NPORT-P false 0001126087 XXXXXXXX S000036840 C000112664 Brighthouse Funds Trust I 811-10183 0001126087 549300LQX1AREJYGF247 Brighthouse Investment Advisers, LLC 11225 North Community House Road Charlotte 28277 980-949-5089 Invesco Balanced-Risk Allocation Portfolio S000036840 549300YP24GWCAOOOM33 2025-12-31 2025-06-30 N 711966491.33 5710577.47 706255913.86 0.00000000 164660894.56000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 25153071.57000000 AUD CAD EUR GBP JPY USD N 30% MSCI World Index 20% Bloomberg Commodity Index 38% Bloomberg Global Aggregate Treasury ex US 12% Bloomberg US Intermediate Treasury 30%MXWO 20%BCOM 38%I00827US 12%LT08TRUU Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 3249804.15000000 OU Notional Amount USD -96344.10000000 -0.01364152824 N/A DCO US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Merrill Lynch Corn Excess Return Strategy MLCISCER Corn No. 2 Yellow 3249804.15000000 USD -96344.10000000 USD Y equity-performance leg 2026-05-05 0.00000000 USD 0.00000000 USD 3249804.15000000 USD -96344.10000000 N N N ICE Futures Europe 549300UF4R84F48NCH34 000000000 156.00000000 NC USD 387841.43000000 0.054915140870 N/A DCO GB N 1 ICE Futures Europe 549300UF4R84F48NCH34 Long ICE Brent Crude Oil Futures COV5 Comdty 2025-08-29 9886318.57000000 USD 387841.43000000 N N N TORONTO DOMINION BANK NY PT3QB789TSUIDF371261 89115DG42 8000000.00000000 PA USD 8002803.92000000 1.133130889660 Long STIV CORP CA N 2 2026-07-10 Floating 4.76000000 N N N N N N NRW Bank 52990002O5KK6XOGJ020 62939LU72 6500000.00000000 PA USD 6494527.65000000 0.919571436153 Long STIV CORP DE N 2 2025-07-07 None 0.00000000 N N N N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 2234055.46000000 OU Notional Amount USD -56249.83000000 -0.00796451100 N/A DCO US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 S&P GSCI Corn Index AGGSCN44 Corn No. 2 Yellow 2234055.46000000 USD -56249.83000000 USD Y equity-performance leg 2026-05-05 0.00000000 USD 0.00000000 USD 2234055.46000000 USD -56249.83000000 N N N Commodities Exchange Center N/A 000000000 96.00000000 NC USD -34824.16000000 -0.00493081322 N/A DCO US N 1 Commodities Exchange Center N/A Long COMEX Silver Futures SIU5 Comdty 2025-09-26 17397384.16000000 USD -34824.16000000 N N N BANK OF MONTREAL CHICAGO NQQ6HPCNCCU6TUTQYE16 06367DPS8 5000000.00000000 PA USD 5001120.00000000 0.708117256345 Long STIV CORP CA N 2 2026-03-19 Floating 4.69000000 N N N N N N Canadian Imperial Bank of Commerce 2IGI19DL77OX0HC3ZE78 000000000 5699253.57000000 OU Notional Amount USD -308894.01000000 -0.04373683872 N/A DCO US N 2 Canadian Imperial Bank of Commerce 2IGI19DL77OX0HC3ZE78 CIBC Soymeal Commodity Index CIBZ1SM Soybean Meal 5699253.57000000 USD -308894.01000000 USD Y equity-performance leg 2026-02-18 0.00000000 USD 0.00000000 USD 5699253.57000000 USD -308894.01000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 9676325.12000000 OU Notional Amount USD 181218.56000000 0.025659050273 N/A DCO GB N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Barclays Copper Excess Return Index BXCS1452 Copper 9676325.12000000 USD 181218.56000000 USD Y equity-performance leg 2026-04-07 0.00000000 USD 0.00000000 USD 9676325.12000000 USD 181218.56000000 N N N Novartis Finance Corp N/A 6698M4V58 5750000.00000000 PA USD 5725114.00000000 0.810628822732 Long STIV CORP US N 2 2025-08-05 None 