NPORT-P false 0001126087 XXXXXXXX S000011105 C000030661 C000030660 Brighthouse Funds Trust I 811-10183 0001126087 549300LQX1AREJYGF247 BRIGHTHOUSE INVESTMENT ADVISERS, LLC ONE FINANCIAL CENTER BOSTON 02111 980-949-5130 Brighthouse Small Cap Value Portfolio S000011105 54930054OC3Q44IGVC35 2020-12-31 2020-03-31 N 722978211.95 92277780.49 630700431.46 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 46920963.44000000 UST SUMITOMO BK NY N/A 000000000 1000630.00000000 PA USD 1000630.00000000 0.158653768110 Long STIV CORP US N 2 2020-04-21 Fixed 1.93000000 N N N N N VERSAILLES COMMERCIAL PAPER LLC N/A 000000000 997760.00000000 PA USD 997760.00000000 0.158198718477 Long STIV CORP US N 2 2020-05-22 Fixed 1.50000000 N N N N N Mitsubishi UFJ Trust & Bank Co N/A 000000000 997880.00000000 PA USD 997880.00000000 0.158217744942 Long STIV CORP US N 2 2020-06-09 Fixed 0.00000000 N N N N N UBS AG LONDON N/A 000000000 4000240.00000000 PA USD 4000240.00000000 0.634253569597 Long STIV CORP US N 2 2020-07-28 Floating 1.28000000 N N N N N Choice Hotels International Inc 5493003CYRY5RFGTIR97 169905106 53700.00000000 NS USD 3289125.00000000 0.521503527813 Long EC CORP US N 1 N N N KB Home 549300LGUCWQURMWLG09 48666K109 116900.00000000 NS USD 2115890.00000000 0.335482567389 Long EC CORP US N 1 N N N BANK OF CHINA, HONG KONG BRANCH N/A 000000000 1994960.00000000 PA USD 1994960.00000000 0.316308646782 Long STIV CORP US N 2 2020-05-21 Fixed 1.83000000 N N N N N Stifel Financial Corp 549300E5F07FE5GHJX84 860630102 128000.00000000 NS USD 5283840.00000000 0.837773328895 Long EC CORP US N 1 N N N Kemper Corp 549300FNI1JKTRY2PV09 488401100 46200.00000000 NS USD 3435894.00000000 0.544774322105 Long EC CORP US N 1 N N N Primo Water Corp 5493005TMUI9D3MY9I37 74167P108 318126.00000000 NS USD 2882221.56000000 0.456987408955 Long EC CORP CA N 1 N N N NATIONAL AUSTRALIA BANK LONDON N/A 000000000 3008040.00000000 PA USD 3008040.00000000 0.476936410688 Long STIV CORP US N 2 2020-07-14 Fixed 1.79000000 N N N N N Renasant Corp 549300OVE6OZHW2UUH81 75970E107 169144.00000000 NS USD 3694104.96000000 0.585714671456 Long EC CORP US N 1 N N N Western Alliance Bancorp 5493003VJXZ5JXT9S762 957638109 122100.00000000 NS USD 3737481.00000000 0.592592110861 Long EC CORP US N 1 N N N GOLDMAN SACHS BANK USA N/A 000000000 2979390.00000000 PA USD 2979390.00000000 0.472393842050 Long STIV CORP US N 2 2021-02-22 Floating 0.22000000 N N N N N Deluxe Corp KWGNKB8TX9LE5TV29231 248019101 145051.00000000 NS USD 3761172.43000000 0.596348478990 Long EC CORP US N 1 N N N Harsco Corp KAO98FK89NPNNPQGUZ43 415864107 131266.00000000 NS USD 914924.02000000 0.145064752513 Long EC CORP US N 1 N N N Brooks Automation Inc 35ZN6X1ANPH25YN32Y17 114340102 106974.00000000 NS USD 3262707.00000000 0.517314851433 Long EC CORP US N 1 N N WESCO International Inc 529900TXOGREY3WNJ434 95082P105 41200.00000000 NS USD 941420.00000000 0.149265792924 Long EC CORP US N 1 N N N KBC, BRUSSELS N/A 000000000 3001020.00000000 PA USD 3001020.00000000 0.475823362456 Long STIV CORP US N 2 2020-04-14 Fixed 1.80000000 N N N N N Jack in the Box Inc 5493002OJW26P0SUUP68 466367109 43209.00000000 NS USD 1514475.45000000 0.240125957500 Long EC CORP US N 1 N N BANK OF MONTREAL CHICAGO N/A 000000000 995330.00000000 PA USD 995330.00000000 0.157813432550 Long STIV CORP US N 2 2020-09-09 Floating 0.47000000 N N N N N Dine Brands Global Inc 529900HKM8OWSHLKJY75 254423106 130699.00000000 NS USD 3748447.32000000 0.594330863437 Long EC CORP US N 1 N N Mayville Engineering Co Inc N/A 578605107 79339.00000000 NS USD 486348.07000000 0.077112373123 Long EC CORP US N 1 N N N Summit Hotel Properties Inc N/A 866082100 267800.00000000 NS USD 1130116.00000000 0.179184275708 Long EC US N 1 N N N CREDIT AGRICOLE SA LONDON N/A 000000000 1001000.00000000 PA USD 1001000.00000000 0.158712433045 Long STIV CORP US N 2 2020-06-12 Fixed 1.50000000 N N N N N Werner Enterprises Inc 549300P6XRGOCHHJST37 950755108 128213.00000000 NS USD 4649003.38000000 0.737117520157 Long EC CORP US N 1 N N N Scotts Miracle-Gro Co/The 2TH9E0JTOUXOEGI2R879 810186106 35000.00000000 NS USD 3584000.00000000 0.568257102932 Long EC CORP US N 1 N N N TriMas Corp 75G1WUQ8QK4P5MZOYD78 896215209 113709.00000000 NS USD 2626677.90000000 0.416469970366 Long EC CORP US N 1 N N N ProAssurance Corp 54930015E5J57R675E89 74267C106 149464.00000000 NS USD 3736600.00000000 0.592452424893 