NPORT-P
    false
    
      
      
        
          0001126087
          XXXXXXXX
        
      
      
      
      
        S000011118
        C000030726
        C000030725
      
      
      
    
  
  
    
      Brighthouse Funds Trust I
      811-10183
      0001126087
      549300LQX1AREJYGF247
      Brighthouse Investment Advisers, LLC
      125 High Street, Suite 732
      Boston
      
      02111
      980-949-4301
      JPMorgan Small Cap Value Portfolio
      S000011118
      5493006A0HRZ7WC76802
      2022-12-31
      2022-03-31
      N
    
    
      516997300.64
      30652956.56
      486344344.08
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      230997.28000000
      
        
        
        
        
        
        
        
        
        
        
        
        
        
        
        
        
        
        
        
      
      
        
          
            UST
          
        
      
      
        
          
          
        
        
          
            
            
            
            
              
              
              
            
          
        
        
        
        
      
      
      
      
      
      
    
    
      
        WESCO International Inc
        529900TXOGREY3WNJ434
        WESCO International Inc
        95082P105
        
          
        
        7600.00000000
        NS
        USD
        989064.00000000
        0.203367020104
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Equity Bancshares Inc
        549300BPQ2EJNU4WF694
        Equity Bancshares Inc
        29460X109
        
          
        
        11600.00000000
        NS
        USD
        374796.00000000
        0.077063916659
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        AdvanSix Inc
        5493009TPRODMCAZLF67
        AdvanSix Inc
        00773T101
        
          
        
        22900.00000000
        NS
        USD
        1169961.00000000
        0.240562271205
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Zumiez Inc
        549300J0PDF58P6HZD25
        Zumiez Inc
        989817101
        
          
        
        22200.00000000
        NS
        USD
        848262.00000000
        0.174415927793
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          
        
      
      
        HomeStreet Inc
        N/A
        HomeStreet Inc
        43785V102
        
          
        
        22700.00000000
        NS
        USD
        1075526.00000000
        0.221144958935
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        PennyMac Financial Services Inc
        549300W1D516HBDEU871
        PennyMac Financial Services Inc
        70932M107
        
          
        
        17200.00000000
        NS
        USD
        915040.00000000
        0.188146528511
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Peabody Energy Corp
        EJCO258LNNVSKAR2JX59
        Peabody Energy Corp
        704551100
        
          
        
        16800.00000000
        NS
        USD
        412104.00000000
        0.084735024682
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          
        
      
      
        Global Medical REIT Inc
        549300HFRIPQDYU3GU60
        Global Medical REIT Inc
        37954A204
        
          
        
        19700.00000000
        NS
        USD
        321504.00000000
        0.066106248363
        Long
        EC
        
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Independence Realty Trust Inc
        549300Z3L8NU44NQEB29
        Independence Realty Trust Inc
        45378A106
        
          
        
        53800.00000000
        NS
        USD
        1422472.00000000
        0.292482480225
        Long
        EC
        
        US
        N
        
        1
        
          N
          N
          
        
      
      
        A10 Networks Inc
        549300UQD4IWUML81Q35
        A10 Networks Inc
        002121101
        
          
        
        85600.00000000
        NS
        USD
        1194120.00000000
        0.245529739275
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Primoris Services Corp
        549300UF3OLBJ8D5K349
        Primoris Services Corp
        74164F103
        
          
        
        28300.00000000
        NS
        USD
        674106.00000000
        0.138606731671
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        NBC Global Finance Limited
        549300KWU8YQOYSK5Y64
        NBC Global Finance Limited
        000000000
        
          
        
        1600000.00000000
        PA
        USD
        1600000.00000000
        0.328985012260
        Long
        RA
        CORP
        US
        N
        
        2
        
          Repurchase
          
            
              
            
          
          Y
          0.44000000
          2022-04-01
          
            
              16699.62000000
              USD
              1759002.99000000
              USD
              EQT
            
            
              16234.75000000
              USD
              17599.54000000
              USD
              UST
            
          
        
        
          
          N
          N
        
      
      
        Clearway Energy Inc
        549300LHAZ9HA9G3XC48
        Clearway Energy Inc
        18539C105
        
          
        
        41500.00000000
        NS
        USD
        1382780.00000000
        0.284321184533
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        First Interstate BancSystem Inc
        549300WRWYTYX0RCNJ43
        First Interstate BancSystem Inc
        32055Y201
        
          
        
        37119.00000000
        NS
        USD
        1364865.63000000
        0.280637710012
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        TTM Technologies Inc
        549300SC4BDOIS008048
        TTM Technologies Inc
        87305R109
        
          
        
        58200.00000000
        NS
        USD
        862524.00000000
        0.177348417946
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Byline Bancorp Inc
        549300W7ODP4YL2H4823
        Byline Bancorp Inc
        124411109
        
          
        
        53800.00000000
        NS
        USD
        1435384.00000000
        0.295137389274
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        2seventy bio Inc
        N/A
        2seventy bio Inc
        901384107
        
          
        
        21666.00000000
        NS
        USD
        369621.96000000
        0.076000053151
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          
        
      
      
        Piper Sandler Cos
        QUQDBTUSOAKFEVMRMF78
        Piper Sandler Cos
        724078100
        
          
        
        6100.00000000
        NS
        USD
        800625.00000000
        0.164621015900
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        PDC Energy Inc
        5493008W8H2T511J5Y59
        PDC Energy Inc
        69327R101
        
          
        
        70700.00000000
        NS
        USD
        5138476.00000000
        1.056550993662
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        FutureFuel Corp
        529900WYQZSMWFXLA845
        FutureFuel Corp
        36116M106
        
          
        
        35700.00000000
        NS
        USD
        347361.00000000
        0.071422851777
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Mercantile Bank Corp
        P16VZZCKTJ5IONL6XE37
        Mercantile Bank Corp
        587376104
        
          
        
        3000.00000000
        NS
        USD
        106260.00000000
        0.021848717126
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        HB Fuller Co
        JSMX3Z5FOYM8V0Q52357
        HB Fuller Co
        359694106
        
          
        
        17500.00000000
        NS
        USD
        1156225.00000000
        0.237737934875
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        NBC Global Finance Limited
        549300KWU8YQOYSK5Y64
        NBC Global Finance Limited
        000000000
        
          
        
        1000000.00000000
        PA
        USD
        1000000.00000000
        0.205615632662
        Long
        RA
        CORP
        US
        N
        
        2
        
          Repurchase
          
            
              
            
          
          Y
          0.49000000
          2022-04-07
          
            
              10437.24000000
              USD
              1099376.84000000
              USD
              EQT
            
            
              10146.73000000
              USD
              10999.70000000
              USD
              UST
            
          
        
        
          
          N
          N
        
      
      
        New Jersey Resources Corp
        549300QKBSQBIX4DQ583
        New Jersey Resources Corp
        646025106
        
          
        
        118700.00000000
        NS
        USD
        5443582.00000000
        1.119285556882
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Stifel Financial Corp
        549300E5F07FE5GHJX84
        Stifel Financial Corp
        860630102
        
          
        
        14450.00000000
        NS
        USD
        981155.00000000
        0.201740806065
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          
        
      
      
        NetScout Systems Inc
        5493005HZXZ3SPNVCV76
        NetScout Systems Inc
        64115T104
        
          
        
        77100.00000000
        NS
        USD
        2473368.00000000
        0.508563126128
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Avis Budget Group Inc
        529900E95812SYWMCE44
        Avis Budget Group Inc
        053774105
        
          
        
        10300.00000000
        NS
        USD
        2711990.00000000
        0.557627539625
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          
        
      
      
        Simmons First National Corp
        549300IVR5AJKUVOGN05
        Simmons First National Corp
        828730200
        
          
        
        27300.00000000
        NS
        USD
        715806.00000000
        0.147180903553
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Navient Corp
        54930067J0ZNOEBRW338
        Navient Corp
        63938C108
        
          
        
        41600.00000000
        NS
        USD
        708864.00000000
        0.145753519831
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Steelcase Inc
        GIE4CCPBJDI8SMV1OX95
        Steelcase Inc
        858155203
        
          
        
        93300.00000000
        NS
        USD
        1114935.00000000
        0.229248065402
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Evolent Health Inc
        549300CZOCFHQ2BBTR11
        Evolent Health Inc
        30050B101
        
          
        
        58500.00000000
        NS
        USD
        1889550.00000000
        0.388521018698
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Meritage Homes Corp
        52990044W9UMFJO2FB97
        Meritage Homes Corp
        59001A102
        
          
        
        22700.00000000
        NS
        USD
        1798521.00000000
        0.369804033272
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Societe Generale
        O2RNE8IBXP4R0TD8PU41
        Societe Generale
        000000000
        
          
        
        500000.00000000
        PA
        USD
        500000.00000000
        0.102807816331
        Long
        RA
        CORP
        US
        N
        
        2
        
          Repurchase
          
            
              
            
          
          Y
          0.42000000
          2022-04-07
          
            
              7130.07000000
              USD
              555644.86000000
              USD
              EQT
            
          
        
        
          
          N
          N
        
      
      
        Lexicon Pharmaceuticals Inc
        N/A
        Lexicon Pharmaceuticals Inc
        528872302
        
          
        
        207200.00000000
        NS
        USD
        433048.00000000
        0.089041438493
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          
        
      
      
        DHT Holdings Inc
        549300SMD6IVZYT74K40
        DHT Holdings Inc
        000000000
        
          
        
        47300.00000000
        NS
        USD
        274340.00000000
        0.056408592664
        Long
        EC
        CORP
        MH
        
        N
        
        1
        
          N
          N
          
        
      
      
        Akebia Therapeutics Inc
        549300CBQEHMKEEGNX42
        Akebia Therapeutics Inc
        00972D105
        
          
        
        397400.00000000
        NS
        USD
        285293.46000000
        0.058660795272
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          
        
      
      
        Barclays Capital Inc.
        AC28XWWI3WIBK2824319
        Barclays Capital Inc.
        000000000
        
          
        
        1938398.50000000
        PA
        USD
        1938398.50000000
        0.398565033930
        Long
        RA
        CORP
        US
        N
        
        2
        
          Repurchase
          
            
              
            
          
          Y
          0.24000000
          2022-04-01
          
            
              3384667.13000000
              USD
              1977166.47000000
              USD
              UST
            
          
        
        
          
          N
          N
        
      
      
        EchoStar Corp
        549300EE20907QZ9GT38
        EchoStar Corp
        278768106
        
          
        
        54500.00000000
        NS
        USD
        1326530.00000000
        0.272755305196
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          
        
      
      
        Barnes Group Inc
        G1MSYD2DQZX30V5DMX12
        Barnes Group Inc
        067806109
        
          
        
        9400.00000000
        NS
        USD
        377786.00000000
        0.077678707401
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Luther Burbank Corp
        5493007YRUZ4ZDZM0J48
        Luther Burbank Corp
        550550107
        
          
        
        24500.00000000
        NS
        USD
        325605.00000000
        0.066949478073
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        REX American Resources Corp
        N/A
        REX American Resources Corp
        761624105
        
          
        
        5000.00000000
        NS
        USD
        498000.00000000
        0.102396585066
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Eastern Bankshares Inc
        549300J245MBQU3DO403
        Eastern Bankshares Inc
        27627N105
        
          
        
        100400.00000000
        NS
        USD
        2162616.00000000
        0.444667657046
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Central Garden & Pet Co
        5493004DVZLD37DJ0H83
        Central Garden & Pet Co
        153527205
        
          
        
        34900.00000000
        NS
        USD
        1423222.00000000
        0.292636691949
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Whiting Petroleum Corp
        52990028CHK9KUB1B293
        Whiting Petroleum Corp
        966387508
        
          
        
        10300.00000000
        NS
        USD
        839553.00000000
        0.172625221248
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Kontoor Brands Inc
        549300M0CPXV65RFF271
        Kontoor Brands Inc
        50050N103
        
          
        
        8200.00000000
        NS
        USD
        339070.00000000
        0.069718092566
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Citigroup Global Markets Inc.
        MBNUM2BPBDO7JBLYG310
        Citigroup Global Markets Inc.
        000000000
        
          
        
        800000.00000000
        PA
        USD
        800000.00000000
        0.164492506130
        Long
        RA
        CORP
        US
        N
        
        2
        
          Repurchase
          
            
              
            
          
          Y
          0.30000000
          2022-04-01
          
            
              502854.40000000
              USD
              534969.74000000
              USD
              UST
            
            
              286610.00000000
              USD
              281030.50000000
              USD
              CDS
            
          
        
        
          
          N
          N
        
      
      
        Highwoods Properties Inc
        ZIIGTYKL9T0X3HLTDX53
        Highwoods Properties Inc
        431284108
        
          
        
        4800.00000000
        NS
        USD
        219552.00000000
        0.045143323382
        Long
        EC
        
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        NexTier Oilfield Solutions Inc
        529900L27H2D4QT0IT24
        NexTier Oilfield Solutions Inc
        65290C105
        
          
        
        78446.00000000
        NS
        USD
        724841.04000000
        0.149038649019
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          
        
      
      
        Altra Industrial Motion Corp
        NQ0NIXPGW4YKG4MWM571
        Altra Industrial Motion Corp
        02208R106
        
          
        
        40700.00000000
        NS
        USD
        1584451.00000000
        0.325787894788
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Old National Bancorp/IN
        549300MMK90CL5KMVX16
        Old National Bancorp/IN
        680033107
        
          
        
        210345.00000000
        NS
        USD
        3445451.10000000
        0.708438607735
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Meta Financial Group Inc
        5493004X52BH1NBLW813
        Meta Financial Group Inc
        59100U108
        
          
        
        11200.00000000
        NS
        USD
        615104.00000000
        0.126474998113
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Heritage-Crystal Clean Inc
        N/A
        Heritage-Crystal Clean Inc
        42726M106
        
          
        
        12100.00000000
        NS
        USD
        358281.00000000
        0.073668174486
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          
        
      
      
        Avient Corp
        SM8L9RZYIB34LNTWO040
        Avient Corp
        05368V106
        
          
        
        36500.00000000
        NS
        USD
        1752000.00000000
        0.360238588425
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        AMC Networks Inc
        549300VGG9K75226LR46
        AMC Networks Inc
        00164V103
        
          
        
        58800.00000000
        NS
        USD
        2389044.00000000
        0.491224793519
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          
        
      
      
        Nicolet Bankshares Inc
        N/A
        Nicolet Bankshares Inc
        65406E102
        
          
        
        3000.00000000
        NS
        USD
        280710.00000000
        0.057718364244
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Kelly Services Inc
        N/A
        Kelly Services Inc
        488152208
        
          
        
        45000.00000000
        NS
        USD
        976050.00000000
        0.200691138260
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Veritiv Corp
        529900VQARHWQROHAS58
        Veritiv Corp
        923454102
        
          
        
        12300.00000000
        NS
        USD
        1643157.00000000
        0.337858766119
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Trinseo PLC
        549300TJ3HIGDA2Z8315
        Trinseo PLC
        000000000
        
          
        
        2800.00000000
        NS
        USD
        134176.00000000
        0.027588683128
        Long
        EC
        CORP
        IE
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Oceaneering International Inc
        549300L6PH74701W0R30
        Oceaneering International Inc
        675232102
        
          
        
        75200.00000000
        NS
        USD
        1140032.00000000
        0.234408400935
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        American National Bankshares Inc
        5493001AQ734BV16EM88
        American National Bankshares Inc
        027745108
        
          
        
        3900.00000000
        NS
        USD
        146952.00000000
        0.030215628451
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          
        
      
      
        Societe Generale
        O2RNE8IBXP4R0TD8PU41
        Societe Generale
        000000000
        
          
        
        500000.00000000
        PA
        USD
        500000.00000000
        0.102807816331
        Long
        RA
        CORP
        US
        N
        
        2
        
          Repurchase
          
            
              
            
          
          Y
          0.38000000
          2022-04-01
          
            
              6481.85000000
              USD
              555601.45000000
              USD
              EQT
            
          
        
        
          
          N
          N
        
      
      
        Essential Properties Realty Trust Inc
        N/A
        Essential Properties Realty Trust Inc
        29670E107
        
          
        
        24100.00000000
        NS
        USD
        609730.00000000
        0.125370019703
        Long
        EC
        
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Yelp Inc
        5299007OU2DOSXPQBO35
        Yelp Inc
        985817105
        
          
        
        30600.00000000
        NS
        USD
        1043766.00000000
        0.214614606441
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        FirstCash Holdings Inc
        N/A
        FirstCash Holdings Inc
        33768G107
        
          
        
        8900.00000000
        NS
        USD
        626026.00000000
        0.128720732053
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          
        
      
      
        EnPro Industries Inc
        549300Y5CFT2LKCFDN54
        EnPro Industries Inc
        29355X107
        
          
        
        3900.00000000
        NS
        USD
        381147.00000000
        0.078369781542
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Four Corners Property Trust Inc
        549300SVTPZPBDVNER42
        Four Corners Property Trust Inc
        35086T109
        
          
        
        32300.00000000
        NS
        USD
        873392.00000000
        0.179583048642
        Long
        EC
        
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Arch Resources Inc
        W47HVZ7Q6FXL86RELH91
        Arch Resources Inc
        03940R107
        
          
        
        11000.00000000
        NS
        USD
        1511180.00000000
        0.310722231767
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          
        
      
      
        Ecovyst Inc
        N/A
        Ecovyst Inc
        27923Q109
        
          
        
        18700.00000000
        NS
        USD
        216172.00000000
        0.044448342543
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        First Merchants Corp
        TZTBT0OTGQ2FEK6XMX94
        First Merchants Corp
        320817109
        
          
        
        35600.00000000
        NS
        USD
        1480960.00000000
        0.304508527348
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          
        
      
      
        Ennis Inc
        N/A
        Ennis Inc
        293389102
        
          
        
        11400.00000000
        NS
        USD
        210558.00000000
        0.043294016382
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        eGain Corp
        N/A
        eGain Corp
        28225C806
        
          
        
        73200.00000000
        NS
        USD
        847656.00000000
        0.174291324720
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Terex Corp
        YAWJZJYEQ7M1SYMOS462
        Terex Corp
        880779103
        
          
        
        19900.00000000
        NS
        USD
        709634.00000000
        0.145911843869
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Redwood Trust Inc
        DRBV4N1ERQLEMIF11G78
        Redwood Trust Inc
        758075402
        
          
        
        104600.00000000
        NS
        USD
        1101438.00000000
        0.226472871208
        Long
        EC
        
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Prometheus Biosciences Inc
        N/A
        Prometheus Biosciences Inc
        74349U108
        
          
        
        12300.00000000
        NS
        USD
        464448.00000000
        0.095497769358
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          
        
      
      
        Talos Energy Inc
        549300OKFHZ84SFJFT95
        Talos Energy Inc
        87484T108
        
          
        
        14900.00000000
        NS
        USD
        235271.00000000
        0.048375395512
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Customers Bancorp Inc
        549300WLBCHYKZ53FN68
        Customers Bancorp Inc
        23204G100
        
          
        
        18100.00000000
        NS
        USD
        943734.00000000
        0.194046463475
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          
        
      
      
        Frequency Therapeutics Inc
        N/A
        Frequency Therapeutics Inc
        35803L108
        
          
        
        104000.00000000
        NS
        USD
        220480.00000000
        0.045334134689
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          
        
      
      
        ConnectOne Bancorp Inc
        549300E2M5ZYAZKUK134
        ConnectOne Bancorp Inc
        20786W107
        
          
        
        27300.00000000
        NS
        USD
        873873.00000000
        0.179681949761
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        OFG Bancorp
        549300Q4QEXJ37LEXQ06
        OFG Bancorp
        67103X102
        
          
        
        16745.00000000
        NS
        USD
        446086.80000000
        0.091722419604
        Long
        EC
        CORP
        PR
        N
        
        1
        
          N
          N
          N
        
      
      
        RBB Bancorp
        549300A23FBFZNGET525
        RBB Bancorp
        74930B105
        
          
        
        6200.00000000
        NS
        USD
        145638.00000000
        0.029945449509
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          
        
      
      
        Harmonic Inc
        549300LRGRD8XC9BTL66
        Harmonic Inc
        413160102
        
          
        
        133900.00000000
        NS
        USD
        1243931.00000000
        0.255771659553
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          
        
      
      
        Natus Medical Inc
        549300ZW3JLSJGT2D838
        Natus Medical Inc
        639050103
        
          
        
        81800.00000000
        NS
        USD
        2149704.00000000
        0.442012747997
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          
        
      
      
        Ready Capital Corp
        549300MYWGZUG7ZUYO87
        Ready Capital Corp
        75574U101
        
          
        