0.00000000 N N N N N N Nestle Finance International Ltd 0KLLMNHINTFDRMU6DI05 64106GU92 1000000.00000000 PA USD 998922.30000000 0.141439141307 Long STIV CORP LU N 2 2025-07-09 None 0.00000000 N N N N N N MUFG BANK LTD/NY C3GTMMZIHMY46P4OIX74 55381BCH9 15000000.00000000 PA USD 15002923.50000000 2.124289964242 Long STIV CORP JP N 2 2025-08-14 Floating 4.65000000 N N N N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 10058260.80000000 OU Notional Amount USD -258644.12000000 -0.03662186962 N/A DCO US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 S&P GSCI Gold Official Close Index SPGCGCP Gold 10058260.80000000 USD -258644.12000000 USD Y equity-performance leg 2025-10-21 0.00000000 USD 0.00000000 USD 10058260.80000000 USD -258644.12000000 N N N Canadian Imperial Bank of Commerce 2IGI19DL77OX0HC3ZE78 000000000 4137207.75000000 OU Notional Amount USD 29354.00000000 0.004156283780 N/A DCO US N 2 Canadian Imperial Bank of Commerce 2IGI19DL77OX0HC3ZE78 CIBC Seasonal Enhanced Cotton Index CIBZSECT Cotton No. 2 4137207.75000000 USD 29354.00000000 USD Y equity-performance leg 2026-02-05 0.00000000 USD 0.00000000 USD 4137207.75000000 USD 29354.00000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 5740277.40000000 OU Notional Amount USD -279501.75000000 -0.03957513763 N/A DCO GB N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Barclays Soybean Oil Seasonal Excess Return Index BCC2BOSP Soybean Oil 5740277.40000000 USD -279501.75000000 USD Y equity-performance leg 2025-12-04 0.00000000 USD 0.00000000 USD 5740277.40000000 USD -279501.75000000 N N N Lexington Parker Capital Co LLC 5493005MSQJBO8BDMA02 52953AU11 12800000.00000000 PA USD 12798456.32000000 1.812155632092 Long STIV CORP US N 2 2025-07-01 None 0.00000000 N N N N N N Nestle Finance International Ltd 0KLLMNHINTFDRMU6DI05 64106GUW1 16000000.00000000 PA USD 15942400.00000000 2.257312071606 Long STIV CORP LU N 2 2025-07-30 None 0.00000000 N N N N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 4124660.40000000 OU Notional Amount USD 23047.20000000 0.003263293028 N/A DCO US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Merrill Lynch Cotton Excess Return Strategy MLCX6CTE Cotton No. 2 4124660.40000000 USD 23047.20000000 USD Y equity-performance leg 2025-10-09 0.00000000 USD 0.00000000 USD 4124660.40000000 USD 23047.20000000 N N N Novartis Finance Corp N/A 6698M4UE0 17000000.00000000 PA USD 16971370.30000000 2.403005761359 Long STIV CORP US N 2 2025-07-14 None 0.00000000 N N N N N N Board of Regents of the University of Texas System TEHUYFNKZR6XVWLGEU86 91514AEY7 20000000.00000000 PA USD 20000000.00000000 2.831834694408 Long DBT MUN US N 2 2045-08-01 Floating 4.32000000 N N N N N N Caisse des Depots et Consignations 969500Q2PFTTP0Y5QL44 12800AU28 10000000.00000000 PA USD 9997604.00000000 1.415578093407 Long STIV CORP US N 2 2025-07-02 None 0.00000000 N N N N N N Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 000000000 10091955.87000000 OU Notional Amount USD 265247.73000000 0.037556886221 N/A DCO US N 2 Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 S&P GSCI Aluminum Dynamic Roll Index SPDYIAP Aluminum 10091955.87000000 USD 265247.73000000 USD Y equity-performance leg 2026-04-27 0.00000000 USD 0.00000000 USD 10091955.87000000 USD 265247.73000000 N N N Eurex Deutschland 529900LN3S50JPU47S06 000000000 845.00000000 NC 74848.33000000 