Long EC CORP US N 1 N N N South State Corp 549300JZUANXM0YQ4W53 840441109 59345.00000000 NS USD 3485331.85000000 0.552612885000 Long EC CORP US N 1 N N BANK OF MONTREAL CHICAGO N/A 000000000 998570.00000000 PA USD 998570.00000000 0.158327147119 Long STIV CORP US N 2 2020-07-10 Floating 0.26000000 N N N N N NATIXIS NY N/A 000000000 999770.00000000 PA USD 999770.00000000 0.158517411774 Long STIV CORP US N 2 2020-09-09 Fixed 0.95000000 N N N N N Webster Financial Corp KMRURHT0VWKYS6Z5KU67 947890109 179408.00000000 NS USD 4108443.20000000 0.651409606695 Long EC CORP US N 1 N N N Caleres Inc JFU6RQQJ8Z1CPOLBXQ18 129500104 109256.00000000 NS USD 568131.20000000 0.090079405635 Long EC CORP US N 1 N N N Prestige Consumer Healthcare Inc N/A 74112D101 111112.00000000 NS USD 4075588.16000000 0.646200312653 Long EC CORP US N 1 N N Steven Madden Ltd 549300Z9GZ7GYJWSGF43 556269108 147887.00000000 NS USD 3435415.01000000 0.544698376382 Long EC CORP US N 1 N N N El Paso Electric Co OZ8GM8L4AHPKSWZMW205 283677854 51700.00000000 NS USD 3513532.00000000 0.557084128175 Long EC CORP US N 1 N N N Tower Semiconductor Ltd 54930086ZSNXZOUX0C54 000000000 190800.00000000 NS USD 3037536.00000000 0.481613115908 Long EC CORP IL N 1 N N N Edgewell Personal Care Co 549300CY8QZDL4Z3RU59 28035Q102 64467.00000000 NS USD 1552365.36000000 0.246133549711 Long EC CORP US N 1 N N Wolverine World Wide Inc 549300OVC7PK14LQ8D87 978097103 104888.00000000 NS USD 1594297.60000000 0.252782069025 Long EC CORP US N 1 N N N Compass Minerals International Inc 2549008X9G8XP7YJGC47 20451N101 54354.00000000 NS USD 2090998.38000000 0.331535904479 Long EC CORP US N 1 N N Silgan Holdings Inc KAF673KJXD92C8KSLU49 827048109 258094.00000000 NS USD 7489887.88000000 1.187550777896 Long EC CORP US N 1 N N N TORONTO DOMINION LONDON N/A 000000000 2000000.00000000 PA USD 2000000.00000000 0.317107758333 Long STIV CORP US N 2 2021-02-16 Floating 1.78000000 N N N N N New Mountain Finance Corp 549300L1MPTT1H7SES77 647551100 286783.00000000 NS USD 1950124.40000000 0.309199788477 Long EC CORP US N 1 N N Highwoods Properties Inc ZIIGTYKL9T0X3HLTDX53 431284108 107100.00000000 NS USD 3793482.00000000 0.601471286648 Long EC US N 1 N N N National Western Life Group Inc 549300HPXNVHFT1BJ192 638517102 3697.00000000 NS USD 635884.00000000 0.100821874899 Long EC CORP US N 1 N N N Kadant Inc 549300K06LNJYBMPYP15 48282T104 41573.00000000 NS USD 3103424.45000000 0.492059985247 Long EC CORP US N 1 N N BANK OF MONTREAL CHICAGO N/A 000000000 1994700.00000000 PA USD 1994700.00000000 0.316267422773 Long STIV CORP US N 2 2020-11-13 Floating 0.91000000 N N N N N BANCO DEL ESTADO DE CHILE NY N/A 000000000 1997780.00000000 PA USD 1997780.00000000 0.316755768721 Long STIV CORP US N 2 2020-07-08 Floating 2.00000000 N N N N N ServiceMaster Global Holdings Inc 549300GS10644JGL8R77 81761R109 46552.00000000 NS USD 1256904.00000000 0.199287004939 Long EC CORP US N 1 N N N Delek US Holdings Inc 5493003O53JMENV1N385 24665A103 124500.00000000 NS USD 1962120.00000000 0.311101737390 Long EC CORP US N 1 N N CHINA CONSTRUCTION BANK CORP NY N/A 000000000 1000150.00000000 PA USD 1000150.00000000 0.158577662248 Long STIV CORP US N 2 2020-04-03 Fixed 2.25000000 N N N N N Callon Petroleum Co 549300EFOWPEB0WLZW21 13123X102 238617.00000000 NS USD 130738.25000000 0.020729056692 Long EC CORP US N 1 N N IDACORP Inc N134NUJDWN8UEFA8B673 451107106 80025.00000000 NS USD 7025394.75000000 1.113903590288 Long EC CORP US N 1 N N N Schweitzer-Mauduit International Inc 549300Z1FU4IDULG1R21 808541106 139920.00000000 NS USD 3892574.40000000 0.617182771064 Long EC CORP US N 1 N N N American Eagle Outfitters Inc 5299001Z9HXK01DHW793 02553E106 79876.00000000 NS USD 635014.20000000 0.100683964735 Long EC CORP US N 1 N N N Bank of NT Butterfield & Son Ltd/The 549300V8RVM0EMTDPF28 000000000 84700.00000000 NS USD 1442441.00000000 0.228704616018 Long EC CORP BM N 1 N N N KBC, BRUSSELS N/A 000000000 1000340.00000000 PA USD 1000340.00000000 0.158607787485 Long STIV CORP US N 2 2020-04-14 Fixed 1.80000000 N N N N N New York Mortgage Trust Inc 549300JFGR0M7ULHWG48 649604501 333386.00000000 NS USD 516748.30000000 0.081932447517 Long EC US N 1 N N CANADIAN IMPERIAL BANK NY N/A 000000000 1997859.07099510 PA USD 1997859.07099510 0.316768305734 Long STIV CORP US N 2 2020-06-12 Floating 0.22000000 N N N N N Littelfuse Inc 549300MY7HLQFYTPCX75 