        69800.00000000
        NS
        USD
        1051188.00000000
        0.216140685667
        Long
        EC
        
        US
        N
        
        1
        
          N
          N
          
        
      
      
        LiveRamp Holdings Inc
        254900GXS75LG1X7RF88
        LiveRamp Holdings Inc
        53815P108
        
          
        
        30200.00000000
        NS
        USD
        1129178.00000000
        0.232176648858
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        UMH Properties Inc
        529900OM5K3PJ11F0Q09
        UMH Properties Inc
        903002103
        
          
        
        33700.00000000
        NS
        USD
        828683.00000000
        0.170390179321
        Long
        EC
        
        US
        N
        
        1
        
          N
          N
          
        
      
      
        Lyell Immunopharma Inc
        N/A
        Lyell Immunopharma Inc
        55083R104
        
          
        
        80600.00000000
        NS
        USD
        407030.00000000
        0.083691730962
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          
        
      
      
        Sprouts Farmers Market Inc
        529900P8F4G77Q52XE24
        Sprouts Farmers Market Inc
        85208M102
        
          
        
        68300.00000000
        NS
        USD
        2184234.00000000
        0.449112655793
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Oil States International Inc
        5493004TF4KQJGMYL777
        Oil States International Inc
        678026105
        
          
        
        51600.00000000
        NS
        USD
        358620.00000000
        0.073737878185
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          
        
      
      
        Great Southern Bancorp Inc
        5493000ZL7DLNMN1AB26
        Great Southern Bancorp Inc
        390905107
        
          
        
        3500.00000000
        NS
        USD
        206535.00000000
        0.042466824692
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Pacific Biosciences of California Inc
        529900F1BWRE1M0KZN89
        Pacific Biosciences of California Inc
        69404D108
        
          
        
        88100.00000000
        NS
        USD
        801710.00000000
        0.164844108862
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Green Plains Inc
        VJ5WLTHARBSDR14KIZ98
        Green Plains Inc
        393222104
        
          
        
        40600.00000000
        NS
        USD
        1259006.00000000
        0.258871315216
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          
        
      
      
        Hooker Furnishings Corp
        N/A
        Hooker Furnishings Corp
        439038100
        
          
        
        13000.00000000
        NS
        USD
        246220.00000000
        0.050626681074
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        KKR Real Estate Finance Trust Inc
        549300K23AYZDZ2REL62
        KKR Real Estate Finance Trust Inc
        48251K100
        
          
        
        91900.00000000
        NS
        USD
        1894059.00000000
        0.389448139585
        Long
        EC
        
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Columbia Banking System Inc
        N/A
        Columbia Banking System Inc
        197236102
        
          
        
        36400.00000000
        NS
        USD
        1174628.00000000
        0.241521879363
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          
        
      
      
        Allovir Inc
        N/A
        Allovir Inc
        019818103
        
          
        
        48100.00000000
        NS
        USD
        324675.00000000
        0.066758255534
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          
        
      
      
        OceanFirst Financial Corp
        N/A
        OceanFirst Financial Corp
        675234108
        
          
        
        137800.00000000
        NS
        USD
        2769780.00000000
        0.569510067036
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Cornerstone Building Brands Inc
        549300IW41QEWQ6T0H29
        Cornerstone Building Brands Inc
        21925D109
        
          
        
        17100.00000000
        NS
        USD
        415872.00000000
        0.085509784386
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Eagle Pharmaceuticals Inc/DE
        549300TN20OLYTJVP152
        Eagle Pharmaceuticals Inc/DE
        269796108
        
          
        
        27600.00000000
        NS
        USD
        1365924.00000000
        0.280855327429
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          
        
      
      
        KBR Inc
        254900OFQDXZRKRCV808
        KBR Inc
        48242W106
        
          
        
        19500.00000000
        NS
        USD
        1067235.00000000
        0.219440199724
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        NextGen Healthcare Inc
        N/A
        NextGen Healthcare Inc
        65343C102
        
          
        
        125200.00000000
        NS
        USD
        2617932.00000000
        0.538287744448
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Golar LNG Ltd
        213800C2VSFZG3EZLO34
        Golar LNG Ltd
        000000000
        
          
        
        16200.00000000
        NS
        USD
        401436.00000000
        0.082541517113
        Long
        EC
        CORP
        BM
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Arconic Corp
        549300B4YFWH3U74B152
        Arconic Corp
        03966V107
        
          
        
        49900.00000000
        NS
        USD
        1278438.00000000
        0.262866838190
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Belden Inc
        68BKYO1JC791TTJHUE82
        Belden Inc
        077454106
        
          
        
        5500.00000000
        NS
        USD
        304700.00000000
        0.062651083272
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        CVR Energy Inc
        529900SOYZIXZBTXB558
        CVR Energy Inc
        12662P108
        
          
        
        26100.00000000
        NS
        USD
        666594.00000000
        0.137062147039
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        SVENSKA NY
        N/A
        SVENSKA NY
        000000000
        
          
        
        1000000.00000000
        PA
        USD
        1000000.00000000
        0.205615632662
        Long
        STIV
        CORP
        US
        N
        
        2
        
          2022-04-01
          Fixed
          0.26000000
          N
          N
          N
        
        
          
          N
          N
        
      
      
        Sleep Number Corp
        529900W0TZQLBT2DSS66
        Sleep Number Corp
        83125X103
        
          
        
        8000.00000000
        NS
        USD
        405680.00000000
        0.083414149858
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          
        
      
      
        Hub Group Inc
        N/A
        Hub Group Inc
        443320106
        
          
        
        48300.00000000
        NS
        USD
        3729243.00000000
        0.766790658798
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Easterly Government Properties Inc
        549300ERMCEFC6S8HL77
        Easterly Government Properties Inc
        27616P103
        
          
        
        26700.00000000
        NS
        USD
        564438.00000000
        0.116057276468
        Long
        EC
        
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Cantor Fitzgerald & Co.
        5493004J7H4GCPG6OB62
        Cantor Fitzgerald & Co.
        000000000
        
          
        
        5000000.00000000
        PA
        USD
        5000000.00000000
        1.028078163314
        Long
        RA
        CORP
        US
        N
        
        2
        
          Repurchase
          
            
              
            
          
          Y
          0.29000000
          2022-04-01
          
            
              20.00000000
              USD
              19.07000000
              USD
              UST
            
            
              3499.98000000
              USD
              2.85000000
              USD
              ABS
            
            
              302759.60000000
              USD
              116492.12000000
              USD
              ACMO
            
            
              11635.95000000
              USD
              8817.18000000
              USD
              ADAS
            
            
              8279867.78000000
              USD
              4974668.79000000
              USD
              AMBS
            
          
        
        
          
          N
          N
        
      
      
        Associated Banc-Corp
        549300N3CIN473IW5094
        Associated Banc-Corp
        045487105
        
          
        
        106300.00000000
        NS
        USD
        2419388.00000000
        0.497463994276
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Tivity Health Inc
        U5UKZMHGMOP0CPFG4B24
        Tivity Health Inc
        88870R102
        
          
        
        42600.00000000
        NS
        USD
        1370442.00000000
        0.281784298857
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Cohu Inc
        529900FJPORJ3JJ2XS33
        Cohu Inc
        192576106
        
          
        
        28700.00000000
        NS
        USD
        849520.00000000
        0.174674592259
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Travere Therapeutics Inc
        N/A
        Travere Therapeutics Inc
        89422G107
        
          
        
        91700.00000000
        NS
        USD
        2363109.00000000
        0.485892152086
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        SecureWorks Corp
        N/A
        SecureWorks Corp
        81374A105
        
          
        
        13551.00000000
        NS
        USD
        179550.75000000
        0.036918441056
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Barclays Bank PLC
        G5GSEF7VJP5I7OUK5573
        Barclays Bank PLC
        000000000
        
          
        
        4000000.00000000
        PA
        USD
        4000000.00000000
        0.822462530651
        Long
        RA
        CORP
        US
        N
        
        2
        
          Repurchase
          
            
              
            
          
          Y
          0.60000000
          2022-05-05
          
            
              99403.38000000
              USD
              4445827.12000000
              USD
              EQT
            
          
        
        
          
          N
          N
        
      
      
        ADTRAN Inc
        549300XWTHXJVGKWU616
        ADTRAN Inc
        00738A106
        
          
        
        15200.00000000
        NS
        USD
        280440.00000000
        0.057662848023
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          
        
      
      
        Granite Construction Inc
        549300OM4BWMCIXVCZ39
        Granite Construction Inc
        387328107
        
          
        
        66800.00000000
        NS
        USD
        2191040.00000000
        0.450512075789
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          
        
      
      
        Worthington Industries Inc
        1WRCIANKYOIK6KYE5E82
        Worthington Industries Inc
        981811102
        
          
        
        8400.00000000
        NS
        USD
        431844.00000000
        0.088793877271
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        AGCO Corp
        LYOM0B2GCF1JWXK5ZG04
        AGCO Corp
        001084102
        
          
        
        15400.00000000
        NS
        USD
        2248862.00000000
        0.462401182901
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        QuinStreet Inc
        549300TP8MFBFPOS4Y78
        QuinStreet Inc
        74874Q100
        
          
        
        46100.00000000
        NS
        USD
        534760.00000000
        0.109955015722
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Bristow Group Inc
        5493005Q24EN3UC1PV68
        Bristow Group Inc
        11040G103
        
          
        
        4499.00000000
        NS
        USD
        166822.92000000
        0.034301400238
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Herc Holdings Inc
        549300TP80QLITMSBP82
        Herc Holdings Inc
        42704L104
        
          
        
        10521.00000000
        NS
        USD
        1757953.89000000
        0.361462801284
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Centerspace
        5493002LG2SH9EEHT720
        Centerspace
        15202L107
        
          
        
        12100.00000000
        NS
        USD
        1187252.00000000
        0.244117571110
        Long
        EC
        
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        RLJ Lodging Trust
        N/A
        RLJ Lodging Trust
        74965L101
        
          
        
        75457.00000000
        NS
        USD
        1062434.56000000
        0.218453154217
        Long
        EC
        
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Hope Bancorp Inc
        549300UTF4QGMBHIZ219
        Hope Bancorp Inc
        43940T109
        
          
        
        231929.00000000
        NS
        USD
        3729418.32000000
        0.766826707331
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          
        
      
      
        Agios Pharmaceuticals Inc
        529900ONJHY8EOGYT555
        Agios Pharmaceuticals Inc
        00847X104
        
          
        
        32900.00000000
        NS
        USD
        957719.00000000
        0.196921998098
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          
        
      
      
        NexImmune Inc
        5493005RDYAV26LAQ930
        NexImmune Inc
        65344D109
        
          
        
        47900.00000000
        NS
        USD
        201659.00000000
        0.041464242867
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          
        
      
      
        First Commonwealth Financial Corp
        549300ZHLQ42NXDETL24
        First Commonwealth Financial Corp
        319829107
        
          
        
        155400.00000000
        NS
        USD
        2355864.00000000
        0.484402466827
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MGIC Investment Corp
        254900S8483WM4M98R28
        MGIC Investment Corp
        552848103
        
          
        
        49400.00000000
        NS
        USD
        669370.00000000
        0.137632936035
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Community Bank System Inc
        5299008N6YHE6GCP1E80
        Community Bank System Inc
        203607106
        
          
        
        14600.00000000
        NS
        USD
        1024190.00000000
        0.210589474816
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Tri Pointe Homes Inc
        N/A
        Tri Pointe Homes Inc
        87265H109
        
          
        
        247100.00000000
        NS
        USD
        4961768.00000000
        1.020217066446
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        CNO Financial Group Inc
        11XPYHB76MPM4Y4P2897
        CNO Financial Group Inc
        12621E103
        
          
        
        32000.00000000
        NS
        USD
        802880.00000000
        0.165084679152
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Hemisphere Media Group Inc
        549300PUEQ0HSP3IRZ09
        Hemisphere Media Group Inc
        42365Q103
        
          
        
        13600.00000000
        NS
        USD
        62152.00000000
        0.012779422801
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Trustmark Corp
        5493000HPQ4D2RZ79739
        Trustmark Corp
        898402102
        
          
        
        63000.00000000
        NS
        USD
        1914570.00000000
        0.393665521827
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Falcon Minerals Corp
        549300OILIONON7XK623
        Falcon Minerals Corp
        30607B109
        
          
        
        81500.00000000
        NS
        USD
        549310.00000000
        0.112946723178
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Clearway Energy Inc
        549300LHAZ9HA9G3XC48
        Clearway Energy Inc
        18539C204
        
          
        
        41400.00000000
        NS
        USD
        1511514.00000000
        0.310790907388
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Phillips Edison & Co Inc
        549300JPN4YHYPXTJQ85
        Phillips Edison & Co Inc
        71844V201
        
          
        
        26500.00000000
        NS
        USD
        911335.00000000
        0.187384722592
        Long
        EC
        
        US
        N
        
        1
        
          N
          N
          
        
      
      
        Societe Generale
        O2RNE8IBXP4R0TD8PU41
        Societe Generale
        000000000
        
          
        
        1200000.00000000
        PA
        USD
        1200000.00000000
        0.246738759195
        Long
        RA
        CORP
        US
        N
        
        2
        
          Repurchase
          
            
              
            
          
          Y
          0.36000000
          2022-04-01
          
            
              15556.65000000
              USD
              1333443.49000000
              USD
              EQT
            
          
        
        
          
          N
          N
        
      
      
        Kearny Financial Corp/MD
        N/A
        Kearny Financial Corp/MD
        48716P108
        
          
        
        48300.00000000
        NS
        USD
        622104.00000000
        0.127914307542
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Range Resources Corp
        H3Y3WLYCX0BTO1TRW162
        Range Resources Corp
        75281A109
        
          
        
        41500.00000000
        NS
        USD
        1260770.00000000
        0.259234021192
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Axos Financial Inc
        529900D8M56422GK9O25
        Axos Financial Inc
        05465C100
        
          
        
        26000.00000000
        NS
        USD
        1206140.00000000
        0.248001239179
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Dorian LPG Ltd
        549300WP1W2WGMC7F395
        Dorian LPG Ltd
        000000000
        
          
        
        56200.00000000
        NS
        USD
        814338.00000000
        0.167440623071
        Long
        EC
        CORP
        MH
        
        N
        
        1
        
          N
          N
          
        
      
      
        Turning Point Therapeutics Inc
        N/A
        Turning Point Therapeutics Inc
        90041T108
        
          
        
        24500.00000000
        NS
        USD
        657825.00000000
        0.135259103556
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        NGM Biopharmaceuticals Inc
        5493008V5DSDZIGQOP17
        NGM Biopharmaceuticals Inc
        62921N105
        
          
        
        63600.00000000
        NS
        USD
        969900.00000000
        0.199426602119
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Wabash National Corp
        5299004ZAWHQZI5XO485
        Wabash National Corp
        929566107
        
          
        
        81350.00000000
        NS
        USD
        1207234.00000000
        0.248226182682
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          
        
      
      
        Bluebird Bio Inc
        N/A
        Bluebird Bio Inc
        09609G100
        
          
        
        65100.00000000
        NS
        USD
        315735.00000000
        0.064920051778
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Fixed Income Clearing Corp
        549300H47WTHXPU08X20
        FIXED INC CLEARING CORP.REPO
        000000000
        
          
        
        9640312.36000000
        PA
        USD
        9640312.36000000
        1.982198924968
        Long
        RA
        CORP
        US
        N
        
        2
        
          Repurchase
          
          N
          0.00000000
          2022-04-01
          
            
              8628300.00000000
              USD
              9833226.10000000
              USD
              UST
            
          
        
        
          N
          N
          N
        
      
      
        Bed Bath & Beyond Inc
        529900ZBUWWUV7BKGX39
        Bed Bath & Beyond Inc
        075896100
        
          
        
        33800.00000000
        NS
        USD
        761514.00000000
        0.156579182891
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Kennedy-Wilson Holdings Inc
        549300MOI1T78144X610
        Kennedy-Wilson Holdings Inc
        489398107
        
          
        
        118300.00000000
        NS
        USD
        2885337.00000000
        0.593270392700
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Meritor Inc
        5LTG829X630QFHTFBO82
        Meritor Inc
        59001K100
        
          
        
        18900.00000000
        NS
        USD
        672273.00000000
        0.138229838217
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        DiamondRock Hospitality Co
        529900KKD4BPVBUAQ734
        DiamondRock Hospitality Co
        252784301
        
          
        
        90900.00000000
        NS
        USD
        918090.00000000
        0.188773656191
        Long
        EC
        
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        First Hawaiian Inc
        5493002DJSH46F5OLV06
        First Hawaiian Inc
        32051X108
        
          
        
        9000.00000000
        NS
        USD
        251010.00000000
        0.051611579954
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          
        
      
      
        Patterson-UTI Energy Inc
        254900XGFBKIXD6G0697
        Patterson-UTI Energy Inc
        703481101
        
          
        
        104000.00000000
        NS
        USD
        1609920.00000000
        0.331024719336
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Knowles Corp
        5493003EO323TDZQU148
        Knowles Corp
        49926D109
        
          
        
        119500.00000000
        NS
        USD
        2572835.00000000
        0.529015096262
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Barrett Business Services Inc
        529900HXB6TMG0SR9Y34
        Barrett Business Services Inc
        068463108
        
          
        
        22860.00000000
        NS
        USD
        1770964.20000000
        0.364137924406
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MasTec Inc
        549300TMDIT8WREDOF45
        MasTec Inc
        576323109
        
          
        
        16600.00000000
        NS
        USD
        1445860.00000000
        0.297291418641
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          
        
      
      
        Terreno Realty Corp
        N/A
        Terreno Realty Corp
        88146M101
        
          
        
        34500.00000000
        NS
        USD
        2554725.00000000
        0.525291397154
        Long
        EC
        
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Solaris Oilfield Infrastructure Inc
        529900MTK3C8Y8TIIC10
        Solaris Oilfield Infrastructure Inc
        83418M103
        
          
        
        24300.00000000
        NS
        USD
        274347.00000000
        0.056410031974
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          
        
      
      
        BM Technologies Inc
        N/A
        BM Technologies Inc
        05591L107
        
          
        
        4693.00000000
        NS
        USD
        40125.15000000
        0.008250358102
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          
        
      
      
        Darling Ingredients Inc
        L1N0SPPKS7EXZYUMZ898
        Darling Ingredients Inc
        237266101
        
          
        
        40900.00000000
        NS
        USD
        3287542.00000000
        0.675970028235
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Marathon Digital Holdings Inc
        549300M8ISKPTX2W7F94
        Marathon Digital Holdings Inc
        565788106
        
          
        
        27773.00000000
        NS
        USD
        776255.35000000
        0.159610234898
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          
        
      
      
        ChampionX Corp
        549300EP2909K6DYYP38
        ChampionX Corp
        15872M104
        
          
        
        33200.00000000
        NS
        USD
        812736.00000000
        0.167111226827
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        IBEX Holdings Ltd
        N/A
        IBEX Holdings Ltd
        000000000
        
          
        
        10400.00000000
        NS
        USD
        165776.00000000
        0.034086137120
        Long
        EC
        CORP
        BM
        
        N
        
        1
        
          N
          N
          
        
      
      
        AZZ Inc
        549300HD1X2NFLWPYC83
        AZZ Inc
        002474104
        
          
        
        10700.00000000
        NS
        USD
        516168.00000000
        0.106132209880
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Physicians Realty Trust
        549300ITOVH0OY7PZC34
        Physicians Realty Trust
        71943U104
        
          
        
        60600.00000000
        NS
        USD
        1062924.00000000
        0.218553790732
        Long
        EC
        
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Xenia Hotels & Resorts Inc
        54930075IWIPHF5IQL62
        Xenia Hotels & Resorts Inc
        984017103
        
          
        
        101200.00000000
        NS
        USD
        1952148.00000000
        0.401392146071
        Long
        EC
        
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        ProPetro Holding Corp
        N/A
        ProPetro Holding Corp
        74347M108
        
          
        
        47900.00000000
        NS
        USD
        667247.00000000
        0.137196414047
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        SouthState Corp
        549300JZUANXM0YQ4W53
        SouthState Corp
        840441109
        
          
        
        4436.00000000
        NS
        USD
        361933.24000000
        0.074419132124
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Necessity Retail REIT Inc/The
        549300GN4H0K3IUS8983
        Necessity Retail REIT Inc/The
        02607T109
        
          
        
        38600.00000000
        NS
        USD
        305326.00000000
        0.062779798658
        Long
        EC
        
        US
        N
        
        1
        
          N
          N
          
        
      
      
        Insperity Inc
        5299000Q0KW7HY5DB751
        Insperity Inc
        45778Q107
        
          
        
        1700.00000000
        NS
        USD
        170714.00000000
        0.035101467114
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Independent Bank Corp/MI
        N/A
        Independent Bank Corp/MI
        453838609
        