0.010597904885 N/A DE DE N 1 Eurex Deutschland 529900LN3S50JPU47S06 Long Eurex EURO STOXX 50 Futures VGU5 Index 2025-09-19 44949608.86000000 EUR 74848.33000000 N N N New York Mercantile Exchange 5493008GFNDTXFPHWI47 000000000 59.00000000 NC USD 183974.21000000 0.026049227537 N/A DCO US N 1 New York Mercantile Exchange 5493008GFNDTXFPHWI47 Long NYMEX Light Sweet Crude Oil Futures CLU5 Comdty 2025-08-20 3583175.79000000 USD 183974.21000000 N N N CANADIAN IMP BK COMM NY 549300H8L46OOZOFHU82 13606DJJ2 9000000.00000000 PA USD 9006720.30000000 1.275277151418 Long STIV CORP CA N 2 2025-11-17 Floating 4.75000000 N N N N N N CDP Financial Inc 549300OXMGVYFCBFV096 12509RU25 8500000.00000000 PA USD 8497963.40000000 1.203241379396 Long STIV CORP CA N 2 2025-07-02 None 0.00000000 N N N N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 78.00000000 NC USD 863518.50000000 0.122267082378 N/A DE US N 1 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Long CME E-mini S&P 500 Index Futures ESU5 Index 2025-09-19 23526106.50000000 USD 863518.50000000 N N N DZ Bank AG Deutsche Zentral-Genossenschaftsbank/New York 529900HNOAA1KXQJUQ27 26821LU86 13500000.00000000 PA USD 13486977.90000000 1.909644596997 Long STIV CORP DE N 2 2025-07-08 None 0.00000000 N N N N N N ICE Futures Europe - Financial Products Division N/A 000000000 405.00000000 NC -521338.47000000 -0.07381721834 N/A DE GB N 1 ICE Futures Europe - Financial Products Division N/A Long FTSE 100 Index Futures Z U5 Index 2025-09-19 35977279.46000000 GBP -521338.47000000 N N N PSP Capital Inc 549300B456N0WEIC5249 69370AW42 10200000.00000000 PA USD 10119103.80000000 1.432781460858 Long STIV CORP CA N 2 2025-09-04 None 0.00000000 N N N N N N Short Term Investments Trust - Invesco Treasury Portfolio 5493004B3TM8ZIDDDC39 000000000 18838795.29000000 NS USD 18838795.29000000 2.667417705154 Long STIV RF US N 1 N N N PepsiCo Inc FJSUNZKFNQ5YPJ5OT455 71344TWJ7 8000000.00000000 PA USD 7923614.40000000 1.121918308151 Long STIV CORP US N 2 2025-09-18 None 0.00000000 N N N N N N Erste Abwicklungsanstalt 7TG4VWERK338227TR435 29604CWA6 15000000.00000000 PA USD 14869740.00000000 2.105432281441 Long STIV CORP DE N 2 2025-09-10 None 0.00000000 N N N N N N LVMH Moet Hennessy Louis Vuitton Inc 529900YISWVEKZT7CN18 55078TUM7 8000000.00000000 PA USD 7979811.20000000 1.129875310549 Long STIV CORP US N 2 2025-07-21 None 0.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CKM2 17600000.00000000 PA USD 17610344.40000000 2.493479212620 Long DBT UST US N 2 2026-04-30 Floating 4.43100000 N N N N N N LVMH Moet Hennessy Louis Vuitton SE IOG4E947OATN0KJYSD45 50244LUF9 14700000.00000000 PA USD 14673519.42000000 2.077649069131 Long STIV CORP FR N 2 2025-07-15 None 0.00000000 N N N N N N ASX Clear (Futures) 549300ZD7BBOVZFVHK49 000000000 1407.00000000 NC 1144951.43000000 0.162115659144 N/A DIR AU N 1 ASX Clear (Futures) 549300ZD7BBOVZFVHK49 Long SFE 10 Year Australian Bond Futures XMU5 Comdty 2025-09-15 159529648.17000000 AUD 1144951.43000000 N N N Macquarie Bank Ltd. 4ZHCHI4KYZG2WVRT8631 000000000 3220221.88000000 OU Notional Amount USD -15508.52000000 -0.00219587824 N/A DCO US N 2 Macquarie Bank Ltd. 4ZHCHI4KYZG2WVRT8631 Macquarie Soymeal Excess Return Index MQSDSMER Soybean Meal 3220221.88000000 USD -15508.52000000 USD Y equity-performance leg 2026-05-05 0.00000000 USD 0.00000000 USD 3220221.88000000 USD -15508.52000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 12289287.40000000 OU Notional Amount USD -28541.80000000 -0.00404128297 N/A DCO US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Merrill Lynch Gold Excess Return Index MLCX2GCE Gold 12289287.40000000 USD -28541.80000000 USD Y equity-performance leg 2025-11-25 0.00000000 USD 0.00000000 USD 12289287.40000000 USD -28541.80000000 N N N Britannia Funding Co LLC 549300X2ZBE7GS6QP587 11042LU73 5700000.00000000 PA USD 5695156.71000000 0.806387118073 Long STIV CORP US N 2 2025-07-07 None 0.00000000 N N N N N N Province of Ontario Canada C7PVKCRGLG18EBQGZV36 68323JWA9 12000000.00000000 PA USD 11896176.00000000 1.684400196379 Long STIV NUSS CA N 2 2025-09-10 None 0.00000000 N N N N N N New York Mercantile Exchange 5493008GFNDTXFPHWI47 000000000 110.00000000 NC USD 1067344.04000000 0.151127094167 N/A DCO US N 1 New York Mercantile Exchange 5493008GFNDTXFPHWI47 Long NYMEX NY Harbor ULSD Futures HOQ5 Comdty 2025-07-31 9449161.96000000 USD 1067344.04000000 N N N Royal Bank of Canada ES7IP3U3RHIGC71XBU11 000000000 12415696.00000000 OU Notional Amount USD -1465616.50000000 -0.20751918266 N/A DCO CA N 2 Royal Bank of Canada ES7IP3U3RHIGC71XBU11 RBC Enhanced Coffee Excess Return Index RBCAKCE0 Coffee C 12415696.00000000 USD -1465616.50000000 USD Y equity-performance leg 2025-11-25 15754.50000000 USD 0.00000000 USD 12415696.00000000 USD -1481371.00000000 N N N Aquitaine Funding Co LLC 549300RM1I17W1XLUM92 03843LW46 15000000.00000000 PA USD 14877570.00000000 2.106540944724 Long STIV CORP US N 2 2025-09-04 None 0.00000000 N N N N N N Schlumberger Investment SA 529900EZ29I5KXPV2J32 80686BUG1 8250000.00000000 PA USD 8234108.85000000 1.165881755948 Long STIV CORP LU N 2 2025-07-16 None 0.00000000 N N N N N N ICE Futures U.S., Inc. 5493004R83R1LVX2IL36 000000000 882.00000000 NC USD 951986.66000000 0.134793442620 N/A DE US N 1 ICE Futures U.S., Inc. 5493004R83R1LVX2IL36 Long ICE U.S. MSCI Emerging Markets Index Futures MESU5 Index 2025-09-19 53445363.34000000 USD 951986.66000000 N N N Alphabet Inc 5493006MHB84DD0ZWV18 02079NWP2 9000000.00000000 PA USD 8908164.90000000 1.261322521366 Long STIV CORP US N 2 2025-09-23 None 0.00000000 N N N N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 137333.00000000 OU Notional Amount USD 1676.81000000 0.000237422436 N/A DCO US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Merrill Lynch Natural Gas Excess Return Index MLCXNGAE Natural Gas 137333.00000000 USD 1676.80000000 USD Y equity-performance leg 2025-12-01 0.00000000 USD 0.00000000 USD 137332.99500000 USD 1676.81000000 N N N ICE Futures Europe - Financial Products Division N/A 000000000 401.00000000 NC 971526.63000000 0.137560140868 N/A DIR GB N 1 ICE Futures Europe - Financial Products Division N/A Long Long Gilt Futures G U5 Comdty 2025-09-26 36597255.36000000 GBP 971526.63000000 N N N SWEDBANK (NEW YORK) M312WZV08Y7LYUC71685 87019WH40 15000000.00000000 PA USD 14999971.50000000 2.123871985442 Long STIV CORP SE N 2 2025-10-14 Floating 4.69000000 N N N N N N Osaka Exchange 3538001249AILNPRUX57 000000000 41.00000000 NC 126293.27000000 0.017882083182 N/A DIR JP N 1 Osaka Exchange 3538001249AILNPRUX57 Long TSE Japanese 10 Year Bond Futures JBU5 Comdty 2025-09-12 5681633138.00000000 JPY 126293.27000000 N N N Royal Bank of Canada ES7IP3U3RHIGC71XBU11 000000000 3171093.65000000 