537008104 6009.00000000 NS USD 801720.78000000 0.127115939677 Long EC CORP US N 1 N N UMB Financial Corp 549300MGEH3N3CUCV828 902788108 157902.00000000 NS USD 7323494.76000000 1.161168503253 Long EC CORP US N 1 N N BARCLAYS NEW YORK N/A 000000000 1000600.00000000 PA USD 1000600.00000000 0.158649011494 Long STIV CORP US N 2 2020-05-08 Fixed 1.73000000 N N N N N Schulman A Inc 5493004OGK9A7CGV3B42 808CVR104 127232.00000000 NS USD 55091.46000000 0.008734964691 N/A DE US N 2 N/A N/A A Schulman Inc A Schulman Inc 2099-12-31 XXXX 0.00000000 N N N Griffon Corp 5493000C2SGNC7ZN3242 398433102 105853.00000000 NS USD 1339040.45000000 0.212310057708 Long EC CORP US N 1 N N UNION BANK OF SWITZERLAND, STAMFORD N/A 000000000 1989700.00000000 PA USD 1989700.00000000 0.315474653377 Long STIV CORP US N 2 2020-12-04 Floating 1.39000000 N N N N N Invesco Mortgage Capital Inc PV3BDP2HFZL2FNXQBL39 46131B100 124640.00000000 NS USD 425022.40000000 0.067388950252 Long EC US N 1 N N BANK OF MONTREAL CHICAGO N/A 000000000 999540.00000000 PA USD 999540.00000000 0.158480944382 Long STIV CORP US N 2 2020-06-08 Fixed 0.99000000 N N N N N RPT Realty N/A 74971D101 236400.00000000 NS USD 1425492.00000000 0.226017286320 Long EC US N 1 N N N GlassBridge Enterprises Inc 549300GQRYQQ0IW6S632 377185202 572.00000000 NS USD 28605.72000000 0.004535547872 Long EC CORP US N 1 N N Neenah Inc 8SR38IKUT3O1F1I6VH65 640079109 151925.00000000 NS USD 6552525.25000000 1.038928296724 Long EC CORP US N 1 N N N Hancock Whitney Corp 549300GRNBWY8HIICT41 410120109 374073.00000000 NS USD 7301904.96000000 1.157745356713 Long EC CORP US N 1 N N N Netgear Inc 54930067KX3UNRHDWA78 64111Q104 83851.00000000 NS USD 1915156.84000000 0.303655546194 Long EC CORP US N 1 N N NetScout Systems Inc 5493005HZXZ3SPNVCV76 64115T104 105190.00000000 NS USD 2489847.30000000 0.394774947947 Long EC CORP US N 1 N N N Saia Inc 549300WNPG4N9GBOYB29 78709Y105 32600.00000000 NS USD 2397404.00000000 0.380117704129 Long EC CORP US N 1 N N Dril-Quip Inc 5299007REICYIJNMW197 262037104 53600.00000000 NS USD 1634800.00000000 0.259203881661 Long EC CORP US N 1 N N H&E Equipment Services Inc N/A 404030108 94200.00000000 NS USD 1382856.00000000 0.219257183128 Long EC CORP US N 1 N N N Innospec Inc 213800SQBACNY5IWJO68 45768S105 131428.00000000 NS USD 9132931.72000000 1.448061752369 Long EC CORP US N 1 N N N AVANOS MEDICAL INC 549300YCXWOM7NEWMQ58 05350V106 142028.00000000 NS USD 3824814.04000000 0.606439103132 Long EC CORP US N 1 N N WesBanco Inc N/A 950810101 99400.00000000 NS USD 2355780.00000000 0.373518057462 Long EC CORP US N 1 N N N First Financial Bancorp 549300D3F5B3EZMY7P77 320209109 215300.00000000 NS USD 3210123.00000000 0.508977454251 Long EC CORP US N 1 N N N Myers Industries Inc 549300I2H9XMVTCW4Q51 628464109 89542.00000000 NS USD 962576.50000000 0.152620238069 Long EC CORP US N 1 N N N Spectrum Brands Holdings Inc 549300JM0MJETDD30O20 84790A105 131673.00000000 NS USD 4788947.01000000 0.759306125558 Long EC CORP US N 1 N N Acadia Realty Trust N/A 004239109 156556.00000000 NS USD 1939728.84000000 0.307551532113 Long EC US N 1 N N SUMITOMO BK NY N/A 000000000 999350.00000000 PA USD 999350.00000000 0.158450819145 Long STIV CORP US N 2 2020-05-26 Fixed 1.74000000 N N N N N Ennis Inc N/A 293389102 148700.00000000 NS USD 2792586.00000000 0.442775343206 Long EC CORP US N 1 N N CREDIT SUISSE NY N/A 000000000 1989140.00000000 PA USD 1989140.00000000 0.315385863205 Long STIV CORP US N 2 2020-11-03 Floating 0.47000000 N N N N N Hanger Inc 254900ZJJJYVLHJXSZ60 41043F208 39601.00000000 NS USD 616983.58000000 0.097825139991 Long EC CORP US N 1 N N N Kirby Corp I7NO6FZO5GUCG585T325 497266106 40400.00000000 NS USD 1756188.00000000 0.278450419945 Long EC CORP US N 1 N N MasTec Inc 549300TMDIT8WREDOF45 576323109 199775.00000000 NS USD 6538635.75000000 1.036726062619 Long EC CORP US N 1 N N Badger Meter Inc 5493002JENE20OGTUG20 056525108 33724.00000000 NS USD 1807606.40000000 0.286603006726 Long EC CORP US N 1 N N PolyOne Corp SM8L9RZYIB34LNTWO040 73179P106 344633.00000000 NS USD 6537688.01000000 1.036575794766 Long EC CORP US N 1 N N Huntsman Corp 5299000V56320A7RIQ67 447011107 189021.00000000 NS USD 2727573.03000000 0.432467284616 Long EC CORP US N 1 N N N Vishay Intertechnology Inc 5493009O8F3QQJTCQR75 928298108 258701.00000000 NS USD 3727881.41000000 0.591070058628 Long EC CORP US N 1 N N N Westwood Holdings