          
        
        8900.00000000
        NS
        USD
        195800.00000000
        0.040259540875
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Computer Programs and Systems Inc
        5493005Q6CJC78TGL805
        Computer Programs and Systems Inc
        205306103
        
          
        
        45600.00000000
        NS
        USD
        1570920.00000000
        0.323005709662
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          
        
      
      
        Comfort Systems USA Inc
        5299009DT1ZA5HTU6R38
        Comfort Systems USA Inc
        199908104
        
          
        
        14100.00000000
        NS
        USD
        1255041.00000000
        0.258056049232
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Lions Gate Entertainment Corp
        5493000JSMHPHZURLM72
        Lions Gate Entertainment Corp
        535919401
        
          
        
        36900.00000000
        NS
        USD
        599625.00000000
        0.123292273735
        Long
        EC
        CORP
        CA
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Arcosa Inc
        549300WFHLTCZV7D6V29
        Arcosa Inc
        039653100
        
          
        
        16900.00000000
        NS
        USD
        967525.00000000
        0.198938264992
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Nelnet Inc
        549300T6B0Q52I6OM558
        Nelnet Inc
        64031N108
        
          
        
        8400.00000000
        NS
        USD
        713916.00000000
        0.146792290008
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Houlihan Lokey Inc
        549300S3CNGTQ1QZVY46
        Houlihan Lokey Inc
        441593100
        
          
        
        2300.00000000
        NS
        USD
        201940.00000000
        0.041522020859
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Origin Bancorp Inc
        54930055DO2Z4KO3NB45
        Origin Bancorp Inc
        68621T102
        
          
        
        5500.00000000
        NS
        USD
        232595.00000000
        0.047825168079
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        UMB Financial Corp
        549300MGEH3N3CUCV828
        UMB Financial Corp
        902788108
        
          
        
        31400.00000000
        NS
        USD
        3050824.00000000
        0.627297106902
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Endo International PLC
        5493007TBMWZWGZIB256
        Endo International PLC
        000000000
        
          
        
        366100.00000000
        NS
        USD
        845691.00000000
        0.173887290002
        Long
        EC
        CORP
        IE
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Kite Realty Group Trust
        N/A
        Kite Realty Group Trust
        49803T300
        
          
        
        72234.00000000
        NS
        USD
        1644768.18000000
        0.338190049914
        Long
        EC
        
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Watts Water Technologies Inc
        549300REJOO94ERQN318
        Watts Water Technologies Inc
        942749102
        
          
        
        3700.00000000
        NS
        USD
        516483.00000000
        0.106196978804
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Huron Consulting Group Inc
        549300NGVB9H6TKTLE36
        Huron Consulting Group Inc
        447462102
        
          
        
        20200.00000000
        NS
        USD
        925362.00000000
        0.190268893072
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Iovance Biotherapeutics Inc
        549300220Z2GHH33XL82
        Iovance Biotherapeutics Inc
        462260100
        
          
        
        31600.00000000
        NS
        USD
        526140.00000000
        0.108182608969
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Materion Corp
        549300CJ5RI351SUYT02
        Materion Corp
        576690101
        
          
        
        6700.00000000
        NS
        USD
        574458.00000000
        0.118117545108
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        American States Water Co
        529900L26LIS2V8PWM23
        American States Water Co
        029899101
        
          
        
        39900.00000000
        NS
        USD
        3551898.00000000
        0.730325754423
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Farmers National Banc Corp
        N/A
        Farmers National Banc Corp
        309627107
        
          
        
        17800.00000000
        NS
        USD
        303668.00000000
        0.062438887939
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          
        
      
      
        Schweitzer-Mauduit International Inc
        549300Z1FU4IDULG1R21
        Schweitzer-Mauduit International Inc
        808541106
        
          
        
        27700.00000000
        NS
        USD
        761750.00000000
        0.156627708180
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Ryman Hospitality Properties Inc
        529900GCCWW9SRMPJR11
        Ryman Hospitality Properties Inc
        78377T107
        
          
        
        9700.00000000
        NS
        USD
        899869.00000000
        0.185027133748
        Long
        EC
        
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Spire Inc
        549300NXSY15DRY2R511
        Spire Inc
        84857L101
        
          
        
        8139.00000000
        NS
        USD
        584054.64000000
        0.120090764313
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        WesBanco Inc
        N/A
        WesBanco Inc
        950810101
        
          
        
        7800.00000000
        NS
        USD
        268008.00000000
        0.055106634478
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        US Silica Holdings Inc
        529900HOXGPM9F75C193
        US Silica Holdings Inc
        90346E103
        
          
        
        23900.00000000
        NS
        USD
        445974.00000000
        0.091699226161
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Constellium SE
        724500KRJEMC79KAAU28
        Constellium SE
        000000000
        
          
        
        65700.00000000
        NS
        USD
        1182600.00000000
        0.243161047187
        Long
        EC
        CORP
        FR
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Black Hills Corp
        3MGELCRSTNSAMJ962671
        Black Hills Corp
        092113109
        
          
        
        14600.00000000
        NS
        USD
        1124492.00000000
        0.231213134004
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Fluor Corp
        CQ7WZ4NOFWT7FAE6Q943
        Fluor Corp
        343412102
        
          
        
        23900.00000000
        NS
        USD
        685691.00000000
        0.140988788776
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          
        
      
      
        First Bancorp/Southern Pines NC
        N/A
        First Bancorp/Southern Pines NC
        318910106
        
          
        
        4900.00000000
        NS
        USD
        204673.00000000
        0.042083968384
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Helmerich & Payne Inc
        254900NAOGHJ88RZ4C73
        Helmerich & Payne Inc
        423452101
        
          
        
        25500.00000000
        NS
        USD
        1090890.00000000
        0.224304037515
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        American Assets Trust Inc
        N/A
        American Assets Trust Inc
        024013104
        
          
        
        20600.00000000
        NS
        USD
        780534.00000000
        0.160489992224
        Long
        EC
        
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Gladstone Commercial Corp
        529900EVVV534W8R0T32
        Gladstone Commercial Corp
        376536108
        
          
        
        40600.00000000
        NS
        USD
        894012.00000000
        0.183822842988
        Long
        EC
        
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        South Plains Financial Inc
        549300SNEBP48642N493
        South Plains Financial Inc
        83946P107
        
          
        
        2431.00000000
        NS
        USD
        64615.98000000
        0.013286055607
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        AngioDynamics Inc
        549300W3VKC5ZKMO8C28
        AngioDynamics Inc
        03475V101
        
          
        
        28500.00000000
        NS
        USD
        613890.00000000
        0.126225380735
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Enanta Pharmaceuticals Inc
        529900SSN4DODDQSN594
        Enanta Pharmaceuticals Inc
        29251M106
        
          
        
        4600.00000000
        NS
        USD
        327428.00000000
        0.067324315371
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        TrueBlue Inc
        N/A
        TrueBlue Inc
        89785X101
        
          
        
        96400.00000000
        NS
        USD
        2784996.00000000
        0.572638714503
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        EMCOR Group Inc
        529900X0SQJB2J7YDU43
        EMCOR Group Inc
        29084Q100
        
          
        
        38003.00000000
        NS
        USD
        4280277.89000000
        0.880092046325
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        John Wiley & Sons Inc
        5493003XM719UN7E8P64
        John Wiley & Sons Inc
        968223206
        
          
        
        59100.00000000
        NS
        USD
        3134073.00000000
        0.644414402706
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        CSG Systems International Inc
        549300D7FJZUOHHXUA81
        CSG Systems International Inc
        126349109
        
          
        
        34700.00000000
        NS
        USD
        2205879.00000000
        0.453563206162
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Signet Jewelers Ltd
        549300N3XPGE91WV7M22
        Signet Jewelers Ltd
        000000000
        
          
        
        36100.00000000
        NS
        USD
        2624470.00000000
        0.539632059454
        Long
        EC
        CORP
        BM
        
        N
        
        1
        
          N
          N
          
        
      
      
        Greif Inc
        54930070FVGKR0Z1FI24
        Greif Inc
        397624107
        
          
        
        14900.00000000
        NS
        USD
        969394.00000000
        0.199322560609
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        DigitalBridge Group Inc
        549300XG87L902AGBO89
        DigitalBridge Group Inc
        25401T108
        
          
        
        103700.00000000
        NS
        USD
        746640.00000000
        0.153520855971
        Long
        EC
        
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Corporate Office Properties Trust
        YY1J47X6LF9TYY8JY420
        Corporate Office Properties Trust
        22002T108
        
          
        
        69700.00000000
        NS
        USD
        1989238.00000000
        0.409018429886
        Long
        EC
        
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        GMS Inc
        52990057RENOQO4U0D72
        GMS Inc
        36251C103
        
          
        
        40700.00000000
        NS
        USD
        2025639.00000000
        0.416503044531
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        NOW Inc
        549300AVH5SOCFVVDW91
        NOW Inc
        67011P100
        
          
        
        312600.00000000
        NS
        USD
        3447978.00000000
        0.708958177877
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MYR Group Inc
        529900G1IMMZHOQ17I54
        MYR Group Inc
        55405W104
        
          
        
        15550.00000000
        NS
        USD
        1462322.00000000
        0.300676263186
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Marriott Vacations Worldwide Corp
        549300WA6BT5H4F7IO94
        Marriott Vacations Worldwide Corp
        57164Y107
        
          
        
        7100.00000000
        NS
        USD
        1119670.00000000
        0.230221655423
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Flushing Financial Corp
        N/A
        Flushing Financial Corp
        343873105
        
          
        
        23600.00000000
        NS
        USD
        527460.00000000
        0.108454021604
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Benchmark Electronics Inc
        549300W18RHYZOZKOP53
        Benchmark Electronics Inc
        08160H101
        
          
        
        119100.00000000
        NS
        USD
        2982264.00000000
        0.613200099127
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        OCBC LONDON
        N/A
        OCBC LONDON
        000000000
        
          
        
        199966.00000000
        PA
        USD
        199966.00000000
        0.041116135601
        Long
        STIV
        CORP
        US
        N
        
        2
        
          2022-04-14
          Fixed
          0.00000000
          N
          N
          N
        
        
          
          N
          N
        
      
      
        MS GOVT US LEX
        N/A
        MS GOVT US LEX
        000000000
        
          
        
        1000000.00000000
        NS
        USD
        1000000.00000000
        0.205615632662
        Long
        STIV
        RF
        US
        N
        
        1
        
          
          N
          N
        
      
      
        Sanmina Corp
        X5K24XLM8QYRXF00EB42
        Sanmina Corp
        801056102
        
          
        
        34800.00000000
        NS
        USD
        1406616.00000000
        0.289222238753
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        SM Energy Co
        84BUTVXV5ODI6BXNMH43
        SM Energy Co
        78454L100
        
          
        
        17700.00000000
        NS
        USD
        689415.00000000
        0.141754501392
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Brookfield Infrastructure Corp
        N/A
        Brookfield Infrastructure Corp
        11275Q107
        
          
        
        30100.00000000
        NS
        USD
        2270744.00000000
        0.466900464175
        Long
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        Hilltop Holdings Inc
        54930010TA543US0PM65
        Hilltop Holdings Inc
        432748101
        
          
        
        58300.00000000
        NS
        USD
        1714020.00000000
        0.352429306696
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Manitowoc Co Inc/The
        2RTSLGQ89VMY18RHX631
        Manitowoc Co Inc/The
        563571405
        
          
        
        23500.00000000
        NS
        USD
        354380.00000000
        0.072866067903
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Selective Insurance Group Inc
        549300R3WGJWLE40R258
        Selective Insurance Group Inc
        816300107
        
          
        
        12900.00000000
        NS
        USD
        1152744.00000000
        0.237022186858
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Tronox Holdings PLC
        549300NRVC84SGJSXV06
        Tronox Holdings PLC
        000000000
        
          
        
        76700.00000000
        NS
        USD
        1517893.00000000
        0.312102529509
        Long
        EC
        CORP
        GB
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Sunstone Hotel Investors Inc
        529900ZQ2V52V96ATF67
        Sunstone Hotel Investors Inc
        867892101
        
          
        
        73073.00000000
        NS
        USD
        860799.94000000
        0.176993924259
        Long
        EC
        
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Portland General Electric Co
        GJOUP9M7C39GLSK9R870
        Portland General Electric Co
        736508847
        
          
        
        57000.00000000
        NS
        USD
        3143550.00000000
        0.646363022057
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Plymouth Industrial REIT Inc
        N/A
        Plymouth Industrial REIT Inc
        729640102
        
          
        
        10000.00000000
        NS
        USD
        271000.00000000
        0.055721836451
        Long
        EC
        
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Broadstone Net Lease Inc
        549300U8D7PT70B49V21
        Broadstone Net Lease Inc
        11135E203
        
          
        
        39800.00000000
        NS
        USD
        866844.00000000
        0.178236677479
        Long
        EC
        
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Intra-Cellular Therapies Inc
        5299002U2KGF193IJA20
        Intra-Cellular Therapies Inc
        46116X101
        
          
        
        17500.00000000
        NS
        USD
        1070825.00000000
        0.220178359846
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Heartland Express Inc
        5299005V45FZIQGLOG39
        Heartland Express Inc
        422347104
        
          
        
        68000.00000000
        NS
        USD
        956760.00000000
        0.196724812706
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Sinclair Broadcast Group Inc
        529900879GWQV880PQ28
        Sinclair Broadcast Group Inc
        829226109
        
          
        
        42500.00000000
        NS
        USD
        1190850.00000000
        0.244857376156
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Allegheny Technologies Inc
        ZW1LRE7C3H17O2ZN9B45
        Allegheny Technologies Inc
        01741R102
        
          
        
        18000.00000000
        NS
        USD
        483120.00000000
        0.099337024452
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        ScanSource Inc
        7FHBAN017QDY4K2KP156
        ScanSource Inc
        806037107
        
          
        
        53100.00000000
        NS
        USD
        1847349.00000000
        0.379843833384
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Nuvation Bio Inc
        N/A
        Nuvation Bio Inc
        67080N101
        
          
        
        107700.00000000
        NS
        USD
        566502.00000000
        0.116481667134
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          
        
      
      
        RLI Corp
        529900AMTJE5ECN9PS55
        RLI Corp
        749607107
        
          
        
        15400.00000000
        NS
        USD
        1703702.00000000
        0.350307764598
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Old Second Bancorp Inc
        549300XVJC1MPUT81C04
        Old Second Bancorp Inc
        680277100
        
          
        
        7200.00000000
        NS
        USD
        104472.00000000
        0.021481076375
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Vishay Intertechnology Inc
        5493009O8F3QQJTCQR75
        Vishay Intertechnology Inc
        928298108
        
          
        
        73000.00000000
        NS
        USD
        1430800.00000000
        0.294194847213
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Northwest Natural Holding Co
        N/A
        Northwest Natural Holding Co
        66765N105
        
          
        
        14900.00000000
        NS
        USD
        770628.00000000
        0.158453163767
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Coeur Mining Inc
        5493003AVK173D48DR70
        Coeur Mining Inc
        192108504
        
          
        
        29300.00000000
        NS
        USD
        130385.00000000
        0.026809194264
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          
        
      
      
        First Citizens BancShares Inc/NC
        549300N3Z00ZHE2XC526
        First Citizens BancShares Inc/NC
        31946M103
        
          
        
        1550.00000000
        NS
        USD
        1031680.00000000
        0.212129535905
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          
        
      
      
        Urstadt Biddle Properties Inc
        549300XXD0YL0AER3Z82
        Urstadt Biddle Properties Inc
        917286205
        
          
        
        12600.00000000
        NS
        USD
        237006.00000000
        0.048732138634
        Long
        EC
        
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Sabra Health Care REIT Inc
        549300E3BC7GU7TAZ621
        Sabra Health Care REIT Inc
        78573L106
        
          
        
        25521.00000000
        NS
        USD
        380007.69000000
        0.078135521596
        Long
        EC
        
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Premier Financial Corp
        N/A
        Premier Financial Corp
        74052F108
        
          
        
        13580.00000000
        NS
        USD
        411881.40000000
        0.084689254643
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Ladder Capital Corp
        549300Q6LLV2QCV67C06
        Ladder Capital Corp
        505743104
        
          
        
        117800.00000000
        NS
        USD
        1398286.00000000
        0.287509460533
        Long
        EC
        
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Fate Therapeutics Inc
        549300L14Q4UHOODLA90
        Fate Therapeutics Inc
        31189P102
        
          
        
        22900.00000000
        NS
        USD
        887833.00000000
        0.182552343993
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          
        
      
      
        Tompkins Financial Corp
        254900QDQ6V0QJ0Z2348
        Tompkins Financial Corp
        890110109
        
          
        
        3559.00000000
        NS
        USD
        278562.93000000
        0.057276893088
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Alexander & Baldwin Inc
        N/A
        Alexander & Baldwin Inc
        014491104
        
          
        
        52989.00000000
        NS
        USD
        1228814.91000000
        0.252663555145
        Long
        EC
        
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Essent Group Ltd
        254900QUO860OUT6ZF83
        Essent Group Ltd
        000000000
        
          
        
        64100.00000000
        NS
        USD
        2641561.00000000
        0.543146236232
        Long
        EC
        CORP
        BM
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Epizyme Inc
        549300TNFWF88O4U4605
        Epizyme Inc
        29428V104
        
          
        
        31100.00000000
        NS
        USD
        35765.00000000
        0.007353843102
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          
        
      
      
        Douglas Dynamics Inc
        529900CDFLKNQ0QT6580
        Douglas Dynamics Inc
        25960R105
        
          
        
        6742.00000000
        NS
        USD
        233205.78000000
        0.047950753995
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        First Industrial Realty Trust Inc
        N/A
        First Industrial Realty Trust Inc
        32054K103
        
          
        
        14100.00000000
        NS
        USD
        872931.00000000
        0.179488259835
        Long
        EC
        
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Ellington Financial Inc
        60GS1D1R1YY5G1W7IT74
        Ellington Financial Inc
        28852N109
        
          
        
        72000.00000000
        NS
        USD
        1278000.00000000
        0.262776778543
        Long
        EC
        
        US
        N
        
        1
        
          N
          N
          
        
      
      
        Home BancShares Inc/AR
        N/A
        Home BancShares Inc/AR
        436893200
        
          
        
        99000.00000000
        NS
        USD
        2237400.00000000
        0.460044416519
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Utah Medical Products Inc
        5493002R27BBGV8DID60
        Utah Medical Products Inc
        917488108
        
          
        
        5500.00000000
        NS
        USD
        494230.00000000
        0.101621414130
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Veritex Holdings Inc
        549300F3SMOML02SC814
        Veritex Holdings Inc
        923451108
        
          
        
        14000.00000000
        NS
        USD
        534380.00000000
        0.109876881782
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Community Trust Bancorp Inc
        N/A
        Community Trust Bancorp Inc
        204149108
        
          
        
        28716.00000000
        NS
        USD
        1183099.20000000
        0.243263690510
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        NMI Holdings Inc
        529900KNNGFXJX1C3Z08
        NMI Holdings Inc
        629209305
        
          
        
        36100.00000000
        NS
        USD
        744382.00000000
        0.153056575872
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          
        
      
      
        Blucora Inc
        5299001IO03J69IP6L77
        Blucora Inc
        095229100
        
          
        
        21800.00000000
        NS
        USD
        426190.00000000
        0.087631326484
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Independent Bank Group Inc
        N/A
        Independent Bank Group Inc
        45384B106
        
          
        
        12200.00000000
        NS
        USD
        868152.00000000
        0.178505622727
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Titan Machinery Inc
        549300835ZM8G0BT5C94
        Titan Machinery Inc
        88830R101
        
          
        
        29500.00000000
        NS
        USD
        833670.00000000
        0.171415584482
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          
        
      
      
        Houghton Mifflin Harcourt Co
        N/A
        Houghton Mifflin Harcourt Co
        44157R109
        
          
        
        49200.00000000
        NS
        USD
        1033692.00000000
        0.212543234558
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        United Community Banks Inc/GA
        549300GVW0FV66X3U703
        United Community Banks Inc/GA
        90984P303
        
          
        
        35400.00000000
        NS
        USD
        1231920.00000000
        0.253302010189
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        National HealthCare Corp
        N/A
        National HealthCare Corp
        635906100
        
          
        
        4000.00000000
        NS
        USD
        280920.00000000
        0.057761543527
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Washington Trust Bancorp Inc
        J66MZFCNJPP3PERHZW54
        Washington Trust Bancorp Inc
        940610108
        
          
        
        2100.00000000
        NS
        USD
        110250.00000000
        0.022669123501
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          
        
      
      
        Societe Generale
        O2RNE8IBXP4R0TD8PU41
        Societe Generale
        000000000
        