OU Notional Amount USD -25308.05000000 -0.00358341070 N/A DCO US N 2 Royal Bank of Canada ES7IP3U3RHIGC71XBU11 RBC Enhanced Soybean Excess Return Index RBCASO01 Soybean 3171093.65000000 USD -25308.05000000 USD Y equity-performance leg 2026-02-12 0.00000000 USD 0.00000000 USD 3171093.65000000 USD -25308.05000000 N N N New York Life Short Term Funding LLC N/A 64952UUP0 12000000.00000000 PA USD 11966696.40000000 1.694385302148 Long STIV CORP US N 2 2025-07-23 None 0.00000000 N N N N N N Banque et Caisse d'Epargne de l'Etat R7CQUF1DQM73HUTV1078 0667K0X24 2800000.00000000 PA USD 2768274.60000000 0.391964802796 Long STIV CORP LU N 2 2025-10-02 None 0.00000000 N N N N N N Siemens Capital Co LLC EOSCVWUER252U910GR08 82619TWQ6 18000000.00000000 PA USD 17816218.20000000 2.522629241095 Long STIV CORP US N 2 2025-09-24 None 0.00000000 N N N N N N Lexington Parker Capital Co LLC 5493005MSQJBO8BDMA02 52953AVE2 10000000.00000000 PA USD 9945125.00000000 1.408147500761 Long STIV CORP US N 2 2025-08-14 None 0.00000000 N N N N N N FALCON ASSET FUNDING LLC 254900AGHU3V6ARMLZ93 30608HAH8 10000000.00000000 NS USD 9999984.00000000 1.415915081736 Long STIV CORP US N 2 N N N Invesco Government & Agency Portfolio 5493007T1J7WZ5QI1A47 825252885 29412906.14000000 NS USD 29412906.14000000 4.164624403531 Long STIV RF US N 1 N N N Federation des Caisses Desjardins du Quebec 549300B2Q47IR0CR5B54 31428FW27 15000000.00000000 PA USD 14882773.50000000 2.107277717316 Long STIV CORP CA N 2 2025-09-02 None 0.00000000 N N N N N N Royal Bank of Canada ES7IP3U3RHIGC71XBU11 000000000 17173264.28000000 OU Notional Amount USD -39883.83000000 -0.00564722067 N/A DCO US N 2 Royal Bank of Canada ES7IP3U3RHIGC71XBU11 RBC Gold Excess Return Index RBCAGCE0 Gold 17173264.28000000 USD -39883.83000000 USD Y equity-performance leg 2026-02-18 103776.43000000 USD 0.00000000 USD 17173264.28000000 USD -143660.26000000 N N N CDP Financial Inc 549300OXMGVYFCBFV096 12509RZ20 12000000.00000000 PA USD 11777703.60000000 1.667625483747 Long STIV CORP CA N 2 2025-12-02 None 0.00000000 N N N N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 553969.00000000 OU Notional Amount USD -13278.40000000 -0.00188011169 N/A DCO GB N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Barclays Wheat Chicago Seasonal Excess Return Index BCC2WHSP Wheat 553969.00000000 USD -13278.40000000 USD Y equity-performance leg 2026-05-05 0.00000000 USD 0.00000000 USD 553969.00000000 USD -13278.40000000 N N N Canadian Imperial Bank of Commerce 2IGI19DL77OX0HC3ZE78 000000000 7807596.00000000 OU Notional Amount USD -180109.80000000 -0.02550205902 N/A DCO US N 2 Canadian Imperial Bank of Commerce 2IGI19DL77OX0HC3ZE78 CIBC Enhanced Sugar Excess Return Index CIBZESB2 Sugar No. 11 7807596.00000000 USD -180109.80000000 USD Y equity-performance leg 2025-12-11 0.00000000 USD 0.00000000 USD 7807596.00000000 USD -180109.80000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 7928023.41000000 OU Notional Amount USD -728784.90000000 -0.10318991822 N/A DCO US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 JPMorgan Contag Gas Oil Excess Return Index JCTABQSE Low Sulphur Gasoil 7928023.41000000 USD -728784.90000000 USD Y equity-performance leg 2026-01-27 0.00000000 USD 0.00000000 USD 7928023.41000000 USD -728784.90000000 N N N Eurex Deutschland 529900LN3S50JPU47S06 000000000 558.00000000 NC -636910.41000000 -0.09018124981 N/A DIR DE N 1 Eurex Deutschland 529900LN3S50JPU47S06 Long Eurex 10 Year Euro BUND Futures RXU5 Comdty 2025-09-08 73164393.63000000 EUR -636910.41000000 N N N The Montreal Exchange / Bourse De Montreal N/A 000000000 836.00000000 NC 602925.96000000 0.085369332584 N/A DIR CA N 1 The Montreal Exchange / Bourse De Montreal N/A Long Montreal Exchange 10 Year Canadian Bond Futures CNU5 Comdty 2025-09-18 101170965.58000000 CAD 602925.96000000 N N N United States Treasury 254900HROIFWPRGM1V77 91282CLA7 32400000.00000000 PA USD 32432580.79000000 4.592185375516 Long DBT UST US N 2 2026-07-31 Floating 4.46300000 N N N N N N Royal Bank of Canada ES7IP3U3RHIGC71XBU11 000000000 5653682.10000000 OU Notional Amount USD -337971.75000000 -0.04785400636 N/A DCO CA N 2 Royal Bank of Canada ES7IP3U3RHIGC71XBU11 RBC Enhanced Sugar Excess Return Index RBCASB01 Sugar No. 11 5653682.10000000 USD -337971.75000000 USD Y equity-performance leg 2025-11-25 1284.30000000 USD 0.00000000 USD 5653682.10000000 USD -339256.05000000 N N N Osaka Exchange 3538001249AILNPRUX57 000000000 332.00000000 NC 1463693.61000000 0.207246917339 N/A DE JP N 1 Osaka Exchange 3538001249AILNPRUX57 Long TSE TOPIX Futures TPU5 Index 2025-09-11 9269480802.00000000 JPY 1463693.61000000 N N N ALTOONA-BLAIR COUNTY DEV 549300UTMGMP6XD0ZY27 021752AB6 17850000.00000000 PA USD 17850000.00000000 2.527412464759 Long DBT CORP US N 2 2038-09-01 Floating 4.41000000 N N N N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 5125830.66000000 OU Notional Amount USD -161917.38000000 -0.02292616271 N/A DCO GB N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Barclays Soybeans Seasonal Excess Return Index BCC2SOSP Soybean 5125830.66000000 USD -161917.38000000 USD Y equity-performance leg 2026-02-12 0.00000000 USD 0.00000000 USD 5125830.66000000 USD -161917.38000000 N N N THUNDER BAY FUNDING LLC 549300D7DHGDB5EMW139 88603KHC8 12000000.00000000 PA USD 12000972.00000000 1.699238443811 Long STIV CORP US N 2 2025-10-10 Floating 4.61000000 N N N N N N New York Mercantile Exchange 5493008GFNDTXFPHWI47 000000000 124.00000000 NC USD -373421.79000000 -0.05287343902 N/A DCO US N 1 New York Mercantile Exchange 5493008GFNDTXFPHWI47 Long NYMEX Reformulated Gasoline Blendstock for Oxygen Blending RBOB Futures XBQ5 Comdty 2025-07-31 11164918.59000000 USD -373421.79000000 N N N Unilever Finance Netherlands BV 549300SWJ4YK4LLNT176 90478CU21 7000000.00000000 PA USD 6998322.80000000 0.990904665385 Long STIV CORP NL N 2 2025-07-02 None 0.00000000 N N N N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 4887998.50000000 OU Notional Amount USD 484826.65000000 0.068647446412 N/A DCO US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 S&P GSCI Soybean Oil Excess Return Index AGGSBNZ0 Soybean Oil 4887998.50000000 USD 484826.65000000 USD Y equity-performance leg 2026-02-10 0.00000000 USD 0.00000000 USD 4887998.50000000 USD 484826.65000000 N N N PACCAR Financial Corp PH3S12DWZBHHQKVYZ297 69372AU34 9000000.00000000 PA USD 8996719.50000000 1.273861120798 Long STIV CORP US N 2 2025-07-03 None 0.00000000 N N N N N N Banque et Caisse d'Epargne de l'Etat R7CQUF1DQM73HUTV1078 0667K0VL4 12000000.00000000 PA USD 11925862.80000000 1.688603601889 Long STIV CORP LU N 2 2025-08-20 None 0.00000000 N N N N N N Canadian Imperial Bank of Commerce 2IGI19DL77OX0HC3ZE78 000000000 6787651.85000000 