Group Inc N/A 961765104 88206.00000000 NS USD 1615051.86000000 0.256072737458 Long EC CORP US N 1 N N N Barnes Group Inc G1MSYD2DQZX30V5DMX12 067806109 78600.00000000 NS USD 3287838.00000000 0.521299468971 Long EC CORP US N 1 N N N STARBIRD FUNDING CORP N/A 000000000 1997294.00000000 PA USD 1997294.00000000 0.316678711536 Long STIV CORP US N 2 2020-05-04 Floating 1.62000000 N N N N N TETRA Technologies Inc 549300T5W131705EK832 88162F105 317638.00000000 NS USD 101644.16000000 0.016116075862 Long EC CORP US N 1 N N N Alcoa Corp 549300T12EZ1F6PWWU29 013872106 107185.00000000 NS USD 660259.60000000 0.104686720836 Long EC CORP US N 1 N N Korn Ferry 549300FOD20OM0GT5G40 500643200 138965.00000000 NS USD 3379628.80000000 0.535853256382 Long EC CORP US N 1 N N N Southwest Gas Holdings Inc N/A 844895102 69900.00000000 NS USD 4862244.00000000 0.770927647654 Long EC CORP US N 1 N N Premier Inc N/A 74051N102 56441.00000000 NS USD 1846749.52000000 0.292809300244 Long EC CORP US N 1 N N N Forum Energy Technologies Inc 549300SF93HLCR1REE27 34984V100 477539.00000000 NS USD 84667.66000000 0.013424385932 Long EC CORP US N 1 N N Ferro Corp 1YTO5R7OHOPE81ZNYD08 315405100 156878.00000000 NS USD 1468378.08000000 0.232817040667 Long EC CORP US N 1 N N Franklin Electric Co Inc RR6AURIKMXUE4Q24G284 353514102 171606.00000000 NS USD 8087790.78000000 1.282350602056 Long EC CORP US N 1 N N N BARCLAYS CAPITAL AC28XWWI3WIBK2824319 000000000 197075.11000000 PA USD 197075.11000000 0.031247023177 Long RA CORP US N 2 Repurchase Y 0.00000000 2020-04-01 205929.32000000 USD 170643.36000000 USD UST 31883.23000000 USD 30373.28000000 USD N N ON Semiconductor Corp ZV20P4CNJVT8V1ZGJ064 682189105 239300.00000000 NS USD 2976892.00000000 0.471997774459 Long EC CORP US N 1 N N N SUMITOMO BK NY N/A 000000000 999640.00000000 PA USD 999640.00000000 0.158496799770 Long STIV CORP US N 2 2020-08-03 Floating 1.74000000 N N N N N Great Western Bancorp Inc 5493004X4OTHDTFBHI90 391416104 181800.00000000 NS USD 3723264.00000000 0.590337950361 Long EC CORP US N 1 N N N MAXIMUS Inc 549300DQCDS8HJ7QF202 577933104 49842.00000000 NS USD 2900804.40000000 0.459933790323 Long EC CORP US N 1 N N N Catalent Inc N/A 148806102 50700.00000000 NS USD 2633865.00000000 0.417609512951 Long EC CORP US N 1 N N N SVENSKA NY N/A 000000000 2000340.00000000 PA USD 2000340.00000000 0.317161666652 Long STIV CORP US N 2 2020-06-05 Floating 1.56000000 N N N N N Element Solutions Inc 549300FLGN6P5CU20J91 28618M106 181430.00000000 NS USD 1516754.80000000 0.240487357284 Long EC CORP US N 1 N N Viavi Solutions Inc 5493006K3E3N1QOBF092 925550105 272400.00000000 NS USD 3053604.00000000 0.484160759638 Long EC CORP US N 1 N N N BlackBerry Ltd 549300HJD8NEGT71RF07 09228F103 335288.00000000 NS USD 1384739.44000000 0.219555809846 Long EC CORP CA N 1 N N First Citizens BancShares Inc/NC 549300N3Z00ZHE2XC526 31946M103 18890.00000000 NS USD 6287914.30000000 0.996973204131 Long EC CORP US N 1 N N Pebblebrook Hotel Trust 5493004Q1NNH6JXCSI52 70509V100 171830.00000000 NS USD 1871228.70000000 0.296690569192 Long EC US N 1 N N HB Fuller Co JSMX3Z5FOYM8V0Q52357 359694106 100500.00000000 NS USD 2806965.00000000 0.445055189434 Long EC CORP US N 1 N N N Viad Corp 549300PXU4ZW7LPO5Y40 92552R406 101785.00000000 NS USD 2160895.55000000 0.342618371926 Long EC CORP US N 1 N N N ALLETE Inc 549300NNLSIMY6Z8OT86 018522300 85521.00000000 NS USD 5189414.28000000 0.822801764696 Long EC CORP US N 1 N N N CVB Financial Corp N/A 126600105 159345.00000000 NS USD 3194867.25000000 0.506558595909 Long EC CORP US N 1 N N Parsons Corp 549300ZXH0VRBSEPX752 70202L102 99161.00000000 NS USD 3169185.56000000 0.502486664336 Long EC CORP US N 1 N N N Artisan Partners Asset Management Inc 549300T1FUI6JF63XU51 04316A108 104344.00000000 NS USD 2242352.56000000 0.355533696847 Long EC CORP US N 1 N N N Central Garden & Pet Co 5493004DVZLD37DJ0H83 153527205 128490.00000000 NS USD 3285489.30000000 0.520927073475 Long EC CORP US N 1 N N N CREDIT AGRICOLE SA LONDON N/A 000000000 3502590.00000000 PA USD 3502590.00000000 0.555349231629 Long STIV CORP US N 2 2020-05-04 Fixed 1.79000000 N N N N N Reynolds Consumer Products Inc N/A 76171L106 31946.00000000 NS USD 931864.82000000 0.147750782069 Long EC CORP US N 1 N N N Service Corp International/US 549300RKVM2ME20JHZ15 817565104 66100.00000000 NS USD 2585171.00000000 0.409888890358 Long EC CORP US N 1 N N N