          
        
        3000000.00000000
        PA
        USD
        3000000.00000000
        0.616846897988
        Long
        RA
        CORP
        US
        N
        
        2
        
          Repurchase
          
            
              
            
          
          Y
          0.41000000
          2022-04-01
          
            
              42780.31000000
              USD
              3333869.13000000
              USD
              EQT
            
          
        
        
          
          N
          N
        
      
      
        Stewart Information Services Corp
        529900TV1XI0PLKENU10
        Stewart Information Services Corp
        860372101
        
          
        
        14100.00000000
        NS
        USD
        854601.00000000
        0.175719325289
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Peapack-Gladstone Financial Corp
        549300G8DN2UK8K0ET30
        Peapack-Gladstone Financial Corp
        704699107
        
          
        
        8392.00000000
        NS
        USD
        291622.00000000
        0.059962042028
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        OSI Systems Inc
        DDX3MPX1Y8YD30050X33
        OSI Systems Inc
        671044105
        
          
        
        28500.00000000
        NS
        USD
        2425920.00000000
        0.498807075589
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          
        
      
      
        Enterprise Financial Services Corp
        5493001XTU5DLD632129
        Enterprise Financial Services Corp
        293712105
        
          
        
        34100.00000000
        NS
        USD
        1613271.00000000
        0.331713737321
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Realogy Holdings Corp
        5493004HBTOTE9DI9P12
        Realogy Holdings Corp
        75605Y106
        
          
        
        65200.00000000
        NS
        USD
        1022336.00000000
        0.210208263433
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Genesco Inc
        549300VY2Q511P1K5P56
        Genesco Inc
        371532102
        
          
        
        7100.00000000
        NS
        USD
        451631.00000000
        0.092862393795
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          
        
      
      
        Safe Bulkers Inc
        549300V6ZM2HJJYQQO85
        Safe Bulkers Inc
        000000000
        
          
        
        66200.00000000
        NS
        USD
        315112.00000000
        0.064791953239
        Long
        EC
        CORP
        MH
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Matrix Service Co
        529900VYBKSX6HD2YW58
        Matrix Service Co
        576853105
        
          
        
        94600.00000000
        NS
        USD
        777612.00000000
        0.159889183346
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Banner Corp
        N/A
        Banner Corp
        06652V208
        
          
        
        6800.00000000
        NS
        USD
        398004.00000000
        0.081835844262
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Radian Group Inc
        54930005OUP720S5U385
        Radian Group Inc
        750236101
        
          
        
        123100.00000000
        NS
        USD
        2734051.00000000
        0.562163626097
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Covenant Logistics Group Inc
        N/A
        Covenant Logistics Group Inc
        22284P105
        
          
        
        6900.00000000
        NS
        USD
        148557.00000000
        0.030545641541
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Lifetime Brands Inc
        549300GS38DC0OHLYK32
        Lifetime Brands Inc
        53222Q103
        
          
        
        13100.00000000
        NS
        USD
        168204.00000000
        0.034585371876
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Pinnacle Financial Partners Inc
        54930098EZ8JMSAZGS24
        Pinnacle Financial Partners Inc
        72346Q104
        
          
        
        7900.00000000
        NS
        USD
        727432.00000000
        0.149571390899
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        City Holding Co
        N/A
        City Holding Co
        177835105
        
          
        
        10409.00000000
        NS
        USD
        819188.30000000
        0.168437920574
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        AMC Entertainment Holdings Inc
        549300ZO77UNR6NRBR11
        AMC Entertainment Holdings Inc
        00165C104
        
          
        
        151000.00000000
        NS
        USD
        3720640.00000000
        0.765021747510
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          
        
      
      
        Murphy Oil Corp
        QBKYQD0ODE7DC7PDIN91
        Murphy Oil Corp
        626717102
        
          
        
        12700.00000000
        NS
        USD
        512953.00000000
        0.105471155621
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        AAR Corp
        MP76T5YQX3YK5VVAQ802
        AAR Corp
        000361105
        
          
        
        12500.00000000
        NS
        USD
        605375.00000000
        0.124474563623
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        National Bank of Canada
        BSGEFEIOM18Y80CKCV46
        National Bank of Canada
        000000000
        
          
        
        2000000.00000000
        PA
        USD
        2000000.00000000
        0.411231265325
        Long
        RA
        CORP
        US
        N
        
        2
        
          Repurchase
          
            
              
            
          
          Y
          0.45000000
          2022-04-07
          
            
              23045.06000000
              USD
              2085391.43000000
              USD
              EQT
            
            
              128788.11000000
              USD
              126205.96000000
              USD
              UST
            
          
        
        
          
          N
          N
        
      
      
        Employers Holdings Inc
        N/A
        Employers Holdings Inc
        292218104
        
          
        
        11612.00000000
        NS
        USD
        476324.24000000
        0.097939709960
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Heritage Commerce Corp
        549300CLIS851ELSR406
        Heritage Commerce Corp
        426927109
        
          
        
        20000.00000000
        NS
        USD
        225000.00000000
        0.046263517349
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          
        
      
      
        Hawaiian Holdings Inc
        529900TQUS2JVPSSPP86
        Hawaiian Holdings Inc
        419879101
        
          
        
        14800.00000000
        NS
        USD
        291560.00000000
        0.059949293859
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Lannett Co Inc
        5299001DJ6C90XX17G45
        Lannett Co Inc
        516012101
        
          
        
        188555.00000000
        NS
        USD
        148562.48000000
        0.030546768315
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          
        
      
      
        Werner Enterprises Inc
        549300P6XRGOCHHJST37
        Werner Enterprises Inc
        950755108
        
          
        
        7300.00000000
        NS
        USD
        299300.00000000
        0.061540758855
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Hillenbrand Inc
        U246OE781574J2BUD366
        Hillenbrand Inc
        431571108
        
          
        
        32600.00000000
        NS
        USD
        1439942.00000000
        0.296074585327
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Liberty Latin America Ltd
        213800YWQHEAX7CAVO83
        Liberty Latin America Ltd
        000000000
        
          
        
        31100.00000000
        NS
        USD
        301670.00000000
        0.062028067905
        Long
        EC
        CORP
        BM
        
        N
        
        1
        
          N
          N
          N
        
      
      
        VIA RENEWABLES INC
        549300U656GZMTWR1T03
        VIA RENEWABLES INC
        92556D106
        
          
        
        42400.00000000
        NS
        USD
        349376.00000000
        0.071837167277
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          
        
      
      
        Summit Hotel Properties Inc
        254900OBQWJK6X20LS71
        Summit Hotel Properties Inc
        866082100
        
          
        
        36300.00000000
        NS
        USD
        361548.00000000
        0.074339920757
        Long
        EC
        
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Liberty TripAdvisor Holdings Inc
        5299006PCRAU736ZJ155
        Liberty TripAdvisor Holdings Inc
        531465102
        
          
        
        251500.00000000
        NS
        USD
        515575.00000000
        0.106010279810
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          
        
      
      
        Prothena Corp PLC
        5299009ZXQ8NIIJ8OL30
        Prothena Corp PLC
        000000000
        
          
        
        35100.00000000
        NS
        USD
        1283607.00000000
        0.263929665395
        Long
        EC
        CORP
        IE
        N
        
        1
        
          N
          N
          N
        
      
      
        SITE Centers Corp
        W2AVA6SODOQ1LCYJQR54
        SITE Centers Corp
        82981J109
        
          
        
        56800.00000000
        NS
        USD
        949128.00000000
        0.195155554198
        Long
        EC
        
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Nuvalent Inc
        N/A
        Nuvalent Inc
        670703107
        
          
        
        81900.00000000
        NS
        USD
        1137591.00000000
        0.233906493176
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          
        
      
      
        Merchants Bancorp/IN
        54930008Y0GPVLF81889
        Merchants Bancorp/IN
        58844R108
        
          
        
        5400.00000000
        NS
        USD
        147852.00000000
        0.030400682520
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Korn Ferry
        549300FOD20OM0GT5G40
        Korn Ferry
        500643200
        
          
        
        29800.00000000
        NS
        USD
        1935212.00000000
        0.397909839716
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Piedmont Office Realty Trust Inc
        N/A
        Piedmont Office Realty Trust Inc
        720190206
        
          
        
        74900.00000000
        NS
        USD
        1289778.00000000
        0.265198519464
        Long
        EC
        
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        ABM Industries Inc
        QF02R89VEIOROM77J447
        ABM Industries Inc
        000957100
        
          
        
        52900.00000000
        NS
        USD
        2435516.00000000
        0.500780163200
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Preferred Bank/Los Angeles CA
        5493007K6HGI9G0ECX16
        Preferred Bank/Los Angeles CA
        740367404
        
          
        
        2800.00000000
        NS
        USD
        207452.00000000
        0.042655374227
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Macy's Inc
        529900NZQ81TIOW3CW52
        Macy's Inc
        55616P104
        
          
        
        128300.00000000
        NS
        USD
        3125388.00000000
        0.642628630936
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Getty Realty Corp
        N/A
        Getty Realty Corp
        374297109
        
          
        
        47429.00000000
        NS
        USD
        1357417.98000000
        0.279106356745
        Long
        EC
        
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        PotlatchDeltic Corp
        54930084YA8UJOTXDM59
        PotlatchDeltic Corp
        737630103
        
          
        
        25625.00000000
        NS
        USD
        1351206.25000000
        0.277829127951
        Long
        EC
        
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Cathay General Bancorp
        549300K1SLJ8C97H5L68
        Cathay General Bancorp
        149150104
        
          
        
        71700.00000000
        NS
        USD
        3208575.00000000
        0.659733178571
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Urban Edge Properties
        N/A
        Urban Edge Properties
        91704F104
        
          
        
        18100.00000000
        NS
        USD
        345710.00000000
        0.071083380367
        Long
        EC
        
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Atlantic Union Bankshares Corp
        N/A
        Atlantic Union Bankshares Corp
        04911A107
        
          
        
        1400.00000000
        NS
        USD
        51366.00000000
        0.010561652587
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        AssetMark Financial Holdings Inc
        5493001K4EDHT2T6W812
        AssetMark Financial Holdings Inc
        04546L106
        
          
        
        19800.00000000
        NS
        USD
        440550.00000000
        0.090583966969
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Louisiana-Pacific Corp
        549300C7E2UAO5BVRR75
        Louisiana-Pacific Corp
        546347105
        
          
        
        6400.00000000
        NS
        USD
        397568.00000000
        0.081746195846
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        G-III Apparel Group Ltd
        529900O5KABM3R3SFM87
        G-III Apparel Group Ltd
        36237H101
        
          
        
        54500.00000000
        NS
        USD
        1474225.00000000
        0.303123706062
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Sonic Automotive Inc
        549300NTLRGJ2JCBZU03
        Sonic Automotive Inc
        83545G102
        
          
        
        21100.00000000
        NS
        USD
        896961.00000000
        0.184429203488
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        TriMas Corp
        75G1WUQ8QK4P5MZOYD78
        TriMas Corp
        896215209
        
          
        
        5600.00000000
        NS
        USD
        179704.00000000
        0.036949951652
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          
        
      
      
        Oasis Petroleum Inc
        529900FA4V2YNIKZ0M71
        Oasis Petroleum Inc
        674215207
        
          
        
        12800.00000000
        NS
        USD
        1872640.00000000
        0.385044058349
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Apple Hospitality REIT Inc
        549300EVZAR0FBZO4F16
        Apple Hospitality REIT Inc
        03784Y200
        
          
        
        151800.00000000
        NS
        USD
        2727846.00000000
        0.560887781096
        Long
        EC
        
        US
        N
        
        1
        
          N
          N
          
        
      
      
        Liberty Latin America Ltd
        213800YWQHEAX7CAVO83
        Liberty Latin America Ltd
        000000000
        
          
        
        60223.00000000
        NS
        USD
        577538.57000000
        0.118750958457
        Long
        EC
        CORP
        BM
        
        N
        
        1
        
          N
          N
          N
        
      
      
        IVERIC bio Inc
        549300GZXI59U71XPM70
        IVERIC bio Inc
        46583P102
        
          
        
        85000.00000000
        NS
        USD
        1430550.00000000
        0.294143443305
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Sandy Spring Bancorp Inc
        N/A
        Sandy Spring Bancorp Inc
        800363103
        
          
        
        25300.00000000
        NS
        USD
        1136476.00000000
        0.233677231746
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          
        
      
      
        Veeco Instruments Inc
        5493004201F72ADDZW04
        Veeco Instruments Inc
        922417100
        
          
        
        6800.00000000
        NS
        USD
        184892.00000000
        0.038016685554
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          
        
      
      
        Taylor Morrison Home Corp
        5299009UDLLGLKOOJE30
        Taylor Morrison Home Corp
        87724P106
        
          
        
        94700.00000000
        NS
        USD
        2577734.00000000
        0.530022407246
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Business First Bancshares Inc
        549300ILTC50KHDX4A08
        Business First Bancshares Inc
        12326C105
        
          
        
        25600.00000000
        NS
        USD
        622848.00000000
        0.128067285572
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        iTeos Therapeutics Inc
        N/A
        iTeos Therapeutics Inc
        46565G104
        
          
        
        24200.00000000
        NS
        USD
        778756.00000000
        0.160124407629
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Atlas Air Worldwide Holdings Inc
        549300R0A2TUVCYZB465
        Atlas Air Worldwide Holdings Inc
        049164205
        
          
        
        5500.00000000
        NS
        USD
        475035.00000000
        0.097674622061
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          
        
      
      
        Par Pacific Holdings Inc
        549300BTNS7MHSHRLR55
        Par Pacific Holdings Inc
        69888T207
        
          
        
        16100.00000000
        NS
        USD
        209622.00000000
        0.043101560150
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        National Bank of Canada
        BSGEFEIOM18Y80CKCV46
        National Bank of Canada
        000000000
        
          
        
        1600000.00000000
        PA
        USD
        1600000.00000000
        0.328985012260
        Long
        RA
        CORP
        US
        N
        
        2
        
          Repurchase
          
            
              
            
          
          Y
          0.32000000
          2022-04-07
          
            
              1684434.13000000
              USD
              1632910.24000000
              USD
              UST
            
          
        
        
          
          N
          N
        
      
      
        MFA Financial Inc
        YW72IMH2RRC8Z1TGLG58
        MFA Financial Inc
        55272X102
        
          
        
        164948.00000000
        NS
        USD
        664740.44000000
        0.136681026127
        Long
        EC
        
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        ArcBest Corp
        5493006S3KBNE8ZS3J23
        ArcBest Corp
        03937C105
        
          
        
        22900.00000000
        NS
        USD
        1843450.00000000
        0.379042138032
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Clearwater Paper Corp
        549300HCVV19GXN4P292
        Clearwater Paper Corp
        18538R103
        
          
        
        15400.00000000
        NS
        USD
        431662.00000000
        0.088756455226
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Cowen Inc
        5493008QI0EFC5WBED75
        Cowen Inc
        223622606
        
          
        
        26800.00000000
        NS
        USD
        726280.00000000
        0.149334521690
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        UFP Industries Inc
        5493007KB485C9OV5572
        UFP Industries Inc
        90278Q108
        
          
        
        8300.00000000
        NS
        USD
        640428.00000000
        0.131682008394
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Washington Federal Inc
        N/A
        Washington Federal Inc
        938824109
        
          
        
        55800.00000000
        NS
        USD
        1831356.00000000
        0.376555422570
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Central Pacific Financial Corp
        549300W3YEAOZ4KGG849
        Central Pacific Financial Corp
        154760409
        
          
        
        72301.00000000
        NS
        USD
        2017197.90000000
        0.414767422414
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Allscripts Healthcare Solutions Inc
        Y68YJHVB1GU4TAU3C223
        Allscripts Healthcare Solutions Inc
        01988P108
        
          
        
        263400.00000000
        NS
        USD
        5931768.00000000
        1.219664230129
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          
        
      
      
        National Bank Financial Inc.
        254900XZG349Z8CSZB72
        National Bank Financial Inc.
        000000000
        
          
        
        800000.00000000
        PA
        USD
        800000.00000000
        0.164492506130
        Long
        RA
        CORP
        US
        N
        
        2
        
          Repurchase
          
            
              
            
          
          Y
          0.32000000
          2022-04-01
          
            
              782174.08000000
              USD
              816455.09000000
              USD
              UST
            
          
        
        
          
          N
          N
        
      
      
        Hancock Whitney Corp
        549300GRNBWY8HIICT41
        Hancock Whitney Corp
        410120109
        
          
        
        40572.00000000
        NS
        USD
        2115829.80000000
        0.435047682933
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Healthcare Realty Trust Inc
        549300CB86LH2IOKHH22
        Healthcare Realty Trust Inc
        421946104
        
          
        
        81200.00000000
        NS
        USD
        2231376.00000000
        0.458805787948
        Long
        EC
        
        US
        N
        
        1
        
          N
          N
          
        
      
      
        Mueller Industries Inc
        5493005IZFE4VJLLYG84
        Mueller Industries Inc
        624756102
        
          
        
        15800.00000000
        NS
        USD
        855886.00000000
        0.175983541377
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Federated Hermes Inc
        R05X5UQ874RGFF7HHD84
        Federated Hermes Inc
        314211103
        
          
        
        9100.00000000
        NS
        USD
        309946.00000000
        0.063729742881
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        American Equity Investment Life Holding Co
        549300RK5RZQ740FPL83
        American Equity Investment Life Holding Co
        025676206
        
          
        
        25659.00000000
        NS
        USD
        1024050.69000000
        0.210560830503
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Renasant Corp
        549300OVE6OZHW2UUH81
        Renasant Corp
        75970E107
        
          
        
        2300.00000000
        NS
        USD
        76935.00000000
        0.015819038698
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Option Care Health Inc
        549300DI3Q5ACSYJRI17
        Option Care Health Inc
        68404L201
        
          
        
        159800.00000000
        NS
        USD
        4563888.00000000
        0.938406718522
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Unitil Corp
        N/A
        Unitil Corp
        913259107
        
          
        
        10100.00000000
        NS
        USD
        503788.00000000
        0.103586688347
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Mr Cooper Group Inc
        549300KD8C6DPXYC2M26
        Mr Cooper Group Inc
        62482R107
        
          
        
        39600.00000000
        NS
        USD
        1808532.00000000
        0.371862451370
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Cleveland-Cliffs Inc
        549300TM2WLI2BJMDD86
        Cleveland-Cliffs Inc
        185899101
        
          
        
        22500.00000000
        NS
        USD
        724725.00000000
        0.149014789381
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          
        
      
      
        Paramount Group Inc
        5493006GJU1CFI7Z5J17
        Paramount Group Inc
        69924R108
        
          
        
        82300.00000000
        NS
        USD
        897893.00000000
        0.184620837258
        Long
        EC
        
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Magnolia Oil & Gas Corp
        N/A
        Magnolia Oil & Gas Corp
        559663109
        
          
        
        81800.00000000
        NS
        USD
        1934570.00000000
        0.397777834480
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Delek US Holdings Inc
        5493003O53JMENV1N385
        Delek US Holdings Inc
        24665A103
        
          
        
        67329.00000000
        NS
        USD
        1428721.38000000
        0.293767450447
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        United Natural Foods Inc
        549300GKGW6WPZ282D40
        United Natural Foods Inc
        911163103
        
          
        
        11300.00000000
        NS
        USD
        467255.00000000
        0.096074932439
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Owens & Minor Inc
        549300LMT5KQQXCEZ733
        Owens & Minor Inc
        690732102
        
          
        
        10400.00000000
        NS
        USD
        457808.00000000
        0.094132481558
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          
        
      
      
        Andersons Inc/The
        L38MWB8MVRFV7HVJPU11
        Andersons Inc/The
        034164103
        
          
        
        27000.00000000
        NS
        USD
        1357020.00000000
        0.279024525836
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Seneca Foods Corp
        N/A
        Seneca Foods Corp
        817070501
        
          
        
        9300.00000000
        NS
        USD
        479322.00000000
        0.098556096279
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Arcus Biosciences Inc
        N/A
        Arcus Biosciences Inc
        03969F109
        
          
        
        75778.00000000
        NS
        USD
        2391553.68000000
        0.491740822960
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          
        
      
      
        Abercrombie & Fitch Co
        5493000J7LL72TOGT983
        Abercrombie & Fitch Co
        002896207
        
          
        
        8700.00000000
        NS
        USD
        278313.00000000
        0.057225503573
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Chicago Mercantile Exchange
        SNZ2OJLFK8MNNCLQOF39
        E-MINI RUSS 2000 JUN22
        000000000
        
          
        
        82.00000000
        NC
        USD
        378058.54000000
        0.077734745885
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              Chicago Mercantile Exchange
              SNZ2OJLFK8MNNCLQOF39
            