OU Notional Amount USD -105684.95000000 -0.01496411540 N/A DCO US N 2 Canadian Imperial Bank of Commerce 2IGI19DL77OX0HC3ZE78 CIBC Lean Hogs Seasonal Index CIBZSELH Lean Hogs 6787651.85000000 USD -105684.95000000 USD Y equity-performance leg 2026-04-01 0.00000000 USD 0.00000000 USD 6787651.85000000 USD -105684.95000000 N N N Canadian Imperial Bank of Commerce 2IGI19DL77OX0HC3ZE78 000000000 1391505.60000000 OU Notional Amount USD 120788.40000000 0.017102639090 N/A DCO US N 2 Canadian Imperial Bank of Commerce 2IGI19DL77OX0HC3ZE78 CIBC Soybean Oil Commodity Index CIBZSEBO Soybean Oil 1391505.60000000 USD 120788.40000000 USD Y equity-performance leg 2026-02-10 0.00000000 USD 0.00000000 USD 1391505.60000000 USD 120788.40000000 N N N Canadian Imperial Bank of Commerce 2IGI19DL77OX0HC3ZE78 000000000 14161973.25000000 OU Notional Amount USD 350714.25000000 0.049658239048 N/A DCO US N 2 Canadian Imperial Bank of Commerce 2IGI19DL77OX0HC3ZE78 CIBC Dynamic Roll LME Copper Excess Return Index CIBZDLPA Copper 14161973.25000000 USD 350714.25000000 USD Y equity-performance leg 2026-01-27 0.00000000 USD 0.00000000 USD 14161973.25000000 USD 350714.25000000 N N N Province of Ontario Canada C7PVKCRGLG18EBQGZV36 68323JUR4 8000000.00000000 PA USD 7976012.00000000 1.129337375230 Long STIV NUSS CA N 2 2025-07-25 None 0.00000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 301.00000000 NC USD 1419126.84000000 0.200936631063 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long CBOT U.S. Long Bond Futures USU5 Comdty 2025-09-19 33336966.91000000 USD 1419126.84000000 N N N Canadian Imperial Bank of Commerce 2IGI19DL77OX0HC3ZE78 000000000 4743462.20000000 OU Notional Amount USD -93270.90000000 -0.01320638852 N/A DCO US N 2 Canadian Imperial Bank of Commerce 2IGI19DL77OX0HC3ZE78 CIBC Live Cattle Seasonal Index CIBZSELC Live Cattle 4743462.20000000 USD -93270.90000000 USD Y equity-performance leg 2025-12-10 0.00000000 USD 0.00000000 USD 4743462.20000000 USD -93270.90000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 272.00000000 NC USD 995119.28000000 0.140900665108 N/A DE US N 1 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Long CME E-mini Russell 2000 Index Futures RTYU5 Index 2025-09-19 28812000.72000000 USD 995119.28000000 N N N TotalEnergies Capital SA 529900QI55ZLJVCMPA71 89152EW46 10000000.00000000 PA USD 9919590.00000000 1.404531955815 Long STIV CORP FR N 2 2025-09-04 None 0.00000000 N N N N N N INVESCO USD LIQ AGENCY N/A 000000000 122763207.61000000 NS USD 122763207.61000000 17.38225552534 Long STIV RF IE N 1 N N N Sanofi SA 549300E9PC51EN656011 8010M2WH1 21000000.00000000 PA USD 20800749.90000000 2.945214261826 Long STIV CORP FR N 2 2025-09-17 None 0.00000000 N N N N N N HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 40433FVA4 10000000.00000000 PA USD 10004561.50000000 1.416563217902 Long STIV CORP GB N 2 2025-09-11 Floating 4.75000000 N N N N N N Macquarie Bank Ltd. 4ZHCHI4KYZG2WVRT8631 000000000 6180115.30000000 OU Notional Amount USD 73756.15000000 0.010443261224 N/A DCO US N 2 Macquarie Bank Ltd. 4ZHCHI4KYZG2WVRT8631 Macquarie Dynamic Roll Aluminum Excess Return Index MQCP178E Aluminum 6180115.30000000 USD 73756.15000000 USD Y equity-performance leg 2026-02-05 0.00000000 USD 0.00000000 USD 6180115.30000000 USD 73756.15000000 N N N 2025-07-15 Brighthouse Funds Trust I Alan Otis Alan Otis Treasurer