SUMITOMO MITSUI TRUST BANK LTD,NY N/A 000000000 999910.00000000 PA USD 999910.00000000 0.158539609317 Long STIV CORP US N 2 2020-06-05 Floating 1.46000000 N N N N N Douglas Dynamics Inc 529900CDFLKNQ0QT6580 25960R105 108406.00000000 NS USD 3849497.06000000 0.610352691703 Long EC CORP US N 1 N N N Rexnord Corp 549300AM3633XDFU1Q85 76169B102 108500.00000000 NS USD 2459695.00000000 0.389994183816 Long EC CORP US N 1 N N N BANK OF NOVA SCOTIA HOUSTON N/A 000000000 3990808.00000000 PA USD 3990808.00000000 0.632758089408 Long STIV CORP US N 2 2020-05-15 Floating 0.87000000 N N N N N First Midwest Bancorp Inc/IL 7XRS7ORI584PF41IVU88 320867104 240100.00000000 NS USD 3177723.50000000 0.503840387843 Long EC CORP US N 1 N N N Associated Banc-Corp 549300N3CIN473IW5094 045487105 279736.00000000 NS USD 3577823.44000000 0.567277785385 Long EC CORP US N 1 N N N CREDIT SUISSE NY N/A 000000000 3981760.00000000 PA USD 3981760.00000000 0.631323493910 Long STIV CORP US N 2 2020-10-06 Floating 0.49000000 N N N N N Hostess Brands Inc N/A 44109J106 296222.00000000 NS USD 3157726.52000000 0.500669789093 Long EC CORP US N 1 N N SUMITOMO MITSUI TRUST BANK LTD,NY N/A 000000000 3001770.00000000 PA USD 3001770.00000000 0.475942277865 Long STIV CORP US N 2 2020-04-17 Fixed 1.97000000 N N N N N Berry Corp N/A 08579X101 209110.00000000 NS USD 503955.10000000 0.079904036030 Long EC CORP US N 1 N N Natus Medical Inc 549300ZW3JLSJGT2D838 639050103 7464.00000000 NS USD 172642.32000000 0.027373109544 Long EC CORP US N 1 N N N Meritage Homes Corp 52990044W9UMFJO2FB97 59001A102 65400.00000000 NS USD 2387754.00000000 0.378587659195 Long EC CORP US N 1 N N N NATIONAL AUSTRALIA BANK LONDON N/A 000000000 999650.00000000 PA USD 999650.00000000 0.158498385308 Long STIV CORP US N 2 2020-04-08 Floating 1.20000000 N N N N N Texas Roadhouse Inc 5299002Y1CNRPDGXTQ75 882681109 52000.00000000 NS USD 2147600.00000000 0.340510310898 Long EC CORP US N 1 N N Coherent Inc 549300RYOCKUMWACR010 192479103 20200.00000000 NS USD 2149482.00000000 0.340808709298 Long EC CORP US N 1 N N CSW Industrials Inc 549300SYOEO3RVQ7FB83 126402106 110372.00000000 NS USD 7157624.20000000 1.134869082526 Long EC CORP US N 1 N N Eagle Materials Inc 529900KRXRGXL61SG039 26969P108 155772.00000000 NS USD 9100200.24000000 1.442872049244 Long EC CORP US N 1 N N Hawaiian Electric Industries Inc JJ8FWOCWCV22X7GUPJ23 419870100 184819.00000000 NS USD 7956457.95000000 1.261527272398 Long EC CORP US N 1 N N BNP PARIBAS, NY N/A 000000000 3969132.00000000 PA USD 3969132.00000000 0.629321275524 Long STIV CORP US N 2 2020-10-09 Floating 1.35000000 N N N N N Kite Realty Group Trust N/A 49803T300 82932.00000000 NS USD 785366.04000000 0.124522832207 Long EC US N 1 N N N Berry Global Group Inc 549300G6KKUMMXM8NH73 08579W103 156603.00000000 NS USD 5279087.13000000 0.837019742919 Long EC CORP US N 1 N N N QEP Resources Inc Q6JQDZPXKEDQKVK58165 74733V100 388230.00000000 NS USD 129862.94000000 0.020590272896 Long EC CORP US N 1 N N N Lexington Realty Trust 549300S4MH2ICXDBFV43 529043101 398600.00000000 NS USD 3958098.00000000 0.627571792021 Long EC US N 1 N N N CNO Financial Group Inc 11XPYHB76MPM4Y4P2897 12621E103 133016.00000000 NS USD 1648068.24000000 0.261307612583 Long EC CORP US N 1 N N Helen of Troy Ltd N/A 000000000 43614.00000000 NS USD 6281724.42000000 0.995991774646 Long EC CORP BM N 1 N N ITT Inc 549300KDSERHTJOXUS80 45073V108 145800.00000000 NS USD 6613488.00000000 1.048594177221 Long EC CORP US N 1 N N N Apollo Commercial Real Estate Finance Inc 549300E0AN7M2AQHSY29 03762U105 226007.00000000 NS USD 1676971.94000000 0.265890406340 Long EC US N 1 N N S&T Bancorp Inc N/A 783859101 74000.00000000 NS USD 2021680.00000000 0.320545206433 Long EC CORP US N 1 N N N Altra Industrial Motion Corp NQ0NIXPGW4YKG4MWM571 02208R106 150100.00000000 NS USD 2625249.00000000 0.416243412728 Long EC CORP US N 1 N N N Denny's Corp 54930037V56XOULXM917 24869P104 499522.00000000 NS USD 3836328.96000000 0.608264838366 Long EC CORP US N 1 N N N White Mountains Insurance Group Ltd 549300N3FL068JERBG02 000000000 3582.00000000 NS USD 3259620.00000000 0.516825395608 Long EC CORP BM N 1 N N N Spirit Realty Capital Inc 549300LTU6LVPZSHMJ25 84860W300 113000.00000000 NS USD 2954950.00000000 0.468518785243 Long EC US N 1 N N N TFDXX LEX BLACKROCK FED FUND N/A 000000000 2000000.00000000 NS USD 2000000.00000000 0.317107758333 Long STIV RF