            Long
            
              
                CME E-mini Russell 2000 Index Futures
                RTYM2 INDEX
              
            
            2022-06-17
            8094181.46000000
            USD
            378058.54000000
          
        
        
          N
          N
          N
        
      
      
        DZ BANK AG NEW YORK
        N/A
        DZ BANK AG NEW YORK
        000000000
        
          
        
        1000000.00000000
        PA
        USD
        1000000.00000000
        0.205615632662
        Long
        STIV
        CORP
        US
        N
        
        2
        
          2022-04-01
          Fixed
          0.30000000
          N
          N
          N
        
        
          
          N
          N
        
      
      
        Cimpress PLC
        549300X1IFD75XISOR81
        Cimpress PLC
        000000000
        
          
        
        1700.00000000
        NS
        USD
        108103.00000000
        0.022227666737
        Long
        EC
        CORP
        IE
        N
        
        1
        
          N
          N
          N
        
      
      
        Pacific Premier Bancorp Inc
        549300Q1KIC3KLI0XG98
        Pacific Premier Bancorp Inc
        69478X105
        
          
        
        16300.00000000
        NS
        USD
        576205.00000000
        0.118476755618
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        PROG Holdings Inc
        549300DHYTLBOVRXIG52
        PROG Holdings Inc
        74319R101
        
          
        
        57600.00000000
        NS
        USD
        1657152.00000000
        0.340736356898
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        SKANDI NY
        N/A
        SKANDI NY
        000000000
        
          
        
        1000000.00000000
        PA
        USD
        1000000.00000000
        0.205615632662
        Long
        STIV
        CORP
        US
        N
        
        2
        
          2022-04-01
          Fixed
          0.30000000
          N
          N
          N
        
        
          
          N
          N
        
      
      
        Fulton Financial Corp
        5493005QLZ6O1BNC0C11
        Fulton Financial Corp
        360271100
        
          
        
        60400.00000000
        NS
        USD
        1003848.00000000
        0.206406841617
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Moog Inc
        549300WM2I4U7OBAHG07
        Moog Inc
        615394202
        
          
        
        9700.00000000
        NS
        USD
        851660.00000000
        0.175114609713
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Powell Industries Inc
        549300V08RO7MX2UBN26
        Powell Industries Inc
        739128106
        
          
        
        31900.00000000
        NS
        USD
        619498.00000000
        0.127378473203
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          
        
      
      
        Republic Bancorp Inc/KY
        N/A
        Republic Bancorp Inc/KY
        760281204
        
          
        
        4800.00000000
        NS
        USD
        215712.00000000
        0.044353759352
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        IDACORP Inc
        N134NUJDWN8UEFA8B673
        IDACORP Inc
        451107106
        
          
        
        10700.00000000
        NS
        USD
        1234352.00000000
        0.253802067408
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Chatham Lodging Trust
        N/A
        Chatham Lodging Trust
        16208T102
        
          
        
        13500.00000000
        NS
        USD
        186165.00000000
        0.038278434254
        Long
        EC
        
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Fresh Del Monte Produce Inc
        529900I72V9F0FEZR228
        Fresh Del Monte Produce Inc
        000000000
        
          
        
        11600.00000000
        NS
        USD
        300556.00000000
        0.061799012090
        Long
        EC
        CORP
        KY
        
        N
        
        1
        
          N
          N
          N
        
      
      
        LXP Industrial Trust
        549300S4MH2ICXDBFV43
        LXP Industrial Trust
        529043101
        
          
        
        128300.00000000
        NS
        USD
        2014310.00000000
        0.414173625029
        Long
        EC
        
        US
        N
        
        1
        
          N
          N
          
        
      
      
        ALLETE Inc
        549300NNLSIMY6Z8OT86
        ALLETE Inc
        018522300
        
          
        
        10800.00000000
        NS
        USD
        723384.00000000
        0.148739058818
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Virtus Investment Partners Inc
        549300HWF93HB8BDM648
        Virtus Investment Partners Inc
        92828Q109
        
          
        
        1000.00000000
        NS
        USD
        239990.00000000
        0.049345695682
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        1st Source Corp
        N/A
        1st Source Corp
        336901103
        
          
        
        17391.00000000
        NS
        USD
        804333.75000000
        0.165383592878
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Hecla Mining Co
        5493009Y6HOBZD1QD537
        Hecla Mining Co
        422704106
        
          
        
        58100.00000000
        NS
        USD
        381717.00000000
        0.078486982453
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          
        
      
      
        TriState Capital Holdings Inc
        5493003JKSPN0881WX29
        TriState Capital Holdings Inc
        89678F100
        
          
        
        4200.00000000
        NS
        USD
        139566.00000000
        0.028696951388
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        QCR Holdings Inc
        549300MWKWM7KWJVQO33
        QCR Holdings Inc
        74727A104
        
          
        
        8000.00000000
        NS
        USD
        452720.00000000
        0.093086309219
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Hannon Armstrong Sustainable Infrastructure Capital Inc
        N/A
        Hannon Armstrong Sustainable Infrastructure Capital Inc
        41068X100
        
          
        
        25800.00000000
        NS
        USD
        1223694.00000000
        0.251610615995
        Long
        EC
        
        US
        N
        
        1
        
          N
          N
          
        
      
      
        Webster Financial Corp
        KMRURHT0VWKYS6Z5KU67
        Webster Financial Corp
        947890109
        
          
        
        18000.00000000
        NS
        USD
        1010160.00000000
        0.207704687490
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        First Bancshares Inc/The
        5493006DL5RXJODMAF36
        First Bancshares Inc/The
        318916103
        
          
        
        7000.00000000
        NS
        USD
        235620.00000000
        0.048447155368
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          
        
      
      
        Brookline Bancorp Inc
        N/A
        Brookline Bancorp Inc
        11373M107
        
          
        
        94400.00000000
        NS
        USD
        1493408.00000000
        0.307068030743
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Chesapeake Utilities Corp
        254900WW0FDCKAOCKE74
        Chesapeake Utilities Corp
        165303108
        
          
        
        1200.00000000
        NS
        USD
        165312.00000000
        0.033990731466
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Cadence Bank
        Q7C315HKI8VX0SSKBS64
        Cadence Bank
        12740C103
        
          
        
        46060.00000000
        NS
        USD
        1347715.60000000
        0.277111395743
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Blackstone Mortgage Trust Inc
        549300OLDJ20R2Y2UW20
        Blackstone Mortgage Trust Inc
        09257W100
        
          
        
        89500.00000000
        NS
        USD
        2845205.00000000
        0.585018626130
        Long
        EC
        
        US
        N
        
        1
        
          N
          N
          
        
      
      
        Ares Commercial Real Estate Corp
        549300ZNO5IWXS443S81
        Ares Commercial Real Estate Corp
        04013V108
        
          
        
        74800.00000000
        NS
        USD
        1160896.00000000
        0.238698365495
        Long
        EC
        
        US
        N
        
        1
        
          N
          N
          
        
      
      
        Gray Television Inc
        529900TM5726KDN7UU35
        Gray Television Inc
        389375106
        
          
        
        106000.00000000
        NS
        USD
        2339420.00000000
        0.481021323364
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Koppers Holdings Inc
        N/A
        Koppers Holdings Inc
        50060P106
        
          
        
        7200.00000000
        NS
        USD
        198144.00000000
        0.040741503918
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Antero Resources Corp
        APVBKPOULHUX7YZLKU17
        Antero Resources Corp
        03674X106
        
          
        
        111400.00000000
        NS
        USD
        3401042.00000000
        0.699307402542
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Agree Realty Corp
        N/A
        Agree Realty Corp
        008492100
        
          
        
        37000.00000000
        NS
        USD
        2455320.00000000
        0.504852175189
        Long
        EC
        
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Berry Corp
        N/A
        Berry Corp
        08579X101
        
          
        
        9900.00000000
        NS
        USD
        102168.00000000
        0.021007337957
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        ODP Corp/The
        N/A
        ODP Corp/The
        88337F105
        
          
        
        33500.00000000
        NS
        USD
        1535305.00000000
        0.315682708905
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Quanex Building Products Corp
        5493000TL30VL5WOAW87
        Quanex Building Products Corp
        747619104
        
          
        
        21800.00000000
        NS
        USD
        457582.00000000
        0.094086012425
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          
        
      
      
        Commercial Metals Co
        549300OQS2LO07ZJ7N73
        Commercial Metals Co
        201723103
        
          
        
        69700.00000000
        NS
        USD
        2900914.00000000
        0.596473267410
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        NexPoint Residential Trust Inc
        549300U2J6XVYBF87166
        NexPoint Residential Trust Inc
        65341D102
        
          
        
        1788.00000000
        NS
        USD
        161474.28000000
        0.033201636240
        Long
        EC
        
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Warrior Met Coal Inc
        549300152B1S9YKBYV79
        Warrior Met Coal Inc
        93627C101
        
          
        
        13964.00000000
        NS
        USD
        518204.04000000
        0.106550851533
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Ovintiv Inc
        N/A
        Ovintiv Inc
        69047Q102
        
          
        
        136800.00000000
        NS
        USD
        7396776.00000000
        1.520892776905
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Minerals Technologies Inc
        549300D3I1QU67GP6403
        Minerals Technologies Inc
        603158106
        
          
        
        11500.00000000
        NS
        USD
        760725.00000000
        0.156416952157
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Donnelley Financial Solutions Inc
        549300O1NPY4J56QCU04
        Donnelley Financial Solutions Inc
        25787G100
        
          
        
        15600.00000000
        NS
        USD
        518856.00000000
        0.106684904700
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        First Community Bankshares Inc
        N/A
        First Community Bankshares Inc
        31983A103
        
          
        
        6500.00000000
        NS
        USD
        183365.00000000
        0.037702710483
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          
        
      
      
        SkyWest Inc
        529900UYS2KGS6Z42P09
        SkyWest Inc
        830879102
        
          
        
        69500.00000000
        NS
        USD
        2005075.00000000
        0.412274764661
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Integer Holdings Corp
        549300SUD2ED5XG6X569
        Integer Holdings Corp
        45826H109
        
          
        
        23000.00000000
        NS
        USD
        1853110.00000000
        0.381028385043
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Conn's Inc
        529900K9HOACKOJJT953
        Conn's Inc
        208242107
        
          
        
        57200.00000000
        NS
        USD
        881452.00000000
        0.181240310641
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          
        
      
      
        First Financial Corp/IN
        N/A
        First Financial Corp/IN
        320218100
        
          
        
        3300.00000000
        NS
        USD
        142824.00000000
        0.029366847119
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        HomeTrust Bancshares Inc
        N/A
        HomeTrust Bancshares Inc
        437872104
        
          
        
        19800.00000000
        NS
        USD
        584694.00000000
        0.120222226724
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Avista Corp
        Q0IK63NITJD6RJ47SW96
        Avista Corp
        05379B107
        
          
        
        21900.00000000
        NS
        USD
        988785.00000000
        0.203309653342
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          
        
      
      
        REGENXBIO Inc
        549300EOES47LATSET33
        REGENXBIO Inc
        75901B107
        
          
        
        73400.00000000
        NS
        USD
        2436146.00000000
        0.500909701049
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Alcoa Corp
        549300T12EZ1F6PWWU29
        Alcoa Corp
        013872106
        
          
        
        14400.00000000
        NS
        USD
        1296432.00000000
        0.266566685884
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Biohaven Pharmaceutical Holding Co Ltd
        5299007STZTNN32O9920
        Biohaven Pharmaceutical Holding Co Ltd
        000000000
        
          
        
        3700.00000000
        NS
        USD
        438709.00000000
        0.090205428589
        Long
        EC
        CORP
        VG
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Veris Residential Inc
        N/A
        Veris Residential Inc
        554489104
        
          
        
        4409.00000000
        NS
        USD
        76672.51000000
        0.015765066651
        Long
        EC
        
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        STAG Industrial Inc
        549300QWYX2W6FASVQ07
        STAG Industrial Inc
        85254J102
        
          
        
        68400.00000000
        NS
        USD
        2828340.00000000
        0.581550918485
        Long
        EC
        
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Northfield Bancorp Inc
        N/A
        Northfield Bancorp Inc
        66611T108
        
          
        
        74800.00000000
        NS
        USD
        1074128.00000000
        0.220857508280
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Peoples Bancorp Inc/OH
        N/A
        Peoples Bancorp Inc/OH
        709789101
        
          
        
        7900.00000000
        NS
        USD
        247349.00000000
        0.050858821123
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Glacier Bancorp Inc
        549300SMJAUKZB5D7V74
        Glacier Bancorp Inc
        37637Q105
        
          
        
        23000.00000000
        NS
        USD
        1156440.00000000
        0.237782142236
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Westamerica BanCorp
        N/A
        Westamerica BanCorp
        957090103
        
          
        
        26500.00000000
        NS
        USD
        1603250.00000000
        0.329653263066
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        ManTech International Corp/VA
        5299007N03CAU4SWNR02
        ManTech International Corp/VA
        564563104
        
          
        
        27800.00000000
        NS
        USD
        2396082.00000000
        0.492671916342
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Tutor Perini Corp
        549300FHXYVPW8LJ6D98
        Tutor Perini Corp
        901109108
        
          
        
        31300.00000000
        NS
        USD
        338040.00000000
        0.069506308465
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Retail Opportunity Investments Corp
        N/A
        Retail Opportunity Investments Corp
        76131N101
        
          
        
        83312.00000000
        NS
        USD
        1615419.68000000
        0.332155539519
        Long
        EC
        
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Wolverine World Wide Inc
        549300OVC7PK14LQ8D87
        Wolverine World Wide Inc
        978097103
        
          
        
        27500.00000000
        NS
        USD
        620400.00000000
        0.127563938504
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          
        
      
      
        CNX Resources Corp
        549300JK3KH8PWM3B226
        CNX Resources Corp
        12653C108
        
          
        
        188900.00000000
        NS
        USD
        3914008.00000000
        0.804781231167
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        SunCoke Energy Inc
        1KF1J2NXQE2PI0QOB943
        SunCoke Energy Inc
        86722A103
        
          
        
        76400.00000000
        NS
        USD
        680724.00000000
        0.139967495928
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          
        
      
      
        Adient PLC
        5493002QLDY8O75RTR78
        Adient PLC
        000000000
        
          
        
        36300.00000000
        NS
        USD
        1479951.00000000
        0.304301061174
        Long
        EC
        CORP
        IE
        
        N
        
        1
        
          N
          N
          N
        
      
      
        City Office REIT Inc
        5493003J7157VP25NL57
        City Office REIT Inc
        178587101
        
          
        
        28200.00000000
        NS
        USD
        498012.00000000
        0.102399052453
        Long
        EC
        
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Edgewell Personal Care Co
        549300CY8QZDL4Z3RU59
        Edgewell Personal Care Co
        28035Q102
        
          
        
        34100.00000000
        NS
        USD
        1250447.00000000
        0.257111451016
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Valley National Bancorp
        549300ET52S1UBIB9762
        Valley National Bancorp
        919794107
        
          
        
        40620.00000000
        NS
        USD
        528872.40000000
        0.108744433123
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        89bio Inc
        N/A
        89bio Inc
        282559103
        
          
        
        21700.00000000
        NS
        USD
        81809.00000000
        0.016821209292
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        American Axle & Manufacturing Holdings Inc
        N/A
        American Axle & Manufacturing Holdings Inc
        024061103
        
          
        
        14200.00000000
        NS
        USD
        110192.00000000
        0.022657197794
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Varex Imaging Corp
        549300CWYWPVCT8E9W67
        Varex Imaging Corp
        92214X106
        
          
        
        18100.00000000
        NS
        USD
        385349.00000000
        0.079233778430
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          
        
      
      
        Independent Bank Corp
        549300C5K3W8THR3GE10
        Independent Bank Corp
        453836108
        
          
        
        13672.00000000
        NS
        USD
        1116865.68000000
        0.229645043392
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Myers Industries Inc
        549300I2H9XMVTCW4Q51
        Myers Industries Inc
        628464109
        
          
        
        5800.00000000
        NS
        USD
        125280.00000000
        0.025759526459
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        World Fuel Services Corp
        D3W7PCXCBRQLL17DZ313
        World Fuel Services Corp
        981475106
        
          
        
        34700.00000000
        NS
        USD
        938288.00000000
        0.192926680739
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        CareTrust REIT Inc
        5493001NVXE2B9GPLU96
        CareTrust REIT Inc
        14174T107
        
          
        
        35100.00000000
        NS
        USD
        677430.00000000
        0.139290198034
        Long
        EC
        
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        ACCO Brands Corp
        JCT8P4Y190IH4I1NX328
        ACCO Brands Corp
        00081T108
        
          
        
        99750.00000000
        NS
        USD
        798000.00000000
        0.164081274864
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Cymabay Therapeutics Inc
        549300YT9GNL852E7F84
        Cymabay Therapeutics Inc
        23257D103
        
          
        
        240900.00000000
        NS
        USD
        749199.00000000
        0.154047026375
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MRC Global Inc
        529900TSBPOLCLI2L582
        MRC Global Inc
        55345K103
        
          
        
        90800.00000000
        NS
        USD
        1081428.00000000
        0.222358502399
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Financial Institutions Inc
        N/A
        Financial Institutions Inc
        317585404
        
          
        
        11199.00000000
        NS
        USD
        337425.87000000
        0.069380033736
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Dana Inc
        KVWHW7YLZPFJM8QYNJ51
        Dana Inc
        235825205
        
          
        
        36400.00000000
        NS
        USD
        639548.00000000
        0.131501066638
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Boise Cascade Co
        549300Z8B8LSRHC7XA55
        Boise Cascade Co
        09739D100
        
          
        
        17700.00000000
        NS
        USD
        1229619.00000000
        0.252828888619
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        HNI Corp
        549300SKRADLC4O5HV93
        HNI Corp
        404251100
        
          
        
        10500.00000000
        NS
        USD
        389025.00000000
        0.079989621496
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Schnitzer Steel Industries Inc
        549300F62TK8VRDSM285
        Schnitzer Steel Industries Inc
        806882106
        
          
        
        17900.00000000
        NS
        USD
        929726.00000000
        0.191166199693
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Vonage Holdings Corp
        529900W7N0N4WLN1JY21
        Vonage Holdings Corp
        92886T201
        
          
        
        81100.00000000
        NS
        USD
        1645519.00000000
        0.338344430243
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        TPG RE Finance Trust Inc
        N/A
        TPG RE Finance Trust Inc
        87266M107
        
          
        
        55000.00000000
        NS
        USD
        649550.00000000
        0.133557634196
        Long
        EC
        
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Ping Identity Holding Corp
        N/A
        Ping Identity Holding Corp
        72341T103
        
          
        
        120800.00000000
        NS
        USD
        3313544.00000000
        0.681316445916
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Bioventus Inc
        N/A
        Bioventus Inc
        09075A108
        
          
        
        46900.00000000
        NS
        USD
        661290.00000000
        0.135971561723
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Stepan Co
        IZU1EW9GB3WC7CYCSR17
        Stepan Co
        858586100
        
          
        
        626.00000000
        NS
        USD
        61855.06000000
        0.012718367295
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        SpartanNash Co
        549300TV3QCCSQLF5X16
        SpartanNash Co
        847215100
        
          
        
        8100.00000000
        NS
        USD
        267219.00000000
        0.054944403744
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          
        
      
      
        Argan Inc
        529900E4KZWBV9KGBS83
        Argan Inc
        04010E109
        
          
        
        51000.00000000
        NS
        USD
        2070090.00000000
        0.425642865019
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Heidrick & Struggles International Inc
        5493006284N2J367VB57
        Heidrick & Struggles International Inc
        422819102
        
          
        
        22400.00000000
        NS
        USD
        886592.00000000
        0.182297174993
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Otter Tail Corp
        N/A
        Otter Tail Corp
        689648103
        
          
        
        6000.00000000
        NS
        USD
        375000.00000000
        0.077105862248
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Maxeon Solar Technologies Ltd
        5493007JPB074ITT6Y72
        Maxeon Solar Technologies Ltd
        000000000
        
          
        
        1.00000000
        NS
        USD
        14.48000000
        0.000002977314
        Long
        EC
        CORP
        SG
        
        N
        
        1
        
          N
          N
          N
        
      
      
        CVB Financial Corp
        N/A
        CVB Financial Corp
        126600105
        
          
        
        40500.00000000
        NS
        USD
        940005.00000000
        0.193279722781
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        BellRing Brands Inc
        549300S3BOK5CMTS8054
        BellRing Brands Inc
        07831C103
        
          
        
        125600.00000000
        NS
        USD
        2898848.00000000
        0.596048465513
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Investors Bancorp Inc
        N/A
        Investors Bancorp Inc
        46146L101
        
