: —       |
| Ingevity Corp                            | Ingevity Corp                            | CUSIP: 45688C107<br>LEI: 5493009UTFC4B5IMGF87 | Long             | EC               | CORP              | US        |     40662 | NS      | $2864231.28   | 0.14%             |  |  |  | No            |                  1 | On Loan: —       |
| American International Group Inc         | American International Group Inc         | CUSIP: 026874784<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | EC               | CORP              | US        |    173748 | NS      | $10987823.52  | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| ConocoPhillips                           | ConocoPhillips                           | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |    210344 | NS      | $24820592.00  | 1.21%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

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

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

**Signature:** Alan Otis

**Name of Signer:** Alan Otis

**Title:** Treasurer