US N 1 N N Oil States International Inc 5493004TF4KQJGMYL777 678026105 95445.00000000 NS USD 193753.35000000 0.030720345244 Long EC CORP US N 1 N N N Sandy Spring Bancorp Inc N/A 800363103 31000.00000000 NS USD 701840.00000000 0.111279454554 Long EC CORP US N 1 N N N Sensient Technologies Corp CMMZHMFZQG86EI7WZU92 81725T100 32194.00000000 NS USD 1400760.94000000 0.222096080821 Long EC CORP US N 1 N N N Core-Mark Holding Co Inc 529900CI5YANWVE54N57 218681104 78899.00000000 NS USD 2254144.43000000 0.357403343578 Long EC CORP US N 1 N N N Legg Mason Inc OWUNCC6U1ZJXMZKFBJ36 524901105 58000.00000000 NS USD 2833300.00000000 0.449230705842 Long EC CORP US N 1 N N N Lancaster Colony Corp 529900X4O13HED1ZAS58 513847103 5020.00000000 NS USD 726092.80000000 0.115124830074 Long EC CORP US N 1 N N N FIXED INC CLEARING CORP.REPO 549300H47WTHXPU08X20 000000000 28453306.67000000 PA USD 28453306.67000000 4.511382147643 Long RA CORP US N 2 Repurchase N 0.00000000 2020-04-01 11675000.00000000 USD 12235855.32500000 USD UST N N N ROYAL BANK OF CANADA NY N/A 000000000 1977460.00000000 PA USD 1977460.00000000 0.313533953896 Long STIV CORP US N 2 2021-02-12 Floating 0.27000000 N N N N N ABN Amro Bank N.V. N/A 000000000 1000000.00000000 PA USD 1000000.00000000 0.158553879166 Long STIV CORP US N 2 2020-04-01 Fixed 0.08000000 N N N N N Washington Real Estate Investment Trust 549300DI34BGS8LVKW95 939653101 240523.00000000 NS USD 5741284.01000000 0.910302851182 Long EC US N 1 N N Hanover Insurance Group Inc/The JJYR6MFKFF6CF8DBZ078 410867105 105283.00000000 NS USD 9536534.14000000 1.512054481701 Long EC CORP US N 1 N N N CREDIT AGRICOLE CIB, NY N/A 000000000 996744.00000000 PA USD 996744.00000000 0.158037627735 Long STIV CORP US N 2 2020-07-20 Floating 0.51000000 N N N N N IBERIABANK Corp WQ4U3ADCR5WID15LA317 450828108 61932.00000000 NS USD 2239461.12000000 0.355075247818 Long EC CORP US N 1 N N N Verint Systems Inc 549300KEQJS5FRVUCO94 92343X100 42005.00000000 NS USD 1806215.00000000 0.286382394858 Long EC CORP US N 1 N N N Prosperity Bancshares Inc N/A 743606105 59100.00000000 NS USD 2851575.00000000 0.452128277984 Long EC CORP US N 1 N N South Jersey Industries Inc 549300DJYWYT5VXLFA46 838518108 109900.00000000 NS USD 2747500.00000000 0.435626783010 Long EC CORP US N 1 N N FNB Corp/PA PCYSKIGYNYFDTBLVZU83 302520101 605300.00000000 NS USD 4461061.00000000 0.707318526748 Long EC CORP US N 1 N N N Cheesecake Factory Inc/The 529900872XMLK10SY247 163072101 30600.00000000 NS USD 522648.00000000 0.082867867838 Long EC CORP US N 1 N N ACI Worldwide Inc 5493003BPVMZUJ6F5C02 004498101 67382.00000000 NS USD 1627275.30000000 0.258010811286 Long EC CORP US N 1 N N N Flex Ltd 549300EAQH74YHD07T53 000000000 446437.00000000 NS USD 3738909.88000000 0.592818665328 Long EC CORP SG N 1 N N N CIBC NY N/A 000000000 995158.00000000 PA USD 995158.00000000 0.157786161283 Long STIV CORP US N 2 2020-08-06 Floating 0.44000000 N N N N N Belden Inc 68BKYO1JC791TTJHUE82 077454106 48679.00000000 NS USD 1756338.32000000 0.278474253764 Long EC CORP US N 1 N N Knoll Inc 549300R7T7KP3H4DHH46 498904200 148852.00000000 NS USD 1536152.64000000 0.243562960063 Long EC CORP US N 1 N N N Quanex Building Products Corp 5493000TL30VL5WOAW87 747619104 228252.00000000 NS USD 2300780.16000000 0.364797619477 Long EC CORP US N 1 N N Umpqua Holdings Corp 5299002ENJ7CY215BW86 904214103 389500.00000000 NS USD 4245550.00000000 0.673148421695 Long EC CORP US N 1 N N N GOLDMAN SACHS BANK USA N/A 000000000 2979120.00000000 PA USD 2979120.00000000 0.472351032502 Long STIV CORP US N 2 2021-02-22 Floating 0.21000000 N N N N N CIC LONDON N/A 000000000 3996120.00000000 PA USD 3996120.00000000 0.633600327615 Long STIV CORP US N 2 2020-05-07 Fixed 0.00000000 N N N N N DSP Group Inc N/A 23332B106 96546.00000000 NS USD 1293716.40000000 0.205123753761 Long EC CORP US N 1 N N N First Interstate BancSystem Inc N/A 32055Y201 90400.00000000 NS USD 2607136.00000000 0.413371526314 Long EC CORP US N 1 N N N BANK OF MONTREAL CHICAGO N/A 000000000 997480.00000000 PA USD 997480.00000000 0.158154323391 Long STIV CORP US N 2 2020-10-02 Floating 0.42000000 N N N N N Sykes Enterprises Inc 549300JJ24XHULP7Q562 871237103 58523.00000000 NS USD 1587143.76000000 0.251647799942 Long EC CORP US N 1 N N N National Westminster Bank PLC N/A 000000000 2000540.00000000 PA USD 2000540.00000000 0.317193377427 Long STIV CORP US N 