          
        
        157000.00000000
        NS
        USD
        2344010.00000000
        0.481965099118
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Cars.com Inc
        5493002G6J07LNGX4M98
        Cars.com Inc
        14575E105
        
          
        
        74800.00000000
        NS
        USD
        1079364.00000000
        0.221934111733
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
    
    
      
    
    
      2022-04-29
      Brighthouse Funds Trust I
      Alan Otis
      Alan Otis
      Treasurer
    
  
  XXXX




HTML
Table of Contents
         
   

 

Brighthouse Funds Trust I

 

   
   

 

Schedule of Investments

   
    March 31, 2022    
         

 

  


Table of Contents

Brighthouse Funds Trust I

Table of Contents

 

Schedule of Investments as of March 31, 2022   

AB Global Dynamic Allocation Portfolio

   BHFTI-1

AB International Bond Portfolio

   BHFTI-27

Allspring Mid Cap Value Portfolio

   BHFTI-44

American Funds Balanced Allocation Portfolio

   BHFTI-48

American Funds Growth Allocation Portfolio

   BHFTI-49

American Funds Growth Portfolio

   BHFTI-50

American Funds Moderate Allocation Portfolio

   BHFTI-51

BlackRock Global Tactical Strategies Portfolio

   BHFTI-52

BlackRock High Yield Portfolio

   BHFTI-57

Brighthouse Asset Allocation 100 Portfolio

   BHFTI-87

Brighthouse Balanced Plus Portfolio

   BHFTI-88

Brighthouse Small Cap Value Portfolio

   BHFTI-91

Brighthouse/abrdn Emerging Markets Equity Portfolio

   BHFTI-97

Brighthouse/Artisan International Portfolio

   BHFTI-100

Brighthouse/Eaton Vance Floating Rate Portfolio

   BHFTI-104

Brighthouse/Franklin Low Duration Total Return Portfolio

   BHFTI-119

Brighthouse/Templeton International Bond Portfolio

   BHFTI-139

Brighthouse/Wellington Large Cap Research Portfolio

   BHFTI-144

CBRE Global Real Estate Portfolio

   BHFTI-150

Harris Oakmark International Portfolio

   BHFTI-154

Invesco Balanced-Risk Allocation Portfolio

   BHFTI-158

Invesco Comstock Portfolio

   BHFTI-162

Invesco Global Equity Portfolio

   BHFTI-167

Invesco Small Cap Growth Portfolio

   BHFTI-171

JPMorgan Core Bond Portfolio

   BHFTI-177

JPMorgan Global Active Allocation Portfolio

   BHFTI-198

JPMorgan Small Cap Value Portfolio

   BHFTI-227

Loomis Sayles Global Allocation Portfolio

   BHFTI-235

Loomis Sayles Growth Portfolio

   BHFTI-249

MetLife Multi-Index Targeted Risk Portfolio

   BHFTI-252

MFS® Research International Portfolio

   BHFTI-254

Morgan Stanley Discovery Portfolio

   BHFTI-258

PanAgora Global Diversified Risk Portfolio

   BHFTI-263

PanAgora Global Diversified Risk Portfolio II

   BHFTI-279

PIMCO Inflation Protected Bond Portfolio

   BHFTI-295

PIMCO Total Return Portfolio

   BHFTI-310

Schroders Global Multi-Asset Portfolio

   BHFTI-333

SSGA Emerging Markets Enhanced Index Portfolio

   BHFTI-354

SSGA Growth and Income ETF Portfolio

   BHFTI-364

SSGA Growth ETF Portfolio

   BHFTI-367

T. Rowe Price Large Cap Value Portfolio

   BHFTI-370

T. Rowe Price Mid Cap Growth Portfolio

   BHFTI-374

TCW Core Fixed Income Portfolio

   BHFTI-382

Victory Sycamore Mid Cap Value Portfolio

   BHFTI-393

Western Asset Management Government Income Portfolio

   BHFTI-397

 

Not all Portfolios are available under every product.

Refer to your prospectus for information on the Portfolios that are available.


Table of Contents

Brighthouse Funds Trust I

AB Global Dynamic Allocation Portfolio

Consolidated Schedule of Investments as of March 31, 2022 (Unaudited)

Common Stocks—55.9% of Net Assets

 

Security Description   Shares     Value  
Aerospace & Defense—0.7%  

Airbus SE (a)

    32,913     $ 3,978,311  

BAE Systems plc

    176,945       1,667,965  

Boeing Co. (The) (a)

    12,933       2,476,669  

Dassault Aviation S.A.

    1,427       226,868  

Elbit Systems, Ltd.

    1,494       327,059  

General Dynamics Corp.

    5,426       1,308,643  

Howmet Aerospace, Inc.

    9,001       323,496  

Huntington Ingalls Industries, Inc.

    938       187,075  

L3Harris Technologies, Inc.

    4,594       1,141,471  

Lockheed Martin Corp.

    5,747       2,536,726  

MTU Aero Engines AG

    3,002       697,504  

Northrop Grumman Corp.

    3,489       1,560,351  

Raytheon Technologies Corp.

    35,042       3,471,611  

Rolls-Royce Holdings plc (a)

    466,571       613,446  

Safran S.A.

    19,100       2,244,826  

Singapore Technologies Engineering, Ltd.

    86,326       261,676  

Textron, Inc.

    5,160       383,801  

Thales S.A.

    5,951       751,462  

TransDigm Group, Inc. (a)

    1,226       798,788  
   

 

 

 
      24,957,748  
   

 

 

 
Air Freight & Logistics—0.3%            

C.H. Robinson Worldwide, Inc.

    3,043       327,761  

Deutsche Post AG

    55,272       2,654,080  

DSV A/S

    11,405       2,180,826  

Expeditors International of Washington, Inc.

    3,966       409,133  

FedEx Corp.

    5,722       1,324,014  

InPost S.A. (a)

    11,058       69,506  

SG Holdings Co., Ltd. (b)

    17,933       337,964  

United Parcel Service, Inc. - Class B

    17,071       3,661,047  

Yamato Holdings Co., Ltd.

    16,114       301,659  
   

 

 

 
      11,265,990  
   

 

 

 
Airlines—0.1%            

Alaska Air Group, Inc. (a)

    2,933       170,143  

American Airlines Group, Inc. (a) (b)

    15,159       276,652  

ANA Holdings, Inc. (a) (b)

    8,836       184,472  

Delta Air Lines, Inc. (a)

    14,983       592,877  

Deutsche Lufthansa AG (a) (b)

    33,051       267,944  

Japan Airlines Co., Ltd. (a)

    7,976       148,451  

Qantas Airways, Ltd. (a)

    51,100       196,327  

Singapore Airlines, Ltd. (a)

    74,087       299,046  

Southwest Airlines Co. (a)

    13,857       634,651  

United Airlines Holdings, Inc. (a) (b)

    7,580       351,409  
   

 

 

 
      3,121,972  
   

 

 

 
Auto Components—0.2%            

Aisin Corp. (b)

    8,269       282,532  

Aptiv plc (a)

    6,333       758,123  

BorgWarner, Inc. (b)

    5,613       218,346  

Bridgestone Corp.

    31,836       1,232,099  

Cie Generale des Etablissements Michelin

    9,485       1,281,356  

Continental AG (a)

    6,134       442,452  

Denso Corp. (b)

    24,165       1,542,002  

Faurecia SE (b)

    6,765       175,003  
Auto Components—(Continued)            

Koito Manufacturing Co., Ltd.

    5,867     237,521  

Stanley Electric Co., Ltd.

    7,190       135,782  

Sumitomo Electric Industries, Ltd. (b)

    42,056       500,176  

Valeo S.A

    12,859       236,256  
   

 

 

 
      7,041,648  
   

 

 

 
Automobiles—1.4%            

Bayerische Motoren Werke AG

    18,462       1,599,073  

Ferrari NV

    7,053       1,542,373  

Ford Motor Co.

    91,900       1,554,029  

General Motors Co. (a)

    33,990       1,486,723  

Honda Motor Co., Ltd.

    90,904       2,583,148  

Isuzu Motors, Ltd.

    32,240       416,516  

Mazda Motor Corp.

    31,441       232,588  

Mercedes-Benz Group AG

    47,789       3,356,539  

Nissan Motor Co., Ltd. (a)

    129,439       576,214  

Renault S.A. (a)

    10,759       281,236  

Stellantis NV (Milan-Traded Shares)

    113,499       1,840,554  

Subaru Corp. (b)

    34,311       545,063  

Suzuki Motor Corp. (b)

    20,539       704,041  

Tesla, Inc. (a) (b)

    19,651       21,175,918  

Toyota Motor Corp.

    591,313       10,592,490  

Volkswagen AG

    1,811       451,222  

Yamaha Motor Co., Ltd.

    16,660       373,367  
   

 

 

 
      49,311,094  
   

 

 

 
Banks—3.2%            

ABN AMRO Bank NV

    23,389       299,216  

Australia & New Zealand Banking Group, Ltd.

    157,244       3,222,298  

Banco Bilbao Vizcaya Argentaria S.A. (b)

    371,796       2,125,844  

Banco Espirito Santo S.A. (a) (c) (d)

    169,954       0  

Banco Santander S.A.

    966,902       3,280,664  

Bank Hapoalim B.M.

    63,341       624,506  

Bank Leumi Le-Israel B.M.

    81,012       869,668  

Bank of America Corp.

    168,611       6,950,145  

Barclays plc

    934,699       1,815,755  

BNP Paribas S.A.

    62,801       3,575,716  

BOC Hong Kong Holdings, Ltd.

    206,335       776,402  

CaixaBank S.A.

    247,200       833,162  

Chiba Bank, Ltd. (The) (b)

    29,310       172,766  

Citigroup, Inc.

    46,455       2,480,697  

Citizens Financial Group, Inc. (b)

    9,978       452,303  

Comerica, Inc.

    3,070       277,620  

Commerzbank AG (a)

    55,397       422,980  

Commonwealth Bank of Australia

    95,182       7,473,946  

Concordia Financial Group, Ltd. (b)

    60,195       224,560  

Credit Agricole S.A.

    68,963       823,910  

Danske Bank A/S

    38,460       635,609  

DBS Group Holdings, Ltd.

    100,999       2,655,298  

DNB Bank ASA

    51,868       1,174,313  

Erste Group Bank AG

    19,173       695,373  

Fifth Third Bancorp

    16,007       688,941  

FinecoBank Banca Fineco S.p.A.

    34,008       516,506  

First Republic Bank

    4,197       680,334  

Hang Seng Bank, Ltd.

    42,641       820,219  

 

BHFTI-1


Table of Contents

Brighthouse Funds Trust I

AB Global Dynamic Allocation Portfolio

Consolidated Schedule of Investments as of March 31, 2022 (Unaudited)

Common Stocks—(Continued)

 

Security Description   Shares     Value  
Banks—(Continued)            

HSBC Holdings plc (Hong Kong-Traded Shares)

    1,134,987     $ 7,776,985  

Huntington Bancshares, Inc. (b)

    33,864       495,092  

ING Groep NV

    217,686       2,274,987  

Intesa Sanpaolo S.p.A.

    920,915       2,104,943  

Israel Discount Bank, Ltd. - Class A

    64,362       399,910  

Japan Post Bank Co., Ltd. (b)

    23,006       185,290  

JPMorgan Chase & Co.

    69,188       9,431,708  

KBC Group NV

    13,941       1,002,631  

KeyCorp

    21,797       487,817  

Lloyds Banking Group plc

    3,957,716       2,422,904  

M&T Bank Corp. (b)

    3,013       510,703  

Mediobanca Banca di Credito Finanziario S.p.A.

    34,342       347,954  

Mitsubishi UFJ Financial Group, Inc.

    666,773       4,138,776  

Mizrahi Tefahot Bank, Ltd.

    7,898       307,230  

Mizuho Financial Group, Inc.

    134,507       1,721,679  

National Australia Bank, Ltd.

    182,527       4,384,657  

NatWest Group plc

    315,445       887,604  

Nordea Bank Abp

    178,821       1,841,449  

Oversea-Chinese Banking Corp., Ltd.

    188,805       1,716,056  

People’s United Financial, Inc.

    10,020       200,300  

PNC Financial Services Group, Inc. (The)

    9,895       1,825,133  

Raiffeisen Bank International AG

    8,184       115,689  

Regions Financial Corp.

    22,318       496,799  

Resona Holdings, Inc. (b)

    113,928       487,866  

Shizuoka Bank, Ltd. (The) (b)

    24,680       174,293  

Signature Bank

    1,420       416,756  

Skandinaviska Enskilda Banken AB - Class A

    90,749       982,635  

Societe Generale S.A.

    45,204       1,209,284  

Standard Chartered plc

    145,988       968,097  

Sumitomo Mitsui Financial Group, Inc.

    72,802       2,323,420  

Sumitomo Mitsui Trust Holdings, Inc.

    18,834       615,297  

SVB Financial Group (a)

    1,374       768,684  

Svenska Handelsbanken AB - A Shares

    81,329       748,485  

Swedbank AB - A Shares (b)

    50,496       753,594  

Truist Financial Corp.

    31,252       1,771,988  

U.S. Bancorp

    31,590       1,679,008  

UniCredit S.p.A.

    117,963       1,273,642  

United Overseas Bank, Ltd.

    65,804       1,543,502  

Wells Fargo & Co.

    93,348       4,523,644  

Westpac Banking Corp.

    204,558       3,683,669  

Zions Bancorp N.A.

    3,663       240,146  
   

 

 

 
      113,809,057  
   

 

 

 
Beverages—0.9%            

Anheuser-Busch InBev S.A.

    48,448       2,905,878  

Asahi Group Holdings, Ltd.

    25,443       923,672  

Brown-Forman Corp. - Class B

    4,278       286,711  

Budweiser Brewing Co. APAC, Ltd. (144A)

    95,195       252,641  

Carlsberg AS - Class B

    5,599       683,606  

Coca-Cola Co. (The)

    91,012       5,642,744  

Coca-Cola Europacific Partners plc

    11,439       556,050  

Coca-Cola HBC AG

    11,241       234,420  

Constellation Brands, Inc. - Class A

    3,846       885,811  

Davide Campari-Milano NV

    28,903       336,197  

Diageo plc

    130,027       6,571,979  

Heineken Holding NV

    6,425       502,864  
Beverages—(Continued)            

Heineken NV (b)

    14,453     1,377,933  

Ito En, Ltd.

    3,051       149,700  

Kirin Holdings Co., Ltd.

    45,867       685,974  

Molson Coors Beverage Co. - Class B (b)

    4,410       235,406  

Monster Beverage Corp. (a)

    8,795       702,720  

PepsiCo, Inc.

    32,370       5,418,091  

Pernod Ricard S.A.

    11,706       2,567,384  

Remy Cointreau S.A.

    1,281       263,930  

Suntory Beverage & Food, Ltd.

    7,823       298,306  

Treasury Wine Estates, Ltd.

    39,913       341,885  
   

 

 

 
      31,823,902  
   

 

 

 
Biotechnology—0.7%            

AbbVie, Inc.

    41,389       6,709,571  

Amgen, Inc.

    13,187       3,188,880  

Argenx SE (a)

    2,557       804,042  

Biogen, Inc. (a)

    3,439       724,253  

CSL, Ltd.

    26,705       5,303,532  

Genmab A/S (a)

    3,679       1,332,759  

Gilead Sciences, Inc.

    29,367       1,745,868  

Grifols S.A.

    16,493       298,350  

Incyte Corp. (a)

    4,395       349,051  

Moderna, Inc. (a)

    8,258       1,422,523  

Regeneron Pharmaceuticals, Inc. (a)

    2,475       1,728,590  

Vertex Pharmaceuticals, Inc. (a)

    5,952       1,553,294  
   

 

 

 
      25,160,713  
   

 

 

 
Building Products—0.4%            

A.O. Smith Corp. (b)

    3,118       199,209  

AGC, Inc.

    10,800       431,639  

Allegion plc

    2,099       230,428  

Assa Abloy AB - Class B

    55,887       1,506,910  

Carrier Global Corp.

    20,288       930,611  

Cie de Saint-Gobain

    28,211       1,678,839  

Daikin Industries, Ltd.

    13,922       2,534,847  

Fortune Brands Home & Security, Inc.

    3,177       235,988  

Geberit AG

    2,001       1,231,833  

Johnson Controls International plc

    16,591       1,087,872  

Kingspan Group plc

    8,589       834,780  

Lixil Corp. (b)

    14,929       277,814  

Masco Corp.

    5,714       291,414  

Nibe Industrier AB - B Shares

    79,532       876,517  

Rockwool International A/S - B Shares

    476       157,218  

TOTO, Ltd.

    7,943       319,056  

Trane Technologies plc

    5,561       849,165  

Xinyi Glass Holdings, Ltd.

    100,587       241,639  
   

 

 

 
      13,915,779  
   

 

 

 
Capital Markets—1.5%            

3i Group plc

    54,265       981,595  

Abrdn plc

    120,580       337,486  

Ameriprise Financial, Inc.

    2,620       786,943  

Amundi S.A.

    3,429       233,972  

ASX, Ltd.

    10,795       655,255  

Bank of New York Mellon Corp. (The)

    17,787       882,769  

 

BHFTI-2


Table of Contents

Brighthouse Funds Trust I

AB Global Dynamic Allocation Portfolio

Consolidated Schedule of Investments as of March 31, 2022 (Unaudited)

Common Stocks—(Continued)

 

Security Description   Shares     Value  
Capital Markets—(Continued)            

BlackRock, Inc.

    3,344     $ 2,555,385  

Cboe Global Markets, Inc.

    2,496       285,592  

Charles Schwab Corp. (The)

    35,196       2,967,375  

CME Group, Inc.

    8,414       2,001,354  

Credit Suisse Group AG

    147,803       1,166,182  

Daiwa Securities Group, Inc. (b)

    79,870       452,243  

Deutsche Bank AG (a)

    115,241       1,471,522  

Deutsche Boerse AG

    10,625       1,908,662  

EQT AB

    16,499       646,111  

Euronext NV (144A)

    4,789       434,861  

FactSet Research Systems, Inc.

    881       382,486  

Franklin Resources, Inc. (b)

    6,578       183,658  

Futu Holdings, Ltd. (ADR) (a) (b)

    2,815       91,656  

Goldman Sachs Group, Inc. (The)

    7,947       2,623,305  

Hargreaves Lansdown plc

    19,670       259,156  

Hong Kong Exchanges & Clearing, Ltd.

    67,159       3,165,000  

Intercontinental Exchange, Inc.

    13,190       1,742,663  

Invesco, Ltd.

    7,990       184,249  

Japan Exchange Group, Inc.

    28,411       529,374  

Julius Baer Group, Ltd.

    12,336       715,571  

London Stock Exchange Group plc

    18,403       1,922,666  

Macquarie Group, Ltd.

    18,904       2,843,703  

MarketAxess Holdings, Inc.

    890       302,778  

Moody’s Corp.

    3,787       1,277,772  

Morgan Stanley

    33,608       2,937,339  

MSCI, Inc.

    1,930       970,558  

Nasdaq, Inc.

    2,740       488,268  

Nomura Holdings, Inc. (b)

    171,286       717,771  

Northern Trust Corp.

    4,861       566,063  

Partners Group Holding AG

    1,266       1,572,837  

Raymond James Financial, Inc.

    4,336       476,570  

S&P Global, Inc.

    8,291       3,400,802  

SBI Holdings, Inc. (b)

    13,707       346,402  

Schroders plc

    6,981       294,186  

Singapore Exchange, Ltd.

    44,441       325,895  

St. James’s Place plc

    30,098       567,484  

State Street Corp.

    8,560       745,747  

T. Rowe Price Group, Inc.

    5,261       795,411  

UBS Group AG

    196,122       3,831,636  
   

 

 

 
      52,028,313  
   

 

 

 
Chemicals—1.3%            

Air Liquide S.A.

    26,448       4,626,792  

Air Products & Chemicals, Inc.

    5,183       1,295,284  

Akzo Nobel NV

    10,453       898,081  

Albemarle Corp.

    2,739       605,730  

Arkema S.A.

    3,428       408,969  

Asahi Kasei Corp.

    69,952       605,525  

BASF SE

    51,288       2,924,687  

Celanese Corp.

    2,548       364,033  

CF Industries Holdings, Inc.

    5,021       517,464  

Chr Hansen Holding A/S

    5,895       433,205  

Clariant AG

    11,930       206,580  

Corteva, Inc.

    17,065       980,896  

Covestro AG

    10,773       544,340  

Croda International plc

    7,780       799,566  
Chemicals—(Continued)            

Dow, Inc.

    17,315     1,103,312  

DuPont de Nemours, Inc.