2 2020-04-14 Fixed 1.86000000 N N N N N American Equity Investment Life Holding Co 549300RK5RZQ740FPL83 025676206 210900.00000000 NS USD 3964920.00000000 0.628653446585 Long EC CORP US N 1 N N N DZ BANK AG NEW YORK N/A 000000000 999380.00000000 PA USD 999380.00000000 0.158455575761 Long STIV CORP US N 2 2020-06-10 Fixed 0.95000000 N N N N N Novanta Inc N/A 67000B104 41792.00000000 NS USD 3338344.96000000 0.529307543404 Long EC CORP CA N 1 N N N ACCO Brands Corp JCT8P4Y190IH4I1NX328 00081T108 223010.00000000 NS USD 1126200.50000000 0.178563457994 Long EC CORP US N 1 N N N AH Belo Corp N/A 001282102 269293.00000000 NS USD 463183.96000000 0.073439613625 Long EC CORP US N 1 N N N Two Harbors Investment Corp 549300ZUIBT6KH4HU823 90187B408 317584.00000000 NS USD 1209995.04000000 0.191849407364 Long EC US N 1 N N Healthcare Services Group Inc 529900GVZ1D2FBYMS719 421906108 111908.00000000 NS USD 2675720.28000000 0.424245829958 Long EC CORP US N 1 N N Gannett Co Inc 549300JQ2PU0RI3ZBA32 36472T109 223305.00000000 NS USD 330491.40000000 0.052400693501 Long EC CORP US N 1 N N Integer Holdings Corp 549300SUD2ED5XG6X569 45826H109 31100.00000000 NS USD 1954946.00000000 0.309964271861 Long EC CORP US N 1 N N N First Hawaiian Inc 5493002DJSH46F5OLV06 32051X108 440690.00000000 NS USD 7284605.70000000 1.155002491933 Long EC CORP US N 1 N N N TTM Technologies Inc 549300SC4BDOIS008048 87305R109 294476.00000000 NS USD 3044881.84000000 0.482777827335 Long EC CORP US N 1 N N Primoris Services Corp 549300UF3OLBJ8D5K349 74164F103 126300.00000000 NS USD 2008170.00000000 0.318403143525 Long EC CORP US N 1 N N N Cabot Microelectronics Corp 31F6V1MN00ZW3XWB4J69 12709P103 27226.00000000 NS USD 3107575.64000000 0.492718172525 Long EC CORP US N 1 N N SUMITOMO MITSUI TRUST BANK LTD, LDN N/A 000000000 995190.00000000 PA USD 995190.00000000 0.157791235007 Long STIV CORP US N 2 2020-08-18 Fixed 0.00000000 N N N N N Life Storage Inc W9EE01AFDDF9DQCQZC68 53223X107 40900.00000000 NS USD 3867095.00000000 0.613142913355 Long EC US N 1 N N N PQ Group Holdings Inc N/A 73943T103 135338.00000000 NS USD 1475184.20000000 0.233896177395 Long EC CORP US N 1 N N N STAG Industrial Inc 549300QWYX2W6FASVQ07 85254J102 68924.00000000 NS USD 1552168.48000000 0.246102333624 Long EC US N 1 N N N TreeHouse Foods Inc 5493007M7EVHE470Q576 89469A104 83363.00000000 NS USD 3680476.45000000 0.583553818328 Long EC CORP US N 1 N N J&J Snack Foods Corp N/A 466032109 69517.00000000 NS USD 8411557.00000000 1.333684992180 Long EC CORP US N 1 N N API Group Corp 213800NZT1VX6PZ7BT53 000000000 257361.00000000 NS USD 1801527.00000000 0.285639094273 Long EC CORP VG Y 1 N N N BJ's Wholesale Club Holdings Inc 549300UCIWH1C93V0J03 05550J101 218525.00000000 NS USD 5565831.75000000 0.882484214750 Long EC CORP US N 1 N N Rogers Corp PW0CN80KNFR7RUOOKJ84 775133101 12601.00000000 NS USD 1189786.42000000 0.188645252270 Long EC CORP US N 1 N N Valley National Bancorp 549300ET52S1UBIB9762 919794107 480100.00000000 NS USD 3509531.00000000 0.556449754105 Long EC CORP US N 1 N N N Diodes Inc 549300XP2X1ARVH3BX23 254543101 3422.00000000 NS USD 139052.97000000 0.022047387803 Long EC CORP US N 1 N N N Cracker Barrel Old Country Store Inc 8P4PHQIUWPIECBFBW745 22410J106 20400.00000000 NS USD 1697688.00000000 0.269175018014 Long EC CORP US N 1 N N N Brandywine Realty Trust 5UZ46ZCYUFYYAC0DS831 105368203 355500.00000000 NS USD 3739860.00000000 0.592969310539 Long EC US N 1 N N N Teradyne Inc C3X4YJ278QNZHRJULN75 880770102 108200.00000000 NS USD 5861194.00000000 0.929315045247 Long EC CORP US N 1 N N Enstar Group Ltd 213800AMAL5QFXVUCN04 000000000 26498.00000000 NS USD 4214506.90000000 0.668226417769 Long EC CORP BM N 1 N N Performance Food Group Co 549300EUK8GR9IT1YK57 71377A103 79886.00000000 NS USD 1974781.92000000 0.313109333923 Long EC CORP US N 1 N N N SkyWest Inc 529900UYS2KGS6Z42P09 830879102 55400.00000000 NS USD 1450926.00000000 0.230049945683 Long EC CORP US N 1 N N N Simpson Manufacturing Co Inc 529900EJUNNL15LZ8056 829073105 78453.00000000 NS USD 4862516.94000000 0.770970923350 Long EC CORP US N 1 N N Olin Corp 549300GKK294V7W57P06 680665205 75675.00000000 NS USD 883127.25000000 0.140023251285 Long EC CORP US N 1 N N Tootsie Roll Industries Inc 529900SBKOV9XX4M4Q35 890516107 20353.75000000 NS USD 731920.85000000 0.116048890010 Long EC CORP US N 1 N N Louisiana-Pacific Corp 549300C7E2UAO5BVRR75 546347105 212700.00000000 NS USD 3654186.00000000 0.579385365496 Long EC CORP US N 1 N N N Cirrus Logic Inc 549300NKSJEM5ZZSSV18 172755100 55400.00000000 NS USD 3635902.00000000 0.576486366369 Long EC CORP US N 1 N N N Mueller Industries Inc 5493005IZFE4VJLLYG84 624756102 339322.00000000 NS USD 8123368.68000000 1.287991616114 Long EC CORP US N 1 N N NCR Corp 549300YKTY8JX1DV2R67 62886E108 190584.00000000 NS USD 3373336.80000000 0.534855635375 Long EC CORP US N 1 N N Nomad Foods Ltd 5493000ZZ1837DS2SI43 000000000 512294.00000000 NS USD 9508176.64000000 1.507558290072 Long EC CORP VG N 1 N N N Standard Motor Products Inc THGK1EO5B5HK0JHQVZ90 853666105 30100.00000000 NS USD 1251257.00000000 0.198391651184 Long EC CORP US N 1 N N N Stewart Information Services Corp 529900TV1XI0PLKENU10 860372101 120367.00000000 NS USD 3210187.89000000 0.508987742812 Long EC CORP US N 1 N N N NBT Bancorp Inc N/A 628778102 90680.00000000 NS USD 2937125.20000000 0.465692594057 Long EC CORP US N 1 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 000000000 2000000.00000000 PA USD 2000000.00000000 0.317107758333 Long RA CORP US N 2 Repurchase Y 0.43000000 2020-05-05 106081.70000000 USD 2178277.97000000 USD EQT 1113.96000000 USD 21722.13000000 USD ACMO N N Helix Energy Solutions Group Inc 416AP2JOUTCWEGSOZW41 42330P107 347500.00000000 NS USD 569900.00000000 0.090359855737 Long EC CORP US N 1 N N N WPX Energy Inc ZXZE9GCS2BB547GJW219 98212B103 384200.00000000 NS USD 1171810.00000000 0.185795021146 Long EC CORP US N 1 N N N IND AND COM BK OF CHINA LTD, NY BR N/A 000000000 1000430.00000000 PA USD 1000430.00000000 0.158622057334 Long STIV CORP US N 2 2020-04-21 Fixed 1.91000000 N N N N N Atkore International Group Inc 52990002TI38AM4RPV48 047649108 264604.00000000 NS USD 5575206.28000000 0.883970582847 Long EC CORP US N 1 N N N Outfront Media Inc 549300RZWDYU5722I639 69007J106 256200.00000000 NS USD 3453576.00000000 0.547577871796 Long EC US N 1 N N N Cable One Inc 549300648QS85T0XSH18 12685J105 2100.00000000 NS USD 3452421.00000000 0.547394742066 Long EC CORP US N 1 N N N Asbury Automotive Group Inc 549300JH4DTA7U42GL91 043436104 32200.00000000 NS USD 1778406.00000000 0.281973170033 Long EC CORP US N 1 N N N SUMITOMO BK NY N/A 000000000 999639.99000360 PA USD 999639.99000360 0.158496798185 Long STIV CORP US N 2 2020-08-03 Floating 1.74000000 N N N N N Magnolia Oil & Gas Corp N/A 559663109 188929.00000000 NS USD 755716.00000000 0.119821703348 Long EC CORP US N 1 N N Selective Insurance Group Inc 549300R3WGJWLE40R258 816300107 97690.00000000 NS USD 4855193.00000000 0.769809684252 Long EC CORP US N 1 N N N Tech Data Corp 549300EK847TAWPJWF34 878237106 16676.00000000 NS USD 2182054.60000000 0.345973221383 Long EC CORP US N 1 N N N UniFirst Corp/MA 5493003XBTNWBC8UK019 904708104 27800.00000000 NS USD 4200302.00000000 0.665974175771 Long EC CORP US N 1 N N N Franchise Group Inc 549300MWCHSL8BSOMV77 35180X105 44616.00000000 NS USD 389051.52000000 0.061685627691 Long EC CORP US N 1 N N Patterson-UTI Energy Inc 254900XGFBKIXD6G0697 703481101 735756.00000000 NS USD 1729026.60000000 0.274143874612 Long EC CORP US N 1 N N East West Bancorp Inc N/A 27579R104 253100.00000000 NS USD 6514794.00000000 1.032945860670 Long EC CORP US N 1 N N BNP PARIBAS, NY N/A 000000000 993270.00000000 PA USD 993270.00000000 0.157486811559 Long STIV CORP US N 2 2021-02-11 Floating 0.84000000 N N N N N Black Hills Corp 3MGELCRSTNSAMJ962671 092113109 79100.00000000 NS USD 5064773.00000000 0.803039406248 Long EC CORP US N 1 N N N Delta Apparel Inc 549300YCES15WEDS8Z04 247368103 72133.00000000 NS USD 750904.53000000 0.119058826115 Long EC CORP US N 1 N N N Central Garden & Pet Co 5493004DVZLD37DJ0H83 153527106 112977.00000000 NS USD 3106867.50000000 0.492605894181 Long EC CORP US N 1 N N N SANTANDER UK PLC LDN N/A 000000000 1999760.00000000 PA USD 1999760.00000000 0.317069705402 Long STIV CORP US N 2 2020-04-07 Fixed 1.83000000 N N N N N Alamo Group Inc 54930080C93RVZRSDV26 011311107 28371.00000000 NS USD 2518777.38000000 0.399361924355 Long EC CORP US N 1 N N Apollo Investment Corp 5493005P14I7WFB3FW47 03761U502 204439.00000000 NS USD 1379963.25000000 0.218798526394 Long EC CORP US N 1 N N NN Inc 549300SU3TUM6VH84645 629337106 106898.00000000 NS USD 184933.54000000 0.029321930155 Long EC CORP US N 1 N N 2020-04-30 Brighthouse Funds Trust I Alan Otis Alan Otis Treasurer XXXX