    12,129       892,452  

Eastman Chemical Co.

    3,147       352,653  

Ecolab, Inc.

    5,837       1,030,581  

EMS-Chemie Holding AG

    393       380,197  

Evonik Industries AG

    11,745       326,544  

FMC Corp.

    2,967       390,368  

Givaudan S.A.

    517       2,128,200  

ICL Group, Ltd.

    39,052       464,277  

International Flavors & Fragrances, Inc.

    5,958       782,464  

Johnson Matthey plc

    10,701       262,216  

JSR Corp. (b)

    11,395       335,985  

Kansai Paint Co., Ltd.

    9,798       157,423  

Koninklijke DSM NV

    9,775       1,746,982  

LANXESS AG

    4,567       201,974  

Linde plc

    12,000       3,833,160  

LyondellBasell Industries NV - Class A

    6,154       632,754  

Mitsubishi Chemical Holdings Corp. (b)

    70,794       471,053  

Mitsubishi Gas Chemical Co., Inc. (b)

    8,737       148,339  

Mitsui Chemicals, Inc.

    10,361       261,000  

Mosaic Co. (The)

    8,671       576,621  

Nippon Paint Holdings Co., Ltd.

    46,278       406,096  

Nippon Sanso Holdings Corp.

    8,381       159,251  

Nissan Chemical Corp. (b)

    6,813       399,863  

Nitto Denko Corp.

    7,933       568,537  

Novozymes A/S - B Shares

    11,455       783,998  

Orica, Ltd.

    22,532       266,837  

PPG Industries, Inc.

    5,558       728,487  

Sherwin-Williams Co. (The)

    5,647       1,409,604  

Shin-Etsu Chemical Co., Ltd.

    19,782       3,014,486  

Sika AG

    7,922       2,609,956  

Solvay S.A.

    4,139       407,503  

Sumitomo Chemical Co., Ltd. (b)

    82,381       377,641  

Symrise AG

    7,407       889,231  

Toray Industries, Inc.

    76,678       399,651  

Tosoh Corp.

    14,379       212,641  

Umicore S.A.

    11,031       476,508  

Yara International ASA

    9,246       461,072  
   

 

 

 
      45,261,069  
   

 

 

 
Commercial Services & Supplies—0.2%            

Brambles, Ltd.

    79,679       587,559  

Cintas Corp.

    2,058       875,452  

Copart, Inc. (a)

    4,995       626,723  

Dai Nippon Printing Co., Ltd. (b)

    12,278       288,375  

Rentokil Initial plc

    103,675       714,073  

Republic Services, Inc.

    4,899       649,117  

Rollins, Inc. (b)

    5,299       185,730  

Secom Co., Ltd.

    11,708       848,323  

Securitas AB - B Shares

    17,313       195,063  

Sohgo Security Services Co., Ltd.

    3,949       128,959  

TOPPAN, Inc.

    14,502       256,199  

Waste Management, Inc.

    9,010       1,428,085  
   

 

 

 
      6,783,658  
   

 

 

 

 

BHFTI-3


Table of Contents

Brighthouse Funds Trust I

AB Global Dynamic Allocation Portfolio

Consolidated Schedule of Investments as of March 31, 2022 (Unaudited)

Common Stocks—(Continued)

 

Security Description   Shares     Value  
Communications Equipment—0.3%            

Arista Networks, Inc. (a)

    5,251     $ 729,784  

Cisco Systems, Inc.

    98,742       5,505,854  

F5, Inc. (a)

    1,412       295,037  

Juniper Networks, Inc.

    7,613       282,899  

Motorola Solutions, Inc.

    3,954       957,659  

Nokia Oyj (a)

    300,636       1,654,968  

Telefonaktiebolaget LM Ericsson - B Shares (b)

    162,749       1,489,150  
   

 

 

 
      10,915,351  
   

 

 

 
Construction & Engineering—0.2%            

ACS Actividades de Construccion y Servicios S.A.

    13,000       349,447  

Bouygues S.A.

    12,779       445,486  

Eiffage S.A.

    4,652       476,819  

Ferrovial S.A.

    27,074       716,754  

Kajima Corp. (b)

    24,846       302,587  

Obayashi Corp.

    35,905       264,011  

Quanta Services, Inc.

    3,336       439,051  

Shimizu Corp. (b)

    30,519       183,420  

Skanska AB - B Shares (b)

    19,005       425,171  

Taisei Corp.

    10,709       309,577  

Vinci S.A.

    30,041       3,071,320  
   

 

 

 
      6,983,643  
   

 

 

 
Construction Materials—0.2%            

CRH plc

    43,091       1,725,346  

HeidelbergCement AG

    8,298       474,573  

Holcim, Ltd.

    29,192       1,425,200  

James Hardie Industries plc

    24,820       746,928  

Martin Marietta Materials, Inc.

    1,461       562,324  

Vulcan Materials Co.

    3,107       570,756  
   

 

 

 
      5,505,127  
   

 

 

 
Consumer Finance—0.2%            

American Express Co.

    14,688       2,746,656  

Capital One Financial Corp.

    9,964       1,308,173  

Discover Financial Services

    6,861       756,014  

Synchrony Financial

    12,812       445,986  
   

 

 

 
      5,256,829  
   

 

 

 
Containers & Packaging—0.1%            

AMCOR plc (b)

    35,894       406,679  

Avery Dennison Corp.

    1,938       337,154  

Ball Corp.

    7,582       682,380  

International Paper Co.

    9,066       418,396  

Packaging Corp. of America

    2,223       347,032  

Sealed Air Corp.

    3,468       232,217  

Smurfit Kappa Group plc

    13,721       608,152  

WestRock Co.

    6,251       293,985  
   

 

 

 
      3,325,995  
   

 

 

 
Distributors—0.0%            

Genuine Parts Co.

    3,334       420,151  

LKQ Corp.

    6,278       285,084  

Pool Corp. (b)

    939       397,056  
   

 

 

 
      1,102,291  
   

 

 

 
Diversified Consumer Services—0.0%            

IDP Education, Ltd.

    11,542     269,186  
   

 

 

 
Diversified Financial Services—0.6%            

Berkshire Hathaway, Inc. - Class B (a)

    42,876       15,131,369  

Eurazeo S.E.

    2,247       188,843  

EXOR NV

    6,054       461,751  

Groupe Bruxelles Lambert S.A.

    6,105       633,118  

Industrivarden AB - A Shares

    7,197       204,548  

Industrivarden AB - C Shares

    8,993       250,958  

Investor AB - A Shares

    27,807       646,030  

Investor AB - B Shares

    101,590       2,206,130  

Kinnevik AB - B Shares (a)

    13,557       352,832  

L E Lundbergforetagen AB - B Shares

    4,300       218,431  

M&G plc

    143,758       416,402  

Mitsubishi HC Capital, Inc.

    36,499       169,879  

ORIX Corp.

    68,106       1,359,327  

Sofina S.A.

    864       313,327  

Tokyo Century Corp.

    2,040       74,856  

Wendel S.E.

    1,527       155,368  
   

 

 

 
      22,783,169  
   

 

 

 
Diversified Telecommunication Services—0.7%            

AT&T, Inc. (e)

    167,184       3,950,558  

BT Group plc

    497,736       1,186,306  

Cellnex Telecom S.A.

    28,409       1,361,701  

Deutsche Telekom AG

    180,791       3,376,657  

Elisa Oyj

    7,948       479,024  

HKT Trust & HKT, Ltd.

    209,444       287,440  

Infrastrutture Wireless Italiane S.p.A.

    18,582       208,389  

Koninklijke KPN NV

    187,478       651,114  

Lumen Technologies, Inc. (b)

    21,574       243,139  

Nippon Telegraph & Telephone Corp.

    66,671       1,937,250  

Orange S.A.

    111,242       1,315,405  

Proximus SADP

    8,410       156,528  

Singapore Telecommunications, Ltd.

    460,422       894,207  

Spark New Zealand, Ltd.

    103,240       327,096  

Swisscom AG (b)

    1,445       867,561  

Telecom Italia S.p.A.

    550,953       202,304  

Telefonica Deutschland Holding AG

    57,565       157,231  

Telefonica S.A.

    293,818       1,426,164  

Telenor ASA

    39,016       560,765  

Telia Co. AB

    146,984       588,614  

Telstra Corp., Ltd.

    230,323       679,246  

United Internet AG

    5,493       188,919  

Verizon Communications, Inc.

    96,928       4,937,512  
   

 

 

 
      25,983,130  
   

 

 

 
Electric Utilities—0.9%            

Alliant Energy Corp.

    5,861       366,195  

American Electric Power Co., Inc.

    11,791       1,176,388  

Chubu Electric Power Co., Inc. (b)

    35,625       369,097  

CK Infrastructure Holdings, Ltd.

    36,641       245,180  

CLP Holdings, Ltd.

    91,567       892,310  

Constellation Energy Corp.

    7,936       446,400  

Duke Energy Corp.

    18,008       2,010,773  

Edison International (b)

    8,894       623,470  

 

BHFTI-4


Table of Contents

Brighthouse Funds Trust I

AB Global Dynamic Allocation Portfolio

Consolidated Schedule of Investments as of March 31, 2022 (Unaudited)

Common Stocks—(Continued)

 

Security Description   Shares     Value  
Electric Utilities—(Continued)            

EDP - Energias de Portugal S.A.

    154,786     $ 762,384  

Electricite de France S.A. (b)

    26,191       246,754  

Elia Group S.A.

    1,747       266,650  

Endesa S.A.

    17,790       388,228  

Enel S.p.A.

    453,509       3,028,554  

Entergy Corp.

    4,705       549,309  

Evergy, Inc.

    5,368       366,849  

Eversource Energy

    8,049       709,841  

Exelon Corp.

    23,810       1,134,070  

FirstEnergy Corp.

    12,745       584,486  

Fortum Oyj (b)

    24,765       449,567  

HK Electric Investments & HK Electric Investments, Ltd.

    146,575       143,084  

Iberdrola S.A. (b)

    324,912       3,536,456  

Kansai Electric Power Co., Inc. (The)

    38,929       367,287  

Mercury NZ, Ltd.

    37,663       154,730  

NextEra Energy, Inc.

    45,937       3,891,323  

NRG Energy, Inc.

    5,732       219,880  

Origin Energy, Ltd.

    96,080       444,602  

Orsted A/S

    10,548       1,328,222  

Pinnacle West Capital Corp.

    2,641       206,262  

Power Assets Holdings, Ltd.

    76,707       499,649  

PPL Corp.

    17,575       501,942  

Red Electrica Corp. S.A.

    24,182       496,640  

Southern Co. (The)

    24,811       1,799,046  

SSE plc

    59,443       1,361,089  

Terna - Rete Elettrica Nazionale

    78,453       674,745  

Tokyo Electric Power Co. Holdings, Inc. (a)

    84,414       279,086  

Verbund AG

    3,813       401,480  

Xcel Energy, Inc.

    12,611       910,136  
   

 

 

 
      31,832,164  
   

 

 

 
Electrical Equipment—0.6%            

ABB, Ltd. (b)

    91,586       2,963,132  

AMETEK, Inc.

    5,415       721,170  

Eaton Corp. plc

    9,332       1,416,224  

Emerson Electric Co.

    13,995       1,372,210  

Fuji Electric Co., Ltd.

    7,108       354,506  

Generac Holdings, Inc. (a) (b)

    1,477       439,053  

Legrand S.A.

    14,913       1,417,734  

Mitsubishi Electric Corp.

    101,767       1,171,317  

Nidec Corp.

    24,937       1,975,653  

Prysmian S.p.A.

    14,221       484,417  

Rockwell Automation, Inc. (b)

    2,715       760,281  

Schneider Electric SE

    30,177       5,038,245  

Siemens Energy AG (a)

    22,295       509,411  

Siemens Gamesa Renewable Energy S.A. (a)

    13,182       231,409  

Vestas Wind Systems A/S

    56,310       1,662,560  
   

 

 

 
      20,517,322  
   

 

 

 
Electronic Equipment, Instruments & Components—0.6%        

Amphenol Corp. - Class A

    14,000       1,054,900  

Azbil Corp. (b)

    6,940       231,156  

CDW Corp.

    3,177       568,334  

Corning, Inc.

    17,981       663,679  

Halma plc

    21,169       690,992  

Hamamatsu Photonics KK

    7,849       417,736  
Electronic Equipment, Instruments & Components—(Continued)        

Hexagon AB - B Shares

    108,569     1,523,189  

Hirose Electric Co., Ltd. (b)

    1,827       265,473  

Ibiden Co., Ltd.

    5,926       290,685  

IPG Photonics Corp. (a)

    836       91,759  

Keyence Corp.

    10,860       5,049,117  

Keysight Technologies, Inc. (a)

    4,312       681,167  

Kyocera Corp.

    17,898       1,006,024  

Murata Manufacturing Co., Ltd.

    32,031       2,117,431  

Omron Corp.

    10,350       690,063  

Shimadzu Corp.

    13,235       455,744  

TDK Corp.

    21,678       782,704  

TE Connectivity, Ltd.

    7,639       1,000,556  

Teledyne Technologies, Inc. (a)

    1,092       516,112  

Trimble, Inc. (a)

    5,876       423,895  

Venture Corp., Ltd.

    15,309       197,487  

Yokogawa Electric Corp. (b)

    12,625       215,382  

Zebra Technologies Corp. - Class A (a)

    1,251       517,539  
   

 

 

 
      19,451,124  
   

 

 

 
Energy Equipment & Services—0.1%            

Baker Hughes Co.

    20,463       745,058  

Halliburton Co.

    20,956       793,603  

Schlumberger NV

    32,838       1,356,538  

Tenaris S.A.

    26,110       393,516  
   

 

 

 
      3,288,715  
   

 

 

 
Entertainment—0.6%            

Activision Blizzard, Inc.

    18,235       1,460,806  

Bollore SE

    48,892       255,379  

Capcom Co., Ltd.

    9,736       235,442  

Electronic Arts, Inc.

    6,621       837,623  

Embracer Group AB (a)

    31,193       261,404  

Koei Tecmo Holdings Co., Ltd. (b)

    3,252       106,346  

Konami Holdings Corp. (b)

    5,267       332,914  

Live Nation Entertainment, Inc. (a)

    3,162       371,978  

Netflix, Inc. (a)

    10,370       3,884,498  

Nexon Co., Ltd.

    27,567       659,659  

Nintendo Co., Ltd.

    6,158       3,107,098  

Sea, Ltd. (ADR) (a) (b)

    17,849       2,138,132  

Square Enix Holdings Co., Ltd.

    4,849       214,651  

Take-Two Interactive Software, Inc. (a)

    2,699       414,944  

Toho Co., Ltd.

    6,314       238,721  

UBISOFT Entertainment S.A. (a)

    5,212       229,451  

Universal Music Group NV

    40,442       1,073,638  

Walt Disney Co. (The) (a)

    42,542       5,835,061  
   

 

 

 
      21,657,745  
   

 

 

 
Equity Real Estate Investment Trusts—5.6%            

Abacus Property Group

    44,758       109,946  

Acadia Realty Trust

    8,214       177,997  

Activia Properties, Inc.

    70       243,812  

Advance Residence Investment Corp.

    123       347,786  

Aedifica S.A.

    3,465       435,554  

AEON REIT Investment Corp.

    162       200,237  

Agree Realty Corp.

    6,654       441,559  

 

BHFTI-5


Table of Contents

Brighthouse Funds Trust I

AB Global Dynamic Allocation Portfolio

Consolidated Schedule of Investments as of March 31, 2022 (Unaudited)

Common Stocks—(Continued)

 

Security Description   Shares     Value  
Equity Real Estate Investment Trusts—(Continued)            

AIMS APAC REIT

    52,700     $ 53,947  

Alexander & Baldwin, Inc. (a)

    6,853       158,921  

Alexandria Real Estate Equities, Inc. (b)

    19,158       3,855,547  

Allied Properties Real Estate Investment Trust

    11,979       446,811  

American Assets Trust, Inc.

    4,723       178,954  

American Campus Communities, Inc.

    13,032       729,401  

American Homes 4 Rent - Class A

    28,028       1,121,961  

American Tower Corp.

    10,662       2,678,508  

Americold Realty Trust (b)

    25,390       707,873  

Apartment Income REIT Corp.

    14,875       795,217  

Apartment Investment & Management Co. - Class A (a)

    14,296       104,647  

Apple Hospitality REIT, Inc.

    20,277       364,378  

ARA LOGOS Logistics Trust

    121,500       76,056  

Arena REIT

    30,526       111,051  

Argosy Property, Ltd.

    79,321       75,661  

Armada Hoffler Properties, Inc. (b)

    6,304       92,038  

Artis Real Estate Investment Trust

    8,728       91,249  

Ascencio

    492       27,950  

Ascendas Real Estate Investment Trust

    510,758       1,101,403  

Ascott Residence Trust

    179,950       149,402  

Assura plc

    276,240       242,559  

AvalonBay Communities, Inc.

    16,547       4,109,778  

Befimmo S.A.

    2,048       107,082  

Big Yellow Group plc

    16,103       324,066  

BMO Commercial Property Trust, Ltd.

    46,901       70,956  

BMO Real Estate Investment, Ltd.

    22,874       28,151  

Boardwalk Real Estate Investment Trust

    3,606       169,577  

Boston Properties, Inc.

    18,192       2,343,130  

Brandywine Realty Trust

    16,051       226,961  

British Land Co. plc (The)

    136,851       947,886  

Brixmor Property Group, Inc.

    28,177       727,248  

Broadstone Net Lease, Inc.

    14,886       324,217  

BWP Trust

    46,398       138,829  

Camden Property Trust

    9,411       1,564,108  

Canadian Apartment Properties (b)

    16,503       708,224  

Capital & Counties Properties plc

    70,096       160,580  

CapitaLand Integrated Commercial Trust

    732,554       1,213,157  

CareTrust REIT, Inc.

    9,128       176,170  

Carmila S.A.

    3,817       60,244  

CDL Hospitality Trusts

    75,782       71,720  

Centerspace (b)

    1,352       132,658  

Centuria Industrial REIT

    49,883       142,132  

Centuria Office REIT

    43,909       71,850  

Champion REIT

    189,106       85,784  

Charter Hall Long Wale REIT

    62,499       247,596  

Charter Hall Retail REIT

    46,224       144,263  

Charter Hall Social Infrastructure REIT

    31,326       91,803  

Choice Properties Real Estate Investment Trust

    24,343       301,622  

Civitas Social Housing plc

    58,463       66,997  

Cofinimmo S.A.

    3,021       439,496  

Comforia Residential REIT, Inc.

    62       167,208  

Community Healthcare Trust, Inc. (b)

    2,259       95,352  

Corporate Office Properties Trust (b)

    10,684       304,921  

Cousins Properties, Inc. (b)

    14,110       568,492  

Covivio

    7,708       611,549  

CRE Logistics REIT, Inc.

    50       85,177  

Crombie Real Estate Investment Trust (b)

    9,770       143,406  
Equity Real Estate Investment Trusts—(Continued)            

Cromwell European Real Estate Investment Trust

    30,250     76,325  

Cromwell Property Group

    135,185       83,556  

Crown Castle International Corp.

    10,118       1,867,783  

CubeSmart

    20,751       1,079,675  

Custodian REIT plc

    38,796       51,824  

Daiwa House REIT Investment Corp.

    326       877,236  

Daiwa Office Investment Corp.

    26       161,412  

Daiwa Securities Living Investments Corp.

    192       181,448  

Derwent London plc

    9,607       403,799  

Dexus

    162,117       1,319,342  

Dexus Industria REIT

    20,270       51,256  

DiamondRock Hospitality Co. (a)

    19,783       199,808  

Digital Realty Trust, Inc.

    33,374       4,732,433  

DigitalBridge Group, Inc. (a) (b)

    45,892       330,422  

Diversified Healthcare Trust

    22,446       71,827  

Douglas Emmett, Inc.

    15,834       529,172  

Dream Industrial Real Estate Investment Trust

    21,218       273,934  

Dream Office Real Estate Investment Trust

    3,367       75,062  

Duke Realty Corp.

    45,114       2,619,319  

Easterly Government Properties, Inc. (b)

    8,191       173,158  

EastGroup Properties, Inc.

    3,822       776,936  

Empire State Realty Trust, Inc. - Class A (b)

    13,525       132,815  

Empiric Student Property plc

    55,922       67,094  

EPR Properties (b)

    7,044       385,377  

Equinix, Inc.

    10,624       7,878,971  

Equity Commonwealth (a)

    10,290       290,281  

Equity LifeStyle Properties, Inc. (b)

    16,845       1,288,306  

Equity Residential

    43,087       3,874,383  

ESR-REIT

    254,750       80,671  

Essential Properties Realty Trust, Inc.

    11,456       289,837  

Essex Property Trust, Inc.

    7,694       2,658,123  

Eurocommercial Properties NV

    4,813       131,625  

Extra Space Storage, Inc.

    15,621       3,211,678  

Far East Hospitality Trust

    92,150       44,070  

Federal Realty Investment Trust (b)

    9,067       1,106,809  

First Capital Real Estate Investment Trust

    20,637       296,312  

First Industrial Realty Trust, Inc.

    12,247       758,212  

Fortune Real Estate Investment Trust

    129,580       116,373  

Four Corners Property Trust, Inc.

    7,308       197,608  

Frasers Centrepoint Trust

    102,750       184,416  

Frasers Logistics & Industrial Trust

    268,950       288,577  

Frontier Real Estate Investment Corp.

    46       191,168  

Fukuoka REIT Corp.

    69       94,932  

Gaming and Leisure Properties, Inc.

    22,184       1,041,095  

Gecina S.A.

    7,417       933,239  

Getty Realty Corp.

    3,852       110,244  

Global Net Lease, Inc.

    9,865       155,176  

Global One Real Estate Investment Corp.

    92       84,556  

GLP J-REIT

    644       980,218  

Goodman Group

    93,787       1,592,950  

Goodman Property Trust

    104,111       169,963  

GPT Group (The)

    288,733       1,110,630  

Granite Real Estate Investment Trust

    5,866       452,238  

Great Portland Estates plc

    24,157       225,230  

Growthpoint Properties Australia, Ltd.

    26,516       86,041  

H&R Real Estate Investment Trust

    26,830       280,072  

 

BHFTI-6


Table of Contents

Brighthouse Funds Trust I

AB Global Dynamic Allocation Portfolio

Consolidated Schedule of Investments as of March 31, 2022 (Unaudited)

Common Stocks—(Continued)

 

Security Description    Shares      Value  
Equity Real Estate Investment Trusts—(Continued)              

Hamborner REIT AG

     6,733      $ 71,431  

Hammerson plc

     420,678        182,083  

Hankyu Hanshin REIT, Inc.

     63        79,517  

Healthcare Realty Trust, Inc. (b)

     13,955        383,483  

Healthcare Trust of America, Inc. - Class A

     20,713        649,145  

Healthpeak Properties, Inc.

     63,951        2,195,438  

Heiwa Real Estate REIT, Inc.

     87        106,729  

Hibernia REIT plc

     63,162        113,070  

Highwoods Properties, Inc.

     9,782        447,429  

Home Consortium, Ltd.

     13,083        66,864  

Home Reit plc

     53,579        87,181  

HomeCo Daily Needs REIT

     126,043        135,511  

Hoshino Resorts REIT, Inc.

     23        128,809  

Host Hotels & Resorts, Inc. (b)

     84,029        1,632,683  

Hotel Property Investments

     18,133        52,103  

Hudson Pacific Properties, Inc.

     14,108        391,497  

Hulic REIT, Inc.

     121        165,439  

Icade

     3,101        199,255  

Ichigo Office REIT Investment Corp.

     112        80,985  

Immobiliare Grande Distribuzione SIIQ S.p.A. (a)

     6,221        29,960  

Impact Healthcare Reit plc

     27,773        44,577  

Independence Realty Trust, Inc. (b)

     20,899        552,570  

Industrial & Infrastructure Fund Investment Corp.

     181        274,084  

Industrial Logistics Properties Trust

     6,145        139,307  

Ingenia Communities Group

     34,956        130,959  

Inmobiliaria Colonial Socimi S.A.

     32,733        297,360  

Innovative Industrial Properties, Inc.

     2,242        460,507  

InterRent Real Estate Investment Trust

     12,421        158,870  

Intervest Offices & Warehouses NV

     2,250        67,938  

InvenTrust Properties Corp.

     6,402        197,054  

Invincible Investment Corp.

     465        160,709  

Invitation Homes, Inc.

     56,829        2,283,389  

Irish Residential Properties REIT plc

     42,207        67,645  

Iron Mountain, Inc. (b)

     6,778        375,569  

Irongate Group

     46,948        67,046  

Itochu Advance Logistics Investment Corp.

     56        72,548  

Japan Excellent, Inc.

     118        130,699  

Japan Hotel REIT Investment Corp.

     426        217,219  

Japan Logistics Fund, Inc.

     82        213,669  

Japan Metropolitan Fund Investment Corp.

     1,047        884,719  

Japan Prime Realty Investment Corp.

     87        285,094  

Japan Real Estate Investment Corp. (b)

     194        1,016,561  

JBG SMITH Properties

     11,631        339,858  

Kenedix Office Investment Corp.

     36        215,648  

Kenedix Residential Next Investment Corp.

     93        162,805  

Kenedix Retail REIT Corp.

     55        125,974  

Keppel DC REIT

     121,507        203,921  

Keppel Pacific Oak US REIT

     80,300        58,908  

Keppel REIT

     204,882        183,800  

Killam Apartment Real Estate Investment Trust

     10,780        184,704  

Kilroy Realty Corp.

     11,050        844,441  

Kimco Realty Corp.

     69,740        1,722,578  

Kite Realty Group Trust

     20,529        467,445  

Kiwi Property Group, Ltd.

     149,716        113,971  

Klepierre

     29,047        772,304  

Land Securities Group plc

     106,893        1,097,370  

Lar Espana Real Estate Socimi S.A.

     5,649        30,936  
Equity Real Estate Investment Trusts—(Continued)              

LaSalle Logiport REIT

     170      244,520  

Lendlease Global Commercial REIT

     84,050        47,992  

Life Storage, Inc.

     7,756        1,089,175  

Link REIT

     317,072        2,702,530  

LondonMetric Property plc

     90,308        326,576  

LTC Properties, Inc. (b)

     3,682        141,647  

LXI REIT plc

     70,089        136,008  

LXP Industrial Trust (b)

     26,435        415,029  

Macerich Co. (The)

     20,228        316,366  

Manulife US Real Estate Investment Trust

     151,550        102,094  

Mapletree Commercial Trust

     328,433        456,787  

Mapletree Industrial Trust

     176,712        349,849  

Mapletree Logistics Trust

     478,897        651,540  

Medical Properties Trust, Inc. (b)

     56,262        1,189,379  

Mercialys S.A.

     5,954        58,891  

Merlin Properties Socimi S.A.

     31,632        367,136  

Mid-America Apartment Communities, Inc.

     13,681        2,865,485  

Mirai Corp.

     156        67,687  

Mirvac Group

     593,370        1,098,451  

Mitsubishi Estate Logistics REIT Investment Corp.

     36        139,964  

Mitsui Fudosan Logistics Park, Inc.

     51        240,576  

Montea NV

     1,165        151,684  

Mori Hills REIT Investment Corp.

     150        185,712  

Mori Trust Sogo REIT, Inc.

     94        110,227  

National Health Investors, Inc.

     4,138        244,183  

National Retail Properties, Inc. (b)

     16,628        747,262  

National Storage Affiliates Trust

     7,684        482,248  

National Storage REIT

     108,743        217,953  

Necessity Retail REIT, Inc. (The) (b)

     11,742        92,879  

NewRiver REIT plc

     28,826        32,274  

NexPoint Residential Trust, Inc.

     2,105        190,103  

Nextensa S.A.

     391        30,461  

Nippon Accommodations Fund, Inc.

     44        230,919  

Nippon Building Fund, Inc.

     228        1,294,751  

Nippon Prologis REIT, Inc.

     337        985,665  

NIPPON REIT Investment Corp.

     41        128,544  

Nomura Real Estate Master Fund, Inc.

     666        880,573  

NorthWest Healthcare Properties Real Estate Investment Trust

     18,373        202,373  

NSI NV

     1,690        74,158  

NTT UD REIT Investment Corp.

     128        169,135  

Office Properties Income Trust

     4,529        116,531  

Omega Healthcare Investors, Inc. (b)

     22,714        707,768  

One REIT, Inc.

     23        56,534  

Orion Office REIT, Inc. (b)

     5,383        75,362  

Orix JREIT, Inc.

     400        542,274  

OUE Commercial Real Estate Investment Trust

     203,700        62,922  

Paramount Group, Inc.

     17,657        192,638  

Park Hotels & Resorts, Inc.

     22,348        436,456  

Parkway Life Real Estate Investment Trust

     36,850        127,496  

Pebblebrook Hotel Trust (b)

     12,295        300,982  

Physicians Realty Trust

     20,853        365,762  

Picton Property Income, Ltd. (The)

     52,179        67,162  

Piedmont Office Realty Trust, Inc. - Class A

     11,730        201,991  

Precinct Properties New Zealand, Ltd.

     126,778        137,719  

Primaris Real Estate Investment Trust

     9,189        113,856  

Primary Health Properties plc

     125,086        242,931  

 

BHFTI-7


Table of Contents

Brighthouse Funds Trust I

AB Global Dynamic Allocation Portfolio

Consolidated Schedule of Investments as of March 31, 2022 (Unaudited)

Common Stocks—(Continued)

 

Security Description    Shares      Value  
Equity Real Estate Investment Trusts—(Continued)              

Prime U.S. REIT

     60,650      $ 45,697  

Prologis, Inc.

     87,565        14,139,996  

Prosperity REIT

     113,000        41,123  

PRS REIT plc (The)

     49,229        69,414  

PS Business Parks, Inc. (b)

     1,900        319,352  

Public Storage

     17,932        6,998,501  

Realty Income Corp.

     67,122        4,651,555  

Regency Centers Corp.

     19,684        1,404,257  

Regional REIT, Ltd. (144A)

     41,929        48,153  

Retail Estates NV

     1,001        81,656  

Retail Opportunity Investments Corp. (b)

     11,243        218,002  

Rexford Industrial Realty, Inc.

     15,297        1,141,003  

RioCan Real Estate Investment Trust

     29,846        602,339  

RLJ Lodging Trust

     15,644        220,267  

RPT Realty

     7,919        109,045  

Ryman Hospitality Properties, Inc. (a)

     5,087        471,921  

Sabra Health Care REIT, Inc.

     21,601        321,639  

Safehold, Inc.

     1,965        108,959  

Safestore Holdings plc

     19,545        343,037  

Sankei Real Estate, Inc.

     44        40,313  

SBA Communications Corp.

     2,547        876,423  

Scentre Group

     784,289        1,776,153  

Schroder Real Estate Investment Trust, Ltd.

     46,827        35,404  

Segro plc

     181,085        3,190,009  

Sekisui House REIT, Inc.

     395        261,379  

Service Properties Trust

     15,523        137,068  

Shaftesbury plc

     26,525        213,937  

Shopping Centres Australasia Property Group

     105,805        229,373  

Simon Property Group, Inc.

     38,757        5,098,871  

SITE Centers Corp.

     16,389        273,860  

SL Green Realty Corp. (b)

     6,442        522,962  

SmartCentres Real Estate Investment Trust

     12,342        324,111  

SOSiLA Logistics REIT, Inc.

     63        83,101  

SPH REIT

     89,550        64,019  

Spirit Realty Capital, Inc.

     12,119        557,716  

STAG Industrial, Inc.

     16,943        700,593  

Standard Life Investment Property Income Trust, Ltd.

     37,848        42,488  

Star Asia Investment Corp.

     153        78,080  

Starhill Global REIT

     134,600        60,360  

Starts Proceed Investment Corp.

     21        41,000  

Stockland

     359,609        1,135,161  

STORE Capital Corp.

     23,255        679,744  

Stride Property Group

     45,948        63,248  

Summit Hotel Properties, Inc. (a)

     9,812        97,727  

Summit Industrial Income REIT

     15,437        271,906  

Sun Communities, Inc.

     10,907        1,911,888  

Sunlight Real Estate Investment Trust

     102,250        50,360  

Sunstone Hotel Investors, Inc. (a)

     20,593        242,586  

Suntec Real Estate Investment Trust

     198,528        255,464  

Takara Leben Real Estate Investment Corp.

     51        51,519  

Tanger Factory Outlet Centers, Inc. (b)

     9,676        166,330  

Target Healthcare REIT plc

     59,123        86,987  

Terreno Realty Corp.

     6,975        516,499  

Tokyu REIT, Inc.

     84        136,236  

Triple Point Social Housing REIT plc (144A)

     34,783        42,768  

Tritax Big Box REIT plc

     177,954        563,213  
Equity Real Estate Investment Trusts—(Continued)              

Tritax EuroBox plc (144A)

     76,946      106,368  

UDR, Inc.

     36,940        2,119,248  

UK Commercial Property Trust, Ltd.

     70,181        81,254  

Unibail-Rodamco-Westfield (a)

     16,755        1,253,485  

UNITE Group plc (The)

     30,344        459,731  

United Urban Investment Corp.

     283        325,766  

Universal Health Realty Income Trust

     1,214        70,861  

Urban Edge Properties

     10,952        209,183  

Urban Logistics REIT plc

     43,938        109,933  

Vastned Retail NV

     1,635        48,994  

Ventas, Inc.

     47,290        2,920,630  

Veris Residential, Inc. (a)

     8,307        144,459  

VICI Properties, Inc.

     59,890        1,704,469  

Vicinity Centres

     573,463        792,914  

Vital Healthcare Property Trust

     40,685        91,640  

Vornado Realty Trust (b)

     20,424        925,616  

Warehouses De Pauw CVA

     13,425        578,498  

Washington Real Estate Investment Trust

     8,009        204,229  

Waypoint REIT

     68,853        136,946  

Welltower, Inc.

     51,662        4,966,785  

Wereldhave NV

     3,843        74,845  

Weyerhaeuser Co.

     17,536        664,614  

Workspace Group plc

     12,726        114,075  

WP Carey, Inc.

     17,995        1,454,716  

Xenia Hotels & Resorts, Inc. (a)

     10,777        207,888  

Xior Student Housing NV

     2,112        118,002  
     

 

 

 
        196,146,291  
     

 

 

 
Food & Staples Retailing—0.8%              

Aeon Co., Ltd.

     36,463        777,893  

Carrefour S.A.

     34,623        751,102  

Coles Group, Ltd.

     74,379        991,379  

Cosmos Pharmaceutical Corp.

     1,143        138,836  

Costco Wholesale Corp.

     10,344        5,956,592  

Endeavour Group, Ltd.

     73,190        398,197  

Etablissements Franz Colruyt NV

     3,011        124,855  

HelloFresh SE (a)

     9,212        416,262  

J Sainsbury plc

     96,693        320,177  

Jeronimo Martins SGPS S.A.

     15,864        380,051  

Kesko Oyj - B Shares

     15,265        421,330  

Kobe Bussan Co., Ltd.

     7,716        237,023  

Koninklijke Ahold Delhaize NV

     58,309        1,874,415  

Kroger Co. (The)

     15,843        908,913  

Lawson, Inc.

     2,772        105,943  

Ocado Group plc (a)

     27,238        416,352  

Seven & i Holdings Co., Ltd.

     42,014        1,999,035  

Sysco Corp.

     12,002        979,963  

Tesco plc

     428,809        1,550,290  

Tsuruha Holdings, Inc.

     2,243        142,453  

Walgreens Boots Alliance, Inc.

     16,820        753,031  

Walmart, Inc.

     33,294        4,958,143  

Welcia Holdings Co., Ltd.

     5,216        128,338  

Woolworths Group, Ltd.

     67,603        1,877,682  
     

 

 

 
        26,608,255  
     

 

 

 

 

BHFTI-8


Table of Contents

Brighthouse Funds Trust I

AB Global Dynamic Allocation Portfolio

Consolidated Schedule of Investments as of March 31, 2022 (Unaudited)

Common Stocks—(Continued)

 

Security Description   Shares     Value  
Food Products—1.1%            

Ajinomoto Co., Inc.

    26,028     $ 739,118  

Archer-Daniels-Midland Co.

    13,097       1,182,135  

Associated British Foods plc

    19,873       431,590  

Barry Callebaut AG

    201       470,670  

Campbell Soup Co. (b)

    4,738       211,173  

Chocoladefabriken Lindt & Spruengli AG

    7       845,559  

Chocoladefabriken Lindt & Spruengli AG (Participation Certificate)

    60       711,529  

Conagra Brands, Inc.

    11,230       376,991  

Danone S.A.

    36,426       2,006,631  

General Mills, Inc.

    14,180       960,270  

Hershey Co. (The)

    3,404       737,408  

Hormel Foods Corp.

    6,605       340,422  

J.M. Smucker Co. (The) (b)

    2,536       343,400  

JDE Peet’s NV

    5,550       158,781  

Kellogg Co. (b)

    5,989       386,231  

Kerry Group plc - Class A

    8,874       991,524  

Kikkoman Corp. (b)

    8,108       537,001  

Kraft Heinz Co. (The)

    16,621       654,701  

Lamb Weston Holdings, Inc. (b)

    3,419       204,832  

McCormick & Co., Inc.

    5,837       582,533  

MEIJI Holdings Co., Ltd. (b)

    6,836       370,738  

Mondelez International, Inc. - Class A

    32,658       2,050,269  

Mowi ASA

    24,515       660,881  

Nestle S.A.

    157,019       20,384,334  

Nisshin Seifun Group, Inc. (b)

    10,938       152,700  

Nissin Foods Holdings Co., Ltd.

    3,579       251,326  

Orkla ASA

    41,529       369,331  

Toyo Suisan Kaisha, Ltd.

    5,026       179,732  

Tyson Foods, Inc. - Class A

    6,902       618,626  

WH Group, Ltd.

    461,128       290,095  

Wilmar International, Ltd.

    106,220       368,318  

Yakult Honsha Co., Ltd.

    7,194       383,978  
   

 

 

 
      38,952,827  
   

 

 

 
Gas Utilities—0.1%            

APA Group

    65,240       517,358  

Atmos Energy Corp.

    3,100       370,419  

Enagas S.A.

    13,762       305,808  

Hong Kong & China Gas Co., Ltd.

    624,277       755,134  

Naturgy Energy Group S.A. (b)

    10,872       324,666  

Osaka Gas Co., Ltd.

    20,735       355,979  

Snam S.p.A.

    112,439       649,333  

Tokyo Gas Co., Ltd.

    20,971       384,155  
   

 

 

 
      3,662,852  
   

 

 

 
Health Care Equipment & Supplies—1.2%            

Abbott Laboratories

    41,398       4,899,867  

ABIOMED, Inc. (a)

    1,065       352,771  

Alcon, Inc.

    27,863       2,200,985  

Align Technology, Inc. (a)

    1,717       748,612  

Ambu A/S - Class B

    9,263       136,035  

Asahi Intecc Co., Ltd.

    11,986       234,525  

Baxter International, Inc.

    11,722       908,924  

Becton Dickinson & Co.

    6,724       1,788,584  

BioMerieux

    2,334       248,773  

Boston Scientific Corp. (a)

    33,361       1,477,559  
Health Care Equipment & Supplies—(Continued)            

Carl Zeiss Meditec AG

    2,256     365,805  

Cochlear, Ltd.

    3,671       611,584  

Coloplast A/S - Class B

    6,625       1,003,373  

Cooper Cos., Inc. (The)

    1,154       481,899  

Demant A/S (a)

    6,083       275,174  

Dentsply Sirona, Inc.

    5,117       251,859  

DexCom, Inc. (a)

    2,269       1,160,820  

DiaSorin S.p.A.

    1,423       222,816  

Edwards Lifesciences Corp. (a)

    14,616       1,720,596  

Fisher & Paykel Healthcare Corp., Ltd.

    32,150       540,230  

Getinge AB - B Shares

    12,785       508,907  

GN Store Nord AS

    6,962       339,751  

Hologic, Inc. (a)

    5,934       455,850  

Hoya Corp.

    20,655       2,356,977  

IDEXX Laboratories, Inc. (a)

    1,985       1,085,914  

Inmode, Ltd. (a)

    2,745       101,318  

Intuitive Surgical, Inc. (a)

    8,357       2,521,140  

Koninklijke Philips NV

    51,154       1,564,954  

Medtronic plc

    31,507       3,495,702  

Olympus Corp. (b)

    61,580       1,169,921  

ResMed, Inc.

    3,412       827,444  

Siemens Healthineers AG

    15,724       975,024  

Smith & Nephew plc

    49,024       781,423  

Sonova Holding AG

    2,996       1,249,634  

STERIS plc (b)

    2,342       566,225  

Straumann Holding AG

    578       924,883  

Stryker Corp.

    7,860       2,101,371  

Sysmex Corp.

    9,344       678,509  

Teleflex, Inc.

    1,097       389,248  

Terumo Corp.

    35,998       1,090,226  

Zimmer Biomet Holdings, Inc.

    4,890       625,431  
   

 

 

 
      43,440,643  
   

 

 

 
Health Care Providers & Services—0.9%